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# 1 Introduction

## 1 Introduction

The investigation of hard exclusive reactions in the Bjorken limit is a reliable acces of obtaining information into details on the structure of the nucleon which could not be obtained considering inclusive deep inelastic processes. The probe provided by the photon works as a clean tool reactions in order to extract reliable knowledge on the substructure of strongly interacting particles complementar to exclusive vector meson production . The recent data from the DESY $`ep`$ collider HERA on exclusive diffractive virtual Compton process  (DVCS) at large $`Q^2`$ becomes an important source to study the partons, in particular gluons, inside the proton for nonforward kinematics and its relation with the forward one. These features are encoded in the formalism of the so-called skewed parton distributions, where dynamical correlations between partons with different momenta are taken into account. A considerable interest of the DVCS process lies in the particular access it gives to these generalized parton distributions (GDP) through the interference term with the Bethe-Heitler process. The high energy situation at HERA gives the important opportunity to constrain the gluon contribution to GPDs and to study the evolution in virtuality $`Q^2`$ of the quark and gluon distributions. On the other hand, recently the color dipole formalism has provided a simultaneous description of photon induced process. The inclusive deep inelastic reaction and the photon diffractive dissociation has been successfully described and the study of other exclusive processes such as DVCS is an important test of the color dipole approach.

The color dipole model of diffraction is a simple unified picture of diffractive processes which provides a large phenomenology on the Deep Inelastic Scattering (DIS) regime. In the proton rest frame, the DVCS process can be seen as a succession in time of three factorisable subprocesses: i) the photon fluctuates in a quark-antiquark pair, ii) this coulour dipole interacts with the proton target, iii) the quark pair annihilates in a real photon. Using as kinematic variables the $`\gamma ^{}p`$ c.m.s. energy squared $`s=W^2=(p+q)^2`$, where $`p`$ and $`q`$ are the proton and the photon momenta respectively, the photon virtuality squared $`Q^2=q^2`$ and the Bjorken scale $`x=Q^2/(W^2+Q^2)`$, the corresponding amplitude at zero momentum transfer reads as,

$`m𝒜_{T,L}(s,Q^2,t=0)`$ $`=`$ $`\sigma _{T,L}^{\gamma ^{}p}(x,Q^2)={\displaystyle _0^1}𝑑z{\displaystyle d^2𝒓|\mathrm{\Psi }_{T,L}(z,𝒓,Q^2)|^2\sigma _{dip}(\stackrel{~}{x},𝒓^2)},`$ (1)
$`|\mathrm{\Psi }_T(z,𝒓,Q^2)|^2`$ $`=`$ $`{\displaystyle \frac{6\alpha _{\mathrm{em}}}{4\pi ^2}}{\displaystyle \underset{f}{}}e_f^2\left\{[z^2+(1z)^2]\epsilon ^2K_1^2(\epsilon r)+m_f^2K_0^2(\epsilon r)\right\},`$ (2)
$`|\mathrm{\Psi }_L(z,𝒓,Q^2)|^2`$ $`=`$ $`{\displaystyle \frac{6\alpha _{\mathrm{em}}}{\pi ^2}}{\displaystyle \underset{f}{}}e_f^2\left\{Q^2z^2(1z)^2K_0^2(\epsilon r)\right\},`$ (3)
where $`\mathrm{\Psi }_{T,L}`$ are the photon wave function for transverse ($`T`$) and longitudinal ($`L`$) photons, respectively. They are well known from usual QED coupling, where $`𝒓`$ defines the relative transverse separation of the pair (dipole) and $`z`$, $`(1z)`$, are the longitudinal momentum fractions of the quark (antiquark). The auxiliary variable $`\epsilon ^2=z(1z)Q^2+m_f^2`$ depends on the quark mass, $`m_f`$. The $`K_{0,1}`$ are the McDonald functions and summation is performed over the quark flavors.

The dipole cross section $`\sigma _{dip}`$ describing the dipole-proton interaction is substantially affected by non-perturbative content. There are several phenomenological implementations for this quantity. The main feature in a successful model is to be able to match the soft (low $`Q^2`$) and hard (large $`Q^2`$) regimes in a unified way. This has been achieved in models using Regge approach , QCD color transparency phenomena  and/or hybrid ones mixing non-perturbative functional approach and Regge phenomenology . Phenomenological analysis including a parton saturation phenomenon at high energies has been considered, for instance in .

In the present work we follow the quite successful saturation model , which interpolates between the small and large dipole configurations, providing color transparency behavior, $`\sigma _{dip}𝒓^2`$, as $`𝒓0`$ and constant behavior, $`\sigma _{dip}\sigma _0`$, at large dipoles. The parameters of the model have been obtained from an adjustment to small $`x`$ HERA data. Its free-parameter application to diffractive DIS has been also quite successful . The parametrisation for the dipole cross section takes the eikonal-like form,

$`\sigma _{dip}(\stackrel{~}{x},𝒓^2)`$ $`=`$ $`\sigma _0\left[\mathrm{\hspace{0.17em}1}\mathrm{exp}\left({\displaystyle \frac{Q_s^2(x)𝒓^2}{4}}\right)\right],`$ (4)
$`Q_s^2(x)`$ $`=`$ $`\left({\displaystyle \frac{x_0}{\stackrel{~}{x}}}\right)^\lambda \mathrm{GeV}^2,`$ (5)
where the saturation scale $`Q_s^2`$ defines the onset of the saturation phenomenon, which depends on energy. The parameters were obtained from a fit to the HERA data producing $`\sigma _0=23.03(29.12)`$ mb, $`\lambda =0.288(0.277)`$ and $`x_0=3.0410^4(0.4110^4)`$ for a 3-flavor (4-flavor) analysis . An additional parameter is the effective light quark mass, $`m_f=0.14`$ GeV. It is worth to mention that the quark mass plays the role of a regulator for the photoproduction ($`Q^2=0`$) cross section. The charm quark mass is considered to be $`m_c=1.5`$ GeV. A smooth transition to the photoproduction limit is obtained with a modification of the Bjorken variable as,

$`\stackrel{~}{x}=x\left(\mathrm{\hspace{0.17em}1}+{\displaystyle \frac{4m_f^2}{Q^2}}\right).`$ (6)
Recently, a new implementation of the model including QCD evolution  (labeled in the following BGK model) has appeared. It will be considered in the calculation to be presented in the last section. Now, the dipole cross section depends on the gluon distribution in the following way,

$`\sigma _{dip}(\stackrel{~}{x},𝒓^2)`$ $`=`$ $`\sigma _0\left[\mathrm{\hspace{0.17em}1}\mathrm{exp}\left({\displaystyle \frac{\pi ^2𝒓^2\alpha _s(\mu ^2)\stackrel{~}{x}G(\stackrel{~}{x},\mu ^2)}{3\sigma _0}}\right)\right],`$ (7)
$`xG(x,\mu ^2)`$ $`=`$ $`A_gx^{\lambda _g}(1x)^{5.6},`$ (8)
where $`\mu ^2=C/𝒓^2+\mu _0^2`$. The parameters ($`C`$ and $`\mu _0^2`$) are determined from a fit to DIS data. The flavor number is taken to be equal to 3. The overall normalization $`\sigma _0=23.03`$ mb is kept fixed (labeled fit 1 in Ref. ). The function $`G(x,\mu ^2)`$ is evolved with the leading order DGLAP evolution equation for the gluon density with initial scale $`Q_0^2=1`$ GeV2. The improvement preserves the main features of the low-$`Q^2`$ and transition regions, while providing QCD evolution in the large-$`Q^2`$ domain.

In this paper we test the validity of the saturation model in the particular case of the DVCS: $`\gamma ^{}p\gamma p`$, where the final photon is real. The DVCS consists in the simplest exclusive diffractive process as it does not imply uncertainties due to the composite meson wave function in the final state like in the vector meson production, $`\gamma ^{}pVp`$. On the other hand, as we will see, the restriction to the transverse part of the photon wave function (at the leading twist), due to the real photon, enhances the contribution of larger dipole configurations and therefore the sensitivity, w.r.t the inclusive DIS case, to the soft content of the proton and the transition between the hard and soft regimes. This is why we believe that the DVCS process provides a particularly relevant test, in a parameter free way, of the saturation model. The recent cross section measurements from H1  and ZEUS  at HERA allow us now to confront the saturation model prediction.

The paper is organized as follows. In the next section we address the main formulae of the DVCS process in the color dipole picture applying the dipole cross section given by the saturation model in order to investigate and to calculate the imaginary and real part of the referred amplitude. In the last section we compare the results obtained with the DVCS measurement of the H1 Collaboration, taking into account the three(four)-flavor analysis model. The results obtained using the recent QCD improvement to the original model are also presented. There, we discuss the different characteristics coming from the distinct analysis and present a qualitative study of the DVCS cross section using the saturation model.

## 2 Deeply virtual Compton scattering in the color dipole picture

In this section we establish the deeply virtual Compton scattering amplitude and the profile function expressions.

Applying the color dipole approach to the DVCS process, the imaginary part of the amplitude at zero momentum transfer reads as,

$`m𝒜(s,Q^2,t=0)={\displaystyle _0^1}𝑑z{\displaystyle d^2𝒓\mathrm{\Phi }_T(z,𝒓,Q^2)\sigma _{dip}(\stackrel{~}{x},𝒓^2)},`$ (9)
$`\mathrm{\Phi }_T(z,𝒓,Q^2)\mathrm{\Psi }_T^{}(z,𝒓,Q_1^2=Q^2)\mathrm{\Psi }_T(z,𝒓,Q_2^2=0),`$ (10)
$`\mathrm{\Phi }_T={\displaystyle \frac{6\alpha _{\mathrm{em}}}{4\pi ^2}}{\displaystyle \underset{f}{}}e_f^2\left\{[z^2+(1z)^2]\epsilon _1K_1(\epsilon _1r)\epsilon _2K_1(\epsilon _2r)+m_f^2K_0(\epsilon _1r)K_0(\epsilon _2r)\right\},`$ (11)
where $`\epsilon _{1,\mathrm{\hspace{0.17em}2}}^2=z(1z)Q_{1,\mathrm{\hspace{0.17em}2}}^2+m_f^2`$.

The relative contributions from dipoles of different sizes can be analyzed with the weight (profile) function,

$`W(𝒓,Q^2)={\displaystyle _0^1}𝑑zr\mathrm{\Phi }_T(z,𝒓,Q^2)\sigma _{dip}(\stackrel{~}{x},𝒓^2).`$ (12)
In Fig. (2-a), the weight function $`W(𝒓,Q^2)`$ is shown as a function of the dipole size $`r`$ at fixed c.m.s energy $`W=75`$ GeV and at two virtualities. The dipole cross section is taken from Eq. (4). We analyze the $`r`$-profile for a low virtuality $`Q^2=1`$ GeV2 and for a large one, $`Q^2=10`$ GeV2. Our conclusions are similar to those in Ref. , i.e. as the virtualities increase the contribution of large dipole configurations diminishes in a sizable way. The calculation was performed using both a 3-flavor and a 4-flavor analysis. The inclusion of the charm content gives a slightly lower normalization for the profile and by consequence for the total cross section. It is worth to mention that the situation is different in the inclusive DIS case, where the transverse wave function is symmetric on $`\epsilon _{1,2}`$ \[for instance, see Eqs. (2) and (11)\] and the results including charm slightly differ from those using only light quarks. This is shown in Fig. (2-b) where one compares the DVCS and inclusive DIS profiles at $`Q^2=10`$ GeV2 using light quarks and adding charm contribution. The impact of charm is smaller in the inclusive DIS case than in the DVCS process. Furthermore, it is verified that the DVCS profile selects larger dipole sizes in contrast to the inclusive DIS profile, even in the analysis including charm. Therefore, DVCS is more sensitive to the non-perturbative (soft) content of the scattering process.

In order to compute the real part of the DVCS amplitude in the approach above, we have considered the dispersion relations as done in of Ref. . In Fig. (3-a) both the imaginary and real part of the amplitude using the saturation model are shown as a function of c.m.s. energy $`W`$ at $`Q^2=4.5`$ GeV2. The ratio of the real to imaginary part, the $`\rho `$ parameter, is presented in the Fig. (3-b). The analysis was done considering the light quarks (the solid lines) and also including the charm content (the long-dashed lines). The latter gives a lower overall normalization for the amplitudes, as referred before. The procedure in order to obtain the real part of amplitude and the $`\rho `$ parameter was taken from Ref. , where a two-power adjustment to the imaginary part of the amplitude is made,

$`m𝒜(s,t=0)=A_1\left({\displaystyle \frac{W^2}{W_0^2}}\right)^{\lambda _1}+A_2\left({\displaystyle \frac{W^2}{W_0^2}}\right)^{\lambda _2},`$ (13)
and the real part and $`\rho `$ are given by,

$`e𝒜(s,t=0)`$ $`=`$ $`A_1\left({\displaystyle \frac{W^2}{W_0^2}}\right)^{\lambda _1}\mathrm{tan}\left({\displaystyle \frac{\pi \lambda _1}{2}}\right)+A_2\left({\displaystyle \frac{W^2}{W_0^2}}\right)^{\lambda _2}\mathrm{tan}\left({\displaystyle \frac{\pi \lambda _1}{2}}\right),`$ (14)
$`\rho `$ $`=`$ $`{\displaystyle \frac{\mathrm{tan}(\pi \lambda _1/2)+A_2/A_1(W^2/W_0^2)^{\lambda _2\lambda _1}\mathrm{tan}(\pi \lambda _2/2)}{1+A_2/A_1(W^2/W_0^2)^{\lambda _2\lambda _1}}}.`$ (15)
The parameters obtained from a 3-flavor (4-flavor) analysis are presented in Table (1). The effect in the DVCS total cross section is of order 12 % in the overall normalisation at $`W=75`$ GeV ($`\rho 0.35`$). From Fig. (3-b), the $`\rho `$ parameter depends weakly on $`W`$ for $`W100`$ GeV, tending asymptotically to $`\rho 0.3`$.

Finaly, we calculate the ratio between the imaginary parts of the forward $`t=0`$ amplitudes for DIS and DVCS, $`\mathrm{R}=m\mathrm{DIS}/m\mathrm{DVCS}`$. This quantity is quite interesting as it shows the importance of the skewing effect. In Fig. (4) are shown the results obtained from the 3-flavor (solid line) and 4-flavor (dashed line) analysis of the saturation model at fixed $`W=75`$ GeV as a function of the virtuality $`Q^2`$. The obtained values are slightly above those from an aligned jet model analysis in Ref.  and below those from the dipole analysis in Ref. .

## 3 Results and conclusions

We are able now to compare our results with the H1 Collaboration DVCS measurement at the photon level . The final expression for the DVCS cross section is written as,

$`\sigma (\gamma ^{}p\gamma p)`$ $`=`$ $`{\displaystyle \frac{1}{B}}{\displaystyle \frac{d\sigma }{dt}}|_{t=0},`$ (16)
$`{\displaystyle \frac{d\sigma }{dt}}|_{t=0}`$ $`=`$ $`{\displaystyle \frac{[m𝒜(s,0)]^2}{16\pi }}(1+\rho ^2),`$ (17)
where $`B`$ is the $`t`$ slope parameter and comes from a simple exponential parametrisation and the $`\rho `$ parameter has been determined in the previous section. The $`B`$ value has never been measured for DVCS. The H1 publication compares its cross section measurement to several predictions for $`5<B<9`$ GeV-2 . As a first calculation, we present the results considering the saturation model for the 3-flavor analysis. The plots present an upper (lower) value corresponding to the slope values $`B=5`$ GeV-2 ($`B=9`$ GeV-2). In Fig. (5-a) the DVCS cross section is shown as a function of $`W`$ at fixed $`Q^2=4.5`$ GeV2 and in Fig. (5-b) as a function of $`Q^2`$ at fixed $`W=75`$ GeV. We have verified that the inclusion of charm produces a normalization slightly lower than using only the light quarks where one considers the same $`B`$ value. This feature is more pronounced in the cross section as a function of energy, whereas is less significant in the $`Q^2`$ behaviour. Concerning the choice of the quark mass values it should be noted that, taking $`m_f=0`$ increases the cross sections for the 3-flavor (4-flavor) analysis by a factor 1.15 (1.17) at $`W`$=20 GeV down to 1.13 (1.16) at $`W`$=120 GeV at the average $`Q^2=4.5`$ GeV2. This factor increases slightly for lower $`Q^2`$ values. Keeping $`m_f`$ fixed enhances the overall normalization for lower $`m_c`$, as usual.

As a second calculation, we present the results considering the saturation model for the 4-flavor analysis. The plots present an upper (lower) value corresponding to the slope values $`B=5`$ GeV-2 ($`B=9`$ GeV-2). In the Fig. (6-a) the DVCS cross section is shown as a function of $`W`$ at fixed $`Q^2=4.5`$ GeV2 and in Fig. (6-b) as a function of $`Q^2`$ at fixed $`W=75`$ GeV. The conclusions are similar as in the 3-flavor case.

In what follows, due to the absence of a consistent constraint on the normalization, we will use the $`B`$ value which fits the best with the H1 measurement for each prediction. In Fig. (7) the following calculations are presented: (i) the saturation model for a 3-flavor analysis (solid line); (ii) the saturation model for a 4-flavor analysis (dashed line) ; (iii) the QCD improved saturation model (dot-dashed line), given by Eq. (8). The corresponding slope values are shown in the plot. We have not included the real part of the amplitude for the BGK case. The present result shows how important it is to measure the $`B`$ slope in order to discriminate among the available approaches. It should be stressed that the result from the BGK model deserves more studies, since a 4-flavor analysis was not done yet and skewed effects needed in DVCS are not available in this model.

It is timely to perform a qualitative analysis in order to obtain a clear physical interpretation using the saturation model, as done for the DIS case in . In the following we should consider for simplicity the particular case $`m_f=0`$. The imaginary part of the DVCS amplitude is given by the integrations over the dipole size $`r`$ and longitudinal momentum fraction $`z`$ in Eq. (9). One can use the small approximation argument for the Bessel function $`K_1(x)`$, such that $`K_1(x)=1/x`$ for $`x1`$ and is exponentially suppressed for $`x1`$. Then, we can write:

$`m𝒜(s,t=0){\displaystyle _0^{4/Q^2}}{\displaystyle \frac{dr^2}{r^2}}\sigma _{dip}(\stackrel{~}{x},𝒓^2)+{\displaystyle _{4/Q^2}^{\mathrm{}}}{\displaystyle \frac{dr^2}{r^2}}\left({\displaystyle \frac{1}{Q^2r^2}}\right)\sigma _{dip}(\stackrel{~}{x},𝒓^2)`$ (18)
where the first term is domainated by symmetric contributions, i.e. the quark and the antiquark constituting the dipole share almost the same momentum fraction $`z`$ and the distribution on that variable is uniform around the mean value $`z=1/2`$. The second term is domainated by aligned jet or asymmetric configurations, where $`z`$ or $`(1z)`$ takes a vanishing value and the $`z`$ integration is restricted to $`z\stackrel{<}{}1/(Q^2r^2)`$.

In order to proceed in the qualitative analysis, one can use an approximate form for the dipole cross section from the saturation model; $`\sigma _{dip}=\sigma _0r^2Q_s^2/4`$ for $`r^24/Q_s^2`$ and $`\sigma _{dip}=\sigma _0`$ for $`r^2>4/Q_s^2`$. The saturation scale is given by $`Q_s^2(x)=1/R_0^2x^\lambda `$. Therefore, if the typical dipole size, $`1/Q`$, is much smaller than the mean distance between partons $`R_0^2(x)`$, the expression for the amplitude becomes,

$`m𝒜(s,t=0)`$ $``$ $`{\displaystyle _0^{4/Q^2}}{\displaystyle \frac{dr^2}{r^2}}\left({\displaystyle \frac{\sigma _0r^2Q_s^2(x)}{4}}\right)+{\displaystyle _{4/Q^2}^{4/Q_s^2(x)}}{\displaystyle \frac{dr^2}{r^2}}\left({\displaystyle \frac{1}{Q^2r^2}}\right)\left({\displaystyle \frac{\sigma _0r^2Q_s^2(x)}{4}}\right)`$ (19)
$`+{\displaystyle _{4/Q_s^2(x)}^{\mathrm{}}}{\displaystyle \frac{dr^2}{r^2}}\left({\displaystyle \frac{1}{Q^2r^2}}\right)\sigma _0,`$
where the first term comes from symmetric configurations and the remaining ones from the asymmetric configurations. The final result in this case reads as,

$`m𝒜(s,t=0)`$ $``$ $`{\displaystyle \frac{\sigma _0Q_s^2(x)}{Q^2}}\left[1+\mathrm{log}\left({\displaystyle \frac{Q^2}{Q_s^2(x)}}\right)\right],`$ (20)
$`\sigma (\gamma ^{}p\gamma p)`$ $``$ $`\left({\displaystyle \frac{Q_s^2(x)}{Q^2}}\right)^2{\displaystyle \frac{x^\lambda }{Q^4}}={\displaystyle \frac{W^{4\lambda }}{Q^4}},`$ (21)
where the large logarithm in Eq. (20) comes from the intermediate region $`2/Q<r<2R_0(x)`$ and the remaining comes from the regions $`r<2/Q`$ and $`r>2R_0(x)`$. The last expression gives the DVCS cross section at large $`Q^2`$ and small $`x`$.

The other interesting case is when the typical dipole size, $`1/Q`$, is larger than the mean distance between partons, $`R_0(x)`$. The contributions to the amplitude now become,

$`m𝒜(s,t=0){\displaystyle _0^{4/Q^2}}{\displaystyle \frac{dr^2}{r^2}}\left({\displaystyle \frac{\sigma _0r^2Q_s^2(x)}{4}}\right)+{\displaystyle _{4/Q_s^2(x)}^{4/Q^2}}{\displaystyle \frac{dr^2}{r^2}}\sigma _0+{\displaystyle _{4/Q^2}^{\mathrm{}}}{\displaystyle \frac{dr^2}{r^2}}\left({\displaystyle \frac{1}{Q^2r^2}}\right)\sigma _0,`$ (22)
where the two first terms correspond to symmetric configurations and the last one to the aligned jet configuration. Performing the integrals over the dipole size, the amplitude can be written as:

$`m𝒜(s,t=0)`$ $``$ $`\sigma _0\left[1+\mathrm{log}\left({\displaystyle \frac{Q_s^2(x)}{Q^2}}\right)\right],`$ (23)
$`\sigma (\gamma ^{}p\gamma p)`$ $``$ $`\sigma _0^2\mathrm{log}^2\left({\displaystyle \frac{Q_s^2(x)}{Q^2}}\right)𝒞\mathrm{log}^2(W^2),`$ (24)
where now the logarithmic contribution comes from the intermediate region $`2R_0(x)<r<2/Q`$ and the remaining from regions $`r<2R_0(x)`$ and $`r>2/Q`$. The last expression above gives the behavior of the DVCS cross section at low $`Q^2`$. The qualitative results above can be contrasted with the DIS case, where the $`\gamma ^{}p`$ total cross section grows as $`W^{2\lambda }/Q^2`$ at high $`Q^2`$, whereas at low $`Q^2`$ it behaves as $`\mathrm{ln}(W^2)`$. It is worth mentioning the scaling of the amplitude in the ratio of the variables $`\tau =Q_s^2(x)/Q^2`$, which is called the geometric scaling in the DIS case.

In conclusion, our results are comparable with the color dipole analysis in , obtaining a good agreement with DVCS cross sections on the $`W`$ and $`Q^2`$ dependences. We have tested the saturation model in the exclusive DVCS process, showing its consistency. The utilized dipole cross section interpolates successfully the soft and hard regions, producing a smooth transition between them. In particular, the sensibility to the inclusion of charm content seems to be more pronounced compared with the inclusive DIS case. This can be investigated in more details when measurements with higher virtuality will become available. A simple qualitative picture for the DVCS process can be drawn, presenting a clear scaling property. The QCD improvement provides good agreement with data requiring a higher $`B`$ slope in contrast with the original model. The present analysis also shows the importance of a measurement of the $`B`$ slope for the DVCS process.

## Acknowledgments

The authors thank the support of the High Energy Physics Group at Institute of Physics, GFPAE/IF-UFRGS, Porto Alegre. The authors are grateful to Markus Diehl for helpfull discussions and comments. The work of L. Favart is supported by the FNRS of Belgium (convention IISN 4.4502.01).


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# Intrinsic noise-induced phase transitions: beyond the noise interpretation.

## I Introduction

An important feature of nonlinear systems is their ability to sustain an organized behavior even in the presence of a substantial amount of randomly fluctuating influences. Even more strikingly, systems which in the absence of fluctuations exhibit a disordered behavior can experience, under certain conditions, the emergence of spatiotemporal order upon addition of a suitable amount of noise . The most basic manifestation of this fact is the existence of ordering phase transitions induced by noise in dynamical systems with spatial degrees of freedom . These transitions bring the system from a disordered to an ordered phase as the intensity of the noise increases, contrary to naive intuition. By disordered (ordered) phase we mean for example the homogeneous zero (non-zero) state corresponding to the coarse graining of a spin field with random (uniform) orientation.

Ordering phase transitions are usually driven by multiplicative noise terms, which depend on the system’s variables . But the stochastic integrals associated with stochastic differential equations with multiplicative noise are not uniquely defined . Among the many interpretations that can be given to these integrals, two are frequently used: the Stratonovich interpretation which follows the standard rules of calculus, but gives rise to non-intuitive statistical properties of the noise terms, and the Itô interpretation which avoids these problems, but at the expense of requiring new rules of calculus.

Beyond the technical mathematical definitions, the physical implications of both noise prescriptions boil down to an important fact. The Stratonovich prescription for white noise yields the result one would get for a time-correlated noise in the limit of vanishing correlation time. The key point is that, as soon as the noise is slightly correlated, the stochastic variables defined by the corresponding Langevin equation build up correlations with the noise variable at equal time. This immediately implies that the multiplicative noise terms in the equation have a nonzero mean, even with a zero-mean noise. The result is the so-called Stratonovich drift, a net force induced by noise which is at the heart of most noise-induced phenomena, in particular concerning noise-induced ordering transitions.

As for a given stochastic differential equation with multiplicative noise the results do depend on the interpretation, a preliminary analysis of the physical problem has to be performed to make a judicious choice. Our experience indicates that there are a minimum of three possible situations:

* If we start with a well established deterministic differential equation and some controlled parameter is allowed to fluctuate (experimental or realistic external noise) one would always expect the noise to have a high–frequency cut-off and as a consequence the Stratonovich interpretation is usually argued to be the reasonable choice.
* If the starting scheme is a master equation which is approximated by a Fokker-Planck equation, then one can write a stochastic differential equation with multiplicative noise in the Itô interpretation. This happens, for instance, in front propagation problems on a lattice .
* Moreover quite often our initial scheme is a set of stochastic differential equations, and we would like to simplify the problem eliminating the most irrelevant fast variables (those with a very short time scale). The interpretation of the final stochastic differential equation will depend on the order in which this procedure is performed with respect to the white noise limit. This is indeed a nontrivial task.

Since the Stratonovich drift can drastically modify the behavior of systems, and since it may not always be obvious what the appropriate noise prescription is in a given problem, it is particularly important to distinguish which noise effects are intrinsic, in the sense of occurring regardless the noise interpretation, and which ones are strictly associated to the Stratonovich drift. In other words, it is important to elucidate when the noise interpretation may only affect the quantitative behavior, and when it may indeed change the problem at a qualitative level.

For the case of noise-induced phase-transitions, the noise prescription used so far in the literature is that of Stratonovich. Nevertheless, it could be argued that if the noise has an internal origin, one should in principle expect Itô noise too, so it would be good to establish whether, in the latter case, noise-induced transitions can occur. We will see that this is indeed the case for a recently discovered class of noise–induced phase transitions. From a theoretical point of view, it is also important to deal with Itô noise since then the continuum white-noise limit is either well defined or less singular than in the Stratonovich case . This has important consequences in order to establish when the macroscopic observables will carry out a nontrivial, singular dependence on the spatial cut-off of the noise (Stratonovich case) and when such residual dependence will be weak (Itô case) .

Few contributions have appeared in the physics literature on Itô calculus in extended systems. A comparative discussion about the mathematical problems involved in the two interpretations appeared in . The role of the multiplicative noise in the Itô interpretation has been analyzed in the context of spatiotemporal intermittency  and front propagation . Dynamical renormalization group calculations were presented in . However, noise-induced ordering phase transitions had been reported so far only in the framework of the Stratonovich interpretation . In that case, the mechanism underneath these transitions is that the multiplicative noise term has a non-zero average value, which produces a short-time instability of the disordered phase and induces the ordered phase to arise . The instability can be linear  or nonlinear , but is in any case induced by the so-called Stratonovich shift. Due to the absence of such a drift, the Itô interpretation does not present this type of noise-induced ordered phase, or any other spatially ordered state .

Recently, however, a new type of noise-induced phase transition has been found which does not occur via an instability of the disordered phase . Here, the ordered phase arises due to the balance between the relaxing deterministic forces pushing the system toward the disordered state, and the activating multiplicative fluctuations pulling the field away from that state, in a type of entropy-driven phase transition (EDPT). This behavior is the spatio-temporal extension of noise-induced transitions in purely temporal, zero-dimensional systems, where the probability distribution of the time-dependent variable exhibits a change in the number and type of its extrema as noise intensity varies . A key idea in the model here studied is that the bimodality in the stationary probability density is not associated to a potential barrier, but has a dynamical origin. In fact, the dependence of the multiplicative noise term on the field is such that, for sufficiently large noise strength, the system escapes more easily from the central region than from the sides, despite the fact that the deterministic force always drives the system towards the center. As a result the peaks of the probability density are off-center. An important difference with the usual bimodality associated to a potential barrier is that in our case the characteristic relaxation time scales for the zero-dimensional model are of order one ($`𝒪(\epsilon ^0)`$) as opposed to $`𝒪(\mathrm{exp}(1/\epsilon )`$) which is characteristic of activation processes, $`\epsilon `$ being a generic measure of the noise strength. In the spatially extended case, the spatial (diffusive) coupling of the field introduces an additional crucial ingredient, namely it freezes the domains impeding the fast relaxation process of the zero-dimensional case. This gives rise to a well-defined, stable interface which then drives the much slower domain-growth dynamics. Since no Stratonovich drift is required to induce this effect (as opposed for instance to the case of Ref. where it takes the form of an effective barrier) it is to be expected that the corresponding class of model exhibiting this behavior should also display noise-induced ordering in the Itô interpretation. In this paper we show that this is indeed the case, by comparing the behavior of the model introduced in  for both the Itô and Stratonovich interpretations with that of a standard Ginzburg-Landau model with multiplicative noise (section II). We also analyze in detail the dynamical properties of the growth processes arising from the noise-induced ordering transitions in the two cases (section III), which will be shown to share universal characteristics (i.e. growth exponents) but differ in non-universal features (such as power-law prefactors). Finally, algorithms that have been specially developed for generating the results presented in this paper, for both the Stratonovich and Itô interpretations, are described in detail in the Appendix.

## II Theoretical analysis

We will use a model of a class of systems for which the steady-state probability distribution can be obtained exactly. As a consequence, the existence of a phase transition in this kind of systems can be studied without any dynamical reference.

Our model corresponds to a relaxational flow in a free–energy potential $`(\{\varphi \})`$, with a field-dependent kinetic coefficient $`\mathrm{\Gamma }(\varphi )`$ and a fluctuating term fulfilling a fluctuation-dissipation relation . The model is defined by the following stochastic partial differential equation:

$$\frac{\varphi (\stackrel{}{x},t)}{t}=\mathrm{\Gamma }(\varphi (\stackrel{}{x},t))\frac{\delta }{\delta \varphi (\stackrel{}{x},t)}+\mathrm{\Gamma }(\varphi (\stackrel{}{x},t))^{1/2}\xi (\stackrel{}{x},t)$$
(1)
We suppose that the noise $`\xi (\stackrel{}{x},t)`$ is Gaussian, with zero mean and correlation

$$\xi (\stackrel{}{x},t)\xi (\stackrel{}{x}^{},t^{})=2\sigma ^2\delta (\stackrel{}{x}\stackrel{}{x}^{})\delta (tt^{}),$$
(2)
where $`\sigma ^2`$ is the noise intensity. Moreover, we choose the following form for the free-energy potential $``$,

$$=d^d\stackrel{}{x}\left\{V_0(\varphi (\stackrel{}{x},t))+\frac{D}{4d}\left[\stackrel{}{}\varphi (\stackrel{}{x},t)\right]^2\right\}.$$
(3)
Since we are dealing with spatially uncorrelated noise, we perform the analysis in a discrete space in order to avoid singularities . In a d–dimensional square lattice of mesh size $`\mathrm{\Delta }x`$ and $`N=L^d`$ cells, our model reads

$$\frac{d\varphi _i}{dt}=\mathrm{\Gamma }_i\frac{F}{\varphi _i}+\mathrm{\Gamma }_i^{1/2}\xi _i(t),$$
(4)
where only one index is used to label the cells, $`\varphi _i\varphi (\stackrel{}{x}_i)`$, $`\mathrm{\Gamma }_i\mathrm{\Gamma }(\varphi _i)`$, and the noise satisfies the correlation:

$$\xi _i(t)\xi _j(t^{})=2\sigma ^2\frac{\delta _{ij}}{\mathrm{\Delta }x^d}\delta (tt^{}).$$
(5)
In discrete space, the free energy has the form

$$F(\{\varphi \})=\underset{i=1}{\overset{N}{}}\left[V_0(\varphi _i)+\frac{D}{4d\mathrm{\Delta }x^2}\underset{jnn^+(i)}{}(\varphi _j\varphi _i)^2\right],$$
(6)
where the gradient term is approximated by the sum over nearest neighbors on the lattice in a standard way, $`|\stackrel{}{}\varphi |^2_{jnn^+(i)}\frac{(\varphi _j\varphi _i)^2}{\mathrm{\Delta }x^2}`$ , and $`nn^+(i)`$ stands for the $`d`$–nearest neighbors of $`i`$ in the positive direction of each axis. For simplicity, we choose a monostable local potential,

$$V_0(\varphi )=\frac{a}{2}\varphi ^2,$$
(7)
where $`a>0`$. Finally, the kinetic coefficient $`\mathrm{\Gamma }(\varphi )`$ is taken to depend on the field in the following way

$$\mathrm{\Gamma }(\varphi )=\frac{1}{1+c\varphi ^2}.$$
(8)
This functional dependence of the kinetic coefficient favors diffusion due to fluctuations in the disordered state.

Our objective now is to study the equation (4) in the Stratonovich and Itô stochastic interpretations. The corresponding Fokker–Planck equation for the probability density of the field $`P(\{\varphi \},t)`$ can be written in a unified notation for both interpretations ,

$`{\displaystyle \frac{P}{t}}={\displaystyle \underset{i}{}}{\displaystyle \frac{}{\varphi _i}}[\mathrm{\Gamma }_i{\displaystyle \frac{F}{\varphi _i}}P+{\displaystyle \frac{B\sigma ^2}{\mathrm{\Delta }x^d}}\mathrm{\Gamma }_i^{1/2}{\displaystyle \frac{\mathrm{\Gamma }_i}{\varphi _i}}P`$ (9)
$`+{\displaystyle \frac{\sigma ^2}{\mathrm{\Delta }x^d}}{\displaystyle \frac{}{\varphi _i}}\mathrm{\Gamma }_iP],`$ (10)
where $`B=1`$ for the Stratonovich interpretation and $`B=2`$ in the Itô case.

If no probability flux is present, the stationary solution $`P_{\mathrm{st}}`$ of (10) satisfies

$$\left(\frac{F}{\varphi _i}+\frac{B\sigma ^2}{2\mathrm{\Delta }x^d}\frac{\mathrm{ln}\mathrm{\Gamma }_i}{\varphi _i}\right)P_{\mathrm{st}}+\frac{\sigma ^2}{\mathrm{\Delta }x^d}\frac{P_{\mathrm{st}}}{\varphi _i}=0.$$
(11)
The solution of this equation is

$$P_{\mathrm{st}}(\{\varphi \})\mathrm{e}^{F_{\mathrm{eff}}\mathrm{\Delta }x^d/\sigma ^2},$$
(12)
where we have introduced the effective free energy

$$F_{\mathrm{eff}}(\{\varphi \})F(\{\varphi \})+\frac{B\sigma ^2}{2\mathrm{\Delta }x^d}\underset{i=1}{\overset{N}{}}\mathrm{ln}\mathrm{\Gamma }_i.$$
(13)
The above expressions can be written in continuum space as

$$P_{\mathrm{st}}(\{\varphi \})\mathrm{e}^{_{\mathrm{eff}}/\sigma ^2},$$
(14)
$$_{}^{𝒮}{}_{\mathrm{eff}}{}^{}(\{\varphi \})(\{\varphi \})+\frac{B\sigma _{0}^{}{}_{}{}^{2}}{2}d^dx\mathrm{ln}\mathrm{\Gamma }(\varphi (\stackrel{}{x})),$$
(15)
where $`\sigma _{0}^{}{}_{}{}^{2}\sigma ^2/\mathrm{\Delta }x^d`$ stands for the effective noise intensity of a spatially white noise in a discrete space.

We have thus seen that the stationary multivariate probability distribution can be obtained exactly in both the Itô and Stratonovich interpretations for the spatially extended EDPT model, and that both lead to very similar qualitative results. The only difference is an extra factor $`2`$ in the new term of the effective potential in the Itô interpretation. As is already known , the EDPT model presents a continuous ordering noise–induced phase transition in the Stratonovich interpretation. But according to the results shown above, and as will be shown in the following Section, this model also exhibits an ordering transition in the Itô interpretation, although the location of the critical point will be different. We should remark here that, as in the case of the Stratonovich interpretation , this phase transition is not due to a short-time instability of the homogeneous null phase. Indeed, the linear equation for the first statistical moment $`\varphi `$ can be computed to be

$$\frac{\varphi }{t}=\left[a+(2B)\sigma _0^2c\right]\varphi +\frac{D}{2d}^2\varphi .$$
(16)
For $`a>0`$, the homogeneous null solution of this equation is stable for all noise intensities, both for $`B=1`$ and $`B=2`$. Therefore, the mechanism of this phase transition must be different from the standard one.

## III Steady-state behavior

A standard way of determining the existence of a noise-induced phase transition is by applying a mean-field approximation to the Langevin or Fokker-Planck equations of the system . In the present case, however, since we have obtained the exact multivariate probability distribution in both interpretations, we will implement that approximation directly on the effective potential derived from (13).

The mean-field approximation consists in replacing the exact value of the neighbor field in the Langevin or Fokker-Planck equation by a common mean-field value $`\varphi `$. In the present case, we make such an identification in the neighboring values of the gradient term appearing in the effective free energy \[see Eqs. (6) and (13)\]:

$$\frac{1}{\mathrm{\Delta }x^2}\underset{jnn^+(i)}{}(\varphi _j\varphi _i)^2\frac{2d}{\mathrm{\Delta }x^2}(\varphi \varphi _i)^2.$$
(17)
In this way, the effective free energy becomes

$`F_{\mathrm{eff}}(\left\{\varphi \right\},\varphi )={\displaystyle \underset{i=1}{\overset{N}{}}}\{V_0(\varphi _i)+{\displaystyle \frac{B\sigma _{0}^{}{}_{}{}^{2}}{2}}\mathrm{ln}\mathrm{\Gamma }(\varphi _i)`$ (18)
$`{\displaystyle \frac{D}{2\mathrm{\Delta }x^2}}(\varphi _i\varphi )^2\}{\displaystyle }_{i=1}^NV_{\mathrm{eff}}(\varphi _i,\varphi ).`$ (19)
The unknown mean–field value $`\varphi `$ is obtained self–consistently, according to

$$\varphi =_{\mathrm{}}^{\mathrm{}}\varphi P_{\mathrm{st}}(\varphi ,\varphi )$$
(20)
where the one-site probability distribution ($`P_{\mathrm{st}}(\{\varphi \})=_{i=1}^NP_{\mathrm{st}}(\varphi _i)`$) is given by

$$P_{\mathrm{st}}(\varphi )\mathrm{e}^{V_{\mathrm{eff}}/\sigma _{0}^{}{}_{}{}^{2}}.$$
(21)
The mean-field predictions for $`\varphi `$ in the two-dimensional case are plotted in Fig. 1, where lines separating the situations where $`\varphi =0`$ (disorder) and $`\varphi 0`$ (order) are plotted for both the Itô and Stratonovich interpretations in the space of parameters $`D`$ and $`\sigma ^2`$. The figure shows that both interpretations predict a continuous noise–induced ordering phase transition, which occurs earlier (i.e., for lower noise intensities) in the Itô case. In particular, in the large coupling limit ($`D\mathrm{}`$) the transition in the Itô interpretation takes place at a critical noise intensity ($`\sigma _c^2=a/Bc`$, for $`\mathrm{\Delta }x=1`$), that is half the critical value in the Stratonovich case, both of which coincide with the transition point in zero dimensional systems (with noise intensity $`\sigma ^2/\mathrm{\Delta }x^2`$) .

Note that, in contrast with the usual noise-induced transitions (which exhibit reentrant phenomena), the transition lines of Fig. 1 decay monotonously with $`\sigma ^2`$. This implies therefore that no minimum coupling strength is required in these models for a phase transition to occur.

In order to validate the results obtained from the mean-field approximation, we have performed extensive numerical simulations of model (4)-(8) in both the Itô and Stratonovich interpretations. To that end, we have developed a new type of numerical algorithm suitable for the implementation of both stochastic interpretations of the multiplicative noise. The derivation of this algorithm and a comparison with the well-known Heun algorithm (derived only for the Stratonovich interpretation) is presented in the Appendix. The simulations have been performed on a square lattice of $`256\times 256`$ cells of mesh size $`\mathrm{\Delta }x=1`$, with a time step $`\mathrm{\Delta }t=0.01`$ and periodic boundary conditions (except when explicitly indicated). Where necessary, we have averaged over 10 realizations of the noise and the initial random conditions, corresponding to Gaussian or uniform distributions. In order to compute the mean field, we first evaluate the spatial average of the system:

$$\varphi (t)=\frac{1}{N}\left|\underset{i=1}{\overset{N}{}}\varphi _i(t)\right|,$$
(22)
where $`N`$ is the number of lattice cells, and $`\varphi _i(t)`$ is the field value at the $`i`$ cell. Once the spatial average reaches a stationary state, the temporal average is evaluated as

$$\varphi =\frac{1}{T_MT_m}\underset{t=T_m}{\overset{T_M}{}}\varphi (t),$$
(23)
where $`T_M`$ and $`T_m`$ delimit the time interval within the steady-state regime in which the temporal average is calculated. Afterwards, the realization average can be computed.

The numerical simulation results for the two interpretations are shown in Fig. 2, where they are also compared with the predictions coming from the mean-field approximation. Due to the value of $`D`$ chosen, the agreement between the mean-field estimate and the simulations is better for the Itô interpretation. In any case, the model exhibits a noise-induced ordering phase transition for both interpretations, as predicted by the mean-field approach.

We stress at this point that standard models exhibiting noise-induced phase transitions caused by short-term instabilities of the disordered phase do so only in the case of the Stratonovich interpretation. In order to illustrate this point, we present here for comparison what happens in the well-known case of the Ginzburg-Landau model with external multiplicative fluctuations :

$$\frac{d\varphi }{dt}=a\varphi b\varphi ^3+D^2\varphi +\varphi \xi (\stackrel{}{x},t)+\eta (\stackrel{}{x},t)$$
(24)
where $`\eta (\stackrel{}{x},t)`$ and $`\xi (\stackrel{}{x},t)`$ are Gaussian and white noises. This system presents a noise-induced phase transition if we interpret the noise in the Stratonovich sense, but not if one uses the Itô interpretation. This can be seen in Fig. 3, where the two simulations share the same conditions and parameters. In the Itô interpretation the ordered parameter $`\varphi `$ remains always in the disordered state, due to the fact that the noise-dependent drift that causes the short-time instability is only present in the the Stratonovich prescription .

## IV Domain growth dynamics

We have seen that the EDPT model in the presence of external fluctuations can reach a stationary ordered state described by a non-zero order parameter $`\varphi `$, for both the Itô and Stratonovich interpretations. This means that, if the system is initially in a disordered steady state $`\varphi =0`$ corresponding to a small noise intensity, as the intensity of external fluctuations is increased above its critical value the system develops domains of the two new symmetric stationary ordered phases, that grow with time as shown in Fig. 4. The figure shows that the system behaves differently in the two stochastic interpretations for the same noise intensity, the Itô case being much more contrasted due to the fact that the order parameter is larger than in the Stratonovich case, which is very noisy.

In this section we are concerned with the growth of these noise-induced domains. Although the mechanism that induces the phase transition is different from those that have been reported before, we can expect that, once the domains have appeared, their dynamics has the same characteristics as those of the domain growth following the quench of a system below its order-disorder transition temperature, as happens in the Ginzburg–Landau model .

For non-conserved order parameter models, one of the domains grows until it fills the whole system. The mechanism underlying domain growth in this case is the motion of the interface between domains caused by the interface structure. The translational velocity of the domain boundary has been found to be proportional to the mean curvature of the boundary, and independent of the free energy of the interface. This can be quantified by the equation of motion obeyed by the characteristic length (i.e. the average radius) of the domains of equilibrium phases, $`R(t)`$,

$$\frac{dR}{dt}=A\frac{\mathrm{\Gamma }}{R},$$
(25)
where $`A`$ is a model-dependent constant and $`\mathrm{\Gamma }`$ is the kinetic coefficient multiplying the diffusion term. This expression leads in a straightforward way to the Allen–Cahn law of domain growth:

$$R(t)\sqrt{2A\mathrm{\Gamma }}t^{1/2}$$
(26)
In the time regime where this law is verified, $`R(t)`$ is the only characteristic length of the system, and a scaling behavior for its spatial structure at different times is found. All these results are known to apply also in the case of standard noise-induced phase transitions caused by linear instabilities of the homogeneous disordered phase . We want to find out whether the same thing happens in the EDPT described in this paper.

In order to characterize the dynamics of model (4), we let our system evolve from an initial disordered state, and compute the isotropic correlation $`G(r,t)`$ function at different times. We use the following normalization

$$g(r,t)=\frac{G(r,t)}{G(0,t)}.$$
(27)
Let us consider a time regime in which there is only one characteristic length $`R(t)`$ in the system, which is related to the average size of the domains. There are several possible definitions for $`R(t)`$, but all of them should lead to the same results. We have chosen $`R(t)`$ as the distance at which $`g(r,t)`$ has half its maximum value. In this time regime, we can apply the scaling hypothesis for a d-dimensional system

$$g(r,t)=g(r/R(t)),$$
(28)
with no other explicit time dependence. When these relations hold, the spatial structure of the system at different times is statistically equivalent, except for a scale factor. Since the domain growth is more clearly observed far from the critical point, we have taken new parameter values accordingly. The numerical results in the Stratonovich interpretation for the scaled pair correlation function are represented in Fig. 5. As it was shown in , the pair correlation function exhibits a discontinuity in its first derivative in the presence of noise sources. We have eliminated this discontinuity by fitting a parabolic function in the origin ($`r=0`$, $`\mathrm{\Delta }x`$). The same study has been made in the case of Itô interpretation under the same conditions and parameters.

We now compare the temporal evolution of the characteristic length of the system $`R(t)`$ for the two stochastic interpretations. Fig. 6 presents this comparison for equal values of the noise intensity. From these numerical results we can conclude that the Allen-Cahn law is satisfied for the two interpretations, and that there is a time regime in which the system is self-similar. One interesting fact is that domain evolution in Itô is slower than in Stratonovich, and in both cases much slower than the Ginzburg–Landau model. This fact can be explained looking at the constant prefactor $`\sqrt{2A\mathrm{\Gamma }}`$ of the Allen-Cahn law (26). In the Ginzburg-Landau model $`\mathrm{\Gamma }=1`$, but in the EDPT model this quantity is field dependent (8), and can be approximated by

$$\mathrm{\Gamma }\frac{1}{1+c\varphi ^2}\frac{1}{1+c\varphi ^2}.$$
(29)
According to this expression, and since for a fixed $`\sigma ^2`$ we have that $`\varphi _I>\varphi _S`$, as a consequence we should expect the slowest growth for the Itô EDPT case, and the fastest one for the Ginzburg-Landau model. This is what we can see in Fig. 6.

In order to eliminate the influence of the stationary mean-field value $`\varphi `$ on the growth rate, we have compared the evolution of the system under the two interpretations using in each case a different noise intensity, so that the mean field has the same value in the two cases. The results are shown in Fig 7, where we have fixed $`\varphi =3.15`$ for the two interpretations, for which we need $`\sigma ^2=16`$ in the Stratonovich interpretation and $`\sigma ^2=6`$ in the Itô interpretation. As can be seen, in both interpretations the system seems to evolve at the same rhythm, although the slope in Itô is slightly higher than in Stratonovich. We think that this small difference is due to the fact that although $`\varphi `$ is the same for both interpretations, the Stratonovich case is much more fluctuating, and hence we have to expect a larger $`\varphi ^2`$ and accordingly a lower slope.

## V Comments and conclusions

It is worth commenting here that an effective model can be developed which has the same stationary solutions as the EDPT model, but different dynamics. The dynamical equation for this effective model with $`\mathrm{\Delta }x=1`$ is

$$\frac{\varphi }{t}=a\varphi +\frac{B\sigma ^2c\varphi }{1+c\varphi ^2}+\frac{D}{2d}^2\varphi +\xi (\stackrel{}{x},t),$$
(30)
where, as before, $`B`$ is a parameter whose value indicates the interpretation that we are mimicking ($`B=1`$ for Stratonovich and $`B=2`$ for Itô). The correlation of noise is given by Eq. (2). The equation of motion of the mean value of the field in the linear approximation is

$$\frac{d\varphi }{dt}=(B\sigma ^2ca)\varphi +\frac{D}{2d}^2\varphi ,$$
(31)
which tells us that, for $`\sigma ^2>a/Bc`$, the homogeneous phase $`\varphi =0`$ is unstable. This instability does not appear in the EDPT model (see Eq. 16). According to this result, we have to expect an initial transient faster in this model (as in the Ginzburg-Landau model) than in the EDPT cases. This fact has been checked numerically and it can be seen in Fig. 8. We can clearly appreciate that the effective model has a much faster initial transient that the EDPT model, for the same values of the parameters which is a signature of the different character of the instability of the initial state. While this observation applies also to the zero-dimensional version of the model, the crucial ingredient in our EDPT model is the role of the spatial coupling, which prevents the fast transition between the two probability peaks. The fact that this transition occurs in a deterministic time scale in the zero-dimensional case is what distinguishes the problem from the usual, barrier-crossing bistability. In the spatially extended case, however, it is precisely the spatial coupling what generates an effective barrier allowing for the formation of stable domains, with an interface-driven dynamics.

In conclusion, we have presented a nonequilibrium field model for which one can compute exactly the stationary probability distribution, and which exhibits an intrinsic noise-induced ordering phase transition irrespective of the stochastic interpretation of the multiplicative noise term. In particular, the phase transition is found in the Itô interpretation, where so far, noise had only been seen to have a disordering effect. The same model can be studied changing the diffusive term by the spatial coupling of the Swift-Hohenberg model in which case a noise-induced pattern transition is found . These type of models do constitute a generalization of the Horsthemke-Lefever noise induced transitions to genuine noise induced phase transitions in extended systems.

## ACKNOWLEDGMENTS

This research was supported by the Dirección General de Enseñanza Superior (Spain) under projects BFM2000-0624, BFM2001-2159, BXX2000-0638-C02-02 and from the Generalitat de Catalunya (project 2001SGR00223).

## A Stochastic algorithms

Here we will derive an alternative algorithm which is an extension of the well-known Heun algorithm, valid for both the Itô and Stratonovich interpretations of stochastic differential equations with multiplicative noise. Our aim is to simulate numerically the following stochastic differential equation on a d-dimensional lattice,

$$\frac{\varphi (\stackrel{}{x},t)}{t}=f(\varphi (\stackrel{}{x},t),)+g(\varphi (\stackrel{}{x},t))\xi (\stackrel{}{x},t).$$
(A1)
First of all, we write this equation in a discrete space as follows,

$$\frac{d\varphi _i(t)}{dt}=f_i(\varphi (t))+g_i(\varphi (t))\xi _i(t),$$
(A2)
where $`i`$ stands for the position inside the lattice, and the noise correlation is given by Eq. (5).

The first step in the derivation of the algorithm is to integrate formally Eq. (A2) to get

$`\varphi _i(t+\mathrm{\Delta }t)=\varphi _i(t)`$ $`+`$ $`{\displaystyle _t^{t+\mathrm{\Delta }t}}f_i(\varphi (t^{}))𝑑t^{}`$ (A3)
$`+`$ $`{\displaystyle _t^{t+\mathrm{\Delta }t}}g(\varphi (t^{}))\xi (t^{})𝑑t^{}`$ (A4)
The first integral in (A4) is evaluated according to a second-order predictor-corrector algorithm.

$`\varphi _i(t+\mathrm{\Delta }t)=\varphi _i(t)`$ $`+`$ $`{\displaystyle \frac{f_i(\varphi (t))+f_i(\stackrel{~}{\varphi }(t))}{2}}\mathrm{\Delta }t`$ (A5)
$`+`$ $`{\displaystyle _t^{t+\mathrm{\Delta }t}}g(\varphi (t^{}))\xi (t^{})𝑑t^{}`$ (A6)
where $`\stackrel{~}{\varphi }(t)`$ is the predictor term defined as the first-order solution of (A4),

$$\stackrel{~}{\varphi }_i(t)=\varphi _i(t)+f_i(\varphi _i(t))\mathrm{\Delta }t+g_i(\varphi (t))X_i$$
(A7)
This expression defines the first equation of the algorithm, which is independent of the stochastic interpretation. $`X_i(t)`$ is the Wiener process, defined as

$$X_i(t)=_t^{t+\mathrm{\Delta }t}\xi _i(t^{})𝑑t^{}$$
(A8)
and whose numerical implementation is

$$X_i(t)=\sqrt{\frac{2\sigma ^2\mathrm{\Delta }t}{\mathrm{\Delta }x^2}}\alpha _i,$$
(A9)
where $`\alpha _i`$ are independent Gaussian random numbers of zero mean and unity variance, and they are implemented using .

The second integral in Eq. (A4) is not well defined, and one needs to make a prescription for its evaluation, at least up to first order in $`\mathrm{\Delta }t`$.

The standard Heun algorithm works for the Stratonovich interpretation, and makes the following assumption

$$_t^{t+\mathrm{\Delta }t}g(\varphi (t^{}))\xi (t^{})𝑑t^{}=\left(\frac{g(\varphi _i(t))+g(\stackrel{~}{\varphi }_i(t))}{2}\right)X_i(t)$$
(A10)
Accordingly, the second equation of this algorithm is

$`\varphi _i(t+\mathrm{\Delta }t)=\varphi _i(t)+{\displaystyle \frac{f_i(\varphi (t))+f_i(\stackrel{~}{\varphi }(t))}{2}}\mathrm{\Delta }t`$ (A11)
$`+\left({\displaystyle \frac{g(\varphi _i(t))+g(\stackrel{~}{\varphi }_i(t))}{2}}\right)X_i(t)`$ (A12)
On the other hand, in the Stratonovich calculus this integral is interpreted as

$$_t^{t+\mathrm{\Delta }t}g(\varphi (t^{}))\xi (t^{})𝑑t^{}=g\left(\frac{\varphi _i(t)+\stackrel{~}{\varphi }_i(t)}{2}\right)X_i(t),$$
(A13)
so that the second equation of the algorithm is

$`\varphi _i(t+\mathrm{\Delta }t)=\varphi _i(t)+{\displaystyle \frac{f_i(\varphi (t))+f_i(\stackrel{~}{\varphi }(t))}{2}}\mathrm{\Delta }t`$ (A14)
$`+g\left({\displaystyle \frac{\varphi _i(t)+\stackrel{~}{\varphi }_i(t)}{2}}\right)X_i(t),`$ (A15)
which is not exactly the standard Heun algorithm. This is the algorithm that has been used in this paper for the Stratonovich interpretation results. Its advantage is that, in contrast to Heun algorithm, our method has an analogue in the Ito interpretation, for which the same integral is defined as

$$_t^{t+\mathrm{\Delta }t}g_i(\varphi (t^{}))\xi _i(t^{})𝑑t^{}=g_i(\varphi (t))X_i(t).$$
(A16)
Therefore, the second equation of the algorithm in Ito interpretation reads

$`\varphi _i(t+\mathrm{\Delta }t)=\varphi _i(t)+{\displaystyle \frac{f_i(\varphi (t))+f_i(\stackrel{~}{\varphi }(t))}{2}}\mathrm{\Delta }t`$ (A17)
$`+g_i(\varphi (t))X_i(t).`$ (A18)
Given these results, the algorithm proceeds by evaluating first the predictor contribution (A7) and, using this value, computing the corrector term (A12), (A15) or (A18), corresponding to the Heun, Stratonovich or Ito algorithms respectively. All these three different algorithms are approximations up to the same order (second order in the deterministic part but first order in the stochastic one), when properly expanded in powers of $`\mathrm{\Delta }t`$. One can check that there are no differences, up to these orders, between the Heun and Stratonovich algorithms, as it should be. Nevertheless, the Stratonovich prescription has an extra term, $`1/2g(\varphi _i)g^{}(\varphi _i)X_i(t)^2`$, with respect the Itô one, which is of order $`\mathrm{\Delta }t`$. Our Ito algorithm also agrees with the one presented in  up to order $`\mathrm{\Delta }t^2`$.


text:
# Gemini observations of Wolf-Rayet Stars in the Local Group Starburst Galaxy IC 10

## 1 Introduction

Amongst Local Group galaxies, IC 10 is remarkable for its very high star formation rate, as inferred from an exceptional H ii population (Hodge & Lee 1990), large far-IR luminosity (Melisse & Israel 1994), a non-thermal radio continuum (Yang & Skillman 1993) and a high surface density of massive stars (Massey & Armandroff 1995). These are direct evidence for a young, widespread burst of star formation. Indeed, IC 10 may be considered as a blue compact dwarf (Richer et al. 2001). This starburst phenomenon is also reflected in its large population of Wolf-Rayet stars, which is discussed here. IC 10 is about a factor of two smaller than the SMC, with a comparable metallicity, log(O/H)=8.26 (Garnett 1990), and so represents another rare opportunity to study individual massive stars at low metallicity.

Despite its nearby distance of only 0.6–0.8Mpc (Kennicutt et al. 1998; Borissova et al. 2000), the study of stellar populations of IC 10 is made difficult by its location towards the Galactic plane, with a foreground reddening of $`E(BV)=0.770.85`$ (Sakai et al. 1999; Richer et al. 2001). Massey et al. (1992) first highlighted the apparent massive star peculiarity of IC 10, suggesting the presence of 22 Wolf-Rayet stars from narrow-band photometry. Massey & Armandroff (1995) subsequently spectroscopically confirmed 15 stars, with a highly unusual WC/WN ratio of 2, twenty times higher than the SMC (Massey & Duffy 2001). This is puzzling, given that all other Local Group galaxies show a reasonably tight correlation of decreasing WC/WN ratio with lower metallicity. Very massive stars will evolve to the WC phase via the WN stage, whilst less massive stars might not advance to the WC stage at reduced metallicity, due to weaker winds throughout its evolution (Massey 2003).

As Massey & Johnson (1998) have argued, an exceptionally high WC/WN ratio for IC 10 might only be explained by (i) an Initial Mass Function (IMF) skewed towards very massive stars, yet Hunter (2001) finds a normal IMF for intermediate mass stars; (ii) an exceptional $``$5Myr old galaxy wide starburst which would produce the unusual WC/WN ratio (Schaerer & Vacca 1998); (iii) incompleteness amongst the WR population, especially amongst WN stars. It is well known that WN stars are more difficult to detect from imaging surveys since their emission lines are generally much weaker (e.g. Armandroff & Massey 1985).

Subsequent to the original Massey et al. (1992) survey, Royer et al. (2001) used deep narrow-band imaging to suggest the presence of another 13 WR stars in IC 10. Amongst these candidates, Royer et al. announced the detection of three WC9 stars. This was totally unexpected, given that such late WC subtypes stars have only previously been observed within the metal-rich regions of the Milky Way. All WC stars in the low-metallicity Magellanic Clouds are of subtype WC4–5 or WO (Breysacher et al. 1999), a sequence that IC 10 was expected to follow. Consequently, we have obtained follow-up spectroscopy of most WR candidates in IC 10 using the Gemini-N facility multi-object spectrograph GMOS, with the remainder of other candidates observed with the Canada France Hawaii Telescope (CFHT). The present paper discusses our new observations in Sect. 2, presents a revised catalogue of Wolf-Rayet stars in IC 10 in Sect. 3. Following the completion of our study, Massey & Holmes (2002) have recently presented a new imaging survey of IC 10, which claimed to have resolved the hitherto unusual WC/WN ratio via the discovery of many new (principally) WN stars. We discuss the presents results in the light of this recent work in Sect 4.

## 2 Observations

### 2.1 Spectroscopy

Spectroscopy of WR candidates in IC 10 were obtained with GMOS (Hook et al. 2002) at the 8m Gemini-N on Mauna Kea during 21 December 2001–16 January 2002, via a joint Canadian-UK program, with principal investigators LD and PAC. In order for the necessary slit masks to be prepared, a series of images with GMOS was necessary. A series of four images, each with 100 sec exposures, were taken of two fields during poor seeing (1–1.5′′) on 20 November 2001 with the $`g^{}`$ Gunn filter. Nevertheless, these were of sufficient quality for individual sources to be identified via comparison with William Herschel Telescope narrow-band images obtained by Royer et al. (2001).

Approximately 15 WR candidates were simultaneously observed with GMOS in each of the two overlapping fields – centred at RA=00 20 28 and Dec=+59 17 40 (J2000, hereafter GMOS-UK) and RA=00 20 14 Dec=+59 18 25 (GMOS-Can). In all cases, a 1.0 arcsec slit and B600 grating (centred at 560nm) were used, permitting a 2 pixel spectral resolution of 5Å. Total integration times of 5$`\times `$3600 s and 4$`\times `$3600 s were obtained for targets in the GMOS-UK and GMOS-Can fields, respectively. Two Wolf-Rayet stars (Massey #5 and #19) were common to both fields. Spare slits were used to observe sky regions, or H ii regions from Hodge & Lee (1990). GMOS consists of three 2048 $`\times `$ 4608 EEV CCDs (13.5$`\mu `$m pixels), such that the longer axis of the 6144$`\times `$4608 pixel focal plane is placed in the dispersion direction. (The detector array is close packed with 0.5mm gap between detector imaging areas.) Pipeline Gemini specific iraf procedures were used to reduce the datasets. An internal CuAr arc lamp was used for wavelength calibration, whilst a 60 s exposure of G191-B2B provided a flux calibration.

Since many of the WR candidates in IC 10 are closely spaced spatially, we were unable to observe all 28 candidates in our two overlapping GMOS fields. Consequently, we observed a small subset of candidates with MOS at the 3.6m CFHT on 18 October 2001, using the 2048$`\times `$4500 EEV1 CCD. Three 1200s exposures were obtained with the B600 grating at moderate airmass 1.5–1.7. Slits were cut, in real time, to a slit width of 1.5′′, providing a spectral resolution of 7Å. Data were reduced and extracted using standard iraf procedures, except that wavelength calibration was achieved via figaro. No flux calibration was attempted for the CFHT datasets.

### 2.2 Photometry

We have adopted continuum magnitudes for IC 10 WR candidates from Royer et al. (2001), using their dedicated filter set (Royer et al. 1998). Essentially, their c1 filter ($`\lambda _c`$=5055Å, FWHM=51Å) is close to the usual WR narrow-band $`v`$ filter ($`\lambda _c`$=5160Å, FWHM=130Å) defined by Smith (1968), whilst their c2 filter ($`\lambda _c`$=6047Å, FWHM=35Å) is comparable to the WR $`r`$ filter ($`\lambda _c`$=6000Å, FWHM=100Å). In some cases, line-free continua were below the detection limit of the WHT. Unfortunately, our Gemini GMOS and CFHT MOS imaging were not sufficiently deep for significant improvements upon this. In such cases, we were able to obtain estimates of the $`v`$-band magnitude via our GMOS spectrophotometry. Slit losses have not been taken into account, although agreement between narrow-band photometry and spectrophotometry is excellent, with c1$`v`$(GMOS) $``$ 0.1 mag on average. This is expected given the zero-point scale of the Royer et al. (1998) system.

We have also obtained V broad-band photometry of 10 confirmed and 2 candidate WR stars from HST/WFPC2 images obtained with the F555W filter (10 exposures of 1400s each; see Hunter 2001). The daophot package within iraf was used to obtain instrumental magnitudes, which were then calibrated following Dolphin (2000a, b). We cross-checked our calibration by comparing Hunter’s (2001) photometry of the dense clusters in the same images with our estimates, which agreed within 0.1 mag. In several cases, the ground-based image is resolved into multiple sources, which we shall refer to as A (brighter source) and B (fainter source). A careful comparison of the F814W (I band), F555W (V) and F336W (U) WFPC2 images (see Hunter 2001) shows that in all cases, star A is much bluer than star B. It is therefore very likely that star A is indeed the WR star in all cases. The only exception to this is WR24 from Massey & Holmes (2002) which will be discussed separately. Again, for cases without HST V-band photometry, estimates were obtained from our GMOS spectrophotometry. For stars in common, $``$0.3 mag $``$ V(HST)$``$V(GMOS) $``$ 0.3 mag.

We were also able to estimate interstellar reddenings from c1$``$c2 (i.e. $`vr`$), assuming an intrinsic colour of $`(vr)_0=`$0.2 mag. Interstellar reddenings, $`E_{bv}`$ are obtained via $`E_{bv}1.36E_{vr}`$ using a standard extinction law. Note that ground-based photometry for \[MAC92\] 12 is heavily contaminated by nearby redder stars, as determined from UBV WFPC2 imaging, such that WHT photometry suggests a reddening which is far too high. The same is true for \[MAC92\] 14 such that we have set $`E_{bv}`$=1.0 mag for these in Table 1, which is typical of other nearby stars.

### 2.3 Metallicity of IC 10

As discussed above, we were able to observe several H ii regions of IC 10 with GMOS, with a view to re-determining the metallicity of this galaxy. Previously, Lequeux et al. (1979) obtained log(O/H)+12=8.17 for their H ii region #1 and 8.45 for region #2, whilst Garnett (1990) re-determined log(O/H)+12=8.26, i.e. 0.25$`Z_{}`$, for the latter111We adopt log(O/H)+12=8.83 for the Solar abundance (Grevesse & Sauval 1998). This is intermediate between the oxygen content measured in the Small and Large Magellanic Clouds. More recently, Richer et al. (2001) determined a lower range of log(O/H)+12=7.84–8.23 for Hodge & Lee (1990) H ii regions 106b and 111b/c.

From the 144 H ii regions discussed by Hodge & Lee, we have obtained GMOS spectroscopy for four - HL 16, 22, 45 and 128. In addition, we observed four candidate H ii regions identified from narrow-band imaging by Royer et al. (2001). We employ \[O iii\] $`\lambda `$4363/$`\lambda `$5007 for $`T_e`$ and \[S ii\] $`\lambda `$6717/$`\lambda `$6731 for $`N_e`$. Unfortunately, far blue spectroscopy necessary for the measurement of \[O ii\] $`\lambda `$3727 is absent, such that merely lower limits to the oxygen abundance may be obtained. Sadly, \[O iii\] $`\lambda `$4363 lies below the detection threshold of most H ii regions, so it ultimately proved difficult to determine nebular conditions from our present set of GMOS observations.

Observations of HL 22 imply $`E(BV)`$=0.99 mag from the observed $`F`$(H$`\alpha `$)/$`F`$(H$`\beta `$) ratio of 8.1, assuming a standard intrinsic ratio of 2.85. Nebular diagnostics imply $`T_e`$=10,800K and $`\mathrm{log}(N_e`$/cm-3)=2, such that the de-reddened $`I`$(\[O iii\] 5007)/$`I`$(H$`\beta `$) ratio of 3.31 reveals log(O2+/H+)+12=7.97. From previous work, O/H$``$ 1.3 O2+/H+ (Lequeux et al. 1979), such that our observations of HL 22 suggest log(O/H)+12$``$8.1, comparable to other recent determinations.

## 3 Properties of Wolf-Rayet stars

We have used GMOS/MOS spectroscopy of Wolf-Rayet candidates in IC 10 to verify previous results, in many cases from narrow-band photometry alone. In most cases we have been able to confirm photometric spectral classifications, although there are some exceptions.

### 3.1 New Catalogue

The two previous narrow-band imaging surveys in IC 10 by Massey et al. (1992, \[MAC92\]) and Royer et al. (2001, RSMV) led to the discovery of 22 and 13 candidates, respectively. Of the 22 Massey et al. candidates, four were confirmed in the original paper, plus a further 11 were spectroscopically confirmed by Massey & Armandroff (1995). New Gemini GMOS spectroscopy for 14/15 WR stars from Massey et al. are presented here222\[MAC92\] 15 was not observed with either Gemini or CFHT. Fortunately, the positive WR identification of this star is not in doubt, since Massey & Armandroff (1995) spectroscopically demonstrate that this is a WC6–7 star.. WR classifications are supported in all cases, although \[MAC92\] 5 is identified as a member of the rare WN/C intermediate subclass, due to exceptionally strong C iv 5801–12Å emission. This is evident in the spectrum presented by Massey & Armandroff (1995), and explains why narrow-band photometry of Royer et al. (2001) suggested a WCE identification. We also obtained GMOS spectroscopy of two remaining candidate WR stars, #3 and 16 from Massey et al, neither of which was confirmed as a Wolf-Rayet star.

The present study represents the first spectroscopic follow up to the 13 photometric candidates of Royer et al. (2001). Ten candidates were observed with Gemini GMOS, with the remainder (RSMV 1, 10 and 11) observed with CFHT MOS. In total, 9 stars were confirmed as WR stars, with the exception of all three WC9 candidates (RSMV 1, 3 and 7), plus the WC candidate RSMV 4.

Subsequent to the completion of our observing program, Massey & Holmes (2002) have spectroscopically confirmed two other emission line stars in IC 10, although see Sect 3.2 with regard to the nature of #24. In Table 1, we list 26 WR stars – as is usual ordered by increasing right ascension – that are either confirmed here with our new spectroscopy, or literature datasets firmly establish their nature. The present catalogue supersedes the earlier Massey et al. (1992) listing (see also Table 12 of Massey & Johnson 1998). Note that ‘WR 4’ from Massey et al. (1992), which is identified as IC 10 WR 4 by Massey & Johnson (1998) should be referred to as \[MAC92\] 4. Similarly, candidate WR star #6 from Royer et al. (2001) may be referred to as RSMV 6. Where high spatial resolution observations reveal multiplicity, we have denoted the components by A, B, etc. Use of this nomenclature is recommended to alleviate any possible confusion. Indeed, should large numbers of bona-fide WR stars be identified in IC 10, as appears likely (Massey & Holmes 2002), a master catalogue may eventually need to be be created.

We present finding charts for all confirmed WR stars in IC 10 in Fig. 1. These were obtained from our WHT He ii $`\lambda `$4686 narrow-band imaging and supersede earlier charts from Massey et al. (1992). In Fig. 2, we present HST WFPC2 images of 12 WR stars, revealing several that are resolved into multiple objects, A and B. In these instances, the Gemini GMOS slit contained both objects.

Absolute magnitudes, $`M_v`$, shown in Table 1 then follow from an adopted distance modulus (DM) of 23.86 ($`d`$=590 kpc), as discussed below. At this distance one arcsec subtends $``$3 pc. Interstellar reddenings and absolute magnitudes are rather uncertain, but typical values compare well with other Local Group WR stars (e.g. van der Hucht 2001). In general, stars which appear to be multiple spectroscopically, are indeed intrinsically bright, whilst those which may be single are faint, with the exception of RSMV 8 for which $`M_v`$(WN10)=$``$7.6 mag is realistic when compared with other very late WN stars (Crowther & Smith 1997).

Our adopted distance was derived from near-IR photometry by Borissova et al. (2000), with respect to IC 1613, which possesses a more robust distance modulus (Freedman et al. 2001). This lies between the two distance moduli obtained by Sakai et al. (1999) from Cepheid variables (DM=24.1, $`d`$=660 kpc) and from the tip of the RGB, (DM=23.5, $`d`$=500 kpc). Clearly, the high and variable extinction towards IC 10 favours IR techniques which are less susceptible to reddening. Our present, imprecise, method of determining reddenings favours the Borissova et al. distance, whilst lower reddenings (e.g. from nebular methods) may favour higher distance scales (e.g. DM=24.57, $`d`$=820 kpc: Kennicutt et al. 1998).

### 3.2 WN stars

We first discuss two stars that have previously been classified as WN stars, yet their exact nature is in doubt, given their weak reported He ii emission line strengths. Ultimately, the dividing line between O3 If/WN stars, WN9–11 stars and normal WN stars is rather arbitrary, with $`W_\lambda `$(He ii 4686)$`>`$10–12Å in most cases (see Crowther & Dessart 1998). Nevertheless, one needs to ensure consistency when comparing the population of emission line stars in external galaxies, or else e.g. WC/WN ratios would be artificially skewed in favour of WN stars.

\[MAC92\] 17 is classified as a WN star according to Massey & Armandroff (1995), despite ‘very weak emission’ at He ii 4686. Our initial GMOS extraction confirmed He ii $`\lambda `$4686 emission, albeit with an equivalent width of only $``$8Å, such that \[MAC92\] 17 most closely resembled an O3 If/WN star. Alternatively, the stellar continuum of a genuine WN star may be heavily contaminated by a line-of-sight or binary companion. One might suspect the latter case given the large distance to IC 10, so we have inspected HST/WFPC2 images which reveal two sources, -A and -B, within 1′′ of the coordinates of Massey & Holmes (2002, see Fig. 2). Therefore, we subsequently re-examined our raw frames and discovered that He ii emission spanned only half of the stellar continuum. We carefully re-extracted this narrow ($``$5 pixel) region, which now revealed a significantly stronger He ii $`\lambda `$4686 emission of $``$30Å, with weak N v $`\lambda \lambda `$4603–30 emission also present. This spectrum in the vicinity of $`\lambda `$4686 is presented in Fig. 3 and so \[MAC92\] 17-A is clearly consistent with a WNE star.

There is another weak He ii emission line star in IC 10, which has recently been classified as a WN star, namely WR24 from Massey & Holmes (2002), hereafter \[MAC92\] 24 (following the CDS nomenclature – see Sect 3.1). We have not obtained new spectroscopy of this star in the present program, given its location within the bright H ii region HL111c (Hodge & Lee 1990)333 Note that the putative WN star identified by Richer et al. (2001) in HL111c is most likely \[MAC92\] 24. Richer et al. described a WN star with $`W_\lambda `$(He ii 4686)=3Å, consistent with Massey & Holmes (2002), and their coordinates agree to within 2 arcsec, comparable to the slit width used in the former.. \[MAC92\] 24 was not identified as a He ii emission line source in Royer et al. (2001) and its nature is also in doubt.

Spectroscopically, the published data for \[MAC92\] 24 most closely resembles an O3 If WN star, such as Melnick 42 in the LMC, which has a higher He ii $`\lambda `$4686 equivalent width, plus a similar FWHM. Massey & Holmes (2002) favoured a WN binary nature given that it was exceptionally bright. Therefore, we have again inspected HST/WFPC2 F555W images, which reveals three sources within 1′′ from the published coordinates of \[MAC92\] 24, as indicated in Fig 2. The ground-based slit spectrum will have contributions from each, with the continuum dominated by source A (V$``$18.8 mag). All are consistent with early-type stars, with similar U–V colours, preventing any further discrimination of the true emission line source. The severe crowding of this region is apparent from the figure, with two further bright sources lying within 2′′, to the N (V$``$19.4 mag) and NE (V$``$19.8 mag). From a combination of the existing spectroscopy and imaging, one would favour a WN+OB binary, or a perhaps a cluster containing a WN star.

If this is the case, one puzzle remains. The high S/N spectroscopy of \[MAC92\] 24 presented by Massey & Holmes (2002) shows no sign of N iii-v $`\lambda \lambda `$4603–40 emission, which would be expected if this was indeed a WN+OB binary. Undoubtedly, higher spatial resolution imaging/spectroscopy is needed for WR confirmation of this object, but for the moment we adopt WN+OB for its spectral type despite the lack of N iii-v emission.

Let us now turn to the more conventional WN stars in IC 10. Figure 4 presents Gemini GMOS spectroscopy of eight WN stars. Precise WN spectral types are rather difficult to establish since spectroscopy for most stars is limited to regions redward of N iv $`\lambda `$4058. Nevertheless, including \[MAC92\] 23 from Massey & Holmes (2002), IC 10 hosts seven early (2–5) WN stars and three late (6–11) WN stars, plus \[MAC92\] 24 for which we have no subtype information. Amongst the WNE stars, He ii $`\lambda `$4686 emission is extremely weak in RSMV 9 and RSMV 12. The latter might be a binary. WFPC2 imaging reveals no nearby line-of-sight companions contaminating our Gemini spectroscopy. The remainder are potentially single, and have line strengths and widths comparable to LMC WNE stars. RSMV 2 and \[MAC92\] 23444Royer et al. (2001) identified \[MAC92\] 23 as a strong He ii $`\lambda `$4686 emission source, but it was excluded from their catalogue on the basis of a very red colour (c1–c2$`>`$1 mag), common to many foreground late-type stars. are late WN7–8 stars with relatively strong N iii $`\lambda \lambda `$4634–40 emission, although the former has a faint companion as revealed by WFPC2 imaging. RSMV 8 is another unusual example of a very late WN10 star (e.g. Crowther & Smith 1997).

For comparison, the Solar Neighbourhood hosts a similar fraction of WNE and WNL stars (van der Hucht 2001), whilst WNE stars outnumber WNL stars by approximately 5:2 in the LMC (Breysacher et al. 1999), and there are no WNL stars in the SMC (Massey & Duffy 2001), such that the WN population of IC 10 is closer to the LMC than the SMC. Crowther (2000) explained the general trend to earlier spectral type amongst WN stars at lower metallicity due to the differing dependence of nitrogen emission lines on reduced CNO equilibrium abundances. Indeed, in contrast with Galactic late WN stars, there are no IC10 cases in which N iii $`\lambda \lambda `$4640 is comparable in strength to He ii $`\lambda `$4686, an effect remarked upon already for the LMC by Crowther & Smith (1997).

### 3.3 WN/C and WC stars

Figure 5 presents Gemini GMOS spectrophotometry of twelve WC stars, including \[MAC92\] 5 which is newly identified here as a WNE/WC4 star, whilst Fig. 6 shows MOS spectroscopy for RSMV 10 and 11. It is well known that late type (WC8–9) stars are only observed in metal-rich environments, such as the inner Milky Way and M31 (van der Hucht 2001). Indeed, of the 14 WC stars in IC 10, at least twelve are WC4–6 subtypes. \[MAC92\] 10 is a notable exception, i.e. a WC7 star with extremely broad lines ($`v_{\mathrm{}}`$ 3000 km s-1). \[MAC92\] 15 was listed as WC6–7 by Massey & Armandroff (1995), though their Figure 1 appears to rule out a subtype as late as WC7 for this star. Consequently, \[MAC92\] 10 appears to be unique amongst low metallicity WC stars in having relatively strong C iii $`\lambda `$5696 emission. Crowther et al. (2002) recently claimed to have established the origin of the WC subtype distribution amongst Local Group galaxies. They established a metallicity dependence amongst WC winds, reminiscent of OB stars, with the strength of C iii $`\lambda `$5696 exceptionally sensitive to wind density. The dominance of WCE stars within the low metallicity environment of IC 10 naturally follows this pattern, with the conspicuous exception of \[MAC92\] 10, which is remarkably similar to V378 Vul (alias WR125) in our Galaxy.

In contrast with the WN population, the majority of WC stars are heavily contaminated by OB line-of-sight or binary light. This is demonstrated in Fig. 7 where we compare the C iv $`\lambda `$5801–12 emission line strengths and estimated absolute visual magnitudes from our ground-based photometry of IC 10 WC stars versus LMC WC single star and binaries (Smith et al. 1990). From this comparison, \[MAC92\] 10 and 20 appear to be convincingly single, or at least the lines and continua are not strongly diluted. All others suffer considerable contamination in their spectra. More IC 10 WC stars may be single, but higher angular resolution observations would be required. Indeed, corrections for line-of-sight close companions are shown in Fig. 7 for \[MAC92\] 12, 13 and 14 based on WFPC2 imaging.

Nevertheless, cases such as \[MAC92\] 10 and 20 are important, since it is commonly assumed that binary evolution (via Roche Lobe overflow) is required for evolution to late Wolf-Rayet phases at low metallicity. For instance, the only carbon/oxygen sequence WR star in the SMC, Sand 1 (WO+O4V), has a close massive companion (Moffat et al. 1985). Therefore, the presence of (at least) two such cases in IC 10 suggests that progression to late phases via single stellar evolution may be achieved at low metallicities. The difference with respect to the SMC may solely be as a result of a much larger massive stellar population, such that there will be a higher statistical likelyhood of extremely massive stars in IC 10, under the assumption of a universal Salpeter IMF.

Finally, we have compared the C iv $`\lambda \lambda `$5801–12 line flux in IC 10 WC stars with those of LMC WC stars. Smith et al. (1990) claimed that LMC early type WC stars possessed uniform $`\lambda \lambda `$5801–12 line fluxes of $`\mathrm{log}F_\lambda =7.6\pm 0.1`$ erg s-1 cm-2. Despite the imprecise reddenings to many IC 10 WC stars, we obtain an essentially identical mean line flux, $`\mathrm{log}F_\lambda =7.5_{0.6}^{+0.2}`$ erg s-1 cm-2. Firmer conclusions relating to a universal early WC await more reliable reddening determinations from HST.

## 4 WC/WN ratio for IC 10

What effect does our new spectroscopic results have on the unusual WC/WN ratio for IC 10? Our datasets, together with previous spectroscopy imply WC/WN=14/11$``$1.3, where we have omitted the intermediate star \[MAC92\] 5 from this ratio. Comparison with the WC/WN ratios for other Local Group galaxies in Fig. 8 would lead one to conclude that WC/WN$``$0.15 is anticipated for IC 10. Clearly, for IC 10 to mimic other Local Group galaxies, another $``$80 WN stars would be expected. According to WHT imaging by Royer et al. (2001) this is not likely, but Massey & Holmes (2002) claim up to $``$75 WR stars still await confirmation.

One has to bear in mind that the exact number expected depends heavily upon the strength of the excess measured in the WR filter relative to the continuum filter by Massey & Holmes (2002). For example, examination of their Fig. 3 implies that $``$15 have excesses greater than 0.5 mag, most of which are probably genuine WN stars, from comparison with their control field. Taking these into account would reduce the WC/WN ratio to $``$0.5, as indicated with an open circle in Fig. 8. This would make IC 10 unusually rich in WC stars for a low metallicity galaxy. In contrast, Massey & Holmes were rather bolder, claiming instead WC/WN$``$0.3. This was on the basis that all stars with excesses between 0.3–0.5 mag are bona fide WR stars, even though several stars in their control field had such excesses. Their justification for this conclusion was heavily reliant on \[MAC92\] 24 being a genuine WN star, since its excess lay at the $``$0.3 mag limit. As we have discussed above, this object would not ordinarily be classified as a genuine WR star from a spectroscopic viewpoint, since (individual) stars with an emission equivalent width of $``$4Å at He ii $`\lambda `$4686 are most likely to be Of supergiants. In the case of \[MCA92\] 24, we consider it to be a probable WN star on the basis of additional information afforded by HST imaging, namely its brightness and apparent multiplicity. Consequently, a sizeable fraction of stars in IC 10 with such a small excess identified by Massey & Holmes are likely to be Of, Of/WN stars or spurious candidates.

In fairness, the situation discussed above for IC 10 is common to all galaxies beyond the Magellanic Clouds, such that one has to be wary when comparing WC/WN ratios. There are cases of spectroscopically confirmed WRs stars in other Local Group galaxies with magnitude differences as low as 0.2 mag, although the vast majority greatly exceed 0.5 mag (e.g. Fig. 4 of Massey & Johnson 1998). A handful of genuine WR stars are known for which He ii emission strengths do not exceed 10–12Å, namely: (i) WR+OB binaries with extreme light ratios, such as Sk 108 in the SMC (e.g. Foellmi et al. 2003), although it should be noted that this is the only WN+OB binary in the SMC for which He ii $`\lambda `$4686 does not exceed 10Å; (ii) very late WN stars, such as RSMV 8 in IC 10, have very small He ii $`\lambda `$4686 emission equivalent widths, which are similar to extreme Of stars (Crowther & Bohannan 1997). Such stars are, generally, rather rare relative to Of stars.

For the moment, the jury remains out until all new candidates from Massey & Holmes (2002) are spectroscopically observed. Ideally, the presence of photospheric absorption lines would be sought to resolve current uncertainties. More realistically, given the visual faintness and slit contamination, the strength of emission line fluxes might be used to verify WR versus Of/WN identifications. For the moment, we merely suggest that the WC/WN ratio of IC 10 may not be as low as $``$0.3, as has been claimed by Massey & Holmes (2002). Consequently, it is possible that the number and distribution of the WR population for IC 10 remains unusually high, relative to other Local Group irregular galaxies, as further evidence of a short, co-eval burst of star formation in the recent past.

In summary, we show that IC 10 hosts a substantial population of Wolf-Rayet stars. At present, spectroscopically confirmed WC stars outnumber WN stars, and early subtypes of both flavours outnumber late subtypes. Recent candidate WC9 stars are not confirmed, and remain exclusive to metal-rich environments, although the presence of \[MAC92\] 10, an apparently single, broad lined WC7 star was not anticipated in an environment of 0.25$`Z_{}`$. This star illustrates that highly evolved Wolf-Rayet populations can occur in low metallicity environments without mass transfer in a close binary. WN stars are reminiscent of the LMC, with a large WN3–4 population, plus a few late (\[MAC92\] 23, WN7–8) and very late (RSMV 8, WN10) subtypes. Work is underway to analyse a subset of these objects, for comparison with counterparts in Local Group galaxies spanning a range of metallicities. Spectroscopy of all potential candidates from Massey & Holmes (2002) is keenly sought in order to resolve remaining questions.

###### Acknowledgements.

Based on observations obtained at the Gemini Observatory, which is operated by the Association of Universities for Research in Astronomy, Inc., under a cooperative agreement with the NSF on behalf of the Gemini partnership: the National Science Foundation (United States), the Particle Physics and Astronomy Research Council (United Kingdom), the National Research Council (Canada), CONICYT (Chile), the Australian Research Council (Australia), CNPq (Brazil), and CONICET (Argentina). Part of the data were obtained with the Canada-France-Hawaii Telescope, which is operated by the National Research Council of Canada, the Centre National de la Recherche Scientifique de France, and the University of Hawaii. Thanks to Inger Jorgensen for help with extraction of the Gemini datasets, to Pierre Martin for his contribution to the CFHT observations, and to Cedric Foellmi for providing spectroscopy of Sk 108 and Melnick 42. PAC and SJS acknowledge financial support from the Royal Society and PPARC respectively, and LD acknowledges NSERC and the Canada Research Chair Program