The P-star approximation describes the sampling density of a regular maximum-likelihood estimator in sample coordinates consisting of the fitted parameter and a suitable ancillary statistic . For a -dimensional parameter, write for the log-likelihood expressed in these coordinates, and for the fitted observed information. The approximation is
The determinant factor supplies the local volume scale, while the exponential retains the full likelihood ratio, rather than replacing it by a quadratic. The normalizing constant is chosen by integrating over the fitted-parameter coordinates; its leading regular large-sample value is . These ingredients arise from a statistical saddlepoint approximation. Their use requires an interior, locally unique fit, nonsingular information and suitable smoothness; an ancillary statistic specifies the conditioning surface when the fit alone does not exhaust the relevant sample coordinates. In a regular model the unnormalized leading expression has relative error of order locally; normalization and conditioning matter for refined inference. It is not a universal exact density. Under a smooth one-to-one parameter transformation, the Hessian at the fit transforms without a score term, so its determinant supplies precisely the density Jacobian determinant. This proves the invariance of the construction under one-to-one changes of statistical parameters.
Here put and . The log-likelihood, apart from a data-only constant, is
The two score equations give
The sample sums form a sufficient statistic, and there is no need to retain an additional ancillary in calculating their joint density. Inverting the fitted coordinates gives and . With parameter order , the fitted observed information is
Also,
Thus the required joint P-star approximation is
To integrate out , substitute in
Taking and rearranging the powers yields
The beta function identity therefore gives
Both normalized approximations are actually exact. To check the joint assertion independently, and have independent gamma distributions with shape and rates and . Their joint density is . The inverse-coordinate Jacobian determinant is
which reproduces the normalized joint expression. This is the P-star density for two exponential rates; its marginal gives the stated F-distribution. Stirling's approximation gives , so using only the leading normalizer retains the exact shape but not its exact total mass.
The original PDF's displayed density constant is missing a square on . Its printed expression integrates to , rather than one in general. The normalized density above is the one consistent with the stated F-distribution.
For an interest parameter and nuisance parameter , the profile likelihood is , where maximizes the likelihood at fixed . Its maximum occurs at the joint maximum-likelihood estimate of . It preserves the optimized likelihood ratios for different interest values and is unchanged by one-to-one reparametrization of the nuisance at each fixed . It generally is neither a marginal sampling density nor a conditional likelihood, and eliminating nuisance parameters by maximization can introduce appreciable small-sample distortion. Differentiating the constrained score equation gives the curvature formula
at a joint stationary point. The corresponding expected-information expression is the efficient information for the interest parameter. Under the regular conditions of Wilks theorem, twice the profile log-likelihood drop has an asymptotic chi-squared distribution with the dimension of the interest parameter as its degrees of freedom.
For scalar nuisance, the Barndorff-Nielsen modified profile likelihood may be written
where the sample-coordinate derivative holds and the ancillary statistic fixed. For vector nuisance the last two quantities are determinants. An equivalent form is , since differentiating the constrained nuisance score gives . The semicolon denotes differentiation in sample coordinates, not another ordinary parameter derivative. This Jacobian determinant adjustment is essential to the definition.
In the present model set
The log-likelihood is . Consequently
The profile score is , and its derivative is . The expression in parentheses is the variance of the fixed design values under positive weights proportional to . Thus the profile log-likelihood is strictly concave for a nonconstant design. Its score changes from to as goes from to , giving a unique finite fit. If all coincide, only the mean is identifiable and inference on alone is not defined; that exceptional design must be excluded.
The specified ancillary coordinates give . At fixed , therefore,
Meanwhile the constrained observed information is
Substitution proves
Equivalently the sample derivative of the nuisance score is , which equals at the constrained fit and gives the same cancellation. Thus the modified profile likelihood for exponential regression is proportional to the ordinary profile likelihood. This conclusion uses the given ancillary; no proof of its ancillarity is required.
A transformation model consists of a group acting on the sample space and on the set of statistical parameters, with the compatibility property
In words, transforming a sample from produces a sample from . A transitive transformation model is generated from one reference distribution by the group action. For densities, the compatibility property includes the Jacobian determinant of the sample transformation; it is not merely equality of density values at transformed points.
A maximal invariant is constant on orbits of a group action and separates them: , and implies for some . An equivariant estimator of the parameter satisfies . Equivariance means the estimate follows the transformed parameter, whereas invariance means the reported value stays unchanged.
First suppose the set of statistical parameters can be identified with the group, as happens for a simply transitive action. An equivariant estimator then provides a group-valued fit with . Normalize the sample by this fit:
Indeed . Conversely, if , then , placing in the same orbit of a group action. This establishes maximality, rather than only invariance.
For a transitive action with a nontrivial stabilizer of a reference parameter , a parameter-valued equivariant estimator does not specify a unique normalizing transformation. Choose a section with and form . Under ,
Thus the -orbit of is invariant. It is maximal: if with , then . Appropriate measurable sections and orbit of a group action coordinates are assumed when treating this as a statistic. This qualification explains why an arbitrary equivariant statistic alone is not automatically a complete set of invariant coordinates.
For the location-scale family, write with and a fixed joint distribution of . The group consists of maps with , acting on parameters by . For a nonconstant sample of size , take the equivariant estimator
It gives the maximal invariant
Its coordinates satisfy and . They stay unchanged under location and positive-scale transformations. If two samples have the same standardized vector, then
so a single group transformation maps the first sample onto the second. The vector retains the observation labels: sorting it would discard information not removed by this location-scale group. The construction is algebraic and does not require the underlying distribution to have finite moments. Constant samples can be assigned a separate invariant value; they form a single exceptional orbit of a group action and have probability zero under an independent continuous base distribution.
Finally, in a transitive transformation model every invariant statistic is ancillary. Choose taking to and use ; invariance gives . Thus the standardized residual configuration provides a natural conditioning variable, while the equivariant fit contains the location and scale information.
A statistical functional is a map defined on a class of probability distributions. Its associated functional statistic is , where is the empirical distribution and each is a Dirac measure. For example, yields the sample mean. The influence function records the derivative in the direction of point contamination:
It is a local, infinitesimal robustness diagnostic, not a description of arbitrary large contamination.
Suppose is differentiable in a sense strong enough to linearize it at the empirical distribution, and that its derivative in a signed direction is . Averaging the directions over gives the zero direction, so linearity implies . The resulting asymptotic linear representation is
If , the central limit theorem and the negligible remainder give
Thus the asymptotic variance is . For a vector functional the integral is . Convergence of the actual finite-sample variance to this leading expression additionally requires control of second moments of the remainder, or an appropriate uniform integrability condition; convergence in distribution alone does not provide that. Existence of a contamination derivative by itself also does not guarantee the required empirical linearization.
Several complementary robustness measures follow. Gross-error sensitivity is . Under contamination , the first-order bias is , whose worst absolute coefficient is ; bounded influence therefore bounds infinitesimal gross-error bias. The local-shift sensitivity is , equal to when the influence function is smoothly differentiable. It measures the effect of moving a contaminant a small distance. The rejection point of an influence function is , using centered, standardized coordinates; it is infinite if there is no such cutoff. A finite cutoff completely rejects sufficiently extreme observations to first order. These measures address different aspects of robustness. The integral of squared influence controls asymptotic precision and efficiency, while breakdown point concerns finite amounts of contamination and is not determined by bounded influence alone.
For the quantile, assume , a unique solution , and a density continuous and positive at . Define quantiles of the contaminated distribution by generalized inversion, since a distribution with a point mass need not attain as an equality. If , its indicator is constant near for sufficiently small contamination, and differentiating
at zero gives . Hence
At the exceptional point , the generalized-inverse quantile remains exactly : below the contaminated cumulative distribution function is below , and its value at exceeds . Its actual derivative there is zero. The usual step-function expression is an almost-everywhere version, which is all that the asymptotic variance needs. Its mean is zero, and its second moment is
Therefore the influence function of a quantile gives asymptotic variance and gross-error sensitivity . Its jump makes local-shift sensitivity infinite, and its nonzero constant tails make its rejection point infinite. If or the quantile is not unique, this regular derivation does not apply.
An ancillary statistic has a sampling distribution independent of the unknown parameter. It describes a realized aspect of the sample configuration without supplying a marginal likelihood for the parameter. Its observed value can nevertheless be crucial to the precision of inference from the rest of the data. In a transitive transformation model, invariance gives a common distribution under every parameter value, so maximal invariants provide natural ancillaries, such as the standardized configuration in a location-scale family.
Conditional inference uses the sampling distribution of an estimator or sufficient statistic conditional on the observed ancillary. With joint coordinates , the factorization
shows that the conditional likelihood and the joint likelihood differ only by a parameter-free data factor. Conditional reference distributions, confidence intervals and p-values can still differ markedly from unconditional ones, because they adapt to the realized configuration. For a continuous ancillary one uses a regular conditional distribution or conditional density; dividing by the zero probability of a single ancillary value is not a valid definition.
An exact example makes this adaptation visible. Let independent observations be uniform on , with . Put , , and . Specifying the minimum and maximum contributes choices of observations, while each remaining observation must lie between them. Hence
The transformation , has unit absolute Jacobian determinant. Its support is , . Integrating over gives
which is independent of , proving that the range is ancillary. Dividing the joint density by this marginal density gives
The centered conditional pivot is uniform, so
has conditional coverage at every , and hence unconditional coverage as well. A large realized range leaves little room for translating the interval and gives more precise inference. This is range-conditioned uniform location inference. The range and center are not independent: the conditional spread depends on the range, even though the range is ancillary.
Completeness can give independence in other models. Suppose is a complete sufficient statistic and is ancillary. For any bounded measurable , sufficiency makes a function independent of , while ancillarity makes independent of . Since for every , completeness implies almost surely. Taking all bounded indicator functions proves independence of and . This is the content of Basu's theorem, with the proof displaying precisely where sufficiency and completeness are used. Without completeness the conclusion fails: in the uniform location example the minimum and maximum are sufficient, and contain the nondegenerate ancillary range.
There are practical qualifications. Ancillaries need not be unique, and some models supply only approximate ancillary coordinates; one must specify the conditioning surface and the accuracy intended. Conditioning on a statistic sufficient for a nuisance parameter is a different device: it may remove that nuisance even though the statistic is not ancillary for the full parameter. Conditioning indiscriminately can discard useful information. In higher-order likelihood inference, the ancillary coordinates specify how the fitted data are varied, entering both the p* density and the sample derivatives in the modified profile likelihood. Their role is therefore substantive, rather than merely a label for an extra statistic.
Saddlepoint approximation methods retain the nonquadratic shape of a distribution through its cumulant-generating function. Suppose are independent and identically distributed, is finite on an open interval containing zero, and . For an interior target mean , solve the saddlepoint equation . Introduce exponential tilting by
Under the tilted distribution the mean and variance are and . For the product sample the Radon-Nikodym derivative is . Consequently the exact density relation for the sample mean is
A local central limit approximation to the tilted density at its own mean gives . Hence
For the sum , the equivalent expression is , with . Under the usual smooth nonlattice density conditions this approximation has relative error of order for a fixed interior target. In the tilted Edgeworth expansion the order odd term vanishes at the mean. The exponent retains the Legendre-transform rate , rather than a quadratic Taylor approximation to that rate, explaining the useful tail and skewness behavior. Normalization is not automatic, and accuracy statements need their regularity and range restrictions.
For a normal distribution, and . Substitution recovers exactly the normal density of the sample mean. For an exponential distribution of rate , , and . The approximation becomes
It has exactly the gamma density shape. Replacing its leading constant by the exact normalizing constant makes it exact, illustrating why exactness of shape and exactness of the unnormalized approximation are separate questions.
For a vector sample mean, tilt by , solve , and use the local multivariate normal density at the tilted mean. This gives
Joint and marginal saddlepoint densities can also be divided to approximate conditional densities, for example after conditioning on a nuisance sufficient statistic. The p* approximation uses likelihood and fitted-information coordinates to obtain a closely related approximation to a maximum-likelihood estimator's density, usually conditional on an ancillary statistic.
Tail probabilities need a corresponding integration approximation. The Lugannani-Rice saddlepoint tail approximation uses
and gives
Here are the standard normal distribution functions. The upper-tail correction has the opposite sign: . Inverting a cumulative distribution function introduces a pole in addition to the density's saddlepoint; treating both supplies the correction term, which is why simply integrating a normal approximation at the untilted mean is less accurate. At the apparent singularities cancel. With and , expansions give and , so . For the normal distribution the correction is zero everywhere.
These methods require care for lattice distributions, where summation and lattice corrections replace the density inversion, and near boundaries or singular covariance matrices. A distribution with no moment-generating function in a neighborhood of zero does not satisfy the starting assumptions. A successful saddlepoint approximation is therefore a structured refinement of regular asymptotic inference, not a formula guaranteed uniformly in every tail or for every model.
A density deficit in a flux tube is not by itself an instability calculation. For example, a straight magnetized tube in otherwise field-free gas at the same temperature has lateral balance . The perfect gas law then gives , so the tube rises unless some other force balances its weight deficit. This configuration simply lacks magnetostatic equilibrium. A magnetic buoyancy instability, in contrast, starts from a force-balanced atmosphere and asks whether a small allowed displacement grows. A balanced horizontal magnetic layer can be stable or unstable; the presence of magnetic pressure alone does not decide this.
Assume a smooth equilibrium, with downward gravitational acceleration , and write for the gas constant per unit mass. The ambient total pressure and force balance are
We use ideal magnetic flux freezing on the displacement time scale and rapid lateral pressure equilibration. A bodily displacement perpendicular to a straight horizontal tube does not change its length or bend its field. If its area is , conservation of magnetic flux and mass per unit length gives and . Thus the tube preserves
Efficient heat exchange fixes its temperature to the ambient temperature at its new height, not to its original temperature. This is the thermal assumption that distinguishes the requested criterion from the adiabatic one.
Take a tube initially at and let . After a small upward displacement , let be the density it would have in lateral balance at . Its preserved and imposed local temperature give
At the initial position . Differentiate this relation at :
For the ambient atmosphere the same differentiation must also differentiate . It gives
Subtracting isolates the actual displaced density contrast:
The pressure-gradient force on the tube balances the weight of the displaced ambient gas, so its leading vertical buoyancy acceleration is
The coefficient multiplying is positive precisely when the tube becomes lighter on upward displacement. Thus the isothermal interchange criterion for magnetic buoyancy is
Where , this is simply , or . The squared form is independent of the field's choice of direction. Equality is neutral at this order, and the reversed inequality is restoring for these displacements. A layer with an interval satisfying the strict inequality admits local growing interchange disturbances under the assumed pressure/thermal equilibration. The calculation does not address field-bending undular modes, finite heat-transfer times or magnetic diffusion; those can change the criterion. In particular, the localized interchange criterion for a magnetized atmosphere with an adiabatic gas response is not interchangeable with this fast-thermal-exchange result.
Magnetic flux concentration and flux expulsion describe redistribution of an existing field, not necessarily creation of net flux. For a weak field in a prescribed conducting flow, the resistive induction equation is
Its ideal part combines transport, stretching and compression:
Thus a converging flow can intensify a component, and stretching can increase magnetic energy even if the signed net flux is zero. At large magnetic Reynolds number , diffusion is initially slow on the eddy scale, so magnetic flux freezing carries field lines with the flow. These statements do not imply that an ideal closed eddy can simply lose its initially enclosed flux.
The missing step is the production of small scales by differential circulation. In a two-dimensional incompressible eddy, the Cartesian magnetic flux function obeys
Different streamlines have different circulation rates. An initially smooth field is wound into fine folds; diffusion and reconnection then smooth the variation of inside the eddy. As becomes nearly uniform there, its gradient and hence the interior magnetic field become small. The surviving flux lies mainly near the circulation boundary and adjacent separatrices, where stronger gradients remain. This is flux expulsion. With exactly zero diffusivity, field topology and the flux of material loops remain frozen, so a relaxed flux-free interior is not obtained by pure advection alone. Rigid rotation also fails to generate the differential winding responsible for this process.
The phase mixing in magnetic flux expulsion estimate makes the enhanced role of small diffusion explicit. If the angular-velocity gradient is of order , a wound radial wavenumber grows as . The accumulated damping exponent is of order
It becomes order one at
This is much shorter than the large-scale diffusion time at large , but longer than one turnover time. It is a kinematic differential-shear estimate, not a universal time for every turbulent or rapidly evolving convection cell.
A related concentration mechanism occurs at converging flow boundaries. For a locally vertical bundle, conservation of flux gives , so reducing its cross-section increases . In a simple converging boundary region with strain rate , balancing strain and transverse diffusion gives
This is the thickness estimate for that local strain-diffusion model; it need not be the thickness or energy scaling of every closed-eddy flux-expulsion problem. Stronger field eventually exerts Lorentz force feedback and changes the flow. The equipartition magnetic field is a useful indication that the kinematic assumption can fail, not a universal upper bound on concentrated fields.
At the Sun's photosphere, hot upflows form solar granules, and their spreading horizontal motion transports weak vertical field toward cooler intergranular lanes and downflows. A thin-layer illustration, neglecting vertical transport terms, is . It gives : horizontal convergence intensifies the vertical flux density. This surface transport is related to the redistribution by convective eddies, but is not identical to the closed-streamline mechanism in the preceding planar example. Larger-scale supergranulation also gathers magnetic elements toward its boundaries, helping organize the solar magnetic network.
Concentration can be further intensified by compressible thermal dynamics. In the thin-tube picture of convective collapse, an unstable downward flow drains gas, reduces internal pressure and allows contraction at approximately conserved flux. Lateral balance then permits field stronger than the local kinetic equipartition estimate. This evacuation mechanism is excluded by a strict Boussinesq approximation. It is not a description of every evolving surface concentration: gas pressure, dynamic stresses and magnetic curvature can all matter when thin-tube equilibrium fails. The resulting strong, intermittent magnetic elements are associated with intergranular structure; their radiative appearance also depends on thermal structure and opacity. The organized fields of sunspots require a broader account of flux supply and magnetic feedback, rather than attribution to weak-field expulsion alone.
Thus convection redistributes and concentrates flux, finite diffusion enables classical expulsion, and nonlinear magnetic and thermal feedback determines the strong-field outcome. An expulsion argument alone neither supplies the original solar field nor establishes a self-sustaining solar dynamo.
Choose a reference circular orbit at radius , rotate the frame with , and introduce local Cartesian coordinates , and vertical coordinate . On scales small compared with , neglect curvature of the coordinate directions but retain the leading differential rotation. The background velocity relative to the rotating frame is
Thus for a Keplerian disk. The shearing sheet retains Coriolis acceleration and the linear tidal acceleration. The radial shearing-sheet tidal potential is , whose force balances the background Coriolis acceleration. If vertical tidal gravity is included, its equilibrium contribution is balanced by a background pressure and disappears when that equilibrium is subtracted.
Write the total velocity as . In the rotating-frame magnetohydrodynamic momentum equation, background advection is and advection of the background by the perturbation is . The uniform-viscosity diffusion of the linear background shear is zero. For a solenoidal magnetic field the Lorentz force per unit mass is
At constant density, absorb the magnetic-pressure gradient into . Subtracting the background force balance then gives the stated momentum equation, with the remaining nonlinear advection , Coriolis acceleration , magnetic tension and viscous diffusion.
For constant finite electrical conductivity , put . The resistive induction equation with uniform magnetic diffusivity is . Substituting the background shear supplies the term and the same background-advection operator as in the momentum equation. The two further conditions are
They express incompressibility and the absence of magnetic monopoles, respectively.
Now take real plane waves with common phase and real wavevector. The solenoidal conditions become
Every field depends on position only through . Hence for either transverse vector field and either wave field , . This proves that all the displayed quadratic advection and tension terms vanish pointwise, including products involving conjugate amplitudes. These waves are therefore exact solutions at finite amplitude, not merely a linearization.
Acting with on the phase yields
Canceling its position-dependent part requires
The remaining amplitude equations are
Differentiating the velocity constraint determines the pressure amplitude:
The resistive induction equation preserves its constraint because cancels the corresponding shear term in . The specified magnetic field has no spatially uniform part. Thus there is no background magnetic field producing an additional linear magnetic-tension coupling. The scalar is the modified pressure; the physical pressure can include a constant and a second spatial harmonic from while retains the stipulated plane-wave form. This is an exact zero-mean magnetic shearing wave.
For decay, take the real part of the scalar product of the velocity-amplitude equation with its complex conjugate. Pressure does no work because , and the real part of Coriolis work is zero. Therefore
The resistive induction equation similarly gives
using . Integrating these differential inequalities, define
Then
A non-axisymmetric wave has . For nonzero differential shear and positive , the negative cubic terms dominate the linear upper bound on shear work. Consequently
This cubic-exponent decay of a nonaxisymmetric shearing wave allows transient energy growth before the winding to short radial wavelengths makes diffusion dominant. The magnetic amplitudes can also be written explicitly as
which confirms the damping independently. Positivity of the dissipative coefficients is necessary: with , an inviscid vertical velocity amplitude can remain constant, and an ideal vertical magnetic amplitude can remain constant when . The asserted decay applies to the viscous, finitely conducting model; taking an ideal limit before the long-time limit changes the conclusion.
In the specified dust model , so and . Photons and the six neutrino/antineutrino helicity states give
Using the supplied GeV estimates literally gives
The rounded time/temperature conversions are unusually crude: converting Gyr to and K to GeV instead gives . Either set gives the same order-of-magnitude mass conclusion below, but the numerical abundance should identify which supplied units are used.
For a stable relic, the relevant comparison is energy density, not merely particle number. The matter density left over after the baryons is at most nine times the baryon density here. Consequently
Put and use with . The condition becomes
For the literal supplied numbers the right side is about , giving and – GeV. With the physically consistent conversions the estimate is about GeV. The intended rough conclusion is therefore a sufficiently suppressed branch with no larger than order GeV, within the toy cosmological particle freeze-out law. Comparing the two number yields alone gives a similar rough scale but misses the mass weighting. This is a thermal relic density bound for a tunable fermion.
For , relativistic decoupling would instead leave , incompatible with the matter-density bound for such heavy stable particles. These are conditional bounds on a populated, stable thermal relic. A short lifetime or an initially suppressed nonthermal population can change the conclusion; the supplied information alone does not constrain every possible production and decay history.
There is no minimum about which this scalar can undergo the damped oscillations normally used for reheating. Its slow-roll parameters are constant, so an inflating exponential solution has no automatic exit. An independent stopping and energy-transfer mechanism is needed.
At the assumed exit, . Equating this to the thermal radiation density gives
for . Corrections from the small kinetic fraction do not change this rough estimate.
Curvature obeys . For constant and , its suppression during cosmic inflation is . Starting from order-one curvature and requiring present curvature no larger than order one gives
After instantaneous reheating, entropy conservation implies , with . Present scales make the numerator roughly ; using the literal approximate units from question2 gives about . A tighter present curvature tolerance adds its corresponding half-logarithm. In slow-roll approximation this is the conventional requirement of roughly sixty e-folds.
Because the field increases toward , enough expansion requires
This is the flatness bound on the initial field in exponential inflation. It is an upper bound on the initial field, not a nonzero minimum: starting earlier at a smaller field produces more expansion. If one additionally restricts the initial potential below , then supplies a lower bound, but that is a separate restriction. Without initial-curvature and final-tolerance choices there is no unique numerical initial-field value.
Put and choose the residual synchronous frame comoving with cold dark matter, so . Its Euler equation preserves this choice. The continuity equation then gives . Neglect background baryon pressure and all unenhanced corrections of order , but retain because a short wavelength can make it important. The trace equation becomes
Using proves
For baryons let . The retained continuity and Euler terms are and . Differentiate the first and substitute the second:
Hence
The pressure sign is stabilizing. The drag terms contain first derivatives of the density perturbations, as printed in the PDF; those primes are lost in the converted TeX. The approximation assumes slowly varying nonrelativistic background baryon pressure and the growing physical mode, not a residual synchronous gauge mode.
Write , and . The first balance is depth-integrated momentum conservation. Its left side is the downstream increase of horizontal momentum flux. The wind contributes the applied stress ; the remaining term is the resultant hydrostatic force associated with the sloping base of the light layer. Because , that term opposes the wind when .
For a strip of unit alongshore width and length , let be the entrained ocean-volume flux per unit area. Ocean entering the layer carries temperature and concentration but no horizontal momentum in this model. Take the reference liquid enthalpy at to be zero and set
The latent term is negative because ice has lower enthalpy than liquid at the same temperature. The incoming entrained water has zero relative enthalpy, and the outgoing minus incoming horizontal enthalpy flux is . Atmospheric heat loss therefore gives . Similarly, solute conservation gives
These are the second and third balances. Their reference-flux form has already subtracted the heat and solute brought in by entrainment; those fluxes must not be subtracted again.
There is a dimensional normalization to make explicit. With the printed specific , the physical heat-flux balance is . Thus . The displayed exam equation uses its symbol for , or implicitly works with density-normalized heat flux. The derivation below uses to keep these two meanings distinct.
With no incoming coastal jet or ice source, the conditions at are
The regular emerging layer also has , , and . Prescribed nonzero inlet fluxes would replace these conditions and destroy the coast-origin power law. A zero-thickness coast does not justify independently prescribing an arbitrary nonzero velocity there.
Integration of the solute and enthalpy balances yields wherever , and . Local phase equilibrium now gives
For , put
To leading order, . The potential-energy closure implies , and substituting it in the momentum equation gives
Dividing the ice flux by this last relation gives . If , , momentum gives , while the potential-energy balance gives . Thus . Substitution fixes the coefficients:
This is the dilute frazil polynya similarity solution. In particular, all three variables grow as , grows as , and the solution stops being dilute when is no longer small. Density differences have been retained in buoyancy, but not in inertia or the normalized heat capacity.
To account for upward settling, one must distinguish retained suspension from crystals that leave it. A consistent depth-averaged extension has an upward exported ice-volume flux and an entrainment flux . If all phases retain the same mean horizontal velocity within the layer, its balances become
The last term removes the momentum carried out by the ice; its density may be restored to outside the Boussinesq approximation. Consequently
so one may no longer set . The local equilibrium relations are unchanged, but use the new bulk concentration. The frazil export enthalpy balance also shows why a simple replacement has the wrong sign: exported ice carries negative relative enthalpy.
A slip speed requires a vertical particle-flux closure, for example for a well-mixed top boundary. A nonuniform suspension instead requires its surface concentration and buoyancy moment. The potential-energy closure must then include the gravitational energy released by rising light crystals, with scale , and any energy and buoyancy moment carried through the boundaries. For example, a well-mixed closure that transfers a fraction of this released power to entrainment and neglects additional boundary potential-energy transport would replace the original work balance by
The allocation and exported potential-energy flux are extra closure information, not supplied constants of the original model. The original work balance cannot be retained unchanged while treating settling as an additional loss of suspended ice. Phase-dependent horizontal speeds would also replace and by their separate phase fluxes.
It is important to compare total production, not merely the retained ice flux. Let
Integrated solute conservation gives , hence
Integrating the heat balance, and neglecting products of the small concentration departure with the exported flux, gives
to dilute order, provided the total processed fraction , not only the retained fraction , remains small. Thus upward settling reduces retained suspension, but does not increase the leading-order total production at fixed atmospheric heat loss. Beyond that order, efficient removal can reduce the subsequent sensible cooling of crystals and enhance mixing of ocean water; the usual expectation is a larger latent-heat fraction and hence greater production. Its amount, or an unconditional larger/smaller claim, needs the settling, mixing and surface-export closures just identified. At fixed , energy conservation bounds the production by the available heat loss; it must not be inferred simply by observing fewer suspended crystals.
Take an attractive nonretarded molecular potential , with molecular number densities . Its force magnitude is . For one molecule at height above a half-space, integration over cylindrical radius and depth gives
Its downward force is . A sphere's horizontal cross-section a distance above its bottom has area , so its total attractive force is
For the near-bottom region dominates. Replacing its area by and extending the upper limit gives
This derives the sphere-plane dispersion force from the pairwise Van der Waals force. Hereafter denotes the magnitude of the effective repulsive interaction across water, rather than the signed attractive Hamaker constant. Its planar pressure magnitude is .
For a nearly planar freezing front, the spherical gap is . In the particle frame the incoming normal motion has speed . Axisymmetric mass conservation gives the outward gap flux per circumference . The lubrication flux law therefore gives
Integrating its axial force gives
Steady particle pushing by a freezing front requires , and hence
The viscous drag is not the isolated-sphere Stokes drag: its divergence as the gap closes is essential.
For the deformed interface let and measure from the sphere's downward pole, as in the original geometry. The height below the remote melting isotherm is . Under the imposed temperature gradient, the undercooling is . With capillary depression neglected, the local phase-equilibrium pressure is
Here is the absolute melting temperature; a constant reference ice density is used in the thermomolecular relation. Thus
The numerical value of will cancel from the speed relation.
In the thin spherical film, incompressibility and the incoming normal velocity give
Symmetry supplies zero pole flux. The tangential Couette contribution is smaller by and is negligible at this order. Applying the pressure-driven flux law along arclength gives
where pressure is matched to the outer liquid at .
A cap area element is and its vertical normal component is . Put . The upward molecular and downward hydraulic forces are therefore
Balancing these forces establishes premelted-film particle pushing:
The factorizations are and . They confirm positivity on the physical cap range and provide a numerically better-conditioned shallow-cap expression. Since , the shallow-cap limit within is ; it is not a limit in which the film can be identified with the flat-front gap .
The local film formula diverges right at the rim . Accordingly the thin-film calculation is an outer approximation away from a small matching fringe, not a claim of a uniformly thin film at its contact with bulk water. Both integrated stress densities vanish at that rim; in the thin-film limit the fringe contributes only a higher-order correction. Surface-tension curvature, altered thermal gradients or appreciable density-change fluxes would require a different balance.
The outer factor is explicitly , the normalized scale factor of an Einstein-de Sitter universe, with the same enclosed mass and initial bang time as the region. The correction describes a fractional reduction of the region's radius relative to this background:
For fixed mass, density varies as inverse radius cubed, so . The growing linear density contrast is therefore
The full spherical collapse reverses its expansion at and reaches zero radius at , corresponding to . In the ideal cold, pressureless model this makes the nonlinear density contrast infinite. Extrapolating the linear growing mode to that same time instead gives the finite linear spherical-collapse threshold
This is an extrapolation of a linear perturbation, not an accurate finite-radius approximation at the moment of collapse. Virial equilibrium requires relaxation of the cold coherent motion and replaces the ideal singular endpoint.
The regional mass density is , while the Einstein-de Sitter universe has . Substituting the parametric spherical collapse from part (a) yields
At spherical-collapse turnaround, , and hence
For an isolated uniform sphere, the Newtonian gravitational potential energy is . At spherical-collapse turnaround the coherent kinetic energy is zero, so conservation of energy fixes . At virial equilibrium, the virial theorem gives , hence . Equating these energies proves the virial radius from turnaround energy:
This uses the same mass and gravitational structure coefficient before and after collapse and neglects boundary pressure, mass loss and external energy exchange.
If virial equilibrium is assigned to , the sphere's density is eight times its turnaround density, whereas the background mass density has decreased by four. Consequently
The often quoted value is a density ratio; the density contrast defined as is smaller by one. This finite virialized estimate and the infinite cold-collapse contrast in part (b) describe different physical endpoints.
First fix a genuine normalization error in the original PDF: the Gaussian exponent uses , so must be the standard deviation, the variance is , and the normalized probability density function is
The printed prefactor has only under its square root; its integral is rather than one. Use the normalized normal distribution above.
The one-scale probability of exceeding the linear spherical-collapse threshold is . In the Press-Schechter formalism, the mass fraction above is assigned to
The factor two is necessary to recover all the mass in the hierarchical limit : the uncorrected one-point upper tail tends to only one half. A precise justification is available in the excursion-set description of halo formation with a sharp-k smoothing filter. The smoothed Gaussian random field then becomes Brownian motion in its variance . Reflecting a trajectory after its first crossing of pairs trajectories which crossed but end below the threshold with those which end above it. The Brownian reflection principle therefore gives .
This multiscale mass assignment is an extra modelling prescription: a Gaussian one-point probability and a collapse threshold alone do not mathematically determine a halo mass function. The “all matter” normalization additionally assumes arbitrarily large small-scale variance; a finite variance cutoff leaves an uncollapsed fraction.
Differentiate at fixed and fixed :
For decreasing , a mass interval contains the positive fraction . Its comoving mass is , so division by halo mass gives the Press-Schechter halo mass function:
The absolute value, or equivalently a minus sign multiplying , is essential for a positive abundance. The original PDF correctly places absolute values around the abundance and the full derivative expression; these bars are lost in the converted TeX. The density is comoving, so the prefactor uses today's matter mass density, rather than the physical density at redshift .
There is a genuine flux typo in the original PDF. A received bolometric radiative flux must have inverse-square luminosity distance, so the physically consistent thermal bremsstrahlung expression is . The printed single power of cannot imply the requested Hubble constant scaling.
For an approximately uniform, spherical galaxy cluster let its depth be , where is a fixed geometrical factor. With fixed profile coefficients , the Rayleigh-Jeans law limit of the thermal Sunyaev-Zeldovich effect and the bolometric X-ray radiative flux give
Eliminate the electron number density and use :
The cluster distance from Sunyaev-Zeldovich and X-ray signals is consequently
At low cosmological redshift, , so
when the other observables and profile parameters are held fixed. With the PDF's literal instead, , independent of distance: this explicitly shows why the correction is necessary.
Real galaxy clusters are neither uniform nor generally spherical. The inferred depth depends on the ratio of line of sight depth to transverse extent; elongation and orientation selection therefore bias the distance. density clumps enhance X-ray emission, which weights , more than the thermal Sunyaev-Zeldovich effect, which weights . An unmodelled gas clumping factor greater than one makes the inferred distance too small and the inferred Hubble constant too large in this simple model. Temperature gradients and multiple thermal components bias the X-ray spectral temperature relative to the pressure-weighted Compton y parameter. Metals alter the cooling spectrum, and finite X-ray bands require a spectral and redshift correction to the bolometric approximation. Relativistic thermal corrections, the kinetic Sunyaev-Zeldovich effect, radio sources and primary Cosmic microwave background anisotropy contaminate the signal. Finally, calibration, angular-profile fitting and low-redshift peculiar velocities affect the observables and the relation between measured redshift and expansion distance.
A useful description of the low-column Lyman-alpha forest at is a power law , with around – over the ordinary unsaturated forest range. The same column dependence holds for at a fixed redshift. It is not a universal unbroken power law: saturation, increased neutral fraction and changing absorber populations produce breaks. Lyman limit systems become optically thick at because with . Damped Lyman-alpha systems have and strong radiative damping wings. They are rare in number but contain substantial neutral mass. The highest-column distribution steepens or cuts off rather than extending indefinitely.
Figure 1.
Schematic neutral-hydrogen column distribution showing the forest, optically thick Lyman-limit systems and damped systems
. Details.
This sketch shows representative shapes and transition scales, not an observational fit; its ordinate is distribution per unit column, not counts per logarithmic bin. In an Einstein-de Sitter universe, , so a fixed comoving population with fixed physical cross-section above a fixed column threshold has . Thus
The observed redshift evolution of the Lyman-alpha forest is much stronger for commonly selected forest lines. For example, Kim, Cristiani and D'Odorico's absorption survey finds an index about in for over , corresponding to an increase by approximately . This number is selection-dependent. Expansion changes the gas density, and the evolving cosmic ionizing background changes its neutral fraction through photoionization equilibrium, moving systems across a fixed neutral-column threshold. Structure also evolves. A non-evolving population with fixed physical cross-section is therefore not an adequate physical model of the observed forest.
Use absorption distance and its distribution . Summing hydrogen columns per unit gives . The physical light-path length per is
The mean neutral-hydrogen number density is therefore . Divide by to obtain its comoving density, multiply by hydrogen atomic mass, and divide by today's mass critical density . This derives the neutral gas density from an absorption distribution:
If “neutral gas” includes helium, replace by , with a stated abundance correction approximately . Equivalently, for the distribution per redshift the prefactor inside the integral is multiplying . In the PDF's energy-density convention, both the mass density and critical density are multiplied by , leaving their ratio unchanged. The usual quoted abundance uses comoving mass density relative to today's critical density; a ratio of physical density to the epoch's critical density instead multiplies this answer by .
To infer total gas, one needs the neutral fraction for each absorber. The ionized gas density from an absorption distribution is
This is an ionization-corrected integral, not an inference available from the observed columns alone. For optically thin, almost fully ionized hydrogen, photoionization equilibrium gives . If the absorbing depth is specified, and
Thus photoionization rate, temperature and depth are all needed.
One useful physical closure sets to a local Jeans length, , with local gas fraction . Solving then gives the Jeans-length ionization correction for the Lyman-alpha forest:
This illustrates why weak, highly ionized forest lines can dominate the total gas inventory even though damped Lyman-alpha systems dominate the neutral-column-weighted inventory. It is a model for locally confined optically thin gas; optically thick Lyman limit systems and damped Lyman-alpha systems require a separate radiative transfer treatment. The physical basis and observational application of this closure are developed in Schaye's absorption-based matter-density calculation.