text:
# Galactic Evolution of Beryllium and Oxygen

## 1. Introduction

First attempts to measure beryllium abundances in metal-poor stars by Molaro & Beckman (1984) and Molaro, Beckman & Castelli (1984) demonstrated that stars in the early Galaxy formed with much lower Be abundances than in the present epoch. First detection of Be in metal-poor stars was achieved by Rebolo et al. (1988) and further studies by S. Ryan, G. Gilmore, A. Boesgaard, P. Molaro, R. J. García López and their respective collaborators revealed a clear linear correlation with iron.

Accelerated protons and $`\alpha `$-particles in cosmic rays interact with ambient CNO in ISM and create Be. According to the standard Galactic Cosmic Ray (GCR) theory, these interactions in the general ISM should have given a quadratic relation between Be and O. Alternatively, spallation of cosmic ray CNO nuclei accelerated out of freshly processed material could account for the primary character of the observed early galactic evolution of Be. Another production site is the collective acceleration by SN shocks of ejecta-enriched matter in the interiors of superbubbles. In these two cases, the evolution of Be should reflect the production of CNO from massive stars. Oxygen is mostly produced by Type II SNe while iron is produced in both, Type II and in Type Ia SNe. The fact that Type Ia SNe have longer lifetime progenitors has been commonly used to argue that oxygen must be overabundant in very old stars. Observational evidence for high \[O/Fe\] ratios in many metal-poor stars has been reported over the last two decades.

Based on the study of \[O i\] lines at 6300 and 6363 Å in evolved stars (though the second line at 6363 Å is not visible in very metal-poor stars and the analysis is based only on one line), several authors have found that \[O/Fe\]$`=0.30.4`$ dex at \[Fe/H\]$`<1`$ and is constant until \[Fe/H\]$`3`$ (e.g. Barbuy 1988 and Kraft et al. 1992). In contrast with this result, oxygen abundances derived in unevolved stars using the O i IR triplet at 7774 Å (Abia & Rebolo 1989; Tomkin et al. 1992; King & Boesgaard 1995; and Cavallo, Pilachowski, & Rebolo 1997) point towards linearly increasing \[O/Fe\] values with decreasing \[Fe/H\] and reaching a ratio $`1`$ for stars with \[Fe/H\]$`3`$. This may suggest a higher production of oxygen during the early Galaxy.

We discuss in this paper the comparison of these abundances with those derived from OH lines located in the near-UV part of the spectra of metal-poor stars, and their relation with beryllium abundances consistently derived from the same spectra.

## 2. Observations and Analyses

The observations were carried out in different runs using the UES ($`R=\lambda /\mathrm{\Delta }\lambda 50000`$) of the 4.2-m WHT at the Observatorio del Roque de los Muchachos (La Palma), and the UCLES ($`R60000`$) of the 3.9-m AAT. The spectral region observed spanned typically from 3080 to 3300 Å, where several OH lines and the Be ii doublet at 3131 Å are located. Details of the abundance analyses can be found in García López, Severino, & Gomez (1995) and Israelian, García López, & Rebolo (1998) for beryllium and oxygen, respectively. The stellar parameters play an important role in the abundance determinations from near-UV lines. Effective temperatures ($`T_{\mathrm{eff}}`$) for our stars were estimated using the Alonso et al. (1996) calibrations versus $`VK`$ and $`by`$ colors, which were derived by applying the infrared flux method (IRFM), and cover a wide range of spectral types and metal content. These temperatures were used to compute synthetic spectra around the Be ii doublet and slightly modified, within the error bars provided by the calibrations, until obtaining a good reproduction of this region in the observed spectra. Metallicities were adopted from literature values obtained from high resolution spectra. Adopted gravities, derived using the accurate parallaxes measured by Hipparcos (ESA 1997), are larger by 0.28 dex in average than the values adopted by Israelian et al. (1998). This implies a mean small reduction of 0.09 dex in the oxygen abundances inferred from the OH lines with respect to that work, which does not affect significantly their original results.

Beryllium abundances reported here were obtained from the Be ii resonance doublet located at 3130.421 and 3131.065 Å. The first line, which is also the strongest one, is severely blended with atomic and molecular lines of other species, and the abundance determination usually relies only on the other line, more isolated and weaker. The abundances used in this work are those presented in García López (1999).

## 3. Oxygen

Israelian et al. (1998) presented new oxygen abundances derived from near-UV OH lines (which form in the same layers of the atmosphere as \[O i\]) for 24 metal-poor stars. They have concluded that the \[O/Fe\] ratio of metal-poor stars increases from 0.6 to 1 between \[Fe/H\]=$``$1.5 and $`3`$, with a slope of $`0.31\pm 0.11`$. Contrary to the previously accepted picture (see e.g. Bessell, Sutherland, & Ruan 1991, who used older model atmospheres with a coarser treatment of the opacities in the UV), these new oxygen abundances derived from low-excitation OH lines, agreed well with those derived from high-excitation lines of the O i IR triplet at 7774 Å. The comparison with oxygen abundances derived using O i data from Tomkin et al. (1992) showed a mean difference of $`0.00\pm 0.11`$ dex for the stars in common. Boesgaard et al. (1999a) made a similar analysis of several metal-poor stars using a different set of OH lines. They found a very good agreement with the results obtained by Israelian et al. (1998), and basically the same dependence of \[O/Fe\] versus metallicity. This is clearly seen in the upper panel of Figure 1.

The UV “missing opacity” problem discussed by Balachandran & Bell (1998), which could affect both oxygen and beryllium abundance determinations from these lines, has been studied recently by Allende Prieto & Lambert (2000). These authors have found a good agreement between $`T_{\mathrm{eff}}`$s obtained from the IRFM and from the near-UV continuum for stars with $`4000T_{\mathrm{eff}}6000`$ K when accurate Hipparcos gravities are used. This also agrees with our good reproduction of the near-UV spectral region using the IRFM temperatures. This result indicates that the model atmospheres used provide an adequate description of the near-UV continuum forming region. In any case, even if a not well understood opacity problem would exist as described by Balachandran & Bell, it would have a minor effect on the OH results since most of the stars in the samples of Israelian et al. and Boesgaard et al. are hotter than the Sun and very metal-poor. The corrections to oxygen abundances for individual stars would be lower than 0.15 dex, not changing significantly the \[O/Fe\] vs. \[Fe/H\] trend.

A new non-LTE analysis of the O i IR triplet for a sample of 38 metal-poor stars performed by Mishenina et al. (2000) gives consistent results with those of Abia & Rebolo (1989), Tomkin et al. (1992) and Kiselman (1993), and indicates that the mean value of the non-LTE correction in unevolved metal-poor stars is typically 0.1-0.2 dex. These authors confirmed the \[O/Fe\] vs \[Fe/H\] trend discussed by Israelian et al. (1998) and Boesgaard et al. (1999a) from the OH lines, without finding any trend of oxygen abundances with $`T_{\mathrm{eff}}`$ or $`\mathrm{log}g`$. It is also worthwhile to mention that the O i IR triplet is not affected by 3D effects, convection and small-scale inhomogeneities in the stellar atmosphere (Asplund et al. 1999). In addition, oxygen abundances derived form this triplet are not significantly affected by chromospheric activity either. The central panel of Fig. 1 shows a compilation of oxygen abundances derived using the IR triplet. The larger scatter observed as compared with the measurements based on OH lines can be associated with the different scales of stellar parameters ($`T_{\mathrm{eff}}`$, gravities, and metallicities) adopted by the authors of each set of stars, and to the fact that some measurements have not been corrected for non-LTE effects. Very recently, Carretta, Gratton, & Sneden (2000) performed an independent analysis of 32 metal-poor stars hotter than 4600 K using the IR triplet, and provide LTE and non-LTE oxygen abundances which are significantly lower than those found in previous works. A preliminary attempt to understand the reasons for this discrepancy can be done by looking in detail into their most metal-poor star (BD +3740, \[Fe/H\]$`=2.66`$) where a surprisingly low oxygen abundance \[O/Fe\]$`=0.38`$ is claimed. A recent study of stellar parameters based on the non-LTE analysis of iron lines (Thévenin & Idiart 1999), gives a lower effective temperature (by 140 K) and a higher gravity (by 0.3 dex) than the values adopted by Carretta et al. for this star. Using these latter parameters we obtain an LTE oxygen abundance 0.4 dex higher than Carretta et al. (i.e. \[O/Fe\]$`{}_{\mathrm{LTE}}{}^{}=1.05`$), and for a star with these parameters the non-LTE correction to the oxygen abundance is of the order of 0.05 dex (Mishenina et al. 2000), much lower than the 0.25 dex value used by Carretta et al. We therefore arrive at a value \[O/Fe\]$`{}_{\mathrm{NLTE}}{}^{}1.0`$, in good agreement with the OH determination by Boesgaard et al. (1999a). Corrections to the stellar parameters as inferred from the non-LTE analysis of Fe lines clearly have an impact on the oxygen abundances which we will address in a forthcoming paper.

Israelian et al. (1998) found four dwarfs in their sample for which oxygen abundances derived using \[O i\] were in good agreement with those derived from OH when Hipparcos gravities are used. Several oxygen measurements for unevolved stars based on the \[O i\] 6300 Å line are compiled in the lower panel of Fig. 1. This figure shows a similar trend than that observed for the abundances recently derived from forbidden lines by Carretta et al. (2000). The presence of a linear trend of \[O/Fe\] versus metallicity in Fig. 1 strongly depends on the only two measurements available at \[Fe/H\]$`2`$. These two measurements have been reported by Fulbright & Kraft (1999) for the subgiants BD +371458 and BD +233130, which were also considered by Israelian et al. (1998) and Boesgaard et al. (1999a; only BD +371458 in this case). The analysis carried out by Fulbright & Kraft is based on gravities derived from LTE iron ionization balance of these subgiants where it is well known that non-LTE effects are strong (Thévenin & Idiart 1999; see also Idiart & Thévenin, this conference). Allende Prieto et al. (1999) have shown that gravities derived using this technique in metal-poor stars do not agree with the gravities inferred from accurate Hipparcos parallaxes. They find that gravities are systematically underestimated when derived from ionization balances and that upward corrections of $`0.5`$ dex can be required at metallicities similar to those of our stars, in good agreement with Thévenin & Idiart. We remark here that any underestimation of gravities will also strongly underestimate the abundances inferred from the forbidden line. For the two stars under discussion our Hipparcos based gravities are 0.45 and 1.05 dex (for BD +371458 and BD +233130, respectively) higher than derived by Fulbright & Kraft, and would imply corrections in the oxygen abundances similar to those indicated in Fig. 1 (a detailed analysis would imply also the correction for the assumed metallicities). Our conclusion is that the uncertainties in the gravities of these subgiants allow the abundances inferred from the forbidden line to be consistent with those estimated from the OH lines or the triplet. Actually, consistency with the other oxygen indicators is achieved for the high gravities inferred from Hipparcos when consistent analyses are made, and this could be taken as an indication that the high gravities are indeed the correct ones.

## 4. Beryllium and oxygen

The dependence of $`\mathrm{log}`$(Be/H) on \[Fe/H\] and on \[O/H\] (using the abundances derived from the OH UV lines) is essentially linear (García López 1999; Boesgaard et al. 1999b), but with different slopes: $`1.1`$ and $`1.5`$, respectively. No evidence of a primordial plateau of Be down to $`\mathrm{log}`$(Be/H)=$``$13.5 is found. Figure 2 shows the increase of the \[Be/O\] ratio with increasing metallicity and a slope of $`0.4`$. This relation provides an observational constraint to the Galactic Cosmic Ray theories. Three types of GCR models exist at present which try to explain their observed evolution. These are 1) a pure primary GCR from superbubbles (Ramaty, this conference), 2) a hybrid model based on GCR and superbubble accelerated particles (Cassé, this conference), which could be accomplished by a pure superbubble model (Parizot & Drury, this conference), and 3) standard GCR (Olive, this conference). Apparently all these models can be adopted for both, variable and flat \[O/Fe\]. However, models presented by R. Ramaty and K. Olive show more consistency when variable \[O/Fe\] is adopted.

Chemical evolution models of the early Galaxy where stellar lifetimes are taken into account and assuming that Type Ia SN appear at a Galactic age of 30 million years can also explain the evolution of oxygen delineated in Fig. 1. (Chiappini et al. 1999.). The evolution of oxygen proposed in this paper also helps to understand the evolution of 6Li versus \[Fe/H\] and the 6Li/Be ratio at low metallicities in the framework of standard Galactic Cosmic Ray Nucleosynthesis (Fields & Olive 1999). In addition, Ramaty et al. (1999) have proposed that a delay between the effective deposition times into the ISM of Fe and O (only a fraction of which condensed in oxide grains) can explain a linear trend of \[O/Fe\].

It has been suggested (Vangioni-Flam & Cassé, this conference) to use magnesium as metallicity indicator instead of oxygen. However, given the existence of unevolved halo stars with negative \[Mg/Fe\] ratios (McWilliam 1997; Carney et al. 1997), this approach may not lead to better results. For example, the subdwarf BD+3740 has \[O/Fe\]$`1`$ (see previous Section) while its \[Mg/Fe\]$`=0.28`$ (Fuhrmann et al. 1995). Yield of Mg depends on the extent of mixing (Argast et al. 2000) and its primordial abundance can be changed due to the operation of the MgAl cycle.

## References

Abia, C., & Rebolo, R. 1989, ApJ, 347, 186

Allende Prieto, C., García López, R. J., Lambert, D. L., & Gustafsson, B. 1999, ApJ, 527, 879

Allende Prieto, C., & Lambert, D.L. 2000, AJ, in press

Alonso, A., Arribas, S., & Martínez-Roger, C. 1996, A&AS, 313, 873

Argast, D., Samland, M., Gerhard, O. and Thielemann, F. 2000, A&A, in press

Asplund, M., Nordlund, Å, Trampedach, R., & Stein, R. 1999, A&A, 346, L17

Balachandran, S., & Bell, R. 1998, Nature, 392, 791

Barbuy, B. 1988, A&A, 191, 121

Bessell, M. S., Sutherland, R. S., & Ruan, K. 1991, ApJ, 383, L71

Boesgaard, A.M., Deliyannis, C. P., King, J.R., Ryan, S.G., Vogt, S.S. & Beers, T. 1999b, AJ, 117, 1549

Boesgaard, A.M., King, J.R., Deliyannis, C. P., & Vogt, S.S. 1999a, AJ, 117, 492

Carney, B., Wright, J., Sneden, C., Laird, J., Aguilar, L. & Latham, D. 1997, AJ, 114, 363

Carretta, E., Gratton, R. G., & Sneden, C. 2000, A&A, in press

Cavallo, R., Pilachowski, C., & Rebolo, R. 1997, PASP, 109, 226

Chiappini, C., Matteucci, F., Beers, T.C., & Nomoto, K. 1999, ApJ, 515, 226

Edvardsson, B., Andersen, J., Gustafsson, B., Lambert, D. L., Nissen, P. E., & Tomkin, J. 1993, A&A, 275, 101

ESA 1997, The Hipparcos and Tycho Catalogues, ESA SP-1200

Fields, B.D., & Olive, K.A. 1999, ApJ, 516, 797

Fuhrmann, K., Axer, M., & Gehren, T. 1995, A&A, 301, 492

Fulbright, J., & Kraft, R. 1999, AJ, 118, 527

García López, R.J. 1999, in LiBeB, Cosmic Rays, and Related X- and Gamma-Rays, Eds. R. Ramaty, E. Vangioni-Flam, M. Cassé, & K. Olive, ASP Conf. Series, 171, p. 77

García López, R.J., Severino, G., & Gomez, M.T. 1995, A&A, 297, 787

Israelian, G., García López, R.J., & Rebolo, R. 1998, ApJ, 507, 805

King, J.R. & Boesgaard, A.M. 1995, AJ, 109, 383

Kiselman, D. 1993, A&A, 275, 269

Kraft, R., Sneden, C., Langer, G., & Prosser, C. 1992, AJ, 104, 645

McWilliam, A. 1997, ARA&A, 35, 503

Mishenina, T., Korotin, S., Klochkova, V., & Panchuk, V. 2000, A&A, 353, 978

Molaro, P. & Beckman, J. 1984, A&A, 139, 394

Molaro, P., Beckman, J. & Castelli, F. 1984, ESA SP-219, 197

Ramaty, R., Vangioni-Flam, E., Cassé, M., & Olive, K. 1999, PASP, 111, 651

Rebolo, R., Molaro, P., Abia, C. & Beckman, J. 1988, A&A, 193, 193

Spiesman, W., & Wallerstein, G. 1991, AJ, 102, 1790

Thévenin, F., & Idiart, T. 1999, ApJ, 521, 753

Tomkin, J., Lemke, M., Lambert, D.L., & Sneden, C. 1992, AJ, 104, 1568


format: text

text:
# 1 Introduction

## 1 Introduction

Although photoionization and recombination are inverse processes as they occur in nature, they are usually treated in independent theoretical frameworks. This basic inconsistency, directly related to ionization balance in radiatively ionized media, and consequent inaccuracies, propagate through to the photoionization models employed in astrophysics. A further division, largely artificial, is made in theoretical methods used to compute electron-ion recombination rates. Two sets of data are usually calculated: (i) ’radiative recombination’ (RR), calculated using background, or non-resonant, photoionization cross sections, and (ii) ’di-electronic recombination’ (DR) representing the contribution of autoionizing resonances, first shown to be important by Burgess (1964). That this procedure is not only theoretically unsatisfactory, but also impractical in most cases, is seen from both theoretical calculations and experimental measurements of photoionization and recombination cross sections. The simple reason is that the resonances are inseparable from the background. The cross sections contain, in general, extensive and interacting Rydberg series of resonances; the non-resonant and resonant contributions are not accurately separable (except, possibly, for few-electron, highly charged ions). The large number of photoionization cross sections computed under the Opacity Project exhibit these features in detail, particularly for many electron systems (The Opacity Project Team 1995, 1996 - compiled publications and data) In addition, the cross sections for photoionization and recombination of excited states, particularly metastable levels, may contain even more complicated resonances than the ground state (Luo et al 1990). Experimentally, of course, the measurements always yield a combined ’(RR + DR)’ cross section (albeit in limited energy ranges usually accessible in experimental devices).

Therefore a theoretical method that accounts for both the resonant and the non-resonant recombination in a unified manner is desirable, and has been developed (e.g. Nahar and Pradhan 1994, Zhang et al 1999), based on the close coupling (CC) approximation using the R-matrix method (Burke & Seaton 1984, Berrington et al 1987, Hummer et al 1993) as used in the Opacity Project and the Iron Project (hereafter OP and IP). Photoionization cross sections may be computed essentially for all bound states, level of excitation ($`n,\mathrm{},SL\pi ,SLJ\pi )`$, energy range, and with resolution of resonances. In principle, the cross section for the inverse photo-recombination process is given by detailed balance. However, since recombination takes place to an infinite number of bound states of (e + ion) system, it becomes impractical (and as it turns out, unnecessary) to do so for the very higly excited levels above a certain n-value (chosen to be 10 in practice). For recombination into levels with n$`>`$10, the non-resonant contribution, relative to the resonant contribution per unit energy is negligible owing to the density of resonances as n $`\mathrm{}`$. In that range we employ a precise theoretical treatment of DR based on multi-channel quantum defect theory and the CC approximation (Bell & Seaton 1985, Nahar & Pradhan 1994) to compute the recombination cross section.

Among the problems that manfiest themselves in the CC photoionization/recombination calculations are: the accuracy and convergence of the eigenfunction expansion for the ion, relativistic fine structure effects, the contribution from non-resonant recombination into high-n levels as $`E0;n\mathrm{}`$, and resolution of narrow resonances with increasing n and/or $`\mathrm{}`$, and radiation damping thereof.

Experimental work is of importance in ascertaining the accuracy of theoretical calculations and the magnitude of various associated effects, since most of the photoionization/recombination data can only be calculated theoretically. In recent years there has also been considerable advance in the measurements of (e + ion) recombination cross sections on ion storage rings (e.g. Kilgus et al, 1990, 1993, Wolf et al. 1991), and photoionization cross sections using accelerator based photon light sources (R. Phaneuf et al., private communication). We compare the CC calculations for both atomic processes with the latest experimental data.

## 2 Theory

The CC approximation takes account of the important coupling between the energtically accessible states of the ion in the (e + ion) system. The target ion is represented by an $`N`$-electron system, and the total wavefunction expansion, $`\mathrm{\Psi }(E)`$, of the ($`N`$+1) electron-ion system of symmetry $`SL\pi `$ or $`J\pi `$ may be represented in terms of the target eigenfunctions as:

$$\mathrm{\Psi }(E)=A\underset{i}{}\chi _i\theta _i+\underset{j}{}c_j\mathrm{\Phi }_j,$$
(1)
where $`\chi _i`$ is the target wavefunction in a specific state $`S_iL_i\pi _i`$ or $`J_i\pi _i`$ and $`\theta _i`$ is the wavefunction for the ($`N`$+1)-th electron in a channel labeled as $`S_iL_i(J_i)\pi _ik_i^2\mathrm{}_i(SL\pi \mathrm{or}J\pi ))`$; $`k_i^2`$ being its incident kinetic energy. $`\mathrm{\Phi }_j`$’s are the correlation functions of the ($`N`$+1)-electron system. Bound and continuum wavefunctions for the (e + ion) system are obtained on solving the CC equations at any total energy E $`<`$ 0 and E $`>`$ 0 respectively. The coupling between the eigenfunctions of the energetically inaccessible states of the ion (’closed channels’), and the accessible states (’open channels’), gives rise to resonance phenomena, manifested as infinite Rydberg series of resonances converging on to the excited states of the target ion.

With the bound and the continuum (free) states of the (e + ion) system, atomic cross sections may be calculated for electron impact excitation (EIE), photoionization, and recombination — the free and the bound-free processes. Radiative transition (bound-bound) probabilities may also be obtained.

The R-matrix method, and its relativistic extension the Breit-Pauli R-matrix method (BPRM), are the most efficient means of solving the CC equations, enabling in particular the resolution of the resonances in the cross sections at a large number of energies.

## 3 Photoionization

Photoionization calculations are carried out for all levels ($`n,\mathrm{},SL\pi ,SLJ\pi `$, with $`n10,\mathrm{}=n1`$. Typically this means several hundred bound levels of each atom or ion. The cross section for each level is delineated at about thousand energies, or more, to map out the resonance structure in detail. In recent studies, photoionization cross sections of all ions of C, N, and O were computed (Nahar and Pradhan 1997, Nahar 1998) with more extended eigenfunction expansions, resolution of resonances, and number of levels, than the earlier OP data. Overall, new photoionization data for over 40 atoms and ions, with improvements over the OP data (e.g. currently in TOPbase, Cunto et al. 1993), has now been calculated for: low ionization stages of iron: Fe I, II, III, IV, and V (references in Bautista and Pradhan 1998), Ni II (Bautista 1999), the C-sequence ions (Nahar & Pradhan 1991,1992), the Si-sequence ions (Nahar & Pradhan 1993). Unified (e + ion) photo-recombination cross sections and rates (total and level-specific) have also been obtained, as discussed below.

### 3.1 Comparison with experiments

The recent ion-photon merged beam experiment by Kjeldsen et al. (1999) on the photoionization cross sections of the ground state of C II shows an extremely rich and detailed resonance structures (Fig. 1). There is excellent agreement between the theory and experiment, both in terms of magnitude and details of the background and resonances. However, the theoretical calculations were in LS coupling, neglecting fine structure, that clearly manifests itself in the additional peaks seen in the experimental cross sections (new relativistic calculations are in progress).

New photoionization experiments have been carried out for positive atomic ions at the Advance Light Source (ALS) in Berkeley, where a photon light source is used on an accelerator that produces the ion beams. These extremely high resolution measurements provide an unprecedented check on the details of the theoretical cross sections, particularly resonance structures and fine structure effects. Fig. 2 compares the O II cross section from theory (Nahar 1998), and experiments at the ALS done by the Reno group headed by R. Phaneuf. The experimental cross sections include not only the photoionization of the ground state $`2s^22p^3(^4S^o)`$ but also the metastable excited states $`2s^22p^3(^2D^o,^2P^o)`$.

$$h\nu +OII(2s^22p^3{}_{}{}^{4}S_{}^{o},^2D^o,^2P^o)e+OIII(2s^22p^2{}_{}{}^{3}P,^1D,^1S)$$

The complicated features arise from several series of resonances converging on to the excited states of the residual ion O III. There is very good agreement between the CC calculations and experiment, verifying the often expressed, but not heretofore established, claim of about 10% accuracy of the theoretical cross sections. The situation may be more complicated, and the uncertainties larger, for more complex atomic systems.

These results also show that metastable states may need to be included in atomic photoionization models of astrophysical sources.

## 4 Unified method for (e + ion) recombination

Photoionization calculations described above are for total photoionization from a given level into all excited levels of the residual ion. However, for photo-recombination the calculations must be repeated to obtain the cross section into the ground state of the ion alone. Detailed balance then applies precisely (Milne relation) as

$$\sigma _{\mathrm{RC}}(ϵ)=\frac{\alpha ^2}{4}\frac{g_i}{g_j}\frac{(ϵ+I)^2}{ϵ}\sigma _{\mathrm{PI}},$$
(2)
where $`\sigma _{\mathrm{RC}}(i_o)`$ is the photo-recombination cross section, $`\sigma _{\mathrm{PI}}`$ is the photoionization cross section into the ground state $`i_o`$, $`\alpha `$ is the fine structure constant, $`ϵ`$ is the photoelectron energy, and $`I`$ is the ionization potential in Rydberg atomic units. Recombination can take place into the ground or any of the excited recombined (e+ion) states. The contributions of these bound states to the total $`\sigma _{\mathrm{RC}}`$ are obtained by summing over the contributions from individual cross sections. $`\sigma _{\mathrm{RC}}`$ thus obtained from $`\sigma _{\mathrm{PI}}`$, including the autoionizing resonances, corresponds to the total (DR+RR) unified recombination cross section in an ab initio manner.

Recombination into the high-$`n`$ states, i.e. $`n_{\mathrm{max}}<n\mathrm{}`$, is computed assuming DR to dominate over the non-resonant background contribution. The CC approximation can then be used to calculate DR collision strengths $`\mathrm{\Omega }_{\mathrm{DR}}`$, as an extension of the theory of DR by Bell and Seaton (1985). These two main parts of the unified recombination calculations, and other parts, are described in detail in Zhang et al (1999). For very highly charged ions, such as the H- and He-like ions with large radiative decay rates for core transitions, radiation damping effects can be significant. As in other CC calculations for excitation and photoionization, resonances are resolved at a suitably fine mesh to enable perturbative radiative damping, and to ensure that the neglected resonances do not significantly affect the computed rates. Relativistic fine structure is considered in the BPRM calculations for highly charged ions.

### 4.1 Comparison with experiments

Although experimental results are available for relatively few ions in limited energy ranges, and mostly for simple atomic systems such as the H-like and He-like ions, they are useful for the calibration of theoretical cross sections. Zhang et al (1999) have compared in detail the BPRM cross sections with experimental data from ion storage rings for $`e+CVCIV,e+CVICV,e+OVIIIOVII`$, with close agreement in the entire range of measurements for both the background (non-resonant) cross sections and resonances. The reported experimental data is primarily in the region of low-energy resonances that dominate recombination (mainly DR) with H- and He-like ions. The recombination rate coefficients, $`\alpha _R`$, obtained using the cross sections calculated by Zhang et al. agree closely with those of Savin (1999) who used the experimental cross sections to obtain ’experimentally derived DR rates’. However, these rates do not include contributions from much of the low energy non-resonant RR and very high energy regions. The total unified $`\alpha _R(T)`$ which include all possible contributions is, therefore, somewhat higher than that obtained from limited energy range. In Fig. 3, the solid curve corresponds to the total unified $`\alpha _R`$. The dotted curve and the dot-long-dash curves are the rates using cross sections from Zhang et al (1999) and Savin (1999) respectively, in the limited energy range in experiments (the two curves almost merge). The short-and-long dash curve is the total $`\alpha _R`$ in LS coupling (Nahar & Pradhan 1997) which, at high temperatues, is higher than the new BPRM rates including fine structure and radiation damping (solid curve). The dot-dash curve is the DR rate by Badnell et al (1990), which is lower than the others. the dashed and the long-dashed curves are RR rates by Aldrovandi & Pequignot (1973), and Verner and Ferland (1996); the latter agrees with the present rates at lower temperatures.

### 4.2 Photoionization/recombination of Fe XXV

Fe XXV is one of the most important ions in X-ray spectroscopy (see the review article by Pradhan in this volume). We have completed the calculations for: (i) photoionization cross sections for fine structure levels up to n = 10, including those for ionization into the ground level, and (ii) total and level-specific unified recombination cross sections and rate coefficients.

The most commonly observed lines of Fe XXV correspond to the K-$`\alpha `$ transitions between the $`n`$= 1 and 2 levels: (1) the ’z’ line $`1s2s(^3S_1)1s^2(^1S_0)`$, (2) the ’y’ line, $`1s2p(^3P_1^o)1s^2(^1S_0)`$, (3) the ’x’ line, $`1s2p(^3P_2^o)1s^2(^1S_0)`$, and (4) the ’w’ line $`1s2p(^1P_1^o)1s^2(^1S_0)`$. Recombination rate coefficients into these levels are given in Fig. 4; these vary smoothly with temperature, except a slight ”shoulder” at high temperature due to DR.

## 5 Ionization equilibrium

The new photoionization/recombination data should enable more accurate calculations for photoionization equilibrium

$$_{\nu _0}^{\mathrm{}}\frac{4\pi J_\nu }{h\nu }N(X^z)\sigma _{PI}(\nu ,X^z)𝑑\nu =\underset{j}{}N_eN(X^{z+1})\alpha _R(X_j^z;T),$$
(3)
and, coronal equilibrium

$$C_I(T,X^z)N_eN(X^z)=\underset{j}{}N_eN(X^{z+1})\alpha _R(X_j^z;T),$$
(4)
where $`\alpha _R(X_j^z;T)`$ is the total electron-ion recombination rate coefficient of the recombined ion of charge $`z`$, $`X_j^z`$, to state j at electron temperature T, $`C_I`$ is the rate coefficient for electron impact ionization, and $`\sigma _{PI}`$ is the photoionization cross section evaluated at photon frequency $`\nu `$ and convoluted with the isotropic radiation density Jν of the source; Ne, $`N(X^{z+1})`$, and $`N(X^z)`$ are the densities for the free electrons, and the recombining and recombined ions respectively.

Coronal ionization fractions for C,N,O using the unified recombination rates are also computed (Nahar and Pradhan 1997; Nahar 1999).

## 6 Conclusion

We carry out ab initio large scale close coupling R-matrix calculations for (i) photoionization cross sections, and (ii) electron-ion recombination rate coefficients. The predicted theoretical features in $`\sigma _{PI}`$ are being observed in the recent sophisticated experiments.

The unified method for (e+ion) recombination has been benchmarked with available experimental measurements. Our study of unified electron-ion recombination rates exhibit a general pattern with temperature. Although generally applicable to all systems, the close coupling unified method is especially suitable for the strong coupling cases where the broad and overlapping resonances dominate the near-threshold region in the electron-ion recombination process, and other methods may not be accurate.

Total and state-specific unified recombination rate coefficients and photoionization cross sections are available for about 40 atoms and ions:
Carbon: C I, C II, C III, C IV, C V, C VI
Nitrogen: N I, N II, N II, N IV, N V, N VI, N VI
Oxygen: O I, O II, O III, O IV, O V, O VI, O VII, O VII
C-like: F IV, Ne V, Na VI, Mg VII, Al VIII, Si IX, S XI
Si and S: Si I, Si II, S II, S III, Ar V, Ca VII
Iron: Fe I, Fe II, Fe III, Fe IV, Fe V, Fe XIII, Fe XXV

These photoionization/recombination datasets are self-consistent, and should yield more accurate astrophysical photoionization models.

4. Acknowledgements

This work is supported partially by the NSF and NASA.

REFERENCES

Aldrovandi, S.M.V. & Pequignot, D. 1973, Astron. Astrophys. 25, 137
Badnell, N.R., Pindzola, M.S., & Griffin, D.C. 1990, Phys. Rev. A 41, 2422
Bautista, M.A. 1999, Astron. Astrophys. Suppl. 137, 529
Bautista, M.A. & Pradhan A.K. 1988, Astrophys. J. 492, 650
Bell, R.H. and Seaton, M.J. 1985, J. Phys. B, 18, 1589
Berrington K.A., Burke P.G., Butler K., Seaton M.J., Storey P.J., Taylor K.T., Yu Yan, 1987, J.Phys.B 20, 6379
Burgess, A. 1964, Astrophys. J. 141, 1588
Burke P.G. & Seaton M.J. 1984, J. Phys. B 17, L683
Cunto W C, Mendoza C, Ochsenbein F and Zeippen C J, 1993. A&A, 275, L5
Hummer D.G., Berrington K.A., Eissner W., Pradhan A.K, Saraph H.E., Tully J.A., 1993, A&A, 279, 298
Kilgus G, Berger J, Blatt P, Grieser M, Habs D, Hochadel B, Jaeschke E, Krämer D, Neumann R, Neureither G, Ott W, Schwalm D, Steck M, Stokstad R, Szmola R, Wolf A, Schuch R, Müller A and Wägner M 1990 Phys. Rev. Lett. 64, 737
Kilgus G, Habs D, Schwalm D, Wolf A, Schuch R and Badnell N R 1993 Phys. Rev. A 47, 4859
Kjeldsen H., Folkmann F., Hensen J.E., Knudsen H., Rasmussen M.S., West J.B., Andersen T., 1999, Astrophys. J. 524, L143
Luo D., Pradhan A.k., Saraph H.E., Storey P.J., Yan Y. 1989, J. Phys. B 22, 389
Nahar, S.N. 1998, Phys. Rev. A 58, 4593
Nahar, S.N. 1999, ApJS 120, 131
Nahar, S.N., & Pradhan, A.K. 1991, Phys. Rev. A 44, 2935
Nahar, S.N., & Pradhan, A.K. 1992, Phys. Rev. A 45, 7887
Nahar, S.N., & Pradhan, A.K. 1993, J. Phys. B 26, 1109
Nahar, S.N., & Pradhan, A.K. 1994, Phys. Rev. A 49, 1816
Nahar, S.N., & Pradhan, A.K. 1997, ApJS 111, 339
Savin, D.W. 1999, Astrophys. J. 523, 855 The Opacity Project 1 & 2, compiled by the Opacity Project team (Institute of Physices, London, UK, 1995,1996)
Wolf A, Berger J, Bock M, Habs D, Hochadel B, Kilgus G, Neureither G, Schramm U, Schwalm D, Szmola E, Müller A, Waner M, and Schuch R 1991 Z. Phys. D Suppl. 21, 569
Verner, D.A. & Ferland G. 1996, Astrophys. J. Suppl. 103, 467
Zhang, H.L., Nahar, S.N., & Pradhan, A.K. 1999, J. Phys. B 32, 1459


text:
# 1 Introduction

## 1 Introduction

Nonlinear dynamics, which is a relatively new field of study, is a very important frontier for probing natural phenomena. Active research efforts that focus on the mathematics and physics of nonlinear dynamical systems have emerged worldwide in various fields, including fluid dynamics, plasma physics, astrophysics, and even string theory . Among its unique features is the ability to describe a variety of patterns  and particle-like traveling solutions . Other notable features of the theory include its description of solitons and breather modes, features in quantum optics , molecular and solid state physics phenomena , and solitons in nuclear and particle physics .

In contrast with linear theories which exhibit smooth regular motion, nonlinear models require nonlinear partial differential equations (NPDE) and show strong couplings between different mechanisms and parts of the system. Also, the nonlinear interactions involve multiple scales  and are related with self-similar patterns or fractals. The NPDE solutions of physical interest are mostly localized and demonstrate good stability in time and through scattering with each other. Their shapes are related to the velocity, thus making the nonlinear patterns distinct from linear waves. In the asymptotic domain these solutions consist of isolated traveling pulses that are free of interactions. Close to the scattering domain, the nonlinear solutions obey nonlinear superposition principles.

The main challenge in any nonlinear analysis is the construction of localized or finitely supported analytical solutions for the NPDE of interest. This challenge includes issues regarding the inexistence of a superposition principle for such solutions. Recent examples show that the traditional nonlinear tools (inverse scattering, group symmetry, functional transforms) are not always applicable . On the other hand, from an experimental point of view one knows that patterns which are observed in nature – either stationary, growing, or propagating – generally have finite space-time extension and a multi-scale structure. Since soliton, even when they are localized, have an infinite extent, one needs other appropriate structures, and eventually self-similar bases.

In this paper, wavelet-inspired approaches for localized solutions of NPDE are explored. We propose a new similarity formalism for the qualitative analysis, and clasiffication, of soliton solutions of nonlinear equations. This method provides relations between the characteristics of such solutions (amplitude, width and velocity) without the need of solving the corresponding NPDE. The method uses the multi-resolution analysis  where traditional tools like the Fourier integrals or linear harmonic analysis are inadequate for describing the system. Wavelets are functions that have a space-dependent scale which renders them an invaluable tool for analyzing multi-scale phenomena. Wavelets have been used in signal processing, in problems involving singular potentials, pattern recognition, image compression, turbulence and even in radar and acoustic problems . Moreover, the introduction of wavelet analysis in a study of NPDE is very natural because they can acommodate everything from strong variations, even singularities, to a smooth behavior.

The second purpose of the paper is to show an example of construction of a nonlinear basis for a NPDE with nonlinear dispersion. There are many physical reasons favoring wavelets in the construction of nonlinear bases. For example, the breakup process of fluid drops has been shown to be self-similar, and in particular, the singularities (necks) look identical at any scale . Other nonlinear oscillations of liquid drops, shells, bubbles, or even neutron stars involve such types of behavior . We introduce in section 2 a qualitative similarity analysis for NPDE that yields relations between the amplitude, width and velocity of their traveling solutions, with many examples and predictions. In section 3, we introduce a nonlinear wavelet-like frame, associated with localized analytic solutions of a modified KdV equation, with nonlinear dispresion.

## 2 Qualitative similarity analysis

Finding analytic solutions for the nonlinear equations which describe physical phenomena is rather an exception than the rule. The traditional nonlinear tools like the inverse scattering theory or functional transforms are not always applicable . Also, when phenomena of interest have many space (or time) scales, hundred times less or smaller than the dimension (or time scale) of the whole system, numerical methods may fail. This is the case of sharp propagating perturbations developing discontinuities, or shock waves. A simple option is the expansion of solutions in a basis of appropriate chosen linear modes. The most common choice are the Fourier series which have the advantage of orthogonality, but can hardly discriminate local behavior of phenomena. Moreover, information about the order of magnitude of the Fourier coefficients of a signal or wave $`u(x,t)`$ is not sufficient for making conclusions about the size or scale of $`u`$.

In these special situations, the use of bases of multiresolution analysis and wavelets has become popular . We introduce a qualitative analysis for the localized traveling solutions belonging to any type of NPDE, in terms of Morlet continuous wavelet approach. In our case of interest, traveling localized perturbations, the most important information are provided by the scale of the pulse (or the width) denoted $`L`$, the amplitude $`A`$, and the group velocity $`V`$. The qualitative analysis in this section provides simple relations between these three parameters, without actually solving the equation. It also gives an estimation about the specific scale of the solutions.

The procedure consistsin the substitution of all the following terms in the NPDE, according to the rule

$$u_t\pm Vu_x,u\pm A,u_x\pm A/L,u_{xx}\pm A/L^2\mathrm{},$$
(1)
and so forth for higher order of derivatives. Consequently, the NPDE is mapped into an algebraic equation in $`A,L`$ and $`V`$. In Table 1 we present several examples of application of this substitution to some well-known and widely used NPDE in physics.

The validity of the method follows from the expansion of the soliton-like solution $`u(x)`$ in Morlet wavelets

$$\mathrm{\Psi }_\alpha (x)=\pi ^{1/4}e^{i\alpha x\frac{x^2}{2}},$$
(2)
where $`\alpha `$ describes the scale of this mother wavelet. The support of any Morlet wavelet is mainly confined in the $`(1,1)`$ interval. We have the discrete Morlet wavelet expansion of $`u`$

$$u(x)=\underset{j}{}\underset{k}{}C_{j,k}\mathrm{\Psi }_\alpha (2^jxk),$$

in terms of integer translations and dyadic dilations of the mother wavelet. In order to reduce the number of scales needed, the range of the summation should be choosen with an eye to the underlying physics. We use in the following the asymptotic formula describing the pointwise behavior of the Morlet wavelet series around of a point $`x_0`$ of interest . For a chosen $`x_0`$ and scale $`j`$, there is only one $`k`$ and $`|ϵ|1`$ such that the support of the corresponding $`\mathrm{\Psi }_{\alpha ,j,k}`$ contains this point, $`k=2^jx_0+ϵ`$. We can express the solution and its derivatives in a neighborhood of this point

$$u(x_0)\mathrm{\Psi }(ϵ)\underset{j}{}C_{j,2^jx_0+ϵ}\underset{j}{}u_j(x_0),$$

$$\frac{du}{dx}(x_0)i\mathrm{\Psi }(ϵ)\underset{j}{}2^j\alpha C_{j,2^jx_0+ϵ}=i\alpha \underset{j}{}2^ju_j(x_0),$$
(3)
for $`\alpha `$ chosen enough large compared to $`ϵ`$. Since the coefficient $`1/\alpha 2^j`$ represents the scale for each $`\mathrm{\Psi }_{\alpha ,j,k}`$ Morlet wavelet, we can define it as a characteristic half-width $`L_j`$. And we finaly have in $`x_0`$, from eqs.(3)

$$\frac{d^nu}{dx^n}(x_0)\underset{j}{}\frac{u_j(x_0)}{L_j^n},$$
(4)
where $`u_j(x_0)=\mathrm{\Psi }_\alpha (ϵ)C_{j,2^jx_0+ϵ}\mathrm{\Psi }_\alpha (0)C_{j,2^jx_0}`$. Eq.(4) is the many scales generalization of the simpler formula in eq(1). With eq.(4) in hand we can investigate the structure of hypothetic soliton solutions, by choosing $`x_0`$ in the neighborhood of the maximum value of the solution, $`u(x_0,0)=A`$. Around this maximum, such solutions can be described very well by a unique scale $`L`$, and hence the solution and its derivatives can be approximated with the corresponding dominant term, by the substitutions in eqs.(1).

In Table 1 we present a series of examples of NPDE, identified in the first column by the name and the form of the equation. In the second column, we write the corresponding traveling localized solution, if an analytical form is known. Such solutions provide special relations between $`L,A`$ and $`V`$, which are given in the third column. In the last column we introduce for comparison the results of this Morlet qualitative analysis, that is the relations between the three parameters, provided by eqs.(1). The usefulness of the approach may be checked, by a quick comparison between the fourth and the fith columns. While the results in the fourth column are possible only when one knows the analytical solutions, the results presented in the last column, obtained by the similarity approach, result directly from the NPDE, without actually solving it.

The first line in the Table presents a linear case, for comparative purposes. The above Morlet wavelet approximation provides a correct expression for the dispersion relation ($`V=c`$ $``$ $`k^2=\omega ^2/c^2`$) with no constraint on either the amplitude $`A`$ or on the width $`L`$.

The case of the KdV equation is described in the second row of the Table 1. The method gives a general expression for $`L=L(A,V)`$. For $`L`$ to be related to $`A`$ only, from the fourth column it results that the velocity $`V`$ must be proportional to $`A`$. In this case we obtain exactly the well-known relation (column three) among the parameters in the exact solution. A prediction of the method is if we allow $`V`$ to depend on a power of $`A`$. This means solutions with a higher nonlinear coupling between the shape and kinematics. A side effect would be a lower limit for $`A`$. Smaller solitons than this limit can move vith velocity proportional to the amplitude only.

The same result is obtained for the MKdV equation (third row), except that in this case $`V`$ needs to be proportional to the square of $`A`$ in order to have $`L`$ a simple function of $`A`$ only. This prediction is again identical with that in the exact solution (third column). Moreover, the same relations remain valid even for the new exotic solutions of the MKdV equation of compacton type,

$$u(x,t)=\frac{\sqrt{32}k\mathrm{cos}[k(x4k^2t)]^2}{3(1\frac{2}{3}\mathrm{cos}[k(x4k^2t)]^2)},$$

which has $`L=5\pi /6k`$ or $`\pi /6k`$, that is $`L1/A`$ like in the Table 1.

Next example (4-th row) is provided by a generalised KdV equation, in which the dispersion term is quadratic

$$\eta _t+(\eta ^2)_x+(\eta ^2)_{xxx}=0.$$
(5)
Eq.(5), known as K(2,2) from the two quadratic terms, admits compact supported traveling solutions, named compactons . The compactons are powers of trigonometric functions defined on a half-period, and zero otherwise. In general, they have the form $`Acos^ad(xct)`$, and different from solitons, their width is independent of the amplitude. This is the fact that provides a connection with wavelet bases. They are characterize by a unique scale, and it is this feature that makes it possible to introduce a nonlinear basis starting from this “mother” function. For eq.(5) the compacton solution is given by

$`\eta _c(xVt)={\displaystyle \frac{4V}{3}}cos^2\left[{\displaystyle \frac{xVt}{4}}\right],`$ (6)
if $`|xVt|<2\pi `$ and zero otherwise. Here the velocity is a function of the amplitude. Notice that the width $`L=4`$ of the wave is independent of the amplitude. The quadratic dispersion term is characteristic for the nonlinear coupling in a chain.

The general compacton solution for eq.(5) is actually a ”dilated” version of eq.(6). That is, a combination of the first rising half of the squared cos in eq.(6), followed by a flat domain of arbitrary length ($`\lambda `$), and finaly followed by the second, descending part of eq.(6). Actually, this combination is just a kink compacton joined smoothly with an antikink one

$$\eta _{kak}(xVt;\lambda )=\{\begin{array}{cc}0\mathrm{}\hfill & \\ \frac{4V}{3}cos^2\left[\frac{xVt}{4}\right],2\pi xVt0\hfill & \\ \frac{4V}{3},0xVt\lambda \hfill & \\ \frac{4V}{3}cos^2\left[\frac{xVt\lambda }{4}\right],\lambda xVt\lambda +2\pi \hfill & \\ 0\mathrm{}\hfill & \end{array}$$
(7)
In Fig. 1 we present a compacton, eq.(6), a kink-antikink pair (KAK) described by eq.(7), both with the same amplitude and velocity. Although the second derivative of this generalized compacton is discontinuous at its edges, the KAK, eq.(7), is still a solution of eq.(5) because the third derivative acts on $`u^2`$, which is a function of class $`C_3`$. Finally, we can construct solutions by placing a compacton on the top of a KAK, like in the third solution in Fig. 1. Such a solution exists only for a short interval of time, since the two structures have different velocities. The solution is given by

$$\eta (x,t)=\eta _{kak}(xVt;\lambda )+\left(\eta _c(xV^{}t2\pi )+\frac{4V}{3}\right)\chi (\frac{xV^{}t2\pi }{2\pi }),$$
(8)
for $`0<t<(\lambda 4\pi )/(V^{}V)`$. Here $`\chi (x)`$ is the support function, equal with 1 for $`|x|1`$ and 0 in the rest, and $`V^{}=3\text{max}\{\eta _c\}/4+2V`$.

For the K(2,2) compacton, eq.(6), the exact relations between the parameters are $`A=4V/3`$ and $`L=4`$, . The relation provided by the similarity method, in the last column of the forth row, predicts the existence of the compacton. That is, for a linear dependence between the amplitude and the speed, the half-width is constant and does not depend on $`A`$ or $`V`$. This fact ($`LL_0=const.`$) is a typical feature of K(2,2) compactons. Moreover, in literature there was found numerically that for any compact supported initial data, widder than $`L_0`$, the solution decomposes in time into a series of $`L_0`$ compactons, Fig. 2. For narrower initial data the numeric solution blows up. There is no exact or analytic explanation of this effect, so far. The similarity method can give a hint in this situation, too, by using the graphic of the relation $`L=L(V,A)`$ provided by this qualitative method. In Fig. 3 $`L`$ is ploted versus $`V`$, for several values of $`A`$ (larger values of $`A`$ translate the curves to the right). The half-width of a stable compacton was chosen $`L_0=0.707`$. Above this value, Fig. 3a, wider compact pulses produce an intersection for each curve (each $`A`$) with the axis $`L_0`$ providing series of compactons of different heights, like in the numerical experiments, . Below this $`L_0`$ line, all the curves approache infinite amplitude, providing instability of narrower shapes.

Another good example of prediction of the method is exemplified in the case of a general convection-nonlinear dispersion equations, denoted K(n,m)

$$\eta _t+(\eta ^n)_x+(\eta ^m)_{xxx}=0.$$
(9)
Compacton solution for any $`nm`$ are not known in general, except some particular cases. In this case we find a general relation among the parametrs, for any $`n,m`$, shown in the $`5^{th}`$ and $`6^{th}`$ rows. These general relations $`L(A,V)`$ approache the known relations for the exact solutions, in the particular cases like $`n=m`$ ($`5^{th}`$ row), $`n=m=2`$ ($`4^{th}`$ row), $`n=m=3`$. And $`n=3,m=2`$; $`n=2,m=3`$ in the $`6^{th}`$ row. These results can be used to predict the behavior of solutions for all values of $`n,m`$.

Similar analysis can be done in the case of sine-Gordon equation, if we ask that velocity be proportional with $`L^2`$ ($`7^{th}`$ row). In this case we obtaining a transcendental equation in $`A`$, which is just the case of the sine-Gordon soliton. In the $`8^{th}`$ row, we present the cubic nonlinear Schrödinger equation (NLS) which has a soliton solution, too . This equation arises, for example, in nonlinear optics or in the polaron model in solid state physics, . In the general case of a NLS of order $`n`$ ($`9^{th}`$ row), when the general analytical solution is unknown, the method predicts a special $`L=L(A,V)`$ dependence shown in the fourth column and in Fig. 4. Contrary to third order NLS, where the dependence of $`L`$ with $`A`$ is monotonous for $`V=\pm A`$ ($`n=3`$ in Fig. 4), at higher order, the $`L(A)`$ function has a discontinuity in the first derivative. This wigle of the function (Fig. 4 for $`n=4`$) yields at a critical width, producing bifurcations in the solutions and scales. As a consequence, initial data close to this width can split into doublet (or even triplet for higher order NLS) solutions, with different amplitudes. Such phenomena have been put into evidence in several numerical experiments for quintic nonlinear equations .

In the following, we present another example of applications of this qualitative approach, related to a new type of behavior of nonlinear systems. Traditional solitons move with constant speed on a rectilinear path (except for the roton,  which has a circular trajectory with constant angular velocity). The speed is usually equal with the amplitude scaled with a constant. Higher solitons travel faster and there are no solitons at rest (zero speed asks for zero amplitude). They can travel in both directions with oposite signs for the amplitude. The situation is different in the case of compactons, which allow also stationary solutions. When linear and nonlinear disspersion occur simultaneously, like in the so called K(2,1,2) equation

$$u_t+(u^2)_x+(u)_{xxx}+ϵ(u^2)_{xxx}=0,$$

where $`ϵ`$ is a control parameter, the similarity approach yields a dependence of the form

$$L=\sqrt{(\pm A+ϵ)/(V\pm A)},$$

which still provides a constant width if $`V=\pm A+2ϵ`$. In this case the speed is proportional with the amplitude, but can change its sign even at non-zero amplitude. Solutions with larger amplitude than a critical one ($`A_{crit}=2ϵ`$) move to the right, solutions having the critical amplitude are at rest, and solutions smaller than the critical amplitude move to the left. This behavior was explored in . However, such a switching of the speed is not necessarily a feature of the nonlinear dispersion. A compacton of amplitude $`A`$ on the top of a KAK solution of amplitude $`\delta `$

$$u(x,t)=Acos^2\left(\frac{xVt}{4}\right)+\delta ,$$
(10)
is still a solution of the K(2,2) equation, $`u_t+(u^2)_x+(u^2)_{xxx}=0`$, with the velocity given by $`V=\frac{3}{4}\left(2\delta +A\right)`$. For $`A=2\delta `$ the compacton becomes a stationary anticompacton, embedded in the moving, supporting KAK. Such an example is presented in Fig. 5 for a slow-scale time-dependent amplitude compacton. The induced oscillations in the amplitude transform into oscillations in the velocity. While not the topic of this paper, such a dynamic system has been analysed and it will be published soon. The key to such a conversion of oscillations is the coupling between the traditional nonlinear picture (convection-dispersion-diffusion) and the typical Schrödinger terms.

A last application of this method, occurs if the KdV equation has an additional term depending on the square of the curvature

$$u_t+uu_x+u_{xxx}+ϵ(u_{xx}^2)_x=0.$$
(11)
This is the case for extremely sharp surfaces (surface waves in solids or granular materials) when the hydrodynamic surface pressure cannot be linearized in curvature. Such a new term yields a new type of localized solution fulfilling the relations

$$L=\sqrt{\frac{4ϵA}{\pm \sqrt{18ϵA(A\pm V)}1}}.$$

If we look for a constant half-width solution (compacton of $`1/L=\alpha `$) we need a dependence of velocity of the form $`V=(1+\alpha ^2ϵ/8)A+1/8ϵA+\alpha /4`$. There are many new effects in this situation. The non-monoton dependence of the speed on $`A`$ introduces again bifurcations of a unique pulse in dublets and triplets. Also, there is a upper bound for the amplitude at some critical values of the width. Pulses narrower than this critical width drop to zero. Such bumps can exist in pairs of identical amplitude at different widths. They may be related with the recent observed ”oscillations” in granular materials, .

As the examples presented in Table 1 proved the above method provides a reliable criterium for finding compact suported solutions. The reason this simple prescription works in so many cases follows from the advantages of wavelet analysis on localized solutions. We stress that this method has little to do with the traditional similarity (dimensional) analysis . In the latter case one obtains relations among powers of $`A,L`$ and $`V`$, not relations with numeric coefficients like those found in our method.

## 3 Compacton kink-antikink pairs and the multiresolution frame

A common feature of all NPDE and of the finite differences equations is the existence of compact supported solutions. Compactons and discrete wavelets are typical examples. An interesting general conclusion can be obtained if we look at a one-dimensional model described by the most general NPDE dynamical equation

$$_tu=𝒪(x,_x)u,$$
(12)
where $`𝒪`$ is a nonlinear differential operator. By taking into account only traveling solutions, this NPDE reduces to a NODE in the coordinate $`\xi =xVt`$ for an arbitrary velocity $`V`$. If $`u(\xi )`$ is a compact solution it results that it is not unique for given initial compact data. If one chooses zero initial value for the solution and its derivatives up to the requested, in a certain point $`\xi _0`$ of the $`\xi `$ axis, these conditions can be fulfilled by any linear combination of disjoint translated versions of one particular solution, placed everywhere on the axis except $`\xi _0`$. Consequently, for such initial data, the solution is not unique. This result shows that the compact supported property of the initial data and the solution, implies its non-uniqueness.

Since we can transform the NODE into a nonlinear differential system of order one

$$\frac{d\stackrel{}{U}}{dx}=\stackrel{}{F}(\xi ,\stackrel{}{U}),\stackrel{}{U}=(u,_xu,\mathrm{}),$$
(13)
we can apply the fundamental theorem of existence and uniqueness to solutions of eq.(13), for given initial data $`\stackrel{}{U}(\xi _0)=\stackrel{}{U}_0`$. If the function $`\stackrel{}{F}`$ in eq.(13) fulfills the Lipschitz condition (its relative variation is bounded) than, for any initial condition, the solution is unique, . Since any linear function is analytic and hence Lipschitz, we conclude that only nonlinear functions $`\stackrel{}{F}`$ allow the existence of compact supported solutions. Thus, a compact soliton implies non-uniqueness in the underlying NPDE, which implies non-Lipschitzian structure of the NPDE and hence the existence of nonlinear terms.

In the following we investigate some compact solutions of the K(2,2) equation. The high stability against scattering of the K(2,2) compactons, or compacton generation from compact initial data, suggest they may play the role of a nonlinear local basis. We know form many numerical experiments, , that any positive compact initial data decomposes into finite series of compactons and anticompactons. This suggests that an intrinsic ingredient for a nonlinear basis could be the multiresolution structure of the solutions, similar with the structure of scaling functions in wavelet theory.

The compactons given in eqs.(6,7) have constant half-width and hence describes a unique scale, which can cover all the space by integer translations. From the point of view of multi-resolution analysis, the K(2,2) equations acts like a $`L`$-band filter, allowing only a particular scale to emerge for any given set of initial condition. To each scale, from zero to infinity, we can associate a K(2,2) equation with different coefficients. However, the compacton solution is not the unique one with this property. For a given K(2,2) equation, we can thus extend the scale from $`L`$ to any larger scale. These more general compact supported solutions are still $`C_2(𝐑)`$ and are combinations of piece-wise constant and piece-wise $`\mathrm{cos}^2`$ functions. The simplest shape is given by a half-compacton prolonged with a constant level, that is a kink solution. The basis solution is a kink-antikink (KAK) compact supported combination, Fig. 1. Such kink-antikink pairs of different length, can be associated with other compactons, or KAK pairs, one on the top of the other

$$\eta _{comp+KAK}(xVt;\lambda )=\{\begin{array}{cc}0\mathrm{}\hfill & \\ \frac{4V}{3}cos^2\left[\frac{xVt}{4}\right],2\pi xVt0\hfill & \\ \frac{4V}{3},0xVt\delta \hfill & \\ \frac{4V}{3}+\frac{4}{3}(V^{}2V)cos^2\left[\frac{xV^{}t}{4}\right],\delta xVt\delta +4\pi \hfill & \\ \frac{4V}{3},\delta +4\pi xVt\lambda \hfill & \\ \frac{4V}{3}cos^2\left[\frac{xVt\lambda }{4}\right],\lambda xVt\lambda +2\pi \hfill & \\ 0\mathrm{}\hfill & \end{array}$$
(14)
where $`\delta <\lambda `$ characterizes the initial position (at $`t=0`$) of the top compacton, with respect to the flat part of the KAK solution. The amplitude $`4(V^{}2V)/3`$ of the compacton, and the amplitude $`4V/3`$ of the KAK, are related to their velocities $`V^{}`$ and $`V`$, respectively. The length of the flat part, $`\lambda `$, is arbitrary. A compound solution is not stable in time since the different elements travel with different velocities. The total height of the compacton is $`4(V^{}V)/3`$. Since the higher the amplitude is, the faster the structure travels, the top compacton moves faster than the KAK, and at a certain moment it passes the KAK. Because the area of the solution is conserving, such a compound structure decomposes into compactons and KAK pairs. Similar and even more complicated constructions can be imagined, with indefinite number of compactons and KAK’s, if one just fulfills the $`C_3`$ continuity condition for the square of the total structure. Such structures, defined at the initial moment can interpolate any function, playing a similar role with wavelets or spline bases. It has been also proved that the KAK solutions are stable, by using both a linear stability analysis and Lyapunov stability criteria, .

For a given K(2,2) equation, the compacton solution, eq.(6) and in addition the family of KAK solutions, eq.(7) can be organized as a scaling functions system. They act like a low-pass filter in terms of space-time scales and give the opportunity to construct frames of functions from the wavelet model, .

For the sake of simplicity we will renormalize the coefficients of the K(2,2) equation such that the support of the simple compacton is one. That is, we take $`\eta _c(x,t)=\eta _{kak}(\pi (xVt),0)`$ on the interval $`|xVt|`$ in $`[1/2,1/2]`$. We construct a multiresolution approximation of $`L^2(𝐑)`$, that is an increasing sequence of closed subspaces $`V_j`$, $`j𝐙`$, of $`L^2(𝐑)`$ with the following properties,

1. The $`V_j`$ subspaces are all disjoint and their union is dense in $`L^2(𝐑)`$.
2. For any function $`fL^2(𝐑)`$ and for any integer $`j`$ we have $`f(x)V_j`$ if and only if $`D^1f(x)V_{j1}`$ where $`D^1`$ is an operator that will be defined later.
3. For any function $`fL^2(𝐑)`$ and for any integer $`k`$, we have $`f(x)V_0`$ is equivalent with $`f(xk)V_0`$.
4. There is a function $`g(x)V_0`$ such that the sequence $`g(xk)`$ with $`k𝐙`$ is a Riesz basis of $`V_0`$.

In the case of compact solutions of K(2,2) of unit length, we chose for the space $`V_0`$ that which is generated by all translation of $`\eta _c`$ with any integer $`k`$. The subspaces $`V_j`$ for $`j0`$ are generated by all integer translations of the compressed version of this function, namely, by $`\eta _{kak}(2^j\pi (xVt),0)`$. The subspaces $`V_j`$ for $`j0`$ are generated by all integer translations of the KAK solution of length $`\lambda 2^j1`$. For example, $`V_1`$ is generated by $`\eta _{kak}(\pi (x2^jVt),0)`$. The spaces $`V_j,j0`$ are all solutions of K(2,2); the others are not. The function $`g(x)`$ is taken to be $`\eta _{kak}(\pi (xVt),0)`$. It is not difficult to prove that these definitions fulfill restrictions one, three, and four. As for the second criterion, we define the action of the operator $`D^1f(x)=f(2x)`$ if $`f(x)V_j`$ with a $`j`$ positive integer, and $`D^1\eta _{kak}(\pi 2^j(x2^jVt),2^j1)=\eta _{kak}(\pi 2^j(x2^{j+1}Vt),2^{j+1}1)`$ for negative $`j`$. In conclusion, we construct a frame of functions made of contractions of compactons and sequences of KAK solutions. We can write the corresponding two-scale equation which connects the subspaces (the equivalent of eq.(15)),

$$\eta _{kak}(\pi (xVt),1)=\eta _{kak}(\pi (xVt),0)+\eta _{kak}(\pi (xVt1),0).$$
(15)
We will denote generically by $`\eta _{k,j}`$ the elements of this frame, that is

$$\eta _{k,j}(x)=\eta _{kak}(\pi (x2^jVtk),2^j1)|_{t=0},$$

where $`t=0`$ means that we neglect the time evolution, but the amplitude is still amplified with a factor of $`2^j`$, in virtue of relation $`\eta _{max}=4V/3`$. In the following, we can expand any initial data for the K(2,2) equation in this basis.

$$u_0(x)=\underset{k}{}\underset{j}{}C_{k,j}\eta _{k,j}(x).$$
(16)
We notice that the following equality holds for $`j^{}`$,$`j`$

$$\eta _{k,j}\eta _{k^{},j^{}}\{\begin{array}{cc}0\hfill & k^{}=k2^{j^{}j},\mathrm{},(k+1)2^{j^{}j}1\hfill \\ =0\hfill & \text{otherwise.}\hfill \end{array}$$
(17)
After some rather elaborate algebraic calculations and by using eq.(21), we show that the square of this function (since the equations is nonlinear and of order two) will be given by

$$u^2(x)=\underset{k,j}{}\underset{j^{}j}{}\underset{k^{}I}{}C_{k,j}C_{k^{},j^{}}$$

$$\times \left(\underset{i_1=0}{\overset{1}{}}\underset{i_2=0}{\overset{1}{}}\mathrm{}\underset{i_{j^{}j}=0}{\overset{1}{}}\eta _{\sigma (i_1,i_2,\mathrm{},i_{j^{}j}),j^{}}\right)\eta _{k^{},j^{}},$$
(18)
where $`I`$ is the range of $`k^{}`$ described in the first line of eq. (21), and

$$\sigma (i_1,i_2,\mathrm{},i_{j^{}j})=\underset{l=1}{\overset{j^{}j}{}}i_l2^{j^{}j^{}l+\frac{(j^{}j)(j^{}j+1)l(l+1)}{2}}$$

$$+k2^{(j^{}j)j+\frac{(j^{}j)(j^{}j+1)}{2}}.$$

From eq.(21) we notice that in eq.(22)the unique nonzero terms are those for which $`\sigma (i_1,i_2,\mathrm{},i_{j^{}j})=k^{}`$ with $`k^{}I`$. This result express the following simple fact. The initial data is expanded in different scales and different translations. The translations are mutually orthogonal so they do not give a contribution to the square. When we have to multiply two different scales in the expression of the square, we reduce the wider scale in terms of linear combination of the narrower one by using the two-scale equation, eq.(19). This is what eq.(22) expresses. Out of all the terms in such a product only approximately $`(2^j1)/(2^j^{}1)2^{j^{}j}`$ give non-zero contributions. In other words this number is given by the number of solutions of equation $`\sigma (i_1,i_2,\mathrm{},i_{j^{}j})=k^{}`$, with $`k^{}I`$. This is the primary advantage of treating nonlinear problems with a basis that has a scale criterion. Another advantage is that all the function in the basis are actually contractions or dilations, and translations of only two basic ones.

## 4 Comments and conclusions

In the present paper we introduce new applications for wavelets, in the field of the study of localized solutions of nonlinear differential equations. The existence of compactons and discrete wavelets underlines a common feature of NPDE and finite differences equations, that is the existence of compact supported solutions. We propose a new similarity formalism for the qualitative analysis and clasiffication of soliton solutions, without the need of solving the corresponding NPDE. Also, we proved that starting from any unique soliton solution of a NPDE, we can construct a frame of solutions organized under a multiresolution criterium. This approach provides the possibility of constructing nonlinear basis for NPDE. We show that frames of self-similar functions are related with solitons with compact support. In addition, we notice the evidence that compactons fulfil both characteristics of solitons and wavelets, suggesting possible new applications. Such unifying direction between nonlinearity and self-similarity, can bring new applications of wavelets in cluster formation, at any scale, from supernovae through fluid dynamics to atomic and nuclear systems. The similarity approach can be applied with succes to the physics of droplets, bubbles, traveling patterns, fragmentation, fission and inertial fusion.

Supported by the U.S. National Science Foundation through a regular grant, No. 9970769, and a Cooperative Agreement, No. EPS-9720652, that includes matching from the Louisiana Board of Regents Support Fund.

Figure Captions

* Fig. 1

A compacton and a kink-antikink pair solution (KAK) of the equation K(2,2), both having the same amplitude, and hence velocity V. To the right, there is a smaller compacton on the top of KAK. The upper compacton has higher speed, V’.
* Fig. 2

A finite series of K(2,2) compactons emerging from initial compact data, with the width larger than the compacton width.
* Figs. 3

The half-width $`L`$ versus velocity $`V`$ for the K(2,2) equation, for different amplitudes A. Figure 3a shows widths larger than $`L_{compacton}=3/4`$, and Fig. 3b shows narrower widths, $`L<3/4`$. Amplitude increases from left to right, in the range 0.01-0.85.
* Fig. 4

The half-width $`L`$ plot versus amplitude $`V`$, for the third (n=3) and forth (n=4) order NLS equation, in two $`V=\pm A`$ cases. From the figure one notes that the quartic NLS equation yields bifurcations in the solutions.
* Fig. 5

The solution of the mixed linear plus nonlinear-dispersion K(2,2) equation, in the case of a solution with a slow oscillating shape.


text:
# Top quark, heavy fermions and the composite Higgs boson

## Abstract

We study the properties of heavy fermions in the vector-like representation of the electro-weak gauge group $`SU(2)_W\times U(1)_Y`$ with Yukawa couplings to the standard model Higgs boson. Applying the renormalization group analysis, we discuss the effects of heavy fermions to the vacuum stability bound and the triviality bound on the mass of the Higgs boson. We also discuss the interesting possibility that the Higgs particle is composed of the top quark and heavy fermions. The bound on the composite Higgs mass is estimated using the method of Bardeen, Hill and Lindner , $`150`$GeV$`m_H`$ $`450`$GeV.

Enormous efforts have been made in searching for physics beyond the standard model but up to now a crucial, direct experimental indication is still illusive. One of the most important motivation to study the property of heavy fermions above the energy scale accessible by current accelerators is to look for extra building blocks of nature beyond the three families of the standard model. For this purpose it may be adequate to study fermions in vector-like representations of the electro-weak gauge group with a large bare mass term, rather than the conventional chiral fermions. The main reason for this is from the strong experimental constraints on the S parameter . While experiments favor a negative value of S , a standard chiral doublet of heavy fermions (degenerate in mass) contributes to the S parameter as $`1/6\pi `$. On the contrary, for fermions in the vector-like representation of the electro-weak gauge group, a large bare fermion mass M completely changes the low energy properties of the heavy fermions. As a consequence of the decoupling theorem, heavy fermions’ contribution to the oblique corrections of the standard processes are suppressed by $`\frac{1}{M^2}`$. Especially, their contribution to the S parameter is still positive definite but much smaller in magnitude than the ordinary chiral fermions. Furthermore the heavy fermion contributes to the vacuum expectation value of electroweak symmetry breaking as ,

$$\delta (f_\pi ^2)=\delta v^2\frac{m^2N_c}{2\pi ^2}(\mathrm{log}\frac{\mathrm{\Lambda }^2}{M^2}),$$
(1)
where where $`m`$ is the mass generated by the Yukawa coupling and $`\mathrm{\Lambda }`$ is the cutoff scale of the effective theory. It is interesting to compare the above expression to that of the pion decay constant obtained in the QCD effective action approach , $`f_\pi ^2=\frac{N_c}{4\pi ^2}M_Q^2\mathrm{ln}(\frac{\mathrm{\Lambda }_{QCD}^2}{M_Q^2})`$, where $`M_Q`$ is the constitute quark mass which is similar to $`m`$ in our present discussion. We notice that if in the above Eq. (1) $`mO(v)`$ then several of these heavy fermions would be enough to induce the electroweak symmetry breaking. Therefore if there is a strong attractive forces in the appropriate channel to cause the heavy fermion condensation then they may place the role similar to techniquarks in the technicolor model. This way of dynamical electroweak symmetry breaking, if possible, is remarkable. Contrary to the technicolor model, it avoids the dangerous low energy consequences which may contradict experiments. Also it can be demonstrated  that the composite Higgs boson’s mass is proportional to the dynamically generated fermion mass and completely decouples from the bare one, even though the Higgs particle is “composed of” the heavy fermions. This is a consequence of symmetry and be model independent, at least in a system with second order phase transition.

Heavy fermions may have many other interesting role in physics beyond the standard model either. For example, they may be responsible for a dynamical generation of light fermion mass matrix ; they appear in the “vector–like extension” of the standard model; they are natural consequences of many grand unification models, and of the super-symmetric preon model . Therefore it is important to investigate the fundamental properties of the heavy vector-like fermions thoroughly.

There have been continuous interests in understanding the structure of the standard model at high energies, even up to Planck scale (see for example,  and the most recent review which contains many materials, Ref. ). A powerful tool is to use the renormalization group equations to trace the evolution of the coupling constant of the $`\lambda \varphi ^4`$ self-interaction of the Higgs particle. Assuming the standard model remains valid up to certain scale $`\mathrm{\Lambda }`$, an upper bound (the triviality bound, obtained by requiring $`\lambda `$ not to blow up below $`\mathrm{\Lambda }`$) of the Higgs boson mass, $`m_H`$, can be obtained. Meanwhile, requiring the stability of the electro-weak vacuum, we can also obtain a lower bound on $`m_h`$. For the later purpose, in principle one needs to consider the renormalization group improved effective potential  and require it be bounded from below. But in practice this turns out to be equivalent to the requirement that the Higgs self-interaction coupling constant $`\lambda `$ does not become negative, below the given scale (see  and ref. therein). It is remarkable that for the given experimental value of the top quark mass (here we use $`m_t=174`$GeV), there is an allowed range for the Higgs boson mass, $`130\text{GeV}`$$`m_H`$$`200\text{GeV}`$ , for which the standard model may remain valid up to Planck scale.

In this paper we devote to study heavy fermions’ influence to the vacuum stability bound and the triviality bound on the Higgs boson mass. Furthermore, assuming that the Higgs boson is a composite particle, we use the method developed in Ref.  to estimate the range of the Higgs boson’s mass*** This paper replaces and is an extension of Ref. .. We find that the top quark also place an important role in the compositeness picture and the composite Higgs boson can be viewed as a mixture of $`\overline{t}t`$ pair and heavy fermion pair. The larger the hierarchy is the more top quark content the composite Higgs boson contains and vise–versa.

We start with the following general Lagrangian for heavy fermions,

$`=\overline{Q}(i\mathrm{\Delta }/_dM)Q+\overline{U}(i\mathrm{\Delta }/_sM)U+\overline{D}(i\mathrm{\Delta }/_sM)D+g_d\overline{Q}_L\varphi D_R+g_u\overline{Q}_L\stackrel{~}{\varphi }U_R`$

$$+g_d^{}\overline{Q}_R\varphi D_L+g_u^{}\overline{Q}_R\stackrel{~}{\varphi }U_L+h.c..$$
(2)
In above $`Q`$ is the $`SU(2)_W`$ doublet and $`U`$ and $`D`$ are singlets with weak hypercharge $`Y_Q`$, $`Y_U`$ and $`Y_D`$, respectively (with the selection rule $`Y_UY_Q=Y_QY_D=Y_\varphi `$). We assume they participate in strong interactions and are in fundamental representations of $`SU(3)_C`$. The subscript $`d`$ ($`s`$) in the covariant derivatives denotes that the corresponding fermion is a $`\text{SU(2)}_W`$ doublet (singlet) and $`\varphi `$ denotes the standard Higgs doublet. We further expect the Yukawa couplings to be of order 1. For simplicity we take all the bare fermion masses to be equal. Also we do not discuss the mixing between heavy fermions and the ordinary fermions here.

As is well known, because of the negative sign, fermions turn to destabilize the vacuum. After including heavy fermions the structure of our world changes drastically at high scales, even though vector-like fermions are essentially decoupling below their threshold. At scales much higher than the threshold whether the fermion field is chiral or vector-like does not make any qualitative difference. The only thing matters is the number of independent Yukawa couplings and their strength. The relevant one loop RGEs are listed as below Due to a careless mistake, the Yukawa coupling RGEs given in Ref.  contain an error. The top quark effects were not considered correctly.,

$$16\pi ^2\frac{d\lambda }{dt}=24\lambda ^2+12\lambda A6A^{}(9g_2^2+3g_1^2)\lambda +\frac{9}{8}g_2^4+\frac{3}{4}g_2^2g_1^2+\frac{3}{8}g_1^4,$$
(3)
$$16\pi ^2\frac{dg_u}{dt}=\{\frac{3}{2}(g_ug_u^{}g_dg_d^{})+3A8g_s^2\frac{9}{4}g_2^23(Y_Q^2+Y_U^2)g_1^2\}g_u,$$
(4)
$$16\pi ^2\frac{dg_d}{dt}=\{\frac{3}{2}(g_dg_d^{}g_ug_u^{})+3A8g_s^2\frac{9}{4}g_2^23(Y_Q^2+Y_D^2)g_1^2\}g_d,$$
(5)
$$16\pi ^2\frac{dg_t}{dt}=\{\frac{3}{2}g_t^2+3A8g_s^2\frac{9}{4}g_2^2\frac{17}{12}g_1^2\}g_t,$$
(6)
where,

$$A=\text{tr}\{g_ug_u^{}+g_dg_d^{}+g_u^{}(g_u^{})^{}+g_d^{}(g_d^{})^{}\}+g_t^2,$$
(7)
$$A^{}=\text{tr}\{(g_ug_u^{})^2+(g_dg_d^{})^2+(g_u^{}(g_u^{})^{})^2+(g_d^{}(g_d^{})^{})^2\}+g_t^4,$$
(8)
and

$$16\pi ^2\frac{dg_s}{dt}=(7+\frac{2}{3}(2N_Q+N_U+N_D)\theta )g_s^3,$$
(9)
$$16\pi ^2\frac{dg_2}{dt}=(\frac{19}{6}+2N_Q\theta )g_2^3,$$
(10)
$$16\pi ^2\frac{dg_1}{dt}=(\frac{41}{6}+4(2N_QY_Q^2+N_UY_U^2+N_DY_D^2)\theta )g_1^3,$$
(11)
where the trace doesn’t sum over color space and $`g_u^{}`$ and $`g_d^{}`$ obey similar equations. In general these Yukawa couplings can be matrices in the flavor space if there are many heavy fermions, and $`g_t`$ is the Yukawa coupling of the top quark ($`g_t=\sqrt{2}m_t/v`$). The symbols $`N_Q`$, $`N_U`$ and $`N_D`$ refer to the number of Q, U and D type of quarks, respectively. We use a simple step function $`\theta =\theta (tlog(M/M_z))`$ to model the heavy fermion threshold effects. All the Yukawa couplings in above renormalization group equations are understood as multiplied by $`\theta `$. Applications using two loop RGEs in the standard model case and beyond was considered in Ref.  and it was found that the two loop effects are very small below Planck scale.

In the following qualitative discussion, we set $`Y_Q=1/6`$, $`Y_U=2/3`$ and $`Y_D=1/3`$. For simplicity we take $`N_Q=N_U=N_D`$ ($`N`$) and all the Yukawa couplings (after the diagonalization of the coupling matrices) in the initial boundary conditions being identical The ‘up’ and ‘down’ type quarks evolve differently because of different $`U(1)_Y`$ charge, however the isospin splitting is very small for the standard values of the hypercharge.. In fig. 1 we plot the vacuum stability bound and the triviality bound on the Higgs mass as a function of the scale $`\mathrm{\Lambda }`$ for some typical values of the parameters of the heavy fermions. We see that the inclusion of heavy fermions drastically change the Standard model structure at high energies even though they decouple from the low energy world. They tighten the bound on the mass of the Higgs boson as a function of the cutoff scale $`\mathrm{\Lambda }`$. Notice that (in terms of one loop renormalization equations) the upper line (triviality bound) and the lower line (vacuum stability bound) never meet each other. Because the upper line is drawn by requiring $`\lambda `$ not to blow up and the lower line is drawn by requiring $`\lambda 0`$. Between them is the ultra-violet unstable fixed point of $`\lambda `$, so the two lines get close to each other rapidly.

We now study the interesting possibility of considering the Higgs particle as a composite object of the heavy vector-like fermions. Applying the above renormalization group analysis to the composite model leads to some interesting results which we present below. We follow the method proposed by Bardeen, Hill and Lindner (BHL)  originally developed for the top quark condensate model. The basic idea of the BHL method is the following: Using the collective field method the four–fermi interaction Lagrangian can be rewritten into an effective Higgs–Yukawa interaction Lagrangian at the cutoff scale $`\mathrm{\Lambda }`$. The effective Yukawa interaction Lagrangian is identical to the standard model at the cutoff scale $`\mathrm{\Lambda }`$, but with vanishing wave function renormalization constant of the Higgs field ($`Z_H=0`$) and vanishing Higgs self-coupling ($`\lambda =0`$). Below $`\mathrm{\Lambda }`$ the model is equivalent to the standard model and therefore the coupling constants of the effective theory run according to the standard model renormalization group equations. However the vanishing of $`Z_H`$ at the scale $`\mu =\mathrm{\Lambda }`$ leads to the following boundary conditions of the renormalization group equations:

$$g_Y^r\mathrm{},\lambda ^r/(g_Y^r)^40,$$
(12)
where $`\lambda ^r`$ and $`g_Y^r`$ are the renormalized Higgs self-coupling and Yukawa coupling, respectively. With the renormalization group equations and boundary conditions, one can predict the mass of the Higgs boson and the fermion mass (or the Yukawa couplings) at the infra-red fixed point. In the present case, of course, the “standard model” often refers to the standard model plus heavy fermions and the “infra-red fixed point” value of $`g_Y`$ refers to its value at the threshold.

The minimal top quark condensate model has already been ruled out by experiments. In order to generate the electroweak symmetry breaking scale $`v`$, the top quark mass is required to be at least as large as 218 GeV (corresponding to $`\mathrm{\Lambda }=10^{19}`$ GeV, i.e., Planck scale). The experimental value of the top quark mass indicates that the top quark Yukawa coupling does not diverge up to Planck scale in the standard model and therefore does not meet the compositeness condition of BHL. This can be clearly seen from fig. 2. However, in the present model, since there is no strict experimental constraint on the heavy fermions, the compositeness condition is easily and naturally achievable, that $`g_t`$ blows up below Planck scale with the aid of the heavy fermions. From Eqs. (4), (6) we see that the evolution of the Yukawa couplings are correlated to each other and one ‘blows up’ leads the another to blow up too.

When both the top quark and heavy fermions are involved, the situation is more complicated than the simple top condensate model. Running the RGEs down from certain scale, one must take good care of $`g_t`$ to ensure that it reaches the experimental value at the infra-red fixed point. This means that a certain fine-tuning is needed on the initial boundary conditions of the Yukawa coupling RGEs. The composite Higgs boson is now a mixture of $`\overline{t}t`$ pairs and the heavy quark pairs. Fig. 3 and fig. 4 show two typical examples of such a situation. In the situation of fig. 3 the Higgs particle is mainly composed of heavy fermions while in fig. 4 the top quark becomes the major component. Notice that for a given ratio of $`g_Y/g_t`$ in the compositeness boundary condition (for fixed M and N), the composite scale $`\mathrm{\Lambda }`$ is no longer free, rather it is determined by $`g_t^{exp}`$.

In fig. 5 we plot the composite Higgs particle’s mass§§§ The Higgs mass in these figures is the renormalized mass at $`\mu =M_Z`$. The renormalized mass is close to the pole mass of the Higgs boson. as a function of the composite scale, $`\mathrm{\Lambda }`$. We chose $`N3`$ to avoid the problem with the non-asymptotic freedom of $`g_s`$. From fig. 5 we see that the allowed range for the Higgs mass is rather narrow against the wide range of the cutoff scale, the bare fermion mass and the number of heavy fermions, except when the heavy fermion bare mass $`M`$ is close to the cutoff $`\mathrm{\Lambda }`$. A lower bound on the Higgs mass can be obtained: $`m_H150`$ GeV. When $`M`$ is getting close to the cutoff scale our results become unstable and are sensitive to the input numerical values of the boundary conditions. In such a situation the scale is not large enough for the couplings to reach the infra-red stable point. It is estimated that the Higgs mass will not exceed 450 GeV, otherwise the whole mechanism become unnatural (in the sense that the Yukawa coupling constant at electroweak scale also becomes substantially larger than 1).

In fig. 6 we plot a typical example of the Higgs mass for a given cutoff scale $`\mathrm{\Lambda }_c`$ and $`N`$. We also plot the triviality bound and the vacuum stability bound using the value of the Yukawa coupling constant at the infrared fixed-point, which is determined uniquely by the parameters $`M`$, $`\mathrm{\Lambda }_c`$ and $`N`$ in the compositeness picture, as the initial boundary condition. It is very interesting to notice that $`m_H`$ and $`\mathrm{\Lambda }`$ take the values where the curves of triviality bound and vacuum stability bound (practically) meet each other. This is the unique feature of BHL compositeness picture. The reason behind this is very simple: The infra-red attractive fixed point corresponds to the ultra-violet unstable fixed point. In the sense of Ref. , this picture can be disturbed. However in most cases the infra-red–ultra-violet fixed point structure is influential and rather stable against perturbation.

In above we presented an analysis on the properties of heavy fermions in vector-like representations of the standard model gauge group. We pointed out earlier  that if they can place the role to break the electro-weak symmetry dynamically the theory has some distinguishable properties: the low energy theory is asymptotically renormalizable and returns to the standard model. From the above RG analysis we realize that the top quark also places an important role in the dynamical symmetry breaking scenario and our model can be viewed as a natural generalization to the top condensate model of BHL. We found that the composite Higgs boson’s mass ranges from 150GeV to 450GeV, and the lighter the Higgs boson is the more top quark content it contains, and vice versa. Our prediction to the mass of the Higgs boson will be testable by LHC and the model will be ruled out if $`m_H`$ is found to be below 150GeV.

Acknowledgment: The work of H.Z. is supported in part by the National Natural Science Foundation of China under grant No. 19775005.