The Gravitational Million-Body Problem

The globular star clusters of the Milky Way contain hundreds of thousands of
stars held together by gravitational interactions, and date from the time when the
Milky Way was forming. This text describes the theory astronomers need for
studying globular star clusters. The gravitational million-body problem is an
idealised model for understanding the dynamics of a cluster with a million stars.
After introducing the million-body problem from various view-points, the book
systematically develops the tools needed for studying the million-body problems
in nature, and introduces the most important theoretical models. Including a
comprehensive treatment of few-body interactions, and developing an intuitive
but quantitative understanding of the three-body problem, the book introduces
numerical methods, relevant software, and current problems. Suitable for
graduate students and researchers in astrophysics and astronomy, this text also
has important applications in the fields of theoretical physics, computational
science and mathematics.

Douglas Heggie is Professor of Mathematical Astronomy, and teaches applied

mathematics at the University of Edinburgh, Scotland. He has devoted almost his
entire research career to stellar dynamics, especially star clusters and the three-
body problem. He has been President of Commission 37 of the International
Astronomical Union, and is a fellow of the Royal Society of Edinburgh and of
the Royal Astronomical Society.

Piet Hut is Professor of Astrophysics at the Institute for Advanced Study in

Princeton. He obtained a PhD in astrophysics at the University of Amsterdam,
and in 1986 he published with Joshua Barnes the tree code algorithm which soon
became the method of choice for large-scale simulations in collisionless stellar
dynamics. His latest research project involves the creation of a virtual reality
simulator to fly through the full four-dimensional space–time history of a
simulated globular cluster.
The Gravitational
Million-Body
Problem

Douglas Heggie
School of Mathematics,
University of Edinburgh,
Edinburgh EH9 3JZ, Scotland

Piet Hut
Institute for Advanced Study,
Princeton, NJ 08540, U.S.A.
University Printing House, Cambridge CB2 8BS, United Kingdom
One Liberty Plaza, 20th Floor, New York, NY 10006, USA
477 Williamstown Road, Port Melbourne, VIC 3207, Australia
314-321, 3rd Floor, Plot 3, Splendor Forum, Jasola District Centre, New Delhi - 110025, India
103 Penang Road, #05-06/07, Visioncrest Commercial, Singapore 238467

Cambridge University Press is part of the University of Cambridge.

It furthers the University’s mission by disseminating knowledge in the pursuit of
education, learning and research at the highest international levels of excellence.
www.cambridge.org
Information on this title: www.cambridge.org/9780521774864
© Cambridge University Press 2003
This publication is in copyright. Subject to statutory exception
and to the provisions of relevant collective licensing agreements,
no reproduction of any part may take place without the written
permission of Cambridge University Press.
First published 2003
A catalogue record for this publication is available from the British Library
Library of Congress Cataloging in Publication data
Heggie, D. C.
The gravitational million-body problem / Douglas Heggie, Piet Hut.
p. cm.
Includes bibliographical references and index.
ISBN 0 521 77303 2 – ISBN 0 521 77486 1 (pbk.)
1. Few-body problem. 2. Stars – Globular clusters. 3. Gravitation.
I. Hut, Piet, 1952– II. Title.
QB362.F47 H44 2002
523.8´55 – dc21 2002067410
ISBN 978-0-521-77303-4 Hardback
ISBN 978-0-521-77486-4 Paperback
Cambridge University Press has no responsibility for the persistence or accuracy
of URLs for external or third-party internet websites referred to in this publication,
and does not guarantee that any content on such websites is, or will remain,
accurate or appropriate. Information regarding prices, travel timetables, and other
factual information given in this work is correct at the time of first printing but
Cambridge University Press does not guarantee the accuracy of such information
thereafter.
For Eiko, Linda, Caroline and Alison
 Contents

Preface ix

PART I INTRODUCTIONS 1
1 Astrophysics Introduction 3
2 Theoretical Physics Introduction 14
3 Computational Physics Introduction 23
4 Mathematical Introduction 32

PART II THE CONTINUUM LIMIT: N → ∞ 41

5 Paradoxical Thermodynamics 43
6 Statistical Mechanics 49
7 Motion in a Central Potential 58
8 Some Equilibrium Models 68
9 Methods 78

PART III MEAN FIELD DYNAMICS: N = 106 91

10 Violent Relaxation 92
11 Internal Mass Loss 103
12 External Influences 110

PART IV MICROPHYSICS: N = 2 119

13 Exponential Orbit Instability 120

vii
 viii Contents

14 Two-Body Relaxation 128

15 From Kepler to Kustaanheimo 143

PART V GRAVOTHERMODYNAMICS: N = 106 153

16 Escape and Mass Segregation 154
17 Gravothermal Instability 164
18 Core Collapse Rate for Star Clusters 172

PART VI GRAVITATIONAL SCATTERING: N = 3 179

19 Thought Experiments 181
20 Mathematical Three-Body Scattering 189
21 Analytical Approximations 199
22 Laboratory Experiments 212
23 Gravitational Burning and Transmutation 221

PART VII PRIMORDIAL BINARIES: N = 4 229

24 Binaries in Star Clusters 230
25 Triple Formation and Evolution 236
26 A Non-Renewable Energy Source 246

PART VIII POST-COLLAPSE EVOLUTION: N = 106 253

27 Surviving Core Collapse 254
28 Gravothermal Oscillations 263
29 Dissolution 272

PART IX STAR CLUSTER ECOLOGY 277

30 Stellar and Dynamical Evolution 279
31 Collisions and Capture 284
32 Binary Star Evolution and Blue Stragglers 291
33 Star Cluster Evolution 298
Appendix A – A Simple N -Body Integrator 306
Appendix B – Hints to Solution of Problems 315

References 325
Index 345
 Preface

Since this book is aimed at a broad audience within the physical sciences, we expect
most of our readers not to be experts in either astrophysics or mathematics. For
those readers, the title of this book may seem puzzling at least. Why should they be
interested in the gravitational attraction between bodies? What is so special about a
million-body problem, rather than a billion or a trillion1 bodies? What kind of bodies
do we have in mind? And finally, what is the problem with this whole topic?
In physics, many complex systems can be modelled as an aggregate of a large
number of relatively simple entities with relatively simple interactions between them.
It is one of the most fascinating aspects of physics that an enormous richness can be
found in the collective phenomena that emerge out of the interplay of the much simpler
building blocks. Smoke rings and turbulence in air, for example, are complex mani-
festations of a system of air molecules with relatively simple interactions, strongly
repulsive at small scales and weakly attractive at larger scales. From the spectrum of
avalanches in sand piles to the instabilities in plasmas of more than a million degrees
in labs to study nuclear fusion, we deal with one or a few constituents with simple
prescribed forces. What is special about gravitational interactions is the fact that
gravity is the only force that is mutually attractive. Unlike a handful of protons and
electrons, where like charges repel and opposite charges attract, a handful of stars
shows attraction between every pair of stars. As a result, a star cluster holds itself
together: there is no need for a container (as with a gas or plasma in a lab) or a table
(as with a sand pile). And for astronomers, an extra reason to study star clusters is
simply: because they are there.

1
By trillion we mean 1012 .

ix
 x Preface

Now why are we interested in a million stars? Usually in physics we analyse a

system of interacting components in two limits: one in which the number of com-
ponents is one, or a few; and one in which the number of components tends to
infinity. And at first sight, a million and a billion stars both seem to be ‘close enough’
to infinity to allow a common treatment. However, there is a large difference in be-
haviour between the two types of systems. In a typical rich star cluster, with a million
stars, each star feels enough of the granularity of the gravitational field of the other
stars that the consequent perturbations lead to a total loss of memory of the initial
conditions of its orbit, within the lifetime of the Universe. In contrast, in a typical
galaxy, with a number of stars between a billion and a trillion, an individual star
for all intents and purposes feels only the smooth average background field. This is
the reason that galaxies still retain much prettier shapes than the shapeless (indeed
globular) clusters for which orbital memories have been wiped out. In other words,
in this part of astronomy, when we count ‘one, two, a few, many’, a few means
a million.
The term body is just an archaic term for a material object, be it a molecule or a
stone or a star. In many cases in astronomy, when we study the motion of a group of
stars we can completely neglect the finite size of the stars, and we may as well treat
them as if they were simple mass points, with a mass but without an extension. When
stars come closer, we may want to approximate them as finite-size bodies, with a
simple description of their mass distribution. Only when stars physically collide, as
they sometimes do in the dense inner regions of star clusters, do we have to remind
ourselves how complex these celestial bodies really are,2 in order to say something
about the transformations that stars undergo when they merge.
Finally, why do we call all this a problem? In mathematics, more than in physics,
we talk about specific topics as problems, as long as they have not (yet) been solved.
For example, the famous four-colour problem, the question of how many different
colours we need to introduce to colour a map such that neighbouring countries can
always be given different colours, remained a real problem until the 1970s. Partly
with the help of computers, this problem was solved (the answer was: four colours
suffice), and then the four-colour problem turned into the four-colour theorem. In the
days of Newton, at the beginning of mathematical physics, the same term ‘problem’
was used to describe the challenge to find the motions of two, three, or more bodies
under the influence of their mutual gravitational attractions: hence the two-body
problem, the three-body problem, etc. Unlike the four-colour problem, though, we
don’t expect to ever ‘solve’ the gravitational N -body problem, for arbitrary N – and
even for N = 2, where we do have analytic solutions, we still follow tradition in
calling this the two-body problem. So apart from this quaint piece of history, we
could have called this book ‘the gravitational million-body system’.

2
Addressing an astronomer who had just remarked that ‘after all, a star is a pretty simple thing’,
R.O. Redman pointed out, that, ‘at a distance of 10 parsecs you’d look pretty simple!’
 Preface xi

Why would someone want to study the gravitational million-body problem? There
are at least four quite different motivations, centring on the fields of astronomy,
theoretical physics, computational physics, and mathematics.
Let us first take the point of view of astronomy. Throughout the last hundred
years or more, astronomers have been studying an important class of objects called
globular star clusters, which are roughly spherical collections of stars, each much
smaller than a galaxy but much bigger than the solar system. The number of stars
they contain varies from one object to another, but a million is the right order of
magnitude. Astronomers study globular clusters for many reasons, of which we can
touch on only a few. It is thought that they were among the first recognisable structures
that were born in galaxies like ours, and their age is a vital constraint on that of the
Universe. All the stars in each cluster were born with different masses at roughly the
same time, and their present stellar population gives a snapshot of the results of about
ten billion years of stellar evolution. They are exceptionally rich in some of the more
exotic kinds of star which astronomers now study: binary X-ray sources, millisecond
pulsars, etc. Finally, the stars inside a cluster are sufficiently densely packed that
they can and do collide with each other, and so clusters provide us with a sort of
laboratory where we may hope to understand the more dramatic effects of the dense
stellar environment in the nuclei of galaxies. Thus the gravitational million-body
problem has an important place in modern astronomy.
Now let us consider the point of view of theoretical physics. Whichever way a
physicist approaches them, gravitational problems pose particular difficulties. Classi-
cal thermodynamics is poorly developed for such problems, because of the long-range
nature of the gravitational force. Kinetic theory requires ad hoc approximations, for
the same reasons. The methods of plasma physics fail because gravitational forces,
being attractive, are unshielded. Gravitational systems are intractable with many
traditional methods because the natural equilibria are not spatially uniform. The
gravitational many-body problem also has a wider significance in physics, because
of its historical roots. The science of mechanics became firmly rooted, in large part,
because of the success of Newton’s programme for the study of planetary motion. The
further development of this theory led to the development of Lagrangian methods,
and then, in the hands of Poincaré, to the foundation of the study of chaos. Much of
the development of physics since the time of Newton has rested on foundations set in
place with the aid of the gravitational many-body problem, which became the model
for how a successful physical theory should look. Finally, the most difficult models to
predict and to interpret their behaviour are the ones where we are dealing with neither
a very large nor a very small number of particles. When there are huge numbers of
particles, as in a gas, there are successful approximate methods, like fluid mechanics,
which greatly simplify the problems. When there are very few particles, especially one
or two, the problem is either completely soluble or can be understood approximately.
When there are an intermediate number (a million or less in our case), elements of both
extremes are in play simultaneously, thereby thwarting either type of approximation.
 xii Preface

This brings us naturally to computational physics. Just as the theoretical physicist

does, the computational physicist immediately grasps the fact that the gravitational
million-body problem poses formidable problems whichever way it is approached.
It is not even clear whether the solution can be obtained reliably at all. Even if we
lay such fundamental issues aside, running an N-body simulation with N ∼ > 104 is
exceptionally time-consuming for even the fastest generally available computers.
This in turn has led to the development of special computers (the GRAPE family),
whose sole task is to solve this problem very quickly. Around 1995 these were the
fastest computers in the world, a place they recaptured in 2001. This approach has
become a model of the way in which future work in computational science in other
areas may be carried out economically and quickly, given the right flair and ingenuity.
Providing the hardware is only half the problem though; developing the software for
running N-body simulations is equally challenging. In our particular case of globular
cluster simulations, we are confronted with length scales spanning the range from
kilometres to parsecs (a factor of more than 1013 ), and with time scales spanning the
range from milliseconds to the lifetime of the universe (a factor of more than 1020 ).
As a result, stellar dynamicists have developed special integration methods that are
not encountered in any textbooks on differential equations.
And finally we turn to mathematics. When Newton laid the foundations of clas-
sical physics in the Principia, among the mathematical tools he deployed was the
infinitesimal calculus, which he had invented for the purpose. This illustrates the rich
potential for the invention of new mathematics which results from intense scrutiny of
gravitational problems, and other issues in dynamics. Newton set a precedent which
has repeated itself several times since. The work of Poincaré was developed in the
context of celestial mechanics, and the famous theorem of Kolmogorov, Arnold and
Moser, foreshadowed as it was by the work of C.L. Siegel in his book Vorlesungen
über Himmelsmechanik,3 owes much to this discipline, and the emphasis which it
helped to place on Hamiltonian problems. And yet when one turns to the million-
body problem, as opposed to the few-body problems of the solar system, the flow
of information has been from mathematics to stellar dynamics, rather than the other
way around. A number of techniques introduced by mathematicians for the solution
of quite abstract problems have turned out to be just what was needed to improve
the numerical solution of our problem. This flow of ideas has been sufficiently influ-
ential that the astronomer’s understanding of the problem would not have advanced
so far without it. One of our purposes in writing this book, perhaps a far-fetched
one, is the hope that it may help reverse the flow, and stimulate the birth of new
mathematics. At the very least, we hope that mathematicians will enjoy learning
how their work has been put to use. As one of us has enjoyed a place in the toler-
ant community of mathematicians for many years, it is a way of giving something
back.

3
Lectures on Celestial Mechanics.
 Preface xiii

We believe that the gravitational million-body problem has a seminal role to play
in all four areas: astronomy, physics, mathematics and computational science. But
while the above remarks have sometimes emphasised the difficulties it poses, we will
have failed in one of our aims if, after reading the book, the reader from any of these
disciplines is not impressed by how much of the problem can be understood, and how
much it has to offer. In other words, one of our goals is to convey some of the beauty
and simplicity underlying classical dynamics, as illustrated through the gravitational
many-body problem. This is a book that is meant to be read by a variety of scientists
who share a curiosity for the roots of physics, the recent fruits that have sprouted
directly from those old roots, and its interconnections with neighbouring sciences.
That having been said, it is mostly within the astronomical community that this
subject has been developed. And it has been another firm intention in writing the book
that it may serve the role of a graduate textbook on the theory of stellar dynamics of
dense stellar systems. Wherever possible, therefore, our statements and results are
developed from first principles. We include some exercises and problems, and hints
for their solution.
In writing the book we were aware that the reader may or may not be an astronomer,
and may or may not be interested in learning the details of the theory. We realised
also that the variety of topics which make up the gravitational million-body problem
are best treated at a variety of levels, and that the interconnectedness of these topics
forces interconnections between the chapters. Some of the topics we address might
even strike some readers as being faintly whimsical. Recognising, therefore, that not
all chapters will be equally accessible or interesting to all readers, we start each part
of the book (each of which consists of several connected chapters) with an outline
of its contents. We hope that readers will thus find their own optimal route between
the contents page and the index.
For much the same variety of reasons we have relegated some material to boxes.
Often these contain details of some derivation or discussion, and a reader in a hurry
could avoid them. Sometimes, however, they contain background which might help a
reader over some difficulty. Sometimes they collect some useful results which might
act as a reference resource. Sometimes they explore interesting or amusing by-ways
that would otherwise interrupt the text. Perhaps, therefore, they should not be passed
over too readily.
We hope the index will both help and intrigue the reader, but the quirky and
personal selection of names there is not meant as a comprehensive answer to the
question of who did what. (Last time we looked, we could not even find our own
names there.) Even in the extensive list of references to published work we have not
attempted completeness. While this risks antagonising the reader for the omission
of his or her own most cherished paper, for which we apologise, it could be just as
hazardous if we tried to attribute every advance to its originator. Our main reason for
giving references is to give the reader an entry into the research literature. Nowadays
it is quite easy to move both forwards and backwards from a suitable entry point,
 xiv Preface

using such invaluable bibliographical resources as the Astronomy Abstract Service

of the NASA Astrophysics Data System.
And now we have a confession to make. Studying problems in theoretical physics,
the solved as well as the unsolved, is interesting and enjoyable all by itself. Finding
new and unexpected insights, and extending the world’s body of knowledge about
these problems, is an added pleasure. Sharing these interests with others is still more
rewarding. But we have other reasons for our interest in the gravitational N-body
problem, and among these is its status as one of the oldest unsolved problems in the
exact sciences, and one with an exceptionally distinguished pedigree. Some of the
great names of the subject have been mentioned in this preface, but we would add some
other much admired names of the past, including those of Jeans, Chandrasekhar and
Spitzer. With equal pleasure we call to mind the many contemporaries with whom we
have worked and continue to work on these problems. The community is world-wide,
but it is not a large one, it is rather close-knit, and works together and openly in the
best tradition of the ‘community of scholars’. We hope that the common enjoyment
of this joint enterprise surfaces from time to time throughout this book.

Acknowledgements
We have a number of these colleagues to thank with particular regard to the help they
have given with parts of the book. Large sections have been read and commented on
by Haldan Cohn, Herwig Dejonghe, Mirek Giersz, Jeremy Goodman, Jarrod Hurley,
Jun Makino, Simon Portegies Zwart, Rainer Spurzem and Peter Teuben, and we thank
them warmly for their comments. If there are problems with the book, it is proba-
bly because we did not always take their advice. Simon Portegies Zwart and Chris
Eilbeck also gave considerable help with Appendix A, and we also thank Maurizio
Salaris and Max Ruffert for their input. For permission to reproduce illustrations we
would like to thank O. Gnedin, J. Goodman, L. Hernquist, K. Johnston, S. Kulkarni,
C. Lada, J. Makino, S. McMillan, J. McVean, E. Milone, F. Rasio, the American
Astronomical Society, Blackwell Publishing (publishers of Monthly Notices of the
Royal Astronomical Society), and other individuals and institutions named beside
individual figures. We are also most grateful to staff at Cambridge University Press,
especially A. Black (who has since moved on), J. Garget, S. Mitton, J. Aldhouse
and J. Clegg, for their advice, encouragement and patience, and to our copy editor,
F. Nex. DCH is deeply grateful to the Institute for Advanced Study, Princeton, for
its generous hospitality over several visits during which much of the planning and
drafting of the book was carried out.

Edinburgh and Princeton

2002
 Part I

Introductions

Newton’s equations for the gravitational N-body problem are the starting point for
all four chapters in Part I, but each time seen in a different light. To the astrophysicist
(Chapter 1) they represent an accurate model for the dynamical aspects of systems
of stars, which is the subject known as stellar dynamics. We distinguish this from
celestial mechanics, and sketch the distinction between the two main flavours of
stellar dynamics. This book is largely devoted to what is often (but maybe mis-
leadingly) called collisional stellar dynamics. This does not refer to actual physical
collisions, though these can happen, but to the dominant role of gravitational encoun-
ters of pairs of stars. In dense stellar systems their role is a major one. In collisionless
stellar dynamics, by contrast, motions are dominated by the average gravitational
force exerted by great numbers of stars.
We lay particular emphasis on the stellar systems known as globular star clusters.
We survey the gross features of their dynamics, and also the reasons for their impor-
tance within the wider field of astrophysics. Though understanding the million-body
problem is not among the most urgent problems in astrophysics, through globular
clusters it has close connections with several areas which are. Another practical topic
we deal with here is that of units, which may be elementary, but is one area where
the numbers can easily get out of hand.
Chapter 2 looks at the N-body equations from the point of view of theoretical
physicists. To them, the gravitational many-body problem is just one of many inter-
esting N-body problems. In some ways it is simple (being scale-free), and in other
ways complicated (long and short ranges have comparable importance, for example,
unlike in plasmas). Theoretical physicists understand the two-body problem, just
like astrophysicists do, but for large N their usual methods don’t apply very well.

1
 2 Part I. Introductions

Statistical mechanics is one casualty. The study of limiting cases is stymied by the
fact that there are no parameters to alter, except N.
The enormous range of length scales (and, consequently, time scales) is also
one reason why the N-body equations are a severe challenge to the computational
physicist (Chapter 3). There are good reasons why the faster methods used in other
(e.g. collisionless) problems are deprecated in this field. But the penalty is that com-
putational progress has been slow: we are only now approaching the capability of
directly modelling even a small globular cluster. Though software advances are con-
tinually playing a role, what has made this possible is the development of special-
purpose computers tailored precisely for this problem.
Mathematicians (Chapter 4) seek a qualitative understanding of the N-body
equations. They are concerned with the non-obvious question of what one even
means by a ‘solution’. They pay particular attention to the (collision) singularities of
the equations, and ask how solutions behave in their vicinity, even if they occur only
at complex values of the time. The mathematician asks whether the equations can
exhibit singularities of other kinds. Historically, the fertile equations of the three-
body problem have bred a variety of topics which remain mainstream issues in
mathematics, foremost among them being questions of integrability.
 1

Astrophysics Introduction

When Newton studied dynamics and calculus he was motivated, at least in part, by a
desire to understand the movements of the planets. The mathematical model which
he reached may be described by the equations

j=N
ri − rj
r̈i = −G mj , (1.1)
j=1, j=i
|ri − rj |3

where rj is the position vector of the jth body at time t, m j is its mass, G is a
constant, and a dot denotes differentiation with respect to t. Now, over 300 years
later, our motivation has a very different emphasis. The study of the solar system
has lost none of its importance or fascination, but it now competes with the study
of star clusters, galaxies, and even the structure of the universe as a whole. What is
remarkable is that Newton’s model is as central to this extended field of study as it
was in his own time.

Stellar dynamics
It may seem surprising that the single, simple set of equations (1.1) forms a good first
approximation for modelling many astrophysical systems, such as the solar system,
star clusters, whole galaxies as well as clusters of galaxies (Fig. 1.1). The reason
is that gravity, being an attractive long-range force, dominates everything else in
the Universe. The only other long-range force, electromagnetism, is generally not
important on very large scales, since positive and negative charges tend to screen

3
 4 1. Astrophysics Introduction

Fig. 1.1. Two extreme

astrophysical many-body
problems. Top A binary star,
ζ 1 Ursae Majoris, imaged
interferometrically (Credit:
J. Benson et al., NPOI
Group, USNO, NRL).
Bottom The galaxy M87.
This is not a straightforward
N-body problem, as much
of the mass is not stellar.
Many of the spots of light in
the fringes of the galaxy are
individual globular clusters
(Credit: NOAO/AURA/NSF).

each other. Short-range forces, such as gas pressure, are usually only important on
small scales, such as in the interiors of stars. On large scales, comparable to the size
of a galaxy, pressure is rarely important. On intermediate scales we have giant gas
clouds in which both pressure and magnetic fields can play a role.
This dominance of gravity on cosmic scales is a fortunate feature of our Uni-
verse. It implies that it is relatively simple to perform detailed computer simulations
of many astronomical systems. Mastery of the much more complicated physics of
other specialisations in astronomy, such as plasma astrophysics, radiative transfer, or
nuclear astrophysics, is often not immediately necessary. Nor, in applications to star
clusters, is it usually necessary to use the more refined theory of general relativity.
The velocities are too low, except in a few situations involving degenerate stars
(neutron stars). Even the motions of stars round the black hole at the centre of our
 Two flavours of stellar dynamics 5

Galaxy (Ghez et al. 2000), though it takes place on a human time scale, can be
understood with classical dynamics.
Stellar dynamics can be defined as studying the consequences of Eq. (1.1) in
astrophysical contexts. Traditionally, these equations were discovered by studying
the motions of the Moon and planets, and for the next few centuries they were applied
mainly to planetary dynamics. Before the advent of electronic computers, most effort
went into developing analytical approximations to the nearly regular motion of the
planets. This field, known as celestial mechanics, had an important influence on
developments both in physics and mathematics. An example is the study of chaos,
which first arose as an annoying complexity barring attempts to make long-time
predictions in celestial mechanics.
The solar system, however, is a very regular system. All planets move in orbits
close to the ecliptic, and all revolve in the same direction. The orbits are well-
separated, and consequently no close encounters take place. When we look around
us on larger scales, that of star clusters and galaxies, then no such regularity applies.
In our Galaxy, most stars move in the galactic disk, revolving in the same sense as
the Sun, but close encounters are not excluded. In many globular star clusters, there
is not even a preferred direction of rotation, and all stars move as they please in any
direction. Does this mean that analytic approximations are not very useful for such
systems?
The answer is: ‘it depends on what you would like to know’. In general, the less
regular a situation is, the larger the need for a computer simulation. For example,
during the collision of two galaxies each star in each of the galaxies is so strongly
perturbed that it becomes very difficult to predict the overall outcome with pen and
paper. This is indeed an area of research which had to wait for computers to even
get started, in the early seventies (Toomre & Toomre 1972; but see the reference
to Holmberg in Chapter 3). On the other hand, when we want to understand the
conditions in a relatively isolated galaxy, such as our own Milky Way, then there is
some scope for pen-and-paper work. For example, a rich variety of analytic as well as
semi-numerical models has been constructed for a range of galaxies. However, even
in this case we often have to switch to numerical simulations if we want to obtain
more precise results.

Two flavours of stellar dynamics

The field of stellar dynamics can be divided into two subfields, traditionally called
collisional and collisionless stellar dynamics. The word ‘collision’ is a bit misleading
here, since it is used to describe a close encounter between two or more stars, not a
physical collision. After all, physical collisions are excluded in principle as soon as
we have made the approximation of point particles, as we will do throughout most
 6 1. Astrophysics Introduction

of the present book, with the exception of the last few chapters, where we will take
up the question of real stellar traffic accidents.
Collisional stellar dynamics is concerned about the long-term effects of close
(as well as not-so-close) stellar encounters. The evolution of a star cluster is governed
by the slow diffusion of ‘heat’ through the system from the inside towards the edge.
The heat transport occurs through the frequent interactions of pairs of stars, in a way
similar to the heat conduction in the air in a room, which is caused by collisions
between pairs of gas molecules. The main difference here is that individual stars in
a star cluster have mean free paths that are much longer than the size of the system.
In other words, little heat exchange takes place during a system-crossing time scale.
Collisionless stellar dynamics is the subfield of stellar dynamics in which the
heat flow due to pairwise interactions of stars is neglected. For small systems this
approximation is appropriate when we consider the evolution of the star system on
a time scale which does not exceed the crossing time by a very large amount. For a
system with very many particles, such as a galaxy, the collisionless approximation
is generally valid even on time scales comparable to the age of the Universe (which
is comparable to the age of most galaxies).

Life in a collisional stellar system

So far, we have talked about the astrophysical many-body problem in a rather gen-
eralised way. We have dealt with stars or planets moving in the gravitational field
of their mutually attractive forces, and have ignored their internal structure, but we
have not focused on any particular kind of system to which these idealisations apply.
Fortunately, there are systems in nature which approach the idealisations of colli-
sional stellar dynamics to a remarkable degree. These are the globular clusters, among
the oldest components of our galactic system, and going their own way in wide orbits
around the Galaxy (see Webbink 1988). They are nearly spherical because they don’t
rotate much by astronomical standards (see Merritt et al. 1997, Davoust & Prugniel
1990). They are largely isolated from perturbing influences of the galactic disk, and
therefore form ideal laboratories for stellar dynamics. Typically they have about a
million stars each (Table 1.1), with a range of individual stellar masses (see Paresce &
De Marchi 2000).
Other galaxies also have globular clusters (Fig. 1.1, bottom; Ashman & Zepf 1998).
In some galaxies they are not the oldest but some of the youngest stellar components
(see Lançon & Boily 2000). For instance, the cluster NGC 1866, which lies in the
Large Magellanic Cloud, has a mass of about 105 M but is only about 108 yrs old
(Fischer et al. 1992, Testa et al. 1999). Even in our own galaxy, the most massive
young clusters are found in the apparently hostile environment of the Galactic Centre
(Figer et al. 1999), and they are as massive as a modest old globular cluster (though
they will certainly not last as long, see Kim et al. 2000, Portegies Zwart et al. 2001a).
 Life in a collisional stellar system 7

Table 1.1. Basic facts about the globular clusters of the Galaxy

Number known 147

Median distance from Galactic Centre 9.3kpc
Median absolute V magnitude −7.27
Median concentration 1.50
Median core relaxation time 3.39 × 108 yr
Median relaxation time at the half-mass radius 1.17 × 109 yr
Median core radius 1.32pc
Median half-mass radius 3.08pc
Median tidal radius 34.5pc
Median mass 8.1 × 104 M
Median line-of-sight velocity dispersion 5.50km/s

The data are based on tables in Harris (1996; for updated online ver-
sions see physun.physics.mcmaster.ca/Globular.html), Mandushev
et al. (1991) and Pryor & Meylan (1993), and different data are based
on somewhat different samples. The terms concentration, relaxation
time, core and tidal radius are defined elsewhere in the book. Units
are discussed in Box 1.1.

The realisation that the formation of globular clusters is still going on in the Universe
around us has taken hold only relatively recently, and has helped to rejuvenate the
study of these stellar systems. For the most part, though, we concentrate on the old
and better observed systems in our own Galaxy.

Box 1.1. Units

Consider a stellar system whose total mass and energy are M and E, respectively. Then
we may choose M for the unit of mass, and in simple cases a common and useful unit of
M2
length is the virial radius Rv = − G4E . (For example, for a binary star this is roughly the
diameter of the relative orbit.) Then, if we want units in√
which the constant of gravitation
is unity, the unit of time is required to be Ut = R√ v / G M. Another common unit of
3/2

time is the crossing time, which is defined to be 2 2Ut .

Now in the evaluation of these expressions Rv and M will often be in units favoured
by astrophysicists (e.g. parsecs and solar masses, respectively), while G is most fam-
iliar in one of the standard physical systems, such as SI. The evaluation of Ut then
requires conversion to a common system of units. At this point, because of the enor-
mous distances and time scales which prevail in astronomy, the formulae bristle with
enormous exponents, until the final result is re-expressed in astrophysically sensible
units, and the numbers become reasonable once again. Indeed, it is one of the minor
pleasures and surprises of a theorist’s life, and a clue that he is on the right lines,
when sensible numbers emerge at the end of a long and tiresome calculation studded
with huge powers of ten. Sir Harold Jeffreys once remarked that ‘incorrect geophysical
 8 1. Astrophysics Introduction

hypotheses usually fail by extremely large margins’ (Jeffreys 1929). The same is true in
astrophysics.
To avoid this unpleasantness, it is much simpler to calculate entirely within the
astrophysical system, provided that you know the value of G in these units. The following
remarks will therefore save much time. Consider units such that masses are measured
in M , speeds are measured in km/s, and distances are measured in parsecs (pc). Then
G = 1/232 approximately. Also, the corresponding unit of time is 106 yr approximately.
In integrating the N-body equations numerically, still other units are used. Part of the
reason for this is to avoid carrying around the values of physical constants, such as G,
that would be needed in any physical system, partly to avoid the huge and unreadable
numbers that would result from an inappropriate choice of physical units, but mainly so
as not to obscure the intrinsic scalability of many simple N -body calculations.
In simulations it is natural to choose units such that G = 1, and, following Hénon
(1971), the units of length and mass are conventionally chosen so that the total mass
of the system is M = 1 and the total energy is E = −1/4. These choices might seem
bizarre, but it then follows that, if the system is in virial equilibrium (Chapter 9), the
potential energy is W = −1/2, and the virial radius is then Rv = 1. These units are
referred to as N -body units, and are in widespread, but not quite universal, use. They
become rather ambiguous when external fields or many binary stars are included in the
computations.

In order to get a feel for the physical presence of a globular cluster, imagine that
we live in the very core of a dense globular cluster (Fig. 1.2). The density of stars
there can easily be as high as 106 M /pc3 . This is a factor 106 higher than in our
own neighbourhood, in the part of the galactic disk where the Sun happens to reside.
Therefore, we can get an impression of the night sky by bringing each star that we
normally see at night closer to us by a factor 102 . Each star would thus become
brighter by a factor 104 , which corresponds to a difference of ten magnitudes (in the
astronomical system where a factor ten corresponds to m = 2.5).
The brightest stars would thus appear at magnitudes at or above m ∼ −10,
comparable to that of the full Moon. They would be too bright to look at directly,
because their size would be so much smaller than that of the Moon (they would still
look point-like). It would be easy to read books by the light of the night sky. This
is what the huge stellar density in these systems means from the ‘human’ point of
view. Later on we shall consider what effect it has on the stars.

A recipe for a star cluster

Looking at Fig. 1.2, we cannot immediately tell how such an assembly of stars has
got there, or what its fate will be. One might even guess, as Eddington (1926a) once
did, that the stars cannot ‘escape the fate of ultimately condensing into one confused
mass’. Nowadays, though many details are unclear, we would argue that the clusters
 A recipe for a star cluster 9

Fig. 1.2. The central region

of the globular cluster M15.
Image by courtesy of P.
Guhathakurta, UC Santa
Cruz.

have survived for almost as long as the universe itself, and that they are only now
slowly dying off as their stars escape. Here we paint a few details on this picture,
showing what we think are the stages through which a cluster would have to pass in
order to arrive at something resembling those we see around us.
To make a star cluster, in practice, one should start out with a large gas cloud,
which under the right conditions undergoes internal collapse on several length and
time scales, to produce a large number of stars. This is a process which is being
modelled with increasing sophistication (see, for example, the beautiful movie at
www.ukaff.ac.uk/movies.shtml, or Klessen & Burkert 2001). Nevertheless, the phys-
ical processes related to star formation are very complex, and at present only partly
understood. Therefore, let us perform a thought experiment in which we will cheat
a bit. Let us take a bucket full of ready-made single stars, and sprinkle them into a
limited region of space, in order to watch just the stellar dynamics between the stars
at play.
The simplest way to place the stars in space is to start from rest. As soon as the
stars are allowed to start moving, the whole system will begin to collapse under the
mutual gravitational attraction of all the stars. If the stars are sprinkled in at random,
the contraction will not proceed very far, since the individual star–star interactions
will cause deflections from a purely radial infall. The stars will pass at some distance
from the centre, each one at a somewhat different time, and then move out again.
As a consequence, the whole system will breath a few times: globally shrinking and
expanding. However, phase coherence will be lost very soon, and after a few breathing
motions, the stars will be pretty well mixed. Some stars will be lost, spilled into the
surrounding space, never to return, but most stars will remain bound to the system.
 10 1. Astrophysics Introduction

After those first few crossing times, not much will happen for quite a while.
During a typical crossing time, a typical star will move through the system on a
rosette-shaped orbit, while almost conserving its energy and angular momentum.
On a longer time scale, though, the cumulative effect of many distant encounters,
and occasional closer encounters, will affect the orbit. If we wait long enough, the
memory of the original energy and angular momentum of the star will be lost. This
time scale is called the relaxation time scale.
Even if the system was set off in a non-spherical distribution, such as that of a
pancake, say, the original order will be erased after a few relaxation time scales, and
the system will become spherical. There will also be a steady trickle of stars that
escape from the system. In addition, energy will be transported from the centre to the
outer regions, and as a result the inner regions tend to contract. Before long, the centre
will gain in density, by many orders of magnitude, a phenomenon called core collapse.
After core collapse, double stars will be formed, which provide a source of energy
for the system, empowering the ongoing evaporation of the system, until the whole
star cluster is dissolved. While the star cluster slowly evaporates, the system will
undergo core oscillations, with vast swings in central density, if the number of stars is
large enough, well over 104 . These so-called gravothermal oscillations are the result
of the fact that the inner regions, having much shorter relaxation times than the rest
of the system, grow impatient in the post-collapse phase, and start collapsing all
over again. Interestingly, these oscillations exhibit mathematical chaos, one more
example of the gravitational many-body problem providing a stage for some of the
most modern forms of applied mathematics.
This general picture, of a star cluster being formed, coming to rest, undergoing
a slow form of core ‘collapse’, followed by evaporation, will be spun out in much
greater detail throughout the rest of the book. But before we take a closer look at
the specific million-body problem, let us see how much the picture can change if we
treat the stars as stars and not as point masses.

Dynamics of dense stellar systems

Most stars do not interact much with their environment, after they leave the cradle of
the interstellar cloud they are born in. Some stars are born single, and stay that way
throughout their life, although they may have acquired a planetary system during the
late stages of their formation. However, most stars are members of a double star or
an even more complex multiple system (triples, quadruples, etc.). In such a system,
when two stars are sufficiently close, all kind of interesting interactions may take
place, including the transfer of mass from one star to another, and even the spiral-in
and eventual merging of two or more stars.
Although binary-star evolution is much more complex than single-star evolution,
it can generally still be studied in isolation from its wider environment. After all,
 Why study the dynamics of globular clusters? 11

the typical separation between stars in the solar neighbourhood (itself typical for our
Galaxy) is some hundred million times larger than the diameters of individual stars.
The exception to this rule occurs in unusually dense stellar systems. Examples are
star clusters, both in the disk of the galaxy and outside (the globular clusters), and
the nuclei of galaxies.
Especially in the cores of globular clusters and in the nuclei of galaxies, the
densities of stars can easily exceed that of the solar neighbourhood by a factor of a
million or more (Fig. 1.2). At any given time, such a system is still dilute enough to
make physical collisions unlikely, even during many crossing times, thus allowing
point mass dynamics to provide useful first-order approximations. However, when
viewed over a time scale of billions of years, such collisions become unavoidable in
many of these systems.
In recent years much progress has been made in the study of physical collisions,
both theoretically in computer simulations, and observationally by looking for ‘star
wrecks’ as tell-tale signs of violent encounters. For example, observations with the
Hubble Space Telescope have shown us the presence of so-called blue stragglers, right
down in the centre of the most crowded star clusters. Blue stragglers are unusual types
of stars that are at least compatible with being the products of stellar collision. Earlier,
millisecond pulsars and X-ray binaries already have hinted to us more indirectly about
the sagas of their formation and subsequent interactions.
In order to interpret this wealth of observational information, vigorous attempts
are being made by several groups to make theoretical models for the evolution of
dense stellar systems. The first step is to determine the long-time behaviour of a
large system of point masses (a million or so), a classical problem that is still far
from solved, and that has given rise to fascinating new insights, even over the last ten
years, including the surprising discovery of the presence of mathematical chaos in the
late stages of its evolution. It is this step that is the main theme for the present book.
The second step is to integrate our understanding of the dynamics of a system of
point masses with the extra complexity introduced by the non-point-behaviour, in
the form of stellar evolution, physical collisions between stars, mass loss, etc. This
integration gives rise to an extremely complex picture of the ecology of star clusters,
as we will briefly discuss in the last part of this book.

Why study the dynamics of globular clusters?

The dynamical study of globular clusters has had a peculiar history, which stretches
over the entire twentieth century and beyond. Even up to the 1960s, however, many
astrophysicists regarded it as a quiet backwater, even though it had attracted the
attention of the best theorists of each generation: Jeans, Eddington, Chandrasekhar,
Spitzer, Hénon, Lynden-Bell, Ostriker, . . .. Perhaps they were initially attracted to it
because of what Lyman Spitzer called its ‘appealing but deceptive simplicity’.
 12 1. Astrophysics Introduction

Fig. 1.3. A recent X-ray

image of the Andromeda
galaxy, M31. More than
5% of the sources lie in
globular clusters belonging
to Andromeda. Original
colour image by courtesy
of the ROSAT Mission
(www.xray.mpe.mpg.de/)
and the Max-Planck-Institut
für extraterrestrische Physik
(www.mpe.mpg.de/).

This dynamical study of the clusters went in parallel with the astrophysical study
of the stars inside them, as these were seen to be excellent test beds for checking
the theory of stellar evolution, the chemical history of the Galaxy, the age of the
Universe, and so on. In fact there was hardly any major problem of astronomy – from
star formation to cosmology – in which globular star clusters did not have something
important to say, and this remains true to the present day.
Until the early 1970s these parallel tracks in the study of globular clusters –
the dynamical and the astrophysical – proceeded entirely independently. The two
communities had nothing in common and did not even need to talk to each other. By
the 1990s all this had changed. What happened?
More than anything else, it was the discovery of variable X-ray sources in globular
clusters in the 1970s which brought down the barriers between the two communi-
ties (Fig. 1.3). Though their origin is still not quite clear, it was soon realised that
dynamical processes were important. Dynamicists also realised that here was a new
process which could have a profound influence on their understanding of dynamical
evolution. Suddenly the dynamics of globular clusters had rejoined the mainstream
of astrophysics, and in the 1970s there was not much that seemed more glamorous
than X-ray astronomy.
The integration of the dynamical and stellar studies of globular clusters has
progressed steadily in the intervening decades, and there is even a new breed of
‘cross-over’ astrophysicists who are at home in both camps. This grand unification
of cluster studies has been strengthened by a stream of exciting discoveries: binary
stars (through the rapid explosion of data on radial velocities, and other techniques),
millisecond pulsars, white dwarfs, blue stragglers in dense clusters, core collapse,
and so on. They are ideal targets for searching for extrasolar planets, or should be
(Gilliland et al. 2000).
 Problems 13

The sheer visual beauty of globular clusters, and the richness of the problems
they present, must not lead us to lose sight of their place in the bigger picture. In
particular, they allow us to study the behaviour of stars in dense environments, and
will prove to be an important stepping stone for the understanding of the even denser
stellar systems in galactic nuclei – surely one of the major problems of astrophysics
for the twenty-first century. Nor are we here restricting attention to active galactic
nuclei. For instance, the nucleus of the quiescent nearby galaxy M33 can really be
regarded as a gigantic globular cluster sitting at the centre of its parent galaxy, and
may well have exhibited the kind of core collapse studied in the context of globular
clusters (Hernquist et al. 1991).
Sidney van den Bergh (1980) once expressed this philosophy very nicely: ‘One
of the dangers of living on a beautiful isle, such as Vancouver Island, is that it is very
easy to become insular. By the same token it is all too easy for us, working in various
exciting areas of cluster studies, to forget about the broader impact that such work
might have on other areas of astronomy. The justification of our work on clusters is
not just that it is fun but also that such investigations often help to illuminate other
branches of science.’

Problems
(1) Compute the virial radius (Box 1.1) of a binary consisting of two stars of
mass m 1 and m 2 in a circular relative orbit of radius a.
(2) Compute the speed of a star in a circular orbit at the median tidal radius
(Table 1.1) around a cluster of median mass. Do this in astrophysical,
physical and N-body units.
(3) Using the fact that the magnitude, m, and luminosity, L, of a source at a
distance d are related by
L d
m = −2.5 log10 + 5 log10 + M ,
L 10pc
where L  and M are the luminosity and absolute magnitude of the Sun, find
the mean surface brightness (within the tidal radius) of the median globular
cluster (using data from Table 1.1). Express your result in magnitudes per
square arc second.
 2

Theoretical Physics Introduction

A single coupling constant

The gravitational N-body problem can be defined as the challenge to understand
the motion of N point masses, acted upon by their mutual gravitational forces
(Eq. (1.1)). From the physical point of view, a fundamental feature of these equa-
tions is the presence of only one coupling constant: the constant of gravitation,
G = 6.67 × 10−8 cm3 g−1 s−2 (see Seife 2000 for recent measurements). It is even
possible to remove this altogether by making a choice of units in which G = 1.
Matters would be more complicated if there existed some length scale at which the
gravitational interaction departed from the inverse square dependence on distance.
Despite continuing efforts, no such behaviour has been found (Schwarzschild 2000).
The fact that a self-gravitating system of point masses is governed by a law with
only one coupling constant (or none, after scaling) has important consequences. In
contrast to most macroscopic systems, there is no decoupling of scales. We do not
have at our disposal separate dials that can be set in order to study the behaviour
of local and global aspects separately. As a consequence, the only real freedom we
have, when modelling a self-gravitating system of point masses, is our choice of the
value of the dimensionless number N, the number of particles in the system.
As we will see, the value of N determines a large number of seemingly indepen-
dent characteristics of the system: its granularity and thereby its speed of internal
heat transport and evolution; the size of the central region of highest density after the
system settles down in an asymptotic state; the nature of the oscillations that may
occur in this central region; and to a surprisingly weak extent the rate of exponen-
tial divergence of nearby trajectories in the system. The significance of the value

14
 A single coupling constant 15

of N is underlined by the fact that N often makes its appearance in the very names
of the problems we study, e.g. the famous ‘three-body problem’, and in the titles of
books like this one.
N = 2, 3
The three-body problem is so famous precisely because it is one of the oldest problems
that cannot be solved. In contrast, the two-body problem is one of the oldest solved
problems. It was Newton’s great triumph that he was able to explain why planets move
in elliptical orbits around the Sun, as had been discovered earlier by the brilliant
Kepler, using observational data by Tycho Brahe. The significance of Newton’s
solution can hardly be overestimated, since the result was a breaching of the seemingly
separated realms of the temporal, human, sublunar world and the eternal world beyond
the Moon’s orb.
Though Newton had shown how to solve the two-body problem, the presence
of even an infinitesimal third body (the so-called ‘restricted’ three-body problem)
is insoluble in the usual sense.1 We should not forget, however, that Newton was
able to solve some three-body problems approximately. He knew, for instance, that
it is better to treat a planet as revolving around the barycentre of the inner solar
system than about the Sun itself. If we do not insist on a precise solution, as with
the two-body problem, in other words, if we look at it from the point of view of
physics rather than mathematics, as Newton did, many aspects of the behaviour of
the three-body problem are not so hard to understand. Indeed, it is one of the quiet
triumphs of recent decades that our intuitive understanding of three-body motions
has developed to the extent it has. Most physics undergraduates are still exposed to
the two-body problem, and can easily develop a feel for the motion in ellipses and
hyperbolae, especially when the scattering problems of atomic physics are encoun-
tered. We think that it is possible to arrive at a similar feel for the richer behaviour
of three-body systems, and one of our aims in writing this book is to demonstrate
this.
The mathematical development of the three-body problem continued in the hands
of Euler, Lagrange, Laplace and many others, who systematised the methods of ap-
proximate solution. These led to the remarkable and successful development of the
theory of planetary motion; the successes of the recovery of Ceres and the discovery
of Neptune; and the familiar but no less remarkable ability of astronomers to predict
the motions of the planets, satellites, asteroids, and comets. Equally, they led to pro-
found insights in the emerging fields of dynamical systems and chaos (Chapter 4),
which in turn have illuminated our understanding of N-body problems. But they also

1
As an aside, it is amusing to see the progress of physics reflected in our (in)ability to solve
N-body problems. In Newtonian gravity we cannot solve the three-body problem. In general
relativity we cannot solve the two-body problem. In quantum electrodynamics we cannot solve
the one-body problem. And in quantum chromodynamics we cannot even solve the zero-body
problem, the vacuum.
 16 2. Theoretical Physics Introduction

−2

−2

−2

−2
−2 −1 0 1 2 −2 −1 0 1 2 −2 −1 0 1 2 −2 −1 0 1 2 −2 −1 0 1 2
Fig. 2.1. Collapse of a uniform ‘cold’ sphere. Initially 2048 particles are distributed
randomly within a sphere. In units such that G = 1, the initial
√ radius is 2.4, the total
mass is 1, and successive frames are taken at intervals of 2 2/5 (cf. Box 1.1). (The
successive frames are displayed left to right. Frame 1 top left, frame 20 bottom right.)
Late in the collapse (frames 7 and 8) the distribution of particles has become very
irregular. In frame 9 the particles which arrived first have begun to re-expand. By the
last row of frames the remaining central condensation has settled nearly into
dynamical equilibrium.

led away from the sort of approach we need if our goal is to find quantitative answers
to questions about the million-body problem.
N →∞
Throughout classical physics there are several important analogues to the million-
body problem, and it is from this background, and not so much from celestial me-
chanics, that the most fruitful approaches have come. At first sight the closest analogy
is with plasma physics, where inverse square laws, as in Eq. (1.1), also arise, but the
analogy has not proved as fruitful as one might think.
In the first place plasmas are often nearly neutral, and for this reason it makes sense
to conceive of plasmas which are nearly uniform, nearly at rest and of large spatial
extent. By contrast, it is impossible to conceive of an infinite uniform gravitational
medium in equilibrium (Fig. 2.1). Newton himself glimpsed this problem, and solved
it by noting that the stars had been placed at immense distances from each other, lest
they should, ‘by their gravity, fall on each other’. This was a satisfactory solution if
 Thermodynamics 17

one supposed that the system of fixed stars were young enough. For stellar systems
the modern solution is that the random motions or circulation of the stars maintain
dynamic equilibrium, just as the motions of the planets prevent their falling into the
Sun. Even so, we shall see that the contraction of stellar systems in dynamic quasi-
equilibrium is a real and fascinating issue, though it is a much gentler process than
the headlong rush suggested by the phrase ‘gravitational collapse’. In problems of
cosmology, Newton’s dilemma is avoided by an overall expansion or contraction of
the entire Universe, though a general relativistic treatment is required.
The second basic feature of an infinite plasma is that several important effects are
localised within a Debye length, beyond which the rearrangement of charges effec-
tively screens off the influence of an individual charge (see, for example, Sturrock
1994). If one naı̈vely computes the Debye length for a stellar system, it is found
usually to be of the order of the size of the system itself (Problem 2). Thus it is
difficult to treat gravitational interactions as being localised within a stellar sys-
tem, though it is a difficulty that stellar dynamicists habitually ignore. In any event,
all these considerations help to explain why many of the well known properties of
plasmas have little relevance to stellar systems. And yet there is one phrase that stellar
dynamicists use all the time which betrays their debt to plasma physics: the words
‘Coulomb logarithm’, which occur in the theory of relaxation (Chapter 14).

Thermodynamics
The plasma analogy exploits the form of the force equation but not the size of N.
Physicists routinely study problems with great numbers of particles using concepts
of thermodynamics. How fruitful is such an approach to the million-body problem?
From a formal point of view, unfortunately, the field of thermodynamics excludes
a description of self-gravitating systems. The reason is that the existence of gravita-
tional long-range forces violates the notion of an asymptotic thermodynamic limit
in which physical quantities are either intensive or extensive. Gravity exhibits what
is known in particle physics as an infra-red divergence. This means that the effect of
long-distance interactions cannot be neglected, even though gravitational forces fall
off with the inverse square of the distance (Problem 3).
Take a large box containing a homogeneous swarm of stars. Now enlarge the
box, keeping the density and temperature of the star distribution constant. The total
mass M of the stars will then scale with the size R of the box as M ∝ R 3 , and
the total kinetic energy E kin will simply scale with the mass: E kin ∝ M. The total
potential energy E pot , however, will grow faster: E pot ∝ M 2 /R ∝ M 5/3 . Unlike inten-
sive thermodynamic variables that stay constant when we enlarge the system, and
unlike extensive variables that grow linearly with the mass of the system, E pot is a
superextensive variable, growing faster than linear.
 18 2. Theoretical Physics Introduction

0
y

-2

-4

-6
-8 -6 -4 -2 0 2 4 6 8
x
Fig. 2.2. Escape from an N-body system. This computer model of a star cluster
shows a broad stream of escapers emerging at the left and right. The escapers are
channelled into these streams because of external forces, and the streams are
curved because of Coriolis forces.

As a consequence, the specific gravitational potential energy of the system, the

total potential energy of the system divided by the particle number N, grows without
bounds when we increase N. This causes various problems. For example, the kinetic
energy of a stable self-gravitating system is directly related to the gravitational po-
tential energy through the so-called virial theorem (Chapter 9). Therefore, we have
to make a choice when enlarging a self-gravitating system. Either we increase the
temperature steadily while increasing N, in order to increase the specific kinetic
energy enough to satisfy the virial theorem and guarantee stability. Or we keep the
temperature constant, and quickly lose stability when enlarging our system. In the
latter case, the system will ‘curdle’: it will fall apart in more and more subclumps,
and the original homogeneity will be lost quickly.
In conclusion, there is no way that we can reach an asymptotic thermodynamic
limit, with the system size becoming arbitrarily large while holding the intensive
variables fixed.2 Therefore, the traditional road to equilibrium thermodynamics is
blocked. There are no arbitrarily large homogeneous distributions of stars. As soon as
the Universe became old and cold enough to let matter condense out of the original fire
ball into ‘islands’ in the form of galaxy clusters and galaxies, the original homogeneity
was lost. And each individual clump of self-gravitating material, be it a galaxy or
a star cluster, is ultimately unstable against evaporation, and will fall apart into a
2
A consistent theory is possible if we let R → ∞ with N /R fixed (de Vega & S’anchez 2000),
though what relevance this might have to the million-body problem is unclear.
 A lack of handles 19

bunch of escaping particles (Fig. 2.2). Most of these escapers will be single, some
will escape as stable pairs, and a few will even manage to form stable triples or
higher-number multiples of particles.
The presence of these few-body systems is a robust feature of N-body systems, as
we shall see throughout this book. From our present perspective, it is an indication
of another problem: a short-range (‘ultra-violet’) divergence. The usual Boltzmann
factor used in calculations of canonical ensemble averages, i.e. exp(−E/kT ), gives
divergent results in the limit when two particles
approach
 each other within a small
Gm 2
distance r. This factor then contains a term exp .
r kT

A lack of handles
Even though we cannot use thermodynamics in a formal way, when dealing with a star
cluster, we can still describe the motion of the stars in a way that is analogous to the
treatment of the motion of molecules in a gas studied in a laboratory. One important
difference is that a swarm of stars forms an open system, while a body of gas in a
lab has to be contained. Typical textbook experiments in thermodynamics show the
gas to reside inside a cylinder, with a movable piston that allows the experimenter
to change the volume of the gas. In a star cluster, there are no cylinder and piston.
Instead, the stars are confined by their collective gravitational field.
The structural simplicity of a star cluster thus allows far less experimentation than
is the case for a body of gas in a lab situation. Whether in thought experiments, com-
puter simulations, or in actual table-top experiments, the macroscopic parameters of
a laboratory gas can be changed freely, independent of the microscopic parameters
governing the attraction and repulsion between individual molecules. Temperature,
density, and size of the system all can be varied at will. In contrast, once the number
of particles in a self-gravitating system has been chosen, we are left with no degree
of freedom at all, apart from trivial scalings in the choice of units of length, time,
and mass.
The fact that there are no dials that can be turned in a self-gravitating experiment,
apart from the choice of the total number of stars, is directly related to the ultra-
violet and infra-red divergences of classical gravity. Having a simple shape for the
gravitational potential energy well, with an energy inversely proportional to distance,
leaves no room for preferred length scales. In contrast, molecular interactions show far
more complicated forces, typically strongly repulsive at shorter distances and weakly
attractive at larger separations between the molecules. This change in behaviour
automatically specifies particular length scales, for example the distance at which
repulsion changes into attraction. In contrast, gravity is attractive everywhere, at least
in the classical Newtonian approximation.
 20 2. Theoretical Physics Introduction

Towards an understanding of the million-body

problem
It is now being realised that the gravitational N-body problem is just one of a growing
list of known systems with long-range interactions where the non-extensivity of
energy looks like an obstacle (Cipriani & Pettini 2001). (In other contexts these are
known as ‘small systems’, to indicate that their spatial extent is comparable with the
range of the relevant interaction.) It turns out that non-extensivity is only an issue if
we insist on treating these problems with the traditional tools of canonical ensembles
(corresponding to systems immersed in a heat bath). This hardly seems natural in the
stellar dynamical context. It is the microcanonical ensemble which corresponds best
to the isolated N-body systems which have been studied so much in stellar dynam-
ics. Indeed it is known that the different ensembles one studies in thermodynamics,
and which are usually regarded as equivalent for many purposes, have very differ-
ent properties for self-gravitating systems (see, for example, Youngkins & Miller
2000).
The formal inability to apply traditional thermodynamic concepts, then, does not
seriously hinder us from thinking and working with them. Gravity is just as impor-
tant in the theory of stellar structure and evolution, where thermodynamics is just
as much the stock-in-trade as in any other area of gas dynamics. Indeed, it was pre-
cisely the search for extrema of the entropy of stellar systems that led V.A. Antonov
(Antonov 1962) to one of the most profound insights into the behaviour of stellar
systems – gravothermal stability.
In addition to fundamental approaches like this, there are several other routes by
which the behaviour of N-body systems are explored (Chapter 9). One can construct
toy models, one can borrow models from other areas (such as the theory of stellar
evolution, or the kinetic theory of gases), and these can be studied analytically or
by numerical methods. Finally, simulations may be based, with the minimum of
simplifying assumptions, on the numerical integration of Eqs. (1.1). As a result of all
these types of approaches, over the last few decades we have developed a relatively
deep and accurate understanding of the many subtle aspects of the evolution of a
system of gravitating point masses, the topic of this book. Indeed the study of the
gravitational N-body problem must rank as one of those mature areas of research
where the variety of approaches enrich each other like a community of craftsmen.
Let us highlight a few points of interest for a general physics point of view.
Perhaps the most fascinating aspect of self-gravitating systems is their instability,3
exemplified by the fact that these systems have a negative heat capacity (Chapter 5).
Thermodynamic purists would shudder, but the idea is intuitively simple to grasp
and very powerful. Removing heat from a system means reducing its kinetic energy

3
We exclude N = 2, and certain kinds of stable larger systems, e.g. hierarchical triples
(Chapter 25).
 Problems 21

of random motions. If this is done to a self-gravitating system, its constituents fall

towards each other a little, and in doing so actually pick up more kinetic energy than
they lost in the first place. When this concept is applied to part of a stellar system
(as it easily can be in thought experiments) an instability can result. Imagine what
might happen to a block of material with a negative specific heat, as heat flows from
a hot spot: the more heat it lost, the hotter it would get, and it would quickly burst
into flame.
Next, the N-body problem is a fascinating example of a system for which no
useful equilibrium exists. Particles can and do escape (Fig. 2.2). A Maxwellian
distribution of velocities would always allow particles of arbitrarily high speed, but
in self-gravitating systems there is a finite escape speed. Therefore the notion of ‘local
thermodynamic equilibrium’, which is such a powerful idea in many areas, has limited
usefulness. Even if we prevent particles from escaping (in a thought experiment),
thermodynamic equilibrium is possible, but may be unstable (because of the negative
specific heat). There is certainly no equilibrium in the sense of solutions of Eqs. (1.1)
in which all particles are at rest. Even the concept of dynamic equilibrium (if we
ignore for a moment the escape of particles) brings with it the difficulty of showing
why such equilibria are stable. This in turn depends on an understanding of the global
modes of oscillation of a system in dynamic equilibrium, and for stellar systems like
globular clusters this area is still in its infancy, despite a great deal of work by
many experts. One of the obstacles, of course, is the severe spatial inhomogeneity of
gravitating systems.
The N-body problem exemplifies some of the most perplexing issues in statistical
mechanics. Even though the equations of motion are reversible, particles escape and
are never captured. A stellar system with a collapsing core (Chapter 18) will col-
lapse, even if the velocities are reversed. In every reasonable sense it is a chaotic sys-
tem, which rapidly forgets its initial conditions, and collisions can almost always be
treated with Boltzmann’s classic ‘Stosszahlansatz’. The fact that there are exceptions,
e.g. the mutual interaction of stellar orbits in the dominating field of a central black
hole (Rauch & Tremaine 1996), is an avenue (so far unexplored) for investigating
the foundations and limitations of the stochastic treatment of collisions.

Problems
(1) How would Newton have solved the problem of the collapse of the system of
fixed stars if he had had access to a GRAPE?4
(2) In plasma physics the Debye length is defined to be

kTe
λD = .
4πe2 Ne

4
instead of an Apple.
 22 2. Theoretical Physics Introduction

Translate this into the language of stellar dynamics, bearing in mind that the
rms speed of electrons is related to the electron temperature by

3kTe
vTe = .
me
If a stellar system is in dynamic equilibrium then it approximately obeys the
virial relation 2T + W = 0, where T is now the total kinetic energy and W
the total potential energy (Chapter 9). By making suitable estimates for the
density and other parameters of the system, show that its radius is comparable
with the Debye length.
(3) Newton’s Theorems on the gravitational force due to a uniform spherical shell
imply that the force inside vanishes, and the force outside is the same as that
due to an equal point mass at the centre of the shell. Hence show that the force
at a point due to an infinite uniform medium can take any value we please.
(4) Using Newton’s Theorems (Problem 3) show that the acceleration of a point
at a distance r from the centre of a uniform sphere of finite radius a and total
mass M is
G Mr
r̈ = − 3 .
a
Deduce that the sphere collapses homologously, and that collapse is
complete at time

π 2 a03
t= ,
8G M
where a0 is the initial value. Compute this for the system displayed in Fig. 2.1.
 3

Computational Physics Introduction

Following the evolution of a star cluster is among the most computer-intensive and
delicate problems in science, let alone stellar dynamics. The main challenges are to
deal with the extreme discrepancy of length and time scales, the need to resolve the
very small deviations from thermal equilibrium that drive the evolution of the system,
and the sheer number of computations involved. Though numerical algorithms of
many kinds are used, this is not an exercise in numerical analysis: the choice of
algorithm and accuracy are dictated by the need to simulate the physics faithfully
rather than to solve the equations of motion as exactly as possible.

Length/time scale problem

Simultaneous close encounters between three or more stars have to be modelled
accurately, since they determine the exchange of energy and angular momentum
between internal and external degrees of freedom (Chapter 23). Especially the energy
flow is important, since the generation of energy by double stars provides the heat
input needed to drive the evolution of the whole system, at least in its later stages
(Chapter 27). Unfortunately, the size of the stars is a factor 109 smaller than the size
of a typical star cluster. If neutron stars are taken into account, the problem is worse,
and we have a factor of 1014 instead, for the discrepancy in length scales.
The time scales involved are even worse, a close passage between two stars tak-
ing place on a time scale of hours for normal stars, milliseconds for neutron stars
(Table 3.1). In contrast, the time scale on which star clusters evolve can be as long

23
 24 3. Computational Physics Introduction

Table 3.1. Time scales of the million-body problem

Time scale Stellar dynamics Stellar evolution Human evolution

Seconds White dwarf collision Formation of neutron star Heartbeat

Years Hard/soft binary period1 Long-period variable Malt whisky
Myrs Crossing time2 Shortest stellar lifetime Human evolution
Gyrs Relaxation time3 Lifetime of the Sun Life on Earth

1
Chapter 19; 2 Chapter 1; 3 Chapter 14

as the age of the Universe, of order ten billion years, giving a discrepancy of time
scales of a factor 1014 for normal stars, and 1020 for neutron stars.
Sophisticated algorithms have been developed over the years to deal with these
problems, using individual time step schemes, local coordinate patches, and even the
introduction of mappings into four dimensions in order to regularise the 3d Kepler
problem (through a Hopf map to a 4d harmonic oscillator, see Chapter 15). While
these algorithms have been crucial to make the problem tractable, they are still very
time-consuming.

Near-equilibrium problem
In the central regions of a star cluster, the two-body relaxation time scale, which
determines the rate at which energy can be conducted through the system, can be
far shorter than the time scale of evolution for the system as a whole, by several
orders of magnitude. For example, in globular clusters, density contrasts between the
centre and the half-mass radius can easily be as large as 104 , which implies a similar
discrepancy in relaxation time scales.
As a consequence, thermal equilibrium is maintained to a very high degree. Since
it is precisely the deviation from thermal equilibrium that drives the evolution of
the system (Chapter 2), it is extremely difficult to cut corners in the calculation
of close encounters. If any systematic type of error slipped in here, even at the
level of, say, 10−6 , the result could easily invalidate the whole calculation. It is for
this reason that none of the recently developed fast methods for approximate force
calculations has been adopted in this area, e.g. tree codes, P3 M codes, etc. (Barnes &
Hut 1986, Greengard 1990, Efstathiou et al. 1985). All such methods gain speed at
the expense of relatively large errors in the force computation. The result is that the
N-body simulations of stellar dynamics can boast far fewer particles than in, say,
cosmological simulations. This is a pity, because N is often used as a crude ‘figure of
merit’ in the art of simulation, whereas what really matters is the value of the science
that comes out.
 Computational requirements 25

100000 ?Makino

Makino

10000 Spurzem & Aarseth

Aarseth & Heggie
Inagaki
N

1000 Terlevich

Aarseth
100

von Hoerner
10
1960 1965 1970 1975 1980 1985 1990 1995 2000
Date
Fig. 3.1. The slow progress of N-body simulations of star clusters. Models computed
well into the late evolution are plotted against publication date. For a human
perspective, see Aarseth (1999) and von Hoerner (2001).

Computational requirements
The cpu cost of a direct N-body calculation scales ∝ N 3 , where the inter-particle
forces contribute two powers in N (Problem 1) and the increased time scale for heat
conduction contributes the third factor of N. For this reason the progress of N -body
simulations of star clusters has been painfully slow, from the earliest published work
of S. von Hoerner in 1960 (Fig. 3.1).
Almost none of this progress has been made by large general-purpose supercom-
puters. The use of parallel computers, such as Cray-T3E, has had less impact on this
area than on many others, because of the communication bottleneck. The force on
each particle necessarily depends on the position of every other, and therefore it is
not usually efficient to parallelise the force calculations (which are the main bot-
tleneck in serial codes). Another way of exploiting parallelism is to advance many
particles simultaneously (Spurzem & Baumgardt 2001). While this works well in
simple cases, the enormous range of time scales can ruin the efficiency of this ap-
proach also: individual time steps were introduced precisely so that it should not
be necessary to advance all particles with the tiny time step required for one close
binary!
Currently, with routine calculations, it is only feasible to model the evolution of
a globular cluster containing a few thousand stars, since this requires some 1015
floating point calculations, equivalent to 10 Gflops-day, or several months to a year
 26 3. Computational Physics Introduction

on a typical workstation. Therefore, a calculation with half a million stars, resembling

a typical globular star cluster, will require ∼10 Pflops-day.
In contrast, the memory requirements are and will remain very modest. All that is
needed is to keep track of N = 5 × 105 particles, each with a mass, position, velocity,
and a few higher derivatives for higher-order integration algorithms. Adding a few
extra diagnostics per particle still will keep the total number of words per particle to
about 25 or so. With 200 bytes per particle, the total memory requirement will be a
mere 100 Mbytes.
Output requirements will not be severe either. A snapshot of the positions and
velocities of all particles will only take 10 Mbytes. With, say, 105 snapshot outputs
for a run, the total run worth 10 Pflops-day will result in an output of only 1 Tbyte.

Special-purpose hardware
While general-purpose supercomputers have not yet made much impact in this field,
from time to time it has attracted attention as a possible application of special-purpose
hardware (Fukushige et al. 1999). The earliest idea along these lines was put into
practice by Holmberg as long ago as 1941 (Holmberg 1941; see also Tremaine 1981).
He arranged a set of light bulbs like the stars in a stellar system, and used photometers
to determine the illumination at each. Since light also obeys an inverse square law,
this provided an analogue estimate of the gravitational field.
The next step in astronomy took place not in stellar dynamics but in celestial
mechanics, with the building and development of the Digital Orrery (Applegate et al.
1985). For several years it performed ground-breaking calculations on the stability of
the solar system, including the discovery of chaos in the motion of Pluto (Sussman &
Wisdom 1988), until eventually being regretfully laid to rest in the Smithsonian
Museum.
A significant step toward the modelling of globular star clusters was made in
1995 with the completion of a special-purpose piece of hardware, the GRAPE-4, by
an ingenious group of astrophysicists at Tokyo University (Makino & Taiji 1998).
GRAPE, short for GRAvity PipE, is the name of a family of pipeline processors that
contain chips specially designed to calculate the Newtonian gravitational force be-
tween particles. A GRAPE processor operates in cooperation with a general-purpose
host computer, typically a normal workstation. Just as a floating point accelerator can
improve the floating point speed of a personal computer, without any need to modify
the software on that computer, so the GRAPE chips act as a form of Newtonian
accelerator (Box 3.1).
The force integration and particle pushing are all done on the host computer, and
only the inter-particle force calculations are done on the GRAPE. Since the latter
require a computer power that scales with N 2 , while the former only require power
∝ N , load balance can always be achieved by choosing N values large enough.
 Special-purpose hardware 27

Box 3.1. GRAPE design

The design of a typical GRAPE chip (Fig. 3.2) reflects the N-body equations (Eq. (1.1)).
The position and mass of an attracting particle (index j) are read from memory, the
difference r = ri − r j is computed, then r 2 , then r 3 , and finally one term on the right
of the equations of motion. Contributions from all attracting particles are summed. One
reason for the efficiency of GRAPE is the fact that, because of the ‘pipelined’ design,
one contribution is computed for each clock cycle. On a conventional computer each
arithmetic operation usually requires several clock cycles, and each contribution requires
about 30 such operations.
Fig. 3.2. Schematic of
a GRAPE-3 chip (from
Okumura et al. 1993).

This and other versions of the GRAPE chips perform a few other intensive calcula-
tions at the same time. Also, several chips or pipelines are installed, along with control
hardware and memory for the particle data, on one board, rather like the mother board
of a conventional PC. This board communicates with the host computer via a cable and
an interface board, such as a PCI card. In larger installations, several GRAPE boards are
arranged in a tree with suitable communications interfaces to the single host computer.
In order to make use of an installed GRAPE, sections of a simulation program are
replaced by calls to software libraries which have been written by the GRAPE team
in Tokyo. For example, computation of forces (and potential) on all n particles on the
now-obsolete GRAPE-3 with eight chips was computed as follows, using the library
function g3frc:
do 119 i=1,n,8
ii = 8
if (i+ii .gt. n+1) ii = n- i + 1
call g3frc(x(1,i),awork,pwork,ii)
do 1198 j = 1,ii
do 1197 k = 1,3
f(k,i+j-1)=awork(k,j)
1197 continue
pot(i+j-1) = pwork(j) + mass(i+j-1)*epsinv
1198 continue
119 continue
The particle data are loaded beforehand with similar instructions.
 28 3. Computational Physics Introduction

Fig. 3.3. The GRAPE-6 at the University of Tokyo, with J. Makino (right). With
permission.

For example, the complete GRAPE-4 configuration, with a speed of more than
1 Tflops, could be efficiently driven by a workstation of 100 Mflops. Although such
a workstation operates at a speed that is lower than that of the GRAPE by a factor
of 104 , load balance could be achieved for particle numbers of order N ∼ 5 × 105 .
In practice, even with this hardware, routine calculations did not greatly exceed a
particle number of about 104 , since much larger simulations could not be completed
in less than a few months, and it has been found scientifically more productive to
compute large numbers of relatively modest simulations rather than to break records.
(Note, by the way, that the extreme parallelism of the GRAPE does not allow the most
efficient scalar algorithm to be implemented.) In addition, cut-down versions of this
computer can be and have been used for simulations in a wide range of other problems
in astrophysics (Hut & Makino 1999) and, indeed, in other fields of science, such
 Software environments 29

as plasma physics, molecular dynamics, the study of turbulence, and even protein
folding.
There are several reasons for GRAPE’s success. In the first place it was developed
quickly, always keeping ahead of general-purpose computers. Secondly, the mathe-
matical model of inverse square laws is quite fixed, and can be ‘hard-wired’. Thirdly,
the GRAPE group ensured that the devices could be made available to potential users
throughout the world, and this maximised the scientific returns.
The introduction of special-purpose hardware has been a truly revolutionary ad-
vance, and not just in speed. Before GRAPE and its predecessor, the Digital Orrery,
the hardware used by theorists was bought off the shelf from a computer dealer. By
contrast, observers have always built their own hardware (or have had it built to their
own specification), even back to the time of Galileo. From this perspective, GRAPE
represents a remarkable culture shift in the way theorists can do science. In retrospect
it is not surprising that it is in the area of dynamical astronomy that this has happened,
as it is here that the governing equations and the underlying physical model are most
stable. And we are not yet at the end of the road: GRAPE-5 is already at work (Kawai
et al. 2000) and, as we write, GRAPE-6 is coming on stream (Fig. 3.3). It is about
100 times faster than GRAPE-4.

Software environments
Generating data is only half the job in any simulation. The other half of the work
of a computational theorist parallels that of an observer, and lies in the job of data
reduction. As in the observational case, here too a good set of tools is essential.
And not only that: unless the tools can be used in a flexible and coherent software
environment, their usefulness will still be limited.
Three requirements are central in handling the data flow from a full-scale star
cluster simulation: modularity, flexibility, and compatibility. For example, to set up
a major simulation, it is very useful to have a set of model building tools that are
sufficiently modular, so that they can be combined in many different ways. If the data
representation is flexible enough, it will be possible to add new physical variables
whose use may not have been foreseen at the time that the software package was
first developed. And in order for those new variables not to interfere with existing
programs, compatibility is a vital issue as well.
The two main specially constructed environments in use are called NEMO and
Starlab (Box 3.2). Both consist of large collections of software and tools satis-
fying the above requirements. In addition a great deal of N-body work is carried
out in the UNIX-type environments used universally by computational scientists.
The principal codes used in this way are the suite of N-body programmes writ-
ten by S.J. Aarseth (1985). An extremely simplified N -body code is provided in
Appendix A.
30 3. Computational Physics Introduction

Box 3.2. Starlab

Starlab is a software package for simulating the evolution of dense stellar systems and
analysing the resultant data. It is a collection of loosely coupled programs (‘tools’)
linked at the level of the UNIX operating system. The tools share a common data
structure and can be combined in arbitrarily complex ways to study the dynamics of star
clusters and galactic nuclei.
Starlab features the following basic modules:

Three- and four-body automated scattering packages, constructed

around a time-symmetrised Hermite integration scheme.

A collection of initialisation and analysis routines for use with general N-body
systems.

A general Kepler package for manipulation of two-body orbits.

N-body integrators incorporating both second-order leapfrog and fourth-order
Hermite integration algorithms.

Kira, a general N -body integrator incorporating recursive coordinate
transformations, allowing uniform treatment of hierarchical systems of arbitrary
complexity within a general N-body framework.

In addition, Starlab enables the use of stellar evolution packages such as SeBa, which
models the evolution of any star or binary from arbitrary starting conditions.
A novel aspect of Starlab is its very flexible external data representation, which
guarantees that tools can be combined in arbitrary ways, without loss of data or internally-
generated comments. Thus, two tools connected by UNIX pipes may operate on different
portions of the same data set, even though neither understands the data structures, or
even the physical variables, used by the other. Unknown data are simply passed through
unchanged to the next tool in the chain.
Individual Starlab modules may be linked in the ‘traditional’ way, as function calls to
C++ (the language in which most of the package is written), C, or FORTRAN routines,
or at a much higher level, as individual programs connected by UNIX pipes. The former
linkage is more efficient, and allows finer control of the package’s capabilities; however,
the latter provides a quick and compact way of running test simulations and managing
production runs. The combination affords great flexibility to Starlab, allowing it to be
used by both the novice and the expert programmer with equal ease.
To some extent, Starlab is modelled on NEMO, a stellar dynamics software envi-
ronment developed during the 1980s at the Institute for Advanced Study, Princeton, in
large part by Josh Barnes, with input from Peter Teuben and Piet Hut (and subsequently
maintained and extended by Peter Teuben). Starlab differs from NEMO mainly in its use
of UNIX pipes, rather than temporary files, its use of tree structures rather than arrays
to represent N-body systems, and its guarantee of data conservation – data which are
not understood by a given module are simply passed on to the next rather than filtered
out and lost. The original version of Starlab was written by Piet Hut in 1989, while
on sabbatical at Tokyo University. From 1993 onwards, Steve McMillan has extended
Starlab, with help from Piet Hut, Jun Makino, Simon Portegies Zwart and Peter Teuben.
 Problems 31

Visualisation tools, such as partiview, have been added by Stuart Levy. NEMO, Starlab
and partiview are all available at the web site www.manybody.org
Recently, the concept of a ‘virtual observatory’ has been the topic of several work-
shops and conferences. The idea is to connect the major observational archives, from
radio to optical to X-ray observations, to make available a ‘digital sky’ online. Archives
of large-scale simulations, such as those provided by Starlab, will be connected with
those virtual observatories as well, facilitating comparisons between observations and
simulations (Teuben et al. 2001).

Problems
(1) Use either N-body code in Appendix A to investigate how the cpu time
depends on the number of particles. Try to explain the dependence you find.
(2) Code the N-body equations (Eq. (1.1)) using a Runge–Kutta solver, either one
specially prepared for the purpose, or one drawn from any available numerical
library, such as Press et al. (1992). Try to ensure that the accuracy ( judged,
for example, by energy conservation) is comparable with that in Appendix A.
Compare the timing with that of Problem 1, and explain the difference.
(3) Code the N-body equations in a symbolic computation package, such as
Maple or Mathematica. Compare the timing with that in Problem 2, again
with comparable accuracy, and explain the difference.
 4

Mathematical Introduction

For the mathematician, the gravitational N-body problem is the problem of under-
standing by pure thought the solutions of the set of differential equations

j=N
ri − r j
r̈i = −G mj , (4.1)
j=1, j=i
|ri − r j |3

where r j is the position vector of the jth body at time t, m j is its mass, G is a constant,
and a dot denotes differentiation with respect to t. Superficially, what distinguishes
the work of a mathematician from that of, say, an astrophysicist, is its organisation
into theorems, lemmas, and so on, but that is simply a matter of style. There are few
formal theorems in Poincaré’s Les Méthodes Nouvelles de la Mécanique Céleste
(Poincaré 1892–9), but it is a rich vein of ideas. At a deeper level, the work of the
mathematician aims at a greater level of rigour.
Apparently it was Herman (1710; see Volk 1975) who first solved the two-body
problem using Eq. (4.1) (in component form). Since then this manner of express-
ing the problem has proved remarkably resilient: much the same form of equa-
tion for the general case can be found over 200 years later in the book by Moser
(1973). Though Eqs. (4.1) are usually referred to as ‘Newtonian’, there is nothing
like them in any of Newton’s published works or writings. Instead, his expositions
are dressed in the language of geometry or infinitesimals. Curiously, the modern
language of geometry has taken an increasingly important role in recent decades:
Box 4.1 shows a recent statement of the two-body problem, in terms of a manifold
M and its canonical symplectic structure. Normally, however, we prefer to work with
Eq. (4.1).

32
 4. Mathematical Introduction 33

Fig. 4.1. If an orbit in three

dimensions intersects a
two-dimensional surface,
neighbouring orbits do. If it
intersects a one-dimensional
curve, neighbouring orbits
do not (in general).

Box 4.1. The modern two-body problem

In relatively modern language the two-body problem may be defined to be (Abraham &
Marsden 1978) the ‘system (M, H µ , m, µ), where:
(i) M = T ∗ W with canonical symplectic structure,
 
W = R3 × R3 \∆, ∆ = (q, q)|q ∈ R3 ;

(ii) m ∈ M (initial conditions);

(iii) µ ∈ R, µ > 0 (mass ratio);
(iv) H µ ∈ F(M) given by
p 2 p 2
1
H µ (q, q , p, p ) = + − ,
2µ 2 q−q

where q, q ∈ R3 , p, p ∈ (R3 )∗ and denotes the Euclidean norm in R3 ’.

Our opening remark begs the question of what is meant by a ‘solution’. The very
existence of a solution, at least locally, is assured by the usual undergraduate theorem
in a course on ordinary differential equations (e.g. Arnold 1978b). Globally, the ob-
vious pitfalls are the numerous surfaces (in phase space) where singularities of the
differential equations occur, i.e. two-body singularities (a ‘hypersurface’ Si j where
ri = r j for some pair i, j), three-body singularities (where two two-body surfaces
Si j and Sik intersect), and so on.
Simply by counting dimensions it is easy to see that any given orbit in phase
space is very unlikely to encounter one of these singularities. The argument may be
illustrated in a three-dimensional context. A single condition such as x 2 + y 2 +z 2 = 1
determines a two-dimensional surface. An orbit is one-dimensional, and if a given
orbit intersects the surface then neighbouring orbits do (Fig. 4.1). On the other hand,
if we have two conditions to satisfy, each yields a surface, and both conditions
are satisfied only on their intersection, which is a curve (one-dimensional). It is still
possible for the orbit to intersect this curve, but neighbouring orbits do not, in general.
 34 4. Mathematical Introduction

This argument shows that curves which intersect two surfaces simultaneously are rare
in three dimensions, or ‘of measure zero’.
Returning to the N-body problem, it is easy to show that orbits intersecting any of
the surfaces Si j are rare, and so two-body and higher-order collisions are rare in the
same sense. The situation changes dramatically, however, if we allow the position
vectors ri to depend on a complex time variable t (Box 4.2). Why should one do
this? One answer is that it is an important setting in which to discuss the analytical
properties of the solutions, not only because of its pure-mathematical significance,
but for ‘practical’ reasons also. For example, the numerical treatment of the equations
of motion requires special care in the vicinity of singularities (cf. Chapter 22), and
in the N-body problem these are usually to be found in the complex t-plane. Another
application (Chapter 21) is in certain problems of three-body scattering, when a third
body temporarily approaches a short-period binary star; it turns out that the change in
its energy is determined by the point in the complex plane where the intruder collides
with the binary.
We have treated the two-body singularities as though they are to be avoided at
all costs. In fact they are quite innocuous. For example, suppose a collision occurs

Box 4.2. Singularities of the two-body problem

For the planar two-body problem, complex singularities are easily located using the
exact solution. A negative-energy solution of the equation

r̈ = −r/r 3 (4.2)
may be represented as

r = (a(cos E − e), b sin E), (4.3)

√
where a, b and e are constants such that b = a 1 − e2 , and E is determined by Kepler’s
equation; this is

n(t − t0 ) = E − e sin E, (4.4)

where n and t0 are more constants, with n 2 a 3 = 1. From Eq. (4.3) it follows that
r = a(1 − e cos E ), and so a two-body collision occurs where cos E = 1/e, i.e. where
E = ±i cosh−1 (1/e) + 2πm, in which m is an integer. By √ Eq. (4.4), this corresponds
to the complex times t = t0 + {2πm ± i[cosh−1 (1/e) − 1 − e2 ]}/n.
Now let e = 1 and t0 = 0 in Eqs. (4.3) and (4.4). Then a collision occurs at t = 0,
and the analytical solution may be written as r = (x, 0), where

x = a(cos E − 1) (4.5)
and nt = E −sin E. In the vicinity of the collision at t = 0 we have nt = E 3 /6+ O(E 5 )
and x = −aE 2 /2 + O(E 4 ). It is not hard to see from the first of these equations that E
is expressible as a series in odd powers of t 1/3 , and then the second equation shows that
x may be developed as a series in powers of t 2/3 .
 4. Mathematical Introduction 35

in a two-body problem when t = 0, and we try to study this problem by numerical

integration of the equations of motion, starting at some negative value of t during
the approach to the collision. As t approaches 0 from below, it will be found that the
numerical integration requires ever smaller time steps as we approach the singularity
at t = 0, and there is nothing that can be done to get past it. Our local theorems
about the existence of solutions also take us no further. When we examine the same
problem analytically, however, it turns out that the coordinates of the two bodies
are expressible, in the run-up to the collision, as power series in the variable t 2/3
(Box 4.2). Since this series contains non-integer powers of t we recover the fact
that x is not an analytic function at t = 0. But we also observe that the series can
be expressed in powers of (t 2 )1/3 , which may be equally well evaluated when t is
positive as when t is negative. Furthermore, it turns out that this observation is equally
valid when we consider two-body collisions which are perturbed by other bodies,
where the argument used in Box 4.2 (which is based on the exact solution) no longer
holds. In any event, it turns out that this approach shows that there is an analytic
continuation of the solution beyond the two-body singularity.
Some additional steps are needed before this idea can be turned to practical use, and
we shall have something to say about this important technique later on (Chapter 15). In
the meantime we may say that there is a choice of independent variable (the quantity
t 2/3 in the above discussion) which allows us to represent the solution of the N-body
problem as a function which is analytic on the real axis, even if there are two-body
collisions. We may say that the collision singularities have been regularised.
There is an artificial but mathematically important class of N-body problems in
which these techniques are essential. Two-body collisions occur naturally if one
studies the collinear N-body problem, but when these collisions have been neu-
tralised, other, higher-order singularities come into view. The most obvious of these
is the triple-collision singularity, in which the coordinates of three bodies tend to
coincidence as some value of t is approached. One way of studying this problem
is touched on in Chapter 21, and it shows that these singularities cannot usually
be handled by the technique of analytic continuation which works so well for two-
body collisions. The problem is that the exponents which occur in the corresponding
power series are not usually simple rational numbers, such as the power of 2/3
which occurs in the case of two-body √ encounters. Instead, the exponents may in-
volve irrational numbers such as 13 (Chapter 21), even in the simplest case of
equal masses, and a series involving such powers of t cannot be evaluated (with
a real result) for both positive and negative values of t. Nevertheless the study of
these singularities has progressed to remarkable lengths, and these investigations
are not without their consequences for the astrophysical applications of the N-body
problem.
The collinear N-body problem exhibits also other classes of singularities, in which
no more than two bodies collide at one time, but the collisions occur more and more
frequently as a certain time approaches (see Marchal 1990). In order to give an im-
pression of how this can happen, we have to anticipate some results of Chapter 21.
 36 4. Mathematical Introduction

time

1 2 3 4

Fig. 4.2. Design of a four-body machine for accelerating a particle to infinite speed
in a finite time.

Consider first the notion of a binary. In the collinear problem this is a pair of stars
exhibiting a relative motion like that in Eq. (4.5): they periodically bounce off each
other (as we assume that the relevant two-body encounters have been regularised).
Just after one such bounce the right-hand component moves to the right at high speed.
Now suppose a third body of low mass approaches from the right and collides with
the right-hand component (Fig. 4.2). After this collision the third body recedes at high
speed, its energy having been gained at the expense of the binary, which becomes
‘tighter’. Suppose finally there is a fourth body, to the right of the third and moving
off to the right. The third body, moving very fast, catches up with it and, being of
relatively low mass, bounces back towards the binary. With sufficient care its next
encounter can be arranged to occur, once again, just after a collision between the
binary components. (In Chapter 20 we shall see in a little more detail how careful
choice of initial conditions can lead, in an analogous problem, to an orbit with desired
properties.) Now we have the design of a powerful four-body machine which, it may
be shown, can accelerate the middle body to arbitrarily high speeds within a finite
time.
When we return to a more reasonable number of dimensions it is not hard to avoid
triple collisions in the three-body problem. All that is needed is to endow the system
with non-zero angular momentum in its barycentric frame. The essential reason is
that, if all three particles could be confined (however briefly) into a sphere of radius r ,
energy conservation shows that their speeds would scale as r −1/2 and so their angular
momentum would scale as r 1/2 . Thus confinement within an arbitrarily small volume
is inconsistent with non-zero angular momentum.
Even though collisions are usually avoided in three dimensions, singularities anal-
ogous to the one shown in Fig. 4.2, though without collisions, are still possible, at
least for the five-body problem. The story of how this remarkable result was ob-
tained (by J. Xia) is beautifully told in Diacu & Holmes (1996); see also Saari & Xia
 4. Mathematical Introduction 37

(1995). Essentially, Xia’s example consists of two Sitnikov machines (see Chapter
20) coupled end-to-end, with cunningly contrived initial conditions.
Though these examples might seem like mathematical playthings, they bear some
resemblance to a curious idea with possible implications (admittedly, in the very long
run) for mankind. As the Sun expands and heats up it may be possible (in principle)
to keep the Earth cool by making its orbit expand. This is done by repeated two-
body encounters involving the Earth and an asteroid, and Jupiter and the asteroid
(Korycansky et al. 2001).
Examples like Xia’s are highly contrived and rare. In the N-body problem there
will usually be no singularities on the real time-axis. Even if we regularise two-
body collisions, however, there will usually be plenty of singularities in the rest
of the complex plane. These prevent us from being able to express the solution of
the N-body problem as power series in t (or the appropriate regularising variable)
which converge for all times. However, there is an amazingly simple transformation
of the independent variable (Box 4.3) which does allow us (in principle) to write

Box 4.3. A series solution of the three-body problem

For some solution of the three-body problem let us suppose that the singularity which is
closest to the real t-axis is at a distance h > 0 (i.e. its imaginary part is ±i h). Then the
solution of the N -body equations is analytic (without singularities) throughout a strip
of width 2h (Fig. 4.3). Now the complex transformation
2h 1+τ
t= log
π 1−τ
maps the unit disk τ ≤ 1 into the strip just mentioned. For example, when t is real
the transformation is τ = tanh(π t/(4h)), and this varies from τ = −1 to τ = 1 as t
increases from −∞ to ∞. Since our solution of the N -body problem is analytic in the
stated strip in the t plane, it follows that, if τ is used as independent variable, the solution
of the N -body problem has no singularities in the unit disk. Therefore, by elementary
theorems in the theory of analytic functions, the solution can be expanded as a power
series in τ for all τ in the unit disk. In principle, therefore, a solution of the N -body
problem may be represented as a convergent power series for all time. See Saari (1990)
and Barrow-Green (1996).

Imt Fig. 4.3. A solution of the

singularity three-body problem is ana-
h lytic in a strip |Im t | < h,
which maps to the unit disk
in the complex τ plane.
Re t

-h
 38 4. Mathematical Introduction

the solution as a series which converges for all times; it is not a power series in t,
however. Unfortunately the solution in this form has never been put to practical
use.
Since a solution of the three-body problem may be expressed as a convergent
series, it is surprising to recall that this problem is often quoted as one of the famous
unsolved problems of applied mathematics. Clearly, the issue hinges on what is meant
by a ‘solution’. Though the series expression is a solution of sorts, it would be very
hard to extract from this series any information about the qualitative behaviour of the
motion of the N bodies (or even any quantitative results). Nor is it very useful for
numerical calculations as the rate of convergence is even more painfully slow than
an N -body simulation. One usually expects much more from a satisfactory solution
of a dynamical problem.
The best known class of soluble problems in dynamics are the so-called
‘integrable’ problems. We shall take this to mean a problem in which sufficiently
many constants of the motion can be found so that the solution may be written down
in terms of ‘quadratures’, i.e. an integral of a function of a single variable. How one
finds these integrals is another matter, and usually boils down to identifying a sym-
metry of the problem at hand. For example, the motion of a particle in any spherical
potential may be integrated using the fact that the angular momentum and energy
are constant, and the existence of these integrals results from the invariance of the
potential under rotations and time-translation.
The question now arises whether the N -body problem is of this type. For N = 2
the answer is affirmative, and indeed it may be reduced to the problem of mo-
tion in a spherical potential (see Chapter 7). In fact, in this case the quadratures
can be carried out analytically. Even for N = 3, however, insufficiently many
integrals are known, and the search for other integrals has even led to theorems
proving their non-existence under certain conditions (Whittaker 1927, Moser 1973).
Chapter 20 describes a particular kind of three-body problem where this question
can be settled rather directly. The existence of integrals was one of the questions
which motivated Poincaré to study the three-body problem and, in the process,
to uncover many of the foundations of current research in Hamiltonian dynamical
systems.
What one can do with the known integrals, however, is to reduce the order of the
problem, i.e. the dimensionality of the phase space. The integrals associated with
the motion of the centre of mass (or barycentre), for instance, reduce the order by
six, but this is not much compared with 6N . With all such tricks even the three-body
problem can be reduced only to order seven (though one more order can be removed
by transformation of the independent variable). Another way of expressing this is
to say that a three-body system moves on a seven-dimensional subspace of phase
space. By studying the topology of this subspace one can sometimes reach rigorous
conclusions on the stability of three-body systems (the ‘c2 h’ criterion, see Marchal
1990). But this topological problem also has a pure-mathematical life of its own
 Problems 39

which recently led to a complete census of all possible types of topology in this
context (see Diacu 2000).
The topics raised in this chapter, and even the title of Poincaré’s book, illustrate
the remarkably close links that have existed between mathematics and dynamical
astronomy ever since the time of Newton. It is significant, however, that most of
this has occurred within the subject that is even now termed ‘celestial mechanics’.
Loosely speaking, this is the mathematical study of few-body problems, usually with
one dominant mass, such as those found within the solar system. We think that there
is equally fertile ground for such cross-fertilisation between mathematics and the
N -body problem of stellar dynamics, which is the subject of this book. That this is
less well-developed than in the area of celestial mechanics can be traced to the fact
that astronomy as a whole has become largely a part of physics. And yet it will be
found from certain sections of this book that tools which have been developed by
mathematicians for their own inscrutable reasons have turned out to have important
applications in stellar dynamics, often several decades afterwards.

Problems
(1) Show that the set of initial conditions of the N -body problem which lead to a
collision between a specific pair of particles has codimension two (i.e. two
less than the dimension of the set of all initial conditions).
(2) Verify that x = −q(1 − σ 2 ), y = 2qσ is a solution of Eq. (4.2), provided that
q = 0 and
1 t
σ + σ3 =  .
3 2q 3
Write down the appropriate collision solution, corresponding to q = 0, and
show that the orbit varies smoothly with q as one passes through the collision
orbit. Determine the geometric nature of the orbits. By treating the x,y plane
√
as a complex z-plane and applying the Levi Civita transformation ζ = z,
determine the geometric nature of the transformed orbits, and verify that they
vary smoothly through the collision orbit.
Repeat this problem with the solution given in Eq. (4.3), by varying e and
keeping a fixed.
(3) Two particles of mass m move along the x-axis, and are located at
x1 = sin2 (E/2) and x2 = −x1 at time t = E − sin E. Verify that their motion
satisfies the two-body equations if G = 1 and m = 1/2.
A third particle moves on the y-axis, and is massless. Show that its
equation of motion may be written as the system

ẏ = v
y
v̇ = −  3/2 .
y2 + x12
40 4. Mathematical Introduction

Show that there are three possible values of the constant c such that this
system has the solution y = cx1 .
Change the independent variable in the system to E and code the equations
numerically. By taking initial conditions close to one of the non-zero special
solutions found previously, show that it is possible for the particle to be
ejected with very high speed. (For a comparable problem with equal masses
see Szebehely 1974.)
 Part II

The Continuum Limit: N → ∞

Even though this is a book about dense stellar systems (i.e. what is often called
‘collisional’ stellar dynamics, though no physical collisions need take place), it rests
on a foundation of ‘collisionless’ stellar dynamics, and the relevant aspects are sur-
veyed in these five chapters. In addition, we outline the various ways in which the
effects of gravitational encounters can be incorporated, though the details are deferred
to later sections of the book.
Chapter 5 begins with a discussion of the main aspects of the thermodynamic
behaviour of N -body systems: how a stellar system responds to being put in contact
with a ‘heat bath’, for instance. In fact, stellar systems tend to cool down if heat is
added; paradoxical though this might seem, it helps us to understand even the motion
of an Earth satellite. A toy model helps to explain what is happening.
Chapter 6 introduces the basic tools used for describing large numbers of gravitat-
ing particles: phase space, the distribution function f , the gravitational potential, and
the equation governing the evolution of f (the ‘collisionless Boltzmann equation’).
We outline some of its solutions, and aspects of the manner in which they evolve,
especially phase mixing. We also look at the development of Jeans’ instability.
For our purpose the most important distribution functions are those exhibiting
spherical spatial symmetry. Therefore Chapter 7 is devoted to the motion of stars in
spherical potentials, including constants of the motion and their link with symmetry.
An important example which we shall exploit later in other contexts is the Kepler
problem. We outline the theory for more general potentials as well. Finally, we
explore briefly the nature of nearly radial motions (touching on their importance
for the stability of stellar systems) and those in time-dependent (but still spherical)
potentials.

41
 42 Part II. The Continuum Limit: N → ∞

Chapter 8 builds on Chapter 6, by examining those solutions of the collisionless

Boltzmann equation which are of particular relevance to the million-body problem.
These are the isothermal model, and King’s and Plummer’s models. We take the
opportunity of explaining why it is that the last of these (which is actually one of the
family of polytropic models) has such a simple form. All these models have a few
parameters, which may be adjusted in order to attempt to fit a model to observations,
but the chapter closes with a brief account of non-parametric methods of fitting
theory to observations.
Chapter 9 continues to develop the dynamical theme of Chapter 6, by showing
how the evolution of a large N -body system may be modelled approximately. At
the crudest level it may be characterised by the mass and energy of the system,
especially if we exploit the virial theorem. At the next (or, perhaps, the first) level
of sophistication we can treat the system like a fluid (a ‘star gas’), where the stars
are regarded as the atoms of the fluid. This introduces us to the Jeans equations of
stellar dynamics, but we also depart from the collisionless emphasis of these chapters
by mentioning the manner in which close gravitational encounters between pairs of
stars are incorporated (by analogy with collisions in a gas). In the same way we show
how they modify the collisionless Boltzmann equation to produce the Fokker–Planck
equation (in the sense in which this term is used in stellar dynamics). To complete the
story we remind ourselves of the most fundamental model: the N -body equations.
 5

Paradoxical Thermodynamics

A strange black box

Compared to laboratory situations, a self-gravitating star cluster is a very strange
object. Imagine that you were handed a star cluster in a closed box, so that you
could only measure the temperature at the surface of the box. Imagine also that
you could change the conditions of the star cluster from the outside in two ways:
(1) you could put the box inside a larger box with a different temperature, as an
effective heat bath, in order to change the temperature inside; (2) you could change
the size of the box, compressing or expanding its volume.
So far, there is nothing unusual, and we might still pretend that we are about to
carry out a textbook thermodynamics experiment. But when we dip our box into a
heat bath, something strange may occur: depending on the exact conditions inside
the box, the box may exhibit a most bizarre behaviour. When placed in a colder
environment, the box may actually heat up, without limit. The only way to cool the
box back to its original temperature would be to place it temporarily inside an even
hotter environment – but not for too long, otherwise it will cool to below its original
temperature.
This contrary tendency of self-gravitating systems corresponds to the fact that
such systems can exhibit a negative heat capacity. We will return to this mysterious
character later on, when we analyse its effects in detail, both on macroscopic scales,
governing the evolution of a star cluster as a whole, and on a microscopic scale, when
we deal with few-body systems.

43
 44 5. Paradoxical Thermodynamics

Reversing the pedals

A simple way to gain some familiarity with the negativity of the heat capacity of
a star cluster is to consider a satellite in orbit around the Earth. When the satel-
lite undergoes some friction from the atmosphere, it will tend to lose some energy,
and as a consequence it will lose some height. Dropping to a lower orbit, how-
ever, brings the satellite closer to the Earth, where the gravitational attraction is
larger. This means that a higher velocity is required in order to stay in a circular
orbit, balancing the centrifugal forces of inertia with the centripetal forces of gravity
(Box 5.1).
The immediate effect, then, of a loss of energy is a speeding up of the motion
of the satellite. Net energy is lost, of course, but even more potential energy is lost,
and therefore the kinetic part of the energy is actually increased. It would be as if

Box 5.1. How air drag speeds up a satellite

Instead of moving on a circular orbit, the satellite describes a tightly wound spiral
(Fig. 5.1). Therefore its velocity has a tiny radial inward component. Two forces do
work on the satellite: air drag, which acts to oppose the motion, and gravity, which has
a tiny component in the direction of motion. Which wins?
In fact the rate of change of kinetic energy is
G Mm
Ṫ = −ṙ − v F, (5.1)
r2
where m and M are the masses of the satellite and the Earth, respectively, r is the distance
between them, v is the speed of the satellite, and F is the magnitude of the drag force.
G Mm
In nearly circular motion we have approximately T = , where we have used the
2r
v2 GM G Mm
approximate equation of motion = 2 , and so Ṫ = − ṙ . Hence it is clear
r r 2r 2
that the first (gravitational) term on the right side of Eq. (5.1) is twice the size of the
second (drag) term. In other words gravity wins and the satellite speeds up.

F
Satellite orbit

Earth’s surface

To Earth’s centre
Fig. 5.1. Motion of a satellite on a nearly circular orbit under the action of a small
drag force.
 Never at rest 45

stepping on the brake in a car caused the car to speed up, and pushing the accelerator
slowed the car down (in a gravitational car, those pedals presumably would be called
the push and the decelerator, respectively).
Note the symmetry between the operations. Pushing the brake and seeing the car
speed up nonetheless could be accomplished when going down a steep mountain
road, with a brake that is not powerful enough. In that case, however, pushing the
accelerator would have a qualitatively similar effect, of increasing the velocity (by an
even larger amount), and doing nothing would also lead to a rising speed. In the case of
a satellite, even a slight acceleration would lead to a higher orbit with a consequently
lower speed.
This property of orbits is also of importance in understanding the role of resonances
in the maintenance of spiral patterns in galaxies. In the words of Lynden-Bell and
Kalnajs (1972), ‘stars act like donkeys slowing down when pulled forwards and
speeding up when held back’. (Transport analogies seem to be favoured in discussions
of this behaviour.)
This paradoxical behaviour does not always occur for centripetal forces like
gravity. Consider, for instance, the artificial case of two-dimensional gravity. This
corresponds to the attraction of infinite parallel rods, which varies as r −1 , like the
force between two line charges in electrostatics. A system of gravitating rods does
not exhibit a negative specific heat (Padmanabhan 1990, and Problem 2).

Never at rest
The situation is actually more complicated. Doing nothing, while perhaps difficult
for human beings, is altogether excluded for a self-gravitating star system. Even if
we just leave our box with stars alone, and occasionally measure its temperature, we
will find, after a long time, that the temperature will begin to creep up. Something is
going on inside, and all the signs are pointing towards a perpetuum mobile!
What happens is that, if we wait long enough, a simultaneous close three-body
encounter will produce a tightly bound pair (Eq. (21.17)). It can be shown (Chapter 19)
that from that moment on, the probability is overwhelmingly large that this pair will
grow tighter and tighter, on average, giving off more and more energy. This energy is
converted to kinetic energy of all the other particles, including the kinetic energy of the
centre-of-mass motion of the bound pair (see Fig. 5.2). So energy is still conserved.
This is an example of a negative heat capacity showing up on a microscopic
level, in a self-gravitating system of particles (Chapter 19). It is also an example of
what is known in particle physics as an ultra-violet divergence. Since the individual
particles are mass points with no spatial extension, they can come arbitrarily close,
and therefore their negative gravitational binding energy can become arbitrarily large.
Just one pair of particles can therefore provide an unlimited amount of positive energy
to the rest of the system.
 46 5. Paradoxical Thermodynamics

Fig. 5.2. Energies of escapers in isolated N-body systems (after Giersz & Heggie
1994b). In the first half of the evolution there are no binaries; escapers are caused by
two-body encounters (Chapter 16) and have low energy. The escape rate increases as
the core of the system collapses (Chapter 18). Eventually the core is so dense that
binaries form. In their evolution they eject stars with much higher energies
(Chapter 23). If the system were enclosed in a box, as in the text, they would be
perceived through the increased temperature of the walls. Energy is measured in
units of 2/3 of the mean kinetic energy per particle. Results from many simulations
are collected in the one figure.

In this thought experiment, after closing the lid of the box, we would notice that
the walls of the box got hotter, without bound. Even if we slowly extracted heat from
the box, its temperature would keep rising. The tightly bound pair of particles in our
experiment will have an orbital motion that is much faster than that of the single
particles that it encounters. In an attempt to reach equipartition, the bound particles
will try to convey some of their rapid motion to the single particles, speeding the
latter up in the process. The particles in the bound pair themselves, however, while
attempting to slow down, will find themselves falling to an even tighter orbit about
each other. A shorter distance in the gravitational two-body problem implies a higher
orbital velocity, so the net effect is that both the single particles and the bound particles
will speed up as a result of their interactions.

A toy model
Imagine a spherical enclosure of radius R with a fixed attracting mass M at the centre.
Another body, of unit mass, freely moves around inside, and bounces elastically
 A toy model 47

1.8

1.6

<T>
1.4

1.2

-2 -1.5 -1 -0.5 0 0.5 1

E
Fig. 5.3. Mean kinetic energy T  against energy E for the toy model discussed in
the text. Both energies are scaled by G M/R.

whenever it strikes the inner wall of the sphere. When its energy is low enough, in fact
when E < −G M/R, it can never reach the sphere, and then its mean kinetic energy
is T  = −E (Problem 3). When its energy is high enough to allow collisions with
the sphere, the calculation of the mean kinetic energy is a good deal harder.1 At very
high energies, however, it is clear that the particle speeds past the central mass almost
without deflection, and its mean kinetic energy is only a little bigger than at the bound-
> E + G M/R. Using T  as a surrogate for temperature, we see that,
ary, i.e. T  ∼
above some minimum temperature, a system of a given temperature can be in either
a high energy or a low energy state (Fig. 5.3). Furthermore, the high energy state has
positive heat capacity d E/dT , and the low energy state has negative heat capacity.
Now suppose we have many slightly interacting particles inside the enclosure,
one at low energy and high temperature (i.e. high up on the left branch of the curve
in Fig. 5.3), and N others at high energy and low temperature (i.e. lower down on
the right branch). Because the slopes of the two branches are comparable (though of
opposite sign), it is easy to see that a flow of heat from the hot particle to the remainder
heats all the particles, but the inner body is heated more, roughly in the ratio of N:1.
Thus the temperature difference is exacerbated, and the energy of the single body
decreases still further. The outer bodies strike the wall with increasing energy, which
is registered as an increase in the temperature which the system presents to the outside
world.
This is a toy model not just of paradoxical thermodynamic behaviour, but of the
million-body problem itself. If you turn Fig. 5.3 upside down it resembles part of
Fig. 17.2, which is concerned with the stability of self-gravitating systems.

1
See Problem 6.3. The calculations are simpler in a related model discussed by Padmanabhan
(1990), but he takes a more advanced viewpoint thermodynamically. Our model was suggested
by a reading of this paper, which contains several other highly illuminating toy models and
discussions of the thermodynamic behaviour of self-gravitating systems.
 48 5. Paradoxical Thermodynamics

Problems
(1) You are the pilot of a spacecraft about to dock with a satellite which moves
ahead of you on the same circular orbit. In which direction should the
thrusters of your spacecraft be fired in order to catch up with your objective:
forward or backward?
2r F
(2) Using the theory in Box 5.1, show that Ṫ = v F and ṙ = − . If the
mv
attractive force of the Earth were to vary as r −n , show that the results would
2r F n−1
become ṙ = − and Ṫ = v F . Deduce that paradoxical
mv(3 − n) 3−n
behaviour only occurs if 1 < n < 3.
(Harder) What happens if (a) n = 3, (b) n > 3, (c) n = 1, (d) n < 1?
(3) A particle of unit mass moves in the gravitational field of a fixed mass M
according to the equation of motion
G Mr
r̈ = − .
r3
If the energy is E = v 2 /2 − G M/r , show that r < R provided that
d2
E < −G M/R. Show that 2 r 2 = 2T + 2E, where T is the kinetic energy.
dt
Assuming that the motion is periodic, deduce that T  = −E. (This is a
version of the virial theorem (Chapter 9) for the Kepler problem.)
 6

Statistical Mechanics

In order to progress from qualitative arguments and toy models it is necessary to set
up apparatus for describing a gravitational N-body system. There are several ways
in which this can be done.
One common approach is to employ the N position vectors ri and the N velocity
vectors vi of the stars at some time. Each of these vectors has three components, and
so the entire system can be described by a single 6N -dimensional vector, i.e. a single
point in a 6N -dimensional space
. This is a useful description, because it is sufficient
to specify uniquely the entire subsequent evolution of the system, as the equations
of motion are of second order; they describe the motion of this point through
.
Implicitly, therefore, this is the description adopted in N-body methods, even though
it is more natural to think of N particles moving in a six-dimensional phase space.
This description in a 6N -dimensional space can be turned into a statistical one if
we imagine a collection of stellar systems, each described by a distinct point in
.
If their distribution is described by a probability density function f , the evolution of
f is determined by the equations of motion, and indeed is equivalent to them. This
description is almost never used in stellar dynamics.
Another way of describing a stellar system is to represent each star by a single
point in a six-dimensional space with coordinates r and v. Thus a single system is
represented by N such points. We call this space ‘phase space’, though it is rather
more usual to define phase space as a space with coordinates and momenta, rather
than velocities. We shall see, however, that, in situations where this description is
most useful, the basic dynamics is independent of mass. This information, i.e. the
positions in phase space of all N stars, given at some time t, is sufficient to determine
the entire subsequent evolution.

49
 50 6. Statistical Mechanics

-0.5

-1

-1.5

-2
φ

-2.5

-3

-3.5

-4
-3 -2 -1 0 1 2 3
x
Fig. 6.1. The potential well of a Plummer model (Chapter 8) for various numbers
of particles N. The potential φ is plotted for points along the x-axis, for N = 1 (the
deepest), 4, 16, 64, 256 and 1024, and for the exact Plummer model (corresponding
to infinite N; this is the heavy dashed curve). The curve for each successive N was
obtained by adding the appropriate number of particles to the previous system,
i.e. the various systems are not independent realisations of a Plummer model. This
figure illustrates the fact that the potential in a phase-space description (the heavy
dashed curve) may differ substantially from that in an N-body description.

We can also use phase space for a statistical description. Either we imagine that
there are sufficiently many stars in the system that their distribution can be adequately
represented by a smooth function, or else we can imagine the evolution of a collection
of systems. In either case we suppose that there is a function f (r, v, t) which can be
interpreted either as a probability density or, in more physical terms, the density of
stars in phase space, just as the density of a fluid describes the distribution of atoms
in ordinary space. It is often called the ‘one-particle’ distribution, to distinguish it
from the distribution in
. There are several ways in which f can be normalised,
depending on its interpretation as a number density, a mass density or a probability


density. Usually, however, we adopt the convention that f d 3 rd 3 v = N . This


implies that f d 3 v = n, the number density in space.
The most important fact about f , however, is not these matters of convention but
its main limitation: it is insufficient for an exact description of the dynamics (see also
Fig. 6.1). It cannot tell us what happens when two stars come very close together,
even though a close encounter will drastically alter their orbits. In fact, phase space
is a useful description only when such events are sufficiently rare or insignificant: if
the dynamics of each star is principally determined by the large mass of relatively
distant stars, then the use of phase space is a useful simplification. Put another way,
this is the point at which we make a choice between ‘collisional’ and ‘collisionless’
 6. Statistical Mechanics 51

stellar dynamics. It is not that we are avoiding physical collisions; rather we are
neglecting the special effects of gravitational two-body encounters. Fortunately, this
assumption is justified in practice in many situations of interest (see Chapter 14).
For the time being, then, we suppose that the dynamics of the stars can be studied
if we know only their distribution f . If all N stars have the same mass m then their
space density is

ρ(r, t) = m f (r, v, t)d 3 v. (6.1)

If stars have various masses, then we introduce an m-dependence into f and modify
this integral accordingly. In any event, from ρ we determine the potential φ(r, t) from
Poisson’s equation

∇ 2 φ = 4π Gρ, (6.2)

where G is the constant of gravitation, and then the equation of motion of an individual
star is

r̈ = −∇φ. (6.3)

This illustrates two things: (i) that the motion of the star is independent of its mass, and
(ii) the motion of two neighbouring stars will be virtually identical, and independent
of their neighbour’s location. The first of these remarks will play a significant role in
Chapter 10; how to improve on the second approximation is the subject of Chapter 14.
In order to complete the approximate statistical description of a stellar system,
we now show how the equation of motion, Eq. (6.3), determines the evolution of f .
The analogy with fluids is again helpful. If a fluid of density ρ moves in three-
space with velocity v, then conservation of mass leads to the ‘continuity equation’
∂ρ/∂t + ∇.(ρv) = 0. In our case the space is six-dimensional, with ‘coordinates’
given by the six-vector (r, v), the corresponding ‘velocity’ is the six-vector (v, −∇φ),
and f takes the place of density. Thus the corresponding equation is

∂ f /∂t + ∇r .( f v) − ∇v .( f ∇φ) = 0, (6.4)

where
3
∂
∇r .( f v) = ( f vi ),
i=1
∂ri

and ∇v is similarly defined. Because r and v are independent, and φ does not depend
on v, Eq. (6.4) simplifies to

∂ f /∂t + v.∇r f − ∇φ.∇v f = 0. (6.5)

This equation is rather fundamental. It is often called the ‘collisionless Boltzmann

equation’, astrophysicists being rather reluctant to use the term ‘Vlasov equation’,
 52 6. Statistical Mechanics

as is more common in plasma physics.1 Another way of writing it is in the form

∂f
+ [H, f ] = 0, (6.6)
∂t
where H = v 2 /2 + φ is the Hamiltonian for the motion of a particle in the potential
field φ and [H, f ] denotes the Poisson bracket of H and f (see, e.g., Goldstein
1980). This is very useful for problems where Hamiltonian methods are appropriate,
and in that context Eq. (6.6) is called Liouville’s Theorem (see Goldstein 1980). To
write the collisionless Boltzmann equation in curvilinear coordinates, however, it is
better to write Eq. (6.5) as
∂ f /∂t + ṙ.∇r f + v̇.∇v f = 0, (6.7)

and simply write down the corresponding equation in the new coordinates
(cf. Problem 1).
It is worth remarking that Eq. (6.6) is equivalent to Eq. (6.3), and not just de-
ducible from it: if we seek a solution of Eq. (6.6) in the form δ(r − r(t), v − ṙ(t)) then
it turns out that r(t) must obey Eq. (6.3). The link between the two is also evident from
a mathematical point of view. The standard method of solving a partial differential
equation like Eq. (6.6) is by the method of characteristics (e.g. Garabedian 1986,
Chapter 2), and it turns out that the characteristics of Eq. (6.6) are just the solutions
of Eq. (6.3).
The analogy with ordinary fluids remains helpful in the interpretation of Eq. (6.5).
If a fluid is incompressible, then its ‘convective derivative’ vanishes; the convective
derivative is simply the derivative following the motion of the fluid, and so ∂ρ/∂t +
v.∇ρ = 0. The resemblance to Eq. (6.5) shows that, in the phase-space description of
a stellar system, f is constant if we follow the motion of a star in phase space; in other
words, phase ‘fluid’ is incompressible. This property often allows us to visualise a
solution of the collisionless Boltzmann equation that would be quite difficult to write
down (Fig. 6.2).
The fact that f is invariant as we follow particles in phase space can sometimes be
used to impose useful constraints on very complicated motions in stellar dynamics,
provided that the collisionless Boltzmann equation is valid. For example, in studying
collisions between galaxies, which usually lead to a single remnant, astrophysicists
are interested in knowing conditions near the centre of the remnant. Conservation of
phase-space density places an upper bound on the phase density there. In fact, other
dynamical process such as ‘phase mixing’ (Chapter 10) finely intersperse regions of
high and low phase density, and our incompressible phase fluid becomes more like
a foam.
1
Even here, however, the phrase ‘Vlasov equation’ commonly refers to the coupled system
consisting of the collisionless Boltzmann equation and Maxwell’s equations. Spelling also
differs from one source to another; if you need to look it up in an index, try also Wlasow. See
also Hénon (1982).
 6. Statistical Mechanics 53

.
r

-2

-2
-1
-1
0 0
r
1
1
2

Fig. 6.2. Visualising a solution of the collisionless Boltzmann equation. The

one-dimensional Kepler problem has conserved energy E = ṙ 2 /2 − G M/r ,
and a two-dimensional phase space with coordinates r , ṙ . (The collision singu-
larity at r = 0 is irrelevant to our purposes; besides, it could be removed by
regularisation (Chapter 15).) Particles move downwards (i.e. ṙ decreases, though
r may either increase or decrease) on curves E = constant. Particles at smaller
E have shorter periods and move more quickly. The figure labels the positions
of two particles at times . . ., −2, −1, 0, 1, 2, . . .. Suppose we have to solve the
collisionless Boltzmann equation with initial conditions such that f = constant
inside the region [−1, −1, 0, 0] and f = 0 outside. At time t = 2 the corners
have moved to [1, 1, 2, 2], and so f = constant inside this region and f = 0
outside.

As we have just seen, f is constant along orbits in phase space. In some cases
we know functions with this property. For example, the energy E is constant if φ
is time-independent. If φ is spherically symmetric (see Chapter 7) then the angular
momentum is constant. Since any function of these is also constant, it follows that
any distribution of the form f (E, J ) solves the collisionless Boltzmann equation if φ
is spherically symmetric and static. In the astrophysical literature this is a special case
of what is often called Jeans’ Theorem, after one of the founding fathers of stellar
dynamics. But Jeans was a fine applied mathematician, and in his own writings (Jeans
1929) he attributed the result to Lagrange.
It is easy to be confused by the expression f (E, J ), because this is not the distri-
bution function of E and J , but the distribution in phase space expressed as a function
of these two variables. To relate the two concepts, let us define N (E, J )d Ed J as
the number of stars with E and J in small intervals d E, d J , respectively. Then


N = f (E, J )δ(v 2 /2 + φ − E)δ(|r × v| − J )d 3 vd 3 r. This is easily evaluated by
 54 6. Statistical Mechanics

first integrating with respect to v, using r as polar axis. The result is that

N (E, J ) = 8π 2 J P(E, J ) f, (6.8)

where P(E, J ) is the radial period of the orbit with parameters E and J (see
Chapter 7). Similarly, if f depends on E alone, then the number of stars per unit
energy is
 rmax
N (E) = 16π f (E)
2
r 2 (2(E − φ))1/2 dr , (6.9)
0

where φ(rmax ) = E.
What determines f ? Beyond Jeans’ Theorem, Eq. (6.6) is little guide, and infor-
mation on this question comes from other considerations, most of which lie outside
this chapter. First, the interpretation of f shows it must be non-negative. Another
consideration, which is not as irrelevant as it might seem at first sight, is mathematical
convenience. Much effort has gone into the construction of more-or-less simple dis-
tributions which can be used as models for the interpretation of observations or the
construction of initial conditions for N-body models, and so on (see Chapter 8).
Of deeper significance are distribution functions f with physical meaning. Since
Eq. (6.6) shows that f evolves in time, there is at least a possibility that concepts
of statistical mechanics might be applicable. If so, it might be possible to suggest
particular forms (e.g. entropy maxima) towards which f would evolve after suffi-
cient time (see Chapter 10). Finally, there is the dynamics which is not embodied
in Eq. (6.6), i.e. the interactions between neighbouring particles. In a simple model
of an ordinary gas this leads to relaxation to a Maxwellian distribution of velocities.
In stellar dynamics the corresponding mechanism is called ‘two-body relaxation’
(Chapter 14). It is also known that three- and four-body interactions influence the
distribution (Chapters 19, 26), but these involve ‘internal degrees of freedom’ which
are not described by our single-particle distribution function f .

Jeans’ instability
One of the standard applications of the formalism introduced in this chapter is the
stellar-dynamic analogue of a problem in gas dynamics studied by Jeans. The calcu-
lation is accessible in Binney and Tremaine (1987), and we merely summarise the
physical interpretation and touch on a historical curiosity. This is a real digression:
we have little further use for the calculation in the remainder of the book.
The problem begins with the unlikely concept of a static, spatially infinite and uni-
form medium, described by a potential φ0 , density ρ0 and distribution function f 0 , all
of which are independent of position and time. Next we suppose that these functions
are subject to small (t-, r- and v-dependent) perturbations, denoted by subscript 1,
 Jeans’ instability 55

and we proceed to linearise Eqs. (6.2) and (6.5). We find that the terms of zeroth and
first order give the equations

∇ 2 φ0 = 4π Gρ0 , (6.10)
∇ φ1 = 4π Gρ1 ,
2
(6.11)
−∇r φ0 .∇v f 0 = 0, (6.12)
∂ f1
+ v.∇r f 1 − ∇r φ1 .∇v f 0 = ∇r φ0 .∇v f 1 . (6.13)
∂t
Unfortunately there is no potential φ0 satisfying both Eqs. (6.10) and (6.12). This
should not surprise us: as shown in Problem 2.3, the gravitational force in an infinite
uniform system can take any value we please.
We now have two choices. One choice is to revise the assumption of a uniform,
infinite medium in dynamic equilibrium. The second is to invoke the ‘Jeans swindle’.
Let us consider these in turn.
The initial assumptions may be modified in various ways which allow progress.
What we need is an unperturbed model whose potential does not accelerate (or, more
fundamentally, change the momentum of) a perturbed particle. (This is the interpre-
tation of the troublesome term on the right of Eq. (6.13).) An example is collapse of a
‘cold’ uniform sphere (Fig. 2.1). If we use coordinates which collapse along with the
sphere, all particles are at rest in the absence of perturbation. There is a close analogy
here with the theory of gravitational instability in the expanding universe, where the
basic mechanism is well understood (see Peebles 1993). The stellar-dynamical prob-
lem is quite involved (Aarseth et al. 1988 and Problem 4),2 but again the system is
unstable, which accounts for the clumpiness visible in frames 6–8 in the cited figure.
Another uniform model which does not accelerate a perturbed particle is described
in Box 7.3, though there it is the angular momentum of the perturbed particle that is
unaffected. Finally there is a very interesting (if highly artificial) system in which the
gravitating matter is confined to a ring and the attraction is suitably doctored (Inagaki
& Konishi 1993).
The other way of dealing with the troublesome term in Eq. (6.13) is simply to
ignore it. Certainly this makes the problem tractable, and the resulting analysis leads
to a stellar dynamical analogy to the Jeans instability of self-gravitating gases. We
shall say a little more about this in Chapter 9.
We do not know who invented the term ‘Jeans swindle’, which invites the suspicion
that Jeans cheated. To the best of our knowledge, Jeans tackled only the gas-dynamical
analogue of the above problem, towards the end of a long paper (Jeans 1902) which
also treated the stability of both spherical and slowly rotating equilibria. In the latter
cases the equilibrium structure was not neglected, but when it came to the discussion

2
Even its numerical simulation has some subtleties (Theis & Spurzem 1999).
 56 6. Statistical Mechanics

of the infinite case Jeans argued that ‘If space has no boundary there is presumably
no need to satisfy a boundary condition at infinity, so that ρ may have any value’,
and simply asserted that φ0 = 0.

Problems
(1) Suppose the distribution function depends only on r , vr and vt , where r is the
distance from the centre, vr is the radial component of velocity, and vt is the
transverse component. Observe, by analogy with Eq. (6.7), that the collision-
less Boltzmann equation takes the form
∂f ∂f ∂f
∂ f /∂t + ṙ + v̇r + v̇t = 0.
∂r ∂vr ∂vt
If the potential φ is spherically symmetric (Chapter 7), express ṙ , v̇r and v̇t in
terms of r , vr , vt and φ, and deduce that
 2 
∂f vt ∂φ ∂ f vr vt ∂ f
∂ f /∂t + vr + − − = 0.
∂r r ∂r ∂vr r ∂vt
(2) If the potential is due to the attraction of a mass M, i.e. φ = −G M/r , find the
relation between f (E) and N (E) for E < 0, using Eq. (6.9).
(3) In the toy model of Chapter 5 (see Fig. 5.3), a particle of unit mass moves in
the potential φ = −G M/r within a sphere of radius R. Show that the mean
kinetic energy, averaged in the natural way over all particles of energy E, is


r ≤R δ(v 2 /2 + φ − E)v 2 d 3 rd 3 v
T  =
,
2 r ≤R δ(v 2 /2 + φ − E)d 3 rd 3 v

rmax  G M 3/2 2
+E r dr
=
r 
0 r
 1/2
,
0
max GM
r
+E r 2 dr

where rmax = R if E > −G M/R, and −G M/E otherwise.

If E > 0 show that
√ √ √
T R 3x + 17x 2 + 22x 3 + 8x 4 − 3 x(1 + x) ln( 1 + x + x)
=x √ √ √ ,
GM −3x − x 2 + 10x 3 + 8x 4 + 3 x(1 + x) ln( 1 + x + x)

where x = R E/(G M). (We confess to using Maple for this.)

Find similar results in the cases (a) −G M/R < E < 0 and (b)
E < −G M/R. (They are plotted in Fig. 5.3).
(4) At time t = 0, N particles of mass m are distributed uniformly inside a sphere
of radius R, and are at rest. Show that, because of Poisson fluctuations, two
particles at the same initial radius R have accelerations which differ by a
 Problems 57

√
relative amount of order 1/ N . Deduce that the times at which they reach
some smaller radius R differ by a similar relative amount, and√hence that
their radii at the same time differ by an amount of order V t / N , where V
is the infall speed at time t . By√arguing that the minimum radius of the
system is given by Rmin ∼ <V t / N , and estimating V and t , deduce that
−1/3
Rmin ∼ R N .
 7

Motion in a Central Potential

There are at least two reasons for studying this classical problem in a modern book
on the gravitational N-body problem. First, it approximately describes the motion of
individual stars in a nearly spherical system. Second, it describes the relative motion
of two stars which happen to come close together. These applications are comple-
mentary. In the first we approximate the potential due to the other stars in the system
by a smooth spherically symmetric field (Fig. 6.1). Occasionally, however, two stars
come close together, and then the field of the rest of the cluster can be neglected
temporarily. In this case it is the relative motion of the two stars that is described by
a central force equation:

G(m 1 + m 2 )
r̈ = − r, (7.1)
r3
where their masses are m 1 and m 2 , and r is their relative position vector. The indi-
vidual motion of each star can then be constructed if the motion of their barycentre
is known.
In a central force problem motion is described by an equation of the form
r̈ = −∇φ(r ),
where r = |r|. Thus, choosing φ = −G(m 1 + m 2 )/r yields Eq. (7.1). We define the
specific angular momentum, i.e. angular momentum per unit mass, by J = r × ṙ.
It is immediately seen by differentiation that this is conserved during motion in a
central field, even if the field is time-dependent. (Physically, a central force exerts no
torque.) In turn this implies that motion is on a fixed plane passing through the centre
of the force field, since J · r = 0. The other important invariant (for a static potential)

58
 7. Motion in a Central Potential 59

Box 7.1. Noether’s Theorem

Suppose a system is described by a Lagrangian L(q, q̇), where q is a vector of generalised
coordinates. Let h s (q) be a one-parameter (parameter s) group of transformations such
that h 0 is the identity. Let the generalised velocities transform under the map h s∗ : q̇ →
∂h s
q̇. If L is invariant under these transformations, i.e. L(q, q̇) = L(h s (q), h s∗ (q̇)), then
∂q ∂L d s
the quantity h (q)|s=0 is invariant.
∂ q̇ ds
1
For motion in a spherical potential the Lagrangian is L = ṙ2 − φ(r ). Let h s be
22
rotation about the z-axis by angle s. Then ṙ is not invariant, but ṙ is, and so is r . For
∂L d s
small s, h s (x, y, z) (x − ys, y + xs, z), and so h (q) = (ẋ, ẏ, ż) · (−y, x, 0),
∂ q̇ ds
i.e. the z-component of angular momentum.
Bringing the energy integral within this framework requires some modest extensions
(see Arnold 1978a).

is the specific energy, defined by

1
E = ṙ2 + φ(r ).
2
These two invariants reflect symmetries of the dynamical problem, and are special
cases of Noether’s Theorem (Box 7.1). The invariance of J reflects only the spherical
symmetry of φ, and is true even if the field is time-dependent. The constancy of E
depends only on the assumed time-independence of φ, and not the spherical symme-
try. Certain central forces have further symmetries, and further invariant quantities
can be constructed. The Kepler problem (this chapter and Chapter 15) is one of these,
and the three-dimensional simple harmonic oscillator is another, which is discussed
further below.
The potentials corresponding to these two problems are approximately applicable
to the dynamics of stellar systems. Far outside the bulk of the mass, φ −G M/r ,
where M is the total mass. (The potential is arbitrary up to an additive constant,
but in idealised models isolated from all external matter, it is convenient to choose
the constant so that φ → 0 as r → ∞.) Near the centre, on the other hand, if the
potential is non-singular it can be expanded as
2π Gρ0 2
φ φ0 + r , (7.2)
3
where ρ is the density of matter and the subscript 0 refers to the centre. The coeffi-
cient here comes from the theory of the gravitational potential in spherical systems,
for which Newton’s Second Theorem (see Binney and Tremaine 1987) asserts that
−dφ/dr = −G M(r )/r 2 , where M(r ) is the mass within an imaginary sphere of
radius r. Near the centre, M(r ) 4πρ0r 3 /3, whence Eq. (7.2) follows immediately.
From the properties of Keplerian and simple harmonic motions, several useful re-
sults follow. For example, comparison of Eq. (7.2) with the standard simple harmonic
 60 7. Motion in a Central Potential

potential ω2r 2 /2 shows that the period of orbits near the centre is given approximately
by


P 3π/Gρ0 . (7.3)

Orbits which remain outside most of the mass will, on the other hand, resemble a conic
section, by Kepler’s First Law. If this is an ellipse of semi-major axis a, it follows
from the theory of Keplerian motion (Box 7.2) that the period is approximately


P 4π 2 a 3 /(G M). (7.4)

This can be written as

P 3π/G ρ̄, (7.5)

if ρ̄ is thought of as the mean density in a sphere of radius a containing the entire mass
of the cluster. The resemblance to Eq. (7.3) follows from dimensional arguments, but
the equality of the coefficients may look like an undeserved bonus (Problem 1).
To investigate central orbits further we can use plane polar coordinates r, θ in
the plane of motion. The angular momentum is then J = r 2 θ̇, the energy integral
1
becomes E = (ṙ 2 + r 2 θ̇ 2 ) + φ, and so
2
1 2 J2
E= (ṙ + 2 ) + φ. (7.6)
2 r
We assume that φ has the form of a finite potential well (Fig. 7.1), and that φ → 0
J2
as r → ∞. The function φeff = 2 + φ, often called the ‘effective potential’, plays
2r
an important role in orbit theory. For a given non-zero value of J , φeff has a single
minimum at some radius a > 0, where
J2
− + φ (a) = 0, (7.7)
a3
and a circular orbit of this radius and angular momentum is possible if E = φeff (a),
since Eq. (7.6) then implies that ṙ = 0.

Box 7.2. Formulae for Keplerian motion

Proofs of the following can be found in numerous texts on dynamics, e.g. Goldstein
(1980). We also like very much the vectorial treatment in Pollard (1976).
µr
Consider the equation of planar motion r̈ = − 3 (cf. Eq. (7.1)). Then the specific
1 µ r
energy is E = ṙ2 − . If E < 0 then the motion is on an ellipse with the origin
2 r µ 2π
at one focus. The semi-major axis is given by E = − and the period by ,
2a n
where the ‘mean
motion’ is given by n a = µ. The specific angular momentum has
2 3

magnitude J = µa(1 − e2 ), where e is the eccentricity of the ellipse. If the orbit is

aligned with pericentre along the positive x-axis, then the position vector at time t is
 7. Motion in a Central Potential 61

√
(a(cos ψ − e), b sin ψ), where b = a 1 − e2 is the semi-minor axis, and the eccentric
anomaly ψ is given by Kepler’s equation nt = ψ − e sin ψ, if the origin of t is taken at
the time of pericentre. (We would prefer E for the eccentric anomaly, but that is already
in use.) In plane polar coordinates the orbit is given by
a(1 − e2 )
r= . (7.8)
1 + e cos θ
Similar formulae are obtained for hyperbolic motion (E > 0), but are usually ex-
pressed in real form via hyperbolic functions instead of circular ones, and it is some-
Gµ
times helpful to redefine a to make it positive, i.e. E = . An important additional
2a
formula in the hyperbolic case is for the deflection angle α between the ingoing and
outgoing asymptotes:
√
tan(α/2) = µa/J. (7.9)
Again the case of parabolic motion (E = 0) leads to a different suite of formulae. A
unified treatment of all three types of motion is possible if specially designed variables
are used (Stumpff 1962).
When these equations describe the relative motion of two bodies with masses m 1 and
m 2 (cf. text), we have µ = G(m 1 + m 2 ), and the energy and angular momentum in their
barycentric frame are obtained by multiplying by the reduced mass m 1 m 2 /(m 1 + m 2 ).
1 m 1 m 2 2 Gm 1 m 2
Thus the energy becomes E = ṙ − .
2 m1 + m2 r

For a given angular momentum J, if E slightly exceeds φeff (a) then motion in a
small range of radii near radius a becomes possible. Differentiating Eq. (7.6), can-
celling ṙ , expanding about r = a, and using Eq. (7.7), we find that r̈ = −κ 2 (r − a)
approximately, where κ 2 = 3φ (a)/a + φ (a). This describes the radial motion. In
addition, conservation of angular momentum shows that the star circulates at a rate
which is nearly constant, except for an oscillation at frequency κ. The composition of
these two motions can be represented as motion on a small ellipse whose centre cir-
culates round the centre of attraction. Because of the resemblance of this description to
the Ptolemaic model of the solar system, κ is referred to as the ‘epicyclic’ frequency.
The qualitative features of orbits which are not nearly circular can be easily de-
duced from Fig. 7.1. We continue to assume that J = 0. If E sufficiently exceeds
φeff (a) that the epicyclic approximation is too inaccurate, but still E < 0, then Fig. 7.1
shows that motion is confined between two radii, which we denote by rmin and rmax ,
and is periodic in radius. If E ≥ 0 then the star escapes to infinity. In the case of
the Keplerian potential the distinction between orbits of negative and positive energy
is reflected in the transition from bound, elliptic motion to unbound motion on a
hyperbola.
At the opposite extreme, as it were, from epicyclic orbits are nearly radial orbits.
Such orbits, which pass close to the centre of the potential, are of particular interest
for two reasons: first, stars which are ejected from the dense central parts of a stellar
system travel on such orbits, and, second, they play a crucial role in one of the basic
 62 7. Motion in a Central Potential

Fig. 7.1. Radial motion in a

spherical potential. See the
text for an explanation of
the symbols. The case
φ φeff (a) < E < 0 is
eff
illustrated.
a r
φ= E

(a) y(t) (b) y(t)

1
2

0.5
1

-2 -1 0 1 2 -1 -0.5 0 0.5 1
x(t) x(t)
-1
-0.5

-2
-1
√
Fig. 7.2. Two orbits in the scaled Plummer potential φ = −1/ 1 + r 2 . They start at
r = 1 on the x-axis, moving transversely upwards with speeds (a) 0.9 and (b) 0.1.
Note that the angular separation of successive apocentres, when measured in the
direction of motion, lies between the values for the simple harmonic oscillator (π )
and Kepler motion (2π ); see Problem 4.

instabilities to which stellar systems are liable (see, for example, Antonov 1973,
Fridman & Polyachenko 1984, Palmer 1994).
Let us consider orbits of a given energy E and small angular momentum. For
J = 0 the orbit is purely radial, and successive maxima in r are separated (in θ)
by an angle exactly equal to π . If J is small the star passes close to the origin, and
√
its speed then is nearly 2(E − φ0 ). By angular momentum conservation it follows
that the distance of closest approach to the origin is nearly proportional to J . It is
also easy to see that the transverse deviation from a purely radial orbit is proportional
to J , and therefore successive maxima in r are separated (in θ) by angles which differ
from π by a small angle proportional to J (Fig. 7.2b and Problem 2).
It is this tiny angle by which nearly radial orbits rotate which allows them to
cooperate with a non-radial perturbation in the potential to give rise to the ‘radial orbit
 7. Motion in a Central Potential 63

instability’, especially in systems where such orbits are heavily populated. In such a
system the pressure tensor is very anisotropic, and the transverse velocity dispersion
is relatively low. In this sense such systems have a low ‘transverse temperature’. We
already remarked (Chapter 6) that cold stellar systems tend to clump, by a process
analogous to the Jeans instability, and in much the same way systems with a low
transverse temperature tend to clump into a bar-shaped configuration (see Barnes
1985). A proper understanding of the mechanism by which this happens involves
a little more orbit theory, however, and is deferred to a later remark in this chapter
about resonances, and Box 7.3.
Because an analysis of general orbits, i.e. those which are neither nearly radial
nor nearly circular, can be reduced to motion in radius (cf. Fig. 7.1), the results can
be expressed as quadratures. For example, the time between successive maxima in
r is
 rmax 

2 dr/ṙ = 2 dr/ 2(E − φ(r )) − J 2 /r 2 , (7.10)
rmin

by Eq. (7.6). Only a few cases are known where the appropriate integrals can be
expressed in terms of elementary functions. Aside from the familiar Keplerian and
simple harmonic cases, one potential with this property is the ‘isochrone’ potential
GM
φ =− √ , which was so named by Hénon because it has the property
b + b2 + r 2
that all orbits of the same energy have the same radial period (Problem 5).
Let us denote the frequency of radial motion by ωr , and similarly use ωθ to denote
the mean angular velocity θ̇ . Thus the angle through which the star rotates between
two successive maxima in r is 2π ωθ /ωr . For nearly radial orbits this is nearly π,
whence ωr 2ωθ for such orbits. Therefore such orbits exhibit a resonance, which
has an important role in the ‘radial orbit instability’, as already mentioned. See
Box 7.3.
We also mentioned that stars moving close to the centre of the cluster exhibit
√
nearly simple harmonic motion with a certain period 3π/(Gρ0 ), and it might have
been thought that such orbits would also resonate. However, the number of such
stars is small. Consider circular orbits, for example. The period of a circular orbit
√
of radius r is 2π r/φ . Now φ can be expressed as a power series in even powers
of r (cf. Eq. (7.2)), and so, therefore, can the period. Therefore the period varies
approximately linearly with the energy for low-energy orbits. Now in the most usual
models of star clusters, the volume of phase space available to stars of energy less
than E varies as (E −φ0 )3 ,1 and so it follows that the number of stars of a given period
√
increases rapidly as the period increases above the minimum value 3π/(Gρ0 ). Thus
there is no significant population of resonant stars near this frequency.

1
Consider, for example, a three-dimensional simple harmonic oscillator. The energy is
E = (ṙ2 + ω2 r2 )/2, and the right side is the square of the radius of an ellipsoid in six-
dimensional phase space.
 64 7. Motion in a Central Potential

Box 7.3. The radial orbit instability

Imagine a spherically symmetric system, with a slight aspherical potential perturbation.
Does the response of the stars tend to reinforce this perturbation, or to suppress it?
To capture the essence of the problem we consider a perturbing potential with a plane
of symmetry, so that a star initially orbiting in this plane remains there. With plane polar
coordinates r , θ, suppose the perturbing potential has a form like φ1 = −a(r ) cos(2θ ),
where a(r ) > 0 is some function and the subscript denotes a perturbation. (Note that we
have assumed that φ1 is invariant under rotation by π; the factor 2 in the argument of
the cosine is often expressed by stating that we are examining an ‘m = 2’ perturbation.)
As already stated, there is a near-resonance between radial and azimuthal motions
for nearly radial orbits, i.e. a nearly vanishing linear combination of frequencies. If we
think of frequency as rate of change of an angle, it turns out that the corresponding
slowly varying angle can be interpreted as the orientation, ψ, of the long axis of the
orbit (Fig. 7.3). The corresponding ‘canonical momentum’ (in the sense of Hamiltonian
dynamics, cf. Goldstein 1980) is the angular momentum, J . As shown in Problem 2, in
a spherical potential ψ advances in each radial oscillation by an amount of order J , and
so the average rate of change is ψ̇ A J , for some A > 0, plus a small contribution from
the perturbing potential. It is also evident that J is altered only by the perturbation. If
0 < ψ < π/2 the perturbation pulls the star towards the positive x-axis, and the angular
momentum decreases; the orbit is ‘pulled back’ by the perturbation. Considering also the
other quadrants we see that in general we may write J̇ −B sin 2ψ, for some B > 0.
Now let f (J, ψ) be the distribution of these two variables. Since ψ and J are
conjugate, f approximately obeys a Vlasov equation
∂f ∂f ∂f
+ ψ̇ + J˙ =0
∂t ∂ψ ∂J
(cf. Eq. (6.7)). We write f , ψ̇ and J˙ as a sum of a contribution from the underlying
spherical cluster model and a contribution from the perturbation, e.g. f = f 0 (J ) +
f 1 (J, ψ), and neglect all but linear terms involving the perturbation. Then
∂ f1 ∂ f1 ∂ f0
+ AJ B sin(2ψ) . (7.11)
∂t ∂ψ ∂J
(Notice, by the way, that the analogue of the term which gave us so much trouble in the
∂φ0 ∂ f 1
study of the Jeans instability (Eq. (6.13)) would have the form , which vanishes
∂ψ ∂ J
because φ0 is spherically symmetric.)
The forced solution of Eq. (7.11) is
B ∂ f0
f1 = − cos 2ψ. (7.12)
2A J ∂ J
If f 1 is to be consistent with the assumed perturbation in the potential then we need
an enhancement of orbits along the x-axis (near ψ = 0). By Eq. (7.12) we see that this
will happen if J ∂ f 0 /∂ J < 0. It follows that, for the radial-orbit instability to proceed,
it is necessary that the distribution function should increase as J decreases to zero from
 7. Motion in a Central Potential 65

Fig. 7.3. A nearly radial orbit in a slightly non-spherical potential.

either side, i.e. ∂ f 0 /∂ J is positive (negative) if J is negative (positive). This means

that we expect to see the instability only in systems in which there is a strong radial
anisotropy.
There are some general lessons here for several kinds of instabilities in stellar systems.
In order for an instability to flourish, there must be a resonance, and there must be
a sufficient gradient of f 0 across it (see, for example, Palmer 1994, and the classic
Lynden-Bell and Kalnajs 1972).

These remarks are relevant to the radial orbit instability, but there are other in-
stabilities which can afflict spherical stellar systems. For example, though it is easy
to build a spherical system with an almost arbitrary mass profile M(r ), by setting
√
particles on circular orbits with velocity v(r ) = G M(r )/r , there is no such model
which is known to be stable (see Barnes et al. 1986).
Finally we turn to the behaviour of stars in central time-dependent potentials. This
is important in the astrophysical applications of the million-body problem for two
reasons. First, it is possible that stellar systems breed massive central black holes,
and the resulting evolving potential is an example of the time-dependence we have in
mind. A second example is the slow evolution of a stellar system caused by two-body
relaxation (Chapter 14).
In time-dependent central forces the angular momentum J is still constant. All
the interest is in the energy. Since d E/dt = ∂φ/∂t, it follows that the change during
half of one radial oscillation is
 rmax
∂φ dr
δE = . (7.13)
rmin ∂t ṙ
 66 7. Motion in a Central Potential

The integrand is evaluated at the time when the particle reaches each radius. If,
however, φ changes only slowly (i.e. on a time scale much longer than the radial
orbital period), to good approximation we can evaluate the right-hand side at some
fixed time. Multiplying by half the radial period, we deduce that
 rmax  rmax
dr dr
δE = δφ(r ) , (7.14)
rmin ṙ rmin ṙ

where δφ(r ) is the change at fixed r in half a radial period. Bringing the two sides
together we now see that
 rmax
δ E − δφ
 dr = 0,
rmin J2
2(E − φ) − 2
r
and so
 rmax 
J2
δ 2(E − φ) − 2 dr = 0. (7.15)
rmin r

Equation (7.15) shows that the quantity Ir = ṙ dr is invariant (except for variations
that cancel out over one period), provided that the potential varies on a long time
scale. It is, in fact, an example of a standard result on the adiabatic invariance of action
variables, since Ir is simply (except for a factor π) the radial action (see Palmer 1994).
We shall make use of this property of Ir in a statistical description in Chapter 11.

Problems
(1) Explain why Eqs. (7.3) and (7.5) have the same coefficient.
(2) For motion close to the x-axis in the x,y plane of a spherically symmetric
potential φ(x, y), show that we have ÿ = y(ẍ/x) exactly, and
∂
ẍ = − φ(x, 0) approximately. By considering orbits with initial condition
∂x
x = R, y = 0, ẋ = 0 and ẏ = J/R, where R is a constant, show that the rate
of rotation of the orbit is nearly proportional to J .
(3) Consider motion of energy E and small angular momentum J in a smooth
spherically symmetric potential φ(r ) such that φ(0) = 0. Show that
successive pericentres are separated by an angle which is approximately
  rmax √ √ 
2J 1 2E − 2(E − φ(r ))
π+√ − + √ dr ,
2E rmax 0 r 2 2(E − φ(r ))

where φ(rmax ) = E.
(4) (Suggested by a remark of H. Dejonghe.) Assuming that ρ is non-negative
and is non-increasing with r , show that the angle between successive
apocentres lies between π and 2π.
 Problems 67

(5) Compute the dependence of r and θ on t for an orbit of energy E and angular
momentum J in the isochrone potential.
(6) Compute the radial action (see Eq. (7.15)) for the bound Kepler problem,
where φ = −G M/r and E < 0. Consider a circular Keplerian orbit. What
happens if M is decreased by a factor f (0 < f < 1) (a) slowly, and
(b) instantaneously?
(7) In the Kepler problem show that ṙ describes a circle in velocity space.
 8

Some Equilibrium Models

In Chapter 6 we spent some time discussing the statistical description of an

N-body system in terms of its one-particle distribution function, f. We also intro-
duced an evolution equation for f, the ‘collisionless’ Boltzmann equation. We did
not, however, dwell on any solutions of this equation, except to characterise them in
terms of Jeans’ Theorem. In fact equilibrium solutions have been known and studied
for about 100 years, and they are of enduring importance.
The specific choice of f may be made for a variety of reasons. Plummer’s model,
for instance, is often used for starting a numerical calculation, because of its analytical
convenience. The isothermal model is of importance in the study of thermodynamic
stability (Chapter 17), while King’s model has taken centre stage for many years
in the interpretation of observations. Another approach to this particular topic, also
based on the phase-space description, deserves a section on its own at the end of the
chapter.
By Jeans’ Theorem, f is a collisionless equilibrium solution if (but not only if) it
depends on the energy, E. Most of the models we mention are of this kind. In what
follows we shall usually characterise a model by its distribution function f (E), but
that is only part of the story, because f depends on the potential φ (via E), and we
need to know how φ depends on the position in space r in order to determine f at


any point in phase space. The space density is given by ρ = m f d 3 v, and also
depends on φ. Therefore the potential must satisfy Poisson’s equation in the form
∇ 2 φ = 4π Gρ(φ). If this equation can be solved, the end result is what is called a
‘self-consistent’ model of a stellar system.

68
 The isothermal model 69

The isothermal model

Let us suppose that

f = f 0 exp(−2 j 2 E), (8.1)

where f 0 and j are constants. Then the distribution of velocities at any point is
Maxwellian, with one-dimensional dispersion σ 2 given by

σ 2 = 1/(2 j 2 ). (8.2)

This is the distribution that is set up by collisions in simple gases, and two-body
relaxation (Chapter 14) plays a similar role in the million-body problem.
Computing the density at a point where the potential is φ, we find that

ρ/ρ0 = exp(−m(φ − φ0 )/kT ), (8.3)

where kT /m = σ 2 , and ρ0 and φ0 are the density and potential (respectively) at

some point, often taken to be the centre. This equation already teaches us something
important: that the density of more massive stars decreases with increasing φ more
quickly than the density of less massive stars. This behaviour is a simple example
of mass segregation, which we discuss more dynamically in Chapter 16. Note that it
depends on the implicit assumption that all stars have the same temperature.
Now we turn to Poisson’s equation ∇ 2 φ = 4π Gρ, and introduce the scaled
potential

u = −2 j 2 (φ − φ0 ) (8.4)

and the scaled radius


z = r 8π Gρ0 j 2 . (8.5)

This leads to the isothermal equation

d 2u 2 du
+ + eu = 0, (8.6)
dz 2 z dz
which is a spherically symmetric version of one of Liouville’s equations,1 by the
way. Its solutions are thoroughly discussed in Chandrasekhar (1939). (This book is
also well worth looking at for the marvellous isocline diagrams reproduced from
Emden’s Gaskugeln (Emden 1907).)
If we assume as above that φ(0) is the central potential, at the bottom of the
potential well, the appropriate boundary conditions are

u(0) = 0, u  (0) = 0. (8.7)

1
i.e. ∇ 2 u + exp u = 0.
 70 8. Some Equilibrium Models

0.1

ρ /ρ0 0.01

0.001

1e–4

1e–5

0.1 1 10 100 1000

z
Fig. 8.1. The isothermal model. (See also Problem 2.)

Then the solution is uniquely specified (Fig. 8.1), and so we see that the family of
isothermal models has two free dimensional parameters: the velocity dispersion σ 2
(which is related to j by Eq. (8.2)), and the central density. There is, however, also
a limiting case, called the singular isothermal solution, which has infinite central
density (Problem 1). We missed it by our implicit assumption that ρ0 exists. Finite
solutions approach the singular solution asymptotically at large radius (Problem 2
and Fig. 8.1).
Though it is important to understand the properties of this model because of its
thermodynamic significance (Chapter 17), its practical applications are limited. If
a model of a stellar system is in dynamic equilibrium there can be no escaping
stars, and so f must vanish above the energy of escape. Now the isothermal dis-
tribution, Eq. (8.1), never vanishes, and this means that there is no escape energy.
The reason for this is that the model turns out to have infinite mass (Problems 1
and 2).

King’s model
The standard way of improving the behaviour of the isothermal model, at least in
practical terms, is to ‘lower’ the Maxwellian distribution of Eq. (8.1) into

  
f 0 exp(−2 j 2 E) − exp(−2 j 2 E 0 ) if E < E 0 ,
f = (8.8)
0 if E > E 0 ,
 King’s model 71

0.1

0.01

ρ /ρ0 1e–3

1e–4

1e–5

1e–6 1 10
r/r c

Fig. 8.2. The King models with scaled potential W0 = 3 (below) and W0 = 7.

where E 0 is the escape energy. This is King’s model (King 1966),2 and it has several
attractive features, aside from finite mass and radius. Deep inside the system E  E 0 ,
and so the distribution is nearly Maxwellian where the system may be expected to be
nearly relaxed (since the time of relaxation is shortest where the density is highest,
see Chapter 14). Also, the distribution function Eq. (8.8) turns out to be a good
approximation to a solution of the Fokker–Planck equation (see Chapter 9). What is
occasionally forgotten, however, is that this solution is not an equilibrium solution,
but one in which stars escape at a rate governed essentially by the two-body relaxation
time scale. Another pitfall is to imagine that the central velocity dispersion is still
given by Eq. (8.2), but this is only good in the limit E 0 → ∞.
King’s models are characterised by a third parameter in addition to the two pa-
rameters needed for an isothermal model. This third parameter is often taken to be
the quantity W0 = 2 j 2 (E 0 − E c ), where E c is the energy of a star at rest at the centre.
Fig. 8.2 illustrates the models with W0 = 3 and 7. It is customary to characterise
the size of the central region by what is called the ‘core radius’, rc , though different
definitions exist. We adopt the definition given by the physically appealing relation

4π G
ρc rc2 = vc2 , (8.9)
3

where ρc and vc2 are the central density and mean square velocity, respectively; i.e.
vc2 = 3σc2 . For an isothermal model, rc is the radius at which the space density drops

2
In another paper (King 1962) he proposed a simple mathematical function which fits the profile
of the surface brightness of globular clusters, and it is sometimes also referred to as King’s
model, unfortunately. The formula is = k{[1 + (r/rc )2 ]−1/2 − [1 + (rt /rc )2 ]−1/2 }2 . We
propose to call this King’s Law, by analogy with de Vaucouleurs’ Law.
 72 8. Some Equilibrium Models

10
Radius (N-Body Units)

0.1

0.01
0 2 4 6 8 10 12
W
0
Fig. 8.3. The tidal radius (solid), half-mass radius (dashed) and the core radius
(dotted) plotted against the scaled central potential W0 for the sequence of King
models, in N-body units (Box 1.1).

to about one third of its central value, and the projected (or surface) density falls to
about one half of its central value. This and other characteristic radii are plotted in
Fig. 8.3. A commonly used measure of how centrally concentrated a model is is the
quantity c defined as c = log10 (rt /rc ), although King himself defined c without the
logarithm, and with a different definition of rc .
King’s model has remained a cornerstone of stellar dynamics for over 30 years.
It has been extended to include anisotropy (Michie & Bodenheimer 1963), a mass
spectrum (e.g. Gunn & Griffin 1979), and an external gravitational field (Heggie
and Ramamani 1995), though these extensions do not have the same support from
the Fokker–Planck equation. In addition, it quite unclear what is the appropriate
theoretical definition of the core radius if stellar masses are unequal. Partly for this
reason rather more empirical measures are in common use (Casertano and Hut 1985).
On the theoretical side, substantial work has been done on the modes of oscillation
of King models (e.g. Sobouti 1985). In particular, Weinberg (1994a) has pointed out
how slowly some modes are damped.

Plummer’s model
Our next exhibit is the world’s favourite theoretical model, simply because its struc-
ture can be written down in terms of very simple functions; sufficiently simple, in fact,
 Plummer’s model 73

Table 8.1. Plummer’s model

Quantity Symbol Expression or value

3.27/2 a2
Distribution function f (−E)7/2
7π G M 4 m
3 5
 −5/2
3M r2
Mass density ρ 1+
4πa 3 a2
 −2
M d2
Projected mass density (d) 1+
πa 2 a2
 −3/2
a2
Mass within radius r M(r ) M 1+ 2
r
 −1
a2
Mass within projected radius d M(d) M 1+ 2
d
 −1/2
GM r2
(Specific) potential φ − 1+ 2
a a
1
One-dimensional velocity dispersion σ2 − φ(r )
6
 −1/2
3π G M d2
Projected velocity dispersion σz2 (d) 1+ 2
64 a a
3π G M 2
Potential energy W −
32 a
W
Kinetic energy T −
2
W
Total energy E
2
a
Core radius rc √
2
16
Virial radius Rv a
3π
a
Half-mass radius Rh √ , 1.305a
2 −1
2/3

0.206N a 3/2
Half-mass relaxation time tr h √
G M ln

that any theorist can memorise some of the basic data without difficulty (Table 8.1).
It is actually the stellar-dynamical analogue of an n = 5 polytrope (Plummer 1911;3
Box 8.1). Less well known is the fact that it is one of another series of analyti-
cal models which includes the isochrone model (Chapter 7; see Dejonghe 1984).

3
He attributes the solution to Schuster, however.
 74 8. Some Equilibrium Models

Box 8.1. Plummer’s model

A polytrope of index n is a gaseous model in which the pressure-density relation is of the
form ρ ∝ φ n . The n = 5 polytrope has some special properties. It is the last of the series
(in increasing n) with finite mass, and the first with infinite radius. An examination of
the polytropic equation shows why it is so special, as follows.
If all the physical constants are scaled out from Poisson’s equation, with the above
relation between ρ and φ, the resulting form is y  + (2/x)y  + y n = 0, where y
is minus the scaled potential and x is the scaled radius. Now it is easy to see that
this equation is invariant under the symmetry y → λy, x → λ(1−n)/2 x, and this sug-
gests use of the variable Y = yx −2/(1−n) , which is symmetry-invariant. The resulting
equation is
 
6 − 2n
  Y
x Y +
2
xY + + Y n = 0,
1−n 1−n
and the form of the derivatives further suggests the transformation from x to t = ln x.
Then the equation takes the transparent form
5−n 6 − 2n
Ÿ + Ẏ + Y + Y n = 0,
1−n (1 − n)2
where a dot means a t-derivative. Now it is clear why n = 5 is so special: this is then
the equation of a non-dissipative oscillator, and so
1 2 1 2 1 6
Ẏ − Y + Y = constant.
2 8 6
Even better, the boundary conditions y(0) finite and y  (0) = 0 transform to the condi-
tions Y → 0 and Ẏ → 0 as t → −∞, and so the constant is zero. In fact the required
solutions emanate from and return to the equilibrium at Y = 0, and the solution which
√
passes through Y = (3/4)√1/4 at t = 0 is easily found to be Y 2 = 3/4 sech t. This trans-
forms back to y = 31/4 / 1 + x 2 , which is the potential of a Plummer model, suitably
scaled.

Evolutionary calculations starting with Plummer initial conditions have been carried
out by many people (e.g. Spitzer & Shull 1975).
The free parameters of the model are the total mass M and the ‘scale radius’ a.
Table 8.1 gives several quantities which we have not introduced before. These include
the projected mass density, (d), which is the density per unit surface area of the
sky at the distance of the object (so that, in astrophysical units, it would be measured
in solar masses per square parsec). The line of sight passes at a distance d from
the centre of the object. Analogous to σ 2 , σz2 is the mean square component of the
velocity along the line of sight. The total mass is M, the mass within a sphere of
radius r is M(r ), and M(d) is the mass within a cylinder of radius d parallel to the
line of sight.
 Models of observational data 75

Models of observational data

We have already mentioned that models such as these are used in the interpretation
of observations, and now we consider just how much of a restriction the observations
of a given stellar system actually place on a model. Throughout, we suppose that
the system is spherically symmetric and in dynamical equilibrium, so that f can be
regarded as a function of E and J .
Let us suppose first that the observations consist of data on the surface brightness
of a stellar system. If it is supposed that ‘mass follows light’, this yields (within
a constant of proportionality) the projected mass density, , which can also be
computed for any of the above theoretical models. The simplest approach which
proves reasonably successful (e.g. Peterson & Reed 1987, Trager et al. 1995) is to
choose the three free parameters of King’s model (e.g. f 0 , j 2 and E 0 ) to optimise
the fit of the theoretical model to the observations. Enrico Fermi once said, ‘Give me
three parameters and I’ll fit an elephant’,4 and indeed these models fit astonishingly
well. One reason for this is that the process of turning a distribution function into a
surface density is a sequence of integrations, and these tend to iron out differences
between quite disparate models. (From f we integrate to get ρ(φ), integrate again to
obtain φ(r ) and hence ρ(r ), and integrate yet again to construct .) Another reason
may be that the profile of a star cluster is a lot simpler than that of an elephant.
An alternative approach is to attempt to invert this series of integrations more-or-
less directly, and in principle this can be done. In other words, from it is possible to
invert the appropriate integral equation to obtain ρ(r ) (Merritt & Tremblay 1994),
and then φ(r ) comes from solving Poisson’s equation. This gives ρ(φ), from which
it is possible to construct a distribution function f (E) depending on E alone, i.e. an
isotropic model (Problem 5). In turn this suggests that the anisotropy is, in a sense,
arbitrary, and that a whole sequence of models (differing in the degree of anisotropy)
can be constructed to fit a given observed distribution . Kinematic information
is, therefore, essential to lift this degeneracy, and provide more unambiguous infor-
mation on the distribution f (E, J ). Usually this is radial velocity data (of the sort
catalogued in Pryor & Meylan 1993) but useful internal proper motion data exist for
some clusters (e.g. van Leeuwen et al. 2000).
The problem of inverting the integral equations from observational data rather than
from mathematical functions is another issue. Consider, for example, the problem of
determining ρ(r ). If information on the distribution of the stars is given in the form
of star counts, or even the positions of all the stars, the inversion usually magnifies
the noisiness of the data. One way to cope with this is to determine a function ρ(r )
which best fits the data with the constraint that it is not too noisy. In practice, one
represents ρ on a radial grid, writes down a corresponding expression for at the

4
Some people say it was four, but the point is the same.
 76 8. Some Equilibrium Models

location of each star, and then maximises the likelihood, with an additional penalty
function which is large when the grid of values of ρ is too noisy, as judged by the
differences in the tabular values (in a suitable sense.) This is not a purely academic
discussion; Gebhardt & Fischer (1995) have given some interesting applications of
this kind of method.
There are merits and disadvantages in both methods of fitting models to data. Para-
metric fitting can yield deceptively agreeable fits, while the results of non-parametric
fitting take insufficient account of what is known on theoretical grounds about the
distribution function, and the result depends on the choice of penalty function, leaving
considerable freedom in the hands of the investigator. Nevertheless the velocity maps
of the rotating cluster ω Centauri produced by Merritt et al. (1997) are a striking
demonstration of the power of this approach.

Problems
(1) Verify that u = − ln(z 2 /2) is an exact solution of Eq. (8.6). Write down the
corresponding density, and compute the mass inside radius r and the
projected density.
(2) Transform Eq. (8.6) to variables v = u + log(z 2 /2) and t = log z. Deduce
that v → 0 as t → ∞, and hence show that all isothermal models have
√ the equilibrium v = 0, show that
infinite mass. By linearising about
u(z) −ln(z 2 /2) + az −1/2 cos( 7(ln z)/2 + b), where a and b are constants.
The decaying oscillations are visible in Fig. 8.1.
(3) Solve the one- and two-dimensional isothermal equations, with initial
1 du
conditions (8.7). (The coefficient of in Eq. (8.6) is n − 1, where n is
z dz
the number of dimensions.) See Fanelli et al. (2001) for an interesting
evolutionary model of the one-dimensional case.
(4) Find the first few terms of a series solution of Eq. (8.6), with boundary
conditions (8.7).
(5) If the mass density in phase space is f = f (E), show that the space density
at a point where the potential is φ is
 ∞
ρ(φ) = 4π 2(E − φ) f d E.
φ

Differentiate with respect to φ and solve the resulting Abel integral equation
for f.
(6) Show that, in the limit W0 → 0, a King model is a polytrope with index
n = 2.5 (Chandrasekhar 1939). Deduce that the limiting radius in N -body
units (Box 1.1) is 12/5. (No Galactic globular clusters are known with very
small W0 , and it might be thought that this is because the depth of the
potential well is insufficient to retain stars. Remember, however, that W0 is a
 Problems 77

scaled potential. A King model with low W0 enjoys as perfect a virial balance
as any other.)
(7) Consider the distribution function f = 2 f P if Jz > 0, 0 otherwise, where Jz
is the z-component of angular momentum and f P is the distribution of
Plummer’s model. Verify that this satisfies Jeans’ Theorem (Chapter 6) if the
potential is axisymmetric and stationary. Show that the density is the same as
in Plummer’s model. What is the angular momentum?
(8) Consider the distribution function

 3
(−2E − J 2 )3/2 if 2E + J 2 < 0
f = 4π Gm 3
0 otherwise,
where E and J are, respectively, total energy and angular momentum per unit
mass. Deduce that the density at a point where the radius is r and the potential
3 φ3
is φ(r ) is ρ = − . Deduce that Poisson’s equation is satisfied if φ
4π G 1 + r 2 √
is the scaled Plummer potential φ = −1/ 1 + r 2 . Show that the mean square
1 1
radial and transverse velocities are, respectively, √ and
1 1 4 1 + r2
. See Dejonghe (1987a).
2 (1 + r 2 )3/2
 9

Methods

In stellar dynamics we do not really study stellar systems like globular clusters
and galaxies. That is the job of astronomers. What we do is study models of these
systems. Just as in many branches of applied mathematics, a model is nothing other
than a mathematical structure into which we try to incorporate our knowledge of
the system at hand. Sometimes ‘knowledge’ is not the right word: it may be nothing
better than a hunch about how things might work. Often, however, our knowledge
will include physical laws, especially the ones we think are relevant. So far in this
book, for example, we have implicitly thrown out almost everything we know about
stellar systems except the gravitational dynamics.1
In the context of stellar dynamics, a model consists of two kinds of mathematical
construct. One is the mathematical object used in the description of the system, and
the other is the equation which determines its evolution. So far, for example, we have
introduced the N -body model, where the system is described by N time-dependent
vectors, which evolve according to Newton’s Law of motion. We have also introduced
a statistical model of collisionless stellar dynamics, where the system is described by
the one-particle distribution function f , which evolves according to the collisionless
Boltzmann equation.2
In this final chapter of Part II we give a foretaste of the full variety of models
for the dynamics of dense stellar systems. It is a bridge between the essentially

1
R.A. Lyttleton used to say that constructing a mathematical model was a bit like plucking a
chicken, but at the end of the job the bird has still to be airworthy. Einstein said that everything
should be made as simple as possible but not simpler.
2
In the previous chapter we have also used the word ‘model’ in a different but traditional sense,
to denote a specific solution.

78
 The scaling description: evaporative models 79

simpler dynamics considered up to now and the more colourful variety of dynamical
processes on which we focus in the rest of the book.
The four models we consider (Fig. 9.1) are taken in order of increasing detail
and veracity, but also increasing complexity and difficulty. For any particular prob-
lem at hand, the choice of model is dictated by the usual balance of considera-
tions: simplicity and veracity. The most important problems in the dynamics of the
million-body problem have been studied using all four. Indeed it is a measure of the
maturity of the subject that so much can be understood from such a wide variety of
viewpoints.

The scaling description: evaporative models

The simplest model of a stellar system characterises it in terms of three fundamental
parameters, which may be chosen to be its mass, its size and the mean square speed
of the stars in it (cf. Box 1.1). Simple as it is, it can be used to discuss a variety of
forms of dynamical evolution.
As an example, let us consider the virial theorem in the form
I¨ = 4E − 2W, (9.1)

where I is the ‘moment of inertia’, E is the total energy, and W is the potential energy
(Box 9.1). This is very often applied to systems in dynamic equilibrium, when the
average value of the left-hand side vanishes, and so it follows that 4E − 2W = 0
on average. It is also possible, however, to use the virial theorem in a dynamical
way, via the scaling description. If the system is specified by its total mass M and
a characteristic radius R,3 and if the assumption is made that the evolution of the
distribution of mass is homologous, i.e. given simply by a change of scale, then there
are ‘form factors’ α and β such that I = α M R 2 and

W = −βG M 2 /R. (9.2)

βG M 2
Substituting in Eq. (9.1) we see that there is an equilibrium radius R0 = − ,
2E
βG M
and that small oscillations around this radius have frequency ω given by ω2 = .
α R03
These are called ‘virial oscillations’ (Fig. 9.2). Note that the frequency involves the
square root of G times a density, just as in Chapter 7.
It is clear that an N -body system has a tendency to collapse if the speeds of the
stars are too slow (Fig. 2.1), and the above formulation of the virial theorem makes
this quantitative. In fact I¨ < 0 if 2T + W < 0, i.e. if v 2  < βG M/R, where v 2  is the

3
For spherical systems it is common to take for R the half-mass radius, which contains half the
mass. Then for many models (cf. Chapter 8) β  0.4. Another common choice is the virial
radius, defined by taking β = 1/2.
available at https://www.cambridge.org/core/terms. https://doi.org/10.1017/CBO9781139164535.012
Downloaded from https://www.cambridge.org/core. The Librarian-Seeley Historical Library, on 19 Nov 2019 at 04:12:34, subject to the Cambridge Core terms o

GRAPE (Makino & Taiji 1998)

direct parallel (Spurzem 1999)
summation
serial (Aarseth 1999)
N body model
tree code (McMillan & Aarseth 1993)

rotating (Einsel & Spurzem 1999)

isotropic finite difference (Cohn 1979)
A real star cluster Fokker Planck
model finite difference (Takahashi 1995)
anisotropic
Monte Carlo Serial (Giersz 1998)
Parallel (Joshi et al. 2000)
hybrid (Giersz & Spurzem 2000)
Fluid model anisotropic (Louis & Spurzem 1991)
gas

isotropic (Lynden-Bell & Eggleton 1980)

moment (Larson 1970)
Scaling model
evaporative (Chernoff & Shapiro 1987)

Fig. 9.1. Models of the dynamics of dense stellar systems. We give what we judge to be the most informative
introductory reference on each method of some importance in the study of dense stellar systems; not necessarily
the first, or most recent; nor do we include a number of hybrids, or methods used in other areas of stellar dyna-
mics. The picture of M15 was obtained using NASA’s SkyView facility (skyview.gsfc.nasa.gov) located at
NASA Goddard Space Flight Center.
 The scaling description: evaporative models 81

Box 9.1. The virial theorem

This has to be proved from one of the more fundamental models coming later in this
chapter. As an illustration we start with the collisionless Boltzmann equation:
∂f ∂f ∂φ ∂ f
+ vi − = 0.
∂t ∂ xi ∂ xi ∂vi
If we define


I = m f r 2 d 3 rd 3 v,

the integral being taken over all of phase space, then

 
∂f ∂φ ∂ f
I˙ = m −vi + r 2 d 3 rd 3 v.
∂ xi ∂ xi ∂vi
Integration of the second term with respect to vi gives zero, if we assume that f → 0
at infinity, while integration of the first term by parts with respect to xi , with the same
assumption, gives


I˙ = 2 mr · v f d 3 rd 3 v.

Differentiating with respect to t again and applying similar tricks leads to the result


I¨ = 2 m(v 2 − r · ∇r φ) f d 3 rd 3 v.

The first of these is evidently four times the kinetic energy, 4T , while integration with
respect to v shows that the second term is




r · (r − r ) 3 3
−2 ρ(r)r · ∇φd 3 r = −2G ρ(r)ρ(r ) d rd r .
|r − r |3
Interchanging r and r shows that either expression is



ρ(r)ρ(r ) 3 3
−G d rd r = 2W.
|r − r |
Finally, E = T + W , and so the virial theorem follows:
I¨ = 4E − 2W.
For a system in dynamical equilibrium, I¨ = 0 on average, and so 4E − 2W = 0, or
2T + W = 0. These are common forms in which the virial theorem is applied.

mean square speed. Aside from numerical factors, this is the same as the condition
one obtains from naı̈ve application of the Jeans stability criterion (Chapter 6) to a
stellar medium whose density is estimated from M and R.
Crude though such models might seem, they capture much basic physics, and the
above model can be extended to include rotation, flattening, external gravitational
fields, loss of mass, escape of stars, and even several aspects of internal evolution
 82 9. Methods

Radius 1

0 1 2 3 4 5 6 7 8 9 10
Time
Fig. 9.2. Virial oscillations in an N -body model. Initial conditions: Plummer model
(Chapter 8) with N = 16 384, and velocities increased to make 2T /W = −1.4.
Units: N -body units (Box 1.1). Each curve is a Lagrangian radius, i.e. the radius
of a sphere containing a fixed mass and centred at the densest part of the cluster. From
the bottom the mass enclosed is 0.02, 0.05, 0.1, 0.2, 0.3, 0.4, 0.5, 0.75, 0.9. Except
at large radii, where the time scale is larger, there is no evidence of more than one
complete cycle: the oscillations are heavily damped, unless two-body relaxation
(Chapter 14) is suppressed (cf. David & Theuns 1989). The form factor α (see text)
is infinite (logarithmically divergent) for the Plummer model.

driven by relaxation. The phenomenon of stellar escape was one of the first processes
to be discussed using this model (Ambartsumian 1938, Spitzer 1940). In this case the
evolution equation is different. It is assumed that mass-loss takes place on a two-body
relaxation time scale tr (Chapter 14), and then
dM M
= −µ , (9.3)
dt tr
where µ is a constant. It can be determined in various ways, e.g. by solving the
Fokker–Planck equation (see below) in an idealised potential well (Spitzer & Härm
1958). Another equation is required for the evolution of E. For instance, if we suppose
that stars escape following small-angle scattering, as in the theory of relaxation, they
do so with negligible energy, and so we may suppose that E is constant (Problem
14.8). We shall not describe this problem further, but it gives its name to this whole
class of models, which are often referred to loosely as ‘the evaporative model’. It is
possible to add further properties of the cluster, such as its concentration, which was
defined for a King model in Chapter 8 (see, for example, Prata 1971, Chernoff &
Shapiro 1987).

The fluid description: gas models

There is a close analogy between a cluster, regarded as a self-gravitating ball of stars,
and a star, modelled as a self-gravitating ball of gas, and it leads to a more elaborate,
 The fluid description: gas models 83

but still highly simplified, description of the million-body problem (Hachisu et al.
1978, Lynden-Bell & Eggleton 1980, and Box 9.2). In the spherically symmetric
case the structure is described by an r-dependent density and temperature, denoted
by ρ and T respectively. Temperature here is used as a surrogate for the velocity
dispersion σ 2 , which endows the star-gas with a pressure p = ρσ 2 ; this equation
would be written as p = nkT in the kinetic theory of a perfect gas. A more elaborate
version of the description allows the pressure tensor to be anisotropic, corresponding
to an anisotropic distribution of velocities.

Box 9.2. The equations of stellar structure and cluster evolution

In the simplest case of radiative transfer of energy in a spherical star consisting of a
perfect gas in mechanical equilibrium, the equations are

∂M
= 4πρr 2
∂r
∂p G M(r )
=− ρ
∂r r2
 
∂L DS
= −4πρr T2
− (9.4)
∂r Dt
∂T 3 κρ L(r )
=− ,
∂r 4ac T 3 4πr 2

(e.g. Clayton 1983, Chapter 6), where most of the variables have the same meaning as
in the text, except that S is the specific entropy (∝ ln(T 3/2 /ρ) for a perfect gas),  is the
specific rate of energy generation, a is the Stefan–Boltzmann constant, c the speed of
light, and κ the opacity.
In the even simpler case of a star cluster, the equations are (Lynden-Bell & Eggleton
1980)

∂M
= 4πρr 2
∂r
∂p G M(r )
=− ρ
∂r r2
 
∂L DS
= −4πρr 2 σ 2 −
∂r Dt
∂σ 2 1 σ L(r )
=− ,
∂r 3GmC ln  ρ 4πr 2

where σ is the root mean square one-dimensional speed, m is the individual stellar mass,
C is a numerical constant determined by the theory of relaxation (Chapter 14, which
also explains the Coulomb logarithm ln ), S = ln(σ 3 /ρ), and  is the rate of generation
of energy in three-body interactions (Eq. (23.5)).
 84 9. Methods

Fig. 9.3. Four models of core collapse and gravothermal oscillations: (top left) an
extension of the evaporative model; (top right) the gaseous model; (bottom left) the
Fokker–Planck model; (bottom right) the N -body model. After Allen & Heggie
(1992),4 Heggie & Ramamani (1989), Cohn et al. (1989) and Makino (1996). The
density at the centre of a system is plotted against time. The initial rise to the first
maximum corresponds to the phenomenon of ‘core collapse’, while the subsequent
variations are referred to as ‘gravothermal oscillations’.

Now we illustrate a little of the dynamics that can be associated with this descrip-
tion. For a stellar system in dynamic equilibrium the appropriate equation is
dp G M(r )
=− ρ, (9.5)
dr r2
where M(r ) is the mass within radius r ; thus dM/dr = 4πρr 2 . This equation is
familiar from hydrostatics, as −G M(r )/r 2 is simply the gravitational acceleration.
It can also be regarded as a moment equation (in the time-independent case), derived
from the collisionless Boltzmann equation by taking the first moment with respect
to the distribution of velocities (Problem 5). In the context of stellar dynamics it is
usually referred to as (one of) ‘Jeans’ equations’.

4
With reference to Eqs. (17) in that paper, the model parameters used were T10∗ = 4.186,
ξT = 0.000 37 and  = 1.28, and the initial values were 3.437 346, 3.442 962 and 1.258 366.
 The fluid description: gas models 85

Beyond the condition of local hydrostatic equilibrium, the gas model can be
extended to include a thermal conductivity (cf. Chapter 1) and the resulting slow
evolution from one quasi-equilibrium to another. The intention is to model the effects
of two-body relaxation (Chapter 14), and so the thermal conductivity must be chosen
to ensure that transport of thermal energy takes place on the relaxation time scale.
(In particular, the conductivity appropriate to a non-magnetised plasma yields the
wrong time scale.)
The resulting model has been very successful in developing our understanding
of the million-body problem. The phenomenon of core collapse (Chapter 18) was
first understood in detail using models of this general kind. Even more impres-
sively, it was with these models that the phenomenon of gravothermal oscillations
(Chapter 28) was actually discovered. Fig. 9.3 shows this behaviour modelled with
the four different methods discussed in this chapter.
Generally speaking, the gas model produces results which compare very well with
those produced by other techniques (Aarseth & Lecar 1975), though the reason for
this success has remained obscure. For example, it has not been demonstrated that
all the equations may be obtained by taking moments of the Boltzmann equation.
If one does take moments, however (Larson 1970, Louis 1990), it is possible to
obtain a set of equations which are rather similar in complexity and effectiveness
to the gas equations, provided that a suitable closure assumption is made, but they
differ in detail (Box 9.3). One reason for this is that the mean free path in a stellar
system is very long (compared to the typical size of the system; see Problem 14.5),
whereas in an actual gas the mean free path is short compared to the length scale of
the system. Perhaps the success of the gas equations may be explained if we suppose
that so much of the behaviour of stellar systems depends more on the thermody-
namics of self-gravitating spheres than on the details of the mechanism of energy
transport.

Box 9.3. Gas and moment equations

The difference between the gas equations, which incorporate relaxation as thermal con-
duction, and the moment equations of the Fokker–Planck equation, can be illustrated by
the following discussion, in the context of spherical symmetry. Both models involve a
heat transport equation which can be written in the form

∂L D σ3
= −4πρr 2 σ 2 ln , (9.6)
∂r Dt ρ
where D/Dt denotes a ‘convective’ rate of change (i.e. following the radial motion of
the material), and L is the conductive flux, relative to the material, of thermal energy
across a sphere of radius r .
In the case of the gas model this is nothing other than the first law of thermodynamics
in the form dQ = Td S, where dQ is an increment of thermal energy, and T and S
are the temperature and entropy. For a spherical shell with radii r and r + dr , we
have dQ = (L(r ) − L(r + dr ))dt, where dt is a short time interval. Similarly, using
 86 9. Methods

the expression for the specific entropy of a perfect gas, the entropy of the material in
ρ σ3
this shell is 4π r 2 dr × k ln , where k is Boltzmann’s constant and m is the stellar
m ρ
mass. Then the gas model takes the flux per unit area, L/(4πr 2 ), to be proportional to
the radial gradient of the temperature, or of the mean square velocity dispersion in a
single component, σ 2 .
In the case of the moment method, Eq. (9.6) is obtained from the Fokker–Planck
equation. For the present purpose this is best written in the form
 
∂f ∂f ∂φ ∂ f ∂f
+ vi − = ,
∂t ∂ xi ∂ xi ∂vi ∂t enc

where the left-hand side is as in the collisionless Boltzmann equation, and the right-
hand side is the ‘encounter term’, the form of which is discussed in Chapter 14. (Briefly,
encounters alter the velocities of participating stars, and this changes f at a rate described
by this term.) Next, take the moment
 with respect to v of m(v − v)2 , where the mean
velocity is defined by ρv = m f vd 3 v. The moment of the right-hand side vanishes, as
encounters do not change the total mass, momentum or kinetic energy of stars in a small
spatial volume. Computing the moment of the left-hand side requires some care. It is also
∂ρ
necessary to use the zeroth moment, or continuity equation, i.e. + ∇ · (ρv) = 0,
∂t
and the sort of tricks such as integration by parts that were adopted in the derivation of
the virial theorem (Box 9.1). If it is assumed that the distribution function is isotropic in
a frame moving with velocity v, the result is exactly Eq. (9.6), with an explicit form
of L, i.e.
1
L = 4πr 2 ρr̂ · (v − v)(v − v)2 . (9.7)
2
The term on the right, which involves a third moment of the velocity distribution, is
clearly the flux of kinetic energy (in the rest frame of the material) crossing a sphere of
radius r .
The equation looks the same, but the essential difference with the gas model is that,
in the moment method, another equation must be written down for the evolution of the
third moment. This in turn involves a fourth moment, whose evolution involves a fifth
moment, and it is usual at this point to close the chain by assuming that this fifth moment
can be expressed in terms of lower moments.

The foregoing discussion of the dynamics of the gas model has concentrated on the
evolution due to relaxation processes. Stellar systems also evolve on the much shorter
time scale of the orbital motions, but the gas model is not usually adopted for the
study of such problems except in one sense. The dynamical stability of stellar systems
is a difficult topic in general, but it is possible to show (under mild and reasonable
hypotheses) that a stellar system is stable if the corresponding gaseous model is, and
the latter question is often a good deal simpler (see Binney and Tremaine 1987 for
an introduction to this area).
 The phase space description: Boltzmann and Fokker–Planck equations 87

The phase space description: Boltzmann

and Fokker–Planck equations
This approach has been introduced in Chapter 6, where we also described one of
the appropriate dynamical equations – the collisionless Boltzmann equation. Like
the gas equations, this can be extended to take account of the effects of two-body
relaxation, and then the result is either the Boltzmann equation or the Fokker–Planck
equation. The essential difference between the two models is whether or not one may
neglect the occasional close two-body encounter in comparison with the cumulative
effect of the more numerous distant encounters. Useful formulations including strong
encounters have been developed (e.g. Kaliberda & Petrovskaya 1970), but it is the
Fokker–Planck equation which is much the commoner in stellar dynamics, even
though the relative errors in the Fokker–Planck description are no smaller than order
1/ log N (Chapter 14). Where it has been compared with evolution according to
the Boltzmann equation, however (e.g. Goodman 1983), it has been found to yield
very similar results. The reason may, again, be the same as that mentioned in the
penultimate paragraph of the previous section.
The Fokker–Planck model is generally regarded as the most accurate model of
a stellar system, short of the N -body model, and it is discussed in more detail in
Chapter 14. Its general structure is illustrated by the form it takes for a spherical
system in quasi-dynamic equilibrium, with an isotropic distribution of velocities.
Here it is assumed that the distribution function f depends only on E and t, and then
the Fokker–Planck equation is

∂ f ∂s ∂ f ∂s ∂ 1 ∂2
− =− (D E f ) + (D E E f ), (9.8)
∂t ∂ E ∂ E ∂t ∂E 2 ∂ E2
where D E and D E E are diffusion coefficients, representing aspects of the rate of
change of energy of stars in consequence of numerous small-angle scatterings off
other stars, and s is the volume in phase space inside the hypersurface with energy
E, i.e. the surface v 2 /2 + φ(r, t) = E. The second term on the left side represents the
change in f resulting from the fact that the energy of a star changes in consequence
of the time-dependence of the potential.
There are several other forms of the Fokker–Planck equation, e.g. in the case
where f is allowed to depend also on the angular momentum (Chapter 14). There are
also different ways of solving these equations numerically, either using some flavour
of a Monte Carlo approach, or finite differences (Fig. 9.1). The former has enough
flexibility that it is somewhat easier to add more complicated dynamical processes
such as physical collisions (Freitag & Benz 2001). In recent years the increasing
attention paid to N -body models has been at the expense of Fokker–Planck models.
And yet for the time being they remain the best source of evolutionary models of
individual globular clusters (e.g. Drukier 1995).
 88 9. Methods

The N-body description: simulation

This, the most detailed model, takes as its data the masses and time-dependent posi-
tions of the N stars. The dynamical equations are usually Newton’s equations in the
form
 Gm j (ri − r j )
r̈i = − . (9.9)
j=i
|ri − r j |3

In some problems the right-hand side is approximated by the gradient of a smooth

potential (cf. Chapter 6). This is appropriate in the study of collisionless phenomena,
e.g. dynamical stability. In this context a system may be simulated by an N -body
model with a much smaller number of particles, provided that some 
precautions are
taken. A very common trick is to replace |ri − r j | in Eq. (9.9) by |ri − r j |2 +  2 ,
where  is a cunningly chosen smoothing parameter. The effect of this is to circumvent
the numerical errors which occur in close encounters of particles. The error made by
using the wrong force is smaller than that due to using a small number of simulation
particles to represent the behaviour of a much larger system, provided that  is not
too large (see Hernquist et al. 1993).
Another possibility is to use a tree code. Though one might be concerned whether
the important process of two-body relaxation (Chapter 14) is correctly modelled in
such codes, practical experience appears to confirm their reliability (McMillan &
Aarseth 1993, Arabadjis & Richstone 1998). They may well be competitive for
N> 4
∼ 10 (McMillan & Aarseth 1993), though this depends on the formulation
(cf. Jernigan & Porter 1989).
For an honest solution of an N -body problem, however, the problems are of a
different order. As is evident from Problem 3.2, it is all too easy to code these
equations inefficiently, and the present state of the art represents about 40 years of
sustained improvement (Fig. 3.1). Different particles must be integrated with different
time steps (or a hierarchy of time steps). Depending on the hardware, the force of
distant particles can be summed less often than that from near neighbours (Ahmad
& Cohen 1973). The long-range force itself is readily evaluated nowadays using
special-purpose hardware (GRAPE). Special care is still needed to deal with the
singularities of Eqs. (9.9) (see Chapter 15). Long-lived triple systems pose another
batch of awkward problems. And all this before one has even figured out how to
analyse the data (see Casertano & Hut 1985, Eisenstein & Hut 1998), or considered
adding the effects of stellar evolution to the problem.
For some purposes there is no substitute for an honest N -body simulation. One
shouldn’t forget, however, that for a wide range of simpler and yet important prob-
lems, more approximate methods such as Fokker–Planck techniques may be quite
adequate, and certainly much faster. For such problems all techniques give quite sim-
ilar results (e.g. Aarseth et al. 1974, Giersz & Spurzem 1994, Takahashi & Portegies
Zwart 1998).
 Problems 89

Problems
(1) Use Eq. (9.5) to establish the virial theorem for a system enclosed in a sphere
of radius re , in the form 2T + W = 4πre3 pe , where pe is the pressure at the
boundary.
N
(2) Defining I = m i ri2 , use Eq. (9.9) to establish the virial theorem. Repeat
i=1
the exercise for two-dimensional gravity, in which the potential between two
rods is 2Gm i m j ln |ri − r j |.
(3) Use an N -body code from Appendix A to look for virial oscillations. In the
printed code the condition of virial balance is satisfied initially, and so one
possibility is to multiply all initial velocities by a constant factor. The current
virial radius, Rv , can be computed most easily from the current kinetic energy
and the initial conditions, since W = − G M 2 /(2Rv ) = W0 + T0 − T . If only
the initial velocities are altered in the code, G = M = 1 and W0 = − 1/2.
(4) Compute the half-mass and virial radii for Plummer’s model, i.e. a model
whose density is
ρ0
ρ= ,
 r2 
5/2
1+ 2
a
where ρ0 is the central density and a is a constant.
(5) Starting from the collisionless Boltzmann equation, either (a) fill out the
details of the calculation of Eqs. (9.6) and (9.7) in Box. 9.3, or (b) derive
Eq. (9.5).
(6) Estimate the conductivity in gas models by equating the time scale of thermal
energy transport with the relaxation time (Eq. (14.12)). Check your estimate
against the model of Lynden-Bell & Eggleton (1980), who give
L = − 12π GmC ln r 2 (ρ/σ )(∂σ 2 /∂r ), where C is a constant.
(7) Suppose that the potential is dominated by a massive central black hole, and
that the density (ρ) and velocity dispersion are power laws in r . Estimate the
energy of stars between r and 2r , and the relaxation time. If the luminosity L
is constant (independent of radius) show that ρ ∝ r −7/4 . (For a thorough
treatment of this problem see Bahcall & Wolf 1976.)
 Part III

Mean Field Dynamics: N = 106

We continue the emphasis on collective effects, i.e. those in which individual in-
teractions between stars are of no importance, but we increasingly focus on those
effects that really matter in the million-body problem. Chapter 10 opens with a brief
discussion of the notions of equilibrium and stability in this context, but is largely
concerned with non-equilibrium phenomena: phase mixing and ‘violent’ relaxation.
Another mechanism for evolution of the distribution function, even in static potentials,
is diffusion by chaotic motions.
Chapter 11 introduces a variant with a strong astrophysical motivation: the be-
haviour of N -body systems consisting of particles with time-dependent masses, and
how this affects the energy and spatial scale of the system. Much depends on whether
the variation is rapid or slow, and in the latter case we can easily study its effect on
the distribution function itself.
Again motivated by the astrophysical setting, Chapter 12 introduces the effect of
a steady external potential. The problem closely resembles an important idealised
version of the motion of the Moon around the Earth under the external perturbing
effect of the Sun (Hill’s problem). We study the non-integrable motions in this po-
tential, and the important problem of escape. The study is then extended to the case,
even more important in applications, of an unsteady external potential.

91
 10

Violent Relaxation

Equilibrium and stability

Mathematicians classify equilibria in various ways. There are, for example, unstable
equilibria, which are rarely found in nature, but are important in the theoretical
understanding of a complicated dynamical system. Of greater practical importance
are stable equilibria. The definition of this concept amounts to saying that, if the
system is disturbed slightly from the equilibrium, then it remains in the vicinity of
the equilibrium. In nature, however, stable equilibria often exhibit a still stronger
behaviour, which mathematicians classify as asymptotic stability. This means that
the disturbed system returns to the equilibrium state from which it was disturbed. This
happens commonly in nature because of dissipative forces. The process of returning
to equilibrium is often referred to as relaxation, and it is one with which we are all
familiar (late at night).
With this background it is astonishing that relaxation plays such a central role
in stellar dynamics. Not only is there no dissipation in the gravitational many-body
problem, there is no equilibrium either. It is true that one can think of some highly
artificial solutions which can be regarded as equilibria. The Euler–Lagrange solutions
of the three-body problem, in which the three stars appear to be at rest in a uniformly
rotating reference frame, come into this class, and, from a more general point of
view it may be fruitful to regard a periodic solution as a generalised equilibrium. But
even where these solutions are stable, there is no question of asymptotic stability. It
is true that, if an equilibrium is unstable, then there will be some special solutions
which tend asymptotically to the equilibrium as t → ∞; the mathematical definition,

92
 Phase mixing 93

however, requires that the equilibrium be stable and that all solutions starting in its
neighbourhood should tend towards it.
The concepts of equilibrium and relaxation begin to take on meaning when we
replace an N -body system, described in terms of the position and velocity of the N
stars, by a distribution function, f (Chapter 6). The dynamics of the N -body problem
is then replaced by an appropriate evolution equation for f , such as the collisionless
Boltzmann equation. Then the concept of equilibrium refers simply to a solution
which is independent of time, t. A ‘corresponding’ N -body system (if we can refer
to such a thing without explaining precisely what is meant) is not in equilibrium:
the stars will be in constant motion, and we say that the system is in ‘dynamic
equilibrium’. Many such equilibria are known, even though, in the stellar-dynamic
case, the problem of constructing self-consistent equilibria (Chapter 8) is non-trivial
in general.
Observe that what we mean by ‘equilibrium’ cannot be dissociated from the way
in which we model the system and its dynamics. The same will be true of the term
‘relaxation’, since this refers to the process by which a system evolves towards
equilibrium. But, though we have now established a framework in which the concept
of equilibrium is meaningful, we are no closer to seeing how a non-dissipative system
can exhibit anything like relaxation.

Phase mixing
As a first concrete illustration, let us consider a system which is described by the
collisionless Boltzmann equation (Chapter 6). In order to simplify the discussion to
its utmost, let us consider instead the corresponding one-dimensional problem in a
time-independent potential φ(x), i.e.
∂f ∂f ∂φ ∂ f
+v − = 0, (10.1)
∂t ∂x ∂ x ∂v
where x is the position, v is the velocity. Now the motion of a particle in a one-
dimensional, time-independent potential is integrable, and instead of using coordi-
nates x and v in phase space, we may be better to use action-angle variables, J
and θ (e.g. Goldstein 1980). These are canonical variables such that J is constant
and θ (the ‘phase angle’) increases linearly with time, its rate of change being some
J -dependent frequency ω(J ). Similarly, the distribution function may be written as
f (θ, J, t), and then the collisionless Boltzmann equation, Eq. (10.1), takes the very
simple form
∂f ∂f
+ ω(J ) = 0. (10.2)
∂t ∂θ
(Note that Eqs. (10.1) and (10.2) are different forms of the general equation f˙ +
[H, f ] = 0, i.e. Eq. (6.6), where square brackets denote the usual Poisson bracket
 94 10. Violent Relaxation

Fig. 10.1. Phase mixing. Here ω = J . The top three frames give the initial
conditions, as described in the text, and the solution at times t = 2π and 20π.
The lower three frames give the same information from 100 initial points.

and H is the Hamiltonian. In the variables of Eq. (10.1) this is H = v 2 /2 + φ, while

ω = d H (J )/d J if action-angle variables are used.)
The equilibrium solutions of Eq. (10.2) are easy to describe: since ∂ f /∂t = 0,
Eq. (10.2) implies that ∂ f /∂φ = 0 also, and so they are functions of J alone; but
how do other solutions relax to a solution of this form? If the initial distribution
(at t = 0) is f 0 (θ, J ), the solution of Eq. (10.2) is

f (θ, J, t) = f 0 (θ − ωt, J ). (10.3)

This never approaches an equilibrium solution (pointwise), unless f 0 is independent

of θ, i.e. unless the system is already in equilibrium! At first sight, then, the very idea
of relaxation seems irrelevant.
The top three frames of Fig. 10.1 illustrate the same points. They show several
snapshots of the θ, J plane if the initial distribution f 0 is 1 (white) for π < θ < 2π,
and 0 (black) otherwise. The dynamics (in which J is fixed) causes a horizontal
motion of the boundary of the region in which f is non-zero. As it moves off the
right-hand side of the diagram at θ = 2π it reappears on the left, as θ is just a
phase. The rate of motion depends on J (assuming that the potential is not simple
harmonic), and so the region where f = 0 becomes increasingly stretched. It also
becomes increasingly narrow, and the detail on this diagram reaches ever finer scales.
Let us recall that this diagram is meant to represent the evolution of a system
with a large but finite system of particles (like a million). Suppose initially that all
particles are in the region where f 0 = 0, and that we follow their motion in this
diagram. At subsequent times the particles will still occupy the region where f = 0.
 Phase mixing 95

Eventually, however, the fine detail which is visible in the top row of Fig. 10.1 would
not be discernible in the distribution of points; certainly this would be true by the
time that the filaments are so fine that most do not contain any point. The lower
three frames of Fig. 10.1 illustrate this. In the last frame the points are confined
to 10 or 11 nearly horizontal strips, as in the frame above, but this is not evident
unless one looks carefully for it (e.g. by looking at the figure along the page). By this
stage we see that the distribution of points does not change perceptibly, even though
the points themselves are in rapid motion. There is a sense in which equilibrium is
approached, when we think in terms of particles rather than the distribution function;
it is a statistical equilibrium.
The same idea can be re-expressed in terms of the distribution function. The
distribution function is used to tell us how many particles there are in regions of phase


space. Let R be such a region. When we compute R f dθ d J the fine filaments in
f do not matter; we would obtain almost the same answer if f were smoothed over
little regions of phase space which are small compared with R but large compared
with the thickness of the filaments.
It is not difficult to see that, after some time, this smoothed distribution, which
is often referred to as a ‘coarse-grained distribution’ in statistical mechanics, is
given by averaging f 0 with respect to θ . In other words, in this smoothed or coarse-
grained sense, f does indeed relax to  f 0 θ . In fact such an equilibrium solution is
asymptotically stable, in the coarse-grained sense (Problem 1). And it is important to
understand the evolution of the coarse-grained density. When one attempts to infer a
phase density by looking at a galaxy with a telescope, or at an N -body system with
a computer, the best one can hope to do is to estimate a coarse-grained density.
Curiously, the process we have discussed is not often referred to as relaxation,
but as ‘mixing’. In fact this word, like stability, is one which is overloaded with
meanings, only one or two of which we touch on in this chapter. The particular
type of mixing we have introduced is of a relatively mild kind, more like setting
the tea in a cup in steady circulation (with a careful circular motion of the spoon)
than churning it up with a vigorous stir. In the dynamical context it is referred to as
‘phase mixing’, for good reason. Consider two particles with neighbouring values
of J and the same phase θ at some time t. The original phases of these particles,
i.e. at t = 0, were θ − ω(J )t. Now ω depends on J in general, and so if t is large the
original phases differed greatly, even though the particles now occupy neighbouring
positions in phase space. The original phases have become mixed together, by the
same mechanism which led to the stretched, narrow filaments in Fig. 10.1.
Notice that f in Eq. (10.3) depends on two integrals of motion (i.e. J and θ − ωt),
which illustrates Jeans’ Theorem (Chapter 6). The two integrals have rather dif-
ferent character, however. One (the first argument of f ) is phase-dependent, and
irrelevant for smooth solutions (at late times, in this case). It is an example of a
non-isolating integral, because curves on which it is constant lie extremely close
together (at late times); they do not ‘isolate’ gross regions of phase space from each
 96 10. Violent Relaxation

other. In all these respects it is quite different from J , which is an example of an

isolating integral.

The end point of violent relaxation

The gravitational million-body problem differs in two essentials from the simpler
problem we have considered so far: it is three-dimensional, and the potential is not
fixed. Fig. 2.1 gives an impression of what we have in mind.
Let us consider the second point first. One consequence of the fixed potential in
the one-dimensional case is that the energy of each particle, and hence the value of J ,
is fixed. The distribution of the energies of the particles cannot vary. In an N -body
system, however, the potential depends, through Poisson’s equation, on the evolving
spatial distribution of the particles, and therefore the distribution of energies may be
expected to evolve. The process by which a system reaches equilibrium when the
potential is time-dependent is referred to as ‘violent relaxation’. The picture to have
in mind is that of a seething, pulsing distribution of stars, with swarms of stars (but
not the stars themselves) crashing into and passing through each other (Fig. 10.2).
There has been much discussion in the literature about what the end result of this
evolution may be. Certain rather general arguments can be given, however. As mixing
takes place, points where f is high become closely interwoven with points at which
f is low. The result is that the coarse-grained distribution, which we denote by F, is
a weighted average of high and low values of f ; in this sense we write F =  f . It
follows that, for any convex function C, C(F) ≤ C( f ).1 By summing this result
over the whole of phase space, it is not hard to arrive at a result which looks like
an ‘H -theorem’ (see, e.g., Reichl 1980): suppose that we equate f and F at some


time; then it may be shown that, at any later time, the value of C(F) dτ is less than
(or at least never exceeds) its initial value, where dτ is the element of phase volume
(Tolman 1938, Tremaine et al. 1986). Unfortunately, this is not quite the same thing
as proving an H -theorem, which states that there is a function H which decreases
with t (Dejonghe 1987b, Soker 1996).
Unfortunately there are other reasons why this does not get us very far: there is no
compelling reason to prefer one form for C over any other, and so we are no nearer
finding the function to which F should tend. But we can deploy a further argument.
The evolution is constrained by the fact that, as we follow the flow in phase space, the
value of f around us does not change. (Remember that this is what Eq. (10.1) means;
the phase fluid is incompressible (Chapter 6).) Therefore particles cannot crowd
together more closely than at time t = 0; they obey a kind of classical exclusion
principle. It is not too surprising, therefore, that the most probable distribution of

1
As an example, let C( f ) = f 2 (a convex function), and suppose that f takes two values
f 1 and f 2 with equal probability. Then F = ( f 1 + f 2 )/2, C( f ) = ( f 12 + f 22 )/2, and
C(F) = C( f ) − ( f 1 − f 2 )2 /4.
 The end point of violent relaxation 97

Fig. 10.2. Two colliding galaxies (from Mihos & Hernquist 1996). The time (in units
of approximately 1.3 Myr) is given at top right of each frame.

particles subject to this constraint is one which resembles Fermi–Dirac statistics

(Lynden-Bell 1967; see also Shu 1978).
Sadly, numerical experiments give at best ambiguous support to this idea (e.g.
Cuperman & Harten 1972), and it is not hard to see one possible reason for this. We
are relying on fluctuations in the potential to drive the evolution. But the potential
depends on the density, which is an integral over the distribution function. We have
seen, in the context of phase mixing, that such integrals settle down to the integral of
a steady, coarse-grained distribution. Therefore one of the effects of the evolution is
to quench the very potential fluctuations which drive the relaxation. It is therefore not
surprising that the relaxation fails to complete its task of bringing F to the expected
equilibrium form.
None of this theory really vividly brings to mind the picture that astrophysicists
see when ‘violent relaxation’ is mentioned. They think of galaxies colliding in what
is little short of an explosion (Fig. 10.2). The galaxies are shattered, and some frag-
ments may even be ejected from the interaction region fast enough to escape. If this
is so there will be almost as many fragments with small positive energies as there are
with small negative energies. (The escape energy is a quantity set by conditions far
 98 10. Violent Relaxation

away from the place where the energies of the particles are being violently relaxed,
and the relaxation process does not know about it.) In other words, the number of stars
per unit energy and angular momentum, N (E, J ), is almost independent of E near
E = 0, at least for those stars whose angular momenta are small enough for them to
have come from the ejection region. (If vesc is the escape speed from the edge of the
interaction region and R is its radius, the condition is J < Jmax = Rvesc .) Stars with
E ≥ 0 escape, whereas the remainder settle into dynamical equilibrium. We now set
ourselves the task of determining their spatial distribution (von Hoerner 1957; this
long-forgotten result was rediscovered decades later by Makino et al. 1990).
The orbits of these particles lie outside most of the mass, and are therefore nearly
Keplerian, and so their period is P ∝ (−E)−3/2 when E is slightly negative.
By Eq. (6.8) it follows that the phase space distribution is f (E, J ) ∝ (−E)3/2 /J
when
 J < Jmax . By integrating over velocities we deduce that the density is ρ ∝
(−E)3/2 v
dv dθ , where θ is the angle between v and r, and integration is restricted
r
to the domain where J = r v sin θ < Jmax and v 2 < −2φ. When r is large the first
condition reduces approximately to θ < Jmax /(r v), whence ρ ∝ (−φ)2 Jmax /r 2 ,
∝ r −4 . This result is borne out approximately in numerical experiments (see, e.g.,
van Albada 1982).

Motion in non-integrable potentials

Let us return once more to the problem of evolution in a fixed potential, but step
up from the one-dimensional problem, where the only thing that happens is phase
mixing, to a more realistic number of dimensions. In fact, two dimensions will do,
as we shall then meet almost all the points we need consider. Nor is it such an
unrealistic problem to tackle, a non-trivial example being motion in the meridional
plane of an axisymmetric three-dimensional potential. Furthermore, it was precisely
in this astronomical context that the seminal paper of Hénon & Heiles (1964) was set.
Let x, y be coordinates in this plane. Both coordinates oscillate, but in general the
oscillations couple.2 Poincaré gave a compact way of picturing the corresponding
motion of a particle in phase space. Every time y = 0, plot the phase coordinates
of the x-oscillation. We shall suppose that we use the action and phase for this
purpose. Then, if there were no coupling between the two motions, our discussion
of Fig. 10.1 shows us what to expect: the successive points representing one particle
lie on horizontal lines (Fig. 10.3a).
Unless we are told the answer, it is much harder to guess what happens when the
coupling is non-zero. In fact, if the coupling is small, the picture does not change
much: successive points (representing the motion of one particle) still lie on curves in
∂φ ∂φ
2
In cylindrical polar coordinates the equations are r̈ − J 2 /r 3 = − (r, z), z̈ = − (r, z).
∂r ∂z
Unless z = 0 the oscillation in z influences the oscillation in r , and vice versa.
Motion in non-integrable potentials 99

1.8 (a)
1.6
1.4
1.2
1
J

0.8
0.6
0.4
0.2
0 1 2 3ϑ 4 5 6

1.8 (b)
1.6
1.4
1.2
1
J

0.8
0.6
0.4
0.2
0 1 2 3ϑ 4 5 6

1.8 (c)
1.6
1.4
1.2
1
J

0.8
0.6
0.4
0.2
0 1 2 3ϑ 4 5 6

Fig. 10.3. Surface of section for two coupled oscillators in two dimensions. Details
of the dynamics are given in Problem 3. For a problem better motivated by the
million-body problem, see Fig. 12.2.
 100 10. Violent Relaxation

the plane (Fig. 10.3b). The curves are no longer quite straight, and also some of them
distort into ovals instead of stretching all the way across the diagram (Problem 3).
The latter are associated with resonances between the x- and y-motions.
When the coupling is larger still, more dramatic changes become apparent
(Fig. 10.3c). For some particles, the points still lie on curves or ovals. In that
case we talk of ‘regular motion’. For other particles, however, the points are scat-
tered on regions of the plane, and we speak of ‘chaotic motion’. One orbit in
Fig. 10.3c has this character. Incidentally, the difference between Figs. 10.3b and
10.3c is not as great as might be thought: it is just that, when the coupling is small
(Fig. 10.3b), the chaotic regions are so slender as to be indistinguishable from curves.
Let us look (metaphorically) at one of these chaotic regions, where points appear
to be scattered at random, and not on a curve. Instead of studying the motion of a
single particle, let us consider what happens if, at time t = 0, we consider a set of
particles occupying a little patch in phase space, much as in our consideration of
Fig. 10.1. Again, this patch becomes stretched out as the evolution proceeds, but the
rate at which it does so is very different. In Fig. 10.1, the stretching is caused by the
linear increase of the phase with time. In the corresponding motion in Fig. 10.3c,
however, the factor by which the patch of phase is stretched increases approximately
exponentially with time.3 There is mixing, and it is very different from phase mixing,
but it leads to the same end result: in the region where this kind of behaviour occurs,
the coarse-grained distribution function F will approach an equilibrium form.
Different chaotic zones may well be separated by curves. In this case, a particle
which starts its evolution in one zone is forever separated from the other. The conse-
quence of this is that the equilibrium value of F in one region may be quite different
from that in another. We should picture a coarse-grained distribution function which
varies smoothly across regions of regular motion, rather as in the one-dimensional
case, but which is flat in each chaotic zone.
We have spoken of the curves between neighbouring chaotic zones as impermeable
barriers. In fact some of them leak (and in three dimensions all of them do). A
few leak like sieves, with large holes which let particles through readily; others are
more like the paper in a coffee filter, and it takes a long time before the leakage
becomes noticeable. It follows that the notion of an ‘equilibrium coarse-grained
distribution’ depends on the interval of time, T , in which one is interested. If the
boundary between two chaotic regions is easily breached on a time scale much shorter
than T , then the appropriate distribution will be constant across both regions. It may
be different in two regions if the barrier between them is unlikely to leak over a time of
order T .
Unless the potential we are looking at is very simple, there will be many regions of
chaotic motions, and the barriers between them may be breached on a wide variety

3
This is different in character from the exponential divergence discussed in Chapter 13. A better
picture to have in mind is Arnold’s famous ‘cat’ map (see Lichtenberg & Liebermann 1992,
p. 306).
 Relaxation, stability and evolution in dynamical astronomy 101

of time scales. It would therefore follow that, no matter how long we waited, the
coarse-grained distribution function would always be changing. There would always
be barriers which could only be breached on a time scale comparable with the present
age of the system, and it is leakage across those barriers that would be the most
noticeable evolutionary process at that stage. The distribution function would already
have reached equilibrium across barriers which could be breached on much shorter
time scales. Those whose presence would only become noticeable on much longer
time scales would be effectively impermeable.
Some time scales for diffusion are exponentially long (see Lichtenberg &
Liebermann 1992, p. 398f). The so-called ‘Arnold diffusion’ appears to have this
character, and it has even been said that ‘if you can see it, then it is not Arnold
diffusion’!

Relaxation, stability and evolution in dynamical

astronomy
The remarks we have made are rather speculative, at least in the context of stellar
dynamics, where their consequences are only just beginning to be worked out. Part
of the reason for this is that the study of motion in a fixed potential, especially in
the study of evolutionary phenomena, seems so far from reality, where the potential
must evolve with the system. Nevertheless, the idea that a system will always be
evolving on a time scale comparable with its age does seem to be a rather attractive
and general one, when interpreted intelligently.
In recent years it has led to a reinterpretation of the age-old question of the stability
of the solar system (Laskar 1996), a problem which has led to so much important
dynamical theory. It is possible to argue that the solar system is always subject to
instabilities acting on a time scale comparable to its lifetime. Instabilities acting on
much shorter time scales will have either reached equilibrium or else have led to the
ejection of objects on unstable orbits. Those acting on extremely long time scales
will have had (as yet) little bearing on the evolution of the solar system.
In the case of stellar dynamics, certainly when applied to globular star clusters, it
is usual to take a more simplistic point of view. It is usually supposed that the actions
of processes such as phase mixing and violent relaxation play themselves out early
on in the lifetime of the system. Thereafter the system is in dynamic equilibrium
under the orbital motions of the stars. If the system is isolated and nearly spher-
ical, then the sort of chaotic behaviour illustrated in Fig. 10.3c can be neglected.
It does play a significant role in the escape of particles from clusters which are
strongly perturbed by external fields (Chapter 12). That apart, however, one must
look elsewhere for any mechanism which will cause the system to evolve slowly
(or ‘secularly’) from one quasi-equilibrium to another. The mechanism usually in-
voked is two-body relaxation, and we turn to that topic in Chapter 14.
 102 10. Violent Relaxation

Problems
(1) Determine the t-dependence of f at a given point in Fig. 10.1. If f is aver-
aged over a small interval δ J in J , show that  f  → 1/2, and determine a
time after which | f  − 1/2| <  for any given  > 0.
(2) Prove the quasi-H -theorem stated in the text for any convex function C, when
evolution is governed by the collisionless Boltzmann equation.
(3) Figure 10.3 deals with the system θ˙ = J , J˙ =  sin θ cos t, where  = 0, 0.02
and 0.2, respectively, in the three frames. Defining φ = θ − t, show that φ
varies slowly near J = 1, and use the method of averaging to show that J and
φ evolve approximately according to the equations
φ̇ = J − 1

J˙ = sin φ
2
if  is small. Within this approximation deduce that (J − 1)2 /2 + (/2) cos φ
is nearly constant, and hence determine the width (in J ) of the resonant
region.
 11

Internal Mass Loss

A stellar system in dynamic equilibrium loses neither mass nor energy. In fact the
stellar systems in nature do both, and the reasons for this are both external and
internal. In this chapter we consider the latter; that is, we consider a stellar system
isolated from all external influences, including gravitational ones.
We have two processes in mind. One is caused by the internal evolution of the
stars. Note that this is the first occasion on which we have abandoned the point mass
model on which we have relied so far, at least to the extent that we now consider
time-dependent masses. The other is caused by the gravitational interactions of pairs
of stars, which is really the topic of Chapter 14, and will be discussed rather briefly in
this chapter. We also deal with the effects in two ways. One is the scaling treatment
(Chapter 9) and the other uses a phase space description.

Evolution of length scale

A single star evolves at a rate which is a rapidly increasing function of its initial
mass. Therefore, if we examine the stars in an old stellar system, we find that only
those with a sufficiently low mass are more-or-less unevolved, with masses close
to those they were born with. Those which were born with higher masses will have
evolved, and in the process will have lost mass, leaving a remnant which may take
the form of a black hole, a neutron star, or a white dwarf. Simple prescriptions for
these aspects of stellar evolution have been in use in stellar dynamics for a long
time (see Terlevich 1987, Chernoff & Weinberg 1990 and Problem 1). The details,
however, are constantly changing: the relation between initial and final mass is an

103
 104 11. Internal Mass Loss

Fig. 11.1. Mass lost as a function of time for five possible model stellar populations.
The middle curve corresponds to an analytical approximation of a Miller–Scalo mass
function (Eggleton et al. 1989). The others give results for a power law mass function
with probability density f (m) ∝ m −α , with α = 3.35, 2.35, 1.35 and 0.35. (The value
2.35 comes from Salpeter 1955.) In each case the maximum and minimum mass are
15 and 0.1 times the mass of the Sun, respectively. The prescription for stellar mass
loss is taken from Chernoff & Weinberg (1990), though they applied it to different
mass functions.

active area of research in stellar evolution (see, for example, Weidemann (2000) for
white dwarfs and Timmes et al. (1996) for neutron stars and black holes).
In relation to the characteristic dynamical time scale in a stellar system, i.e. the
crossing time (Box 1.1), these processes of mass loss may be either fast or slow. For
example, the mass lost in a supernova event is expelled at speeds which exceed the
orbital speeds in a stellar system by a factor of 100 or more, and the time scale is
proportionately shorter. Mass expelled in a steady wind may be lost on a time scale
much exceeding the crossing time. In either case the mass lost by the system is lost
on a long time scale, since even the instantaneous loss of the entire mass of one star
represents only a slight loss of mass by the entire system. Figure 11.1 shows the mass
lost in several stellar populations representative of those often used in the study of
old stellar systems.
The following argument shows why the time scale on which mass is lost is im-
portant (Hills 1980). Suppose a system is in dynamical equilibrium, so that its total,
kinetic and potential energies are related by T = −E and W = 2E (see Chapter 9).
If a fraction f of the mass is lost instantaneously then the new kinetic and potential
energies are T  = (1 − f )T and W  = (1 − f )2 W , whence the new energy is
E  = E(1 − f )(1 − 2 f ). It follows that at most half of the mass can be lost if the
system is to remain bound. In practice, if more mass is lost then the most bound stars
 Evolution of length scale 105

Fig. 11.2. Remaining bound

mass following mass loss
(after Lada et al. 1984). The
time scale of mass loss is τ R ,
and τC is a measure of the
crossing time. Slow mass
loss is less disruptive than
fast mass loss.

remain as a small, bound system. Even if less than half the mass is lost, some stars
escape (Fig. 11.2).
The role of dynamic equilibrium in this can be assessed by introducing the virial
ratio q = −T /W . Thus q = 1/2 in equilibrium, and if the system is bound initially
we require 0 < q < 1. If the above calculation is repeated, the result is that E  =
E(1 − f )(1 − f − q)/(1 − q), and so the condition that the final system is bound is
that f < 1 − q. Thus a ‘cool’ system can lose a relatively high fraction of its mass
and still remain bound.
Now we return to systems in dynamic equilibrium, and consider what happens if
only a tiny fraction of the mass is lost. Then the change in mass is d M = − f M,
and so d E = E  − E  3Ed M/M. If the loss of mass is sufficiently slow, the
system is able to remain close to virial equilibrium. Therefore this relation is true for
subsequent mass-loss events, and it follows that E ∝ M 3 . Thus the system can, in
the end, lose an arbitrarily large fraction of its mass without becoming unbound. Also,
the length scale of the system can be estimated by R ∼ −M 2 /E, and so R ∝ M −1 .
Before passing on, it is worth stressing that all three scenarios lead to an increase
in the energy of the system, and since the energy is initially negative, this means
that the magnitude of the energy decreases. It might seem that this is obvious, as
the mass of the system has also decreased. It is easy to see, however, that even the
energy per unit mass increases, i.e. becomes less negative. In every sense, then,
these mechanisms of slow or impulsive mass loss lead to a heating of the system.
 106 11. Internal Mass Loss

We shall see in Part VIII that some heating mechanism is needed in order to lead a
stellar system to a peaceful death, and nothing more complicated than loss of mass is
required.
Now we turn our attention, more briefly, to another important mechanism of
mass loss, whose effects on the energy of a system could not be more different. It
occurs because of interactions of pairs of stars. In such interactions the two stars
exchange energy, and in some cases the final energy of one of the stars may exceed
the escape energy. Since the energy of this escaper is positive, the energy of the
remaining (bound) members of the system is more negative than before. Let us
assume, furthermore, that the average energy carried off by the escaper is a certain
fraction of the energy of a single member of the stellar system. Therefore we may
assume that the changes in mass and energy are related by d E = − f d M(E/M),
where f is a constant (unrelated to the constant f above). Note that d E, d M and E
are all negative here, and so f > 0. It follows that E ∝ M − f , and so R ∝ M 2+ f .
The results of this mass loss are therefore qualitatively very different from what
we discussed previously: as the mass of the system decreases the system shrinks.
Historically, this was the first suggestion of the evolution of stellar systems to a
singular endpoint (Ambartsumian 1938, Spitzer 1940), an issue which will play a
major role in later chapters.

Evolution of structure
So far the discussion has dealt with gross issues of mass, energy and radius, but
has said nothing about how the detailed structure of a stellar system is altered. For
this purpose we restrict attention to systems which remain spherical, and close to
dynamical equilibrium. Then we may suppose the distribution function f depends
only on E, J and t, where now E refers to the specific energy of a single star. How,
then, does f (E, J, t) change in response to the loss of mass, i.e. to the resulting
changes in the potential?
One way of arriving at the correct answer is to substitute the expression f (E, J, t)
into the collisionless Boltzmann equation (Eq. 6.5), remembering that we must
express E and J as functions of r and v. For example, E = v 2 /2 + φ(r ). Note
that E depends on t because φ is time-dependent. It follows that
∂f dE ∂f
+ = 0. (11.1)
∂t dt ∂ E
The argument we have just given is insecure. The rate of change of energy d E/dt =
∂φ(r, t)/∂t, and so depends on the location of the star. Thus Eq. (11.1) tells us that
the rate of change of a function which depends on only E, J and t depends also on r .
It is natural, perhaps, to interpret the term d E/dt in Eq. (11.1) as an average over
the orbit of given energy and angular momentum, and Box 11.1 confirms this guess
with a better argument.
 Evolution of structure 107

Box 11.1. Evolution of the distribution function in a slowly evolving

potential
To describe the motion of a star in a smooth, slowly varying, spherically symmetric
potential, we may introduce suitable action-angle variables. As actions we choose J ,
Jz and Ir , where Jz is the component of angular momentum in the direction of any
suitable z-axis, and Ir is the radial action introduced at the end of Chapter 7 (see also
Palmer 1994). There are also three conjugate angles, but we do not need to concern
ourselves with them. The transformation from rectangular coordinates and momenta
to action-angle variables is canonical, and has unit Jacobian, and it follows that the
distribution of stars in action-angle space is equal to f . Also, it is clear that E may
be written (in principle) as a function of Ir and J , and so the distribution function may
be written as f (E(Ir , J, t), J, t). Now two of the actions, viz. J and Jz , are constant,
while the third, i.e. Ir is an adiabatic invariant (Chapter 7). It follows that f , regarded as a
function of the actions and time, is independent of t. (In fact this is just the collisionless
Boltzmann equation in action-angle variables.) Hence
∂f ∂E ∂f
+ = 0,
∂t ∂t ∂ E
which is just Eq. (11.1) again. The adiabatic invariance of Ir does indeed depend on
averaging over the fast radial motion of a star, and so it is now clear that ∂ E/∂t here is
to be interpreted in an orbit-averaged sense. Incidentally, by Eq. (6.8), another way of
stating this result is to write


∂ N (E, J )
= 0, (11.2)
∂t P(E, J ) Ir
where N d Ed J is the number of stars with energy and angular momentum in ranges
d E and d J , respectively, and P is their radial period; the subscript indicates that the
time-derivative is to be taken at constant values of Ir .

We shall not stop to solve these equations, but draw attention to one or two
qualitative points which their solutions would exhibit. We have already seen that one
consequence of mass loss may be the expansion of the system. However, the angular
momentum of each star is constant, and determined by the size and velocity dispersion
of the system initially. By the time the system has expanded by a large factor, therefore,
most orbits will have low angular momentum for a system of such size. Even if the
initial distribution of stellar velocities had been isotropic, in the expanded system
nearly radial motions would predominate. It is also likely that this is one mechanism
by which the anisotropy of stellar systems grows in so-called post-collapse evolution
(Chapter 28), even though the mechanism of the expansion looks rather different.
Despite these remarks, frequent use is made in stellar dynamics of an analogous
equation for the evolution of f when the anisotropy is neglected, viz.
∂ f ∂s ∂ f ∂s
− = 0, (11.3)
∂t ∂ E ∂ E ∂t
 108 11. Internal Mass Loss

where s is the volume in phase space of the region in which the energy is less than
E (see Chapter 9 and this chapter, Problem 4). Again this is based on Eq. (11.1),
except that the expression for Ė is obtained by averaging over all points in phase
space accessible to a star of energy E, instead of the points accessible to a star of
energy E and angular momentum J .

Problems
(1) Suppose the main sequence lifetime of a star of mass m is tms = 1010 ×
(m/M )−2.5 yr (see Hansen 1999), that the entire mass of the star is lost at
this time, and that the mass function is as in the caption to Fig. 11.1. Compute
the time scale of mass loss of the cluster, i.e. −M/ Ṁ. (For a more elaborate
formula for the main sequence lifetime see Cassisi & Castellani 1993.)
(2) Assume that the mass in Keplerian motion varies as m(t) = m r + (m 0 − m r ) ×
exp(−t/τ ), where m 0 and m r are the initial and final (remanant) masses,
respectively, and τ is constant. The radial equation of motion is
c2 Gm(t)
r̈ = − ,
r3 r2
where c is the specific angular momentum; we assume that this is constant.
The orbit is initially circular with radius a, and we assume that τ is much
smaller than the orbital period, but not infinitesimal. Show that, during the
time when r does not vary significantly from its initial value,
G
ṙ  (m 0 − m r )(t + τ [e−t/τ − 1]).
a2
We define the energy in terms of the potential of the remnant, i.e.
1 c2 Gm r
E = ṙ 2 + 2 − .
2 2r r
Show that
G(m 0 − m r ) −t/τ
Ė = − ṙ e .
r2
Substituting the approximate value of ṙ , deduce that the value of E
immediately after completion of mass loss is
c2 Gm r G 2 τ 2 (m 0 − m r )2
Er  2
− − .
2a a 2a 4
Deduce that the condition for remaining bound is that
m0 Gτ 2 m 20
mr ≥ − ,
2 8a 3
approximately.
For a more systematic solution of this problem see Hut & Verhulst (1981).
 Problems 109

(3) Show that Eq. (11.3) may be written in the form


∂f
= 0, (11.4)
∂t s
where the subscript indicates that the derivative is taken at fixed s(E, t).
(4) The rate of change of potential, averaged over all phase space accessible to a
star of energy E, is given by


 ∂φ 1
δ E − v 2 − φ d 3 vd 3 r
∂t 2
φ̇ =
 . (11.5)
 1 2
δ E − v − φ d 3 vd 3 r
2
In a spherical potential show that this may be written as
∂s
φ̇ = − ∂t ,
∂s
∂E
where

16π 2
s(E) = r 2 {2(E − φ)}3/2 dr.
3 φ(r,t)≤E

(5) Suppose a stellar system is subject to a tidal cutoff, i.e. there is an absorb-
ing spherical boundary with radius equal to the tidal radius rt ∝ M 1/3 (see
Chapter 12 below), and that it loses almost all of its mass very slowly. Then
the final range of values of s is tiny, and Eq. (11.4) implies that f must be the
same as in the initial model near s = 0. What is the resulting model?
(6) (unsolved): repeat the previous problem for Eq. (11.2).
 12

External Influences

In this chapter we add one ingredient to the topics discussed in the previous chapter.
There we outlined what happens to a stellar system when it loses mass, by whatever
mechanism. Implicitly, however, we assumed that the system was isolated. Now
we add to the picture the fact that the stars in a stellar system are also affected by
surrounding matter, and this is especially true of escaping stars. The picture we have
in mind is of a system like a globular cluster, orbiting inside a galaxy, which is simply
another stellar system, but much larger and more massive.
The way in which the galaxy affects the cluster depends on such factors as the
orbit of the cluster, and the distribution of mass within the galaxy. We begin with
the simplest non-trivial idealisation. We assume that the orbit of the barycentre of
the cluster is circular of radius R. Clearly, this is possible only for certain types
of galaxy, e.g. those with axisymmetric potentials φg . We use an accelerating and
rotating frame of reference with origin at the barycentre of the cluster, such that the
x-axis points radially outward, and the y-axis points in the direction of motion of
the cluster. The acceleration of a star in the cluster has several terms, due to: (i) the
field of the galaxy; (ii) the gravitational field, φ, of the cluster; (iii) inertial forces,
i.e. Coriolis and centrifugal terms. As we show in Box 12.1 (see also Chandrasekhar
1942, Sec. 5.5, or Ogorodnikov 1965, Sec. 7.4) the resulting equations are
GMx
ẍ − 2ω ẏ + (κ 2 − 4ω2 )x = −
r3
GMy
ÿ + 2ω ẋ =− 3 (12.1)
r
G Mz
z̈ + ωz2 z = − 3 .
r

110
 12. External Influences 111

Box 12.1. Equations of motion of a star in a tidally perturbed cluster

We consider and model each of the forces in turn.
If we suppose the field of the galaxy is axisymmetric, with the cluster orbiting in a
plane of symmetry, then we can write


φg = φg ( (R + x)2 + y 2 , z).
If the cluster is small compared with the radius of its orbit, we may approximate this by
its Taylor expansion, i.e.
 
y 2 ∂φg (R, 0)
φg  φg (R, 0) + x +
2R ∂R
x2 ∂2 z2 ∂ 2
+ φg (R, 0) + φg (R, 0). (12.2)
2 ∂ R2 2 ∂z 2
(Terms with a single derivative with respect to z do not appear because of our assumption
that the orbit is in a plane of symmetry.) By the elementary equations of circular motion,

Rω2 = ∂φg /∂ R, (12.3)

where ω is the angular velocity of the cluster about the galaxy.
The field of the cluster we approximate by that of a point mass M at the cluster
centre. This is an inessential approximation, but it is adequate for escaping stars which
do indeed lie outside the bulk of the mass, even if this will not be spherically symmetric
because the tidal field, Eq. (12.2), is itself not symmetric. Thus φ = −G M/r , where
r 2 = x 2 + y 2 + z 2 and M is the mass of the cluster.
The centrifugal force is derived from the potential −(1/2)ω2 ((R + x)2 + y 2 ). The
other inertial force is the Coriolis force, which has components 2ω( ẏ, −ẋ, 0).
Now we can write down the equation of motion of an escaping star. By Eq. (12.3) there
is no linear term in the sum of the galactic and centrifugal potentials, and the quadratic
terms simplify to (κ 2 − 4ω2 )x 2 /2 + ωz2 z 2 /2, where κ is the epicyclic frequency (see
Chapter2 7) associated with circular motion of radius R in the galactic potential, and
∂ φg
ωz2 = .
∂z 2
Hence we obtain Eqs. (12.1).

These are the equations of a famous problem in dynamical astronomy, called Hill’s
problem (Hill 1878). G.W. Hill used them, towards the end of the 19th century, in
pioneering studies of the motion of the Moon about the Earth, as perturbed by the
Sun. Here, however, it describes the motion of a star about a cluster, perturbed by the
Galaxy. It also arises in a beautiful modern problem: that of the mutual interaction of
the coorbital satellites of Saturn when close to conjunction (see Petit & Hénon 1986).
Finally, an identical force law occurs in the problem of the tides (with additional
terms due to fluid forces), and this gives its name to the approximation used here:
the ‘tidal’ approximation. Roughly speaking, it is applicable if the size of an object
(in this case, the cluster) is small compared to the distance to the perturber. Thus a
 112 12. External Influences

cluster affected by a large neighbouring mass is said to be ‘tidally perturbed’. Just as

the tides are raised on Earth in the directions towards and away from the Moon, in
Eq. (12.1) we see that the tidal field accelerates stars away from the cluster in the ±x
directions.
It is not surprising that κ appears here. If we neglect the right sides of Eqs. (12.1),
the x, y motion is displaced simple harmonic motion with this frequency, i.e.
(x, y) = (a0 + a1 cos κt, b0 + a0 (κ 2 /ω − 4ω)t/2 − 2ωa1 sin κt/κ), (12.4)

where the subscripted quantities are arbitrary constants. This is a linearised approx-
imation of the epicyclic motion described in Chapter 7. The motion is retrograde
(with respect to the motion of the cluster about the galaxy). Therefore it is easy for
stars to remain in the vicinity of the cluster, if in retrograde motion.

Zero-velocity surfaces
The analysis of Eqs. (12.1) begins easily enough. There are two equilibrium points,
on the x-axis at x = ±r L , where
r L ≡ (G M/(4ω2 − κ 2 ))1/3 . (12.5)

These are called Lagrangian points, as they correspond approximately to two exact
solutions of the general three-body problem discovered by Lagrange (1772).
There is also an integral, called the Jacobi integral, given by C = (ẋ 2 + ẏ 2 + ż 2 )/
2 + (κ 2 − 4ω2 )x 2 /2 + ωz2 z 2 /2 − G M/r . Its existence stems from the fact that the
potential is steady in this rotating, accelerating frame. For a star at rest at one of the
Lagrange points, C = C L ≡ −3G M/2r L . The equipotential surfaces
(κ 2 − 4ω2 )x 2 /2 + ωz2 z 2 /2 − G M/r = const. (12.6)

are called ‘zero-velocity surfaces’, and are generalisations of what are called ‘Hill’s
curves’ in the two-dimensional problem. These surfaces exclude the motion from
certain regions of space (Fig. 12.1). For values of C < C L they consist of three
pieces, the innermost of which confines a star to the vicinity of the cluster. Therefore,
if a star is situated within the cluster and has C < C L , it cannot escape. This is
analogous to the existence of an escape energy for stars in an isolated cluster. The
lowest value of C at which the surface opens out to infinity is C = C L , and so
it is usual to adopt the ‘radius’ of this last closed surface, i.e. r L , as the limiting
radius of a cluster in a galactic potential. It is usually called the tidal radius, denoted
by rt .
When C  C L the star is confined to the middle of the cluster, far from the reach of
the tidal field. It behaves almost like a star moving in the potential of the cluster alone.
As C increases the star can wander further and the effect of the tidal perturbation
becomes stronger. Fig. 10.3 tells us what to expect, and helps to understand the surface
 Zero-velocity surfaces 113

Fig. 12.1. The critical

zero-velocity surface for
Hill’s problem.

Fig. 12.2. Surface of section for a modified form of Hill’s equations. Here the
potential of the cluster is a Plummer potential with a suitably chosen scale√radius.
The equations of motion are obtained from Eqs. (12.1) by replacing r by r 2 + a 2 ,
where a = 0.1 is a suitably chosen scale radius, and setting κ = ω = G M = 1. For
further explanation see text.

of section actually at C = C L (Fig. 12.2). This shows several planar orbits (z = 0),
and plots the phase space coordinates x and ẋ whenever y = 0 and ẏ > 0. The points
are confined by the Jacobi integral, and the orbits are a mixture of chaotic and regular
ones. The large area of regular orbits on the left corresponds to retrograde motions,
i.e. the stars move around the cluster in the opposite sense to the motion of the cluster
around the galaxy. We have already seen why it is that retrograde motions are so
special, and there is plenty of supporting numerical evidence (see, e.g., Keenan &
Innanen 1975).
 114 12. External Influences

Fig. 12.3. Mass loss by a cluster in a tidal field. On the left a King model with con-
centration W0 = 3 (Chapter 8) is placed on a circular galactic orbit, and is shown
after one revolution. Stars are lost steadily. On the right the same cluster has been
placed on an elliptical orbit of eccentricity 0.5; it starts at apogalacticon with a radius
corresponding to the tidal radius at perigalacticon, and is shown after one revolution.
In this case stars are lost mostly near perigalacticon, and there is a gap in the distribu-
tion of escapers near the cluster. Galactic centre is to the right.

Now we return to questions of escape. We have just stated that there is a limiting
‘energy’ below which escape is impossible, just as in the problem of escape from
an isolated, spherical potential. There the resemblance ends. In an isolated cluster, a
star with energy above the escape energy will almost certainly escape (unless, on its
way out, it encounters another star which once again reduces its energy sufficiently).
In a cluster in the tidal field of a galaxy, however, this is not guaranteed. We have
already seen that stars in retrograde motion may remain near (but outside) the cluster
indefinitely, and this may easily happen to cluster members in retrograde motion with
C > C L . (The link between epicyclic motion and retrograde escapers was drawn to
our attention by Jeremy Goodman.) One might say that the tidal radius for retrograde
orbits exceeds that for prograde orbits (Danilov 1997).
Even more fascinating is the fate of stars in prograde motion with C > C L , and it
is most easily discussed when C −C L is small. Then the openings in the equipotential
surface through which a star must pass in order to escape are tiny. Stars which do
escape must do so through these openings, and it is clear that the time they take to find
them depends on the amount by which C exceeds C L (Fukushige & Heggie 2000).
This in turn depends on how much the energy can be changed by relaxation effects
(Chapter 14) during the time taken to find the gaps. The result of this interplay is that
the rate of escape from star clusters in a steady tidal field depends on N in a quite
unexpected way (Baumgardt 2001).
When stars do escape, they do so along the directions of the Lagrange points, as
expected (Fig. 2.2). But the Coriolis acceleration (i.e. the terms with coefficient ±2ω
in Eq. (12.1)), bends the orbits along the direction of motion of the cluster round the
galaxy (Fig. 12.3, left). ‘Extratidal’ extensions of this general nature are now known
 Time-dependent tides 115

around a number of Galactic globular clusters (e.g. Grillmair et al. 1995) and can be
modelled quite successfully (Combes et al. 1999).
When C = C L the width of the gaps through which stars escape reduces to zero,
and they lie at the Lagrangian points. These equilibrium solutions exist only at this
critical value of C. As C increases slightly, they give birth to a pair of periodic orbits,
called Liapounov orbits. These orbits are unstable, but they control the way in which
stars can escape. (Incidentally, the analogous orbits near the Earth, perturbed by the
Sun, lead to a series of orbits which have a role in space dynamics. On December 2
1995 the international satellite SOHO, for observations of the Sun and heliosphere,
was placed on an orbit of this general kind, with occasional adjustments to quench
the instability (‘station keeping’). An orbit in this location is particularly suited for
continuous solar observation.)
The manner in which the Liapounov orbit controls escape is a little complicated,
but is most easily understood for orbits in the x, y plane. For such orbits the Liapounov
orbit behaves like a saddle point. An escaper, which necessarily has to come close
to this orbit if C − C L is small and positive, must pass on one side or the other. On
one side it is deflected by the Liapounov orbit out of the cluster, and it escapes in
every sense. If it approaches on the other side it is deflected back into the cluster, and
must try again later, when the same alternatives apply. Even a star which does escape
may, if it approaches too close to the Liapounov orbit, spend a long time there before
being deflected one way or the other. Furthermore, the number of times a star has to
approach this orbit before escaping is an extremely irregular function of its position.
Incidentally, the Liapounov orbits (there is one near each Lagrangian point) also
play a critical role in the behaviour of the coorbital satellites of Saturn, and there also
give rise to sensitive dependence on initial conditions. It is an example of ‘irregular
scattering’ (Hénon 1988).

Time-dependent tides
These details can be fascinating, but they live in a highly idealised problem, and the
general lesson they should teach us is that escape is a complicated problem as soon
as we step away from the spherical potential of an isolated cluster. And if we take
a more realistic cluster orbit than the circular orbit discussed above, it is clear that
almost nothing is understood about it.
For a cluster in an elongated galactic orbit, it is usual to assume that its limiting
radius will be the minimum value of r L around its orbit, which is at perigalacticon,
where the tidal field is strongest. But we already know that this is an oversimplification
for a circular orbit, and for an elongated orbit there is not even any analogue of the
Jacobi constant, because the tidal field is now time-dependent, even in a rotating
frame. Another way of expressing this is to say that the tide changes the energy of
individual stars in a cluster on an elongated orbit, a mechanism referred to as ‘tidal
 116 12. External Influences

heating’. It should be clear from our explanation that this does not happen if the
cluster is on a circular orbit, though it is a not uncommon misconception to suppose
that tidal heating occurs in that situation also.
Two kinds of time-dependent tidal fields are of importance in the study of star
clusters. One is associated with clusters on elongated orbits as they pass perigalacticon
(Fig. 12.3). If this occurs close to the dense central parts of the galaxy the dynamical
effects are referred to as bulge shocking. A local and short-lived effect is also caused
by passage through the disk of the galaxy, and this is what we now study.
To see how different this is from the steady tides acting on a cluster in a circular
orbit, consider the time scales involved. The scale height of the disk potential is
of order 100pc, but a cluster passes through the plane with a normal speed of or-
der 100km s−1 . On the other hand, the radius of a typical cluster is of order 10pc,
while typical speeds for stars within the cluster are of order 10km s−1 . Therefore the
time scales of passage through the disk and orbital motions within the cluster are
comparable. This is why the process is often referred to as disk shocking.
While a cluster is traversing the disk, the relative effect of the disk and the cluster
on the internal motions within the cluster are proportional to the differential accelera-
tions, across the extent of the cluster, of the fields of the disk and cluster, respectively.
Since the density in the disk (∼0.1M pc−3 ) is much smaller than that in a typical
cluster (∼103 M pc−3 ), and since the event is so short-lived, the effect of the disk is
relatively minor. Nevertheless, clusters experience of order 100 such shocks in their
lifetime, and so their cumulative effect is not so negligible.
Box 12.2 shows that each shock tends to heat the cluster (until it revirialises,
once the shock is over), and finally gives an estimate of the time scale on which
repeated shock heating becomes effective. Notice that none of the parameters of the
cluster appear in that expression. Therefore, in a galaxy with a massive disk, all
clusters will succumb to destruction by disk shocking on a comparable time scale,
unless some other process acts even faster.1 This is, admittedly, an oversimplification.
The strength of shock heating does depend in detail on the structure, size and mass
of the cluster, and the point in the plane where the crossing occurs: the density
within the disk increases significantly towards the centre of a galaxy. Also, our
estimate of the importance of this effect was a global one; in fact the effect of
disk shocking is strongest on the outer stars of a cluster. Indeed for many clusters
this is the dominant mechanism for changing the energies of the outermost stars,
and has therefore been referred to as ‘shock relaxation’ (Kundić & Ostriker 1995).
Detailed models suggest that it has a substantial effect on the escape rate (Spitzer &
Chevalier 1973).
There is one circumstance in which this effect is suppressed, and that is when
we are considering a cluster where the time scale of the disk crossing considerably

1
J.P. Ostriker pointed this out to us.
 Time-dependent tides 117

Box 12.2. Shock heating

Imagine that the disk of the galaxy is modelled as an infinite sheet of matter of surface
density . Then the acceleration on opposite sides of the disk is 2π G , just as in the
standard calculation of the electrostatic field due to a charge sheet.
Suppose now that a star in the cluster is on the opposite side of the plane from the
centre of the cluster. It is accelerated relative to the centre by an acceleration of order
4π G , and this lasts for a time of order r/V , where r is the displacement of the star
from the centre of the cluster and V is the speed of the cluster through the galaxy. (In
fact we should measure both quantities in a direction perpendicular to the galactic plane,
but the above estimate is good enough for order-of-magnitude purposes.) It follows that
the internal speed of the star is altered by an amount δv given by δv ∼ 4π G r/V ,
and that the kinetic energy of the cluster is increased by an amount of order Mc (δv)2 /2,
∼ 8π 2 G 2 Mc 2 r 2 /V 2 , where Mc is the mass of the cluster.
Now tidal shocks occur at intervals of order 2π R/V , where R is the radius of the
orbit of the cluster around the galaxy. Therefore, if we write the kinetic energy of the
cluster as Mc v 2 /2, where v is the mass-weighted root mean square speed of its members,
we find that the time on which tidal shocks may destroy a cluster is of order
v 2 RV
tsh = . (12.7)
8π G 2 2r 2
Next, for a virialised cluster we may estimate that v 2 ∼ G Mc /r (Chapter 9). Also, if
the cluster is tidally truncated, its size is given by the tidal radius, in order of magnitude.
Therefore, by Eq. (12.5), where we may treat the galactic field as due to that of a point
mass of mass Mg , we may write
r ∼ R(Mc /Mg )1/3 . (12.8)
It follows that
Mg V
tsh ∼ . (12.9)
G 2 R2

exceeds that of orbital motions within the cluster. One might expect then that the
energy of a star should behave as an adiabatic invariant, but in fact the situation is
more complicated and interesting. In the first place the typical orbital time scales are
longest in the outer parts of a cluster, and so the effects of a moderately slow disk
crossing continue to be significant there. Secondly, in a general spherical potential
the motion of a star is governed by two frequencies (of radial and azimuthal motion
in the orbital plane). We have already seen (Chapter 7) that near-resonances can
then occur, which means that there are combinations of frequencies corresponding to
long time scales. Provided that the external potential is significantly coupled to these
combinations of frequencies, even a slow crossing can have a substantial effect. This
observation is due to Martin Weinberg (Weinberg 1994b; see also Gnedin & Ostriker
1999).
 118 12. External Influences

Problems
(1) Show that the mean density within a tidally limited star cluster is constant,
and comparable with that of the galaxy.
(2) In a galaxy with a flat rotation curve, show that the tidal radius (for a cluster
of given mass) varies with galactocentric distance as rt ∝ R 2/3 . (See Surdin
(1995) for a comparison with observational data.)
(3) Explain qualitatively why seas on Earth exhibit two tides each day.
(4) Consider a very large, planar epicycle, given by Eq. (12.4), which encircles
the cluster. By using the method of variation of parameters on the full
Eqs. (12.1), and averaging the resulting equations over the epicyclic motion,
show that the centre of the epicycle oscillates stably.
(5) By linearising Eqs. (12.1) in the vicinity of the Lagrangian point, find an
approximation to the Liapounov orbits there, and examine their stability, all
within the linear approximation.
 Part IV

Microphysics: N = 2

The following three chapters are devoted to two-body interactions in the context of
the million-body problem. Chapter 13 shows that these cause neighbouring orbits to
diverge with an approximately exponential time dependence. Beginning with the
three-body problem, we go on to investigate the N-dependence of the e-folding time
scale for the divergence. We relate the phenomenon to the exponential divergence of
geodesics in an alternative formulation of the problem.
Chapter 14 is quintessential collisional stellar dynamics. Here we consider the
cumulative effect of many two-body encounters on the motion of a single star: the
theory of two-body relaxation. We develop a number of standard formulae for the
first and second moments of the cumulative change in its velocity. The first moment
corresponds to the phenomenon of dynamical friction. We then go on to incorporate
this theory into an evolution equation (the Fokker–Planck equation) for the distribu-
tion function. We approximate this equation in a form appropriate to the situation in
stellar dynamics, when the time scale of relaxation is much longer than that of orbital
motions. This also incorporates the evolution which may result from slow changes
in the potential.
Chapter 15 takes a close look at the two-body problem itself. We show, in particular,
that the two-body collision singularity is a removable singularity. This introduces a
number of topics which might seem surprising in the context of the million-body
problem: the Lenz vector, quaternions, the Hopf map, the simple harmonic oscillator,
and even a transformation into four dimensions. The significance of all this theory is
that it leads to an important computational tool: KS regularisation.

119
 13

Exponential Orbit Instability

Up to this point in the book we have largely turned our back on the microscopic
character of the million-body problem. Usually we have approximated the gravita-
tional field by that of a smooth distribution of matter. Now we concentrate on the
interactions between small numbers of stars in the system, often only two or three
stars at a time. In later parts of the book we shall see how these microscopic processes
influence the large-scale behaviour.
The purpose of this chapter is to look at the question of sensitivity to initial
conditions in the million-body problem. Much current research in other dynamical
problems is devoted to this question, because of its importance for prediction, for
the foundations of statistical mechanics, and perhaps even for the survival of life
on Earth. What lies behind this remark is the fact that the question of sensitivity is
linked to stability, and the stability of the solar system is something we rely on im-
plicitly. But the collision of comet Shoemaker–Levy with Jupiter in 1994 reminded
us that the solar system is not the well regulated clock we often take it for. Less
well known is the recent realisation that the rotation of the Earth (which itself
influences climate strongly) appears to be stabilised by the presence of the Moon
(see Laskar 1996).
Consider the one-body problem. The star proceeds with uniform rectilinear motion
r1 (t). Another single star, not interacting with the first, and starting with a similar
initial velocity and position,

exhibits similar motion r2 (t).

The distance between the
two stars in space, i.e. (r1 − r2 ) , or in phase space, i.e. (r1 − r2 )2 + (ṙ1 − ṙ2 )2 ,
2

eventually depends nearly linearly on t, after an initial transient, during which they
may actually approach. Their separation in momentum space is constant, however.

120
 13. Exponential Orbit Instability 121

To bring gravity into the picture, consider the relative motion of two stars, i.e. the
Kepler problem, with equation of motion

r̈ = −µr/r 3 , (13.1)

where µ is constant. Now we play the same game of considering two Keplerian
motions started with similar initial conditions, but not influencing each other. As-
suming they have negative energy, in general these two motions will have slightly
different periods, and so their separation in space will grow nearly linearly while the
separation remains small, except for an initial transient, and any periodic oscillation.
While their separation δr is small, δr approximately obeys the variational equation
 
µ 3(r.δr)r
δ̈r = − 3 δr − , (13.2)
r r2
where r is a solution of Eq. (13.1). Note that the coefficient on the right-hand side
involves the derivative of the Keplerian acceleration, i.e. the ‘tidal’ acceleration
of Chapter 12. (Observe the resemblance between the form of these equations in
Problem 1 and Eqs. (12.1).)
For a while, Eq. (13.2) describes approximately the evolution of the displace-
ment between the position on one orbit (r) and that on the other (r + δr). For
large times, however, both orbits remain bounded (being Keplerian ellipses), and so,
therefore, does their separation. The approximation which leads to Eq. (13.2) breaks
down, however, and the solution of this equation continues to increase nearly linearly
(Problem 1).
The three-body problem is non-integrable (see Moser 1973), and it is harder to
determine the rate at which solutions separate without recourse to numerical methods.
One problem that has been studied analytically is Sitnikov’s problem (see Chapter 20).
It is a special case of the ‘restricted’ three-body problem, in which one star, denoted
by m 3 , is massless. The other two stars have equal masses and move as a binary on an
elliptical relative orbit. As m 3 swings back and forth through the binary it is subject
to the time-dependent acceleration of the binary components. Sometimes it gains
energy and sometimes it loses energy, depending on the phase of the binary as m 3
passes through. It is easy to see that, if the amplitude of its motion is large, the time
between successive passages is very large. In this case a small difference in the initial
conditions leads to a large difference in the phase of the binary at the time of closest
approach, and a large difference in the change of energy. The subsequent passage
through the binary will then be very different for the two motions. The motion is
very sensitive to initial conditions.
In fact for this example it is plausible to suppose that the difference between the
two motions, while it is still small, is increased roughly by some factor during each
passage through the binary, and therefore grows roughly exponentially with time.
This growth does not necessarily persist, however, after the time at which the two
 122 13. Exponential Orbit Instability

Fig. 13.1. Exponential divergence in Sitnikov’s problem (see text and Chapter 20).
The left-hand plot shows one solution of the equations of motion of this problem, and
the right-hand plot shows (on a logarithmic scale) the absolute difference between
two initially neighbouring solutions. Up to the time when the third body escapes
(t  350) the growth of the difference is roughly exponential.

motions lose all resemblance. Moreover, in the long run it is likely that one and then
the other motion results in escape. By that stage their separation grows no longer
exponentially but nearly linearly (Fig. 13.1). The exponential growth of separation
is also inapplicable at early times: before that first passage through the binary, the
motions separate less rapidly.
While this example might seem ludicrously artificial, it encapsulates every es-
sential aspect of these questions, even for the million-body problem. Here too the
separation of solutions starting from neighbouring initial conditions is rather modest
at first, and then there is a phase during which they separate exponentially, until all the
stars in the two motions are separated by a distance of order the size of the system.1
At still later times, when stars escape, it may be conjectured that the separation in-
creases nearly linearly again. Overall, the factor by which the initial displacement is
magnified up until this time can be enormous, even for a three-body system; factors of
order 10200 have been measured in numerical experiments (Dejonghe & Hut 1986).
In applying this idea to larger N -body systems, all that is missing is an estimate of
the time scale on which the exponential separation acts. After pioneering numerical
work by Miller (1964) there was a long gap before the first theoretical attack on the
problem. This was the work of V.G. Gurzadyan and G.K. Savvidi (1986), who used a
formulation of the problem which goes back to work of N. Krylov. In this theory the
trajectory of a set of N particles can be treated as a geodesic in their configuration
space when it is endowed with a certain metric (Maupertuis’ Principle). Then the
divergence between two trajectories is analysed with the help of Jacobi’s equation of
geodesic deviation. The time scale on which trajectories diverge may be estimated
by computing the scalar curvature of the manifold, which in turn involves the square

1
√
More precisely, at a distance of order the size of the system divided by N ; see Box 13.1.
Between that point and the time
√ when the separation is of order the size of the system, the
separation grows roughly as t.
 13. Exponential Orbit Instability 123

of the acceleration experienced by each body. Gurzadyan & Savvidi estimated this
by using the mean square acceleration, though this is formally divergent, and it is
necessary to impose a short-length cutoff, denoted by rc . Unfortunately, the estimate
of the time scale depends sensitively (as rc1/2 ) on this choice, and the choice made by
Gurzadyan & Savvidi leads to a time scale which subsequent work has not confirmed.
The actual acceleration is never infinite, unless a collision occurs, and an alternative
approach is to recognise that the acceleration on each particle varies with time, and
to consider its cumulative effect. A rough argument is given in Box 13.1. It indicates
that the encounters which are most effective in sustaining exponential divergence of
neighbouring solutions are those which take place typically once per crossing time.
Those which are closer are more effective, but too rare, while more distant encounters
are just not powerful enough.

Box 13.1. Estimate of the Liapounov exponent for an N-body system

Suppose one star in an N -body system moves with relative speed V past another star,
their distance of closest approach being p (Fig. 13.2). If m is a typical individual stellar
mass, the change in velocity is of order Gm/( pV ), and the path of the first star is deflected
through an angle of order Gm/( pV 2 ) (cf. Box 7.2, Eq. (7.9), in the case α  1). Suppose
this star now travels a distance D before its next encounter. The angular deflection caused
by the first encounter changes its position during this encounter, and in particular its
distance of closest approach, by an amount of order Gm D/( pV 2 ).

Fig. 13.2. Two-body deflection in an N -body system.

Now let us rerun these two encounters, but with a value of p differing by an amount δp.
Then the distance of closest approach in the second encounter is changed by an amount
of order δp + Gm Dδp/( pV )2 . (The first term here occurs because the closest encounter
distance would have been affected even without the occurrence of the first encounter.
The second term is the differential of the displacement caused by the encounter.) Thus
the separation between the two orbits is magnified by a factor of order 1 + Gm D/( pV )2
per encounter, or by a factor 1 + Gmδt/( p 2 V ), where δt ∼ D/V is the interval between
encounters.
Now let’s focus on the effect of repeated encounters at about this value of the impact
parameter. To estimate how often these encounters occur, we use an ‘nσ v’ argument:
if we travel at speed v in a medium where the spatial number-density of stars is n, and
we are trying to hit a target of cross sectional area σ around each star, the rate at which
 124 13. Exponential Orbit Instability

this happens is nσ v. Here σ ∼ p 2 and v = V , and so the time between encounters

is δt ∼ 1/(nV p 2 ). If we denote by s the separation between the two orbits, it follows
that s increases by a factor of order 1 + Gmnδt 2 between each encounter. After a time
t  δt, then, we see that
log s ∼ log s0 + t log(1 + Gmnδt 2 )/δt, (13.3)
where s0 is the initial value.
Now we can see which encounters are most effective √ in this process. The second
term on the right of Eq. (13.3) is largest when δt ∼ 1/ Gmn. This time scale is nothing
other than the crossing time scale, which is of order the time scale of virial oscillations
(Chapter 9) or typical orbital periods (Chapter 7).
Finally, we discuss what this result means. First, it is applicable while the separa-
tion between the orbits is small compared with the distance of closest approach, p.
(Recall that the foregoing estimate was based on taking the differential of the expres-
sion Gm D/( pV 2 ).) The appropriate value of p here corresponds to the typical closest
distance of approach in a time of order a crossing time. During this time a star traverses
the entire system. If we project the positions of all stars onto a plane orthogonal to
its trajectory we obtain N stars within a disk of radius R, i.e. the radius of the √ clus-
ter. It is clear, therefore, that the typical closest encounter distance is of order R/ N .
(This is another ‘nσ v’ argument!) Because the growth of displacement is exponential
while the displacement remains small enough, it takes only a few crossing times for
any reasonable initial displacement to reach a size of this order; the dependence on the
initial displacement is logarithmic. After the displacement becomes of this order, the
exponential growth of s slows down (Problem 4).

The calculation in Box 13.1 is so rough that it is not even clear that a fully three-
dimensional calculation would not change the result. Still, more careful studies do
indicate that the result is correct except for a factor of order log(log N ). Indeed,
for typical models such as Plummer’s model (Chapter 8) the e-folding time for the
separation of orbits is approximately 0.7/ ln(1.1 ln N ) in standard units (Goodman,
Heggie & Hut 1993). Incidentally, logs of logs are unusual in science, and it is not
often that such a slow dependence on a parameter appears in a theory: for instance the
time scale decreases by less than 35% between N = 103 and N = 106 . Until recently
it was impossible to verify such a slow dependence empirically (Hemsendorf &
Merritt 2002).
It is important to notice that the time scale we have estimated is not a relaxation
time scale in the sense which has been customary in stellar dynamics. Until recently
(see the introduction to Chapter 14), relaxation has been a name given to any pro-
cess which changes the energies of the stars (among other things). Close encounters
do indeed change the energies of the stars, and this process is analysed in the next
chapter. What we have considered in the present chapter, on the other hand, is how
the evolution of two neighbouring systems differs, not how each evolves. Still, the
 13. Exponential Orbit Instability 125

exponential divergence continues only for as long as the linearised approximation

(represented by the variational equations) remains valid. When the difference be-
tween two neighbouring orbits becomes large enough, the energies of the particles in
the two systems evolve more independently, on a time scale which is indeed given by
the relaxation time scale (Chapter 14). The distinction between relaxation and expo-
nential divergence has been made particularly clear in the case of one-dimensional
gravity, i.e. when we consider the perpendicular motion of infinite parallel sheets
(Tsuchiya & Gouda 2000).
The fact that the motions in an N -body system exhibit such sensitivity to initial
conditions does have important consequences, however. Though the following argu-
ments have no rigorous foundation for the gravitational N -body problem, in each
case there are analogous systems which also exhibit sensitive dependence and for
which something rigorous can be said.
In the first place, sensitive dependence on initial conditions may imply that suc-
cessive encounters between the same pair of stars (which may occur after the lapse
of several crossing times) are effectively independent. The issue here is the decay
of correlations, which are set up in a pair of stars each time they are involved in a
close interaction. As we have seen, sensitive dependence is a symptom of the expo-
nential divergence of neighbouring solutions. In the rigorous treatment of the foun-
dations of statistical mechanics, this in turn is an essential element of what is termed
‘hyperbolic’ behaviour. In certain well studied models exhibiting this type of be-
haviour, it can be proved that correlations decay quickly (see, for example, the review
by Liverani 2000). By analogy, then, such an argument may help to justify the statis-
tical treatment of the cumulative effect of many encounters, which is the foundation
for the use of the Fokker–Planck equation (Chapter 14).
Sensitive dependence also implies that the accurate computer simulation of
N -body systems can never be guaranteed for more than a few crossing times. Indeed,
attempts at the numerical integration of the same problem on different computers
never yielded reproducible results on time scales of interest (e.g. Hayli 1970), except
for the smallest N . Such integrations are often referred to as ‘experiments’, but re-
producibility is of first importance in other areas of experimental science, and seems
to be missing here. For a long time it has been assumed that, even though the posi-
tions and velocities of the stars in a simulation are certainly wrong, nevertheless the
statistical results of a simulation are reliable. In a sense, each simulation is a running
Monte Carlo simulation.
The demonstration of numerical shadowing theorems has done something to un-
derpin this assumption (Quinlan & Tremaine 1992). What has been shown is that,
even though numerical errors are made at each step of a simulation, nevertheless there
exists an exact solution of the N -body problem which stays close to the computed
solution, for a limited period of time at least. In practice, also, the statistical results of
N -body calculations seem remarkably robust to errors (Smith 1979, Heggie 1991).
 126 13. Exponential Orbit Instability

Problems
(1) In Eq. (13.2), suppose that r corresponds to planar circular motion. In a frame
rotating with the corresponding angular velocity, show that the coplanar
components of Eq. (13.2) become

ẍ − 2ω ẏ − 3ω2 x = 0
ÿ + 2ω ẋ = 0,

where ω2 = µ/r 3 . Solve these equations.

(2) Show that the variational equations for the N -body problem (analogous to
Eq. (13.2)) are
N  
Gm j 3([ri − r j ] . [δri − δr j ]) (ri − r j )
δr̈i = − δri − δr j − .
j=1, j =i
|ri − r j |3 |ri − r j |2

By estimating the contribution from the typical nearest neighbour in a system

with
√ density n, show that the corresponding e-folding time scale is of order
1/ Gmn, where m is a typical stellar mass.
 Gm 2
(3) (i) Let V = − be the potential function for the gravitational
a<b
rab
N-body problem with equal masses m. (This restriction is inessential;
cf. Gurzadyan & Savvidi 1986.) Suppose the 3N -dimensional
configuration space, with coordinates x i (1 ≤ i ≤ 3N ), is given the
metric ds 2 = (E − V ) d x i d x i , where E is a constant, and summation
convention is in use. Show that geodesics are orbits of the N-body
problem with energy E.
(ii) Show that the scalar curvature is
3W,i W,i W,ii
R=− 3
(3N − 1) (N − 2) − 2 (3N − 1),
4W W
where W ≡ E − V and a subscript denotes a partial derivative. Show
that this vanishes if N = 2 (except at a singularity). Does this have
anything to do with the lack of exponential divergence in the two-body
problem?
(iii) For the reduced planar Kepler problem in plane polar coordinates we
have

ds 2 = (E + 1/r ) (dr 2 + r 2 dθ 2 ). (13.4)

Now consider an axisymmetric surface in R 3 of the form (ρ(r ), θ, z(r )),

where (ρ, θ, z) are cylindrical polar coordinates. Try to find functions
ρ(r ), z(r ), so that the metric induced on the surface by the Euclidean
metric in R 3 is as in Eq. (13.4).
 Problems 127

(4) In the language of Box 13.1, suppose the separation s exceeds the impact
parameter p of the most effective encounters ( p ∼ R N −1/2 , where R is the
size of the N -body system). Ignoring encounters with p  s, show that
Eq. (13.3) is replaced by ln s = ln s0 + Gmntδt, where δt ∼ 1/(nV s 2 ). Using
√
this to obtain a differential equation for s(t), show that s ∼ Gmt/V asymp-
totically. Assuming that the separation in energy, δ E, may be estimated by
√
δ E/E ∼ s/R, deduce that δ E/E ∼ t/ts , where ts ∼ V 3 /(G 2 m 2 n) for a
system in virial equilibrium (Chapter 9).
 14

Two-Body Relaxation

As first introduced by Maxwell, the term ‘relaxation’ meant the process by which a
deformed elastic body returned to equilibrium. It was then extended to the dynamical
theory of gases, where equilibrium is a statistical equilibrium characterised by the
particular form of the distribution of energies, and then transferred by Jeans to stellar
dynamics. In stellar dynamics equilibrium is never achieved, because particles es-
cape, but one can still think of a ‘quasi-equilibrium’ on the time scale of many
crossing times. Even so, in due course the term ‘relaxation’ gradually became ap-
plied to several mechanisms which alter such properties as the energies of the stars,
whether or not they have anything to do with the approach to equilibrium. More
recently it has been argued (Merritt 1999) that the term should be extended further
to apply to any one of a variety of mechanisms which cause evolution of the dis-
tribution function, whether or not the quantities like energy or angular momentum
are altered. The history of the word reflects the development of the subject, from
its initial concern with equilibrium models to its modern concern with dynamical
evolution.
This chapter deals with one mechanism of relaxation, in which the energy of
one star is altered by its interaction with one other. It is often called ‘collisional’
relaxation, though the interaction is entirely gravitational; real collisions we do
not discuss until Chapter 31. Chapter 10 describes ‘violent’ relaxation, in which
the energy of a star is altered by the collective effect of many stars in the system,
while Chapter 12 mentions ‘shock’ relaxation, which is caused by external
fields.

128
 Theory of two-body encounters 129

Theory of two-body encounters

The link between two-body relaxation and orbital motions is quite subtle, and ini-
tially we consider a spatially uniform distribution of stars, in which somehow the
stars all describe rectilinear orbits, except for occasional two-body encounters. We
concentrate our attention on one star, of mass m 1 and velocity ṙ1 , say, and consider
how it is affected by encounters with other stars which it meets as it moves along.
First, we consider just one encounter with another star, of mass m 2 and velocity ṙ2 ,
say, assuming that the impact parameter (Box 14.1, Fig. 14.1) is sufficiently great
that the deflection of the star is slight; this is referred to as the ‘weak scattering

Box 14.1. Approximate theory of two-body relaxation

Let r = r1 − r2 be the relative position vector of the two stars. If we neglect all other
stars, it evolves according to
r̈ = −G(m 1 + m 2 )r/r 3 . (14.1)
Let V be their relative speed while still far apart, and p their distance of closest approach.
(For small-angle scattering we need not distinguish between the impact parameter and
the distance of closest approach.) In the weak scattering approximation the change in ṙ
over the encounter may be evaluated by substituting rectilinear motion in the right side
of Eq. (14.1) and integrating. The result is
δṙ = −2G(m 1 + m 2 )p̂/( pV ), (14.2)
where p̂ is the unit vector in the direction of r at the instant of closest approach on the
rectilinear motion (Fig. 14.1).

Fig. 14.1. Motion of an encounter in a frame in which particle 2 is fixed.

 130 14. Two-Body Relaxation

Eq. (14.2) is not quite accurate enough, even for small-angle scattering, but can be
improved by the following trick. From Eq. (14.2) it follows that the angle of deflection
is α  2G(m 1 + m 2 )/( pV 2 ) (cf. Box 7.2, Eq. (7.9)), while energy conservation shows
that the magnitude of ṙ equals V long after the encounter. Thus a vector of this magnitude
has simply been rotated by this small angle, and so
2G(m 1 + m 2 ) 2G 2 (m 1 + m 2 )2
δṙ = − p̂ − V̂, (14.3)
pV p2 V 3
where V̂ is a unit vector in the direction of the original relative velocity, and the second
term is a small-angle approximation of −(1 − cos α)V V̂. The effect of the encounter on
the velocity of m 1 is
δṙ1 = m 2 δṙ/(m 1 + m 2 ), (14.4)
since the barycentre of the two stars moves with constant velocity.
Now we sum the result over many encounters, assuming that different encounters
are independent, as discussed in the text. It is evident that the average value of p̂ is zero,
and so Eqs. (14.3) and (14.4) lead to


2G 2 m 2 (m 1 + m 2 )
δṙ1 = − (ṙ1 − ṙ2 ).
p 2 |ṙ1 − ṙ2 |4
In order to perform the sum, let f (ṙ2 ) be the number density, in phase space, of stars
of mass m 2 and velocity ṙ2 . The rate at which encounters occur with stars moving with
a range of velocities d 3 ṙ2 , with values of p in the range ( p, p + dp), is 2π p|ṙ1 −
ṙ2 | f (ṙ2 )d pd 3 ṙ2 , and so the mean value of the sum, over all encounters in time t, is given
by Eq. (14.5).

approximation’, or ‘small-angle scattering’. (It turns out that it is the cumulative

effect of many weak encounters that dominates, rather than the occasional stronger
encounter.) Using the theory of Keplerian motion we can compute the change in
velocity of the star, δṙ1 ; see Box 14.1, Eqs. (14.3) and (14.4).
The next step in the calculation is to sum the result over all encounters which the
star suffers in a time interval t, say, characterised by various values of the impact
parameter p and the velocity ṙ2 . In fact the star may experience several encounters
simultaneously, but in the weak scattering approximation it is reasonable to suppose
that successive (and even simultaneous) encounters can be treated as being indepen-
dent. (After all, the result for a single encounter is obtained by using unperturbed
motions of the two stars.)
The result (Box 14.1) is that


4π G 2 m 2 (m 1 + m 2 )
δṙ1 = −t (ṙ1 − ṙ2 ) f (ṙ2 )d pd 3 ṙ2 , (14.5)
p|ṙ1 − ṙ2 |3

where p is the impact parameter and f (ṙ2 ) is the number density, in phase space, of
stars of mass m 2 and velocity ṙ2 . (Because of the assumption of spatial homogeneity
 Theory of two-body encounters 131

we need not mention any dependence on r2 .) We shall see later that the above expres-
sion is not sufficient to characterise all important aspects of the encounters. Different
encounters contribute different δṙ1 with some probability density, and Eq. (14.5)
gives an expression for the first moment of this distribution. The second moment will
also be needed in due course.
We proceed with the further evaluation of the right side of Eq. (14.5). The inte-

gration with respect to p yields dp/ p = log( pmax / pmin ), where pmax and pmin are
hitherto unspecified limits on p. The choice of both limits exposes significant issues,
which we now consider.
The minimum is easy; the small-angle approximation is valid only if |α|  1 (see
Box 14.1), i.e. if p  Gm/v 2 , where m and v are typical masses and speeds. It is not
hard to include large-angle scattering, and in fact a more accurate theory shows that,
when p is small, the value of δṙ1 is smaller than the value given by the small-angle
approximation. Thus this singularity in Eq. (14.5) as p → 0 is just an artefact of
the weak scattering approximation, and in a more exact theory the corresponding
integral is no longer singular. We shall take care of this by simply cutting the integral
off at p ∼ Gm/v 2 ; it turns out that, when these results are applied to a star cluster
with N stars in approximate dynamical equilibrium, the term neglected is smaller
than the term we shall retain, by a factor of order log N.
The choice of pmax has given greater difficulty. At one time (Jeans 1929,
Chandrasekhar 1942) it was thought that encounters must take place one at a time,
so that only the nearest neighbour of m 1 could contribute to its relaxation. Follow-
ing more recent treatments, however (beginning with Cohen et al. 1950 and Hénon
1958), we have assumed implicitly that many relaxing encounters may occur simul-
taneously. This is supported by numerical experiments (Farouki & Salpeter 1994,
Fukushige 1995). In a finite stellar system it is assumed now that encounters con-
tribute up to a distance p at which the stellar density falls significantly below its local
value.1 Therefore for a star in the core, i.e. the densest central part of the system,
pmax may be of order the radius of the core. For a typical star in a nearly spherical
system, it may be of the order of a suitably defined radius, such as the half-mass
radius, rh , which is the radius of an imaginary sphere containing the innermost half

of the mass. With this choice, dp/ p = log(rh v 2 /Gm). Furthermore, for a system
in virial equilibrium, we have typically v 2 ∼ G M/rh , where M is the total mass,

and so it is usual to choose dp/ p = log(γ N ), where γ is a constant of order
unity.
By a refinement of the above argument, it was customary for a long time to
take γ = 0.4. More recently, however, comparison with N -body simulations has
consistently suggested a smaller value, around γ = 0.11, for systems with equal
masses (Giersz & Heggie 1994a). When there is a distribution of masses, considerably

1
One could, however, imagine a system, however unrealistic, in which a vast low-density halo
contributed most to relaxation.
 132 14. Two-Body Relaxation

smaller values are suggested by both theoretical arguments (Hénon 1975) and
numerical experiments (Giersz & Heggie 1996). Whatever the value of γ , this factor
is often referred to as the Coulomb logarithm, which betrays the analogy with the
kinetic theory of plasmas, where the interaction is electrostatic.
By this stage we have arrived at the result


4π G 2 m 2 (m 1 + m 2 )
δṙ1 = −t log γ N (ṙ1 − ṙ2 ) f (ṙ2 )d 3 ṙ2 . (14.6)
|ṙ1 − ṙ2 |3
The remaining integral has a familiar look. Apart from a factor, it is the same as
the formula for the gravitational acceleration due to a mass distribution with spatial
density f. Therefore, for an isotropic distribution of velocities (corresponding to a
spherically symmetric distribution of matter), the result may be written

1
ṙ1
δṙ1 = −4π G 2 m 2 (m 1 + m 2 ) log γ N f (ṙ2 )d 3 ṙ2 . (14.7)
t |ṙ1 |3 |ṙ2 |<|ṙ1 |

The left side of this result is often written d ṙ1 /dt, though it must be remembered
that it has a statistical meaning. At any rate it is an important result. It implies that
stars are subject to a deceleration, which is called ‘dynamical friction’. Note that,
in the case of isotropy, it is caused by stars moving more slowly than m 1 . The strength
of this deceleration increases with the mass m 1 . This is unlike the gravitational ac-
celeration due to a static external body, which would be independent of m 1 , even
though dynamical friction is caused by the gravitational attraction of other stars.
To understand this, and to gain a physical feel for this phenomenon, imagine we
move with a star whose velocity is high (Figs. 14.2, 14.3). Then the other stars
approach predominantly from the direction in which we are moving. They are de-
flected by our mass (m 1 ) and this forms an enhancement in their density behind us.
The larger our mass the larger the enhancement, and it is this density enhancement
which decelerates us.
Since all stars are subject to dynamical friction, it would seem that all stars must
slow down. Recall, however, that these results are statistical, and we shall see that
they are not even sufficient to describe the main statistical effect of encounters (see
Eq. (14.9), below). It should be added that the response of a finite, non-uniform stellar
system can be a lot more complicated than Eq. (14.7), which is a local approximation.
Even if an object orbits a stellar system outside all the members of the system, so that
the local value of f is zero, it will still experience an effective deceleration caused by
the response of the system. A theory dealing with this and other issues was developed
by Tremaine & Weinberg (1984).
Just as Eq. (14.6) sums the changes in ṙ1 , we may compute the sum of their squares,

or, more generally, the tensor δṙ1i δṙ1 j . Looking at Eq. (14.3) in Box 14.1, we see
that this involves terms which vary with various powers of p. Only terms in p −2
yield the Coulomb logarithm; terms which decrease even more rapidly do not do
so, and in fact are smaller by a factor of this order. It is, however, necessary to treat
 Theory of two-body encounters 133

Fig. 14.2. Creation of a wake behind a fast-moving star.

Fig. 14.3. Density con-

tours in the wake behind
a fast-moving star. (See
Problem 1.)

large-angle scatterings more exactly to establish this. Such terms are called ‘non-
dominant’ terms, and are usually neglected in the standard theory.
The one result about the tensor which we shall quote is its trace. For an isotropic
distribution f (ṙ2 ) this is given by
1

(δṙ1 )2 = 8π G 2 m 22 log γ N
t
   
1 1
× f (ṙ2 )d 3 ṙ2 + f (ṙ2 )d 3 ṙ2 . (14.8)
v1 |ṙ2 |<|ṙ1 | |ṙ2 |>|ṙ1 | v2

Unlike dynamical friction, this result does not involve the mass m 1 . This will be
important in Chapter 16. (By the way, just as the integral in Eq. (14.7) stems from one
analogous to gravitational acceleration, that in Eq. (14.8) resembles the expression
for the gravitational potential in a spherical distribution. Indeed, these integrals are
sometimes referred to as ‘Rosenbluth Potentials’ (see Rosenbluth et al. 1957).)
 134 14. Two-Body Relaxation

One may continue to characterise the statistical effect of small-angle scattering

by computing the sums of products of degree three (and even higher) in δṙ1 . The
corresponding integrands decrease sufficiently rapidly with increasing p, however,
that all such terms are non-dominant, in the sense introduced above.
With Eq. (14.7) and similar results, other important effects of relaxation can be
analysed. For example, the sum of the changes in the specific kinetic energy of m 1
caused by encounters is




δ E 1 = ṙ1 . δṙ1 + (δṙ1 )2 /2, (14.9)

and so the sum may be computed from expressions which have already been given.
Notice that the two terms have opposite sign. The dynamical friction term leads to
a decrease in energy, which can be compensated statistically by the second. It is the
balance between these two terms which attempts to bring m 1 into thermal equilibrium
with the distribution of stars m 2 .

Kinetic equations
The information we have obtained describes the statistical effect of relaxation due
to encounters on a single star. Now we must consider how this information can be
extended to describe its effect on a distribution of stars. In practice this may be done
by starting with the Kolmogorov–Feller equation

∂
f (ṙ1 , t) = ( f (ṙ1 − δṙ1 )R(ṙ1 − δṙ1 , δṙ1 ) − f (ṙ1 )R(ṙ1 , δṙ1 )) d 3 (δṙ1 ),
∂t
(14.10)

where R(ṙ1 , δṙ1 ) denotes the rate at which a star with velocity ṙ1 suffers encounters
which change its velocity by δṙ1 . The first term on the right shows how the distribution
function at a particular velocity is increased by encounters which cause the velocity
of a star to change from some other value, while the second gives the rate at which
it decreases as stars with velocity ṙ1 are scattered to other values of the velocity.
Intuitively obvious though the meaning of this equation is, some fundamen-
tal assumptions are needed to justify it. For example, it describes relaxation as a
(continuous) Markov process, in which the evolution over an infinitesimal time inter-
val depends only on the state of f at the beginning of that interval. The considerations
of the previous chapter provide some intuitive foundation for this assumption, though
without rigour. On the other hand, the Kolmogorov–Feller equation clearly does not
apply on time scales shorter than the duration of a typical encounter.
It is not yet clear how our statistical information on the cumulative effect of many
encounters may be exploited in Eq. (14.10), but in fact this is rather easy. Our small-
angle approximation is satisfactory if δṙ1 is small, and a truncated Taylor expansion
 Kinetic equations 135

of Eq. (14.10) leads to


∂ ∂
f (ṙ1 , t) = − δṙ1i f (ṙ1 )R(ṙ1 , δṙ1 )d 3 (δṙ1 )
∂t ∂ ṙ1i

1 ∂2
+ δṙ1i δṙ1 j f (ṙ1 )R(ṙ1 , δṙ1 )d 3 (δṙ1 ).
2 ∂ ṙ1i ∂ ṙ1 j
Now, except for the factor f (ṙ1 ), the integrals here are the statistical sums calculated
earlier, i.e. this equation may be written


∂ ∂ 1
f (ṙ1 , t) = − δṙ1i f (ṙ1 )
∂t ∂ ṙ1i t


1 ∂2 1
+ (δṙ1i δṙ1 j ) f (ṙ1 ) . (14.11)
2 ∂ ṙ1i ∂ ṙ1 j t
Note that the terms we have neglected in the Taylor expansion (of degree three and
higher) are smaller than these terms by a factor of order the Coulomb logarithm.
This is not a very big factor, even for the million-body problem: for γ = 0.11,
ln(γ N ) varies from about 7 to about 12 for N in the range from 104 to 106 . Never-
theless, formulations exist where some of the neglected effects can be accounted for
(e.g. Ipser & Semenzato 1983). Where it has been possible to check, the omission
of these terms seems to make little difference to the resulting behaviour of a stellar
system (Goodman 1983).
Eq. (14.11) is a form of Fokker–Planck equation. It is a diffusion equation with
a drift term, the first term on the right side resulting from the action of dynamical
friction. An important property of this equation is that a Maxwellian distribution is a
solution. This solution does not, however, provide a thermal equilibrium solution to
the structure of a stellar system, for two reasons. One is that, as the system relaxes, the
evolution of the distribution of velocities leads to changes in the spatial distribution
of matter; in turn these cause the potential to vary, and this changes the energies
of the stars in addition to the changes due to two-body relaxation. The problem of
incorporating the effect of this process on the evolution of the distribution function
will be discussed in a moment. The second reason why the Maxwellian distribution
fails to provide an equilibrium model is the boundary conditions: in a stellar system
stars may escape, especially those with high energy. The way in which a system
reconciles these two inconsistent requirements, thermal equilibrium and boundary
conditions, is the subject of Chapter 17.
The most important lesson to learn from Eq. (14.11) is the time scale on which
two-body relaxation acts. In fact, from Eqs. (14.7), (14.8) and (14.11) it can be seen
that this is of order v 3 /(G 2 m 2 n log γ N ), where v is a typical speed, m is a typical
mass, and n is the number density of stars.2 This is an estimate of what is called the


2
Recall that f is the number density in phase space, so that n = f d 3 ṙ.
 136 14. Two-Body Relaxation

‘time of relaxation’, though the precise definition is a matter of convention; most

authors follow Lyman Spitzer, who introduced the definition

0.065v 3
tr = (14.12)
G 2 m 2 n ln

(see Spitzer & Hart 1971), where v is the root mean square speed, m is the mean
stellar mass, and is written for the argument of the Coulomb logarithm. The
curious numerical coefficient here comes from an assumption that the distribution
of stellar velocities is Maxwellian, and from other conventions (see Problem 4),
but the expression itself is often used even when the distribution is different from
Maxwellian.
The numerical factor in Eq. (14.12) gives a spurious impression of precision: in
fact this formula is only a guide. In particular, in systems in which stars of widely
differing mass occur, the time scale on which two-body encounters operate may vary
widely. For example, though dynamical friction on a star of mass m 1 acts on a time
scale comparable with tr if m 1  m, where m is the average mass, we have already
seen (in the discussion of Eq. (14.7)) that its strength increases with m 1 . Therefore
the time scale on which it acts varies roughly as mtr /m 1 for m 1  m. This helps
to explain why mass segregation occurs so rapidly in N -body systems (Chapter 16;
see, for example, Fig. 16.1).
Eq. (14.12) makes it clear that tr varies a lot from place to place, and it is often
useful to have some more global measure of the relaxation time. Following Spitzer
(1987), it is usual to try to evaluate Eq. (14.12) for average quantities inside the
half-mass radius, rh , which yields what is called the half-mass relaxation time

3/2
0.138N 1/2rh
tr h  ·
(Gm)1/2 ln
(14.13)

This result is boxed. Anyone who uses this book for reference will consult this
formula more than any other.
The relaxation time is very long compared with the other fundamental time scale
in a stellar system, i.e. the crossing time, tcr (Box 1.1). In fact, for a system in
dynamic equilibrium it is easily shown from the virial theorem that tr /tcr ∼ N / log
(Problem 5). This implies that the mean free path of the stars greatly exceeds the
size of the system. Equivalently, the stars make many orbits almost unaffected by
two-body encounters. If the distribution of density is nearly spherical, for instance,
the theory of Chapter 7 is applicable: stars describe rosette-shaped planar orbits at
nearly constant angular momentum and energy. Gradually, however, the effects of
two-body encounters make themselves felt, and the orbit of a star will be seen to
evolve slowly and stochastically. (The N -dependence of this process is illustrated
 Relaxation and orbital motion 137

in Kandrup & Sideris 2001.) Such behaviour contrasts strikingly with the effect of
collisions in an ordinary gas, where the mean free path is tiny.

Relaxation and orbital motion

These considerations reveal a complication. Our theory of relaxation was based on a
spatially uniform distribution of stars. In fact, a typical star moves between regions
of high and low density, where relaxation is (respectively) rapid and slow, before
the net effect of relaxation becomes significant. We shall assume that the theory we
have described applies locally, but must take into account the fact that the Fokker–
Planck coefficients vary widely as the star moves. Furthermore, as the distribution
function evolves by relaxation, so does the density in space. In turn this alters the
potential, and there is a further resulting evolution of stellar orbits and the distribution
function in phase space. We have to consider how to incorporate these factors into
the Fokker–Planck equation.
We have seen that the relaxation time much exceeds the crossing time. If, therefore,
the distribution function is evolving on the time scale tr , it is nearly constant on the
crossing time scale. Therefore it is nearly a solution of the collisionless Boltzmann
equation (Chapter 6). If, moreover, the potential is nearly stationary, we may exploit
Jeans’ Theorem. Thus, in the case of a spherically symmetric system we suppose
that f = f (E, J, t), where the explicit time-dependent evolution takes place on the
time scale tr . This deals with the orbital motions.
We have already seen in Chapter 11 how the distribution function evolves in
response to slow changes in the potential. It turns out to be most convenient to express
the result in terms of N (E 1 , J1 , t), which was defined to be the number density of
stars with energy E 1 and angular momentum J1 . It is related to f by Eq. (6.8), and
it evolves according to Eq. (11.2), which may be written in the form
   
∂N N ∂P
− = 0. (14.14)
∂t Ir P ∂t Ir

Here P is the period of radial motion of a star with these parameters, and the subscript
indicates that the time derivative is taken with the radial action Ir fixed.
The effect of two-body relaxation is simply to contribute an additional encounter
term to the right-hand side of Eq. (14.14). We cannot simply express Eq. (14.14) in
terms of f and then add the right side of Eq. (14.11), however, as Eq. (14.11) deals
with functions of velocity and position, whereas the left side of Eq. (14.14) involves
functions of E 1 and J1 . One way of proceeding is to average the collision term around
an orbit of a star with energy E 1 and angular momentum J1 . It is, however, easier
to approach the problem less directly (Box 14.2), though the result is the same. It is
 138 14. Two-Body Relaxation

Box 14.2. The Fokker–Planck equation in a slowly varying potential

If we include encounters only, N (E, J ) evolves in an analogous way to f in Eq. (14.11),
i.e.

 

∂N ∂ 1 ∂ 1
= − δ E1 N − δ J1 N
∂t ∂ E1 t ∂ J1 t
2 
 
 

1 ∂ 1 ∂2 1
+ δ E1 N +
2
δ E 1 δ J1 N
2 ∂ E 12 t ∂ E 1 ∂ J1 t


1 ∂2 1  2
+ δ J1 N . (14.15)
2 ∂ J12 t
The angle brackets here signify that the moments of the changes in energy and angular
momentum are obtained by orbit-averaging expressions like Eq. (14.9). Then all we
have to do is replace the left side of this equation by the left side of Eq. (14.14), and we
are done.
The case of an isotropic distribution of velocities, where we suppose that f = f (E, t),
is handled similarly. The analogue of Eq. (14.14), when expressed in terms of f , is
Eq. (11.3), and the analogue of Eq. (14.15) above is Eq. (9.8), which is important
enough to repeat:
∂ f ∂s ∂ f ∂s ∂ 1 ∂2
− =− (D E f ) + (D E E f ). (14.16)
∂t ∂ E ∂ E ∂t ∂E 2 ∂ E2
Here s(E, t) is the volume in phase space in which the energy is less than E, and D E and
D E E are diffusion coefficients analogous to those of Eq. (14.15), but incorporating the
∂s
conversion between f and the number of stars per unit energy; this is N (E) = f (E) ,
∂E
and
1
∂s
DE = δ E1 . (14.17)
t ∂E
This coefficient is an orbit-averaged version, for equal masses, of Eq. (16.13).

referred to as the orbit-averaged Fokker–Planck equation, though the essential idea

goes back to Kuzmin (1957).
There are two formulations of the resulting equation which look relatively elegant
and memorable. One, which we learned about from Donald Lynden-Bell, is the
form appropriate to a spherically symmetric system with an isotropic distribution of
velocities and equal masses, for which the Fokker–Planck equation reduces to
    
∂ f1 ∂ f 1 f
= 16π G m ln
2 2 2
min(s1 , s2 ) f 1 f 2 − 2 d E2,
∂t s ∂s1 f1 f2
(14.18)

where si ≡ s(E i ), defined in Box 14.2, and f i ≡ f (E i ), i = 1, 2. Box 14.3

presents an outline of a derivation of this equation. The beauty of the end result
 Relaxation and orbital motion 139

Box 14.3. Outline derivation of the orbit-averaged isotropic

Fokker–Planck equation for spherical systems with equal masses
Our task is to compute the diffusion coefficients D E and D E E in Box 14.2, Eq. (14.16).
We shall give a fairly complete derivation for the first of these and leave the second as an
exercise. We assume that all masses are equal (m 1 = m 2 = m), that the distribution f (ṙ2 )
is isotropic in velocity, and that the system is spherically symmetric with potential φ(r ).
Substituting Eqs. (14.7) and (14.8) into Eq. (14.9) we readily find that
   ∞ 
1
1 v1 2
δ E 1 = 16π 2 G 2 m 2 ln − v f (v2 )dv2 + v2 f (v2 )dv2 ,
t v1 0 2 v1

where ≡ γ N and vi ≡ |ṙi |. This expression depends on v1 and also on the position
in the cluster, since f (v2 ) depends on position. As we intend to average over all parts
of phase space accessible to a star with a given energy, we re-express the result in terms
of E i ≡ vi2 /2 + φ, i = 1, 2. The result is

1

δ E 1 = 16π 2 G 2 m 2 ln
t
  E1  ∞ 
1
× −√ E 2 − φ f (E 2 )d E 2 + f (E 2 )d E 2 .
E1 − φ φ E1
(14.19)

The effective upper limit of the second integral will usually be finite, because f will
vanish above a certain energy.
Averaging a function F(r ) at energy E 1 (i.e. over an energy hypersurface in phase
space) means performing the integral

Fδ E 1 − v12 /2 − φ d 3 r1 d 3 v1
F =  .
δ E 1 − v12 /2 − φ d 3 r1 d 3 v1
The denominator is just ∂s/∂ E 1 , and cancels in the expression for D E (Box 14.2,
Eq. (14.17)). Integrating with respect to v1 and then leaving only the integration with
respect to r ≡ |r1 | results in
 φ −1 (E 1 )
∂s
F = 16π 2 2(E 1 − φ)Fr 2 dr.
∂ E1 0

∂s
Setting F = 1 gives a convenient expression for .
∂ E1
Applying this averaging procedure to Eq. (14.19), we readily find that the factor
√ ∂s
E 1 − φ cancels out, and the first term in Eq. (14.19) yields the expression for ,
∂ E2
i.e. the derivative of the phase-space volume at energy E 2 . The result is the surprisingly
compact and symmetric expression
   ∞ 
E1
∂s ∂s
D E = 16π 2 G 2 m 2 ln − f (E 2 )d E 2 + f (E 2 )d E 2 .
φ(0) ∂ E2 ∂ E1 E1
 140 14. Two-Body Relaxation

A similar sequence of calculations needs to be performed for the coefficient D E E .

There are no surprises, but it helps to have the formula
 φ −1 (E)
16π 2
s(E) = {2(E − φ)}3/2 r 2 dr (14.20)
3 0
at hand. The result is that
 E1  ∞
D E E = 32π G m ln
2 2 2
s(E 2 ) f (E 2 )d E 2 + s(E 1 ) f (E 2 )d E 2 .
φ(0) E1
(14.21)
These results are now to be substituted into Eq. (14.16). It is again surprising how
much the right-hand side simplifies, if one performs integrations by parts to remove
derivatives of
s, and
a little further creative manipulation. Also, the left-hand side may
∂f ∂s
be written as , where the subscript denotes a derivative at fixed s, but then
∂t s ∂ E
we divide by the second factor to reach Eq. (14.18).

makes up for the ugliness of the derivation, but also hints at the presence of some
as yet undiscovered insight. Incidentally, the result is quite reminiscent of Landau’s
form of the Fokker–Planck equation in plasma kinetic theory (see Thompson 1962).
As well as being elegant and memorable it is also useful, as it is the basis of much
of the Fokker–Planck industry which, starting with Hénon’s classic study (Hénon
1961), has been the foundation of so much that we know about the million-body
problem.
The other setting in which the orbit-averaged Fokker–Planck equation looks rela-
tively elegant invokes action-angle variables. If we assume that f is a slowly varying
function of the actions Ii , i = 1, 2, 3, the result is

 

∂f ∂ 1 1 ∂2 1
=− δ Ii f + δ Ii δ I j f .
∂t ∂ Ii t 2 ∂ Ii I j t
There is no term on the left caused by the slowly varying potential, as the actions
are adiabatic invariants, and the phase-space volume factor analogous to the partial
derivative in Eq. (14.17) can be ignored; action-angle variables are canonical, and so
the factor is a constant.

Problems
(1) In Fig. 14.2 let r, θ, φ be spherical polar coordinates centred on the massive
body, which has mass m 1 . Suppose stars are treated as test particles and
approach at speed V on paths parallel to the axis θ = 0 when at a large
distance. Show that the path of a star with impact parameter p is given by
p2
r= ,
p sin θ + a(1 − cos θ )
 Problems 141

where a = Gm 1 /V 2 . (Note that two values of p, of opposite sign, correspond

to each value of the pair (r, θ ).) By using conservation of flux between paths
with impact parameter p and p + dp, and conservation of energy, show that
the density at r, θ is given by
  
1 ∂r 2
| p| 1 +
ρ r ∂θ
=  ,
ρ0 2a  ∂r 
1+ r sin θ  
r ∂p
where ρ0 is the density far upstream. Adding the results for the two values of
p, show that
ρ r 2 sin2 θ + 2ra(1 − cos θ)
= .
ρ0 r sin θ r 2 sin2 θ + 4ra(1 − cos θ )


(2) Write down an expression for (δ E 1 )2 which is analogous to Eq. (14.9). By
means of Eqs. (14.3) and (14.4), remove all non-dominant terms. For the case
in which the distribution f (ṙ2 ) is isotropic and both masses are equal, deduce
that

1
32π 2 G 2 m 2 ln
(δ E 1 )2 =
t 3
  v1  ∞ 
1
× v24 f (v2 )dv2 + v12 v2 f (v2 )dv2 .
v1 0 v1

(3) Show that the length scale in Fig. 14.2 is proportional to the mass, m 1 , of
the fast-moving star (when this is large). Deduce that the mass of the wake is
proportional to m 31 and that the deceleration varies as m 1 . What would the
corresponding result be for particles moving in a plane, or for a system of
rods extended orthogonally to their common plane of motion? By a simple
extension of the argument, obtain the asymptotic form for the dependence
on v1 , when this is large. Compare with Eq. (14.7).
(4) Compute the result of Problem 2 for a Maxwellian distribution
 
n2 v22
f (v2 ) = exp − .
(2πσ 2 )3/2 2σ 2
Note also that, when non-dominant terms are neglected, the result can be
1

used to establish the value of (δv1 )2 , where δv1 is the component of
t 
δṙ1 parallel to ṙ1 . Hence find the time when (δv1 )2 = σ 2 , assuming that
v12 = 3σ 2 . Compare your result with Eq. (14.12).
(5) For a system in virial equilibrium, estimate the mean square speed by using
the fact that, for a wide range of models, the potential energy is approximately
−0.4G M 2 /rh , where rh is the half-mass radius (Spitzer 1987, p. 13f; see also
 142 14. Two-Body Relaxation

Fig. 8.3 and Table 8.1). By adopting the mean density inside rh as a typical
N
density, use Eq. (14.12) to derive Eq. (14.13). Deduce that tr h ∼ tcr ,
ln
where tcr is the crossing time. (This implies that a star moves a distance much
greater than the size of the system before its energy is significantly altered.)
(6) Starting from the result of Problem 2, obtain the formula for D E E (see
Eq. (14.21)).
(7) Verify that a Maxwell–Boltzmann distribution f 1 = f 2 ∝ exp(−β E) is an
equilibrium solution of Eq. (14.18).
(8) Suppose that a system evolves at constant total energy according to the
evaporative model (Eq. (9.3)). Using results of Problem 5, show that the
current relaxation time may be written as
 7/2
N ln 0
tr = tr 0 ,
N0 ln
where a subscript 0 denotes an initial value. If the variation of the Coulomb
2
logarithm is neglected, show that N → 0 as t → tr 0 .
7µ
 15

From Kepler to Kustaanheimo

The previous chapter was concerned with the consequences of two-body interactions,
but made use of nothing more than an approximate solution of the two-body problem.
Here we consider the classical two-body problem without approximations. It is one
of the oldest solved problems of dynamics, and so, as we mentioned in the preface,
it is no longer really a problem. Yet its structure is of enduring interest, and offers
new surprises each time we view it from a fresh angle.
Along with the simple harmonic oscillator, the Kepler problem is to dynamics what
the Platonic solids are to geometry. And, just as there is a duality among the latter (for
example the cube, with six faces and eight vertices, is dual to the octahedron, with
six vertices and eight faces), we shall see that there is an intimate link between these
two dynamical problems. This chapter may look self-indulgent compared with the
serious issues of stellar dynamics in the surrounding chapters, and should perhaps
be in a box of its own, but in fact some of the results we shall survey have important
applications to the million-body problem. The reason is that we shall be taking a
close look at the singularity of the two-body equations, where numerical methods
cause a lot of trouble.

Removing the collision singularity

Consider first the one-dimensional Kepler problem. With a suitable scaling, the equa-
tion of motion is

ẍ = −1/x 2 . (15.1)

143
 144 15. From Kepler to Kustaanheimo

This equation is singular, corresponding to a collision in the Kepler problem. Even

so, its solution is routine. The energy is h = ẋ 2 /2 − 1/x if x > 0, whence ẋ =
√
± 2(h + 1/x). This is still singular when x = 0, but we can sidestep the singularity

√
in the following way. The solution requires the integral d x/ h + 1/x, and if h < 0
this suggests the change of variable

x = − sin2 θ/ h, (15.2)

and then we find that

(−2h)3/2
θ̇ = (15.3)
4 sin2 θ
if we make an appropriate choice of sign. Hence

2θ − sin 2θ = (−2h)3/2 (t − t0 ), (15.4)

where t0 is a constant. (This is a form of Kepler’s equation.)

Eqs. (15.2) and (15.4) are a parametric form of solution. They may not look
very elegant, but this solution has some remarkable features. First, the singularity at
x = 0 is no longer evident: the solution can be computed for any time. Second, if
we think of θ as the independent variable, we may also write the solution (Eq. (15.2))
as x = −(1 − cos 2θ )/(2h), which is simple harmonic motion with the centre of
attraction displaced from the origin. Therefore, if we transform from t to θ in the
equation of motion we may expect to arrive at the equation of a displaced simple har-
monic oscillator. In fact, Eqs. (15.2) and (15.3) show that this transformation is given
√
in differential form by dt/dθ = x −2/ h. Though the square root is unpleasant, we
can easily scale θ to remove it.
All this suggests the introduction of a new independent variable τ defined by

dt/dτ = r, (15.5)

where r = |x|. Though τ looks like a scaled version of θ its status is actually
quite different: τ will play the role of a transformed time-variable, whereas θ was
a transformed spatial coordinate. Anyway, the transformation of Eq. (15.1) is very
simple, and indeed leads to an equation of the expected form:
x  = 2hx + 1,
where a prime means d/dτ . This also holds when h ≥ 0, and again the remarkable
feature of this equation is the removal of the singularity at x = 0. Though the
expression for h is singular at x = 0, it need not be evaluated anywhere except for
the initial conditions, since it is constant.
The procedure we have outlined is easily extended to the perturbed case, and to
three dimensions. Indeed it yields a practical equation for the solution of the per-
turbed two-body problem (Burdet 1967). If we simply transform from t to τ , defined
by Eq. (15.5), it is a straightforward exercise to show that the three-dimensional
 Removing the collision singularity 145

unperturbed Kepler problem transforms to

r = 2hr − e, (15.6)

where
e = ṙ × (r × ṙ) − r/r. (15.7)

This vector, like h, is a constant of the motion. It is usually called the Lenz or
Runge–Lenz vector. Again we notice that Eq. (15.6) is displaced simple harmonic
motion.
Most of this chapter is concerned with a different link between the Kepler prob-
lem and the simple harmonic oscillator. Again it is suggested by the solution of
√
the one-dimensional problem, Eq. (15.2), where we notice that x(θ ) also yields
simple harmonic oscillation (this time without displacement) if θ is used as indepen-
dent variable. This suggests the introduction of a new dependent variable X defined
by
x = X 2, (15.8)

in addition to the transformation from t to τ defined by Eq. (15.5). The transforma-

tions are most easily carried out in the energy equation, and then differentiation leads
to the expected equation
d2 X 1
2
= h X. (15.9)
dτ 2
Note that the frequency is half that obtained in the previous transformation. In a
way this is obvious from Eq. (15.8): one oscillation of X gives two oscillations of x.
There is also, however, a geometric significance to this observation, as will become
clear as we proceed. It also accounts for the fact that Eqs. (15.6) and (15.7) are not
the preferred route for dealing with two-body encounters in N -body simulations: Eq.
(15.9) and its descendents are, in this sense, twice as efficient.
The tricky step with the transformation leading to Eq. (15.9) is its extension to
three dimensions, and we proceed by way of the planar case. In two dimensions Eq.
(15.8) is easily generalised if we think of a two-vector as a complex number, z. Then
the equation of motion is z̈ = −z/|z|3 , the energy is h = |ż|2 /2 − 1/|z|, and we
define new variables by z = Z 2 and dt/dτ = |z|. Direct substitution yields the rather
unpromising equation
 
d2 Z Z 1  d Z 2
= − + ,
dτ 2 2|Z |2 Z̄  dτ 
but we see that the right side simplifies if we transform also the expression for h. In
fact, if a prime denotes differentiation with respect to τ , we find that Z  = h Z /2, in
precise analogy with Eq. (15.9).
The transformation we introduced (a step due to Levi Civita 1906) has a strong
geometrical flavour. Without this transformation, Kepler orbits passing close to the
 146 15. From Kepler to Kustaanheimo

Fig. 15.1. Keplerian orbits in

two dimensions (left) and in
the transformed plane (right).
One circular and one para-
bolic orbit are shown, and the
letters in the two diagrams
show corresponding points.

origin are nearly parabolas. The singularity in the transformation z = Z 2 at z = 0

approximately straightens these curves out.1 Indeed, when h = 0 the curves are
exactly parabolas, and the motion in the Z -plane is uniform and rectilinear (Fig. 15.1).
Furthermore, if the orbit has h < 0, one revolution in the Z -plane corresponds to two
in the z-plane: after a single revolution in the z-plane the Z -orbit moves from one
Riemann sheet of the transformation to the other, and after two revolutions it moves
back again.

KS regularisation
It took about 50 years before Levi Civita’s transformation was extended to the practi-
cal case of the three-dimensional Kepler problem. This delay seems remarkable when
one learns that the requisite tool (quaternions) had been invented as long ago as 1843.
Furthermore, they were invented by Hamilton (1853) in order to provide a means
of performing algebra with three-vectors; our requirements here are not dissimilar,
i.e. to be able to take the square root of a three-vector. Another point of historical
interest is that, when the three-dimensional extension eventually was carried out, it
was not done in the language of quaternions, but in terms of spinors. So strongly did
this approach hold sway that it was even said that the requisite transformations could
not be expressed in quaternions. Only in 19912 was the full story told, almost 150
years after Hamilton’s discovery. In the following account of the theory we shall try
to convince the reader that he could have found his way there with only the most
rudimentary knowledge of quaternions (as in the outline solution to Problem 1, see
Appendix B).

1
We might say that it ‘unfolds’ the orbit, but this word is loaded mathematically. It would be
more accurate to say that it ‘blows up’ the singularity, as McGehee (1974) did so famously
for the collinear three-body problem. See also Waldvogel (1982) for a similar approach to
the non-collinear problem.
2
Neutsch (1991). The account in Vivarelli (1985) omits only the role of our Eq. (15.15).
 KS regularisation 147

The usual convention is that a three-vector (x, y, z) corresponds to the quaternion

i x + j y + kz, where {1, i, j, k} are four basis vectors of the space of quaternions.
Now the real form of Levi Civita’s transform, in obvious notation, is x = X 2 − Y 2 ,
y = 2X Y . Let us try to treat the space of quaternions spanned by i and j in the same
way, i.e. we write i x + j y = i(X 2 − Y 2 ) + 2 j X Y . The right side is easily factored
as i(X − kY )2 , which can be written in the form

i x + j y = (X + kY )i(X − kY ). (15.10)

The latter form is very convenient for handling rotations, and, now that we know how
to handle one plane with quaternions, we can handle any plane, simply by rotating it
into position. For example, to rotate a quaternion i x + j y into the quaternion i x + ky
(in the plane spanned by i and k) we pre- and post-multiply as follows (cf. Problem 1):
1+i 1−i
√ (i x + j y) √ = i x + ky. (15.11)
2 2
This fits beautifully with Eq. (15.10), as we deduce that
1 1
i x + ky = √ (X + i X − jY + kY )i √ (X − i X + jY − kY ).
2 2
In general, this suggests that any quaternion representing a vector should be written as

i x + j y + kz = qi q̄, (15.12)

where q is a quaternion and q̄ its conjugate (obtained by changing the sign of the
i-, j- and k-components).
There is a difficulty here, because this map from quaternions to physical space is
many-to-one. This implies that the initial conditions of a Kepler orbit do not specify
unique initial conditions for motion in the space of quaternions. For example, each
point in real space corresponds to a ‘circle’ of quaternions, given by

q = q0 exp(iφ), (15.13)

where φ is any angle and q0 any quaternion satisfying Eq. (15.12).3 Furthermore, the
relation between the velocities is

i ẋ + j ẏ + k ż = q̇i q̄ + qi q̄˙ , (15.14)

which has to be solved for the four components of q̇ in terms of the three quantities
ẋ, ẏ and ż. Another condition would be needed in order to specify q̇ uniquely. Again,
we can use the special case of motion in the x, y plane as a guide. In this case we may
take q = X + kY , and it is easily seen that the two terms on the right of Eq. (15.14)
are equal. This suggests that the extra condition to be added is

q̇i q̄ − qi q̄˙ = 0. (15.15)

3
Note the analogy with the local Abelian U(1)-gauge invariance of quantum electro-dynamics.
 148 15. From Kepler to Kustaanheimo

There are three other reasons why this choice is appealing. First, it has a lovely
geometrical interpretation, as it implies that q̇ is orthogonal to the tangent to the
curve given parametrically by Eq. (15.13). Second, we are hoping that the equation
of motion in q-space will be

q  = hq/2, (15.16)

and it turns out that the expression on the left of Eq. (15.15) is a first integral of
this equation; thus if Eq. (15.15) holds initially it holds forever. Third, Eq. (15.15)
simplifies Eq. (15.14).
Now it is straightforward, if slightly tedious, to demonstrate the link between the
simple harmonic oscillator equation in quaternions and the Kepler problem in real
space. We assume that (15.15) and (15.16) hold, and transform from q to r = (x, y, z)
using Eq. (15.12), and from τ to t using the obvious definition dt/dτ = |r|. The
result is the familiar equation of motion of the Kepler problem.
This transformation has many interesting properties (Stiefel & Scheifele 1971),
of which we mention two. In two dimensions we saw that the transform variable Z
moved from one Riemann sheet to another (and back again) as z traversed one orbit.
In the three-dimensional case the corresponding relation has some added complexity.
After one complete revolution in space, the moving ring of quaternions returns to
its original position, corresponding to the quaternion q(0). However, at this time the
quaternion that is the solution of Eq. (15.16) is −q(0), and it is only after a second
revolution in space that it returns to its original position. Fig. 15.2 (Problem 3) shows
two of the loops for motion in space on a circle of unit radius. In this case the
quaternions sit on the unit sphere, which is three-dimensional, and there is a familiar
map which takes this sphere into ordinary three-dimensional real space.
The second interesting point we shall mention stems from an obvious integral
of Eq. (15.16), viz. e = hqi q̄ − 2q  i q̄  . This resembles the energy integral of the
harmonic oscillator, but the latter is obtained (up to a numerical factor) by omitting
the factors i. At any rate, it is only another tedious but mechanical exercise to show
that this is equivalent to the famous Runge–Lenz vector defined in Eq. (15.7). Its
appearance in the Kepler problem is a good deal less obvious.
While we have Eq. (15.12) in front of us let us write it out in coordinates. If u i ,
i = 1, . . . , 4 are the four coordinates of q, we find immediately that

x = u 21 + u 22 − u 23 − u 24 ,
y = 2(u 1 u 4 + u 2 u 3 ),
z = 2(−u 1 u 3 + u 2 u 4 ). (15.17)

These differ in only one or two inconsequential signs from the so-called KS trans-
formation, named after its discoverers Kustaanheimo and Stiefel (1965). They found
their transformation via spinors, which are quaternions in modern dress. Spinors
entered physics in the 1930s, to describe elementary particles with spin one half.
 Numerical regularisation 149

One of the remarkable properties of this theory is that a 360◦ rotation in space corre-
sponds to a sign-reversal of the spin amplitudes, i.e. a rotation by 180◦ (see Feynman
1965). This is reminiscent of a property of Levi Civita’s regularisation to which we
already drew attention. In fact, even the prolific Euler would have recognised these
formulae and their characteristics; they occur in the kinematics of a rigid body when
expressed in terms of the four Euler parameters (Euler 1776; cf. Goldstein 1980, who
spells out the relation with spinors). Truly, each generation must reinvent for itself
the discoveries of the past.
If the next generation wants to try something new, it might look beyond the
quaternions. Complex numbers and quaternions are examples of Clifford algebras
(see Peacock 1999 for a snappy introduction). After quaternions the next in line is
the eight-dimensional algebra of Cayley numbers, where multiplication is not even
associative (i.e. it matters where you place the brackets; see, for example, Lambert &
Kibler 1988). No-one has yet put them to good use in stellar dynamics, though
there is a known regularisation of the five-dimensional Kepler problem using eight
regularising variables (see Mladenov 1991)!

Numerical regularisation
Though collisions of point masses should not occur in computer simulations of the
million-body problem, it is a common experience that numerical methods behave
badly even in the vicinity of a singularity. In N -body simulations a moderately
eccentric close binary is close enough to cause trouble. The most common approach
is to replace the position vectors of the two components, r1 and r2 , by their relative
position vector r = r1 − r2 and the position vector of their barycentre, R, and then
to apply the KS transformation to r. Binaries form and disintegrate, however, and so
codes include appropriate procedures for deciding when regularisation is desirable
and when it should terminate.
This technique is very successful, but it has never been clear just which aspects
of the technique are the vital ones. Even the transformation to r and R alone does
much to combat rounding error. It has been found that simply ensuring that the
integration of a close binary is carried out by a time-reversible algorithm (without
the KS transformation) produces roughly comparable performance (Hut et al. 1995).
Another property of an integrator which seems relevant is symplecticness
(Chapter 22). This is a property of the N -body equations which not all numeri-
cal integrators preserve. But there do exist very simple symplectic integrators which
can integrate even a collision orbit (Mikkola & Tanikawa 1999), albeit with phase
errors. In their method it is not a coordinate transformation that is pulled out of the
hat but a whole new Hamiltonian. Let r be the position vector for Kepler motion,
p the conjugate momentum and h the energy. Then, for suitable scaling, the usual
Hamiltonian is H = p2 /2 − 1/r and h is the value of H . Now it is easily seen
 150 15. From Kepler to Kustaanheimo

(but nevertheless astonishing) that the Hamiltonian = ln(p2 /2 − h) + ln r gives

canonical equations which correspond to the same Kepler motion, with an indepen-
dent variable τ defined by dτ/dt = p2 /2−h. A leapfrog integrator of these equations
(Chapter 22) preserves everything except phase, even for a collision orbit.

Problems
(1) If α = i x + j y, show that x = −(αi + iα)/2 and ky = (iα − αi)/2. Hence
obtain Eq. (15.11).
(2) Let qa = ia1 + ja2 + ka3 , where a1 , a2 and a3 are real, and similarly define
qb = ib1 + jb2 + kb3 . Show that qa qb = −a.b + [a, b], where a is the
three-vector (a1 , a2 , a3 ), b is defined similarly, a.b is the usual dot (scalar)
product, and [a, b] is the quaternion corresponding to the usual vector
product.
(3) A quaternionic view of circular motion
(i) By squaring Eq. (15.12) show that |r| = q 2 , with obvious notation.
(This shows that motion on the unit sphere |r| = 1 in space maps to the
sphere q = 1 of unit quaternions. Now we construct a way of visualising
the latter.)
(ii) Show that stereographic projection from the quaternion 1 to the space of
imaginary quaternions (spanned by i, j, k) maps q0 + iq1 + jq2 + kq3 to
(iq1 + jq2 + kq3 )/(1 − q0 ). If the unit sphere (q02 + q12 ) + (q22 + q32 ) = 1 is
parameterised in an obvious way as

q0 = cos θ cos φ
q1 = cos θ sin φ
(15.18)
q2 = sin θ cos ψ
q3 = sin θ sin ψ,

show that this point maps to the quaternion equivalent to the three-vector

R = (cos θ sin φ, sin θ cos ψ, sin θ sin ψ)/(1 − cos θ cos φ). (15.19)

This gives us a way of visualising a unit quaternion, but note that the
coordinates are singular when θ is a multiple of π/2.
(iii) Show that the quaternion given by Eq. (15.18) maps, via Eq. (15.12), to
the quaternion equivalent to the three-vector
r = (cos 2θ, sin 2θ sin(φ + ψ), − sin 2θ cos(φ + ψ)).
(Thus for unit vectors and quaternions, the KS map can be thought of as the
transformation from R to r, given by these formulae.)
 Problems 151

Fig. 15.2. Circular Kepler motion in the space of unit quaternions, represented in
three-dimensional space as in Eq. (15.19). Each point on a Kepler motion
corresponds to a circle in the space of unit quaternions, and the figure shows how this
circle sweeps out a surface as the Kepler motion describes one quarter of an orbit.
The edges of the surface shown here correspond to Eq. (15.20) for θ = π/4 and
3π/4. Note that these two curves loop through one another.

(iv) Show that the point

r = (cos 2θ, sin 2θ, 0) (15.20)

maps (under the inverse KS map) to the curve C defined by

R = (cos θ sin φ, sin θ sin φ, sin θ cos φ)/(1 − cos θ cos φ), 0 < φ < 2π
(cf. Fig. 15.2. Incidentally, the final result is correct even where θ is a
multiple of π/2, though a separate argument is needed).
(4) Any quaternion may be represented as in Eq. (15.18) if the factors cos θ and
sin θ are replaced by variables r and ρ, respectively. Hence establish a link
between the KS-like transformation Eq. (15.17) and the parabolic coordinates
used in the quantum mechanical treatment of the Stark effect:

x = ξ η cos φ,

y = ξ η sin φ,
1
z= (ξ − η)
2
(cf. Landau & Lifshitz 1977). Taken in reverse, this is a pleasing route to the
KS transformation (Yoshida 1982).
(5) For the three-body problem in the plane with equal masses, let the complex
numbers xi , i = 1, 2, 3, be the position vectors of the three bodies. Interpret
geometrically the numbers
z 1 = x3 − x2
1
z 2 = x1 − (x2 + x3 ).
2
152 15. From Kepler to Kustaanheimo

Finally, define three real numbers u i by

u 1 = |z 1 |2 − |z 2 |2
u 2 + iu 3 = 2z̄ 1 z 2 .

Show that the u i are independent of rotation (and are therefore an appropriate
parameterisation of the shape of the triangle formed by the three bodies), and
that the map (z 1 , z 2 ) → (u 1 , u 2 , u 3 ) is essentially the KS map.
 Part V

Gravothermodynamics: N = 106

The following three chapters begin the application of earlier results to the million-
body problem itself. Chapter 16 discusses two effects of two-body gravitational
encounters: escape and mass segregation. The first of these actually develops the
theory of two-body relaxation further, as we cannot, in this context, approximate
encounters by any small-angle scattering approximation. This approach is, however,
applicable to mass segregation, which is an effect of the tendency to equipartition of
energies in two-body encounters. It also has an important influence on the stability
of the million-body problem (the ‘mass stratification instability’).
Chapter 17 is also concerned with instability, but an instability which even exhibits
itself in systems with equal masses. It was first discovered through a remarkable
thermodynamic result obtained by Antonov, which helps to explain the relevance of
the term ‘gravothermodynamics’. This chapter deals with extrema of the entropy,
and the stability of linear series of equilibria.
Chapter 18 follows up the previous two chapters by tracing the consequences of
the mass stratification and gravothermal instabilities. This is the process referred to as
core collapse. In other contexts this would be referred to as an example of ‘finite-time
blow-up’ and, in common with other examples of this behaviour, it can be described
asymptotically by approximate self-similar solutions of the governing equations.

153
 16

Escape and Mass Segregation

This chapter deals with two effects of two-body encounters. In a general way this
process was discussed in Chapter 14, but now we begin to study the effects on the
system itself. Furthermore, the theory described there is applicable only to one of the
two topics of this chapter. That theory describes the cumulative effects of many weak
scatterings, and is perfectly adequate for an understanding of mass segregation. The
escape of stars from an isolated stellar system, however, is controlled by single, more
energetic encounters, and a better theory is necessary. The theory we shall describe is
illustrative of a whole body of theory which improves on that of Chapter 14, though
for most purposes (e.g. mass segregation) the improvements are unimportant.

Escape
We consider the case of an isolated stellar system. For this case, a star with speed v
will almost certainly escape if v 2 /2 + φ > 0, where φ is the smoothed potential of
the system at the location of the star, with the convention that φ → 0 at infinity. The
exceptions are binary components (for which the true potential differs significantly
from the smoothed potential), and an escaper which, on its way out, interacts with
another star in such a way that its energy once again becomes negative. The latter
possibility is rare in large systems (King 1959), precisely because two-body relaxation
takes place on a much longer time scale than orbital motions (Chapter 14).
Several mechanisms may be responsible for the generation of an escaper. It may
result from three- or four-body encounters involving binaries (Chapter 23). It may
happen that loss of mass by stars through their internal evolution makes the potential

154
 Escape 155

well of the cluster sufficiently shallow that weakly bound stars become escapers. Here,
however, we consider the most classical escape mechanism: two-body interactions,
in which the slingshot effect of an encounter leads to escape of one participant.
The condition for escape is that

v1 · δv1 + (δv1 )2 /2 > −E 1 , (16.1)

where v1 is the initial velocity of the star, δv1 is the change in this velocity over the
encounter, and E 1 is its initial energy. The change δv1 is given by Eq. (14.4), where
the quantity δṙ on the right side, in the small-angle scattering approximation, is given
by Eq. (14.3). In the derivation of that equation it was stated that the relative velocity
ṙ rotates through an angle α, for which an approximate formula was given, but a
more accurate formula (which is exact for two-body Keplerian motion) is

tan(α/2) = G(m 1 + m 2 )/( pV 2 ). (16.2)

It follows by simple geometry that

2m 2 V α
δv1 = sin δ̂v1 , (16.3)
m1 + m2 2

where
α α
δ̂v1 = −p̂ cos − V̂ sin . (16.4)
2 2
(Recall that a hat denotes a unit vector, V is the initial relative velocity of the
participants, and p̂ is a unit vector orthogonal to V.)
An important result can be deduced right away, though it is also obvious intuitively.
If m 2 is negligible, then so is δv1 , and so escape of the star with mass m 1 is unlikely.
More generally, the likelihood of escape is greater, the greater is the mass m 2 . This
already shows that two-body encounters are likely to lead to the preferential escape
of the stars of lower mass, which is an extreme form of mass segregation.
Now we consider the case of equal masses. In order to derive the escape rate a
slightly intricate sequence of transformations, due to Michel Hénon (1960), must be
carried out. As usual, we relegate most of the details to a box (Box 16.1), but we
would like to draw the attention of even the most hurried reader to Eq. (16.9) there,
which is an amazingly simple formula for the rate at which changes of velocity of
any given magnitude occur. The next step of the calculation is to add the condition
that the change must be big enough, and eventually we obtain the result


8π 2 G 2 m 2  3/2
Q= √
2E 1 + v22 v2 f (v2 )dv2 (16.5)
3v1 E 12 −2E 1

for the rate of escape of a star of energy E 1 and speed v1 .

156 16. Escape and Mass Segregation

Box 16.1. Computing the escape rate from a star cluster

We first compute the rate at which a star of given mass, velocity and position experiences
encounters which would cause it to escape. This is


Q= V f (v2 )|d p̂| pd pd 3 v2 , (16.6)

the integral being taken over the domain defined in a very implicit way by Eq. (16.1);
here f is the distribution of stellar velocities, normalised to the space density of stars.
To make progress, we notice first (from Eqs. (16.2) and (16.4)) that, for given initial
velocities of the two stars, δ̂v1 is determined by p̂ and p. In fact in Eq. (16.6) we can
transform the integration with respect to these two variables to give


f (v2 ) 2
Q = 4G 2 m 2 d δ̂v1 d 3 v2 , (16.7)
(δv1 )3
where we have also used Eq. (16.3).
Escape obviously depends on the magnitude of δv1 , which we denote by δv1 , though
it is not the change in v1 . Now from Eqs. (16.3) and (16.4) it follows that
α
(v1 − v2 ) · δv1 = −V 2 sin2 ,
2
whence
v2 = v1 · δ̂v1 + δv1 , (16.8)

where the subscript  denotes the component parallel to δ̂v1 . This suggests the use of
cylindrical polar coordinates for v2 , with δ̂v1 as polar axis. But since we assume that
the distribution of v2 is isotropic, it is also advisable to adopt v2 as one of the variables.
In fact an unorthodox but useful choice is v2 (or δv1 ), v2 and φ, where φ defines the
orientation of v2 around δ̂v1 (i.e. the cylindrical polar angle), and so from Eqs. (16.7)
and (16.8) we find that


f (v2 ) 2
Q = 4G 2 m 2 d δ̂v1 dδv1 dφv2 dv2 , (16.9)
(δv1 )3
though we have to add the restriction v2 > |v2 |, i.e.

|v1 · δ̂v1 + δv1 | < v2 (16.10)

by Eq. (16.8). The integration with respect to φ is trivial.

So far we have not used the fact that we wish to compute the escape rate. In fact this
expression gives a general result for the rate of encounters leading to a given change
in the velocity of the star. Now we add the condition, Eq. (16.1), and the integral with
respect to δv1 is most easily carried out using spherical polar coordinates with v̂1 as
polar axis. If the polar angle is denoted by θ, the conditions (16.10) and Eq. (16.1) may
be expressed as

−v1 cos θ + v12 cos2 θ − 2E 1 < δv1 < −v1 cos θ + v2 . (16.11)
 Escape 157

Integration with respect to δv1 now yields

 
1 1
Q = 4π G 2 m 2 f (v2 )v2 dv2 2π sin θ dθ − ,
δv1min
2
δv1max
2

where δv1min/max are the limits in Eq. (16.11),

 and the integration with respect to θ is
restricted to the range cos2 θ < 2E 1 + v22 /v12 . In this way we arrive at text Eq. (16.5).

In order to evaluate the total escape rate over the entire cluster, we must integrate
over the initial velocity and position of the escaper. These integrations hold no terrors,
and the result may be expressed as
dN 256π 4 G 2 m 2 √
=− 2
dt 3



f 1 f 2 (E 1 + E 2 − φ)3/2
× r 2 dr d E1d E2, (16.12)
E 1 +E 2 >φ E 12
where the distribution function f has been written as a function of the energy E for
both stars, and φ(r ) is now the potential at radius r .
This result is more elegant than its proof, which quickly becomes intractable if
one sets a foot wrong anywhere along the route. It also reveals the competing effects
which control the net escape rate. The denominator favours stars which are nearly
unbound, as does the large spatial volume which such stars occupy. On the other
hand, f is very small near E = 0. Nevertheless, in models for which the calculations
have been carried out, the bulk of escapers are already weakly bound just prior to the
encounter which ejects them.
Hénon’s formula appears to work well when the assumptions behind it are satisfied,
i.e. the distribution of velocities is isotropic. It differs qualitatively, however, from
many other formulae for the escape rate (those summarised in Giersz & Heggie
1994a, for example), which are based on the time of relaxation. For example, for
a Plummer model Hénon’s result is Ṅ = −0.00088N /(tr h ln ), while the classic
result of Spitzer & Härm (1958) for a square-well potential is Ṅ = −0.0085N /tr
(Spitzer 1987). The difference in the coefficient (even though this cannot reasonably
be explained by different definitions of the relaxation time) is not the issue. The issue
of principle is indicated by the fact that the Coulomb logarithm only appears in one
of the formulae. Hénon argued that escape by diffusion does not work, because an
increasingly weakly bound star spends longer and longer on an orbit well outside the
core, and relaxation is ineffective; therefore escape is dominated by single-encounter
events. In fact a synthesis of the two basic ideas seems to work best: relaxation gives
rise to a halo of loosely bound particles (on the relaxation time scale), which can then
become unbound in a single passage through the core (Spitzer & Shapiro 1972).
What is certain is that, in evolving systems, the spatial structure and the velocity
distribution of the stars both change with time. Even if we continue to assume that the
distribution of velocities is isotropic, it is found that the rate of escape increases as the
core contracts and becomes denser (Chapter 18; see Giersz & Heggie 1994a). In fact,
 158 16. Escape and Mass Segregation

the distribution also becomes increasingly anisotropic (if it was isotropic initially),
and this enhances the escape rate, in the sense that, in a series of models which have
the same spatial structure but different anisotropy, the escape rate increases with the
amount of radial anisotropy. For these reasons, if one computes Hénon’s escape rate
for a Plummer model (Problem 1), it is a poor guide to the escape rate from a system
which starts life as a Plummer model.
This discussion summarises the case of isolated systems of equal masses. As
we have seen, escape favours stars of low mass. For a system consisting of equal
numbers of stars of some fixed mass and some very small mass, the low-mass stars
escape about 30 times as fast as the high-mass stars (Hénon 1969). The total escape
rate is enhanced by a similar factor (compared to the case of equal masses) for
more realistic mass functions. When we place the cluster in a tidal field the rate
of escape is further enhanced, but it also becomes a more complicated dynamical
problem (Chapter 12).

Mass segregation
The preferential escape of stars of low mass is an extreme manifestation of a tendency
in all two-body encounters between stars of different mass, even when neither escapes.
It is most easily understood as the tendency towards equipartition of kinetic energies,
which ideally leads to the condition m 1 v12 = m 2 v22 : heavy stars move more slowly,
on average. In stellar systems, the massive stars then drop lower in the potential well,
while the stars of smaller mass move out and may even escape. In other words,
the primary mechanism is the tendency to equipartition of kinetic energies, which
leads to segregation of masses by energy, and this in turn leads to spatial segregation
(Fig. 16.1).
In more detail, the tendency to equipartition of kinetic energies may be seen as
the result of the competing tendencies of relaxation and dynamical friction, which
give rise to the two terms on the right of Eq. (14.9). The first term, which decreases
the energy on average, is proportional to m 2 (m 1 + m 2 ), by Eq. (14.7), whereas by
Eq. (14.8) the second varies as m 22 ; it is this term which causes the kinetic energy to
increase on average. A balance between these two effects can only be struck if stars
of high mass move more slowly on average.
This idea may be quantified, in terms of the kinetic energy per unit mass, E 1 ,1
using these three equations from Chapter 14. They lead to the result


1 m1
δ E 1 = 4π G m 2 log γ N −
2
f (v2 )d 3 v2
t v1 v2 <v1


1
+ m2 f (v2 )d v2 .
3
(16.13)
v2 >v1 v2

1
Earlier in the chapter E denoted the total energy (per unit mass).
 Mass segregation 159

Fig. 16.1. Mass segregation in an isolated N -body simulation. Each graph gives the
mean stellar mass within a ‘Lagrangian shell’, i.e. a shell containing a fixed propor-
tion of the total mass. This plot shows ‘projected’ data, i.e. the shell is a cylinder
along the line of sight; its axis passes through the densest part of the system. Results
are averaged over a large number of simulations, each having 500 particles. The
initial model is a Plummer model, the distribution of masses is d N (m) ∝ m −2.5 dm,
and the ratio of the extreme masses is 37.5. Initially all masses have the same
spatial distribution, and the mean mass is the same (within statistical fluctuations) in
all shells. Very quickly, however, the mean mass becomes much higher within the
central part of the cluster, and somewhat smaller further out. After this phase of
rapid mass segregation, however, the subsequent evolution is very slow, for reasons
which are not understood. Even at late times there are significant departures from
equipartition well within the half-mass radius, and these do not diminish. From
Giersz & Heggie (1996).

Multiplying by m 1 and the distribution of velocities of stars of mass m 1 , and inte-

grating with respect to v1 , we obtain an expression for the mean rate of change of
the mean kinetic energy of stars of mass m 1 , which is
 √
d 4 3π G 2 m 1 m 2 n 2 log(γ N )
(m 1 E 1 ) = (m 2 E 2 − m 1 E 1 )
dt ( E 1 + E 2 )3/2
in the case of Maxwellian distributions; n 2 is the number density of stars of the second
species. This strikingly simple result shows that encounters drive the species towards
equipartition – if m 1 E 1 is smaller than m 2 E 2 then the former increases and the
latter decreases. We can also easily estimate the time scale for this to happen; by
 160 16. Escape and Mass Segregation

computing the rate of change of m 2 E 2 − m 1 E 1 we easily find that the e-folding

time for the tendency to equipartition is

( E 1 + E 2 )3/2
te = √ . (16.14)
4 3π G 2 m 1 m 2 log(γ N )(n 1 + n 2 )

This result bears an interesting resemblance to the relaxation time (Chapter 14).
For many Galactic globular clusters the latter is considerably shorter than the age of
the cluster, and so we might expect to see evidence for mass segregation in them. For
a long time the observational difficulty of counting low-mass (and therefore faint)
stars in globular clusters was the main obstacle, but nowadays the evidence is robust
(e.g. King et al. 1995).
These results show that encounters tend to drive the system towards equipartition,
which means that the ‘temperatures’ of all species are the same. It does not follow,
however, that this is what happens, because the distribution of velocities is affected by
another process: the change of potential caused by evolution of the spatial distribution
of the stars (cf. Eq. (11.3)). Calculations with various models (e.g. Inagaki & Wiyanto
1984) show that different species can either move towards or away from equipartition
in different circumstances. Indeed, there are results which show that equipartition is
impossible, under reasonable assumptions (Saslaw & De Young 1971).
To see physically what the difficulty is, let us turn first to an analogous problem for
a system of equal masses. Here encounters tend to set up a Maxwellian distribution
of velocities, but the system cannot reach the necessary isothermal equilibrium. This
can be understood from several points of view. On the one hand, we know that
isothermal systems must have infinite mass (Chapter 8). On the other, a Maxwellian
distribution must allow arbitrarily high speeds for a small fraction of stars, but stars
with speeds above the escape speed cannot remain in the system. Finally, it is known
that isothermal systems are unstable (Chapter 17). How a system of equal gravitating
point masses reconciles these features with the demands placed on it by two-body
encounters is the subject of Chapter 18, but it already illustrates that the behaviour
is likely to be less straightforward than that of a perfect gas in a box.
Let us return to a system with stars of two different masses, and ask how it re-
sponds to the encounters which are driving it towards equipartition. For simplicity
we imagine that, initially, the distribution of stellar velocities at a given location in
the system is the same for both species. Let v 2 be the mean square speed of both
species at this time, and R the ‘radius’ of the system (e.g. the half-mass radius).
We also suppose that the heavier species (of individual mass m 1 ) is a minor con-
stituent of the system, i.e. M1 M2 , where Mi denotes the total mass of the ith
species.
As encounters take place, the stars of the heavier species tend to lose energy, and
sink in the potential well of the lighter stars. They will have reached equipartition
by the time their mean square speed has fallen to a value of order m 2 v 2 /m 1 . If the
 Mass segregation 161

Fig. 16.2. The tendency to equipartition in a Fokker–Planck simulation. The initial

model is a Plummer model, with an initial mass spectrum d N (m) ∝ m −3.5 dm within
the range 0.1M < m < 0.75M approximately, though it is represented by a num-
ber of discrete components; in addition there is a population of heavier ‘remnants’
of mass 1.2M . The central ‘temperature’ of each component, which is proportional
to the mean kinetic energy, is plotted against time. Initially all components have the
same mean square speed, and so T ∝ m. Just as in Fig. 16.1, there is an initial phase
of rapid evolution (note the logarithmic scale of t), after which the evolution is nearly
self-similar, i.e. the ratio of temperature between two species is nearly constant. Note
that the heavier components nearly reach equipartition in the initial phase, but the
lighter particles remain cooler. From Murphy et al. (1990).

potential well of the lighter stars is modelled by a parabolic profile, as in a simple

harmonic oscillator, it is easily seen that the spatial distribution of the heavier stars
√
is confined within a region whose size is of order R m 2 /m 1 . The total mass of the
two species within this region is thus M1 for the heavier species and M2 (m 2 /m 1 )3/2
for the lighter species. Now it is no longer clear that the lighter stars are the dominant
mass in this region. If they are, then our estimates are valid in order of magnitude, and
approximate equipartition may well be possible. If they are not, then the stars of the
heavier species will not only be moving in the potential well of the lighter species,
but will also be increasingly affected by their own self-gravity. If this happens, it
is less clear that they can contract sufficiently to bring themselves into equiparti-
tion with the lighter stars. Indeed, a self-gravitating system heats as it contracts
(Chapter 5), and it may not be possible to reach the low mean square speed required
(see Fig. 16.2).
These arguments suggest that it may not be possible to achieve equipartition if

M1 ≥ M2 (m 2 /m 1 )3/2 . (16.15)
 162 16. Escape and Mass Segregation

More refined calculations confirm that a condition of this form (with a suitable
numerical coefficient) closely represents a real limit on the composition of a self-
gravitating system which can achieve equipartition. The really interesting issue
remaining is to find out what happens if this criterion is violated. In that case
the heavier species already becomes self-gravitating before it has reached the low
speeds required by equipartition. It therefore heats up: interactions with the light
species cause the heavy stars to lose energy, but the resulting contraction in their
own potential well causes an increase in kinetic energy which exceeds the loss
to the lighter stars. This simply exacerbates the absence of equipartition, which
is thus self-perpetuating. Eventually, the heavy stars have contracted so much, ex-
pelling lighter stars as they do so, that the latter no longer have a significant role.
From this point on the heavier species behave like a self-gravitating system with
stars of the same large mass. How such a system behaves is the topic of the next
chapter.
Before going on, however, it is worth remarking that we have (as usual) consid-
ered an idealised problem: a stellar system with no initial (or ‘primordial’) mass
segregation. There is evidence that the dynamical processes we have discussed do
not act fast enough to explain the mass segregation observed in young clusters in
Nature (e.g. Kontizas et al. 1998, Fischer et al. 1998). Presumably they were born
that way.

Problems
(1) Use Eq. (16.12) to compute the escape rate from a Plummer model of mass
M (Table 8.1). Deduce that the fraction lost per half-mass relaxation time
(assuming that the escape rate does not change) is about 0.00088/ ln .
(2) Explain why the effective relaxation time at a distance r in the halo of an
isolated system varies as r −1/2 . Hence estimate the mass flux there if the
density is n (cf. Problem 9.7). If the mass flux is independent of r , obtain the
density profile.
(3) Use the virial theorem to show that the mass-weighted mean square escape
speed is related to the mean square speed by ve2 = 4 v 2 . Using this as an
estimate of the actual escape speed, find what fraction of a Maxwellian
distribution of velocities lies above it.
(4) Consider a King model consisting of stars of mass m 1 with distribution
function
exp(−m 1 E) − 1 if E < 0,
f 1 (E) =
0 if E > 0,
 Problems 163

and central potential φc < 0. Consider adding a few stars of lower mass
m 2 < m 1 with distribution function
η(exp(−m 2 E) − 1) if E < 0,
f 2 (E) =
0 if E > 0,
where η is a small constant. Explain why (i) the two species are nearly in
equipartition if |m 2 φc | is large enough, and (ii) the heavier species dominates
the mass density everywhere provided that η is small enough. (Though this
appears to contradict Eq. (16.15), that equation depended on the assumption
M1 M2 , which is broken here; cf. Merritt 1981.)
 17

Gravothermal Instability

Can a million-body system be in equilibrium? More precisely, can a model of a

million-body system exhibit equilibrium? The answer depends on the model and other
conditions. But we already saw in Chapter 8 that equilibrium models of gravitational
many-body systems can be constructed. Thus, if it is modelled as a self-gravitating
perfect gas it will be in thermal equilibrium if its temperature is uniform. If it is
modelled by a Fokker–Planck or Boltzmann equation, then the equivalent condition
is that the single-particle distribution be Maxwellian. In both cases the system is
required to have infinite mass and extent.
These isothermal models are, in a strict sense, artificial, but they are of great
importance conceptually, and for other reasons. In order to make progress in un-
derstanding them we shall replace one form of artificiality with another. Instead of
dealing with infinite systems, we shall enclose our isothermal system in a spherical
enclosure, which at least has the merit of implying that our systems have finite mass
and radius. We shall suppose that the enclosure is rigid and spherical; in the N -body
model this means that stars bounce off it without loss of energy, while in the gas or
phase-space models, it implies that the enclosure is adiabatic. We assume spherical
symmetry, and that stars all have the same fixed individual mass. We work entirely,
however, with a perfect gas model.
As we saw in Chapter 8, an infinite isothermal model may be specified by two
parameters, and to specify a finite model we add a third, e.g. the radius of the enclo-
sure, re . For thermodynamic purposes it is sensible to exchange the first two of these
parameters for the total mass and energy, denoted by M and E; these are constant, be-
cause we are interested in systems within an impermeable, adiabatic enclosure. Thus,
for fixed M and E there is a single-parameter family of solutions with parameter re .

164
 17. Gravothermal Instability 165

All are in thermal equilibrium. Another useful way of parameterising the models is
in terms of the one dimensionless way of combining these three parameters, or some-
thing equivalent. In Chapter 8 we showed that the isothermal model could be made
dimensionless in terms of a scaled radius which we called z. As our dimensionless
parameter, therefore, we may use z e , i.e. the value of z corresponding to re .
So far it is only the existence and structure of the equilibria that we have been
looking at. Now we take the obvious but rather far-reaching step of looking at the
stability of these models, by which we mean stability in the thermodynamic sense.
Before we do so, it is perhaps worthwhile to make some reassuring remarks about
the meaning of entropy in this context, because one sometimes hears the assertion
that ‘thermodynamics doesn’t apply to self-gravitating systems’ (Chapter 2). In fact
astrophysicists apply it all the time, in the context of stellar structure, for example.
Indeed it is not hard to show that the above equilibria are determined by extremising
the entropy, subject to the conditions of constant mass, energy and volume, and the
hydrostatic condition (Box 17.1).

Box 17.1. Entropy extrema

We shall assume spherical symmetry, and so we may use the
mass within radius r as
an alternative radial coordinate. Since entropy is S = (k/m) ln(T 3/2 /ρ)d M, its first
variation is
  
k 3 δT δρ
δS = − d M,
m 2 T ρ
where δT and δρ are Lagrangian variations, i.e. following the mass. Similarly, the energy
is
 
3k M
E= TdM − G d M,
2m r
and its first variation is
 
3k M
0 = δE = δT d M + G δr d M. (17.1)
2m r2
dp
Now the hydrostatic condition tells us that G M/r 2 = −4πr 2 , and so we can
dM
integrate the second term in Eq. (17.1) by parts to remove the dp/d M,
 provided that
we know how to differentiate the rest of the integrand. In fact r = d M/(4πρr 2 ),
and so

−1
δr = −(4π) (δρ/ρ + 2δr/r )d M/(ρr 2 ).

Differentiation of this expression followed by a little rearrangement quickly leads to the

relation
d 2 δρ
(r δr ) = − ,
dM 4πρ 2
 166 17. Gravothermal Instability

which turns out to be just what we need. Using also the fact that δr = 0 at the outer
boundary, we find that Eq. (17.1) may be rewritten as
 
3k k δρ
0 = δE = δT d M − T d M.
2m m ρ
At this point we suddenly see that, if T is constant in the unperturbed system, then the
expression on the right of this equation is just T δS. In other words, the first variation
of S vanishes if the system is in thermal equilibrium; that is to say, the isothermal
self-gravitating systems we have been studying extremise the entropy.

As in conventional thermodynamics, the appropriate criterion for thermodynamic

stability (for the case of a rigid adiabatic boundary) is based on entropy consider-
ations. As we have seen, equilibrium is characterised by the vanishing of the first
variation of the entropy, δS. The series of models we have been discussing are pre-
cisely those determined by this condition. Stability depends on the second variation
of S in the vicinity of an equilibrium. If this is negative definite, then the equilibrium
is stable, since any dissipative process can only increase the entropy, and there-
fore no such process can cause the system to move indefinitely far from the initial
equilibrium. If there are variations in the structure of the model for which the second
variation δ 2 S is positive, then the equilibrium is unstable. Our aim, then will be to
examine the thermal stability of the series of equilibria we have found.
There are some situations where the stability of an enclosed isothermal model is
easily determined. Consider, for instance, the case z e  1. Figure 8.1 shows that the
density is nearly uniform; the reason is that the effect of gravity is tiny in this case,
and the gas behaves just like a perfect gas in a box. This is most certainly stable
thermodynamically, and therefore the same must be true of the isothermal model in
the weakly self-gravitating limit z e → 0.1 For later reference we note that the energy
of the model in this limit is
3M
E= kT, (17.2)
2m
where m is the individual particle mass, and the other symbols have their usual
thermodynamic meaning.
Starting from this stable limiting case, we now travel along the one-parameter
family of equilibria looking for instability. In fact z e will do very nicely as our pa-
rameter. As z e increases we see that gravity plays an increasingly important part in
determining the structure of the model. Its density becomes increasingly inhomoge-
neous (cf. Fig. 8.1), and we can expect the paradoxical thermodynamic behaviour of
self-gravitating systems (Chapter 5) to make an appearance.
This is by now an old problem, and has been investigated quantitatively using
several different techniques (Antonov 1962, Lynden-Bell & Wood 1968, Horwitz &

1
Strictly, the system will evolve very slowly by the formation and hardening of a binary
(Chapter 5). The time scale is very long, however, of order N relaxation times at least
(cf. Problem 21.3).
 17. Gravothermal Instability 167

Fig. 17.1. Bifurcation

diagram for Eq. (17.3)
with U = x 3 /3 − λx.

Katz 1978, Chavanis 2002, Chavanis et al. 2001). A common, direct approach is to
compute the second variation of S or some other appropriate variable, but this can
be somewhat laborious, and here instead we employ what would nowadays be called
bifurcation theory. Actually, the method we adopt, which loosely follows that of Katz
(1978), has its origins in Poincaré’s theory of linear series (cf. Jeans 1929). For a
simple analogue, consider a one-dimensional conservative oscillator whose equation
of motion is given by
∂
ẍ = − U (x, λ), (17.3)
∂x
where the potential U = x 3 /3−λx and λ is a parameter. The analogy is that equilibria
of our thermodynamic problem are given by a one-parameter family of extrema of
the entropy, whereas in Eq. (17.3) the equilibria are given by a one-parameter family
of extrema of U . The main difference is that the dynamical problem has one degree
of freedom, whereas there are infinitely many √ in the problem of isothermal spheres.
The equilibria for Eq. (17.3) occur at x = ± λ if λ ≥ 0, while there are none if
λ < 0. This is depicted in the ‘bifurcation diagram’, Fig. 17.1, which shows that,
as λ is decreased, the two equilibria approach, fuse and disappear. Such a feature is
referred to as a ‘saddle-node bifurcation’.
Now let us look at stability. In Fig. 17.1 the upper equilibrium (with x > 0) is
stable, and the other is unstable. The fact to concentrate on is that stability changes
precisely at the point where the equilibria disappear. Now it could easily be claimed
that this is a special feature of this toy problem, but in fact it is ‘generic’, i.e. the
systems for which it does not happen are the special ones.
In order to see this, consider Eq. (17.3) with a general potential about which we
assume only that there is a sequence of equilibria x(λ). Thus

(∂/∂ x)U (x(λ), λ) = 0. (17.4)

Differentiating with respect to λ, we see that

∂2 dx ∂2
U (x(λ), λ) + U (x(λ), λ) = 0. (17.5)
∂x2 dλ ∂λ∂ x
 168 17. Gravothermal Instability

Now suppose that there is a saddle-node bifurcation. At that point d x/dλ is infinite,
and it changes sign there as we pass along the series of equilibria. Provided, then, that
∂2
U (x(λ), λ) = 0 (17.6)
∂λ∂ x
there, it follows that (∂ 2 /∂ x 2 )U changes sign there, and hence that the equilibrium
changes stability. Now, without an example at hand, one might suspect that condi-
tions at a saddle-node bifurcation are so special that Eq. (17.6) is never satisfied.
But in fact our toy problem illustrates that this is not the case, and it is clear that it
is systems in which Eq. (17.6) is not satisfied that are special. In general, then, we
should expect a saddle-node bifurcation to be associated with a change of stability.
Now there are two more technicalities to deal with before all this machinery can be
applied to the gravothermal problem, which has infinitely many degrees of freedom,
while the toy problem has only one. In the first instance one would like a criterion
which does not require plotting of x against λ, because there are infinitely many xs
to choose from. One way of dealing with this is to look at the variation of U along
the series of equilibria. In other words, define W (λ) = U (x(λ), λ). Then it is easily
shown, using Eq. (17.4), that

d2W ∂ 2U d x ∂ 2U
= + .
dλ2 ∂ x∂λ dλ ∂λ2
If this is combined with Eq. (17.5) it follows that
 2 2
∂ U
 
d dW ∂ x∂λ ∂ 2U
=− + ,
dλ dλ ∂ U
2 ∂λ2
∂x2
and so the change of equilibrium can be detected by plotting d W/dλ against λ and
looking for a vertical tangent. If there are many degrees of freedom with generalised
coordinates {xi }, then the same conclusion follows, the calculation being most easily
carried out in coordinates which diagonalise the second variation of U (x, λ) at fixed λ.
Now how do we apply all this to the gravothermal problem? In fact almost ev-
erything is in place. Let us consider the series of equilibria corresponding to a fixed
total mass (M) within an enclosure of fixed radius (and therefore fixed volume, V ).
For U we take the entropy S, and the series of equilibria can be parameterised as
we please, but it is convenient to use the total energy E for the parameter λ. The
reason for this is that the quantity to be plotted, i.e. (∂ S/∂ E) M,V , then has a simple
interpretation: it is the inverse of the temperature, T . (Recall our proof in Box 17.1
that δS = 0 in thermal equilibrium, which followed from the result δ E = T δS if T
is uniform.) Therefore we plot 1/T against E and look for vertical tangents in the
resulting curve.
The result is shown in Fig. 17.2. Several parts of this result can be understood
without numerical computation. In the almost uniform, weakly gravitating limit, it
follows from Eq. (17.2) that T −1 3Mk/(2m E), which yields the part of the curve
 17. Gravothermal Instability 169

Fig. 17.2. The linear series

of isothermal models of
fixed mass and volume,
in suitable scaled units.
Compare with Chapter 5,
Fig. 5.3.

going off to the right. Similarly, the singular isothermal solution and its asymptotic
form (Problem 8.2) give rise to the spiral.
Now we proceed from the right-hand end of the series of equilibria, where the
models are certainly stable, looking for a vertical tangent. It is already evident that
such points exist, and we need numerical methods only to locate the first one. In fact
it occurs when the scaled radius of the enclosure is z e = 34.2, approximately. Stellar
dynamicists remember more easily the corresponding value of exp(u e ) = 1/709,
cf. Eq. (8.4), which is the ratio of the space density at the edge to the central value.
This is the last stable isothermal model inside a spherical, adiabatic container. Models
with a larger density contrast are unstable thermally.
After all this heavy analysis and theory, it is a relief to realise that the physical origin
of the instability is very easy to understand, provided that one reads the appropriate
paper (Lynden-Bell 1968). The arguments have already essentially been deployed in
Chapter 5. Imagine what happens if a little thermal energy is transferred from the
inner part of an enclosed isothermal system to the outer part. The inner part should
cool, but the gravitational field causes the stars there to drop into lower orbits, where
they move faster than before. Just like a satellite spiralling slowly to Earth under
atmospheric friction, the net effect is that the stars are moving faster, and the system
is hotter, hotter even than at a time before the heat was transferred. The thermal
energy transferred to the outer parts has a more familiar effect: these parts are held in
not by gravity but by the wall of the enclosure. Just as in a non-self-gravitating gas in
an enclosure, addition of thermal energy pushes up the temperature. How much the
temperature goes up depends on the heat capacity of the outer part of the system. The
larger and more extensive the outer halo, the smaller the rise in temperature. For a
sufficiently large halo (sufficiently large re ) the rise in temperature of the outer part is
smaller than that of the inner part. Then a temperature gradient has been set up, more
heat flows from the inside to the outside (provided that the gas is conducting), and
the temperature gradient is enhanced. There is a runaway, the famous ‘gravothermal
catastrophe’.
This simple physical picture is suspicious, because it now seems as though the
boundary condition, an adiabatic rigid enclosure, plays a crucial role. To show
qualitatively that the boundary condition is not playing an essential role, let us
 170 17. Gravothermal Instability

consider an isothermal model with a very large value of re , i.e. very close to the
centre of the spiral pattern in Fig. 17.2. There is a huge range of densities in this
model. Therefore there is a huge range in the time scale for the convective transport
of heat. On the time scale for heat transport in the inner parts, the outer parts act
effectively as an insulating envelope. Also, the amount of mass in the inner parts is
so small that adjustments in the structure there have little effect on the outer parts,
which are also effectively a rigid barrier. In other words, the outer parts of the system
have the properties of the boundary which we artificially inserted in order to make
our model precise. It follows that the central parts of an isothermal system will be
subject to the gravothermal instability, and that the boundary conditions far out in
the system are irrelevant.
Precisely how the growth of the instability takes place is beyond the scope of the
above analysis. In particular, it depends on the details of the mechanism by which heat
is transported (Makino & Hut 1991). But various calculations confirm that the ‘first’
isothermal model in which thermal inhomogeneities can grow is one in which the
density contrast is approximately the famous 709. This has been shown not only for
models which treat the system as a self-gravitating, conducting, perfect gas (Nakada
1978), but also for Fokker–Planck calculations (Inagaki 1980). As we have said, how-
ever, the precise boundary conditions are not strictly relevant to the behaviour of self-
gravitating systems, and the critical value of the density contrast is not the main issue.
There is another way of looking at the role of boundary conditions. So far we
have imagined that energy can be exchanged only between one part of the system
and another. Suppose now that the entire system may exchange energy with its
surroundings. We imagine that the enclosure is still rigid and allows no mass in or
out, but that the system can exchange energy with its surroundings, which are held
at constant temperature. Then the heat capacity of the system is simply ∂ E/∂ T . It
is therefore subject to the kind of instability outlined in Chapter 5 as soon as the
tangent to the curve in Fig. 17.2 becomes horizontal. Not surprisingly, this occurs
for a smaller density contrast than in the previous case, because now the enclosure is
taking on the thermodynamic role previously played by the outer parts of the system.
The distinction between the two situations can also be described in terms of the
appropriate ensemble, in the sense of statistical physics: the microcanonical ensemble
for systems of fixed energy (the first case, in which the enclosure is adiabatic), and
the canonical ensemble for systems of fixed temperature (the second case).
There is one final twist to this tale. We gave a physical explanation for the
gravothermal catastrophe by contemplating a transfer of heat from the inside to
the outside. But instabilities can grow in either direction; what happens if heat is
transferred from the outside to the inside? It is not hard to see that both the inside
and the outside cool down, but again the cooling of the outer parts is slight if they
are sufficiently massive and extensive. Then heat starts to flow inwards, driving the
gravothermal instability in reverse. We shall see in Chapter 28 that this is no mere
thought experiment.
 Problems 171

Problems
(1) A simple approximate model of an isothermal system in an enclosure of
radius re is defined by the density

ρ0 , if r < r0 ;
ρ(r ) = r 2
0
ρ0 , if r0 < r < re .
r
Compute M(r ), i.e. the mass within radius r , and deduce that the potential
energy is
x G Me2
W =− (45x − 30 ln x − 42) ,
5(3x − 2) 2 re
where Me is the total mass within the radius re and x = re /r0 > 1. Using the
appropriate form of virial theorem (Problem 9.1, where T denotes the kinetic
energy), compute the temperature and the total energy. Hence plot the diagram
analogous to Fig. 17.2. Show that the sequence includes models with positive
and negative heat capacity.
(2) In an enclosed isothermal model with enclosure radius re , the kinetic energy
3M
is kT , where T is the temperature. Use the appropriate form of the virial
2m
theorem, as in Problem 1, to show that the energy is given by
 
Ere 1 u + 3u ,
= e
G M2 u2 2 z
in the notation of the isothermal equation (Eq. (8.6)). By solving the latter
equation numerically, and locating the minimum of Ere /(G M 2 ) for varying
z, show that the first unstable model corresponds to a density contrast
e−u = 709 approximately.
(3) Does a two-dimensional self-gravitating system, in which the interaction
potential between two masses m is 2Gm 2 ln r , exhibit gravothermal insta-
bility? Think about this first from the point of view of the virial theorem
(Problem 9.2). Then use the analytical solution (Problem 8.3) to carry out
an analysis as in Fig. 17.2. See Katz & Lynden-Bell (1978).
 18

Core Collapse Rate for Star Clusters

The cruel fate of a system forever striving to be what it can never be – in thermal
equilibrium.
J. Goodman

The last two chapters have assembled most of the qualitative arguments by which the
evolution of the core of a stellar system can be understood. In summary, the tendency
towards equipartition drives the more massive stars to smaller radii. Unless their total
mass is sufficiently small, equipartition cannot be reached by the time the heavier
stars become essentially self-gravitating. When that happens they are eventually sub-
ject to the gravothermal instability. It is the purpose of the present chapter to flesh out
this outline, but we shall do so in two passes, as it were. First we shall examine the
time scales on which these processes act, and a number of factors which modify the
simple picture; and we shall explain the qualitative nature of the resulting evolution.
Then we turn to a more detailed description of one case which has been studied in
great detail: self-similar collapse in systems with stars of equal mass.

The big picture

The time scale for equipartition, te , was discussed in Chapter 16 (see Eq. (16.14)).
It is useful to compare it with the standard relaxation time tr (Eq. (14.12)). For
this purpose we evaluate the mean kinetic energy per unit mass for each species
by
E i  = v 2 /2, independent of mass, i.e. we assume equipartition of velocities.
In Eq. (14.12) we write the factor m 2 n as m̄ρ, where m̄ denotes the mean stellar
mass, and ρ is the mass-density. We also identify the Coulomb logarithm in both
time scales. For a two-component system it follows that te /tr = 1.25m̄ 2 /(m 1 m 2 ).
In applications, we are often interested in models with many particles of low
mass (m 1 , say) and a few of high mass m 2  m 1 . In this case m̄  m 1 , and so

172
 The big picture 173

te /tr  m 1 /m 2 ,  1. In other words, the fastest processes are associated with

equipartition. Indeed, if one uses some detailed model (Chapter 9) to follow the
evolution of a multi-component model (i.e. one in which the particles do not all
have the same mass), the first thing one observes is that the heaviest particles drift
towards the centre, increasing the central density and the central proportion of massive
particles (Fig. 16.1). The greater the individual masses of the most massive particles,
the faster the evolution.
There are factors which modify this picture in more realistic models of stellar
systems. In the first place, the most massive stars also evolve (internally) most rapidly
(Chapter 11). In the very rapid, late stages of their evolution, they lose most or all of
their mass. Therefore the range of individual stellar masses shrinks, and this in turn
affects the relevant time scale te . The second point to notice is that the most massive
species may well consist of binaries with massive companions. Though the effects
of close interactions between binaries and single stars are complicated (Parts VI and
VII), in distant encounters a binary behaves essentially like a single star with a mass
equal to the total mass of its components.
Eventually the tendency towards equipartition slows down drastically. As already
mentioned, this does not mean that equipartition has been achieved; rather, the central
parts of the system are now dominated by the most massive stars, and, as a first ap-
proximation, we may consider that the role of the less massive stars is unimportant.
As a step towards understanding this new situation, we proceed to discuss the evolu-
tion of the core in a single-component system, in which all stars have the same mass.
This problem is of obvious interest in its own right, and it has been rather well studied.
First let us consider the situation discussed in Chapter 17, i.e. an isothermal model
enclosed in a spherical container. As we saw, this equilibrium is unstable only if the
density contrast (between the centre and the enclosure radius) exceeds a factor of
about 709. At the enclosure radius the relaxation time is 709tr c , where tr c denotes
the central value. Therefore we may expect that the time scale on which the instability
acts is at least of this order. In fact it may be much longer, as the system is nearly
isothermal, which reduces the thermal flux.
Now we should consider a more normal stellar system, still consisting of stars
of equal mass, but bound only by their self-gravity, and not by any external wall.
Such a system cannot be isothermal, and so the flux of heat which drives evolution of
the core may be stronger than in the near-isothermal situation considered previously.
Qualitatively, however, the result is the same: the centre contracts and becomes
hotter. At the higher densities which result, the relaxation time decreases, and in
time it becomes much shorter than at the larger radii where the heat flux drove the
initial contraction. By the time this happens, the hot, central region of the cluster
is effectively isolated (thermally) from the regions at larger radius. Thus there is a
transition from a collapse which is driven by the heat flux at large radii to a collapse,
analogous to that in an enclosed isothermal sphere, driven by the heat flux in a smaller,
nearly isothermal region. As this region collapses further, the time scale becomes
 174 18. Core Collapse Rate for Star Clusters

Fig. 18.1. Core collapse from a King model with W0 = 3, N = 1285. The initial
model is shown on the left, and the view on the right shows the same model to the
same scale after core collapse. The model has a tidal cutoff.

shorter still, and there is a ‘runaway’ evolution towards high central densities and
temperatures (Fig. 18.1).
The phenomena we have been describing are referred to collectively as ‘core
collapse’. Its study dominated much theoretical work on the evolution of dense stellar
systems in the 1970s. The time it takes to reach completion is determined mainly by
the early phase, in which the central parts are not yet thermally isolated from the outer
parts of the system, and when the central relaxation time scale is longest. In fact,
detailed numerical experiments of various kinds, using Plummer’s model for initial
conditions, and equal masses, show that the time taken is about 15tr h , where tr h is
the initial half-mass relaxation time (Chapter 14). For a system with a distribution of
individual stellar masses, the time to completion of core collapse is determined by
the time scale of mass segregation, and we have already seen that this is smaller than
the relaxation time scale of an equivalent equal-mass system. Detailed experiments
confirm this. Consider, for example, a system in which the ratio of the largest to the
smallest mass is 15:0.4 (values which do not look so strange to an astrophysicist
who interprets the unit of mass as the mass of the Sun), with a distribution of masses
f (m) ∝ m −2.5 in this range. Then the time to the end of core collapse is as short
as about 0.9tr h (Chernoff & Weinberg 1990). The time scale of core collapse is also
altered if the system is rotating (Lagoute & Longaretti 1996, Einsel & Spurzem 1999,
Kim et al. 2002).

Self-similar core collapse with equal masses

So far, our discussion of core collapse has been short of quantitative detail on anything
except time scales. We have arrived at a broad-brush picture in which the core of
 Self-similar core collapse with equal masses 175

the cluster becomes smaller, hotter and denser. In addition, when a mixture of stellar
masses is present, the core is increasingly dominated by the heaviest species. But it
is not yet at all clear what this core will look like. In the remainder of this chapter
we shall try to flesh out the portrait. We concentrate on systems in which all stars
have the same mass, and analyse the late evolution, i.e. when the core is no longer
in thermal contact with the outer parts of the system. The approach we adopt was
pioneered by Lynden-Bell & Eggleton (1980).
It is clear that the central parts of the collapsing core must be nearly isothermal.
If not, relaxation would quickly thermalise the largest region around the centre
which is gravothermally stable. Therefore the core can be nearly characterised, like
an isothermal model, by two parameters, e.g. the central density ρc and the central
one-dimensional velocity dispersion σc (cf. Chapter 17).
We now make the assumption that the structure around the core, while not being
precisely isothermal, is nevertheless still determined by ρc and σc . In other words,
at each time during the collapse of the core the structure may be obtained from
that at any other time by a simple rescaling. Often such evolution is referred to as
‘homologous’ or ‘self-similar’. This apparently drastic assumption has been of great
benefit in stellar dynamics. Indeed, we shall see in Chapter 33, where we summarise
the whole of the evolution of a star cluster, that much of it can be described by
patching together various kinds of self-similar evolution.
There are other areas of applied mathematics where such behaviour is common.
In particular, in problems of ‘finite-time blow-up’, i.e. solutions of partial differential
equations which tend to infinity at some point in space as t approaches some finite
value, it is often found that the form of solution at late times, and in the vicinity of
the singularity, is self-similar. A familiar example is the ‘backward heat equation’
∂u/∂t = −∂ 2 u/∂ x 2 , which has the self-similar solution

2
1 x
u=√ exp
−4π t 4t
for t < 0. It is perhaps not surprising that such behaviour should arise also in
core collapse in stellar dynamics. This is governed, as we saw in Chapter 17, by a
property of stellar systems analogous to a negative heat capacity. If we were to derive
the standard heat equation for such a material, we would obtain the backward heat
equation.
For the star cluster problem, derivation of the self-similar solution requires a
modicum of numerical integration, and our treatment will confine itself to some
basic observations and a brief description of the results. In the first place let us
note that the time scale on which core parameters such as ρc vary is tr c , the central
relaxation time. In self-similar evolution it follows that tr c ρ̇ c /ρc is constant, and the
same is true for other core parameters. It follows that these parameters will vary with
each other as power laws (the powers being determined by the various constants) and,
if we ignore variations of the Coulomb logarithm, that tr c is a linear function of time.
 176 18. Core Collapse Rate for Star Clusters

Let us suppose, then, that

ρc ∝ rc−α , (18.1)

where α is some constant. Since we are supposing that the evolution is self-similar,
the density profile at any time (i.e. the function ρ(r, t) at some t) may be obtained
from the profile at any other time by scaling. In other words,


ρc (t1 ) rc (t0 )
ρ(r, t1 ) = ρ r, t0 . (18.2)
ρc (t0 ) rc (t1 )
Now at large radii, where the relaxation time scale is huge compared with that in
the core (or even with the evolution time scale), the density profile must be almost
stationary. By substituting (18.1) into Eq. (18.2) it follows that, at large radii,

ρ(r ) ∝ r −α . (18.3)

This is the density profile that must be left behind by the outlying material of the
contracting core.
Now we are in a position to say something about α on physical grounds. From
Eq. (18.3) it follows that the mass at large radii varies as r 3−α , and so the gravitational
acceleration F varies as r 1−α . By the condition of hydrostatic balance, i.e.
∂
(ρσ 2 ) = ρ F,
∂r
it is easy to deduce that the mean-square velocity must vary as r 2−α . Since the collapse
of the core is driven by a negative temperature gradient, it follows that α > 2.
Now the velocity dispersion in the core is related to ρc and rc by the definition of
the core radius (Eq. (8.9)), and so it follows that

σc2 ∝ rc2−α . (18.4)

Also, the energy contained within the core is of order ρc rc3 σc2 , and by Eqs. (18.1) and
(18.4) we see that this varies as rc5−2α . It is physically reasonable to suppose that this
must remain finite as the core radius contracts, and so α < 5/2.
It has been noted (Lancellotti & Kiessling 2001) that such a solution would not
be a self-similar solution of the full Fokker–Planck equation. But this requirement
is too strong, for it requires that the orbital motions, as well as the collapse of the
density profile, take place on the same time scale. Here we are studying collapse, on a
relaxation time scale, of a system where orbital motions (on the crossing time scale)
are much faster. Then it is appropriate to solve only the orbit-averaged Fokker–Planck
equation, for which a wider class of self-similar solutions are possible.
Since collapse is driven by relaxation, we may estimate that the time to collapse,
τ , is proportional to the relaxation time, i.e. τ ∝ σc3 /ρc (Eq. (14.12), except that
we ignore the Coulomb logarithm). By Eqs. (18.1) and (18.4) we deduce that
rc ∝ τ 2/(6−α) . For our range of estimates of α the power here lies between 0.5
and about 0.57.
 Self-similar core collapse with equal masses 177

Fig. 18.2. The self-similar

model of Lynden-Bell &
Eggleton (1980). The
dashed and solid straight
lines correspond to the
asymptotic relation
ρ ∝ r −2.4 and the
asymptotic profile of the
collapsing model, ρ ∝ r −α .
The variables plotted are the
scaled radius and density,
r/rc and ρ/ρc , respectively.

It does not appear to be easy to sharpen the possible range of values of α further
without numerical methods. Indeed, more detailed models show that α  2.2 or 2.3,
and Fig. 18.2 shows the numerically computed density profile for a self-similar
gaseous model. For the corresponding Fokker–Planck model the e-folding time scale
for the central density is approximately 280tr c , which is not so far from the estimate
of 709tr c obtained previously on the basis of physical arguments. It should be pointed
out, though, that this homologous phase of core collapse is a good approximation
only very late on. It is preceded by a much longer phase where the collapse time
scale is a smaller multiple of the central relaxation time.
Finally, it should be stressed that this process of core collapse is not quite the
catastrophic process which the words tend to convey. This is no headlong rush like
the collapse to a black hole. It takes place on a time scale which is very long even
relative to the central relaxation time. It also involves a rapidly decreasing fraction
of the total mass of a cluster. But it does imply that the central density reaches
arbitrarily high values within a finite time. For many Galactic globular clusters it
is a time considerably smaller than their age. Even at the present day, a couple of
clusters approach this endpoint of core collapse every billion years in our galaxy
(Hut & Djorgovski 1992). It is accompanied by a marked increase in the rate at
which stars escape (cf. Fig. 5.2), and in the rate at which interesting encounters take
place (Chapter 31). What happens next is the point at which Chapter 27 takes up the
story.

Problems
(1) Show from the isotropic Fokker–Planck equation (Eq. (14.18)) that the rate of
change of f at the bottom of the potential well (energy φ(0)) is given by

 ∞ 
f˙ = 16π 2 G 2 m 2 ln  f f (E)d E + f 2 ,
φ(0)
 178 18. Core Collapse Rate for Star Clusters

where f and f are evaluated at φ(0), except in the integral. Hence show that
the time scale of the initial collapse of a Plummer model (Table 8.1) is of
order 0.88tr h .
(2) Globular star clusters in orbit around our Galaxy contain only older stars,
with an age of order ten billion years. This implies that nearly all single
objects in the cluster are less massive than the Sun, with the exception of
neutron stars and black holes. During intermediate stages of core collapse,
the lighter stars tend to leave the core, through mass segregation, with the
result that the typical mass of stars in the core will lie in a relatively narrow
range, somewhere between 0.5 and 0.8M , with neutron stars with a mass
around 1.4M only slightly heavier. In contrast, black holes can easily have
masses of 10M or more. Let us investigate what happens with a population
of black holes, remnants of the heaviest stars that burned up early on in the
history of a globular cluster.
(a) Argue that the black holes will form a ‘core within the core’ of the
globular cluster, on a time scale of a half-mass relaxation time or shorter,
and show that the radius of that inner core is at least three times smaller
than that of the core of the cluster. (Assume that the total number of black
holes is small, so that the other stars are hardly affected by the presence of
the black holes, initially.)
(b) Argue that the central density of the black holes will increase relative to
the central density of the other stars, and make an estimate of the number
of stars left in the core by the time the densities between holes and stars
become comparable.
(c) From this point on, the Spitzer mass segregation instability will set in, if
the number of black holes is sufficiently large. Argue that, subsequently,
the black holes will undergo core collapse on a shorter time scale than the
normal stars in the core. In particular, show that the ratio of time scales
is of order µ5/2 , where µ is the mass ratio between a black hole and a
typical single star.
(This problem continues in Problem 23.3.)
(3) Using the estimate in Chapter 13 for the e-folding time for the growth of
errors, show that the number of decimal places required for an accurate
numerical integration to core collapse is roughly proportional to N .
 Part VI

Gravitational Scattering: N = 3

Core collapse leads to high stellar densities, where interactions may involve more
than just two stars at a time. The chapters in this section are therefore devoted to
three-body interactions, especially interactions between a binary star and a single
star. One of our aims in these chapters is to show that important aspects of the
three-body problem can be understood from various points of view, even though the
problem itself lacks a general mathematical solution.
Chapter 19 takes a phenomenological approach, applying notions of equipartition
and energy conservation. This already classifies encounters according to whether the
binary is hard or soft. In some interactions with hard binaries the result (temporarily)
is like a miniature star cluster of three stars, and our previous knowledge of the
behaviour of star clusters can suggest how this evolves.
Chapter 20 takes an informal mathematical view of the same phenomena. We
see that the breakup of triple star clusters exhibits a sensitive dependence on initial
conditions, partly justifying a statistical treatment. One of the standard examples
in which this is most readily understood is Sitnikov’s problem, which we use to
introduce the Smale horseshoe. Finally we prove informally a theorem which shows
that permanent capture into a triple configuration is (practically) impossible, and end
with some recent surprising discoveries about permanently bound triple systems.
Chapter 21 takes a course half way between the previous ones, exploiting a mixture
of approximate analytical tools and physical arguments to develop theoretical results
on the outcome of three-body interactions. This is expressed in the language of cross
sections, in analogy with similar problems in atomic scattering theory. Here the
analogue of Coulomb repulsion is gravitational focusing. We estimate the rate at
which binaries form within a million-body system. We treat in some detail the case

179
 180 Part VI. Gravitational Scattering: N = 3

of adiabatic encounters between a hard binary and a single star, when the single
star remains ‘outside’ the binary and moves on a time scale long compared with the
period of the binary. In the opposite extreme, we analyse cases in which all three stars
come within a comparable small distance from each other, which produces results
akin to those of ‘threshold’ scattering in the atomic context.
Far as these analytical techniques go, it is hard to make them completely quanti-
tative and sufficiently accurate, which may be accomplished by computer simula-
tion (Chapter 22). We describe some of the issues involved in integrating few-body
systems efficiently (i.e. accurately and quickly), and the manner in which the calcu-
lations may be organised and automated.
Chapter 23 takes the first steps in applying these results to the evolution of the
million-body problem. The cross sections are turned into quantities representing the
rate of occurrence of three-body interactions, and the mean rate of change of energy
of a binary in three-body interactions. One effect of these interactions is that binaries
are driven from the dense central core of an N -body system into the surrounding
halo. The most important results concern the rate at which energy is imparted to the
single stars, as it is this process which halts core collapse and allows the system to
evolve after that.
 19

Thought Experiments

As has been seen in Chapter 18, two-body relaxation predicts its own downfall. It
leads to the collapse of the core and, at the level of simplified models, infinite central
density. Clearly, some new dynamical processes, beyond two-body encounters, must
come into play. The very high density is the clue, for it suggests that a third body
may, with increasing probability, intervene in the two-body encounters which mediate
relaxation. In Chapter 27 it will be seen that three-body encounters do indeed act
on a sufficiently short time scale, late in core collapse, to have a decisive influence
on events. As we note there, this is not the only mechanism that can work, but we
concentrate on it for the time being.
The mechanism is a two-stage one, both stages involving three-body encounters.1
In the first stage, which we consider in Chapter 21, a three-body interaction leads to
the formation of a binary star and a single third body (which acts as a kind of catalyst).
In the second stage, this binary interacts with other single stars (again in three-body
reactions). In this chapter we shall study three-body encounters in isolation, in order
to uncover those properties which allow them to play their crucial role in rescuing
the cluster from collapse. Clusters get into this difficulty because of their negative
heat capacity, and in fact it is the negative heat capacity of binaries which comes to
their rescue.

1
We have in mind systems which initially have no binaries. If ‘primordial binaries’ (Part VII) are
present, the first stage is not needed.

181
 182 19. Thought Experiments

Energetics of three-body scattering

The energy of a binary star is


E b = m 1 v12 + m 2 v22 2 − Gm 1 m 2 /r,
where m i and vi are, respectively, the mass and speed of the ith component (i = 1, 2),
and r is their separation. It is more convenient to write this as

E b = ε + (m 1 + m 2 )V 2 /2, (19.1)

where V is the speed of the centre of mass of the binary and

1 m1m2 2
ε= v − Gm 1 m 2 /r ; (19.2)
2 m1 + m2

here v is the relative speed of the components. The ‘binding energy’ of the binary is
the positive quantity −ε; ε, which is the quantity we prefer to work with, is referred to
as the ‘internal energy’ of the binary. The second term on the right of Eq. (19.1) can
be thought of as the kinetic energy of the barycentre. It is often called the ‘external
energy’ of the binary, though if the binary is immersed in an N -body system the
potential due to the other members would also be included. Note that the kinetic
energy of internal motion, when expressed in terms of the relative speed v, involves
the reduced mass m 1 m 2 /(m 1 + m 2 ) of the two components.
Now we add a third body, of mass m 3 , and at first we suppose that it is well
separated from the binary. Then the energy of this triple system is obtained from E b
by adding the kinetic energy of m 3 . The result takes its simplest form in the frame
of the barycentre of the triple system, and is then

1 (m 1 + m 2 )m 3 2
E3 = ε + V , (19.3)
2 m1 + m2 + m3

where V is the speed of m 3 relative to the barycentre of the binary. The second term
on the right is the combined kinetic energy of the third body and the barycentre of
the binary.
Now we suppose that the third body approaches the binary, interacts with it briefly,
and then departs once again to a great distance. (This is what physicists refer to as a
‘scattering problem’.) Suppose that the energy of the binary and the relative speed at
a time long after the encounter are, respectively, ε  and V  . Then it is convenient to
gauge the effect of the interaction by the relative change in the internal energy of the
binary, i.e.  = (ε  − ε)/ε. If  > 0 the internal energy of the binary has become
more negative, i.e. it has become tighter, or more bound. By conservation of energy
E 3 it follows that V  > V in this case. It is this possibility which is all-important
in the termination of core collapse, and so in this chapter we place considerable
emphasis on deciding whether  is greater or less than zero on average.
 Energetics of three-body scattering 183

There are three related qualitative arguments which suggest what the net effect of
such encounters may be. One is based on the negative specific heat of self-gravitating
systems (Chapter 5). We already saw in the last chapter that this property leads to
increasing density in the most usual situation. More precisely, this is what happens to
a core in thermal contact with a cooler halo, and we also saw that, if the surroundings
are hot, the evolution could run in reverse. One might guess that the same is true
of binaries, i.e. that binaries get tighter (more bound) as they react with other, slow
moving stars in three-body interactions, and looser (i.e. less bound) if the stars they
encounter move fast.
The second argument, based on the tendency to equipartition of energies, strength-
ens and clarifies these conclusions, and runs as follows. We begin by noticing that
there are degrees of freedom associated with both terms on the right of Eq. (19.3).
If the second term is much bigger than the first (i.e. we consider fast encounters, or
binaries of low binding energy), the kinetic energy of relative motion will tend to
diminish and the internal energy of the binary will tend to increase (i.e. it will tend
to become unbound, with  < 0). Similarly, a binary with high binding energy will
tend to become even more bound, and V  > V on average.
For the third argument we assume that the interaction can be broken up into an
encounter between the third body and each of the binary components separately. If
the binary is hard, its components move fast, and impart some of their energy to the
incomer, rather like a stone deflected by a rotary lawnmower. In this case energy is
extracted from the binary, which hardens. Similarly, if the incomer is moving fast, it
transmits some of this energy to the binary components, and the energy of the binary
increases.
The conclusions of all three arguments suggest that there is a watershed binding
energy, near
|ε| ∼ (m 1 + m 2 )m 3 V 2 /(m 1 + m 2 + m 3 ), (19.4)

above which binaries tend to become more bound, and below which they tend to
become less bound. Though we shall mention some refinements shortly, we note here
that this kind of result is amply supported by numerical experiments (Chapter 23;
see, for example, Fig. 23.1). The distinction is often expressed by saying that binaries
with |ε| < (m 1 + m 2 )m 3 V 2 /(m 1 + m 2 + m 3 ) are ‘soft’, which indicates their relative
fragility to encounters, while those with |ε| > (m 1 + m 2 )m 3 V 2 /(m 1 + m 2 + m 3 ) are
called ‘hard’. In practice the distinction is not quite that simple. The important point
is to distinguish those binaries which harden on average from those which tend to
soften. For equal masses, it turns out that our expression for the threshold energy has
the correct form, and there is a numerical coefficient near unity. If the masses are
equal and there is a distribution of velocities V , then Eq. (19.4) is correct if we add
a different numerical coefficient and replace V 2 by its mean square value.
When the masses are different, rather less is known about the correct threshold
energy. When m 3 is tiny, i.e. the incomer is a test particle, it is clear that the critical
 184 19. Thought Experiments

value is independent of m 3 , unlike an estimate based on Eq. (19.4). For this case it
has been shown that, if the two members of the binary have equal mass, then the
critical value of V is of order the orbital speed of the binary components about each
other (Hills 1990; see also Fullerton & Hills 1982). Sigurdsson & Phinney (1993)
have given useful data for masses relevant to globular clusters.

Soft binaries
The equipartition argument is attractively simple, provided one comes to it with a
sufficiently developed physical intuition. But it is not hard to confirm its prediction
with somewhat more concrete considerations, as we now show. We first consider the
case of a fast encounter, i.e. a very soft binary, in which the first term on the right of
Eq. (19.3) is much smaller than the second. Then the encounter is nearly impulsive,
the relative position of the two components of the binary hardly alters, and the main
effect of the encounter is on their relative velocity v. If this changes by an amount δv,
then Eq. (19.2) shows that ε changes by
 
m1m2 1
δε  v · δv + δv2 . (19.5)
m1 + m2 2
In an impulsive encounter δv depends only on the position of the components of the
binary and not on v. Furthermore, in any reasonable statistical distribution of binaries,
velocities ±v will be present with equal probabilities, and so the mean value of
v · δv will be zero. It follows that the mean value of δε will be positive, i.e. that soft
binaries soften on average, as expected.
Qualitatively different encounters are possible. If m 3 comes sufficiently close to
one component of the binary, then the velocity of that component may change by so
much that its new velocity exceeds the velocity of escape from its companion. Such
an encounter is referred to as an ionisation, by analogy with atomic scattering. In
the usual case, when the binary survives, we may refer to the encounter as a ‘fly-by’
(which is a name with definite space-age connotations). There is a third possibility
for these fast encounters, and it is most easily understood in the case of equal masses.
In a very close two-body encounter between equal masses the two masses almost
exactly exchange velocities, just as when a billiard ball hits another stationary one.
If, therefore, in a fast encounter between m 3 and a binary, the intruder scores almost
a direct hit on one component, that component will leave the binary with almost the
speed of approach of m 3 , and the latter takes its place as one component. Such an
encounter is an example of an exchange.
As an aside, it is worth remarking that the theory of exchange encounters has a
curious history. The earliest numerical examples (Fig. 19.1) were given by Becker
(1920) (working at Glasgow University, incidentally), but there was a community
of theorists who preferred to settle such questions by pure thought. One of them
 Hard binaries 185

Fig. 19.1. One of the

exchange orbits computed
by Becker in 1920. The
position of one particle is
used as the origin of co-
ordinates, and the initial
conditions were chosen so
that particles B and C are
symmetric under time
reversal and a reflection.

(Chazy) conjectured that exchange was impossible, and such was the suspicion of
numerical methods among this community, and such was Chazy’s influence, that his
view held sway for over half a century. According to Marchal (1990), who gives a
lively account of all this history, it was only in 1975 that the possibility of exchange
was convincingly established. Meanwhile, astrophysicists, largely ignorant of these
niceties, had already spent some years estimating the first cross sections for exchange,
both numerically and by approximate analysis. As it happens these were published
in the same year (Hills 1975, Heggie 1975).

Hard binaries
Now let us consider the opposite extreme, i.e. encounters in which the second term
on the right of Eq. (19.3) is small. We shall also suppose that the encounter takes
place in such a way that the minimum distance of the intruder (m 3 ) from the binary is
not much greater than the size of the binary (technically, the length of its semi-major
axis). Typical energies in the interaction are therefore of order ε. If a positive energy
of order |ε| is donated to the third body (or, more precisely, to the kinetic energy of its
motion relative to the binary), then the third body will recede with much higher speed
than its original speed of approach. (This follows from our assumption that |ε| much
exceeds the second term on the right of Eq. (19.3).) Also, by energy conservation,
the binding energy of the binary has increased by an amount of order |ε|, i.e. it has
become harder, as expected. What if, however, an energy of order |ε| is extracted
from the kinetic energy of the third body? Since |ε| much exceeds the kinetic energy
of the third body, the third body cannot escape, at least not right away. What happens
is that it must return to the vicinity of the binary and there exchange another packet
of energy. Again there are two possibilities: either m 3 can now escape or it cannot.
It can be seen that, in general, the only way in which the encounter can end is with
the eventual escape, after some large or small number of interactions, of one of the
participating stars (Fig. 19.2). When it escapes, it will do so with a kinetic energy of
 186 19. Thought Experiments

Fig. 19.2. A three-body scattering event. It is a resonant exchange, and the sequence
of interactions is summarised in the pictogram at upper left. From Hut & Bahcall
(1983); the authors had to look quite hard to find an example as simple as this!

order ε, which much exceeds its initial kinetic energy, and so again the net effect of
the interaction will have been to harden the binary.
From the above discussion it can be seen that the encounter may be over quite
promptly. If, on the other hand, there is a complicated interplay of the three par-
ticipants, then the encounter is described as a ‘resonance’. The name again comes
from atomic or nuclear scattering, where it refers to the unusually large probability
of interactions which can occur if the participants can form a temporary bound state.
In the gravitational case what we see is a temporary, bound triple system. As we shall
see in the next chapter, such a configuration cannot last for ever, but while it lasts it
behaves very much like a star cluster with N = 3. In particular, the motion exhibits
sensitive dependence on initial conditions (Chapter 13), which suggests that the be-
haviour of an ensemble of such systems may exhibit some statistical features. Indeed,
the distribution of lifetimes of these systems is nearly exponential (Agekyan et al.
1983), like the random decay of an atomic nucleus. It turns out that this statistical
approach is a fruitful way of attempting a theoretical prediction of the distribution
of the energy of the eventual escaper (Heggie 1975, Nash & Monaghan 1978). More
obviously, it suggests that, in the case of equal masses, the probability that any of the
 Hard binaries 187

three participants is the escaper is 1/3; thus the probability that the resonance leads to
exchange should be 2/3. These resonances in which all three particles interact closely
are therefore sometimes called ‘democratic’, even in the case of unequal masses.
There is another interesting result which follows from thinking of a resonance as
a small star cluster. In the case of unequal masses our knowledge of the escape rate
in N -body systems (Chapter 16) suggests that the body of lowest mass is most likely
to escape. It follows that a resonant encounter of a binary with a star whose mass
considerably exceeds that of one of the components is liable to lead to exchange of
that component. In other words, such encounters tend to increase the mass of the
components of a hard binary.
Finally we must turn briefly to the case in which the distance of closest approach
of the third body, denoted by r p , remains considerably greater than a, the semi-major
axis of the binary. Now the energy exchanged between the two terms in Eq. (19.3)
may be quite small. In fact, it may be exponentially small, so that − ln || varies
roughly as a positive power of r p /a. The reason for this is that, unless the masses
are very disparate, the time scale on which the third binary is within a distance of a
few r p of the binary much exceeds the period of the binary. Then the perturbation
by the intruder is adiabatic, and an exponentially small net perturbation is to be
expected (Chapter 21). Still, the encounter may result in a fly-by or in formation of a
resonance. Now, however, the third body has too much angular momentum relative to
the barycentre of the binary for a close interaction, and the resonance is very unlikely
to lead to exchange. Such resonances are referred to as ‘hierarchical’. They usually
resolve, sooner or later, with the ejection of the original intruder.
When we contemplate Fig. 19.2 it is not hard to see why the three-body problem is
not analytically soluble in general. Yet it has simple analytical properties which can
be very useful. We have already used energy conservation effectively in the above
discussion, and another valuable property is the invariance of the equations of motion
under time-reversal. For example, time-reversal of an ionisation encounter yields an
encounter in which three single stars interact to yield one binary and a single star
which carries off the excess energy. The same argument applied statistically also tells
us how the rate at which binary stars are formed is related to the rate at which they
are destroyed. The general three-body problem may well be insoluble from any strict
point of view, but there is a large amount that may be understood from quite simple
considerations. And our study of the three-body problem in this book has just begun.

Problems
(1) Answer the following riddle: How do you make a binary star with a grain of
sand? What this means is the following. Two stars approach on a hyperbolic
relative orbit, and your task is to throw in a grain of sand so as to extract
enough of their kinetic energy to bind them into a binary. (This is classical
mechanics of point masses.)
 188 19. Thought Experiments

(2) For an N -body system of energy E in virial equilibrium, show that the
threshold energy between hard and soft binaries is of order E/N .
(3) Suppose single stars of mass m are distributed uniformly in space with space
density n and have a Maxwellian distribution of velocities. Assuming that the
two stars are uncorrelated, show that the number density of very soft binaries
of energy ε is
π 3/2 G 3 m 6 n 2 −5/2
nb  |ε| .
4(kT )3/2
(4) In quantum statistical mechanics, the equilibrium distribution of energies of
hydrogen atoms is given by
f (E) = w(E)ρ(E) exp(−E/kT ),
where the first factor on the right is the statistical weight (multiplicity) of one
energy level, the second counts the density of levels per unit energy, and the
third is the usual Boltzmann factor. By applying the correspondence principle
to high-energy states, obtain the corresponding result for the distribution of
the binding energy of binaries in statistical equilibrium, i.e.
f (ε) ∝ |ε|−5/2 exp(−ε/kT ).
 20

Mathematical Three-Body Scattering

While the last chapter roughed out a picture of what happens in an interaction
between a binary star and a third body, there are three very different ways in which
the picture can be sharpened. One is to develop approximate analytical results on the
outcome of an encounter, and that is successful in various limiting cases, e.g. very
distant encounters, very hard binaries, and so on. This is the approach of Chapter 21.
To cover the middle ground between these extremes, there is no substitute for compu-
tational studies (Chapter 22). In the present chapter, however, we push the analytical
methods in the opposite direction, and examine minute corners of parameter space
which may be of no conceivable value in applications. The merit of this approach is
that rigorous statements become possible, at least in expert hands, and the resulting
ideas help to develop our intuition of what can happen in more realistic situations.
Our approach is quite informal, and places emphasis on the ideas behind the proofs,
without any technical details.

Fractals and chaos

We first turn to resonances, those long-lived but temporarily bound triple systems that
often arise in scattering events. Our first aim here is to discuss one situation which
makes it particularly clear why the outcome of a resonance depends sensitively
on the initial data. We can then argue, at least physically, that the system forgets
details of the initial conditions of its formation, and that the breakup is determined
(in a statistical sense) only by the quantities which are preserved in the evolution,
i.e. energy and angular momentum.

189
 190 20. Mathematical Three-Body Scattering

It is not hard to see how sensitive dependence can arise. Consider first a resonant
encounter in which the eventual escaper only just escapes. Now let us vary one of the
initial conditions, which we shall call x, and suppose the condition that the escape
occurs is that x > x∗ , where x∗ is some critical value. If x is just below x∗ , the would-
be escaper moves to an enormous distance from the binary before returning, and then
what happens depends on the phase of the binary at the moment when the would-
be escaper returns to its vicinity. But as x → x∗ , the phase of the binary changes
by 2π infinitely often, and in each corresponding interval of x (i.e. corresponding to
a given interval of phase of the binary, modulo 2π ) virtually the same sequence of
eventual outcomes will be observed (Hut 1983b). Furthermore, if we look at one
such sequence, we may be able to find another critical value of x, say x∗∗ , where
another near-escape occurs. In its vicinity there will be a similar accumulation of
patterns of outcome, and furthermore this accumulation will occur infinitely often as
x → x∗ . Evidently this complicated dependence on the initial parameter x may be
visible at arbitrarily many levels of refinement, as in a fractal pattern. Contemplation
of this intricate structure gives a vivid impression of how sensitively the outcome of
resonant three-body encounters depends on initial conditions (Fig. 20.1).
The foregoing discussion refers, as always in this chapter, to three-body inter-
actions in isolation. In the context of the million-body problem, however, distant
excursions of one member of the triple would be disturbed by passing stars. The
distant third body makes a very soft binary with the centre of mass of the other two
stars, and this would tend to be disrupted, by analogy with ‘pressure ionisation’ in
gases.
In order to lend some precision to these ideas we shall consider one of those very
simple but amazingly rich problems with which dynamical astronomy abounds. It is a
special case of the restricted problem of three bodies (i.e. the problem in which one of
the stars is massless), and is usually called ‘Sitnikov’s problem’ (see also Chapters 4
and 13). The two massive stars have equal masses m, and orbit in the x, y plane
(Fig. 20.2) with position vectors r and −r, where r is given by Eq. (4.3). The third
body moves on the z-axis, and the symmetry of the positions of the massive stars
ensures that it stays there, though the problem is unstable to off-axis displacements.
We shall use units in which the period of the binary is 2π . Our treatment follows
Moser (1973) but omits many details.
Now, following Poincaré, we construct a surface of section for this problem, which
may be done as follows. Each time the third body crosses the plane of the binary
(z = 0) we note the time t and its speed v = |ż|. Next, using v and t as radial and
angular polar coordinates, respectively, we plot the corresponding point in a plane.1

1
Note that we seem to have lost information because values of t differing by a multiple of 2π
occupy the same place, but in fact this does not matter: if two test particles arrive at z = 0 with
the same value ż but at times differing by a multiple of 2π, they follow the same subsequent
motion with a constant time delay, because the perturbing effect of the binary is 2π -periodic.
For a similar reason it does not matter that we have dropped the sign of ż by using v instead.
 Fractals and chaos 191

3.755

3.756

3.757

3.758

3.750

3.760
0.262 0.349 0.436
φ 0.524

Fig. 20.1. Angle of deflection of the third body in a set of scattering events. The
system is coplanar, the masses are equal, the initial orbit of the binary is circular and
the initial speed of the third body is fixed. The initial conditions are then determined
by the two parameters b (which is the closest distance to which the third body would
approach the centre of the binary if it were undeflected) and φ, which is the phase of
the binary. For each pair of values the angle of deflection of the third body is
characterised by the shade of grey. There is one episode in which the third body is
almost ejected to infinity, and the ‘parallel’ stripes arise because the subsequent
outcome is similar for motions in which the third body arrives back at the binary after
times which differ by a multiple of the binary period. (From Boyd & McMillan 1992,
copyright 1992 by the American Physical Society.)

Thus any point on this diagram specifies the time t at which the third body crosses the
plane z = 0, and its speed, for some solution of the problem. Following this solution,
we wait until it crosses the same plane the next time, again measure t and v, and plot
the corresponding point. In this way we have constructed a map of the plane, called
the Poincaré map, which takes the initial point to the new point. We shall call this
map φ, and say that it takes a point (v0 , t0 ) to the point (v1 , t1 ) = φ(v0 , t0 ). Actually
 192 20. Mathematical Three-Body Scattering

Fig. 20.2. Sitnikov’s

problem.

Fig. 20.3. Sitnikov’s

problem for e = 0. The
figure shows how several
points on a radial line l are
taken, by the action of the
Poincaré map φ (thin arcs
with arrowheads) to
corresponding points on a
spiral curve, which is φ(l).

it is defined only on a subset of the plane, consisting of those points which lead to
motions which do eventually recross the plane z = 0.
If e = 0 it is easy to visualise this map. In this case the two massive bodies
stay at a constant distance from the z-axis and the force experienced by m 3 is time-
independent, even though the massive stars are in motion. Hence it is clear that
v1 = v0 . Also, the larger the value of v0 (below the escape speed) the longer the
time t1 − t0 until m 3 returns. The result of these two facts is that φ rotates points
along circles, the angle of rotation being larger for larger circles (Fig. 20.3). In fact
in this case φ is an example of a ‘twist’ map, as the figure suggests. It can be used to
illustrate a number of concepts, such as ‘phase mixing’, and the distinction between
‘isolating’ and ‘non-isolating’ integrals, which were introduced in Chapter 10.
Now we go on to consider the case in which e is non-zero but small. In this case
the force experienced at a fixed point on the z-axis is time-dependent. Therefore the
energy of the massless particle is no longer constant, and it is rather clear that points
corresponding to a single orbit no longer lie on a circle in the surface of section.
 Fractals and chaos 193

One might think they simply lie on a slightly distorted curve, especially if e is small.
Indeed this is the kind of result that can often be established by using the famous
KAM Theorem of Hamiltonian dynamics. In the present case, however, it would
only be applicable usefully to a proportion of initial conditions in the vicinity of the
origin, i.e. to orbits of low energy. For other orbits the behaviour of the points on the
surface of section can be much more complicated. In fact it can be shown for certain
orbits that the points sit on a fractal set (Box 20.1). Not surprisingly, the theory turns
on the neighbourhood of a point (P in Fig. 20.4) where an escaper just escapes.

Box 20.1. Sitnikov’s problem in general

We outline some theory of the Poincaré map for Sitnikov’s problem when e > 0. Because
the potential is time-dependent, the escape speed from the plane z = 0 depends on the
time at which a particle crosses this plane. It follows that the set of points on which φ
can be defined is not a circular disk (as in the case e = 0), and we shall denote it by D0
(Fig. 20.4). Let its image under φ be denoted by D1 = φ(D0 ). Points in D1 which are
outside D0 give motions which escape, never returning to the plane z = 0.

Fig. 20.4. The domain of

definition of the Poincaré
map in the eccentric
Sitnikov problem, and its
image.

Now draw a little curvilinear rectangle R in the corner beside P, where the boundaries
of D0 and D1 intersect, and consider what happens to R under φ. As in the case e = 0,
the image of R spirals infinitely many times just inside the boundary of D1 . Therefore R
itself contains infinitely many pieces of φ(R). Different pieces correspond to different
times at which m 3 returns to the plane z = 0; for neighbouring pieces the times differ
by nearly one revolution of the binary.
Now a wonderful thing becomes apparent if we apply φ to R, with its pattern of
stripes, once again. Then it is apparent that, not only does φ(R) cross R in these stripes,
but within each stripe is a complete replica of the infinite pattern of stripes. If we choose
a point within a tiny stripe inside a large stripe, we can then tell how many binary periods
elapsed between each pair of three successive crossings of the plane z = 0 (Fig. 20.5).
Once this point is understood it is also clear that, if these numbers of periods are large
enough, they can be chosen arbitrarily, simply by choosing an arbitrary stripe within an
arbitrary stripe. And we need not stop at three successive crossings. We can repeat the
 194 20. Mathematical Three-Body Scattering

process of applying φ indefinitely, obtaining a fractal pattern of stripes within stripes

within stripes . . . ad infinitum. And we can choose initial conditions leading to an
arbitrary sequence of times between successive crossings (as measured, say, in the
nearest whole number of binary periods).

Fig. 20.5. A piece of the

surface of section and parts
of its image under φ and φ 2
(i.e. φ applied twice). Only
two of the infinitely many
stripes are shown.

Now it is also possible to extend the argument into the past. This time, however, we
get a fractal set of stripes which cross the first set transversely. There is a very important
set of points, called I , which are obtained by taking the points which lie on both sets
of stripes at all levels of the fractal structure. These correspond to orbits which never
escape, no matter how far forward or back in time we go. Now we can construct orbits
which exhibit any sequence of times between successive crossings, not only into the
future, but into the past as well. Examples are given in the text.
Now consider two points which lie on the same component of the fractal of horizontal
stripes, and on the same component of φ n (R), for some largest positive n. These points
both lie on I , and are very close together. On the other hand, they lie on different
components of φ n+1 (R), by assumption. Therefore after n crossings of the plane z = 0
the two orbits differ greatly in the number of orbital periods before the next crossing.
This illustrates sensitive dependence on initial data.

This structure has some remarkable consequences. Thus: suppose we characterise

an orbit by the numbers of binary periods which elapse between each successive cross-
ing of the plane of the binary, i.e. by a sequence such as . . . 2, 5, 314 159, 27 182 818,
5 . . .. Then for each such sequence2 there is a corresponding orbit! This result is very
powerful, and produces a whole zoo of fascinating orbits. You can construct periodic
orbits using a constant sequence, capture or escape orbits by terminating the sequence
with ∞ at one end or the other, and orbits which are captured and then escape again
(by terminating it at both ends). You can even construct orbits which stay together
for arbitrary long times and then go their own separate ways. This is what we mean
by sensitive dependence on initial conditions. And similar examples can be used to
2
For technical reasons the numbers must be chosen larger than some fixed number. This is
understood in all such statements hereafter.
 Capture 195

show that, when e = 0, not only is the energy not conserved, there is no smooth
function which is; in other words, the problem is non-integrable.

Capture
At several points in the previous section we tacitly assumed something about the
eventual fate of triple interactions, which is that they eventually result in escape of
one of the particles. This is what is referred to as ‘hyperbolic–elliptic’ motion, as
the escaper moves on a nearly hyperbolic orbit relative to the centre of mass of the
binary, while the orbit of the binary is nearly elliptic. But there are other possibilities
(see Alekseev 1981, or Arnold et al. 1997), and we even mentioned one: elliptic–
parabolic motion, in which the escaper only just escapes. But why should escape,
of whatever kind, be regarded as inevitable? Couldn’t an approaching third body be
permanently captured by a binary?
We already touched on this question in the last chapter with a physical argument.
But it is not hard to present, at least in outline (Box 20.2), a mathematical proof
which shows that, while permanent capture is not impossible, its probability is zero:
among all initial conditions, the set leading to permanent capture ‘has measure zero’,
provided that the interaction between the stars is non-dissipative.3 The same is true
of hyperbolic–parabolic motion: almost any change in initial conditions will tip the
balance from parabolic escape to either hyperbolic escape or a return to the vicinity
of the binary.
The content of the mathematical proof bears some resemblance to the fact that,
if you keep filling a bottle, it eventually overflows. In both situations volumes and
incompressibility lie at the heart of the argument. The other critical factor in the
mathematical proof is the invariance of the equations of motion under time translation.
Invariance under time reversal does not have a role in the proof, but can be used
to extend it. By reversing time, the corresponding result on capture shows that or-
bits which were bound4 forever in the past, but eventually escape, are also rare. The
only orbits which one expects to find are of three sorts: (i) triples which are perma-
nently bound, (ii) triples which never become bound, and (iii) triples which become
temporarily bound (perhaps more than once, perhaps many times).
Of these three types, the last two have become so familiar that many people must
have concluded that nothing else can happen. But stable permanently bound triples do
exist. Despite an earlier example investigated by Hénon (1976), one of the astonishing
developments in this subject took place around the start of 2000, when Chenciner &
Montgomery (2000) discovered, more or less by pure thought, a remarkable stable

3
Capture even by a single star is quite possible if the interaction raises tides on either star; cf.
Chapter 31.
4
Remember that we are here defining ‘bound’ in a particular sense, based on the locality of the
three bodies.
 196 20. Mathematical Three-Body Scattering

Box 20.2. The improbability of permanent capture

Following J.E. Littlewood (see Littlewood 1986), we shall say that the third body has
been captured if, after some time, all three bodies remain forever within some sphere S
(in space) centred on the barycentre of the three bodies. Now consider the phase space
of the three-body problem, and let x(t) denote an orbit in this space, so that x is really a
vector of positions and momenta. Let V0 be the set of initial conditions x(0) such that all
three bodies lie within S for all positive times t ≥ 0 (Fig. 20.6). Next, let V1 be the set
of points x(1) which these orbits, originating in V0 at time t = 0, occupy at time t = 1.
It follows from Liouville’s Theorem that the volumes (or measures) of V0 and V1 are
equal. It is also easy to see that V1 lies within V0 : for any point P in V1 lies on an orbit
which started at a point in V0 , and on the resulting orbit all three bodies subsequently
lie within S; therefore P could be used as an initial condition for an orbit lying entirely
within S; therefore P lies in V0 . To summarise so far, what we have now established is
that V1 is contained within V0 and has the same volume.
Now we concentrate on the set of points which are in V0 but not in V1 . By what
has just been proved this set has zero volume. Let us use one of these points as initial
conditions. On this orbit, all three bodies lie within S for t ≥ 0, since x(0) lies within
V0 . If, in addition, all three bodies lay within S during the interval from t = −1 to t = 0,
then the point x(−1) could be used as initial conditions for an orbit with the bodies
inside S for t ≥ 0; in other words, x(−1) would lie in V0 , and so x(0) would lie within
V1 . This contradiction establishes that the points in V0 which are not in V1 include those
orbits which are captured during the interval between t = −1 and t = 0. (There may
be others, including orbits in which one of the bodies is temporarily ejected from S.)
Therefore the measure of capture orbits is zero.

Fig. 20.6. V0 is the set of

initial conditions leading to
capture for t ≥ 0, and V1 is
where these points are at
time t = 1. The curve is an
impossible trajectory
(see text).

periodic solution of the three-body problem with equal masses.5 The three particles
chase each other round an orbit resembling a figure 8. Even more wonderful stable
periodic motions are possible (Fig. 20.7; see also Montgomery 2001, and other papers
and web references therein).
5
It had been found previously by Moore (1993) using a numerical technique, but few had paid
much attention at that time.
Capture 197

Fig. 20.7. Some periodic motions of the three-body problem (M. Ruffert). Top left
is the orbit of Chenciner & Montgomery, with numerical initial conditions found by
C. Simó. All three particles traverse the same orbit, and the motion is periodic in an
inertial frame. The other orbits are periodic in a rotating frame. At top right, two
bodies traverse the thicker curve, while one traverses the thinner curve. In the
remaining four frames the three bodies traverse different curves. All motions are
stable for equal masses, and have zero angular momentum.
 198 20. Mathematical Three-Body Scattering

Problems
(1) In a hierarchical triple the third body orbits well ‘outside’ the inner binary.
Suppose the inner binary has period 2π and that the orbit of the third body
takes it close to the inner binary at times t0 < t1 < t2 < . . .. We suppose that
the energy of the outer binary remains constant between close approaches, and
that it changes at each close approach by an amount that depends periodically
on the phase of the inner binary at that instant, i.e. that E n+1 = E n +  cos tn ,
where E n is the energy of the outer binary between times tn−1 and tn . Show, in
a suitable scaling, that we may take tn+1 = tn + (−E n+1 )−3/2 approximately.
Show that the map (E n , tn ) → (E n+1 , tn+1 ) is area preserving. Write a
computer program to iterate this map, given , t0 and E 0 , to find the time tn at
which the third body escapes, i.e. E n+1 > 0. (You may have to insert a line to
stop the program if E becomes too small or t becomes too large.) By plotting
the escape time against E 0 for fixed  and t0 at various resolutions, try to find
fractal structure in the plot.
(2) Parabolic escape is improbable, and so parabolic capture followed by para-
bolic escape seems doubly improbable. But is it possible?
(3) ‘Oscillatory motion’ as t → ∞ is a class of motions in which, roughly
speaking, the size of the system eventually exceeds any bound, but there are
always times in the future at which the size of the system lies within some
fixed bound. Using Sitnikov’s example, make plausible the existence of a
motion with this property both in the future and in the past.
(4) In the collinear parabolic Sitnikov problem the two masses lie at
x1 (t) = −x2 (t) = (3t)2/3 /2 in suitable units, and the equation of motion of
2z
the test particle is z̈ = − 2 (Chernin & Valtonen 1998). By intro-
(z + x12 )3/2
ducing a new time variable τ = ln t and scaling z by t 2/3 , show that the equa-
tion of motion becomes that of a damped oscillator. Hence determine and
interpret the asymptotic motion of the body as t → ∞.
 21

Analytical Approximations

The previous two chapters were intended to develop a qualitative understanding of

the nature of the interactions between binary and single stars, with no more than
order-of-magnitude estimates. The present chapter attempts to sharpen these ideas
with some approximate quantitative results. We imagine that binaries and single stars
are distributed throughout some region of space, such as a part of a star cluster, and
we want to know how frequently three-body interactions are taking place.

Cross sections
What is important in applications (Chapters 23f) is the energetics of these interac-
tions, and that is why such stress was laid on the distinction between soft and hard
pairs in Chapter 19. In the present chapter this consideration implies that we may
be interested in interactions with binaries of a given energy. Encounters with such
binaries, however, are taking place all the time with stars which approach from ran-
dom directions and random distances. Therefore, besides the energy of the binary,
we usually do not know or care about the other properties of the participants, except
for their statistical distribution. This is true of the approach path of the third body,
and also usually it is true of the other five parameters (besides the energy) which
determine the relative motion of the binary components.1
An analogy with atomic scattering may now be clear. There also we may be con-
cerned with binaries (atoms) occupying a specific energy level and orbital angular

1
One exception may be the eccentricity; an important special case is that of binaries in initially
circular orbits.

199
 200 21. Analytical Approximations

momentum (analogous to the energy and eccentricity of a binary). In the atomic con-
text interactions are characterised by the cross section of a specific type of interaction,
and in stellar scattering theory we do the same.
Consider a third body, of mass m 3 , approaching a binary with relative velocity V.
The initial orbit of the intruder is characterised by the point at which its orbit, had it
been unaffected by the binary, would have intersected an imaginary plane
passing
through the barycentre of the binary and orthogonal to V. Suppose now we wish to
calculate the cross section for exchange reactions. We simply measure the area, in
the plane
, corresponding to all encounters which lead to the required outcome.
Having done this for a given initial configuration of the binary, we now repeat the
process for the appropriate distribution of its parameters (such as the orientation of
its orbit). The resulting averaged area is the cross section for the required process.
In applications we next have to convert the cross section to a reaction rate, i.e. use
expressions for the rate at which incomers strike the special region on the plane
. In
time δt this is just the number of stars in a volume σ V δt. The relative velocity V itself
has some probability density f (V), which can be computed from the distributions
of velocity of binaries and single stars, and so the reaction rate is


R = n V σ f (V)d 3 V, (21.1)

where n is the space density of single stars, and f is normalised with respect to unity.
In order of magnitude work R is approximated by nσ v, where σ is the cross section
for some typical velocity v – what is called literally an ‘n-sigma-v’ estimate (cf.
Box 13.1). For the time being, however, we concentrate on σ .
As an illustration we shall estimate the cross section for close encounters, defined
to be those in which the minimum distance of the intruder from the barycentre of
the binary, R p , is equal to a, the initial semi-major axis of the binary. We use a
Keplerian approximation for the relative motion of the intruder and barycentre, and
conservation of energy and angular momentum lead to

pV = R p V p (21.2)

and
1 2 1 G M123
V = V p2 − , (21.3)
2 2 Rp
where V p is the relative speed at closest approach and M123 is the total mass of all
three stars. Setting R p = a and solving for p yields the following estimate for the
cross section σ = π p 2 :
 
2G M123
σ = πa 2 1 + .
aV 2
This formula has a simple interpretation. The geometrical cross section of the
relative orbit of the binary components is of order πa 2 , but their gravitational action
 Cross sections 201

on the intruder causes the intruder to be drawn towards the binary, and this gives rise
to the factor in brackets. It is often called the ‘gravitational focusing’ factor, where
we are thinking of an imaginary ‘beam’ of intruders.2 In the hard binary limit this
term dominates, and
2π G M123 a
σ  . (21.4)
V2
As an application of these formulae, let us estimate the rate at which binary stars
are formed in a stellar system, ignoring all numerical factors. If a new binary is to
survive it must be hard, but very hard binaries can only be formed if three stars enter
a very tiny volume, for which the probability is tiny. Therefore we assume that a
new binary is only slightly hard. For its energy we take |ε| ∼ mv 2 in the case of
equal masses, where v is the root mean square speed (cf. Eq. (19.4)). This energy
corresponds to a semi-major axis a ∼ Gm/v 2 . Using Eqs. (21.1) and (21.4), we
see that the rate at which a given star encounters another at this distance is of order
G 2 m 2 n/v 3 , where n is the number of stars per unit volume. The probability that a
third star is within this volume (of order a 3 ) at the same time is of order na 3 , and so
the rate of formation of triple systems involving a given star is of order G 5 m 5 n 2 /v 9 .
Since there are n stars per unit volume, the rate is of order G 5 m 5 n 3 /v 9 per unit
volume. In fact much more elaborate calculations yield a value
G 5m 5n3
Ṅ b = 0.75 , (21.5)
σv9
where v 2 = 3σv2 (Goodman & Hut 1993). (The subscript should help avoid confusion
with a cross section.)
It has already been said that we can define cross sections for encounters of a given
type. For example, if we are interested in the amount by which the binding energy
of the binary changes we may proceed as follows. Let be the relative change
in the binding energy, and let σ ( ) be the cross section of encounters in which
the relative change exceeds . In fact we already know (from a discussion in
Chapter 19) that a substantial fraction of ‘close’ encounters changes the energy
of the binary by an amount comparable with its original value, and so Eq. (21.4) is
an order-of-magnitude estimate of σ (1). Equivalent information on the behaviour of
interactions is contained in the differential cross section dσ/d . This is especially
useful for the interpretation of numerical data on cross sections (Chapter 22).
There are several ways in which the determination of cross sections may be ap-
proached analytically. In the first place the nature of the equations of three-body
motion places some non-trivial constraints on the cross sections. We have in mind
here the principle of detailed balance, which relates the cross sections of inverse
processes, i.e. reactions which are related to each other by time-reversal. A simple
physical way of understanding detailed balance is to imagine a stellar system of

2
Fig. 14.2 gives a picture of what this means.
 202 21. Analytical Approximations

Fig. 21.1. Numerical and analytic estimates of cross sections for ionisation, exchange
and resonance. The initial eccentricity of the binary is zero, and the relative velocity
of the incoming star is given in units of the minimum speed required energetically to
ionise the binary. Masses are equal. The dotted line gives the theoretical estimate for
exchange in the soft limit (v  1). The dashed line is the theoretical estimate for
ionisation, which occurs only if v ≥ 1. For equal masses it happens to coincide very
nearly with Eq. (21.4), the cross section for ‘close’ encounters with a hard binary.
This is why the numerical points follow this line approximately for v 1. From
Hut & Bahcall (1983).

single and binary stars in dynamic equilibrium, when the rates of inverse processes
must balance exactly. This allows us to relate the cross sections of inverse processes;
these cross sections do not depend on the assumption of dynamic equilibrium, and
so these relations are valid more generally (Problem 2).
The second analytical approach to the determination of cross sections is to use
approximate solutions of the equations of three-body motion. Different approxima-
tions are applicable in different regimes (Fig. 21.1). Some involve relatively routine
calculations; high-speed encounters, for example, can be handled by an impulsive
approximation. This is relevant to soft binaries, and these are energetically of little
importance. We shall now consider two other kinds of analytical approximation which
are less straightforward but rather more significant.

Adiabatic encounters
Let us consider first a ‘wide’ encounter with a hard binary, i.e. one in which R p
considerably exceeds a. Then the angular velocity of the third body about the binary,
 Adiabatic encounters 203

Fig. 21.2. Relative change

in the semi-major axis a
(top) and the eccentricity e
in an adiabatic encounter,
plotted against time. The
binary is circular initially.

when at closest approach, is V p /R p . Now the mean angular velocity of the binary
components (total mass M12 ) is given by Kepler’s Third Law in the form

n = G M12 /a 3 . (21.6)

(Note the change of meaning of n.) By use of Eq. (21.3), it follows that the ratio of
these frequencies is
 3/2  −1/2
n Rp Rp 2M123 R p aV 2
= + . (21.7)
Vp a M12 a G M12

We shall suppose that the masses are not very disparate. Since the binary is hard,
aV 2 /(G M12 ) 1. It follows that, if R p considerably exceeds a, the time scale of
the encounter will be long compared with the period of the binary. In this case the
encounter is ‘adiabatic’. It does not follow that the binary exhibits adiabatic invari-
ance, with exponentially small changes as in systems with one degree of freedom,
because it is a degenerate system with several (Arnold 1983, Goldstein 1980). For
example, it is easily shown that, if the masses are comparable, the change in eccen-
tricity is of order (a/R p )3/2 , i.e. of order the ratio of time scales (Fig. 21.2), and not
exponentially small. But it is known that the change in energy of the binary vanishes
(as R p /a → ∞) faster than any power of this ratio (Heggie 1975).
 204 21. Analytical Approximations

It is not hard to give a calculation which shows (non-rigorously) that the change
in energy in fact declines exponentially (Box 21.1). To lowest order the change
in energy is given by an integral of rapidly oscillating terms with slowly varying
coefficients. (These two features arise because of the two time scales in the problem.)
Such integrals may be handled by the method of steepest descents, which involves
deforming the contour of integration through a saddle point. It is an interesting
feature of this particular problem that the saddle is located (in the complex plane) at
the point where the third body would experience a collision with the centre of mass of
the binary, another instance of the curious role of singularities in this subject. At this
point the oscillatory terms of the integrand turn into exponentials, and these determine
the dependence of the energy change (see Box 21.1, Eq. (21.14)). Not surprisingly,
the exponent is essentially the ratio of the time scales in the problem: the short period
of the binary, and the much longer time scale of the encounter. This is rather common
behaviour for the effect of adiabatic perturbations.

Box 21.1. Theory of adiabatic encounters

Let ε be the energy of a binary, and let r denote the position of one component relative
to the other. Thus
m 1 m 2 2 Gm 1 m 2
ε= ṙ − ,
2M12 r
where M12 = m 1 + m 2 . Also,
m1m2
ε̇ = ṙ · f, (21.8)
M12
where f is the perturbative acceleration due to m 3 , i.e. its contribution to the equation
for r̈. The exact expression for this is
 
R − µ2 r R + µ1 r
f = Gm 3 − ,
|R − µ2 r|3 |R + µ1 r|3
where µi = m i /M12 and R is the position of m 3 relative to the barycentre of the binary.
For encounters which are not too close we approximate this at lowest (quadrupole) order
in a multipole expansion, i.e. write
 
Gm 3 3r · R
f− r− R . (21.9)
R3 R2
In first order perturbation theory we substitute unperturbed motion for r and R in Eqs.
(21.8) and (21.9). Terms involving r are periodic with period 2π/n, and so the right-hand
side of Eq. (21.8) may be written as a Fourier series (with R-dependent coefficients).
By averaging Eq. (21.8) at fixed R, we see that this series has no constant term, and
the harmonics of lowest order involve a factor proportional to exp(±int). (Harmonics
of higher order oscillate more rapidly, and from what follows it would be seen that they
would yield a negligible contribution to our result.) We use a parabolic approximation
 Adiabatic encounters 205

for the motion of the third body (i.e. R). The solution is standard, if relatively unfamiliar:

R = q(1 + σ 2 ), (21.10)
where q (=R p ) is the distance of closest approach, and σ (not a cross section!) is related
to the time via the equation

1 G M123
σ + σ3 = t. (21.11)
3 2q 3
Here we have taken t = 0 at the instant of closest approach of the third body, and
M123 = m 1 + m 2 + m 3 . (See Problem 4.2.)
The relative change in energy is given by integrating Eq. (21.8). This yields several
terms, of which we take the integral

∞
I = R −3 exp(int)dt (21.12)
−∞

as a prototype. The above discussion of time scales implies that the exponential is rapidly
oscillating compared with the remainder of the integrand. It is therefore suitable for
evaluation by the method of steepest descents. In preparation for this we first transform
from t to σ via Eq. (21.11), which, with the aid of Eqs. (21.3) and (21.10), yields
 
2inR p

∞ exp [σ + σ /3]
3
2 Vp
I = dσ. (21.13)
V p R 2p −∞ (1 + σ 2 )2
The method proceeds by deforming the contour of integration from the real axis to
one passing through a suitable saddle of the exponent. Differentiating the exponent, we
find that the appropriate saddle is located at σ = i. The fact that this coincides with a
singularity of the integrand complicates the asymptotic evaluation of the integral, but
does not alter the exponential dependence of the result. Evaluating the exponent at the
saddle point we find, in fact, that
 
4 n Rp
I ∝ exp − , (21.14)
3 Vp
though the ‘proportionality’ involves a further power-law dependence on the orbital pa-
rameters (see Problem 6). As we have seen, the exponent here has a simple interpretation
in terms of the two time scales of the problem.
Finally, we express the result in terms of the impact parameter p and the relative speed
at infinity, V . We also assume that the encounter is not too distant, compared with the
hardness of the binary, and neglect the second term in the bracket in Eq. (21.7). We can
connect with the parabolic approximation (for which p would be infinite)  by equating
the specific angular momentum (Eq. (21.2)), which yields pV = 2G M123 R p , and
so
  1/2 
1 ( pV )3 M12
I ∝ exp − . (21.15)
3 (G M123 a)3/2 M123
 206 21. Analytical Approximations

Now we show how to estimate the corresponding cross section. We use Eq. (21.15)
of Box 21.1 as an estimate of the relative energy change , though it is pointed out
in the accompanying text that the coefficient of the exponential also depends on
the orbital parameters. When we solve for p, however, this coefficient enters as a
logarithm, and the resulting effect on the cross section is weak. Aside from this
logarithm, then, we estimate that
4/3
π G M123 a
σ = π p2 ∼ 1/3
(3 ln | |)2/3 . (21.16)
M12 V 2

The differential cross section dσ/d varies essentially as 1/| |. Note the similarity
to Eq. (21.4).

Close triple encounters

Now we consider the opposite extreme, i.e. encounters which can lead to very large
(positive) values of . The semi-major axis of the final binary, a1 , must be much
smaller than the initial value a, and this requires the interaction of all three stars in a
region of space whose size is of order a1 .
We first outline an argument which attempts to estimate the cross section for
such processes, and then we discuss a refinement which introduces some interest-
ing fresh links with the theory of the three-body problem and atomic scattering
theory.
First we estimate the probability that the components of the binary lie within a
distance a1 a at the time of the encounter. The phase space for their relative
motion has coordinates r and
v, and the volume of phase space accessible by a binary
Gm 1 m 2 m 1 m 2 2 Gm 1 m 2 3 3
of energy ε = − is δ(ε − v + )d rd v. After integration
2a 2M12 r
with respect to v we see that this is
3/2

G 1/2 M12
4π 2/r − 1/ad 3 r.
m1m2 r <2a

The fraction of this volume for which r < a1 a is easily seen to be of order
(a1 /a)5/2 , and this is an estimate of the required probability. Note, however, that it
is to be interpreted as applying to an ensemble of binaries. A single binary has a
specific pericentre distance, and smaller values of r never occur.
If we assume that the binary is hard, we may easily estimate the cross section
of this tiny target by replacing a by a1 in Eq. (21.4). Multiplying by the foregoing
estimate of the probability that the binary components are sufficiently close together,
we find that the cross section for encounters leading to such a small value of the
semi-major axis is of order
G M123 a  a1 7/2
σ ∼ , (21.17)
V2 a
 Close triple encounters 207

i.e. σ ∼ G M123 a(1 + )−7/2 /V 2 . Hence the differential cross section varies as
dσ/d ∼ G M123 a(1 + )−9/2 /V 2 .
Now for the complication. Our previous treatment is really too rough, because all
three stars must arrive simultaneously within the small interaction region of size of
order a1 , and as they approach they interact with each other in a way that cannot, as
we have implicitly assumed, be broken down into two-body approximations. Another
way of saying the same thing is that three-body gravitational focusing is different
from the two-body kind that we introduced earlier in the chapter.
A better way to handle the simultaneous close approach of three bodies is to treat
it as a perturbation from an exact triple collision. Solutions for a triple collision can
be written down exactly, and then linearisation about one of these solutions can be
adapted to provide the required information. In the context of atomic scattering theory,
and threshold scattering in particular, this approach was initiated by G.H. Wannier
(1953). It is equally successful in the gravitational problem under consideration here.
It would take too long to analyse three-body gravitational scattering in detail from
this point of view, but we can illustrate the ideas involved by studying close two-body
encounters. In particular, we rederive a consequence of Eq. (21.4) by looking at the
relative motion of the third star and the barycentre of the binary as a perturbation
of a two-body collision orbit (Box 21.2). The trick is to find the time at which the
deviation from the collision orbit grows to become of the same order as the spatial
size of the collision solution itself. At this time the collision solution breaks down
as an approximation, and one can interpret the corresponding length scale as the
distance of closest approach.
It turns out that a similar calculation is possible for three-body motions
(Simonovic & Grujic 1987, Heggie & Sweatman 1991), and it leads to a similar re-
lation which shows how the cross section for a close three-body interaction within
a small distance r depends on r . The calculation is complicated because there are
several configurations which yield exact collision orbits, and because the resulting
eigenvalue problems are somewhat more involved. The kind of result obtained may
be illustrated by the case of equal masses, which is quite easily worked out. In this
case it turns out that the cross section given in Eq. (21.17)
√ does not have quite the
correct dependence on a1 : the exponent should be 2 + 13/2,  3.802 . . ..
While this discussion dealt with the case in which a binary is greatly hardened
by an encounter (  1), similar considerations occur in encounters in which a
binary is almost destroyed. In this case all three participants must emerge from the
encounter on orbits close to an exact triple expansion solution. When the size of
the configuration has enlarged sufficiently, one pair ‘peel off’ to reform a binary,
leaving the single star to escape. The way in which the cross section for such events
depends on can be obtained either by similar calculations, or by detailed balance.
Therefore similar curious exponents occur. They also occur in ‘ionisation’ events,
in which the binary is just destroyed. Analytically, the cross √
section varies with E,
the energy of the triple system in a barycentric frame, as E ( 13−1)/2 when E is small
and positive. In fact it had been noticed by Hut and Bahcall (1983), on the basis of
 208 21. Analytical Approximations

Box 21.2. Close two-body encounters as perturbed collisions

Consider the planar two-body equations
x
ẍ = −
r3
y
ÿ = − 3 ,
r
where r 2 = x 2 + y 2 . An example of an exact collision orbit is given by x = C(−t)2/3 ,
y = 0, where C = (9/2)1/3 . Linearisation about this motion gives the following equa-
tions for the small deviations δx and δy:
4
δ̈x = δx,
9(−t)2
2
δ̈ y = − δy.
9(−t)2
Searching for a power-law solution proportional to (−t)λ leads to a simple eigenvalue
problem, and the general solution is

δx = C1 (−t)−1/3 + C2 (−t)4/3
(21.18)
δy = C3 (−t)1/3 + C4 (−t)2/3 ,
where the Ci are constants.
These terms have simple interpretations. The term in C1 corresponds to a slight
shift in the origin of time in the collision solution x = C(−t)2/3 , and the term with
C4 corresponds to a small rotation of the collision orbit off the x-axis. The term in C3
results from adding some angular momentum to the rectilinear collision solution, as
can be seen by computing the angular momentum, and the remaining term (in C2 )
results from changing its energy. We concentrate on the term in C3 . It determines both
the impact parameter p and the distance of closest approach. To make the discussion as
simple as possible we take C1 = C2 = C4 = 0.
At fixed large negative t, we see that the term in C3 ∝ p. As t increases towards
the time of collision (t = 0) this term becomes comparable with the value of x on the
unperturbed (exact collision) orbit when C3 (−t)1/3 ∼ (−t)2/3 , i.e. when (−t)1/3 ∼ C3 .
At this time r  C(−t)2/3 ∼ C32 ∝ p 2 . In fact this relation shows how the minimum
distance in the exact two-body motion is related to the impact parameter. It follows
that, for encounters in three dimensions, the cross section for encounters at distance r
is proportional to r , which we have already established in Eq. (21.4).

about 104 numerical experiments, that the cross section varies as about E 1.3 . This was
surely one of the most bizarre numerical algorithms for computing the square root
of 13.
These numbers are closely related to the ‘Siegel exponents’ of the three-body
problem, which are named after the mathematician who first exhaustively analysed
triple collisions (Siegel & Moser 1971). In the neighbourhood of triple collisions an
 Problems 209

λ
analysis like that in Box 21.2 gives solutions proportional√ to (−t) , and the possible
values of λ (the Siegel exponents) include λ = (−1 ± 13)/6 (Problem 7). The fact
that some of the exponents in this case are irrational points to the non-existence of
any technique for regularising triple collisions in general. This hinges on whether
the powers of t can be evaluated for both positive and negative t. The contrast
with two-body collisions, which are regularisable (Sundman 1913), is made clear
by noting the form of the near-collision solution in Eq. (21.18). Those forms can be
evaluated (with a real result) for√both positive and negative t. This would not be true for
irrational exponents like (−1± 13)/6, which is the typical situation in the three-body
problem.
This completes our exploration of the analytical approximations that may be
employed in gravitational three-body scattering. Much has been omitted, including
the important question of exchange cross sections (e.g. Hut 1983a). Enough has been
done, however, to arrive at a picture of the differential scattering cross section dσ/d
for hard binaries, which is the most fundamental problem. If the masses are not too
different, Eq. (21.16) leads approximately to the relation dσ/d ∼ Gma/(V 2 | |) in
the limit | | 1, while the result we have just discussed leads to the complementary
result dσ/d ∼ Gma/(V 2 4.802...) for equal masses in the limit that  1.

Problems
(1) A rapidly moving third body approaches one component of a soft binary
much more closely than the other. Use Eqs. (14.3) and (14.4) in Box 14.1 to
estimate the change in velocity of this component. Substitute this result into
Eq. (19.5), using the statistical argument in the associated text, and hence
estimate the rate of softening of the binary. (Impose a cutoff in impact
parameter p at the semi-major axis (a) and at the 90◦ -deflection distance.)
Hence estimate the lifetime of a soft binary, in terms of the relaxation
time.
(2) Detailed balance
Let E 3 be the energy of three particles (a binary and a single star involved in
an interaction), in their barycentric frame. Using Eq. (21.1), show that the rate
of encounters (per binary) in which E 3 lies in a range of width δ E 3 is
4πnV 2 σ f (V)δ E 3 /µ, where µ is the reduced mass of the binary and single
star. If binaries have energy distribution f (ε), i.e. the spatial number density
of binaries with binding energy in a range of width δε is f (ε)δε, deduce that
the rate of encounters in which binaries in this energy range are converted
into binaries of energy ε  in a range δε , and the triples involved have energy
4π nV 2 d
in the stated range, is σ (ε, ) f (V) f (ε)δ E 3 δεδε , where the
µε d
arguments of σ remind us of the parameters of the interaction, and
= (ε − ε)/ε.
 210 21. Analytical Approximations

In dynamic equilibrium this is balanced by the rate of the inverse process.

Deduce that
4π nV 2 d 4π nV 2 d
σ (ε, ) f (V) f (ε) = σ (ε  , 
) f (V ) f (ε  ),
µε d µε  d 
where V  and  correspond to the inverse process. (Thus  = (ε − ε )/ε ,
= − /(1 + ).) Using the result of Problem 19.3, and taking f (V) to be
Maxwellian, deduce that
d d
V2 σ (ε, )ε −7/2 = V 2 σ (ε  , 
)ε −7/2 .
d d 
(3) Use Eq. (21.5) to show that the mean time to formation of a hard binary in a
virialised system is of order N tr . (In a ‘hot’ system enclosed by a box it is
even longer.)
(4) Let t1 be the time for a particle to move a distance equal to the 90◦ -deflection
distance, t2 the crossing time, t3 the relaxation time, t4 the time to form the
first binary (Problem 3), and t5 the time to convert the entire cluster into
binaries. Neglecting the Coulomb logarithm, show that the N -dependence of
these times is in geometric progression.
√
(5) Obtain the estimate δh/ h ∼ (m 3 / M12 M123 )(a/R p )3/2 for the relative
change in angular momentum of a hard binary of semi-major axis a which is
subject to a nearly parabolic encounter with a third star at minimum distance
R p  a. (Because the change in a decreases exponentially with some power
of R p , as shown in Box 21.1, it follows that the change in eccentricity can be
much larger than the relative change in energy. For numerical results on this,
see Hut & Paczynski 1984.)
(6) For rectilinear motion of the third body in an adiabatic encounter its distance
from the centre of mass of the binary is R = R 2p + V 2 t 2 . Deforming the
contour in Eq. (21.12), to avoid t = 0, use integration by parts to show
that

 
1 exp(int) in 1
I = 2 − 2 dt.
V R 2p + V 2 t 2 t t

For a very hard binary, for which n  V /R p , the second term in the bracket
may be neglected. By deforming the contour further round the branch point
at t = i R p /V and making a cut from there to t = i∞, show that
  
2πn n Rp
I  exp −
R 3p V 3 V

asymptotically.
 Problems 211

(7) An ‘isosceles’ triple system in the plane consists of three stars of equal mass
m = 1 at the points (x, y), (−x, y) and (0, −2y). Write down equations of
motion in units such that G = 1, and verify that these are satisfied by the
collision
√ solution x = A(−t)2/3 , y = B(−t)2/3 , where A = 3/24/3 and
B = 3/2 . Obtain the linearised equations for small relative perturbations
4/3

δx, δy. Show that these have solutions in which δx, δy vary as (−t)λ , for four
possible values of λ (which you should find).
 22

Laboratory Experiments

The analytical approaches sampled in the previous chapter have some good uses,
but providing accurate useful numbers is not always one of them. They may provide
suitable scaling laws, showing how the statistics of three-body scattering depends on
the masses involved, but there is usually an overall coefficient that must be determined
in some other way. We now turn to a technique which can fill in such gaps. Actually
it is marvellous how complementary the two techniques are. Numerical methods
are not good at determining cross sections of very rare events, e.g. very close triple
approaches, but it is often precisely these little corners of parameter space where
analytical methods are feasible.
Numerical methods offer astrophysicists a tool quite analogous to the kinds of
particle colliders in use by high-energy physicists. There beams of particles are fired
at targets (or other particles), and the relative frequencies of different kinds of collision
debris can be observed. Using numerical methods we can see what happens when a
binary (the target) is fired on by a single particle, and the experiment may be repeated
as often as we care.
Numerical studies of three-body encounters go back almost one hundred years.
In 1920 L. Becker published results on exchange encounters (see Chapter 19) which
were carried out with the aid of ‘mechanical quadrature’. But it was not until the
era of electronic computing that the investigation of triple scattering orbits became a
sizable industry. In 1970 Harrington reported results from a few hundred encounters
(Harrington 1970). By 1975, however, it was possible for Jack Hills (Hills 1975a) to
publish some very useful data on the basis of about 14 000 numerical experiments,
albeit with some significant restrictions on the number of free parameters (see below).
These restrictions were removed by Piet Hut and John Bahcall in research which

212
 Numerical integration 213

began to be published in 1983, by which time they had accumulated data on over a
million experiments (Hut & Bahcall 1983). Much of the organisation of these runs
was still done by hand, and the process was eventually fully automated by Piet Hut
and Steve McMillan by 1995 (McMillan & Hut 1996).
There are two issues to be confronted with numerical techniques for the scattering
problem. One is the question of how to integrate the equations of motion, and the
other is the matter of how to organise the results. These methodological issues are
the themes of this chapter.

Numerical integration
At first sight it is a simple matter to integrate the three-body equations nume-
rically. One can take an integration method off the shelf, like the fourth-order
Runge–Kutta method. Indeed this usually works quite effectively, though a sensi-
ble method of choosing the time step is a big help. One effective method is to repeat
each step with two steps of half the size, which allows an estimate of the trunca-
tion error (see Press et al. 1992). The time step is controlled by keeping this error
within prescribed bounds. The error estimate also allows the error to be corrected
approximately.
As an example we may consider the well-known case of the three-body problem
posed by Burrau (1913). It takes particles of mass 3, 4 and 5 initially at rest at the
vertices of a 3−4−5 Pythagorean triangle. Burrau conjectured that this configuration
would lead to a periodic orbit of the general three-body problem. During its evolution
there is one very close approach of two of the bodies, and it was thought at one time
(Szebehely & Peters 1967) that a special treatment of close approaches (Chapter 15)
was needed to cope with this, but in fact the Runge–Kutta method with adaptive step
size control works well.
Other standard numerical methods which are often adopted are higher-order
Runge–Kutta methods, Hermite integration (Makino & Aarseth 1992, and
Problem A.1), which requires computation of both the acceleration and its derivative,1
and the method of Bulirsch and Stoer (see Press et al. 1992). The latter repeats the
technique of interval-halving several times for each integration step.
None of these methods take account of several important features of the equations
of motion of the three-body problem. In the first place the equations may be written
in the form

r̈i = ai (r1 , r2 , r3 ), (i = 1, 2, 3), (22.1)

1
The derivative of the acceleration is sometimes called jerk. Perhaps the position and its
successive derivatives should be referred to by the letters x, v, a, j, s, c and p (up to the sixth
derivative), as we have been given to understand that some physicists refer to the last three as
snap, crackle and pop. See www.weburbia.com/physics/jerk.html
 214 22. Laboratory Experiments

where ai is the acceleration of the ith star. The usual forms of the above methods
force the user to rewrite the equations as first-order equations:
ṙi = vi ,
(22.2)
v̇i = ai (r1 , r2 , r3 ),

where vi is the velocity of the ith star. The methods can, however, be specially
adapted to equations of the form (22.1). In the case of Runge–Kutta algorithms the
corresponding methods are referred to as ‘Runge–Kutta–Nystrom’ methods.
Next, none of these methods pay attention to the fact that Eqs. (22.2) are canonical,
i.e. they are Hamilton’s equations for an appropriate Hamiltonian. Now one of the
analytical properties of Hamilton’s equations is that they are a ‘symplectic’ dynami-
cal system. This is a generalisation to systems with n degrees of freedom of the
idea of area-preservation for systems with one degree of freedom. For example,
the one-dimensional simple harmonic oscillator has equations of motion which can
be written in Hamiltonian form as
ẋ = v,
(22.3)
v̇ = −x.

Now a solution of these equations can be plotted as a moving point in phase space
(with coordinates x and v), and the velocity of this point has components given by
the right-hand sides of Eqs. (22.3). Thus phase space is equipped with a velocity
field, and the important point to notice is that this field is divergence-free: ∂ ẋ/∂ x +
∂ v̇/∂v = 0. Thus if we follow the motion of a two-dimensional region in phase space
as it is carried along by the flow, its volume does not change.
It might seem desirable to invent an integration algorithm which also exhibited this
property of area preservation (or, in the case of interest to us, its generalisation to the
concept of symplecticness). Runge–Kutta methods are not symplectic in general, but
there is another class of algorithms which is. The simplest example is the ‘leapfrog’
algorithm, often called the Verlet algorithm in computational physics. For equations
of the form (22.2) this may be written as
n+1/2
rin+1 = rin + hvi ,
n+3/2 n+1/2 (22.4)
vi = vi + hain+1 .

Here the superscript indicates the time, in multiples of the stepsize h after some initial
time. In the case of the simple harmonic oscillator the equations reduce to
x n+1 = x n + hv n+1/2 ,
(22.5)
v n+3/2 = v n+1/2 − hx n+1 .
∂(x n+1 , v n+3/2 )
By computing the Jacobian determinant it is easy to show that this
2 ∂(x n , v n+1/2 )
is area-preserving.
2
Strictly speaking, an integrator for a problem with one degree of freedom is symplectic if the
map (x n , v n ) → (x n+1 , v n+1 ) is area-preserving. The fact that v is discretised at intermediate
times complicates the issue, but we shall not explore this detail here.
 Numerical integration 215

Fig. 22.1. Three numerical computations of a Kepler orbit with e = 0.9 and a = 1:
(a, dotted) Euler (cf. Problem 1), with time step proportional to r 3/2 , (b, short-dashed)
leapfrog, with fixed time step, and (c, solid) using the method of Mikkola &
Tanikawa (1999). (This is a leapfrog algorithm based on a slightly more complica-
ted Hamiltonian than the usual Kepler Hamiltonian, cf. Chapter 15.) Runs (b) and
(c) used similar numbers of steps, and run (a) used about three times as many.
The purpose of the figure is not, however, to compare efficiency, but to illustrate
the properties of different algorithms. Euler appears to preserve the direction
of pericentre but not the energy, and with leapfrog the behaviour is reversed.
The third, i.e. (c), preserves both, but not the phase (though this is not evident
in this plot).

It might seem to have nothing to do with area preservation or symplecticness, but

in practice an algorithm like the leapfrog method is very good for long-term energy
conservation. The fact that the method is area-preserving essentially shows that the
numerically generated phase path does not spiral out from (or in to) the origin, which is
precisely the behaviour exhibited by the Euler method (Problem 1 and Fig. 22.1). In
terms of order, i.e. the way in which the local truncation error depends on h, the
leapfrog is very primitive. It is not hard, however, to invent symplectic methods of
higher order (Kinoshita et al. 1991).
Our discussion of the symplectic property of the leapfrog integrator made the
unstated assumption that h was constant. In practice, as we have already seen, h
should be allowed to vary, and then it is not clear that the symplectic property of
the algorithm is preserved. This stumbling block to the implementation of effective
symplectic integrators was removed by Hut, Makino and McMillan (1995), who
realised that the way out was to incorporate another exact property of Eqs. (22.1):
their time-reversal invariance. Observe that, if ri (t) is a solution of Eqs. (22.1) then
so is ri (−t). One consequence of this fact is that, if the velocities of three stars in
a triple system are reversed at some instant, then the stars will exactly retrace their
orbits. Here is another property which we should perhaps try to incorporate into a
numerical integrator.
 216 22. Laboratory Experiments

Let us look at Eqs. (22.4) from this point of view. By inverting these we immedi-
ately find
n+1/2
rin = rin+1 + (−h)vi ,
n+1/2 n+3/2
vi = vi + (−h)ain+1 .

Since these are true at each step, we can reduce the superscript on the second equation
by one, and obtain
n+1/2
rin = rin+1 + (−h)vi ,
n−1/2 n+1/2
vi = vi + (−h)ain .

Note that these equations are of exactly the same form as Eqs. (22.4), except that h is
replaced by −h and the superscript is running downwards. Thus if we stop a leapfrog
integration at some point, reverse h, and continue using the leapfrog algorithm, we
recover the previous results (except for rounding error). This is the analogue (for
algorithms) of the time-reversal invariance of the equations of motion.
Now the above argument is ruined if we allow the time step to vary, for example
as a function of the accelerations ai , unless we ensure that the time step respects
the time-reversal invariance as well. One possibility is to ensure that h depends on
a symmetric function of the values at the beginning and the end of the time step. It
turns out that such a procedure works very well.
It is still possible to break a time-symmetric, symplectic integrator with suffici-
ently close approaches between two or three of the bodies. There is a formulation,
based on a different Hamiltonian, which will accurately compute even a colli-
sion orbit (Mikkola & Tanikawa 1999, see Chapter 15). The traditional way out,
however, is the technique of two-body regularisation, also discussed in Chapter 15.
Its extension to three- and other few-body systems is best carried out with the ‘chain
regularisation’ of Mikkola & Aarseth (1993), which is an extension of an old three-
body method devised by Aarseth & Zare (1974).3 We recommend the survey by
Mikkola (1997) for a fascinating glimpse of the history behind these methods. In
recent years, however, it has even become possible to combine these regularisation
techniques with time-symmetrisation (Funato et al. 1996, Leimkuhler 1999).
The final point to be mentioned in connection with numerical methods is the
accuracy which it is feasible or desirable to insist on. This is really the same question
for N = 3 as we discussed in general in Chapter 13. There we already saw that there
are situations in which the slightest change in the initial conditions of a three-body
interaction can lead to drastic changes in the final result. Dejonghe & Hut (1986)
have discovered examples in which an error in initial conditions may be magnified
by over 100 orders of magnitude before the final fate of the triple system is settled.

3
For N = 3 there is an alternative due to G. Lemaitre (1955), though he is better known
nowadays for his work in cosmology.
 Organisation of the calculations 217

These considerations show that one cannot hope to devise any method which will
produce an accurate solution for all triple interactions.

Organisation of the calculations

Each triple encounter requires the specification of initial conditions. As the three-
body problem has nine degrees of freedom, it might be thought that no fewer than
18 parameters are required. However, it is possible to work in a barycentric frame,
reducing the tally to 12 parameters. One more may be removed by choice of a unit
of length (e.g. the initial semi-major axis of the binary). We can rotate coordinates
so that the binary initially sits in the x, y plane with its major axis along the x-axis,
reducing the count by three (recall that the orientation of the orbit could be specified
by the three Euler angles). Next, it is usual to start the integration with the third body
at some fixed distance from the binary, sufficiently large that the effects on the binary
of the incomer up to that point are negligible; this leaves only seven parameters to be
specified. These may be the initial eccentricity and phase of the binary, and all but
one of the initial coordinates and all velocity components of the incomer. Against
these simplifications, however, we must not forget that the result depends on the
masses, though scaling (e.g. so that the total mass is unity) removes one.
In a given problem it is usually clear how these parameters are to be distributed. In
a simple situation, for instance, we are interested in encounters between stars of
given masses, and the initial speed of the intruder and eccentricity of the binary are
specified. Then the initial phase of the binary corresponds to a uniformly random
choice of the initial time, while the remaining parameters of the intruder correspond
to a uniform distribution in space and an isotropic distribution of velocities. It is
customary to select such initial conditions using a well designed random number
generator, but there is some advantage in these problems in using quasi-random
numbers (Press et al. 1992), which aim to sample the domain of initial conditions
more purposefully.
One of the parameters commonly used to specify the initial conditions of the
intruder is the impact parameter, p. i.e. the distance of closest approach between
it and the barycentre of the binary, if it was undeflected by the binary. This differs
from all other parameters in that it is unbounded, and it is the most troublesome
parameter of all to deal with. Some upper limit must be imposed, and it is legitimate
to do so, for if p is too large the intruder flies wide of the binary and does not affect
it significantly. But where should the limit be set? The problem with the choice of
maximum impact parameter is this: allowing too large an impact parameter can
imply a large waste of computer time on uninteresting orbits; while choosing too
small an impact parameter (e.g. one much smaller than the initial semi-major axis of
the binary) will yield a systematic underestimate of some cross sections, since some
encounters of interest will be missed.
 218 22. Laboratory Experiments

Fig. 22.2. Numerically determined cross section for hard binary scattering for equal
v 2 dσ
masses, and a semi-analytic fit. The scaled differential cross section P = is
πa 2 d
plotted, with error bars, against the relative increase in binding energy, , where v is
the initial relative speed of the third body and the binary, in units of the minimum
speed required for ionisation. From Heggie & Hut (1993).

One manual way of handling this situation is to carry out a pilot study to determine
the range of impact parameters in which the encounters of interest are observed to
take place. Only then does one embark on production runs, intended to compute cross
sections with desired statistical accuracy (Fig. 22.2).
It is now possible to automate the entire process (McMillan & Hut 1996). Rather
than relying on human inspection of pilot calculations, software has been written
which includes an automatic feedback system ensuring near-optimal coverage of
the range of impact parameters while guaranteeing completeness. The basic idea is
to maintain a safety zone outside the ‘bull’s eye’ region, defined as the area where
interesting reactions take place (where ‘interesting’ is defined according to the par-
ticular purpose underlying a given set of experiments). Allowing for the possibility
of dynamically enlarging this safety zone guarantees rapid convergence towards
accurate cross sections.
The automated scattering software we are describing was designed in a multi-
layer object-oriented approach and is implemented in C++. At the lowest layer, the
orbit integration engine consists of a fourth-order, time-symmetric, variable-time-step
Hermite integrator. This technique provides excellent long-term numerical stability,
something that is essential for the treatment of long-lasting resonance scattering
events.
On top of this lowest layer, there are several layers that contain: (1) checks to
determine whether a given scattering experiment has reached its final outgoing state;
(2) checks to allow optimisation features to be activated, such as analytical integration
 Organisation of the calculations 219

of inner and outer orbits of hierarchical triple systems in which the outer orbital period
vastly exceeds the inner orbital period; (3) diagnostic functions to store information
describing the build-up of energy errors; (4) various bookkeeping functions that chart
the overall character of the orbits (e.g. democratic versus hierarchical resonance
states); and (5) checks for overlap of stellar radii, in which case merging routines are
invoked that can replace two colliding stars with a single merger product.
On top of these layers, the first user-accessible layer contains a single-scattering
command, with a large number of options. The masses and radii of the stars can be
specified, as well as the orbital parameters of the binary, the impact parameter of
the encounter, and the relative velocity, asymptotically far before the encounter. The
initial distance from which the integration starts is determined automatically (and
will be much larger for, say, a 10M black hole approaching a given binary compared
to a 0.5M dwarf). In addition, an overall accuracy parameter gives a handle on the
cost/performance tradeoff. In practice, typical relative energy errors can be easily
kept as small as 10−10 ; production runs, however, usually aim at errors of order 10−6 ,
allowing a speed-up of a factor ten in computer time with respect to the most accurate
integrations attainable.
The next layer contains all the management software to conduct a series of scat-
tering experiments. Depending on the type of total or differential cross section re-
quested, the user can choose an appropriate command to activate a ‘beam’ of single
stars aimed at the ‘target plate’ of binary stars. After a few minutes, a preliminary
report appears on the screen, with estimates of all relevant cross sections plus their
corresponding error bars (Box 22.1). Thereafter, subsequent reports appear, each one
after a four times longer interval. Because of the Monte Carlo nature of the orbit pa-
rameter sampling, each following report carries error bars that are half the size of
the corresponding ones in the previous report. Thus reasonable estimates can often
be obtained in ten or fifteen minutes, with more accurate results following in an
hour (on a fast modern work station). This is in marked contrast with the duration of
experiments in a particle collider in high-energy physics!

Box 22.1. Example of computational determination of scattering

cross sections
The command sigma3 -d 128 -v 1.2 -m 0.3 uses part of the Starlab package
(www.manybody.org/starlab.html) to estimate the cross section for various outcomes
of encounters between a single star and a binary. The binary component masses are
1 − m and m, and the mass of the third star may be set with a further option. The other
two parameters are d, which is a measure of the density of experiments in √ a central trial
zone (the fractional error in the largest cross section will be of order 1/ d), and v, the
speed of the third body when at a large distance, in units of the value at which the total
barycentric energy of the triple system is zero. Here is a summary of the results. It may
not look beautiful to the reader, but it does to anyone who has organised this kind of
thing by hand.
 220 22. Laboratory Experiments

scatter_ profile:
m1=0.7 m2=0.3 m3=0.5 r1=0 r2=0 r3=0 v_inf=1.2
---------------------------------------------
total scatterings=25, CPU time=7.45
exch1 exch2 ion error stop
2.220 0.888 3.108 0.000 0.000
+-1.83 +-.628 +-2.03 +-.000 +-.000
---------------------------------------------
total scatterings=60, CPU time=16.94
exch1 exch2 ion error stop
0.444 0.999 0.777 0.000 0.000
+-.222 +-.333 +-.294 +-.000 +-.000
---------------------------------------------
total scatterings=312, CPU time=105.6
exch1 exch2 ion error stop
0.768 1.224 0.712 0.000 0.000
+-.158 +-.199 +-.153 +-.000 +-.000
---------------------------------------------
total scatterings=1560, CPU time=487.97
exch1 exch2 ion error stop
1.025 1.181 0.861 0.000 0.000
+-.101 +-.105 +-.089 +-.000 +-.000

v2 σ
The values are those of , where v is defined as above. Notice that the cross
πa 2
section for exchanging the heavier binary companion is smaller.

Problems
(1) Solve Eqs. (22.5) exactly, for initial conditions x 0 = 1, v 1/2 = 0. Find out
in what sense the solution is superior to that of the corresponding Euler
algorithm
x n+1 = x n + hv n ,
v n+1 = v n − hx n

with initial conditions x 0 = 1, v 0 = 0.

(2) Compare the total of the cross sections at the bottom of Box 22.1 with the
estimate for the cross section of close encounters (Eq. (21.4)).
(3) For fixed masses, how many parameters are needed to specify a three-body
scattering experiment (a) in two dimensions, (b) in one dimension?
 23

Gravitational Burning and Transmutation

The arguments of the last few chapters apply to three-body stellar interactions any-
where. Now we have to take into account the specific environment in which we are
interested, i.e. to study the behaviour of binaries and triples inside much larger stellar
systems. For these purposes it is very useful to have an idea of the mean rate of
change in the energy of a binary, and also the effect of a single encounter on the
motion of the binary.
Let us consider the mean rate of change first. Relative to the current energy of the
binary, ε, this may be defined by



R = R()d, (23.1)

where R is the rate (number per unit time) at which the binary experiences encounters
in which the relative change of its binding energy is . The function R becomes
infinite as  → 0, but in practice we can impose a small positive cutoff on , at the
point where positive and negative energy changes nearly cancel.
As an example, consider the formula

R ∝ |ε|−1 −α (1 + )−4.5+α , (23.2)

which, with α 0.54, has been shown to provide a satisfactory fit to numerical data
for  > 0.01 for equal masses in the very hard binary limit (Heggie & Hut 1993).
Then the integral in Eq. (23.1) is quite insensitive to the choice of cutoff, and the
result is that the absolute rate of change of ε is independent of ε. This result accounts
for the values at the extreme right in Fig. 23.1. Equation (23.2) can also be used to
show that about half the hardening rate of a hard binary is accounted for by encounters

221
 222 23. Gravitational Burning and Transmutation

Fig. 23.1. The mean rate of change of energy of a binary subject to encounters, from
Heggie & Hut (1993). The initial relative speed of the binary and the single star have
a Maxwellian distribution corresponding to temperature T , and x is the ratio between
the binding energy of the binary and kT , where k is Boltzmann’s constant. Thus hard
binaries are at the right, and soft binaries are at the left. The reaction rate R in the
axis label differs (by scaling) from the quantity R defined in the text, and the ordinate
is actually proportional to the mean rate of change of energy. This is constant in the
hard binary limit, as shown (see Problem 1). The circles and crosses show the result
if ‘ionising’ encounters, i.e. those leading to disruption of the binary, are excluded.
While it may be useful to consider ionising encounters separately, it leads to a graph
with a more complicated shape than in the case where such encounters are retained
(symbol +).

in which

 > ∗ ≡ 0.53. (23.3)

Keeping this result for later, let us now turn to the effect of an encounter on the
motion of the binary. Let the initial and final velocity of the binary relative to the
intruder be V and V , respectively, and let ε be the initial energy of the binary. By
energy conservation (in the rest-frame of the barycentre of the three bodies, assumed
to have equal mass m) it follows that
1 1
mV 2 + ε = mV 2 + ε(1 + ).
3 3
(The factor 1/3 arises because the reduced mass of a system consisting of a binary
of mass 2m and a single star of mass m is 2m/3.) For a sufficiently hard binary
and an average encounter, ε mV 2 , and so this reduces approximately to V 2
−3ε/m. In this same frame the velocities of the binary and single star are Vb = V /3
 23. Gravitational Burning and Transmutation 223

Fig. 23.2. Radius and binding energy of all hard binaries in an N -body simulation of
a star cluster, with N = 8192. The horizontal banding at the bottom results from the
fact that the radius was given to only two decimal places; similarly the vertical band-
ing at the left. The vertical banding at the right results from a few persistent hard
binaries escaping to large radii and (in most cases) drifting back to the core. The
model was initially a Plummer model, with equal masses and no tide.

and Vs = −2V /3, respectively, since the relative velocity must be V and the total
momentum in the barycentric frame must vanish. Finally, to compute the new speed
of the binary and single star in the rest frame of the whole cluster we must add the
velocity of the triple system, but again this is negligible for an average encounter with
a sufficiently hard binary. Thus the final speeds of the binary and single star in the
√ √
cluster are approximately −ε/(3m) and 2 −ε/(3m), respectively. (Remember
that ε < 0 and  > 0 typically.)
Armed with this information, let us now follow the fate of a three-body binary
as it experiences a succession of encounters, starting from the time of its formation
in the core of a stellar system. Initially we do not expect the predicted speeds to
be significantly in excess of the velocity dispersion of the core. The calculations of
the preceding paragraph are very approximate in this case, but the reaction products
continue to move around in the core, and their kinetic energy (in which, for a binary,
we include only the kinetic energy of the motion of its barycentre) has increased
by |ε| per encounter.
As time goes on and further encounters take place, the binary steadily hardens,
and typical values for the predicted speeds of the reaction products increase. The first
thing to happen is that the single star can now escape from the core, and eventually the
time comes when the binary achieves enough speed to do so also (Fig. 23.2; see also
Giersz & Spurzem 2000). This is no dream. There is a known binary (with an eight-
hour period) in the outskirts of the globular cluster M15 which probably got there
by ejection from the core in a three-body encounter (Phinney & Sigurdsson 1991).
 224 23. Gravitational Burning and Transmutation

At least one of the components is a neutron star, and the binary is sufficiently close to
display a relativistic perihelion advance, just as the planet Mercury does, but about
30 000 times faster.
When the binary is ejected from the core it finds itself in a region of lower density,
and encounters are less frequent. If, as an example, we consider a binary moving on
a radial orbit, the total number of encounters during one orbit (from the core to the
maximum radius which it can reach and back to the core again) varies as


Nenc ∼ nσ vdt, (23.4)

where n is the number-density of single stars, σ is the cross section for close en-
counters, and v is the mean encounter speed. (Note the use of an ‘n-sigma-v’ ar-
gument; cf. Box 13.1.) Now for a hard binary we may estimate that σ ∼ Gma/v 2
(cf. Eq. (21.4)), where a is the semi-major axis of the binary, and it turns out, for
any reasonable cluster model, that the dominant variation in the integrand in Eq.
(23.4) comes from the density profile n(r ). This causes the rate of encounters to
diminish rapidly as the size of the orbit of the binary increases. Therefore the subse-
quent hardening of the binary depends vitally on its orbit shrinking back to the core
as quickly as possible. In fact mass segregation will accomplish this in due course
(on a time scale no longer than the two-body relaxation time).
At long last the binary will become so hard that the single star it interacts with will
leave not only the core but the whole cluster. As it climbs out of the potential well of
2
the cluster it loses speed, emerging with a kinetic energy − ε + mφc , where the
3
first term is an estimate of the kinetic energy of the star after the encounter, and φc
is the potential in the core (assuming φ → 0 at large radius). Since the encounter
itself contributed an energy −ε, the change in energy of the bound system is the
1
difference of these terms, i.e. − ε − mφc . One can think of this as consisting of
3
two contributions; the first is the normal contribution of the binary, which we still
assume to remain bound, and the second is the escape energy of the single star. The
latter is the maximum contribution which the single star can make, no matter how
energetically it escapes.
A fruitful way of looking at this is that the term −mφc is the work done on
the cluster as the single star moves out of the potential well. This interpretation also
suggests that the energy contributed to each part of the cluster equals the contribution
which this part makes to the central potential. Thus for a shell of material of mass M
and radius r , the heating is G Mm/r . By this argument we also see that, if the star
escapes from the core but not from the cluster, it does not heat the core alone, but
instead all the material between its initial and final radii.
Though it is tangential to our present purpose, it is worth stating that similar
considerations apply to other forms of heating through mass loss. S. Portegies Zwart
has pointed out to us that mass loss from stellar evolution is more important than one
 23. Gravitational Burning and Transmutation 225

might think, because the mass is lost by the most massive stars (which evolve fastest),
and mass segregation concentrates these in the core. It is here that the maximum
energy is generated per unit mass ejected.
Back to the binary. Eventually it is so hard that not only does it eject the single
stars it interacts with, but it also ejects itself. Thus the influence of each binary
is self-limiting. Though a binary consisting of two point masses can in principle
release an infinite amount of energy, the process by which it releases energy is its
own bottleneck.
How much energy does the binary contribute before retiring? The result is fairly
easily estimated by adding up the contributions from the various phases in its evolu-
tion (Box 23.1), which evaluates to about −24mφc . It is usual to express the central
potential in terms of the central one-dimensional velocity dispersion, σc2 ,1 though
strictly there is no upper bound on the ratio −φc /σc2 . Usually it is assumed that en-
ergy generation by binaries is important in systems with small cores of very high
density, especially in late core collapse. In this case, as we have seen (Chapter 18)
the evolution of the core is self-similar, and in this case the above ratio is constant:
−φc /σ 2 13.5 in anisotropic Fokker–Planck models with stars of equal mass
(Takahashi 1995).

Box 23.1. Energy generation by a single hard binary

Until the single star is capable of escaping, binary heating is 100% efficient: the entire
change in energy of the binary goes to heating the cluster. This phase comes to an
end when the new energy of the single star is comparable with the escape energy,
i.e. when 2ε/3 mφc . We may suppose that this loss becomes important when
half of the hardening of the binary is caused by encounters that eject the single star,
i.e. when ε 3mφc /(2∗ ) (see Eq. (23.3)). Since the initial energy of the binary is
comparatively negligible, it follows that the energy contributed in this first phase is itself
about −3mφc /(2∗ ).
By a similar argument the binary (treated as a particle of mass 2m) escapes at the last
encounter when its energy is of order ε 6mφc /∗ . During the second phase (i.e. up
to this point) all energy given to the binary is held within the cluster; this is one third of
the change in internal energy of the binary, i.e. −3mφc /(2∗ ). It takes approximately
log(4)/ log(1+∗ ) log(4)/∗ encounters to increase the binding energy of the binary
by the necessary factor of four, and each contributes an energy −mφc via the single star
(see text). Adding all these contributions together we find that the energy given by a
hard binary to the cluster before escaping is roughly −mφc (3 + log(4))/∗ .

Putting our various estimates together, we find that each newly formed hard binary
eventually contributes an energy of approximately 110mσc2 . Combining with an
estimate for the rate at which such pairs form (see Eq. (21.5)), we readily find that

1
The subscript should avoid confusion with a cross section.
 226 23. Gravitational Burning and Transmutation

the rate of heating (per unit mass) is given by

G 5m 5n2
85 . (23.5)
σc7
The surprisingly large coefficient is a warning against reliance on dimensional ana-
lysis alone. Nevertheless, a considerable number of complexities are still swept under
the carpet if we use such a formula (and indeed it is common to use a formula of this
type when modelling the effect of binaries in the evolution of stellar systems, unless
one uses an N -body method). Quite apart from the fact that it would be better to
express the result in terms of the local potential rather than the local velocity dis-
persion, we are assuming (i) that all the energy yielded by a binary is injected at
the location where it was born; (ii) that the energy is inserted instantaneously, the
moment it is born; and (iii) that binaries form continuously (in time). All these as-
sumptions are wrong, and something can be done to patch them up. For instance, it is
possible, in the simulation of cluster evolution, to inject binaries at times determined
stochastically, but in such a way that the mean rate of formation is as predicted. It is
also possible to arrange for the binaries to emit energy in discrete events, just as in
reality. And it is also possible to mimic the effect of each encounter on the spatial
location of each binary, and, in particular, their ejection from the core following par-
ticularly energetic interactions (Giersz & Spurzem 2000). We stress again, however,
that these difficulties are entirely circumvented in an N -body simulation.
One final aspect of this problem which is less well understood and less easy to
model is how to handle the formation and evolution of binaries in systems with a
distribution of stellar masses. One interesting contrast with the equal-mass case is
the behaviour of the cross section for close encounters (Eq. (21.4)). For stars of
equal mass, as a binary hardens its semi-major axis shrinks and so σ decreases. For
stars of unequal mass, we have already seen that a binary with one component of
relatively low mass is liable to have this component exchanged with a more massive
incomer. Now the energy of the binary need not change much, and an increase in
the mass of one component may cause a to increase. Thus the close encounter cross
section increases, because of both the increase of a and the increase of the masses.
Binary evolution has a runaway tendency in these circumstances, at least until the
components are about as heavy as they can be.

Problems
(1) For a binary on the hard/soft threshold, moving in a cluster in virial equi-
librium, use Eq. (23.4) and reasonable estimates for n, σ and v to show that
the number of close encounters in a relaxation time is of order 1/ log , i.e.
the reciprocal of the Coulomb logarithm. How does the result depend on the
energy of the binary if it is hard? Use your answer to show that the mean rate
of hardening of a hard binary is independent of the semi-major axis a. Use
 Problems 227

this result in turn to estimate the shape of the distribution of binding energies
of hard binaries.
(2) Assume that a binary is born with small energy, that its energy increases in
increments which are distributed as in Eq. (23.2), that the resulting energy
heats a cluster (with or without ejection of the single star, as appropriate), and
that the binary remains in the core until it escapes. Perform Monte Carlo
simulations to compute the mean energy yield per binary, and compare with
the result of Box 23.1.
(3) Problem 18.2 showed that stellar-mass black holes would form a dense core
within the larger core of normal stars. In this core, black hole binaries form
by three-body encounters. Using arguments of Box 23.1, estimate the number
of single black holes which are ejected in the hardening of each black hole
binary, and hence estimate the approximate fraction of black holes which are
ejected as binaries.
Note: the black holes in some of those escaping binaries will later spiral
into each other, under emission of gravitational radiation. These binaries form
a promising category for detection by LIGO, a pair of laser-based
gravitational wave detectors (Portegies Zwart & McMillan 2000).
 Part VII

Primordial Binaries: N = 4

The following three chapters complicate the million-body problem for astronomically
motivated reasons. Chapter 24 explains these by tracing the history of the discovery
of binary stars in star clusters, in numbers which imply that they are primordial,
i.e. they were born along with the cluster itself. They are associated with several of
the remarkable phenomena which help to explain why globular star clusters are so
important to astrophysicists, such as the sources of X-rays within them. We contrast
their behaviour in star clusters with the much milder behaviour of binaries in less
extreme environments.
In systems with many binaries, four-body encounters between two binaries are
common. Chapter 25 discusses in detail one of the commoner outcomes: hierarchical
triple systems. They are one class of three-body problem where the motion is both
non-trivial and amenable to detailed calculation. Since these systems are stable and
very long-lived, but may have tiny orbital time scales, such results are important for
efficient computer simulation of N -body systems with many primordial binaries.
Chapter 26 discusses the effect of binary–binary encounters on the rest of the
system. In important ways they can dominate the effect of the three-body encounters
discussed in earlier chapters, though not forever, as binaries are also destroyed in
these encounters. The outcomes of the interactions are also more complicated than
in three-body encounters, and we show how to classify these. We also show that, in
astrophysical applications, the fact that stars have finite diameter has an important
role to play in encounters, when several stars are temporarily confined to a small
volume of space.

229
 24

Binaries in Star Clusters

In the original Star Wars movie there is a brief but memorable scene of two stars
shining down from the afternoon sky. We find it striking because we are so used to
seeing just a single star in the sky, but in fact it is the Sun that is unusual. In the
neighbourhood of the Sun most stars are binaries, and some belong to triple systems
or even little groups with still larger numbers of stars (Duquennoy & Mayor 1991).
Our nearest neighbours, for example, are a binary (α Centauri) with a distant third
companion (Proxima Centauri, see Matthews & Gilmore 1993). Such systems are
unlikely to arise by chance encounters (Problem 1), and so the abundance of binaries
and triples suggests that most stars are born that way. Indeed binaries and other
multiples are most common among the youngest stars (see Kroupa 1995).

A brief observational history

With this background, astronomers were perplexed by how difficult it was to find any
binaries in globular star clusters. Admittedly, wide visual pairs were not expected, as
such binaries would be destroyed by encounters with other stars in the dense environ-
ment of a globular cluster (Problem 21.1). Indeed, there is observational evidence that
this has happened (Côté et al. 1996). But it should have been possible to detect closer
binaries by observing periodic variations in their radial velocity, or else through the
discovery of eclipsing variable stars. Nothing was found by these methods, and it was
even being argued that close binaries must have destroyed themselves. One possibil-
ity was that a close binary, even though it does not tend to be destroyed by encounters
with other stars, may have its eccentricity significantly changed. If the eccentricity

230
 A brief observational history 231

becomes high enough (and arguments of statistical mechanics show that this is not
unlikely), the separation of the stars at pericentre may become so low that the stars
will collide and merge (see Chapter 31). Note that, though this argument turned
out not to be needed, it takes the dynamics of star clusters beyond the point-mass
approximation for the first time in this book.
Firm evidence of binaries eventually arrived, but it came from a most unexpected
direction: the discovery of variable sources of X-rays (see Verbunt & Hut 1987,
Grindlay 1988). Such sources were already known elsewhere in the Galaxy, and
those discovered in globular clusters were interpreted in the same way; i.e. as binaries
containing neutron stars. The standard model is that the other star in the binary is
a more-or-less normal star whose surface layers are just on the point of becoming
gravitationally unbound by the attraction of the neutron star.1 As this normal star
evolves its material expands slowly, and so there is a small but steady stream of
gas which leaves its surface and, by conservation of angular momentum, orbits the
neutron star in a disk. Viscosity in this disk then slowly drags the material of the disk
towards the neutron star, and the conversion of the potential energy of the gas, as it
sinks in the gravitational field of the neutron star, into other forms of energy, gives
rise to the X-ray emission that makes these objects observable.
The discovery of these sources was the first clear evidence for the presence of
neutron stars as well as for binaries, and was a major factor in turning astrophysicists’
attention and interest to the globular clusters. Though the inferred number of binaries
was not yet large by Galactic standards, and though it was not yet clear whether they
were born in the clusters or manufactured there, the numbers of X-ray sources were
somehow far higher in globular clusters than in the rest of the Galaxy. Suddenly
these old and placid members of the Milky Way community turned out to be fertile
breeding grounds for some of the most interesting and energetic objects in the nearby
Universe.
In due course a few more binaries were eventually discovered by the radial ve-
locity technique, though only a few per cent of all observed stars were found to be
binaries (see Hut et al. 1992a for early developments in this subject). Perhaps the
first observers (see Gunn & Griffin 1979) had just been unlucky. At any rate it was
realised that there were strong selection effects which prevented more than a fraction
of the binaries from exhibiting observable changes in their radial velocity. One reason
for this is that it was only possible to observe the brighter stars. These are giants,
with radii considerably exceeding those of most normal stars. Therefore very close
binaries could not be expected to survive this giant stage of stellar evolution, for the
same reason that highly eccentric binaries would not be expected. There was thus a

1
This process is referred to as Roche lobe overflow. The donor star is surrounded by an imagi-
nary surface, outside which its gravitational attraction is overcome by that of the neutron star.
The equipotential surfaces closely resemble those which control escape from a star cluster on a
circular orbit about a galaxy (cf. Fig. 12.1, which can be thought of as depicting the ‘Roche
lobe’ of a star cluster).
 232 24. Binaries in Star Clusters

Fig. 24.1. The light curve of an eclipsing binary star in the globular cluster M71
(after McVean et al. 1997).

rather limited range of separations (between the two stars in the binary) where radial
velocity binaries with giant companions could be expected: too small, and the stars
collide; too large, and the binary would be destroyed by encounters. Difficult though
it is to allow accurately for such selection effects, by now it was no longer at all certain
that the proportion of binaries in globular clusters was very much smaller than in the
neighbourhood of the Sun, except for the destruction of wide binaries by encounters.
The hurdle having once been cleared, the evidence for binaries in globular clusters
mounted steadily. Pulsars were observed in binary systems (again by detecting a
periodic Doppler shift, this time in the pulse frequency; see Phinney 1996). One
of these is even a triple system (see Thorsett et al. 1999). X-ray sources of lower
luminosity, thought to be binaries where a white dwarf takes the place of the neutron
star in the brighter sources, were discovered (see Livio 1996). In some clusters it
may be possible to detect binaries in colour-magnitude diagrams: unresolved binaries
have similar colours to the other stars but are noticeably brighter (see Rubenstein &
Bailyn 1997). Eclipsing binaries were discovered at last (e.g. Fig. 24.1), many as a
by-product of searches for gravitational lenses (e.g. see Kaluzny et al. 1998)! And
in recent years it has become possible to find evidence for radial velocity binaries
among the normal stars which have not yet evolved into giants (see Côté & Fischer
1996).
In short, there is now abundant evidence that a substantial fraction of stars in glob-
ular clusters are binaries. Satisfactory as this may be to the astrophysics community
as a whole, stellar dynamicists have been a little less wholehearted in their response.
 Where the action is 233

It is still easier to understand and model clusters containing single stars, while the
introduction of binaries brings in its wake a host of new issues. Simplest, but still
irksome, is the need to decide, when constructing a dynamical model, what is the
distribution of semi-major axes, eccentricities and mass ratios of the binaries. Much
more complicated are the issues involving the finite radii of the stars, the changes in
their internal structure caused by their gravitational interaction, and finally a whole
host of questions concerning the internal evolution of stars in binaries.
For the time being we shall continue to treat the stars in a binary as point masses,
and study the dynamical consequences of the existence of primordial binaries. The
other complications we defer to the final part of the book. Of course, it is by no
means clear that these complications really are so superficial that they can be treated
as a minor perturbation of the picture provided by the point-mass approximation.
But, as Donald Lynden-Bell once remarked, ‘Only a fool tries to solve a complicated
problem when he does not even understand the simplest idealisation.’

Where the action is

Why should we care, from the point of view of dynamics, that many stars are binary?
After all, in studying the dynamics of a galaxy, the formation of spiral arms or bars,
infall of a companion galaxy, and many other problems, the duplicity of the stellar
populations is ignored. The fact is that, nearly everywhere in our Galaxy, the local
dynamics of multiple star systems and the global dynamics of the Galaxy as a whole
can be neatly separated. In the solar neighbourhood, a double star (or triple or other
multiple star system) with a diameter of a few AU will have a negligible chance to
interact with neighbouring stars, even on a time scale comparable to the current age
of the Galaxy. A rough estimate suffices here. With a density n of one star per cubic
parsec, a relative velocity v of 50 km/s, and a target area σ with a radius r of 5 AU,
the rate of close encounters is nσ v = πr 2 vn = 10−13 /yr. This gives a probability
of only 0.1% for such an event to occur during the next Hubble time.
More distant encounters do occur more frequently, of course, but a single encounter
is relatively harmless, and it typically takes many encounters to unbind a wide binary
(Fig. 24.2). As a result, only the widest binaries in the solar neighbourhood, with
separations of order 103 −104 AU, are potentially subject to dissolution by encounters
with passing stars and molecular clouds. However, even in this case the local–global
interaction is a one-way street: the effect of the environment on the binary can be
dramatic, but the feedback effects on the environment are negligible. A binary with a
separation of 103 AU typically has a binding energy that is three orders of magnitude
lower than the kinetic energy associated with the relative motion of single stars in
the solar neighbourhood (and even less compared with the energy of motion around
the Galactic Centre). Whether or not such a binary is dissolved hardly makes a mark
 234 24. Binaries in Star Clusters

Fig. 24.2. Evolution of the semi-major axis of a soft binary in the Galaxy. From
Bahcall et al. (1985).

on the motion of the field stars. Clearly, the dynamical interactions with binaries and
multiple star systems form an utterly negligible component in the energy budget of
the Galaxy as a whole.
Even in the densest parts of the Galaxy, in the inner parsec of the galactic nucleus,
the energy locked up in the internal motions of binaries is likely to be at least an order
of magnitude less than the energy available in the motions of the single stars and
the centre-of-mass motions of the binaries and higher multiple star systems. With a
velocity dispersion of more than 100 km/s, only the tightest binaries will have an
orbital speed exceeding the typical centre-of-mass motion, and these binaries will
only contain a small fraction of all the stars in the field.
The situation is just the opposite in the case of star clusters. Both open clusters
and globular clusters have a much lower velocity dispersion than the Galactic Centre,
and a much higher density than the solar neighbourhood. The combined effect gives
a situation in which a typical binary can easily have an orbital velocity far exceeding
the velocity dispersion of the cluster, and therefore have an energy 1 kT. Combined
with the fact that observations show us that a fair fraction of the stars in clusters have
been formed as binaries, as we have seen, it is clear that binaries play an important
role in the dynamics of star clusters.
As a result, the total energy locked up in binary binding energy is at least com-
parable to, and in some cases may well exceed, the total energy of the cluster as a
whole (in the form of the kinetic and potential energy of the single stars and of the
centres of mass of the binaries). The binding energy of a single binary may easily
dominate that of the core. Given this situation, changes in binary properties that take
place during the course of normal stellar evolution will have a repercussion on the
dynamical evolution of a star cluster as a whole. While it is the macroscopic energy
budget that drives this dynamical evolution, this budget can be significantly modi-
fied through the strong coupling with the comparable microscopic energy budget of
internal degrees of freedom of binary stars. In addition, close encounters involving a
 Problems 235

combination of single stars and binaries can affect the parameters of the binaries in
very complex ways. Either type of process, internal evolution in relatively isolated
binaries, or three-body and four-body encounters, will modify the balance between
the two energy budgets of a cluster, governing the external and internal degrees of
freedom (bulk energy and total binary binding energy, respectively).

Problems
(1) Estimate the rate of formation of hard binaries in the Galaxy, using Eq. (21.5).
(2) Suppose that the giants in a globular star cluster have mass 0.8M and radius
0.3 AU (cf. Harris & McClure 1983), and that the threshold between hard and
soft binaries occurs when the mean square relative speed of the components
is 10 km/s. For binaries with one giant component and one small main
sequence component of comparable mass, and eccentricity e, compare the
semi-major axis for contact of the components at pericentre with the semi-
major axis of a binary on the soft/hard threshold.
(3) Binaries are distributed uniformly on the sky with surface density 0 per unit
area. Their semi-major axes a are distributed uniformly in log a. If distance r
is measured from the location of a particular star, the mean surface density of
companions, (r ), is defined to be the average value of δ N (r )/(2πr δr ),
where δ N (r ) is the number of stars with distances between r and r + δr .
Show that (r ) ∝ r −2 , approximately, for small r , and (r )  20 for
sufficiently large r .
 25

Triple Formation and Evolution

Triple systems are very familiar. The motion of the Earth and Moon around the Sun
is lightly perturbed by the other planets, and if such effects are neglected it is a
nice example of a triple system. Furthermore, the distance between the Earth and
Moon is much smaller than their distance from the Sun, and so it is an example of
what is called a hierarchical triple system. The dynamics of such a system can be
understood, to a satisfactory first approximation, as two Keplerian motions. In the
case of the Earth–Moon–Sun system, one of these is the familiar motion of the Moon
relative to the Earth, and the other is the motion of the barycentre of the Earth–Moon
system around the Sun. The barycentre lies within the Earth, in fact, and we are more
familiar with the picture that the Earth orbits around the Sun, but it is more accurate
to say that it is the motion of the barycentre that is approximately Keplerian. This
was realised by Newton (Principia, Book I, Prop. LXV), and it was he who really
originated the study of hierarchical triples.
The mass ratios in the Earth–Moon–Sun system are rather extreme. Even though
the Sun is so distant, its mass is so great that it exerts a much greater force on the Moon
than the Earth does. Therefore it is not immediately clear why the Moon continues to
orbit the Earth, and why the Keplerian approximations are successful (Problem 1).
In the same way the gravitational pull of the Sun on the Earth greatly exceeds that
of the Moon on the Earth, and so it is strange that the tides in the Earth’s oceans
generally rise and fall in step with the diurnal motion of the Moon and not that of the
Sun.
Beyond the solar system there are triple systems in which the masses are more
comparable. In the globular cluster Messier 4, for example, there is a triple consisting
of a neutron star in a binary with what is presumed to be white dwarf, and a more

236
 Triple formation 237

distant substellar object (a massive planet) in orbit about the inner binary. The masses
are thought to be about 1.35M
, 0.35M
and ∼ 0.01M
(Thorsett et al. 1999).

Triple formation
How can such a system arise? Well, maybe they were born like that (see Clarke &
Pringle 1991). Otherwise the obvious answer, at first sight, is capture: a third star
approaches a binary, and its perturbing action slightly unbinds the binary and binds
it to the binary. Unfortunately we have already seen a mathematical argument
(Chapter 20) that three-body capture will not work. This is also readily understood
physically (Chapter 19): if the perturbation of the third star is strong enough to bind
it, on successive orbits the energy of the third star will perform a random walk and
eventually become unbound again. But if binaries are sufficiently abundant in a stellar
system, binary–binary interactions are as common as binary–single interactions. It
is then natural to ask whether binary–binary encounters could lead to the formation
of hierarchical triples with non-zero probability.
Consider first the case in which one of the binaries is far harder than the other.
It is then very unlikely that either component of the wider pair will make a close
approach with the close pair; close, that is, compared with the smaller semi-major
axis. Therefore in most such encounters the close pair will act like a single object
with mass equal to the total mass of its two components. Since we are assuming that
the masses of all the single stars are comparable, this binary behaves like a relatively
massive object. Now we have already seen, in our study of binary–single interactions
(Chapter 19), that an exchange interaction occurs with substantial probability, and
that a massive intruder is very likely to displace a less massive component of the
binary. In the case of binary–binary encounters, then, we may expect that the close
pair will eject one component of the wider pair, probably the less massive one. The
end result is that the tight binary pairs up with the other component, which acts as a
third body orbiting the close pair in a hierarchical triple.
It turns out, as numerical scattering calculations show, that the probability of
formation of a hierarchical triple system in these circumstances is substantial. Even
for equal masses it occurs in roughly 50% of all encounters in which the minimum
distance of the two binaries is of order the sum of their original semi-major axes. And
even when the original semi-major axes are equal, so that neither pair can be thought
of as acting as a single object, the probability is reduced by a factor of only two or so
(Mikkola 1984). Nor is hierarchical triple formation in binary–binary encounters of
only theoretical interest: it is plausible that the triple system in the globular cluster
M4 formed in this way (Rasio et al. 1995).
The formation of triples seems relatively straightforward and common. It is, there-
fore, worth investigating what happens to them subsequently. Some are not quite
hierarchical enough to survive for long: the mutual perturbations of the three stars
 238 25. Triple Formation and Evolution

Fig. 25.1. Notation for

hierarchical triple systems.

leads to a destruction of the hierarchy or the escape of one of the stars. Finding
the boundary line between stable and unstable hierarchies is an important problem.
Eggleton & Kiseleva (1995) have given a rather reliable formula1 determined empir-
ically from many numerical integrations. The analytical approach has proved harder,
generally providing criteria that may be rigorous but are wide of the mark in practice.
Recently, however, Mardling (2001) has developed a new approach (based essentially
on Fig. 10.3) which gives a sharp criterion with a sound theoretical foundation.
Now we turn to the hierarchical triples which pass the stability test. Though there
are many kinds of three-body problem, this is the one where the traditional methods
of celestial mechanics are most useful. We shall see that the results justify the effort.

Triple evolution
As before, we describe a hierarchical triple as a combination of two Keplerian mo-
tions: the relative motion of the ‘inner’ binary, and the motion of the ‘outer’ star
relative to the barycentre, B, of the inner pair (Fig. 25.1). Let the masses of the com-
ponents of the inner pair be m 1 and m 2 , and let r be the position vector of the first
relative to the second. Let the third star have mass m 3 and position vector R relative
to B. Then the energy of the triple, in the rest frame of its centre of mass, is
E = E i + E o + V, (25.1)

where E i and E o are the energies of the inner and outer Keplerian motions, and V is
a correction for the fact that the outer star is not actually in orbit about a star of mass
m 1 + m 2 at B; thus
Gm 1 m 3 Gm 2 m 3 G(m 1 + m 2 )m 3
V =− − + ,
|R − µ2 r| |R + µ1 r| R
where µi = m i /(m 1 + m 2 ) and R = |R|. Now the most systematic way of handling
a problem like this is some technique of canonical perturbation theory. We, however,
shall proceed by more elementary methods which at least make the results plausible.

1
Except for a misprint: in their Eq. (2), for 2.2 read −2.2.
 Triple evolution 239

First let us consider the evolution of E i . Its rate of change is

∂
Ė i = −ṙ · V (r, R). (25.2)
∂r
In a significantly hierarchical triple with comparable masses, the time scale on which
r varies is much smaller than the time scale for the variation of R. Therefore, when
integrating Eq. (25.2), we may hold R constant to good approximation. At lowest
order, then, the evolution of E i is given by E i (t) = E i (0) − V (r(t), R) + V (r(0), R).
The right-hand side here is periodic at lowest order, and so there is no secular (long-
term) evolution in E i and hence in the semi-major axis, ai , of the inner binary.
When it comes to the perturbations in the motion of the third body, we may
average V over the fast motion of the inner binary, as the difference between V and
its averaged value has negligible effect when integrated over the period of the inner
binary.2 The averaged value depends on the elements of the inner binary, which vary
very slowly, even by comparison with the outer period, as we shall see. It follows,
then, from an argument similar to that applied to Eq. (25.2), that E o also has no
long-term variation, and so neither has the outer semi-major axis, ao .
Now we know that the left-hand side of Eq. (25.1) is constant and that E i and
E o have only periodic perturbations, but do not evolve secularly. It follows that the
orbit-averaged value of V , i.e. averaged over the motion of both the inner and outer
binaries, is constant. The averaging itself is carried out in Box 25.1, and it turns out
that the result is independent of the orientation of the orbit of the third body within its
plane. This is remarkable, because it implies that the magnitude of the orbit-averaged
angular momentum of the outer binary, co , is constant. The argument leading to this
conclusion is analogous to the familiar fact that the angular momentum of a system
is conserved if the Lagrangian of the system is invariant under rotations. It may also
be viewed as an application of Noether’s Theorem (Box 7.1), or as resulting from
the fact that the angular momentum of the outer orbit is conjugate to the orientation
of the orbit, in the sense of Hamiltonian dynamics.
Now we are in a position to exploit the fact that the total angular momentum of
the whole triple system, c, is constant, for c = co + ci , and so

c2 = co2 + 2co ci cos i + ci2 (25.3)

is constant, where i is the relative inclination of the inner and outer orbital planes.
Now, as we have seen, co is constant on average, and so the sum of the last two
terms on the right of Eq. (25.3) is also constant on average. However, we see from
Eq. (25.5), and the corresponding expression for ci , that the last term on the right of
Eq. (25.3) is negligible, since ai  ao in a hierarchical triple, and so the average value
of co ci cos i is constant. Finally, using the definition of ci in terms of the elements

2
Care is needed if the inner and outer binaries are in resonance. In practice this exception is
important only when the ratio of the outer and inner semi-major axes is small enough that the
hierarchy is close to being unstable (cf. Kiseleva et al. 1994).
 240 25. Triple Formation and Evolution

Box 25.1. Averaging the perturbation potential

In order to evaluate the average of V , we first approximate it by the first non-zero term
in a multipole expansion, which gives
Gm 1 m 2 m 3
V − (3(r · R)2 − r 2 R 2 ). (25.4)
2(m 1 + m 2 )R 5
In order to perform the orbit average over the motion of the outer binary, we shall choose
a coordinate system aligned with the major and minor axes of the outer orbit. In this
frame we write R in components as R = R(cos θ, sin θ, 0). Then it is easily seen that,
except for factors depending on G, r and the masses, a typical term to be averaged is
of the form Vi j = X i X j /R 5 , where X i and X j are

two of the components of R. For
−1 −3
example, if i = j = 1 its average is V11 = Po R cos2 θdt, where Po is the outer
period. From standard formulae of Keplerian motion we have
  
R 2 θ̇ = G(m 1 + m 2 + m 3 )ao 1 − eo2 (25.5)

(specific angular momentum) and R = ao (1 − eo2 )/(1 + eo cos θ ) (the equation of an

ellipse). It follows that
1
V11 =  3/2 , (25.6)
2ao3 1 − eo2
where we have used a standard Keplerian result for the orbital period in the form Po =
√
2πao3/2 / G(m 1 + m 2 + m 3 ).
Similar calculations show that the only other non-zero average is V22 and that
V22 = V11 . (25.7)
This demonstrates that the averaged perturbation is independent of the orientation of the
orbit of the third body within its plane of motion.

of the innerorbit, as well as the fact that ai and co are constant on average, we see
that c⊥ = 1 − ei2 cos i is constant on average. The notation reminds us that c⊥ is
proportional to the component of the inner angular momentum perpendicular to the
outer orbit, but we have omitted a factor involving several quantities which are either
constant or constant on average.
This is our first interesting non-trivial result. To investigate its consequences, let
us denote initial values by (0). Then, neglecting periodic variations, what we have
found is that
 
1 − ei2 cos i = 1 − ei2 (0) cos i(0). (25.8)

Suppose, for example, that the inner and outer orbital planes are nearly orthogonal,
so that the right side is nearly zero. It follows that, as i and ei evolve, ei may reach
values close to ei = 1 (depending on the maximum value of cos i). Then the distance
of closest approach of the components of the inner binary may be much smaller
than their semi-major axis, and may even be smaller than the sum of their physical
 Triple evolution 241

Fig. 25.2. Geometry of a

hierarchical triple system.

radii. (We are remembering now that these are not point masses, but stars.) This has
obvious astrophysical consequences, but of course it does not follow, just because
high eccentricities are possible, that they are inevitable. We still have some work to do.
Before we go on it is interesting to mention another context in which similar
phenomena arise. It concerns a fascinating group of comets named the Kreutz group,
after the nineteenth century astronomer who first drew attention to them. They are
more usually called the ‘sungrazers’, because they approach the Sun’s surface to
within a distance of about a solar radius. It has been proposed (Bailey et al. 1992)
that they originated in orbits of very high inclination and much larger (i.e. more
normal) perihelion distance, and that the perturbations by the planets have evolved
their orbits so that they now have relatively low inclination and very high eccentricity.
We return to the averaging of V . In Box 25.1 we substitute Eqs. (25.6) and (25.7)
into Eq. (25.4), and soon find that V , averaged over the outer motion, takes the form
Gm 1 m 2 m 3
V =−  3/2 (r − 3z ),
2 2
4(m 1 + m 2 )ao 1 − eo
3 2

where z is the component of r orthogonal to the outer orbital plane. Now it is straight-
forward, but a shade tedious, to perform the orbit average over the inner motion. As
variable of integration it is best to use the eccentric anomaly E,3 and all that is needed
are some formulae of Keplerian motion (Box 7.2), and a little three-dimensional ge-
ometry (Fig. 25.2). We simply state the result, which is that the doubly orbit-averaged
expression for V is
Gm 1 m 2 m 3 ai2
V =−  3/2
8(m 1 + m 2 )ao3 1 − eo2
  
× 2 + 3ei2 − 3 sin2 i 5ei2 sin2 ω + 1 − ei2 , (25.9)

where ω (the ‘argument of pericentre’) is the angle between the major axis of the
inner orbit and the line in which the two orbital planes intersect (the ‘line of nodes’).
Now we can visualise the secular evolution of the triple system. In Eq. (25.9) there
are really only three variables: ei , i and ω. Also, V is a constant, which can be
evaluated from the initial conditions, and so Eq. (25.9) states that the evolution takes
place on a certain surface in the space defined by these three variables (Fig. 25.3).
Equation (25.8) defines another surface in the same space, and so the evolution must
take place on their intersection, which is a curve. It can be seen from the intersections

3
Not to be confused with energy!
 242 25. Triple Formation and Evolution

Fig. 25.3. Evolution of a hierarchical triple system according to the method of

averaging. The evolution takes place along a curve of intersection of the two
surfaces, which are given by Eqs. (25.8), solid, and (25.9), wire frame. The
argument of pericentre, ω, may travel through 360◦ (left) or oscillate (right).

that, though the evolution takes two rather different forms, in both forms the evolu-
tion of the eccentricity and the inclination is oscillatory. What distinguishes the two
forms is the evolution of the pericentre ω, which may either oscillate or ‘circulate’
(Fig. 25.3), rather as a simple pendulum may either oscillate or swing through 360◦ .
In either event the periodic oscillations in ei and i are often called Kozai cycles (Kozai
1962).
We also notice from Fig. 25.3 that the maximum value reached by the eccentricity
is less, in general, than would be predicted naı̈vely from Eq. (25.8), because the
values are also constrained by Eq. (25.9). In our previous discussion it was assumed
that the maximum value occurs when i = 0◦ or 180◦ , but in fact the values of i are
constrained within narrower limits, in general, by Eq. (25.9). Nevertheless, it is still
true that large eccentricities may occur if the initial inclination is high, i.e. near 90◦
(Fig. 25.4).
It is worth making an observation which is, at first sight, very surprising, even to
experts, and that is that these variations in i, ei and ω do not depend on the masses
or the dimensions of the orbits. One might have thought that if the third body were
sufficiently far away or of sufficiently low mass its influence would remain very
small. In fact, these affect only the time scale on which the evolution takes place, and
not the size of its effects.
We have not quite finished, for Eq. (25.9) is the potential which the inner orbit
experiences, on average. It depends on two angles, and so the inner orbit experiences
a torque. Variations of ω correspond to rotation about an axis normal to the inner
orbital plane, and so the corresponding torque causes variations in the magnitude of
 Triple evolution 243

Fig. 25.4. Evolution of the

inclination (degrees) and
inner eccentricity in a
hierarchical triple system in
which the initial inclination
was 90◦ . Both inner and
outer orbits were initially
circular.

the angular momentum. It is clear that this torque vanishes if ei = 0, as is easily

verified by computation of ∂ V /∂ω. Variations of i correspond to rotation about
the ‘line of nodes’, which is the imaginary line in which the two orbital planes
intersect. It is easy to see that this torque causes the angular momentum of the inner
orbit, which is orthogonal to the inner orbital plane, to precess about the normal to
the outer orbital plane (at least, at the present level of approximation).
Though we have obtained this result by simplified perturbation theory, Newton
gave a very simple qualitative explanation of this precession4 . In Fig. 25.2, suppose
that m 3 is at the extreme left-hand side of its orbit. After m 1 moves up through the
plane of motion of m 3 , it is attracted to m 3 less than m 2 is. Hence m 1 descends through
the plane of m 3 at a point displaced (in a sense opposite to the motion of m 1 ) from
the original line of nodes. The same thing happens when m 1 passes below the orbital
plane of m 3 , and when m 3 itself is in other positions.
We can easily estimate the angular velocity of precession, although in Box 25.2
we do so only in the case in which ei  0, by way of illustration. The result is that
the period of precession is
2π 4 m 1 + m 2 + m 3 Po2  3/2 
= 1 − eo2 cos i , (25.10)
3 m3 Pi
where Pi and Po are the inner and outer periods, respectively, and the average of cos i
is taken over one Kozai cycle. This result implies that, for given masses, eo and mean

4
Principia, Book I, Prop. LXVI, Cor. XI. See also Airy (1884), Moulton (1914).
 244 25. Triple Formation and Evolution

Box 25.2. Precession of an inner circular orbit in a hierarchical triple

system
When ei = 0, the torque is simply
∂ V 3Gm 1 m 2 m 3 ai2
=  3/2 sin i cos i,
∂i 4(m 1 + m 2 )ao3 1 − eo2
acting parallel to the outer orbital plane. Now the component of the inner orbital angular
momentum parallel to this plane is
m1m2 
c = G(m 1 + m 2 )ai sin i
m1 + m2
if ei is negligible. The angular speed of precession, , is obtained by dividing this into
the torque, and so
  3/2
3m 3 G ai
= cos i.
4ao3 m1 + m2 1 − eo2
This is rather unmemorable, and it is better to express the result in terms of the periods
(see text, Eq. (25.10)).

inclination, the periods are in geometric progression: the outer period is of order the
geometric mean of the inner and precession periods. This fact, which was known to
Newton,5 is a general rule of thumb for the time scale of long-period perturbations
in hierarchical triples, and for some observed triple systems it leads to a time scale
short enough that the effects are detectable within a few years (Jha et al. 2000). It also
explains the sense in which the perturbations by a distant or low-mass companion are
weak: the evolutionary effects are just as large as for a close or massive companion,
but take much longer to develop.
Anyone who has taken more than a casual interest in eclipses of the Sun and Moon
will be aware of our last result on time scales. Eclipses occur at two times of the year,
called ‘eclipse seasons’, when the Sun lies close to the line of nodes, i.e. the line of
intersection of the orbital planes of the Moon (about the Earth) and the Earth (about
the Sun). Because of the perturbation of the Sun on the Earth–Moon system, the
orbital plane of the Moon precesses, the line of nodes rotates in the plane of motion
of the Earth, and so the time of year at which eclipse seasons occur slowly changes.
The period of the precession in this case is 18.6 yr. Since the ratio of the year to
the month is about 13.4, Eq. (25.10) predicts 17.8 yr.
It is appropriate to end where we began, with the most familiar of all hierarchical
triple systems. It was here, moreover, that the peculiar property of high-inclination
orbits found one of its earliest applications (Lidov 1963). It is little wonder that the
Moon is not on a high-inclination orbit!
5
Principia, Book III, Prop. XXIII (Newton 1729).
 Problems 245

Problems
(1) Explain why the Moon continues to orbit the Earth even though the force
exerted by the Sun on the Moon is much larger than that exerted by the Earth
on the Moon. Explain why the lunar tide is higher than the solar tide, even
though the gravitational attraction of the Moon on the Earth is much weaker
than that of the Sun.
(2) Use Eqs. (25.8) and (25.9) to compute the maximum eccentricity of the inner
orbit if it is initially nearly circular.
(3) Complete the derivation of Eq. (25.9).
 26

A Non-Renewable Energy Source

As we have seen, primordial binaries exist in some abundance in globular clusters,

and so there is good reason to study the behaviour of a million-body problem in
which there are many binaries. How do such clusters evolve?
To some extent the binaries may be treated as heavy point masses, provided we
are interested in interactions with other stars at distances much greater than the
typical semi-major axis of a binary. Thus the binaries behave like a heavy species,
and the process of mass segregation (Chapter 16) ensures that they become heavily
concentrated towards the core of the cluster. It follows that, even if we start with a
cluster in which only ten per cent of the stars are binaries, we quickly find ourselves
looking at part of the system (the core) where the abundance of binaries is more
like 90%. Incidentally, it has even been argued that young star clusters may consist
entirely of binaries. For one reason or another, then, the study of stellar systems in
which essentially all stars are binaries is an important one.
Something was already said about the interaction between two binaries in the
previous chapter. There we quickly focused on the formation of hierarchical triple
systems in such encounters. In the present chapter we focus on the energetics of
these interactions. We shall see in the next chapter that this is the main way in which
these interactions feed back into the overall dynamics of a stellar system.
It is very instructive to compare the energetics of binary–binary interactions with
that of three-body interactions (Chapter 23). Conservation of energy immediately tells
us that the formation of binaries in three-body interactions is necessarily exothermic,
because a bound system is formed from three unbound particles. Primordial binaries,
on the other hand, are initially endowed with negative energy, and it is only in
their subsequent interactions that this can influence the evolution of the N -body

246
 26. A Non-Renewable Energy Source 247

system. Again, once a hard three-body binary has been formed it is very difficult
to destroy: it keeps hardening and heating the stellar system until it is ejected. By
contrast, we have seen in the previous chapter that binary–binary encounters can
easily destroy one of the participants, perhaps forming a hierarchical triple system,
and this suggests that the useful energy inside a population of primordial binaries is
limited. On the other hand, it is clear that the cross section for an encounter between
one binary and another exceeds that for interaction between the same binary and
a single star: gravitational focusing is somewhat stronger, because the participating
masses are larger, and the physical size of the participants is somewhat greater. When
we weigh these considerations together, it is not very clear whether or not binary–
binary interactions will be as effective a source of heat as three-body interactions.
Let us look at these interactions in a little more detail. We saw in Chapter 22 that,
even for three-body interactions, the number of parameters required to specify an
interesting set of encounters is already rather substantial, and this problem is much
worse for binary–binary encounters. Therefore we shall make matters as simple as
possible by considering stars of equal mass. It might be thought also simplest to
consider binaries with equal initial energy or semi-major axis, but for our present
purposes it is helpful to return to the rather extreme form of binary–binary encounter
considered in the previous chapter, in which one binary is much harder than the other.
Broadly speaking, the outcome of a binary–binary encounter may be classified in
the same way as three-body interactions: fly-by, resonance and exchange (Box 26.1).
(With our choice of parameters the closest analogy in three-body scattering is en-
counters between a binary and a single star in which the mass ratios are 1 : 1 : 2, the
last of these being the harder binary.) Indeed, numerical scattering experiments show
that the three outcomes occur in roughly comparable amounts, for impact parameters
in the range in which exchange and resonance encounters can occur.
A fly-by is the easiest to understand by three-body analogies. The less hard binary is
hardened (by an amount of order its initial energy, or

ε on average, cf. Chapter 23)
and both reaction products retire from the encounter at increased speed. Thus the
encounter is exothermic (on average), and both binaries survive. The result is the same
if the harder binary is captured in a ‘hierarchical resonance’, which will eventually
decay again.
Prompt exchanges are also easy to understand. The massive incomer displaces one
component of the initially wider binary, without necessarily altering its semi-major
axis much, and increases the binding energy of the binary by roughly a factor of
two. This reaction is also exothermic, therefore. The difference between this kind
of encounter and a fly-by is that the reaction products are now a single star and a
hierarchical triple system. Though this may be perfectly stable in isolation, it now
presents a large cross section to interactions with other single stars. The effects of
these will tend to harden the motion of the outer star in the triple, and eventually
destroy the temporary stability of the hierarchy. The outcome is the same if the
harder incoming binary is insufficiently hard, for then the triple is not hierarchical
248 26. A Non-Renewable Energy Source

Box 26.1. Interactions between two binaries

Fig. 26.1 shows the various outcomes of binary–binary scattering when one binary is so
hard that its energy is unaffected by the encounter. In effect, this is three-body scattering,
and the state referred to as ‘democratic quadruple’ is not truly democratic.

Fig. 26.1. Some of the reaction routes for interactions between one binary and
another much harder one. Initial state: double box; intermediate state: dashed box;
final state: solid box.

If we allow the harder binary to be slightly affected by the encounter, but not to be
disrupted, the number of possibilities increases. Now it is possible for a binary–binary
configuration to evolve into a ‘democratic quadruple’, which can now be truly demo-
cratic. Another possible temporary outcome of the encounter is a four-body hierarchy,
consisting of an inner hierarchical triple surrounded by a distant fourth body.
In general (when there is no restriction on the hardness of either binary) the outcomes
may be classified as follows. Let x, x denote the components of the first binary, and y, y
those of the second binary. We use notation in which stars which are bound into a
binary are enclosed in square brackets, whereas braces (i.e. {}) are used to group objects
which are not bound to each other. Thus the initial configuration of a binary–binary
encounter is represented by {[x, x], [y, y]}. With this notation, Table 26.1 lists the various
possible final outcomes. For those with an asterisk, a new configuration is obtained by
 26. A Non-Renewable Energy Source 249

interchanging x and y. Some listed outcomes would be very rare, e.g. those involving a
bound triple system such as [x, x, y] (Fig. 26.2).
Table 26.1. Stable outcomes of a binary–binary encounter

{x, x, y, y} Complete ionisation

∗
{[x, x], y, y} Ionisation of one pair
{[x, y], x, y} Ionisation and exchange
{[x, x], [ y, y]} Fly-by
{[x, y], [x, y]} Complete exchange
∗
{[[x, x], y], y} Hierarchical triple with escape
∗
{[[x, y], x], y} Hierarchical triple with exchange and escape
∗
[[[x, x], y], y] Hierarchical quadruple
∗
[[[x, y], x], y] Hierarchical quadruple with exchange
∗
{[x, x, y], y} Bound triple with escape
∗
[[x, x, y], y] Hierarchy with bound triple

The list can be extended to include temporary intermediate states (as in Fig. 26.1) by
replacing braces with square brackets. Thus the first item becomes [x, x, y, y] (demo-
cratic quadruple). The number of outcomes is also greater if we wish to distinguish the
two components of each binary, in which case we must introduce different letters for
each component. (Table 26.1 only distinguishes the two binaries.) With some effort, the
notation can even be extended to provide a systematic classification of the outcome of
encounters between arbitrary systems.

Fig. 26.2. A rare outcome of binary–binary scattering; formation of a stable triple

system with one escaper (from Heggie 2000).
 250 26. A Non-Renewable Energy Source

enough to be stable. (These refinements are not shown in Fig. 26.1 in Box 26.1, which
restricts itself entirely to an isolated binary–binary interaction in which one binary
is arbitrarily hard.)
Finally we turn to democratic resonant encounters, i.e. the formation of a tempo-
rary bound quadruple system. Eventually, just like a temporarily bound triple, this is
expected to resolve with the ejection of one star (in which we continue to think of
the harder binary as a single massive object). The ejected star may be the binary, in
which case the outcome is just like a fly-by. In fact, however, the escaper is likely to
be one of the stars of lower mass, i.e. one of the components of the initially wider
binary. In that case the result is a hierarchical triple and a single escaper. But we must
pause before concluding that the result is like that of an exchange encounter. During
the evolution of the triple system, the three stars (one of which is a close binary) have
many opportunities for a close encounter. Indeed, numerical studies show that it is
quite likely that, at some stage before the evolution of a triple system is complete,
the smallest separation of some pair of stars is no more than about 1% of the initial
separation of the binary (Hut & Inagaki 1985), which here means the wider binary.
Now we did assume that the other binary was much harder than the wider binary, but
we now see that even a factor of 100 in hardness may not be enough to ensure that the
binary–binary interaction behaves like a triple interaction, if a democratic resonance
is formed. If indeed there is a close interaction between the hard binary and one
component of the wider pair, this is likely to lead to the ejection of that component,
and possibly also of the binary. If the latter happens, the result of the encounter is
a single binary and two single stars; the energy released will be comparable with
that of the initially harder binary. If, however, the binary remains bound to the other
component of the originally wider binary, then the resulting triple system may be
either hierarchical or unstable.
This has been a somewhat elaborate discussion, which, incidentally, illustrates
that the problem of classifying these events automatically is non-trivial. The bottom
line, however, is that binary–binary interactions release energy comparable with that
of the less hard component (and sometimes that of the harder component), but that
the probability of destroying one of the binaries is high, certainly above 50%. It
follows that the maximum energy that may be extracted from a binary, up to the
point of its destruction, is of order its binding energy. This is very different from the
behaviour of three-body binaries, whose energy yield is determined by the central
potential (Chapter 23). In other respects, however, much the same considerations
apply as with three-body binaries. In particular, reaction products of binary–binary
interactions are often found well outside the core, from which they drizzle back into
the core by dynamical friction (Hut et al. 1992b).
With these conclusions in mind, let us return to the problem of a stellar system
containing a modest proportion of binaries initially, say f by number.1 The simplest

1
This means that, if the cluster contains N objects, where an ‘object’ may be either a binary or a
single star, there are f N binaries.
 Problems 251

way of estimating their effect is by comparing the energy that they may release with
the energy of the whole cluster. The latter consists of two contributions: the internal
energy of the binaries, E int , and all the rest, which by contrast we refer to as ‘external’
energy, E ext (cf. Chapter 19). Approximately, E ext is the energy we would compute
by thinking of each binary as a single object, i.e. by replacing it by its total mass
located at its barycentre. It is this energy which determines the virial radius of the
cluster. Now a binary which is on the border between being soft and hard has an
internal energy of approximately E ext /N , where N is the total number of objects in
the system (Chapter 19). Denoting by x the ‘hardness’ of each binary, i.e. its energy
in units of this threshold energy, we see that E int  f x E ext , since the number of
binaries is f N . Now we have already seen that the energy which these binaries may
yield is of order E int itself, and therefore this may have a significant effect on the
cluster as a whole only if f x ∼ > 1.
From this calculation we see that, if f  1/x, the primordial binaries can have
only a modest influence on the overall evolution of the cluster. They may well burn up
rapidly and yield all the energy they can, but they are a non-renewable energy source,
and if more energy is needed to sustain the evolution of the system (Chapters 27, 29)
it must come from elsewhere.
From what has been said, it seems that primordial binaries may have a dominant
influence on the energetics of a stellar system if either they are of modest hardness
and substantial abundance (e.g. x ∼ 5 and f ∼ 20%), or there are a few very
energetic binaries. In the latter case, however, it is not enough simply to consider
the energetics of the situation; the time scale on which the energy is released is
also relevant. Roughly speaking, the time scale for close interactions of a binary of
hardness x varies as xtr , where tr is the relaxation time (Problem 23.1). Therefore it
is clear that, for extremely hard binaries, the time scale greatly exceeds that on which
other dynamical processes, and the evolution of the system as a whole, are taking
place. Indeed, there are some non-trivial dimensionless factors in the expression for
the time scale of binary hardening, and even binaries with x ∼ > 100 are relatively
inefficient at powering the evolution of a stellar system. The most important binaries
are those with a hardness of order 10 (plus or minus about half a dex), and it is clear
that their abundance must be not much less than about 10% by number if they are to
provide enough energy to feed the evolution of a stellar system. It is rather curious
that the observations of binaries in globular clusters imply a population of roughly
this size in the appropriate range of semi-major axes.
All of our discussion has been based on the point-mass approximation. Close
binary–binary interactions with stars of finite radius can be studied with suitable sim-
ulations, and reveal a variety of important differences (Goodman & Hernquist 1991).

Problems
(1) Following the guidance in Box 26.1, construct a list of temporary
(intermediate) outcomes of a binary–binary encounter. Hence try to construct
 252 26. A Non-Renewable Energy Source

pathways, as in Box 26.1 (Fig. 26.1), leading to each permanent outcome on

the list in Table 26.1. (For some practical examples, see Aarseth & Mardling
2001.)
(2) Estimate the cross section for close interactions between two hard binaries.
If one is much harder than the other, how is the result altered if one seeks
the cross section for significant perturbation of both binaries?
(3) Obtain the Starlab package (www.manybody.org/starlab.html and Box 22.1).
The command
scatter -i "-M 1 -r 0 -v 1 -t -a 1 -e 0 -p -a 1 -e 0"\
-t 100 -D 0.01|xstarplot

will generate a random head-on, equal-mass, binary–binary encounter. By

viewing the plot and inspecting the analysis of the final configuration, try to
follow the interaction via Box 26.1, Fig. 26.1, or its extension to binaries with
comparable energies (Problem 1).
 Part VIII

Post-Collapse Evolution: N = 106

The following three chapters complete the story of the evolution of a million-body
system, in its purely stellar dynamical form. Chapter 27 begins by estimating the
rate at which the formation and evolution of (non-primordial) binaries effectively
generates energy within the system. The first application is to show that this is
sufficient to halt core collapse. Then we consider other ways of generating the
energy: binaries formed in dissipative two-body encounters between single stars, and
primordial binaries; we quantify the extent to which the effectiveness of primordial
binaries depends on their abundance and their energy.
In Chapter 28 we consider how a balance can be struck between the creation of
energy (by binary interactions) deep in the core and the large-scale structure of the rest
of the cluster. We first describe a standard argument which implies that conditions
in the core, where the energy is generated, are governed by the overall structure.
We outline the core parameters and overall evolution which this argument implies.
Next we give arguments to show that this balance can be unstable, and describe
the phenomenon of temperature inversion which is associated with the generation
of gravothermal oscillations. The manner in which they depend on N (in idealised
models) is an example of a Feigenbaum sequence of ‘period-doubling bifurcations’
in this context.
Chapter 29 rounds off the evolution of a million-body system by focusing on the
evolution of gross structural parameters: total mass, and a measure of the overall
radius. The result depends on the boundary conditions, and is discussed separately
for an isolated system and one limited by a tidal field.

253
 27

Surviving Core Collapse

The last eight chapters, dealing as they have done with interactions between only three
or four stars, might seem a long digression away from the subject implied by the title
of this book. Yet we shall see, as we take up the thread of the million-body problem
where we broke off at the end of Chapter 18, that an understanding of the behaviour
of few-body systems is crucial in following the evolution of the system through core
collapse and beyond.
We left the system rushing towards core collapse, its central density rising inex-
orably, so that it would reach infinite values in finite time. How is this catastrophe
averted? In fact there is no shortage of choices, for at least five different mechanisms
have been proposed over the years. Admittedly, two are rather out of favour at present:
a central black hole (e.g. Marchant & Shapiro 1980), or runaway coalescence and
evolution of massive stars (Lee 1987a, and Problem 1). The other three involve binary
stars in one guise or another, and it is not hard to see why this is attractive. After
all, the mechanism responsible for core collapse is a two-body one (Chapter 14).
Therefore it is clear that higher-order interactions, which we have neglected so far,
might in principle eventually compete with two-body relaxation when the density
becomes high enough. And three-body interactions can create binaries (Chapter 21
and Fig. 27.1).
While the creation of binaries in three-body interactions at least brings binaries
into the picture, it is not the principal mechanism by which core collapse is halted.
Nor is this the only way in which binaries may enter the scene. In this chapter we
examine three possibilities: besides ‘three-body binaries’, which is the name given
to binaries formed in the way we have just mentioned, we consider ‘tidal-capture

254
 Three-body binaries 255

binaries’, formed in dissipative encounters between two single stars (Chapter 31)
and ‘primordial binaries’, formed along with the single stars at the birth of the
stellar system (Chapter 24).
From the astrophysical point of view the second of these is an ‘also-ran’. In
fact, since the discovery of primordial binaries, the third option is the hot favourite.
But there is plenty of room for a side bet on three-body binaries, and the reason
for this is that there are some observed clusters whose structure may be hard to
understand if we rely on primordial binaries to halt core collapse. As we shall see,
in the presence of primordial binaries, the core does not shrink that much before
the collapse is halted. But there is a sizable fraction of the globular clusters in our
Galaxy whose cores are unobservably small (Trager et al. 1995). The classic example
is M15 (Fig. 1.2; Guhathakurta et al. 1996; for a more extended history of ideas on
this cluster, see Meylan & Heggie 1997). At one time the dense core in this object
was explained by supposing that it surrounded a black hole (Newell et al. 1976).
Then it was explained by a static model containing a dense core of neutron stars
(Illingworth & King 1977). More recently still it has been modelled successfully by
an evolving Fokker–Planck simulation (e.g. Dull et al. 1997), in which the core is
dominated by neutron stars, and the post-collapse evolution of the cluster is powered
by three-body binaries (Lee 1987b). The number of neutron stars lies well within
observationally based limits (Wijers & van Paradijs 1991). None of these models have
a need for primordial binaries, and it may be that primordial binaries are somehow
ineffective in clusters like M15.

Three-body binaries
The formation of three-body binaries is an exothermic reaction, in the sense de-
scribed in Chapter 23. Two single stars are replaced by a binary, a third single star
acting as a catalyst (Fig. 27.1). Conservation of energy in this reaction leads to the
relation
1 1 1 1 1 Gm 1 m 2
+ m 3 v3 −
2
m 1 v12 + m 2 v22 + m 3 v32 = M12 v12
2
,
2 2 2 2 2 2a
where the subscript 12 refers to the barycentre of the binary (i.e. M12 = m 1 + m 2 ),
a is its semi-major axis, and v3 is the new speed of the catalyst. The negative energy
locked up in the relative motion of the components of the binary (the last term) is
compensated by increased kinetic energy of the catalyst and the barycentre of the
binary.
Formation of the binary is only a small part of the story. We have already seen
(Chapters 19, 23) that a hard binary, once formed, continues to harden, and this
further increases the kinetic energy of the single stars and the barycentre of the
 256 27. Surviving Core Collapse

Fig. 27.1. Formation of a binary in a triple encounter. The stars are labelled at the
start of the motion. After a close encounter between 2 and 3, particle 1 absorbs
enough energy to bind them.

binary. Intuitively it seems plausible that the resulting enhancement of the kinetic
energy of the particles in the core should tend to resist continued collapse.
The rate at which energy is generated by binaries is not at all the same thing as
the rate of hardening. Though the mean rate of hardening of an individual binary is
nearly independent of its energy, provided that it is hard (Chapter 23), a given binary
is an effective source of energy only for a limited time. The increasing kinetic energy
imparted to its barycentre gradually expels it to larger and larger distances from the
core (Fig. 23.2), and then its further interactions become less and less frequent. In
fact each binary yields an energy of order a multiple of the individual stellar kinetic
energy in the core before it is effectively switched off by its increasingly far-ranging
orbit (if it is not expelled from the cluster altogether).
The rate at which energy is created by the formation and evolution of ‘three-body
binaries’ was estimated in Eq. (23.5). It is important to note, however, that, although
binaries are predominantly formed in the core, relatively little of the energy they
release is deposited there. As soon as the energy of a binary significantly exceeds the
mean kinetic energy of single stars in the core, the products of energetic three-body
interactions are expelled from the core, and deposit most of their energy elsewhere.
In fact the energy added to the core (per binary) may be only of order a few times the
mean kinetic energy of one core member, i.e. of order a few times mσc2 (cf. Chapter 23
and Spitzer 1987, Sec. 7.1), where σc is the rms one-dimensional velocity of stars
in the core. Therefore we shall simply neglect numerical factors, and, denoting by rc
the radius of the core (Eq. (8.9)), we see that

Ė ∼ G 5 m 6 n 3rc3 σc−7 . (27.1)

 Three-body binaries 257

In order to establish that the role of binaries can be important we must compare this
with the energetics of core collapse. One approach is to think of the star cluster as a
conducting stellar gas (Eq. (9.6)1 ), and apply simple thermodynamics to the core. In
the first law (‘T d S = d Q’), we recall that the velocity dispersion is proportional to
the temperature, T , while the change in entropy, d S, is the change in specific entropy
times the mass. The change in thermal energy, d Q, results from conduction (denoted
by a conductive luminosity in the gas model) and from energy generation (caused
by formation and evolution of binaries). Applying the first law to the matter inside
radius rc , we see that

rc
D σ3
4π mnσ 2 ln r 2 dr = Ė − L , (27.2)
0 Dt n
where the logarithm is essentially the specific entropy of the gas, the symbol D/Dt
denotes a Lagrangian time-derivative, and L is the conductive flux of energy across
the Lagrangian shell of instantaneous radius rc .
Until energy generation by binaries becomes important, the balance of this equa-
tion is struck between the left side and the flux L. Estimating the Lagrangian derivative
factor by the reciprocal of the current time scale of core collapse, tcc , which shrinks
as the core collapses, we deduce the estimate
L ∼ mn c rc3 σc2 /tcc , (27.3)

where n c is the number density of stars in the core. (This estimate may be equally
well obtained by equating L to the rate of change of kinetic energy of the core.)
During core collapse tcc is related to the two-body relaxation time in the core, and in
late collapse the relation is close to proportionality (Chapter 18). Thus we estimate
L ∼ G 2 m 3 n 2c ln rc3 /σc , (27.4)

where  is the argument of the ‘Coulomb logarithm’ (Chapter 14).

Now it is clear that generation of energy by binary formation and hardening be-
comes important if the two terms on the right of Eq. (27.2) become comparable, i.e. if
L ∼ Ė. It follows from Eqs. (27.1) and (27.4) that this leads to a relation of the form
(Gm)3 n c ∼ σc6 ln . To make this more meaningful, we recall (Eq. (8.9)) that the
core radius is often defined by 8π Gmn c rc2 = 9σc2 . √It follows, then, that the energy
supplied by binaries is important when n c rc3 ∼ 1/ ln . The dependence on the
Coulomb logarithm here is unimportant. Also, in our derivation we have ignored all
numerical factors. Therefore our conclusion should be that binary heating becomes
important when the number of stars in the core has shrunk to a certain value. More
careful estimates summarised by Hut (1996) suggest that the ‘certain value’ is ac-
tually in the range 50 to 80, whereas numerical models, such as those of Heggie &
Ramamani (1989), yield smaller values. For N -body models with unequal masses

1
A term 4πr 2 ρ would be added to the right-hand side, where is the rate of generation of
energy per unit mass, much as in Eq. (9.4).
 258 27. Surviving Core Collapse

(unpublished) the value is around 25, with no noticeable N -dependence in the range
in which it has been tested, i.e. 4096 ≤ N ≤ 32 768.
Less important than the precise value is the fact that, within the limitations of
our estimates, the value is independent of the initial number of stars in the cluster.
Thus a small star cluster, with 100 stars, say, will not collapse very far before three-
body binaries become important. In our million-body problem, however, binaries can
influence the collapse of the core only when the core has reached very high densities.
This dependence on N can be observed in the models displayed in the lower right
frame of Fig. 9.3.

Two-body binaries
In the problem we have just been discussing, the stars are effectively point masses,
and all are single stars initially. This is the cleanest scenario for the investigation of
‘core bounce’, but it is essentially unrealistic. In fact stars have finite radii (though
the point-mass approximation is adequate for the degenerate stars, such as neutron
stars), and the proportion of primordial binaries is non-negligible (Part VII).
Consider first a system consisting of single stars with finite radii, i.e. we continue
to ignore primordial binaries. Binaries can now form by tidal interactions, and no
third body is needed to carry off the energy required to bind them (Chapter 31). The
important point is that formation of binaries by this process is a two-body process.
It is not immediately clear, therefore, that it becomes increasingly important as the
core collapses, because collisional relaxation (which is driving the collapse) is also
a two-body process. Nevertheless, it turns out that tidal capture does eventually
dominate. Indeed, studies show that, in almost all star clusters, this process would
become important well before binary formation in three-body interactions had a
chance to halt core collapse (Inagaki 1984). We shall not pursue these questions
further, however, partly because the subsequent fate of a binary formed by tidal
capture is a controversial area (see Chapter 31 again), but also because this process
is itself dominated by interactions involving primordial binaries.

Primordial binaries
Now we return to the assumption that the radii of the stars can be neglected, and
consider what happens if a certain proportion of the stars present initially are binaries.
As in the previous case, interaction between binaries, or between binaries and single
stars, is really a two-body process, in the sense that its rate is proportional to the
square of the space density. Just as with tidal-capture binaries, therefore, it is not quite
obvious that the energetics of these reactions can compete with that of relaxation,
but in fact it does, at least if the proportion of binaries is high enough.
 Primordial binaries 259

To understand why this is so we have to consider two effects which enter the
picture but work in opposite directions. The first effect is that primordial binaries act
in many respects like a species of heavy star. By the process of mass segregation,
therefore, primordial binaries accumulate in the core, where their abundance steadily
rises above its initial value as the core collapses. This greatly enhances the efficiency
of binary–binary encounters in particular. The second effect is the destructive nature
of binary–binary encounters, which often convert the two binaries into one binary
and two single stars (Chapter 26). It turns out, however, that this is insufficient to
prevent the binaries from halting core collapse.
It seems very likely that it is primordial binaries which would bring core collapse
to a halt in a real star cluster, rather than either three-body or tidal-capture binaries.
Therefore it is worth re-estimating the conditions under which core collapse will
cease if we now consider binary–binary heating rather than that due to the forma-
tion and hardening of three-body binaries. The result (Box 27.1) is a condition of
the form

f 2 /(η log ) ∼ 1, (27.5)

Box 27.1. Core bounce and primordial binaries

In order to decide whether primordial binaries can arrest the collapse of the core we need
to estimate the rate of generation of energy in binary–binary encounters. We assume
that all individual stellar masses are comparable, of order m, and that the binaries are
hard, with semi-major axes of order a. As an estimate of the cross section for close
encounters (within a distance of order a) we may adopt an expression of the form of
Eq. (21.4). Without numerical factors this is simply Gma/v 2 , where v is a typical stellar
speed in the core. (Strictly, we mean the typical speed of a binary.) Let n be the number
density of all objects, each binary being regarded as a single object, and let f be the
proportion of objects which are binary. Each close encounter between two binaries will
release an energy of order Gm 2 /a, and so the rate at which energy is created is of
order v( f n)2 (Gma/v 2 )(Gm 2 /a) per unit volume. Estimating the volume of the core
in terms of its radius rc , as before, we easily obtain an estimate of the total rate, Ė,
at which energy is generated. It is, if anything, an underestimate, as we have ignored
binary–single interactions (see Goodman & Hut 1989).
As in the case of three-body binaries, the condition for core bounce is obtained by
equating Ė with the luminosity of the core, Eq. (27.3). For heating by binary–binary
encounters this leads to the condition tcc ∼ v 3 /( f 2 G 2 m 2 n). Now tcc , which was defined
to be the time scale of core collapse, may be expressed as a multiple, (1/η, say,) of the
central relaxation time (cf. Chapter 18). (The quantity η is the one numerical coefficient
we keep track of, because it varies with time.) Thus tcc ∼ v 3 /(ηG 2 m 2 n log ), where
the argument of the Coulomb logarithm is  ∝ N (Chapter 14). Putting the estimates
from energy generation and the relaxation of the core together, we obtain the relation
(27.5).
 260 27. Surviving Core Collapse

where η is a constant (the central relaxation time expressed in units of the time until
collapse tcc ) and f is the proportion of objects which are binaries; if the quantity on
the left is less than unity then core collapse wins (and must be arrested by some other
process, such as formation of binaries in triple encounters), whereas heating wins in
the opposite case.
Before we discuss this formula, we should consider whether sufficiently many
of the binaries can survive the carnage. Doing this precisely is bedevilled by the
difficulty of estimating how much of their energy is deposited in the core. If the
binaries are not too hard, however, we may estimate that this is a large proportion of
all the energy they may emit before destruction. Even if the softer binary is destroyed
in every interaction, the energy each binary emits will be of order Gm 2 /(2a) per
binary. Finally, we err on the safe side by ignoring the substantial contribution made
in interactions between binaries and single stars in the core.
In view of these considerations we may safely estimate that the total energy which
the binaries in the core can release is of order f Nc Gm 2 /a, where Nc is the number
of objects in the core. This is sufficient (in amount) to halt core collapse if it exceeds
the energy released by the core on its collapse time scale, which in turn is of the order
of the energy of the core itself, ∼ Nc mσc2 . Thus enough binaries survive if

Gm 2 /a >
mσc2 ∼
f 1. (27.6)

The coefficient of f here is a measure of the hardness of the binaries. The most
effective binaries are not too hard, otherwise the time scale on which they interact is
too long compared with that of core collapse, and they deposit little of their energy in
the core, where it is needed. For somewhat hard binaries, then, it is not implausible
that enough will survive to halt core collapse provided that f is not too low.
Though this discussion gives the impression that consumption of binaries is a
bad thing, it has interesting observable consequences. The single stars which are
created in binary–binary interactions may be expelled from the system with high
speeds, and this has often been proposed as an explanation of ‘high-velocity stars’
(e.g. Leonard & Duncan 1988). It has also been argued that the only reason we see
single stars at all is that they were created (or released) in binary–binary interactions
in star clusters (Kroupa 1995).
Now we return to the discussion of Eq. (27.5), which is the condition for the
rate of heating to be adequate. Notice that n, the number density of stars, is not
involved, because both collisional relaxation and binary–binary heating are two-
body processes, in the sense already explained. It follows that the arrest of core
collapse by binary–binary heating is a slightly delicate matter. Of the three quantities
in Eq. (27.5), all work in the required direction. As core collapse proceeds, f increases
because of mass segregation, as already explained. Also, η decreases as core collapse
advances (as mentioned briefly in Chapter 18), as the thermal coupling between the
core and the cooler, outer parts of the cluster becomes weaker. Finally, if we assume
 Primordial binaries 261

Fig. 27.2. Core collapse with primordial binaries. Two N-body models contain 2425
objects. In one model (dashed line) 75 of these are single stars with twice the mass
of the other stars, in the other (solid line) they are binaries. For further details
see Heggie & Aarseth 1992, where they are referred to as models I and S,
respectively.

that the effective value of  is proportional to the number of stars in the core, as has
been argued (Spitzer 1987), then this factor decreases also. However, the variation
of this term is the weakest.
A crucial point to notice is that all these factors vary on a time scale which scales
with the relaxation time. Suppose, then, that we have a system with a given N in
which core collapse is terminated at some point, measured by a certain increase
in the central density. Now consider a system with quite different N , but the same
initial structure and the same initial proportion of binaries. (The binaries must also
be equally hard in both systems initially.) In the second system the same increase in
central density occurs after the same number of initial relaxation times. And at this
point the increase in f and the decrease in η will be the same in both systems. Even
the fractional decrease in the number of stars in the core will be the same. It follows
that the two systems will reach core bounce at about the same point, i.e. after the
same increase in the central density of stars. This is in marked contrast with the arrest
of core collapse by the production of three-body binaries, where the number of stars
in the core at core bounce is independent of N . In that case, the depth at which core
collapse is arrested (as measured by the increase in the central density) increases
with N . When primordial binaries are present, however, the depth of collapse at core
bounce is almost independent of N , and deep collapses are prevented (Fig. 27.2).
One may say that the essential physical reason for the difference in the two cases
is that binary–binary heating and mass segregation are two-body processes, while
binary–single heating is a three-body process.
 262 27. Surviving Core Collapse

There are, it is true, considerable approximations and simplifications behind this

assertion. In particular, primordial binaries do not last forever. Some are consumed
in arresting core collapse, and we must consider whether enough survive to prevent
a later recollapse before the cluster dies (Chapter 29). For the meantime, however,
core collapse has been brought to a halt, and in the next chapter we consider what
options the system has for its subsequent behaviour.

Problems
(1) Loss of mass m from the core leads to an effective heating of the cluster by an
amount |mφc |, where φc is the central potential (Chapter 23). Suppose that
some kind of stellar explosion leads to mass loss at a rate Ṁ < 0 from the
core. Neglecting numerical factors, show that this is sufficient to arrest core
collapse if − Ṁ ∼ Mc /tr c , where Mc is the mass of stars in the core and tr c is
the central relaxation time. If the mass ejection is associated with stellar
evolution, we may suppose that the associated luminosity of the core is
− Ṁ
Lc ∼ L , since the lifetime of the Sun is of order 1010 yr. If the
M /1010 yr
cluster is almost
 isothermal (Chapter 8) out to the half-mass radius, deduce
1010 yr
that L c ∼ L rh /rc , where L is the luminosity of the cluster (in the
tr h
usual astrophysical sense, but not as in Eq. (27.3)). (This would imply a
huge core luminosity; cf Goodman (1989), who considers the same issue
after core collapse.)
(2) Write down the equilibrium equations in the gaseous model (Box 9.2). Show
that no reasonable solution is possible if the rate of energy generation, , takes
the form in Eq. (23.5). Try to formulate a physical understanding of this result.
 28

Gravothermal Oscillations

In the last chapter we saw that core collapse ends in what is (by stellar dynamics
standards) a blaze of energy, which is emitted in interactions involving primordial
binaries. Dramatic though that sounds, the real climax of the whole book is reached
in the present chapter, where for the first time we catch a glimpse of the entire lifespan
of a cluster. Admittedly we concentrate here on a highly idealised cluster, isolated
from the rest of the Universe, consisting of stars of equal mass, and totally devoid
of primordial binaries. In the next chapter we shall relax some of these idealisa-
tions.

Steady post-collapse expansion

What happens to the energy generated at the close of core collapse? To answer this
question it is easiest to think of the cluster as a conducting, self-gravitating mass of
gas, with its temperature decreasing from the core to the tenuous boundary. Because
of the assumed temperature gradient, the heat flux is outwards, and the time scale for
the transport of thermal energy is of order the local relaxation time, tr . Therefore,
after an interval of order tr h , i.e. the value of tr at the radius rh which contains half
the mass, the thermal energy generated at core bounce has diffused throughout the
bulk of the cluster. In the same time interval M, the mass of the cluster, has hardly
altered (cf. Problem 16.1). Therefore the effect of the generation of energy follows
from the estimate

rh ∝ G M 2 /|E|, (28.1)

263
 264 28. Gravothermal Oscillations

where E is the energy of the cluster.1 Because of energy released in binary forma-
tion and evolution this increases, i.e. it becomes less negative, and so the cluster
expands.
There is an interesting analogy here with what happens to stars as they settle on
to the main sequence. They have contracted sufficiently that the core is hot enough
to sustain equilibrium through burning fuel in nuclear reactions. In much the same
way, the core of a cluster has contracted sufficiently to supply enough energy by
the consumption of primordial binary stars.2 The main difference is that a star is able
to radiate away the energy it generates. Star clusters, on the other hand, can only
conduct heat (relaxation) or convect it (escape), but conduction is poor where the
density is low, and convection is poor because the escape rate is so slow, and so the
heat cannot get out. The only option open to the cluster is expansion.
Though this conclusion is correct, the argument gives the impression that the
expansion of the cluster is a consequence of the generation of energy. It is easy to
imagine that the binaries are the engine which drives the subsequent evolution of the
cluster, rather like a rocket engine under the launch vehicle of a payload, and that
the cluster simply has to respond to whatever energy the binaries choose to provide.
But more careful consideration of what happens during core collapse will show us
that it is the behaviour of the core that is governed by the flow of energy across the
half-mass radius, and not the other way around.
The idea that the core responds to the energy needs of the rest of the cluster was
a remarkable insight gained by Michel Hénon (1975). It was a vital breakthrough
which allowed theorists to overcome the impasse of core collapse.
The mechanism by which the core responds to the cluster as a whole can be
summarised as follows. As we have seen, the temperature gradient and relaxation
time at rh determine the energy flux there. This flux must be supplied from within –
somehow. If there are no binaries in the core then the core will tend to collapse,
just as in the collapse phase we studied in Chapter 18. This drives the stellar density
sufficiently high that the stars are forced to produce enough power, by any of the
mechanisms outlined in Chapter 27, e.g. by making and hardening binaries. If, on
the other hand, the core is over-productive, then the energy it produces will heat the
core faster than the heat can be transported towards rh ; the core expands, reducing
the stellar density, and the rate at which the stars are interacting. Therefore there are
self-regulating mechanisms which prevent either too much or too little energy being
released by binaries in the core.
Actually, the argument we have just given was already well known in the context
of a problem we have often used as an analogy for star cluster evolution: the theory of
stellar structure. Stars are ‘secularly stable’ because the core of a star automatically
adjusts itself to produce as much energy as is required by conditions of energy
transport at larger radii (e.g. Schwarzschild 1958, Sec. II.6; Prialnik 2000).
1
More precisely, it is what is sometimes referred to (e.g. Giersz & Spurzem 2000) as the external
energy, i.e. the part not locked up inside binary stars (which is referred to as the internal energy).
2
Perhaps a better analogy is the burning of deuterium.
 Steady post-collapse expansion 265

Box 28.1. Core radius in steady expansion with three-body binaries

The flux of energy from the core is given by Eq. (27.1). In steady expansion this must
be comparable with the flux at rh , which is of order |E|/tr h . Using Eq. (28.1) and
Eq. (14.12), and assuming that the velocity dispersion v 2 does not vary much inside rh ,
we deduce that G 2 m 2 ρc3 rc3 rh ∼ M 2 v 4 ρh log , where ρc and ρh are the density in the
core and at rh , respectively, m is the individual stellar mass and  is the argument of
the Coulomb logarithm.
This estimate is not very illuminating, but we note that the core radius is defined so
that Gρc rc2 ∼ v 2 (Eq. (8.9)), and so our condition may be written as

m 2 ρ r 1
c h
∼ 1.
M ρh rc log 
Finally, from the fact that the conditions inside rh are nearly isothermal, it follows that
ρ ∝ r −2 between rc and rh (Chapter 8). Therefore, if we neglect the slow N -dependence
of , we conclude that rh /rc ∝ N 2/3 . Since the mass inside a given radius is nearly
proportional to r in an isothermal model, it follows also that the number of stars inside
the core in this post-collapse expansion varies as Nc ∝ N 1/3 .

We return to stellar dynamics. Before going on, however, we should point out
where the energy comes from during the core collapse that we studied in Chapter 18,
when there may be no binaries. In this phase of evolution the temperature gradient
at rh , and the value of tr h , are quite comparable to the values immediately after core
bounce, and so the energy requirements of the cluster are very similar. The difference
is that, during core collapse, this energy is supplied by the collapse itself. This form
of energy supply also differs from binary heating in that it does not alter the external3
energy of the cluster, and so there is no overall expansion of the cluster; the half-mass
radius is almost static, in fact.
Now we return to what happens after core bounce. Hénon’s argument suggests that
the core now reaches a kind of equilibrium, settling into a state where it provides just
the energy required by the rest of the cluster. On this basis it is not hard to estimate the
conditions in the core. The first point to observe is that the rms speed of stars cannot
be very different from that at rh : we have asserted that the flux from the core is
comparable with that at rh , where the time scale of heat transport is tr h , but the value
of tr is very much shorter in the core. Therefore the vicinity of the core must be nearly
isothermal, otherwise the flux from the core would be far too high. Besides the rms
speed, only one other parameter is needed to specify conditions in the core, such as
its mass or radius, and its value can be determined if we balance the heat generated
by binaries in the core with the flux at the half-mass radius. It turns out (Box 28.1)
that the number of stars in the core in steady post-collapse expansion is of order N 1/3 .
The average number of binaries present in the core varies as N −1/3 (Goodman 1984).

3
See footnote 1.
 266 28. Gravothermal Oscillations

On the basis of Hénon’s picture the entire evolution of the cluster, and not just of
the core, now falls into place. First, the time scale of the expansion is of order tr h ,
and so it follows that tr h ∼ t − tcoll , i.e. the time since the end of core collapse. Using
Eq. (14.13), we may deduce that
3/2
M 1/2rh
t − tcoll ∼ , (28.2)
G 1/2 m log 
where m is the individual stellar mass and  is the argument of the Coulomb
logarithm. Actually this estimate should really be read backwards: M varies on a
rather longer time scale, and Eq. (28.2) shows that rh ∝ (t − tcoll )2/3 , roughly.
The slow escape of stars in post-collapsing isolated models is an interesting
and little-explored problem. Some time ago N -body models showed that M ∝
(t − tcoll )−ν , where ν  0.085, and this alters the time-dependence of the expan-
sion to nearly rh ∝ (t − tcoll )(2+ν)/3 (Giersz & Heggie 1994b). By today’s standards
the values of N in these simulations were modest, and this research did not address the
N -dependence of the escape rate. If mass is lost on the relaxation time scale then the
time for a fixed fraction of mass to escape should vary nearly in proportion to N ,
like the relaxation time. Recent N -body models by H. Baumgardt, however, show
that the time taken to lose about 70% of the mass is almost independent of N . The
tentative reason for this appears to be the higher concentration of models with larger
N (Box 28.1), which leads to a larger escape rate per relaxation time in larger models.
It is interesting that the dependence of rh on t follows from dimensional analysis,
given only G, M and rh . The same expansion law is obeyed in two-body collisions
(Box 21.2), cold collapse (Fig. 2.1) and even the Einstein–de Sitter cosmological
model (e.g. Peebles 1993). There is, of course, a large dimensionless number (N ) in
our problem, and this can make a big difference in the coefficient.
At last we can glimpse the eventual fate of the million-body problem. It expands
on an increasing time scale, slowly losing mass as it does so.4 After much time has
elapsed it looks like a small N -body system with just a few tens of stars, but of
immense size, and evolving almost imperceptibly. Moving away, and dominating at
great distances, are the escapers, not only single stars but also binaries and sometimes
even triples and higher multiples. Eventually the last escaper is ejected, leaving behind
one last binary or triple.

Unsteady post-collapse evolution

Apart from the title of this section, perhaps the reader has spotted one or two other
veiled clues that our picture of post-collapse evolution has some gaps. One of these is
the mismatch between the number of stars in the core after core collapse (Box 28.1)
and the number at core bounce, where we estimated (Chapter 27) that Nc is indepen-
dent of N . It follows that, in a sufficiently rich system, the core must re-expand in
4
Continuing an earlier remark, it is tempting to draw an analogy with the evolution of red giants.
That is too controversial a topic, however, for the analogy to be enlightening.
 Unsteady post-collapse evolution 267

Fig. 28.1. Velocity dispersion (‘temperature’) profile in a gas model undergoing a

gravothermal expansion (after Heggie et al. 1994).

the early phase of post-collapse evolution. Core bounce really is a bounce, and there
must be a period of readjustment if the core is to settle down to the equilibrium size
required after core bounce.
The second clue is that Hénon’s argument does not, despite appearances, imply
that the required equilibrium is ever reached. Within the terms of this argument it is
equally possible that the balance is reached only in a time-averaged sense, and that
the core really does alternate between high- and low-density phases.
The third clue is, in physical terms, the most telling. We mentioned that the inner
parts of the cluster must be nearly isothermal if the energy produced in the core
is to balance that required at rh . Now we saw in Chapter 17 that such a system
is gravothermally unstable, and so we should expect a time-dependent behaviour
different from the steady expansion we have assumed. It was Daiichiro Sugimoto
and Erich Bettwieser who first understood the consequences of this (Sugimoto &
Bettwieser 1983, Bettwieser & Sugimoto 1984).
The first and third clues are related. At the end of core bounce the core is producing
enough energy to halt the collapse, and this is too much for the subsequent expansion
of the cluster as a whole, which is determined by the heat flux at rh . Therefore
the thermal energy generated builds up in and around the core faster than it can be
conducted away. This causes an expansion and cooling of the core and its immediate
surroundings, because of their negative specific heat. If core collapse is sufficiently
deep, which simply requires sufficiently large N , the expanding core can actually cool
to temperatures below that of its surroundings. At this point there is a temperature
inversion, i.e. there is a range of radii in which the temperature increases outwards
(Fig. 28.1). In this region the thermal flux is actually inwards. This flux enhances
 268 28. Gravothermal Oscillations

the expansion of the core and its cooling, which simply reinforces the driving force
behind the expansion. It is the gravothermal instability again, this time working
in reverse. Eventually, however, the expanding core comes in thermal contact with
the cooler parts of the cluster around rh . Now the heat generated in the core can
flow out as required, and the temperature inversion disappears. But by this point
the core is so distended that it is producing insufficient energy. By Hénon’s argu-
ment it is forced to recollapse so that its density is sufficiently high to produce the
required energy. But this collapse is more-or-less like the first core collapse: the
core overshoots, creates too much energy, and a temperature inversion, and the cycle
recurs.
What we have outlined is a picture of what are now called gravothermal
oscillations (Box 28.2). The detailed nature of these oscillations can be studied in

Box 28.2. A brief history of gravothermal oscillations

These were discovered by Bettwieser and Sugimoto using a gaseous model (Chapter 9).
At that time, however, other gaseous models (computed by one of us (Heggie 1984)) and
Fokker–Planck models (Cohn 1985) were showing no indication of this behaviour, and so
the discovery was greeted with much scepticism when it was announced and discussed
at a conference in 1984 (which was organised by the other of us (Goodman & Hut
1985)). Behind-the-scenes discussions at that meeting drew attention to the importance
of the choice of time steps in the numerical integrations. In particular, M. Schwarzschild
mentioned to one of the authors the resemblance to the numerical problems which
had alerted him to the He core flash in a Population II giant (Schwarzschild & Härm
1962). Not long after the symposium, further work by the main disputants confirmed the
oscillations. Jeremy Goodman (Goodman 1987) then showed that the steady expansion,
though possible, was unstable if N was large enough.
All of this work was conducted with simplified models, and there was considerable
doubt whether N -body models could exhibit such behaviour. It was argued that the
fluctuating temperature in a discrete model could mask the subtle temperature inversion
that plays such a crucial role in the expansion phase. Limited N -body modelling (of a
specially tailored system in a reflecting sphere (Heggie et al. 1994)) at least removed
this objection.
It was still not possible to check that the full cycle of oscillations would actually
occur; computers were not powerful enough. A detailed analysis, however (Hut et al.
1988), showed that the computer power necessary to exhibit gravothermal oscillations,
if they existed, was of order 1 Teraflop. Eventually the GRAPE-4 computer was finished
at the University of Tokyo (Chapter 3). It had been specifically constructed to settle
this point, and was the first computer in the world to reach the required speed. Its first
results were presented at another conference (Hut & Makino 1996), this time in Tokyo
and organised by Daiichiro Sugimoto, just over ten years after the first announcement
of gravothermal oscillations. The existence of gravothermal oscillations in sufficiently
large N -body systems was now established (Makino 1996; and Fig. 9.3, lower right
panel).
 Unsteady post-collapse evolution 269

100000
10000
10000
1000
1000
100
100
10 10
Central density

1 1
0 100 200 300 400 -20 0 20 40 60 80 100 120

100000 1e+07

10000 1e+06

1000 100000

100 10000

10 1000

1 100
0 50 100 150 200 250 300 -1 0 1 2 3 4 5 6 7
Time after core bounce (scaled)
Fig. 28.2. Period-doubling and chaos in post-collapse expansion. Central density is
plotted against time (in units of the initial half-mass relaxation time, with origin
shifted to the time of core bounce) for gas models with N = 6000 (top left), 8000
(bottom left), 10 000 (top right) and 50 000 (bottom right) stars (recomputed and
redrawn, after Heggie & Ramamani 1989).

various ways, but analogies with other problems suggest what we might expect to
find. We have argued that it is steady expansion which is unstable, but it is easy to
transform the problem into a problem on the stability of equilibrium (Goodman 1987).
In steady post-collapse expansion of an isolated model of constant mass we expect
that radii scale as (t −tcoll )2/3 , by Eq. (28.2). Therefore, if we write r̃ = r (t −tcoll )−2/3 ,
and treat the other variables such as the space density similarly, we shall turn what is
really a steady expansion into what looks like an equilibrium, just as the expansion
of the Universe can be frozen out in comoving coordinates.
Now the arguments of the present section of this chapter imply that this equilib-
rium is unstable, for N sufficiently large. Thus we are studying a system in which
an equilibrium becomes unstable as some parameter (N in this case) changes. One
of the commonest scenarios in such problems is that the instability takes place by
a sequence of period-doubling bifurcations, which accumulate at a parameter value
at which chaotic oscillations set in (e.g. Cvitanović 1989). This is roughly what
happens in detailed models of the post-collapse behaviour of star clusters, both gas
models (Fig. 28.2) and Fokker–Planck models (Breeden et al. 1994). When N is
small enough (less than a few thousand, in fact, if all stars have the same mass),
the post-collapse expansion is stable and steady. Just above some value of N the
 270 28. Gravothermal Oscillations

expansion exhibits a simple periodic behaviour. At somewhat larger N , alternate

cycles have different amplitudes: the period has doubled. This period-doubling pre-
sumably cascades rapidly as N increases, until at a somewhat higher critical value
of N one sees for the first time non-periodic oscillations. Tests show that these have
the hallmarks of chaotic variations.
The analogies with other systems exhibiting this behaviour can be pushed further.
In particular, although the core, being a continuum, is a system with infinitely
many degrees of freedom, it is found that its evolution is nearly restricted to a low-
dimensional (actually two-dimensional) subspace (Breeden & Cohn 1995). Further,
inspection of the flow on this subspace shows that it can be represented by a one-
dimensional first return map with the same qualitative properties as the famous
logistic map, in which so much of the basic theory of period-doubling was developed
(see Cvitanović 1989).
Admittedly, there are some important respects in which this picture must be quali-
fied. For one thing, it is complicated by the fact that the generation of energy in
N -body systems is stochastic in nature, as it depends on the accidental formation
and evolution of individual binaries. It is not clear that period-doubling could be
observed in N -body simulations in these circumstances, though it is certain that
there is a change in character in the oscillations of the core at around the values
predicted by the simple models (Fig. 9.3, lower right panel). Below those values
the fluctuations look simply random, and some are clearly associated with energetic
few-body interactions. Above the predicted values, the oscillations, while chaotic,
have a systematic character, independent of specific identifiable binary events. The
second qualification is that, when we consider slightly more realistic models of
stellar clusters, e.g. with a spectrum of masses or primordial binaries, it turns out that
conditions for the onset of gravothermal oscillations are less favourable. The next
chapter explores some of these less idealised models, and little more will be said of
unsteady post-collapse evolution.

Problems
(1) According to an isolated model of Hénon (1965) the time scale of evolution
in post-collapse expansion is given by rh /ṙh  10.8tr h , where tr h is the
current half-mass relaxation time. N -body models of this phase show that the
number of particles diminishes (by escape) roughly according to
d ln N /d ln rh  −0.12 (Giersz & Heggie 1994b), while the loss of mass in
the pre-collapse phase is a few per cent and may be neglected here. Fokker–
Planck models show that the duration of core collapse for a Plummer model
is about 18tr h (0) (Spitzer & Thuan 1972, Takahashi 1995), where tr h (0) is
the initial value. Estimate the entire lifetime of the model (i.e. until N  2)
in units of tr h (0).
 Problems 271

(2) Several toy models illustrating gravothermal behaviour were investigated by

Allen & Heggie (1992). Among them was the simple system
dT1  (4−α)/(α−2)
= ξ (T1 − T2 ) − cT1
dt −1
dT2 1 −(6−α)/[2(α−2)]
= ξ (T1 − T2 ) − (T2 − 1)T1 ,
dt −1
where T1 is the temperature of the core, T2 is the temperature of the region
where a temperature inversion may develop, and   1.28, α  2.23 and
ξ  0.00037 are constants. The parameter c ∝ N −2 , and this term corres-
ponds to binary heating. The forms of this and the other terms were devised
by simple phenomenological considerations of gravothermal behaviour.
Using appropriate numerical or analytical tools, demonstrate the following:
(a) for sufficiently large c there are no equilibria; (b) for small enough c there
are two equilibria; (c) as c decreases, the hotter equilibrium first changes
from a stable node to a stable focus; (d) as c decreases further, the hotter
equilibrium loses stability and throws off a stable limit cycle in a Hopf
bifurcation.
These changes correspond physically to the following: (a) when N is very
small, the presence of a binary leads to the rapid expansion of the core; (b) for
larger N a stable balance is possible between binary heating and gravothermal
cooling; (c) for still larger N , the approach to this stable balance has the
nature of a damped oscillation (as is observed in gas models); (d) for large N
the balance between heating and cooling is a dynamic (oscillatory) one.
A further variable is needed before a simple model like this can
demonstrate chaotic behaviour similar to well developed gravothermal
oscillations.
(3) Detailed models show that gravothermal oscillations mainly affect stars
inside the radius r0.01 containing the innermost 1% of the mass (Cohn et al.
1989). If the region from there out to the half-mass radius is nearly iso-
thermal, show that the relaxation time there is tr,0.01  10−4 tr h . If tr,0.01
governs the time scale of gravothermal oscillations, and if each binary
releases an energy amounting to about 110mσc2 (Chapter 23), show that
about one binary per oscillation is needed for N = 106 .
 29

Dissolution

The previous chapter dealt mostly with a highly idealised model. All stars were single
and had the same mass, and the system was isolated. As we saw, even the presence
of a spectrum of stellar masses changes the picture, as it is found that gravothermal
oscillations set in only for considerably larger values of N . In the present chapter
we shall also see that the presence of primordial binaries further weakens their
probable relevance. Even when gravothermal oscillations do occur, they seriously
affect the structure of only the innermost 1% or so of a cluster. Therefore, in this
chapter we concentrate once more on the steady post-collapse evolution of a stellar
system. Also, we mainly have in mind a system with a significant population of
primordial binaries, and boundary conditions set by the tidal field of the surrounding
galaxy. First, however, we consider the simpler case of an isolated cluster.

Isolated clusters
The first thing that is changed in post-collapse evolution when we add primordial
binaries is the radius of the core. A similar argument to that of Box 28.1 shows that
the ratio rh /rc is now almost independent of N (cf. Problem 1). In fact the ratio
depends more on the proportion of binaries (which decreases as the binaries are
consumed).
These statements greatly weaken the clues to the occurrence of gravothermal
oscillations which we discussed in the case of post-collapse evolution powered by
three-body binaries (Chapter 28). In the first place, the ratio rh /rc at core bounce is
also independent of N , if core collapse is halted by primordial binaries (Chapter 27).

272
 Isolated clusters 273

Fig. 29.1. Evolution of a cluster with primordial binaries, after Gao et al. (1991).
From top to bottom the curves are the half-mass radius of single stars, all stars,
binaries, and the core radius. All are plotted against time. Mass segregation during
core collapse is followed by a relatively steady post-collapse phase until the binaries
are exhausted, at which point gravothermal oscillations begin.

Therefore, if there has to be a period of adjustment to post-collapse conditions, at

least it does not get more serious as N increases. Second, the post-collapse core
does not get smaller and smaller as we consider systems with larger and larger N .
Therefore there is no need to posit a large (and unstable) isothermal region within the
half-mass radius. Finally, it is quite possible that this post-collapse core is as large as
that in a modest N -body system powered by three-body binaries, and we know that
these do not exhibit gravothermal oscillations.
The only worry is that a system may not have enough primordial binaries to
sustain a sufficiently long period of post-collapse expansion. A substantial fraction
were already burned simply in halting core collapse (Chapter 27), and the residual
population is gradually used up in powering the post-collapse evolution. After that,
the only effective heating mechanism left would be the formation and hardening of
three-body binaries. The point at which this first happens clearly depends on the initial
proportion of binaries. In early simulations (Spitzer & Mathieu 1980) it was found
that core collapse was delayed by less than the time of core collapse, even for large
binary fractions. Nowadays, however, there is a consensus (with various methods
and authors) that, if the initial proportion of binaries is of order 10% (depending
on the distribution of binary parameters), then the binaries can keep gravothermal
oscillations at bay for a time about three times the length of the phase of core collapse
(Fig. 29.1; see also McMillan & Hut 1994). Even this may, however, be less than the
lifetime of a number of globular clusters.
 274 29. Dissolution

With this caveat we assume that the evolution of the core need not distract us, and
turn to the evolution of the cluster as a whole. We already saw in Chapter 28 what
happens if the system is isolated and has stars of equal mass. When a spectrum of
masses is present we might expect our simple picture to be spoiled by the continued
action of mass segregation. In fact, however, N -body simulations suggest that our
simple picture holds up remarkably well. They show that mass segregation slows
dramatically towards the end of core collapse, and that thereafter the profile of mass
segregation does not alter very much (Fig. 16.1). Simple relations like
3/2
M 1/2rh
t − tcoll ∼ (29.1)
G 1/2 m log 
(cf. Eq. (28.2)) apply with unexpected accuracy even when there is a broad spectrum
of stellar masses, though the reasons for our good fortune in this respect are not
understood.

Tidally bound clusters

Next, let us replace our idealised picture of an isolated system by one with a somewhat
more realistic boundary condition. Tidal truncation (Chapter 12) has the characteristic
that the radius of the system, rt , must vary with its mass as

rt ∝ M 1/3 , (29.2)

which implies that the mean density of the system is constant. We have seen, how-
ever, that an isolated cluster expands in post-collapse evolution, and thus its density
reduces. What happens with a tidal boundary condition is that the expansion pushes
the tenuous outer layer over the tidal boundary, leaving behind the denser material
at smaller radii. A balance is struck between the truncation by the tide, which leaves
behind denser material, and the expansion, which reduces the density, and the net
effect is that the mean density remains constant.
In isolated systems the mass is nearly constant, and so E ∝ −1/rh . In tidally
bound systems, however, the half-mass radius will be comparable with (but smaller
than) the tidal radius, and so it follows from Eq. (29.2) that E ∝ −Grh5 . Thus the
increase in E caused by binary interactions in the core is accompanied by a decrease
in rh: the cluster shrinks as it is heated. This is quite unintuitive for someone brought
up on the evolution of isolated clusters.
Now we consider the time scale of this evolution. The right-hand side of Eq. (29.1)
is an estimate of tr h , and so Eq. (29.2) shows that this is proportional to M. Arguing
as before that tr h determines the time scale of evolution, we see that the evolu-
tion speeds up as the system loses mass, and in fact should come to an end at
a finite time in the future, tend , say. The time dependence is therefore obtained by
equating the right-hand side of Eq. (29.1) to the time remaining. Using Eq. (29.2)
 Tidally bound clusters 275

Fig. 29.2. Loss of mass in tidally limited N -body models. From right to left the initial
number of stars is N = 1024, 2048, 4096, 8192, 16 384 and 32 768. The models
have been scaled to a real cluster with initial mass 6 × 104 M in a tidal field of a
certain strength, and with the same mass function and initial structure (see Heggie
et al. 1998). The scaling is imperfect, for reasons which are discussed in Baumgardt
(2001). The modest increase in the escape rate after about half the mass has escaped is
associated with the change from pre-collapse to post-collapse evolution.

again, it follows that M ∝ tend − t (see Fig. 29.2), and that the remaining lifetime of
the cluster is proportional to the current half-mass relaxation time. In the model of
Hénon (1961) the constant of proportionality is approximately 22.4tr h .
The tidal truncation progressively removes the stars of highest energy. By mass
segregation these tend to be the stars of lowest mass. The result is that a dying cluster
contains an increasing concentration of the more massive objects. As in panning for
gold (or neutron stars), the tide washes out the lighter particles. Incidentally, this
helps to compensate for the destruction of binaries in the binary–binary reactions
that we have relied on to sustain the post-collapse evolution.
Stars which escape from the cluster, or which are washed across the tidal boundary,
do not necessarily leave the vicinity of the cluster quickly. Unless of high energy, e.g.
escapers resulting from three-body interactions, they cross the tidal boundary at low
speed in the vicinity of the Lagrangian points (Chapter 12). Thereafter they move
off under the action of tidal and inertial forces to form ‘tidal tails’ of escaping matter
(Fig. 12.3). When the cluster as a whole dissolves, in the sense that its tidal radius
shrinks to zero, there is still a residual concentration of stars – the smile on the face
of the Cheshire cat.
It is remarkable that post-collapse evolution in a tidal field was the first evolution-
ary problem in the subject to be understood in detail (Hénon 1961). At that stage the
theory was developed for the case of a system in which all stars have the same mass,
 276 29. Dissolution

the distribution of velocities is isotropic, and the tidal field is modelled as a cutoff
at the tidal radius. Empirically, however, it has been found that much the same con-
clusions apply to much more realistic systems: unequal masses, anisotropic velocity
distribution, anisotropic tidal field, primordial binaries, etc. The nearly linear depen-
dence of the mass on time is one of the most robust and memorable results in the
whole of this subject, and a nice example by J. Stodólkiewicz appears prominently
on the front cover of the proceedings of IAU Symposium No. 113 (Stodólkiewicz
1985).

Problems
(1) Use estimates in Box 27.1 to show that the total heating rate of primordial
binaries in the core is of order f 2 mσc3 /rc , where f is the binary fraction, m is
the individual stellar mass, σc is the central velocity dispersion, and rc is the
core radius. Deduce that, in steady post-collapse expansion powered by
primordial binaries, the ratio rc /rh is almost independent of N .
(2) (Spitzer 1987, p. 59) In homologous evolution in a tidal field show that the
total energy varies with mass according to
d ln |E| 5
= .
d ln M 3
If stars escape across the tidal boundary, modelled as a cutoff at the tidal
radius rt , with negligible excess energy, show that Ė = −(G M/rt ) Ṁ, and
deduce that E = −0.6G M 2 /rt . Infer that rt = 2.4 in N -body units (Box 1.1).
(In the limit W0 → 0 King models have this limiting radius (cf. Problem 8.6).
Most models have larger tidal radii, however (cf. Fig. 8.3), and require an
additional source of energy for homologous evolution.)
(3) Suppose the estimate in Problem 1, with rc replaced by rh and σc the rms
one-dimensional speed, can be used to estimate the rate of heating in an
isolated uncollapsed cluster with half-mass radius rh , and that mass is lost
by evaporation (Eq. (9.3), where tr is estimated by the half-mass relaxation
time tr h ). Using standard estimates for a virialised cluster, deduce that
d ln rh f2
−2 − ,
d ln M µ ln(λM/m)
where µ and λ are constants. Sketch solutions of this differential equation,
assuming that f is also constant. (Cf. Hills 1975b, where heating between
single stars and primordial binaries was considered.)
 Part IX

Star Cluster Ecology

The remaining chapters of the book go beyond the N -body problem as it is understood
outside astrophysics. Here the fact that the bodies are stars is essential.
Chapter 30 sets the scene by summarising the various dynamical processes that
have been introduced so far, the various kinds of stars and other relevant topics
which are of interest in astrophysics (such as colour–magnitude diagrams) and, most
importantly, the relations between these two sides of the problem. Special attention
is paid to those kinds of stars which are readily observed and where dynamical
processes are most immediately relevant: blue stragglers, millisecond pulsars and
X-ray sources.
Chapter 31 analyses in some detail the simplest process where the stellar nature
of the bodies is vital: collisions and other encounters between two individual stars,
where the gravitational interaction is not the whole story. We estimate the rate of
collisions, and how it depends on the stellar density and the kinds of stars present.
Non-gravitational interactions are also vital in understanding the role and evolution
of binary stars, especially when interactions with other (single) stars occur frequently
enough. The effects of collisions on the participating stars are outlined, and we con-
sider the dynamics of near-collisions, where non-gravitational effects are important
(‘tidal capture’).
The dynamics and evolution of binary stars are taken up in detail in Chapter 32.
Special attention is paid to the ways in which blue stragglers can arise from inter-
actions involving binaries. We give examples of the effects of encounters between a
binary and a single star, and those with another binary. This is a growth area of the
subject, and our outline of its current status is likely to be out of date by the time this
book is in print.

277
 278 Part IX. Star Cluster Ecology

The final chapter, Chapter 33, summarises the astrophysical million-body prob-
lem. We recap the various dynamical processes we have discussed and their inter-
relations, and present the overall evolution of a star cluster, from birth to death, in
a simplified diagram which encapsulates the gross aspects of its spatial structure.
We consider again the time scales on which the evolution takes place. Finally, we
consider how it is that the clusters we see have managed to survive for most of the
lifetime of our Galaxy, and the rate at which these last survivors are perishing.
 30

Stellar and Dynamical Evolution

Globular star clusters have an important place in modern astrophysics for several
reasons, but let us mention just two here. Firstly, they are a laboratory for the study
of gravitational interactions and dynamical evolution, and this is the motivation for
much of the research that we have written about in this book. Secondly, however,
each cluster is also a sample of stars of very similar age and composition, and are an
ideal test-bed for theories of stellar evolution.
Over the years these two aspects of cluster studies built up their own communities
of theorists and observers, and their own suites of problems (Fig. 30.1). Now what is
remarkable is that, for many years, research in these two areas proceeded in almost
total isolation from each other. It was possible to pursue an active and successful
research career on one side of this diagram (Fig. 30.1) without even being aware of the
existence of the people working on the other side. Whenever one did need something
from the other side, the most primitive tool for the job was used. Dynamicists would
use mass functions which to any observational astronomer would seem distinctly
bizarre, while observers, if they ever needed a theoretical model, would dust off an old
one which ignored decades of subsequent theoretical development. Dynamicists were
fascinated by the problems of stellar systems with stars of only two different possible
masses, while fitting a Fokker–Planck model was something that no non-theorist ever
attempted.
Within about the last decade all that has changed. The volume of proceedings
of a meeting held in 1990 (Janes 1991) gives a snapshot of this shift in outlook.
It was increasingly being realised that dynamics has an influence on the kinds
of stars that are to be found in globular clusters, and that these in turn influence
the dynamics that can occur. The feedback mechanisms between stellar dynamics

279
 280 30. Stellar and Dynamical Evolution

Fig. 30.1. Some of the problems of globular star clusters, and the interrelations
between them. Arrows between topics on the same side of the diagram are not
shown. Not all arrows imply cause and effect; the ‘stellar velocities’ to ‘black holes’
means that the former could be an observational indicator of the latter; in some cases
the link is indirect. The diagram is considerably simplified: in fact the mass spectrum
affects almost everything on the left, and any of the first six categories on the left
could affect the CM diagram. Acronyms include: low mass X-ray binary (LMXB),
blue horizontal branch stars (BHB stars, also known as ‘faint’ or ‘hot’ horizontal
branch stars) and colour–magnitude diagrams (CM diagrams).

and stellar evolution therefore play a vital role in the evolution of star clusters. The
term ‘ecology’, introduced by Heggie (1992), captures the essence of this interplay.
We have already seen one way in which the evolution of the stars affects the dy-
namics of a cluster. Towards the end of a star’s life on the main sequence it loses
much of its mass, and, as many stars complete their evolution, the resulting un-
binding of the cluster may even cause its complete dissolution (Chapter 11). Other
influences of stellar evolution on stellar dynamics may be more subtle. According to
point-mass dynamics, for example, a hard binary tends remorselessly to get harder
(Chapter 19f). When we bear in mind that stars have finite radii, however, and that
these radii increase dramatically during certain phases of stellar evolution, the re-
sulting shrinking of the binary orbit cannot continue indefinitely. This may limit the
energy which each binary may release, and its potential importance for dynamical
evolution.
Astronomers were also slow to realise the existence of links in the opposite direc-
tion, i.e. the role of dynamics in shaping stellar evolution. But the evidence that stellar
evolution in star clusters was different from stellar evolution elsewhere gradually built
up, and forced a paradigm shift that is still not complete.
 30. Stellar and Dynamical Evolution 281

Fig. 30.2. A synthetic colour–magnitude diagram for an old stellar population (after
Portegies Zwart et al. 1997). The simulation starts at 10 Gyr with a population of
degenerate stars (neutron stars and white dwarfs), and main sequence stars with a
relatively flat mass function, but no binaries. The results of stellar evolution and
collisions are shown at about 12 Gyr. Besides the main and giant sequences, there is a
substantial population of blue stragglers (to the left of the turnoff point) and yellow
stragglers (to the left of the giant branch). For further examples of synthetic
‘observational’ data, see Portegies Zwart et al. (2001b).

The earliest evidence of environmental factors in stellar evolution was the discov-
ery almost half a century ago by Sandage (1953) of ‘blue stragglers’, stars that seem
to be substantially younger, and hence bluer, than the bulk of the stars in a star cluster
(Fig. 30.2). The implications of this discovery were not absorbed by the community
at large, and for the next twenty years, globular clusters still kept most of their secrets
hidden. Both authors of this book remember how, when we took our first course in
astronomy, globular clusters were portrayed as some of the oldest and dullest ob-
jects in astrophysics. Even as we began our research careers, the dynamics of star
clusters was regarded as a quiet backwater in astrophysics, while all the excitement
was being generated elsewhere; in high-energy astrophysics, for instance. Paradox-
ically, it was precisely from this direction that attention was once more directed to
these ‘old and boring’ objects. In the mid seventies star-cluster research received
an enormous boost from the unexpected discovery of globular cluster X-ray sources
(cf. Fig. 1.3).
It soon became clear that these sources had a much higher relative abundance in
globular clusters than in the Galaxy as a whole (see Katz 1975, Hut & Verbunt 1983,
Bailyn 1996). While the family of globular clusters contain less than 0.1% of the stars
in the Galaxy, they harbour more than 10% of the low-mass X-ray sources throughout
the Galaxy. The search was on for an explanation, and an early suspect was what
 282 30. Stellar and Dynamical Evolution

Fig. 30.3. A high-energy

astrophysicist’s view of the
core of M15 (from Kulkarni
& Anderson 1996). Eight
pulsars are indicated with
letter designations, and one
low mass X-ray binary
(AC211). Compare with
Fig. 1.2.

makes globulars so special, dynamically: their high density. Various scenarios were
proposed, including binaries formed in stellar collisions (Sutantyo 1975), but quickly
the dominant explanation arose that neutron stars had been tidally captured by normal
stars (Fabian et al. 1975), to form new binary stars. In these binaries, mass overflow
from the normal star could then provide the fuel to turn the neutron star into an X-ray
source.
More than ten years later, from 1987 onwards, another exciting type of object was
discovered in globular clusters, in rapidly growing numbers: pulsars, rapidly spinning
neutron stars that are discovered through the pulsed radiation they emit (Fig. 30.3;
Kulkarni & Anderson 1996). Many of these pulsars were found to be a member of
a binary system, and tidal capture was once again proposed as the main mechanism
for the formation of this other class of unusual binaries.
Soon afterwards, it is true, two important aspects challenged the use of tidal capture
as a panacea to explain any type of weird star system in globular clusters. On theoreti-
cal grounds, closer investigation of the mechanism of tidal capture cast doubt on its
efficiency (mainly Kochanek 1992, but see also Mardling 1995, Kumar & Goodman
1996). On observational grounds, however, a new mechanism presented itself natu-
rally, based on the discovery of large numbers of primordial binaries (Chapter 24).
Still, the shift in outlook was permanent. It was now clear that one could not
understand the kinds of stars that were found in globular clusters without taking the
stellar environment into account, and, equally, that the study of dynamics in isolation
from stellar evolution led, at best, to an incomplete picture. Nor was the evidence for
this confined to exotic kinds of star: even the relative abundance of the most ordinary
stars appeared to depend on the stellar density, causing observational variations in
the colour of a star cluster from centre to halo (e.g. Djorgovski et al. 1991). What we
 Problems 283

shall do in the next two chapters is to describe some aspects of this interplay between
dynamics and the stellar nature of the bodies involved.
Despite the weakening of the original motivation for considering tidal capture,
we begin there in the next chapter. This process is one of the simplest, best studied
and most robust aspects of cluster dynamics in which the finite radii of the stars
must be taken into account. Tidal captures and stellar collisions between single stars
do take place at significant rates in globular star clusters, and are also an important
aspect of interactions involving binaries, though by no means the whole story. Those
interactions are the subject of Chapter 32.

Problems
(1) In a system in which all stars have solar mass and radius, and the
(three-dimensional) velocity dispersion is 20 km/s, compute the energy
of the most energetic binary, in units of 1 kT. (The solar radius is about
7 × 105 km.) Compare the energy with that of a whole globular star cluster.
(2) Consider the arrows in Fig. 30.1, and the mechanisms by which these
influences occur.
 31

Collisions and Capture

Once upon a time it was thought that novae arose from stellar collisions. In a normal
galactic environment, however, where most novae are found, collisions are rare, in
the sense that a given star is very unlikely to experience a collision during the age
of the Universe. The stars are simply too far apart. In very dense environments,
however, such as galactic nuclei, collisions may even be sufficiently frequent to
dominate dynamical evolution. Globular clusters lie in between these extremes. In
them, collisions do affect large numbers of stars, but are not normally thought to
predominate over purely gravitational interactions (i.e. two-body relaxation). And
the restriction to single stars is an unrealistic idealisation. Globular clusters possess
large populations of binaries, which automatically place stars in close proximity. All
in all, it is estimated that there is a collision between two stars somewhere in the
Universe every ten seconds.

The rate of collisions

For a stellar system consisting of stars of equal mass m, radius R and number-
density n, the collision time scale (whose reciprocal gives the rate at which a given
star collides with any other) is given approximately by
−1
tcoll = 8π Gmn RV −1 , (31.1)

where V is the relative speed of the two stars, and the average is taken over all stars
that may be encountered. (This formula is based on Keplerian relative motion of the
two stars, and assumes that gravitational focusing is large, for which the condition is

284
 The rate of collisions 285

that V 2  2Gm/R; this is satisfied in practice in globular star clusters.) For stars of
solar type, the formula may be re-expressed more intelligibly as

 
−1 n km/s
tcoll  2 × 10−15 yr−1 .
pc−3 V
That very small coefficient shows why collisions are so rare in the neighbourhood
of the Sun, where n ∼ 1 pc−3 and V ∼ 20 km/s. In globular clusters V is not
so different, but the density is much higher, typically by a factor of about 104 at the
cluster centre. Hence the collision time scale is reduced to something of order 1012 yr.
Since a cluster lives for roughly 1010 yr, this means that of order 1% of stars in the
core of the cluster will have experienced a direct collision within its lifetime.
No one number can cover the complexity of this issue. In the first place the collision
time scale varies with the stellar radius and mass. Almost all stars in globular clusters
have smaller radii and masses than that of the Sun, and so the collision rate is smaller
than we have estimated. The main exception is the evolved giant stars, whose radii
may exceed that of the Sun by a factor of 100. Collisions are less effective than one
might think, because of their low-density envelopes. Even so, in a collision at 10 km/s
between a star of mass 1M and a giant of mass 2M , the maximum distance of
closest approach for capture is almost as large as the radius of the giant (Bailey &
Davies 1999). More importantly, this phase of a star’s life is relatively short, roughly
15% of its entire lifetime (Eggleton et al. 1989), and so the contribution of these
stars is not dominant. For example, in models of the star clusters 47 Tuc and ω
Centauri, Davies & Benz (1995) have estimated that the rate of collisions between
two main-sequence stars exceeds the rate of collisions between a main-sequence
star and a red giant by at least a factor of two. Such results depend on the adopted
mass function, but the required computations are easily performed using a simple
extension of Eq. (31.1). Furthermore, there are now convenient simple formulae for
the evolution of single stars, of any relevant mass, metallicity and age, including
formulae for the radius (Hurley et al. 2000).
The second complicating factor is that the collision time scale depends on the
stellar density. This is smaller outside the core, but on the other hand there are
more stars there. Still, collisions are a two-body process, and so the number of

collisions is roughly proportional to ρ 2r 2 dr , where ρ(r ) is the density at radius r .
For any reasonable density profile this integral is dominated by the vicinity of the
core (see Problem 3).
A third point for consideration is the fact that the stellar density and mass function,
and therefore the collision rate, vary enormously because of the dynamical evolution
of the cluster, especially during collapse of the core (e.g. Statler et al. 1987). The
total number of collisions is given by the time integral of the rate, and an argument
along the lines of our discussion of the spatial variation of the collision rate shows
that late core collapse does not dominate the total number of collisions (Sugimoto
1996); though the collision rate is very high then, this phase is over too quickly
 286 31. Collisions and Capture

for this to matter. On the other hand, mass segregation is a more-or-less permanent
consequence of dynamical evolution, and in young, compact clusters (at least), it has
a major effect on the collision rate (Portegies Zwart et al. 1999).
Fourth, the collision rate varies very much from one star cluster to another. It
has been found that the largest collision rate among the Galactic globular clusters is
roughly 104 times larger than the smallest (Hills & Day 1976). Put another way, half
the collisions in the entire cluster system of the Galaxy (about 150 clusters) occur
in just about six clusters (Verbunt & Hut 1987, Johnston & Verbunt 1996). Such
facts are important in trying to understand why the abundance of possible products
of collisions (see Chapter 30) varies so much from one cluster to another.
The discussion so far is typical of much discussion of the dynamics of globular
clusters in assuming that all stars are single, forgetting that it has now been estab-
lished that a sizable proportion are binaries (Chapter 24). The existence of binaries
immediately puts stars in close proximity and it is obvious that this may enhance the
rate of collisions. There are at least two mechanisms by which the components of a
binary may be brought into contact.
The first mechanism is purely internal. We have already remarked that stars expand
greatly when they become red giants, and when this happens to one component of
a binary it is very likely that the two components will touch. More precisely, what
happens is that the material at the surface of the large component exceeds the ‘Roche
radius’, at which point it is more strongly attracted to its companion. The dynamics
is very similar to escape of stars in the tidal field of the galaxy. Figure 12.1 shows the
Roche surface of the cluster in this case. For stars, however, the process is referred to as
Roche lobe overflow. It is really one aspect of the incredibly complicated problem of
stellar evolution in the context of binary stars, which will be treated in the next chapter.
The second mechanism is external. When a binary is disturbed by a passing star, its
eccentricity may increase so much that the new pericentric distance of the components
is less than the sum of their radii. An ordinary fly-by gives the intruder one chance
to work on the eccentricity of the binary, and the probability of a resulting collision
need not be high. If, however, the intruder is temporarily captured by the binary in
a resonance (Chapter 19), it is as if the eccentricity is constantly changing; for this
reason, during such an encounter the minimum distance between two stars (and it
may be attained by one binary component and the intruder as easily as by the two
components) is about 1% of the initial semi-major axis of the binary (Hut & Inagaki
1985). Thus stars in binaries with semi-major axes less than about 100 stellar radii are
seriously at risk. If a hard binary with a large red giant forms a resonance, coalescence
is almost certain, since the initial semi-major axis cannot be large enough.
Now it is obvious qualitatively that this is a major source of collisions. The time
scale for such encounters between a binary and a third star is much shorter than that
for collisions between two single stars, because the radius (semi-major axis) of a
binary so much exceeds the radius of a single star (see Eq. (31.1)). This more than
compensates for the fact that the proportion of stars in binaries of the required size
 The effect of collisions 287

is not very large. Besides, mass segregation increases their concentration in the core,
and therefore their interaction rate.

The effect of collisions

What happens to stars when they collide? It is obvious from everyday experience
that speed has something to do with it. Place an egg on the kitchen table and you
have a useful egg; drop it on the table and you have a mess.
If two stars, again of mass m and radius R, are dropped onto each other, i.e. we
neglect their relative speed when far apart, then at the moment when they touch
the kinetic energy of their relative motion is mV 2 /4 = Gm 2 /(2R), where V is
their relative speed at the instant when they come in contact.1 Now the gravitational

binding energy of a single star is G (M/r )d M, where M is the mass within radius r .
For a star of uniform density we have M ∝ r 3 , and so the integrand varies as M 2/3 .
3 Gm 2
Therefore the binding energy is . Comparison with the energy of relative
5 R
motion shows that, in a hypothetical star cluster with solar-type stars, there is not
enough kinetic energy to unbind even one star, let alone two. Furthermore, in a normal
star the density increases inwards, and so the binding energy required would be even
larger.
Thus direct collisions in globular clusters cannot destroy stars. Instead, the two
stars fuse, after a period of violent internal motions (Fig. 31.1). Beyond this broad
result, the details of the merged remnant depend on the nature of the stars involved,
and are somewhat controversial. If one star is a white dwarf, for example, by its high
density it sinks more-or-less unscathed to the centre of its fellow-victim (see, for
example, Ruffert 1992). Another possible kind of collision product, considered in
the next chapter, is a blue straggler. Quite general recipes for the collisions of a
variety of common types of star are given, quite independently, by Tout et al. (1997)
and Portegies Zwart et al. (1997).
In the previous discussion we were concerned with a head-on collision, as the stars
were dropped together from a great separation. In general, however, the stars will not
be aimed directly at each other. If they still physically touch, and if we assume that
they still merge, it is clear that one consequence will be that the remnant is rapidly
spinning, rather like slicing a golf ball, or putting spin on a snooker ball.
What, though, if the two stars do not even touch when at their closest approach?
They can still influence each other gravitationally. To understand what happens it
is instructive to consider a famous old problem of dynamical astronomy which was
first understood by Newton, that of the tides raised on the oceans of the Earth by the
Sun and Moon.

1
The factor of 4 on the left-hand side results from half the reduced mass of two stars of equal
mass; cf. Chapter 19.
 288 31. Collisions and Capture

Fig. 31.1. Collision between two main sequence stars (after Sills et al. 2001).
Material in different layers of the stars is coarsely distinguished by different
shades of grey.

Let us consider just the lunar tide, for simplicity. There are two tides each day
at most locations. To a first approximation, there is one high tide when the Moon is
high in the sky, and another about 12 hours later. In fact it is unusual for one of the
high tides to coincide with the time when the Moon is highest in the sky. In order for
the tide to rise under the Moon, the water of the oceans must move across the bed of
the ocean. The resistance to this motion is especially strong near narrow channels in
shallow seas, as in the English Channel separating France from the British Isles. This
motion also takes time, and so the maximum height of the water takes place some
time after the Moon is highest in the sky. There is an analogy here with a mildly
damped harmonic oscillator which is forced at a frequency much smaller than its
natural frequency. The forced oscillation lags slightly behind the forcing.
Now return to the encounter between two passing stars, and let us think of one star
as taking the place of the Earth with its oceans, while the other plays the role of the
Moon. Again the second star raises tides on the first, and again the high tide at some
location on the first star occurs some time after the second star has passed above that
spot. Looking down at the first star, the second star sees a nearly spherical object,
except for the tides he has raised. The nearer of these is behind him, in the sense that
he has to look in the opposite sense from his orbital motion to see it (Fig. 31.2). Now
this tidal material exerts a weak gravitational pull on the second star, in the sense
 The effect of collisions 289

Fig. 31.2. The tidal bulge

created by a passing star.
Distortions of star 2 are not
shown. See also the upper
right panel of Fig. 31.1.

opposite to his orbital motion around the first star. Therefore it slows down his orbital
motion.
What this argument shows is that the tidal interaction between the two stars re-
moves energy from their relative motion. It is clear that most of it is removed around
the time of closest approach. We are also now imagining that the two stars have
approached from a large distance where they had a non-zero relative speed, of order
20 km/sec, say, and therefore a non-zero kinetic energy of relative motion. If this
kinetic energy exceeds the energy removed tidally at closest approach, then the two
stars will eventually separate again. If the reverse is true, however, the two stars are
subsequently bound in a binary. This happens if the loss of energy is large enough,
i.e. if the encounter is sufficiently close. Tidal capture has occurred.
What happens next is somewhat controversial. Certainly, because the two stars
are bound to each other, further close encounters will occur. What effect these have
depends on whether the tide raised by the first encounter has had time to subside
(Kochanek 1992, Mardling 1995). If not, at the time of the next close approach the
old tide could be in advance of the passing star, and then its effect is to unbind the pair;
at least that would be the sense in which the interaction worked, though it might not
be strong enough to succeed. In this scenario, the newly formed binary enters a phase
of chaotic evolution, sometimes becoming less bound and sometimes more bound.
The rotation of the stars presumably further complicates the interaction, however
(see, for example, Witte & Savonije 1999).
At the same time the internal structure of the stars is being altered. The tidal
interaction (except in some chaotic phases) is extracting energy from the relative
motion of the two stars and transferring it to the tide. The dissipation of each tide
further contributes this energy to the internal energy of the stars, which should expand
somewhat in consequence (see McMillan et al. 1987, Tout & Kembhavi 1993). This
clearly has the effect of enhancing the strength of the tidal interaction, and of leading
to a situation where the two stars can be brought into contact. The upshot is that a
single tidal encounter between two stars, even if it did not lead directly to physical
contact between the two stars, can eventually lead to their merger. In other words the
time scale for encounters leading to mergers is somewhat shorter than the collision
time scale given by Eq. (31.1). The numerical size of the enhancement is, however,
not large, as the effects of tidal dissipation decrease as a rather high power of the
distance of closest approach (Problem 4).
 290 31. Collisions and Capture

Problems
(1) Derive Eq. (31.1).
(2) Two stars of mass m and radius R have relative speed V initially, when they
are far apart. Estimate the mass loss in an encounter, by computing how much
mass can be ejected (from the surface of one star to infinity) by the initial
energy of relative motion of the two stars. (The result is of course zero if
V = 0, in contradiction with results of numerical simulations; cf. Table 2 in
Lombardi et al. (1996).)
(3) In an isothermal model (Chapter 8) the density at large radius varies
approximately as ρ ∝ r −2 . Show that the rate of collisions is dominated by
the contribution from the core.
More precisely, recall that the scaled potential φ satisfies the equation
2
φ + φ = 9 exp(−φ),
r
where r is the radius in units of the core radius and φ is assumed to vanish at
r = 0 (Eq. (8.6)). In units of the central density, the density at a point where
the potential is φ is exp(−φ). In these units show (by numerical integration)
that the integral
 ∞
4π
4πr 2 ρ 2 dr  × 0.55.
0 3
(In general the result is ρc2rc3 times this factor, where rc is the core radius
and ρc is the central density; Spitzer 1987, p. 149.)
(4) A star of radius r is disturbed by another star of equal mass passing on a
parabolic orbit at a pericentric distance R. Assuming that the surface of
the distorted star is an equipotential of the tidal field (cf. Eq. (12.6)), show
that the relative difference between its largest and smallest radii in the plane
of motion is δr/r  6(r/R)3 . By treating the distortions as two small equal
masses added to the star, deduce that the work W done on the passing star
varies as W/E ∝ (r/R)8 , where E is the binding energy of one star.
 32

Binary Star Evolution and Blue Stragglers

Once thought to be virtually devoid of binaries, globular clusters are now known
to contain binaries in abundances not very much less than that of the galactic disk.
Binaries in such large numbers, containing at least ten per cent of the stars in a typical
globular cluster, cannot have resulted from dynamical interactions, and therefore
must have formed at the same time that the bulk of the stars were formed. With so
many binary stars around, all kinds of interesting reaction channels are possible, in
three-body as well as four-body interactions. Binaries containing pulsars are just one
example of the unusual objects that can result.
Even without dynamical interactions with other objects, binary star evolution in
isolation is quite complicated enough. Compared to the evolution of single stars, a
wide variety of new kinds of binaries and single stars can be created, through mass
overflow from one star to the other, or through mass loss from the system, at various
stages in their combined evolution. The stars can form a common envelope for a while,
or one of the stars can explode as a supernova. Even if the explosion is symmetric
the binary might not survive, as in the impulsive loss of mass in any stellar system
(Chapter 11). Disruption is even more likely if the remnant receives a ‘kick’ (see
Hills 1983), and if you find a neutron star in a binary in a star cluster it is likely to
have got there by dynamical interactions (e.g. Kalogera 1996).
Complicated as such processes are, they have been studied for many years, and
much is understood. Suitable introductions can be found, for example, in Iben (1985)
and Iben & Tutukov (1997, 1998). For our purposes, what is even more useful is that
those aspects of binary evolution that are reasonably well understood can be codified
as relatively simple recipes (Portegies Zwart & Verbunt 1996, Tout et al. 1997).

291
 292 32. Binary Star Evolution and Blue Stragglers

What would be even nicer is some confirmation that these recipes produce the same
answers.
Even without internal evolution of the components, tidal interactions between them
can affect the dynamics of a binary. In the same way as tidal interactions occurring
in close encounters of single stars (Chapter 31), these extract orbital energy without
changing the angular momentum of the binary, and the result is circularisation of the
binary orbit (Problem 1). The spins of the stars are also affected. Despite the low
density in the envelope of a giant, these processes are especially important when the
stellar radii are large.
The interaction between dynamical and stellar evolution of binaries is surely
destined to be one of the growth areas in this whole subject in coming years. As
yet few definitive results have emerged, and so our treatment serves only to give
the flavour of what is possible. We concentrate on blue stragglers, as these occur
in relatively great abundance, and even in small star clusters which are within our
computational grasp at the present time.

Recycling stars: an example

In the dense cores of globular clusters, a typical star has a significant chance to
undergo a collision during a Hubble time (Chapter 31). Since the velocity dispersion
in globular clusters is one or two orders of magnitude less than the escape velocity
at the surface of a typical main sequence star, almost all of the mass of two colliding
stars is retained to form a merger product (Problem 31.2).
In a collision between two stars of relatively low mass, the merger remnant may
have a mass below that of the main sequence turnoff, 0.8M
. In that case, it will be
rather difficult to distinguish the merger product from an ordinary star of that mass.
For a given candidate, detailed investigation might show unusual abundances, but
spotting such stars against the background of normal stars would be akin to seeking
a needle in a haystack.
In a collision where the sum of the masses of the original stars significantly exceeds
that of the turnoff, by being larger than 1M
say, the merger remnant will stand out
in a Hertzsprung–Russell diagram, since it will be positioned on or near the main
sequence, but bluewards of the turnoff. Such a star, if born at the same time as the
rest of the stars of the cluster, should have evolved away from the main sequence. Its
presence thus gives the impression of having straggled, and with its relatively bluer
colour such a star is called a blue straggler (see Fig. 30.2).
The presence of such stars in old star clusters has been known for a long time.
Now they are studied so intensively that a whole conference has been devoted to them
(Saffer 1993; see also the review by Leonard (1996)). Even on observational grounds
alone there is evidence that there is more than one way to make a blue straggler
(Ferraro et al. 1993), and theorists are fortunately not short of ways of doing so too.
 Recycling stars: an example 293

−44 −40 −36 −32 Fig. 32.1. Collision be-

tween two binaries (after
Goodman & Hernquist
1991). Eventually all four
stars merge into a single
−28 −24 −20 −16 massive and extended
stellar object.

−12 −8 −4 0

4 8 12 16

20 24 28 32

Many, if not most, of the collisions between single main sequence stars in star
clusters are likely to produce blue stragglers. One reason is that mass segregation will
produce an excess of heavier stars in the central regions of a cluster. Other reasons are
the larger radii of heavier stars, together with their enhanced gravitational focusing,
both of which favour collisions for heavier, rather than lighter stars.
An even more efficient mechanism for inducing collisions is provided by binary–
single-star and binary–binary encounters, especially those involving hard binaries,
which have a significant chance to lead to resonant encounters where three or four
stars are temporarily captured in a small area of space. Similar arguments again
predict a larger collision probability for heavier stars. A special feature of three-body
or four-body channels for blue straggler formation is that the mass of the final blue
straggler may well be significantly larger than twice the turnoff mass, if more than
two stars are involved in producing a single merger (Fig. 32.1).
A third way of using binaries to produce blue stragglers is through mass (Roche
lobe) overflow from one component of a suitable binary onto the other member.
This process comes in several flavours: coalescence, and mass transfer of various
kinds (Leonard 1996). None of these mechanisms, however, require a high density
of neighbouring stars, and so they are not special to the million-body problem.
As a simultaneous illustration of the last two types of blue straggler formation
events, a calculation by Simon Portegies Zwart is reproduced in Fig. 32.2. The
 294 32. Binary Star Evolution and Blue Stragglers

Fig. 32.2. Evolution of a binary involving one triple interaction (from Portegies
Zwart 1996). For an explanation, see the text.

calculations were performed in the Starlab environment, using a version of the

automated three-body scattering package described in Chapter 22, integrated with a
simplified recipe for binary-star evolution.
There is nothing contrived about this particular set of initial conditions. Both
the single star and the binary were drawn at random from a prescribed cluster core
population of single stars and binaries. At each time step of a thousand years, the
probabilities for close encounters between different objects were calculated, and
actual collisions were carried out in Monte Carlo fashion by spinning a random
number generator to see which stars would actually undergo an encounter. At each
time step, those stars and binaries that did not undergo an interaction (the vast
majority) were simply evolved with stellar evolution prescriptions: fitting formu-
lae for stellar evolution tracks in the case of single stars, and simplified recipes in
 Recycling stars: an example 295

the case of binaries (for more details, see Portegies Zwart 1996, Portegies Zwart &
Verbunt 1996).
Fig. 32.2 shows an example of an interplay between three stars which eventually
leads to the formation of two blue stragglers. The first blue straggler is formed in
isolation, as the result of binary star evolution (Roche lobe overflow), nearly 10 Gyr
after its formation. At this time, the 1M
star attempts to climb the giant track. The
first result is that its increased size leads to rapid tidal circularisation, erasing the
initial eccentricity of 0.3 around T = 9.97 Gyr. Soon thereafter, the primary fills its
Roche lobe, and around T = 9.98 Gyr dumps most of its mass on the secondary.
However, only 0.1M
of this supply of matter can be accreted onto the companion,
and 0.5M
leaves the system. The reason for the inefficiency of mass transfer is that
the donor star provides mass on its own thermal time scale, while the other star in turn
can only accept mass on its thermal time scale, which is longer. By T = 9.99 Gyr,
the primary turns into a low-mass helium star which then cools to become a white
dwarf. From this time on, the secondary shows up as a blue straggler: it resembles a
main sequence star, but has a mass and luminosity greater than that of a turnoff star.
The secondary now evolves rather more quickly, but before it can reach the turnoff,
a third star happens to pass through the system, 2 Gyr later, and is captured into
a three-body resonance scattering event, displayed with time moving horizontally
from left to right, for a duration of about a hundred years.
The outcome of the event, not surprisingly, leads to the lightest star being ejected,
in this case the white dwarf, the end product of the original primary. The incoming
0.8M
star now takes the place of the primary. The orbit has tightened significantly,
as could also be expected (hard binaries tend to get harder; cf. Chapter 19). After
another 1.4 Gyr, the original secondary, saddled with the extra mass from the original
primary, at last begins to climb the giant track. This leads to a second phase of
tidal circularisation, in which the eccentricity induced in the three-body encounter
is erased. After another 15 Myr, mass overflow takes place, again 0.6M
is lost,
of which this time 0.2M
is accepted by the star which entered as a result of the
exchange. This increases the mass of the latter from 0.8M
to 1.0M
, thereby turning
this star into a second blue straggler. The original secondary soon turns into a dwarf,
orbiting the 1M
star. This second straggler phase finally ends around T = 17.8 Gyr,
during the last phase of giant evolution.
The final state is not displayed in this figure as it takes place in the future: 17.8 Gyr
exceeds almost all estimates of the age of the Universe. But we can guess what will
happen. After the second blue straggler fills its Roche lobe, the binary will shrink
significantly, and most likely a common envelope system will be formed. This is
likely to lead to the merger of the two cores, resulting in a late type giant of 1.3M
.
A bit later, a white dwarf will then be left behind, with a mass of around 0.7M
.
Observationally, the first blue straggler formed by the transfer of mass in a close
binary will not be distinguishable from those formed by the ‘classical’ route, i.e.
in collisions between single stars (Fig. 30.2). Only after the dynamical exchange
 296 32. Binary Star Evolution and Blue Stragglers

interaction does the system become clearly different from ‘ordinary’ blue stragglers:
the observation of a blue straggler in an eccentric orbit or in a detached binary with
a main-sequence companion is a direct indication for formation by an exchange
reaction.

The binary zoo

What we have seen is just one particular case study of the formation of blue stragglers.
While it includes a stellar environment (which provided the interloper for the three-
body interaction), there is no surrounding star cluster undergoing the many dynamical
processes described in other chapters of this book. Such studies are now under way,
and confirm that interactions involving both single stars and binaries are routes which
greatly enhance the proportion of blue stragglers.
An example is the old open cluster M67, for which Hurley et al. (2001) have con-
structed an N -body model which includes the full panoply of stellar and dynamical
evolution. Though open clusters are often regarded as rather low-grade fare in the
world of N -body simulations, a 15 000-body simulation was needed to simulate
the last half of its evolution. Twice that number might have been needed to cover
the entire evolution, which would not have been feasible at that time for a stellar
system with a rich complement of active binaries. Blue stragglers are present in M67
at an abundance roughly ten times higher than would occur in a population of isolated
binaries and single stars. As this simulation showed, it is the dense environment in
M67 which accounts for its wealth of blue stragglers.
Blue stragglers are just one of the unusual types of object that cannot form through
single star evolution, but require either the presence of primordial binaries, or the
interaction between two, three, or more stars in a dense stellar system. In addition,
X-ray sources, pulsars, spectroscopic binaries and eclipsing variables have been
detected in significant numbers, some of them right in the middle of the densest
central regions of globular clusters. This diverse collection of objects forms a gold
mine for dynamicists modelling the evolution of globular clusters. Another metaphor,
coined by Melvyn Davies (Davies 1995) is also apt: the zoo of possible objects that
can be formed in few-body interactions is bewildering, and rather little has been
studied yet in this field – for those daring to brave this jungle, many species still
remain to be discovered.
While all these binaries and binary products provide useful diagnostics of binaries
and their interactions, some of them are even directly involved in the physical pro-
cesses of energy generation which drive the expansion of the core after core collapse
(Chapters 27–29). In this sense we are beginning to get a direct look at the central
engines which power the later phases in the evolution of globular clusters.
Here is a final conceit. One may say that star cluster dynamics is like a ballet with
about a million performers, but it is the binary stars which take centre stage. It is in
 Problems 297

their pas de deux that most of the action develops, and it is through their interactions
with other players, in the form of occasional pas de trois and pas de quatre, that
fascinating new patterns (and even new characters) arise.

Problems
(1) A binary evolves at constant angular momentum but decreasing orbital
energy. Deduce that the eccentricity decreases.
(2) A stellar system has n single stars per unit volume, all with radius R.
Assuming that two stars merge if and only if their closest distance is less than
2R, show that the rate of formation of mergers in two-body encounters is
4π Gm Rn 2 1/V , where V is the relative speed of the two stars.
The system also has f n hard binaries per unit volume, all with semi-major
axis a, and all components have radius R. The cross section for binary–single
encounters in which at least two participants come within a distance d is
known to be approximately


0.4
πa 2 3 Gm d
σ  8.5 2
V 2 a a
(Hut & Inagaki 1985). Compute the rate of mergers in binary–single
encounters, and compare with the rate of single–single mergers.
 33

Star Cluster Evolution

It often happens in science that progress is made, not so much by the discovery of new
facts, but by organising known facts in a new way. An illustration from chemistry is the
periodic table, and in astronomy the HR (Hertzsprung–Russell) diagram is a perfect
example. In its modern form this diagram, now called a CM (colour–magnitude)
diagram, is a scatter plot of the luminosity or absolute magnitude of a sample of
stars plotted against their colour (see Fig. 30.2). It is an immensely powerful tool,
so familiar that its power is taken for granted, and it is invaluable for studying the
evolution of stars. In this chapter our aim is to provide something comparable for
star clusters, though our goal is the much more modest one of helping the reader to
grasp in a few pictures the essentials of what has been described in greater detail in
earlier chapters of this book.
The links between many of the dynamical processes we have discussed, and one
or two others, are summarised in Fig. 33.1. Centre stage is mass loss, which occurs
through the agency of several processes. Meanwhile, as the system is losing mass and
heading towards oblivion, various processes are also causing its internal structure to
evolve. Chief among these is two-body relaxation, which causes more massive stars to
segregate inwards, and the core to collapse. Both mechanisms enhance the importance
of interactions between primordial binaries, which eventually bring the collapse to
a halt. Interactions between pairs of stars, and even triples and quadruples, also
affect the kinds of stars we find in clusters, and the way in which they evolve. For
astronomers, one of the interesting consequences is that the mass function changes.
Often it is said that one simply needs sufficient destruction mechanisms (such as
disk shocking) to achieve this. But disk shocking does not care about the mass of

298
 Structural evolution 299

Fig. 33.1. Dynamical processes in the evolution of the million-body problem.

a star, and can only influence the mass function if two-body relaxation has already
segregated stars of different mass.

Structural evolution
Next we shall try to picture how the system evolves under these processes, though
we shall assume that certain of them are dominant. In particular, we imagine the
evolution of a star cluster bathed in the tidal field of a parent galaxy and dominated
by the following dynamical processes. First is the internal evolution of the stars,
which causes them to lose mass; this weakens the potential well of the cluster, which
may lead to much further loss of mass. Next, there is two-body relaxation, which
leads to mass segregation and collapse of the core. Finally, collapse is arrested by
the intervention of primordial binaries; the cluster enters the final phase of its life,
continually shedding mass across the shrinking tidal boundary. Throughout, it is
shaken intermittently by tidal shocks.
 300 33. Star Cluster Evolution

Fig. 33.2. Schematic

evolutionary tracks of
star clusters. See text.

We shall summarise these results in a diagram which reduces the structure of the
cluster to its characteristic radii: the core radius, rc , the half-mass radius, rh , and the
tidal radius, rt . To reduce the problem to one that can be plotted on paper, we take
the ratios rh /rt and rc /rh . The first of these tells us how liable the cluster is to tidal
disruption, and the second states how evolved it is dynamically.

Phase I: stellar evolution

We begin with the early evolution, and assume that the time scale of relaxation is
much longer than the time scale for major mass loss by the internal evolution of the
stars. Provided that the latter is longer than the typical orbital periods of stars in the
cluster, the cluster expands nearly homologously, unless it is already tidally limited.
If it is not tidally limited, it behaves like an isolated cluster: rc /rh remains nearly
constant, but rt decreases a little with the loss of mass, and so rh /rt increases. If the
cluster is tidally limited then the core may expand while the stars are losing mass, but
rh and rt will contract because of the more copious loss of mass across rt ; thus rc /rh
increases while rh /rt changes little. These two possibilities are illustrated in Fig. 33.2
as cases A and B. There is also an intermediate case (C), where the cluster is not
quite tidally limited initially, but becomes so because of the expansion (Engle 1999).
We can place some numbers on this diagram. At the point where a cluster is tidally
limited, the value of rh /rt is roughly 0.4 (Giersz & Heggie 1997). Also, how much
evolution there is depends on the proportions of stars of different mass: if there are
few stars of high mass, there is little evolution, and the cluster expands by as little as
10%. If there are many, the cluster may dissipate altogether. Roughly speaking, the
fraction of mass lost also gives the factor by which a cluster would expand, though
if it starts life nearly tidally limited then the mass loss may well result in the death of
the cluster by tidal dissipation. What this fraction is may be seen in Fig. 11.1, though
 Destruction mechanisms 301

this completely ignores loss of mass by expulsion of gas, which is likely to dominate
the first few million years.

Phase II: dynamical evolution

Eventually (and in quite a short time compared with the ages of globular clusters)
the rate of mass loss caused directly by the evolution of individual stars becomes
negligible. Those clusters that survive now enter a phase of evolution dominated by
tidal stripping, relaxation, mass segregation, and core collapse, which means that
rc /rh decreases. If the cluster already fills its tidal radius, it evolves with little change
in the ratio rh /rt (which can hardly get bigger without the total dissolution of the
cluster) but loses mass relatively copiously. Otherwise, little mass is lost in these
phases, which mainly affect the core, and again rh /rt remains virtually unchanged.
The two clusters shown in Fig. 33.2 now move along the evolutionary paths denoted
by A
and B
. The time scale taken for this stage of the evolution depends on a number
of factors. For a system which starts this stage of the evolution at a point where it is
tidally limited, the relaxation time scale is proportional to the number of stars times
the galactic orbital period at the location of the cluster. For other systems, the relevant
time scale for the evolution of the core is smaller, i.e. the evolution of the core is faster.
As we have mentioned, stars escape as rc /rh drops. If the cluster lasts long enough,
however, and assuming that it was born with a sufficient proportion of primordial
binary stars, these begin to release energy in three- and four-body reactions when
the mass inside the core has shrunk to a certain fraction of the whole, i.e. when
rc /rh is small enough. What happens next depends on whether the cluster is living
comfortably inside its tidal boundary (case A A
), or already tidally limited (case
B B
). In the second case the cluster sheds mass, evolving in a self-similar manner
first described many years ago by Hénon (B

). Otherwise, the release of energy drives
an expansion of the cluster until it joins its tidally bound neighbour. This expansion
is homologous out to the radius rh , and so the evolution in our diagram is horizontal
(A

) until the evolutionary track arrives at B

.
Though these tracks are schematic, more realistic treatments confirm the gross
features. For example, Fig. 33.3 illustrates an N -body simulation on a diagram with
the same axes. One can readily discern stages corresponding to the phases A, A
and
A

in Fig. 33.2, even though this cluster is powered by three-body binaries rather
than primordial binaries. Stage A is quite short.

Destruction mechanisms
Finally, we would like to give a feel for the time scales on which all this action takes
place, with special attention to the lifetime of a stellar system. A cluster is under
 302 33. Star Cluster Evolution

Fig. 33.3. Evolutionary track of an N -body simulation (N = 4096). It starts from a

King model with W0 = 5 whose limiting radius is 0.25 times the tidal radius. The
initial mass function is a power law n(m)dm ∝ m −2 in the range 0.1M < m <
15M . Stellar evolution uses the simple prescription introduced by Chernoff &
Weinberg (1990). Plotting stops when the mass inside the tidal radius is less than
5% of its initial value.

attack both from the outside (tidal disruption, disk shocking, etc.) and from its own
internal diseases (stellar evolution, two-body relaxation). To make matters simpler
(without losing relevance to the old star clusters around us, which must have survived
this phase) we shall ignore destruction on the time scale of stellar evolution, which
must have become ineffective long ago. It is a disease of infancy.
Essentially the task is to estimate the time scales of the main processes which
cause a cluster to lose mass. We ignore tidal overflow in the sense that this is not a
primary cause of loss of mass; it would seem quite possible for a cluster to survive
indefinitely in a tidal field if there were no other mechanism causing loss of mass
(Muzzio et al. 2001). It is true that we have no reason to suppose that clusters are born
in equilibrium with their tidal field, but again any outlying matter will be stripped on
a short time scale.
The first process to consider, and the one on which much emphasis has been
placed in this book, is two-body relaxation. For its time scale we take the half-mass
relaxation time (Eq. (14.13)), i.e.
3/2
0.138Mc1/2rh
tr h  ,
G 1/2 m ln 
where m is the individual stellar mass, and Mc , rh are the mass and half-mass radius
of the cluster, respectively. If we set this equal to the ages of the typical old Galactic
globular star clusters, we obtain a feel for the gross parameters of clusters which
 Destruction mechanisms 303

Fig. 33.4. The survival

of Galactic globular
clusters (from Gnedin &
Ostriker 1997). The masses
of 119 Galactic globular
clusters are plotted against
their half-mass radius.
Different symbols are used
for clusters within different
ranges of galactocentric
distance. The three stated
destruction mechanisms
are thought to control their
distribution. The key on the
top left refers to the assumed
models for the Galactic
potential and the distribution
of the globular clusters.

can survive the destructive effects of this process to the present day. The result (with
some refinements) is a line at the position of the lower left boundary in Fig. 33.4,
which is a plot of cluster mass against half-mass radius.
The next process to consider is disk shocking (Chapter 12; see also Gnedin
et al. 1999). This does different things on different time scales. The overall en-
ergy of the cluster is altered on the time scale given in Eq. (12.9). But the energies
of individual stars are altered on the time scale of shock relaxation, which may, like
ordinary two-body relaxation, lead to escape. Therefore we adopt a time scale of the
form (see Problem 3)
Mc RV
tsr ∼ ,
G 2rh3
where R is the galactocentric distance of the cluster, V is its orbital speed round the
galaxy, and  is the surface density of the galactic disk. Setting this (with a suitable
estimate of the numerical coefficient) equal to the lifetime of the globular clusters
gives lines at the positions of the lower right boundaries in Fig. 33.4. Note that the
time scale depends on location within the galaxy, especially on R: it decreases with
decreasing galactocentric radius, not only because of the explicit factor of R, but also
because  increases as R decreases.
Now we see that the observed clusters in our Galaxy fit rather comfortably into
the pocket between these two constraints. They do not, it is true, explain the absence
of clusters of very high mass. This could well be primordial, i.e. it may be that no
such clusters ever existed. There is, however, another mechanism that might have
depopulated this part of the diagram. We introduced dynamical friction (Chapter 14)
as a process which slows down stars moving through clusters, especially massive
 304 33. Star Cluster Evolution

Fig. 33.5. A dying glo-

bular cluster E3. Image
obtained by use of
NASA’s SkyView facility
(skyview.gsfc.nasa.gov)
located at NASA Goddard
Space Flight Centre.

stars. In the same way it acts on clusters moving through the Galaxy, and acts more
quickly on more massive objects. Estimates show that it would have dragged most
clusters of high mass (above the upper boundary on Fig. 33.4) into the Galactic
Centre. Together with the two processes of disk shocking and two-body relaxation,
this shows that there is a rather well constrained triangle of survival in this diagram,
where almost all of the present-day clusters are found.
The present distribution of cluster masses is well explained by a combination of
these dynamical processes and a suitably chosen initial condition (e.g. a power law).
It resembles a log-normal distribution (i.e. normal in the logarithm of the mass),
and can equally well be approximated by a flat distribution at low masses and a
power law at high masses (see Baumgardt 1998, Vesperini 1998 and references
therein, Fall & Zhang 2001). The radial distribution of clusters is also affected (e.g.
Capuzzo-Dolcetta & Tesseri 1999).
Estimates have been made of the rate at which clusters are dying (Aguilar et al.
1988, Hut & Djorgovski 1992, Murali & Weinberg 1997, Johnston et al. 1999). It is
likely that about half of the present population of the globular clusters in our Galaxy
will perish within the next 1010 years, which is about how long the present population
has lasted. There is nothing surprising in this, any more than in the fact that the age
of most individuals in the human population of the world is comparable with the
span of a human life. The clusters which will expire within the next billion years
are sparse objects. Likely candidates are the clusters E3 (Fig. 33.5) and Palomar 13
(Siegel et al. 2001). Even the names suggest that these are miserable objects, and not
in the same class as the brilliant clusters that made themselves known to Messier.
Almost all of the low-mass stars have left such an object, leaving behind the heavier
populations which escape least easily: binary stars, white dwarfs. Soon, by galactic
standards, nothing will be left.
 Problems 305

Problems
(1) Add the line in Fig. 33.4 corresponding to the tidal boundary condition,
assuming that the rotation curve of the Galaxy is flat, with rotation speed
< 0.4rt . (There is a different line for each Galactic
220 km s−1 , and that rh ∼
radius R.)
(2) Suppose that the relaxation time tr of a cluster is always proportional to the
time until its dissolution (Chapter 29). Suppose the initial distribution of tr is
a power law f (tr ) ∝ tr−α , with α ∼ 2, say. Show that the distribution of log tr
eventually evolves into a form resembling a normal distribution.
(3) For a tidally limited star cluster, show that the shock-heating time scale


(Eq. (12.9)) is of order Mc RV /(G 2 rh3 ).
 Appendix A

A Simple N-Body Integrator

N-body codes used in research run to many thousands of lines and hundreds of subroutines.
The two main collisional codes/packages are

(1) Starlab See www.manybody.org

(2) NBODYx A series of N-body codes of differing sophistication and adapted to
different hardware. See ftp://ftp.ast.cam.ac.uk/pub/sverre/nbody6/

The codes that follow are much more modest. We give both Matlab and C codes, but not
a FORTRAN code (for which see Binney & Tremaine 1987). Both codes may be found at
www.manybody.org/codes.html.

MATLAB
This code is presented mainly because of the integrated graphics capabilities of MATLAB
(Fig. A.1). To run the code, enter ‘nbody(25,100,10)’ in a MATLAB session, assuming that
a file containing the following code is in the MATLAB search path. The input data are the
number of particles, the number of outputs and the end time, respectively.
The first function initialises, runs at intervals of length dt (collecting data in y), and
outputs a final result.

function nbody(n,nout,tmax)
cpu = cputime;dt=tmax/nout;t=0;
[h,x,xdot,f,fdot,step,tlast,m,y] = initialise(n);
nsteps=0;
while t<tmax
[x,xdot,f,fdot,step,tlast,m,t,nsteps] = ...
hermite(x,xdot,f,fdot,step,tlast,m,t,t+dt,nsteps);

306
 Appendix A. A Simple N-Body Integrator 307

Fig. A.1. Screen view after running the MATLAB code.

[y]=runtime_output(h,x,y,t,n);
end
final_output(t,cpu,nsteps,y)

The next function initialises various scalars, and chooses n positions and velocities with a
uniform distribution inside spheres whose radii are chosen to give N-body units approxi-
mately. It then sets masses, and times when particles were most recently updated (i.e. 0,
initially). Forces, force derivatives and initial time steps are selected (cf. Makino & Aarseth
1992). Finally a plot window for showing a movie is initialised.
function [h,x,xdot,f,fdot,step,tlast,m,y] = ...
initialise(n)
y(1)=0;figure(1)
x = uniform(n,6/5);
xdot = uniform(n,sqrt(5/6));
m = ones(1,n)./n;
tlast = zeros(1,n);
for i = 1:n
 308 Appendix A. A Simple N-Body Integrator

[f(1:3,i),fdot(1:3,i)] = ffdot(x,xdot,m,i);
step(i) = 0.01∗ sqrt(sum(f(1:3,i).^2)/sum(fdot(1:3,i).^2));
end
h=plot(x(1,:),x(2,:),'o');
axis([-2 2 -2 2])
axis square
grid off
set(h,'EraseMode','xor','MarkerSize',2)

function [x] = uniform(n,a)

r = a∗ rand(1,n).^(1/3);
cos_theta = 2∗ rand(1,n)-1;
sin_theta = sqrt(1-cos_theta.^2);
phi = 2∗ pi∗ rand(1,n);
x(1,1:n) = r.∗ sin_theta.∗ cos(phi);
x(2,1:n) = r.∗ sin_theta.∗ sin(phi);
x(3,1:n) = r.∗ cos_theta;

Particles are updated in this next function. In the main loop, the next particle for updating is
found (i), positions and velocities of all particles are predicted, and force and force derivative
on i are computed by a call to ffdot (see below). Higher order Hermite corrections
a2 and a3 are computed and the corrections applied. Finally the next time step is estimated
and some variables are updated.

function [x,xdot,f,fdot,step,tlast,m,t,nsteps] = ...

hermite (x, xdot, f, fdot, step, tlast, m, t, tend, nsteps)
n = size(m,2);
while t < tend
[t,i] = min(step + tlast);
dt = t - tlast;
dts = dt.^2;
dtc = dts.∗ dt;
dt3 = dt(ones(1,3),:);
dts3 = dts(ones(1,3),:);
dtc3 = dtc(ones(1,3),:);
xtemp = x + xdot.∗ dt3 + f.∗ dts3/2 + fdot.∗ dtc3/6;
xdottemp = xdot + f.∗ dt3 + fdot.∗ dts3/2;
[fi,fidot] = ffdot(xtemp,xdottemp,m,i);
a2 = (-6∗ (f(1:3,i) - fi) - step(i)∗ (4∗ fdot(1:3,i) + ...
2∗ fidot))/step(i)^2;
a3 = (12∗ (f(1:3,i) - fi) + 6∗ step(i)∗ (fdot(1:3,i) + ...
fidot))/step(i)^3;
x(1:3,i) = xtemp(1:3,i) + step(i)^4∗ a2/24 + ...
step(i)^5∗ a3/120;
xdot(1:3,i) = xdottemp(1:3,i) + step(i)^3∗ a2/6 + ...
step(i)^4∗ a3/24;
f(1:3,i) = fi;
fdot(1:3,i) = fidot;
 Appendix A. A Simple N-Body Integrator 309

modfi = sum(fi.^2);
modfidot = sum(fidot.^2);
moda2 = sum(a2.^2);
moda3 = sum(a3.^2);
step(i) = min(1.2∗ step(i),sqrt(0.02∗ (sqrt(modfi∗ moda2) ...
+ modfidot)/(sqrt(modfidot∗ moda3) + moda2)));
tlast(i) = t;
nsteps = nsteps + 1;
end

function [fi,fidot] = ffdot(x,xdot,m,i)

n = size(m,2);
j = [1:i-1,i+1:n];
rij = x(:,i)∗ ones(1,n-1) - x(:,j);
rijdot = xdot(:,i)∗ ones(1,n-1) - xdot(:,j);
r2 = sum(rij.^2);
rrdot = sum(rij.∗ rijdot);
r3 = r2.^1.5;
r5 = r3.∗ r2;
fi = - rij∗ (m(j)./r3)';
fidot = - rijdot∗ (m(j)./r3)' + 3∗ rij∗ (rrdot.∗ m(j)./r5)';

This customisable function updates the movie and collects data for plotting the rms distance
of all particles against time.
function [y]=runtime_output(h,x,y,t,n)
set(h,'XData',x(1,:),'YData',x(2,:));
drawnow
m = size(y,1);
y(m+1,1) = sqrt(sum(sum(x(:,:).^2)))/n;
y(m+1,2) = t;

function final_output(t,cpu,nsteps,y)
t
tcpu=cputime-cpu
nsteps
figure(2)
plot(y(2:end,2), y(2:end,1),'-')

C
The following code lacks comments, but is structured like the preceding MATLAB code,
so that the comments there should be helpful.
The code may be compiled with gcc1 nbody.c -o nbody -lm, and run with nbody
25 100 10 (say), where the data are the number of stars, the number of outputs and the
end time. It runs about six times faster than the MATLAB code. No movie is produced. To
plot the accumulated data y, gnuplot (www.gnuplot.info/) could be used.

1
We used version 2.95 on a Sun running Solaris 2.7, for example.
310 Appendix A. A Simple N-Body Integrator

#include <stdio.h>
#include <math.h>
#include <stdlib.h>
#include <time.h>
#include <assert.h>
#define NMAX 1024
#define NDIM 3
#define loop(idx,last) for (idx = 0; idx < last ; idx++)
#define min(x, y) (x<y?x:y)
typedef double real;
static int i, j, k;

void uniform(int n, real a, real temp[NMAX][NDIM]) {

real r, cos_theta, sin_theta, phi;
loop(i, n) {
r = a∗ pow(drand48(), 1./3.);
cos_theta = 2.∗ rand()/((real)RAND_MAX+1)-1;
sin_theta = sqrt(1-pow(cos_theta, 2));
phi = 2∗ M_PI∗ rand()/((real)RAND_MAX+1);
temp[i][0] = r∗ sin_theta∗ cos(phi);
temp[i][1] = r∗ sin_theta∗ sin(phi);
temp[i][2] = r∗ cos_theta;
}
}

void ffdot(real x[NMAX][NDIM], real xdot[NMAX] [NDIM],

real m[ ], int i, int n, real fi[ ], real fidot [ ]) {
real rij[NDIM], rijdot[NDIM], r2, r3, r5, rrdot;
loop(k, NDIM) { fi[k] = fidot[k] = 0;}
loop(j, n) {
if (j!=i) {
r2 = rrdot = 0;
loop(k, NDIM) {
rij[k] = x[i][k] - x[j][k];
rijdot[k] = xdot[i][k] - xdot[j][k];
r2 += pow(rij[k],2);
rrdot += rij[k]∗ rijdot[k];
}
r3 = pow(r2,1.5);
r5 = r3∗ r2;
assert(r3!=0&&r5!=0);
loop(k, NDIM) {
fi[k] = fi[k] - m[j]∗ rij[k]/r3;
fidot[k] = fidot[k] - m[j]∗ (rijdot[k]/r3 -
3∗ rrdot∗ rij[k]/r5);
}
}
}
}
 Appendix A. A Simple N-Body Integrator 311

int hermite(real x[NMAX][NDIM], real xdot[NMAX][NDIM],

real f[NMAX][NDIM], real fdot[NMAX][NDIM],
real step[ ], real tlast[ ], real m[ ], real ∗ t,
real tend, int n)
{
real xtemp[NMAX][NDIM], xdottemp[NMAX][NDIM], fi[NDIM],
fidot [NDIM];
real a2[NDIM], a3[NDIM], modfi, modfidot, moda2, moda3;
real tmin, dt, dts, dtc, dnmtr, temp;
int imin, nsteps;
assert(n<=NMAX);
nsteps=0;
do {
tmin = pow(10, 6);
imin = 0;
loop(i, n) {
if (step[i] + tlast[i] < tmin) {
tmin = step[i] + tlast [i];
imin = i;
}
}
assert(imin>=0);
∗
t = tmin;
i = imin;
loop(j, n) {
dt = ∗ t - tlast[j];
dts = pow(dt, 2);
dtc = dts∗ dt;
loop(k, NDIM) {
xtemp[j][k] = x[j][k] + xdot[j][k]∗ dt + f[j][k]∗ dts/2
+ fdot[j][k]∗ dtc/6;
xdottemp[j][k] = xdot[j][k] + f[j][k]∗ dt +
fdot[j][k]∗ dts/2;
}
}
ffdot(xtemp,xdottemp,m,i,n,fi,fidot);
modfi = modfidot = moda2 = moda3 = 0;
assert(step[i]!=0);
loop(k, NDIM) {
a2[k] = (-6∗ (f[i][k] - fi[k]) - step[i]∗ (4∗ fdot[i][k]
+ 2∗ fidot[k]))/pow(step[i],2);
a3[k] = (12∗ (f[i][k] - fi[k]) + 6∗ step[i]∗ (fdot[i][k]
+ fidot[k]))/pow(step[i],3);
x[i][k] = xtemp[i][k] + pow(step[i],4)∗ a2[k]/24
+ pow(step[i],5)∗ a3[k]/120;
xdot[i][k] = xdottemp[i][k] + pow(step[i],3)∗ a2[k]/6
+ pow(step[i],4)∗ a3[k]/24;
f[i][k] = fi[k];
312 Appendix A. A Simple N-Body Integrator

fdot[i][k] = fidot[k];
modfi += pow(fi[k],2);
modfidot += pow(fidot[k],2);
moda2 += pow(a2[k],2);
moda3 += pow(a3[k],2);
}
dnmtr = moda2 + sqrt(modfidot∗ moda3);
assert(dnmtr!=0);
temp = sqrt(0.02∗ (sqrt(modfi∗ moda2) + modfidot)/dnmtr);
step[i] = min(1.2∗ step[i], temp);
tlast[i] = ∗ t;
nsteps++;
}
while(∗ t<tend);
return nsteps;
}

void initialise(int n, real x[NMAX][NDIM],

real xdot[NMAX][NDIM], real f[NMAX][NDIM],
real fdot[NMAX][NDIM], real step[NMAX],
real tlast[NMAX], real m[ ]) {
real fi[NDIM],fidot[NDIM], radius, fmod, fdotmod;
radius = 6./5.;
uniform(n,radius,x);
radius = sqrt(5./6.);
uniform(n,radius,xdot);
loop(i, n) { m[i] = 1./(real)n;}
loop(i, n) {
tlast[i] = 0;
ffdot(x,xdot,m,i,n,fi,fidot);
loop(k, NDIM) {
f[i][k] = fi[k];
fdot[i][k] = fidot[k];
}
fmod = fdotmod = 0;
loop(k, NDIM) {
fmod += pow(fi[k],2);
fdotmod += pow(fidot[k],2);
}
step[i] = 0.01∗ sqrt(fmod/fdotmod);
}
}

void runtime_output(real x[NMAX][NDIM], real t,

long int n){
real ss=0;
loop (i,n) ss += x[i][0]∗ x[i][0] + x[i][1]∗ x[i][1] +
x[i][2]∗ x[i][2];
 Problems 313

printf("%lf %lf\n",t,sqrt(ss));
}

void final_output(real t, long int cpu, long int nsteps,

long int noutp){
printf("\n#%lf, %ld, %ld\n",
time, (clock()-cpu)/CLOCKS_PER_SEC, nsteps);
}

void main(int argc, char ∗∗ argv) {

real x[NMAX][NDIM], xdot[NMAX][NDIM], f[NMAX][NDIM],
fdot[NMAX][NDIM];
real step[NMAX], tlast[NMAX], m[NMAX], t, dt;
long int j, i, n, nsteps, noutp, cpu;
cpu = clock();
printf("%ld\n",cpu);
srand(cpu);
assert(argc==4);
n = atoi(argv[1]);
noutp = atoi(argv[2]);
dt = atof(argv[3])/(real)noutp;
t = 0;
initialise(n, x, xdot, f, fdot, step, tlast, m);
nsteps=0;
loop(j, noutp) {
nsteps += hermite(x, xdot, f, fdot, step, tlast, m, &t,
t+dt, n);
runtime_output(x,t,n);
}
final_output(t,cpu,nsteps,noutp);
}

Problems
(1) Given acceleration a and its derivative at the beginning and end (subscripts 0 and 1,
respectively) of a time step of length h, obtain the approximate formulae
−6(a0 − a1 ) − h(4ȧ 0 + 2ȧ 1 )
a0(2) =
h2
12(a0 − a1 ) + 6h(ȧ 0 + ȧ 1 )
a0(3) =
h3
for the second and third derivatives at the start of the time step. The Hermite
integrator first takes the step using terms in a Taylor series up to ȧ0 , i.e.
1 1
x1 = x0 + hv0 + h 2 a0 + h 3 ȧ 0
2 6
1
v1 = v0 + ha0 + h 2 ȧ 0 ,
2
 314 Appendix A. A Simple N-Body Integrator

computes a1 and ȧ 1 , and then adds the terms in a0(2) and a0(3) , i.e.
1 4 (2) 1 5 (3)
x1 = x1 + h a0 + h a0
24 120
1 1
v1 = v1 + h 3 a0(2) + h 4 a0(3) .
6 24
(2) Convert the code in Binney & Tremaine 1987 to the Hermite integrator.
(3) Modify the initial conditions of either N-body code to integrate the three-body
problem with masses m i = 1 and the following initial conditions:

r1 = (−0.970 004 36, 0.243 087 53, 0) = −r2 ,

v1 = (−0.466 203 68, −0.432 365 73, 0) = v2 ,
r3 = 0, v3 = −2v1
(cf. Fig. 20.7, top left panel).
(4) At present the output routines use data corresponding to the last update time.
Modify so that it uses extrapolated data (as in the Hermite function/routine).
(5) Perform the same kind of N-body calculation as the simple MATLAB and C codes
(with the same initial conditions) using Starlab.
 Appendix B

Hints to Solution of Problems

Chapter 1
(1) See Box 7.2.
(2) v 2 = G M/rt , of course. For N -body units one could convert from c to rt using
Fig. 8.3.
(3) At distance d the area within a line of sight of solid angle 1 arcsec2 is (π d/648 000)2 .

Chapter 2
(1) See Chapter 3.
(2) For the radius of a stellar system, see Eq. (9.2), and footnote 3.
(3) Choose an arbitrary centre O, and apply Newton’s Theorems to shells with
centre O.
(4) r̈ = −(4π/3)Gρr , which is linear in r , and so collapse is homologous. Solve the
equation of motion at the edge of the sphere (r = a) using formulae of Box 7.2, in
the case e = 1. Fig. 2.1: π(6/5)3/2 .

Chapter 3
(1) Delete all code generating output, and run to (say) t = 1. Repeat each run at least
once to assess variance. Change N by factor 2.
(2) Such a code will use the same time step for all masses (‘lockstep’).
(3) Even the circular two-body problem in the plane for one period with minimal output
will be illuminating. Maple performs many checks on the validity of each
arithmetic operation.

315
 316 Appendix B. Hints to Solution of Problems

Chapter 4
(1) The collision set has codimension 3, each orbit is one-dimensional. For example, in
the two-body problem the condition is (r1 − r2 ) ∧ (v1 − v2 ) = 0.
(2) First part: x = (9t 2 /2)1/3 , y = 0; parabola; straight line.
√
(3) c = 0, ± 3.

Chapter 5
(2) For n ≥ 3, circular motion is unstable (even without friction). For n = 1 the speed
in circular motion is independent of the radius of the circle (isothermal case, cf.
Chapter 8), and for n < 1 the speed decreases with decreasing radius.

Chapter 6
(1) In plane polars in the plane of motion the equations of motion are r̈ − r θ̇ 2 =
−∂φ/∂r , r θ̈ + 2ṙ θ̇ = 0, while vr = ṙ and vt = |r θ̇|.
√
(2) N (E) = 2(π G M)3 f (E)/|E|5/2 for E < 0.
(3) (a)
√ √
3x + 17x 2 + 22x 3 + 8x 4 + 3 −x(1 + x) arcsin −x
x √ √
−3x − x 2 + 10x 3 + 8x 4 − 3 −x(1 + x) arcsin −x
(b) −x. It is a good idea to check continuity at x = 0 and −1.
(4) Actually the variance of the 1/r 2 force is infinite, so suppose there is a
short-distance cutoff independent of N . The collapse time scale varies with force F
√
as R/F.

Chapter 7
(1) Eq. (7.4) is true for a circular orbit of radius a around a mass M in spherical
symmetry. For both Keplerian and simple harmonic motions the period is
independent of eccentricity.
(2) The approximate differential equation for y is linear.
(3) This exercise is more challenging than useful. Anyway, from pericentre (r0 ) to
apocentre (r1 ) we have


ṙ = 2(E − φ) − J 2 /r 2 ,
r 2 θ˙ = J.

Hence the change in polar angle is

 r1  
J dr J

= arccos √
r0 r 2 2(E − φ) − J 2 /r 2 r1 2(E − φ0 )
 r1  
dr 1 1
+J
−
,
r0 r
2
2(E − φ) − J 2 /r 2 2(E − φ0 ) − J 2 /r 2
where φ0 = φ(r0 ). To deal with the last integral, plot the integrand for some model
 Appendix B. Hints to Solution of Problems 317

potential (e.g. Plummer, Table 8.1) to convince yourself that the limit as J → 0
(and r0 → 0) poses no problems.
(4) For a given orbit, construct a Keplerian potential φ K = A − B/r which agrees with
φ at rmin and rmax . Prove that φ K > φ for rmin < r < rmax using the fact that M(r ) is
non-decreasing, and then apply the formula in the previous hint. For the other result,
fit a harmonic potential.
GM
(5) Use Eq. (7.10) and the transformation r = b sinh θ, where cosh θ = − +
 2bE
J2
+ (1 + G M/2bE)2 sin φ.
2b2 E √
(6) Answer: π (−J + G M/ −2E). The pedestrian way is to use a trigonometric
substitution
 π/2 for 1/r and then integrate by parts, leaving an integral of the form
−π/2
dθ/(a + b sin θ). The smart way is to read Goldstein (1980). (a) Ir remains
close to 0, and so the orbit remains nearly circular. Use Ė = ∂φ/∂t. (b) The orbit is
Keplerian and starts at an apse (ṙ = 0) with a specific velocity.
(7) If so, the centre of the circle must be the midpoint of the values of ṙ at peri- and
apocentre.

Chapter 8
(1) Answer: 1/(4π G j 2 r 2 ), r/(G j 2 ), 1/(4G j 2 d) on a line of sight passing at distance d
from the centre.
(2) v̈ + v̇ + 2(exp(v) − 1) = 0, which is the equation of motion of a damped oscillator
with equilibrium at v = 0. (We learned this argument from Donald Lynden-Bell.)
Linearised equation: v̈ + v̇ + 2v = 0. √
(3) 1d: find ‘energy’ integral for u + exp(u) = 0. Answer: −2 ln cosh(z/ 2). 2d:
transform to v(t) as in Problem 2, and then proceed as in 1d. Answer:
−2 ln(1 + z 2 /8). See Ostriker (1964).
(4) In general in spherical symmetry one has φ φ(0) + 2π Gρ(0)r 2 /3.
∞ √
(5) ρ = 4π 0 f v 2 dv. After differentiation, multiply by 1/ 2(φ − E ) and integrate
(with respect to φ) from E to ∞. Reverse the order of integration in the right side,
and use the transformation φ = E cos2 θ + E sin2 θ . Finally, differentiate with
respect to E .
(6) Eq. (8.8) is approximately f = 2 j 2 f 0 (E 0 − E) if E < E 0 . Then use the first result
of Problem 5 to show that

ρ = C(φe − φ)5/2 , (B.1)

where
 C is a constant and e denotes
 the edge. Next, the potential energy is W =
2π ρφr 2 dr = Mφe /2 − 2π ρ(φe − φ)r 2 dr . Use Eq. (B.1), integrate  by parts,
and use (B.1) again, which gives an integral proportional to W = − G Md M/r .
There is a similar result for any finite polytrope (cf. Eddington 1926b, Sec. 60).
(7) Integrals are performed easily enough in spherical polar coordinates with the
corresponding velocity components vr , vθ and vφ . Answer:
221/2 G 1/2 M 3/2 a 1/2 /4851.
(8) Use radial and transverse velocity components vr , vt for all the integrals.
 318 Appendix B. Hints to Solution of Problems

Chapter 9
 
(1) T = 6π pr 2 dr . Integrate by parts, and use W = −G M(r )d M(r )/r .
(2) i j =i m i m j ri · (ri − r j )/|ri − r j | =
3
j i = j m i m j r j · (r j − ri )/|r j − ri | =
3

j =i m i m j (ri − r j ) · (ri − r j )/|ri − r j | .

3
(1/2) i
(4) Answers in Table 8.1.
(5) (a)
 
∂f ∂
m(v − v)2 d 3 v = f m(v − v)2 d 3 v
∂t ∂t

+2 f m(v − v) · v̇d 3 v
∂
= 3ρσ 2 + 0.
∂t
Similarly, the second term gives
∇ · (ρ(v − v)(v − v)2  + 3ρσ 2 v) + 2ρσ 2 ∇ · v
and the last term gives nothing.
(6) L ∼ Mσ 2 /tr ∼ r 2 k∂σ 2 /∂r .
(7) See Lightman & Shapiro (1977).

Chapter 10
(1) f is periodic in J with period 2π/t. t > π/(2 δ J ) is sufficient.

(2) C( f )dτ is invariant, by Liouville’s Theorem.
(3) J˙ = {sin(φ + 2t) + sin φ } before averaging. The fact that the width is
√
proportional to is fundamental to the understanding of resonance.

Chapter 11
(1) For a power law with extreme masses m min and m max , M is proportional to
max − m min if α = 2. The quoted approximation to the Miller–Scalo mass
2−α
m 2−α
function (see caption to Fig. 11.1) implies that the fraction of stars with mass less
than m is F, where
0.19F
m= .
(1 − F)0.75 + 0.032(1 − F)0.25
Show that Ṁ = m ṁd F/dm, where the right side is evaluated at the turnoff mass.
(2) Set c2 = Gm 0 a, r a in the right side of the equation of motion.
(∂ E/∂t)s
(3) (∂s/∂t) E = − .
(∂ E/∂s)t
(5) f constant, and so ρ ∝ (−φ)3/2 . Cf. Box 8.1.

Chapter 12
√
(1) In Eq. (12.5) ω ∼ κ ∼ GρG (cf. Eq. (7.5)).
(3) Consider the acceleration (due to the Sun) on (i) the sea on the sunlit surface,
(ii) the solid Earth, (iii) the sea on the unlit surface.
 Appendix B. Hints to Solution of Problems 319

(4) Replace t in the trigonometric terms by t − t0 . Then ẋ = −a1 κ sin[κ(t − t0 )] if ȧ 0 +

ȧ 1 cos[κ(t − t0 )] + κa1 t˙0 sin[κ(t − t0 )] = 0. Three more conditions come from the
corresponding treatment of y and the first two equations of motion (12.1). The
averaging has to be done numerically. See Ross et al. (1997).
(5) See Fukushige & Heggie (2000).

Chapter 13
(1) See any dynamics book (e.g. Goldstein 1980) for the transformation to rotating
coordinates.
(2) Nearest neighbour distance is of order n −1/3 .
(3) (i) Rather than looking up general formulae for geodesics in arbitrary metrics, it is
quicker to derive the equation with bare hands, starting from the Euler–Lagrange
equation. One obtains
1 ∂V
f xi =− ,
2 f ∂xi


where f = (E − V )/(x i x i ) and = d/ds. (ii) The space is conformally flat, and
the expressions for Christoffel symbols and the Ricci tensor take fairly simple
forms. See Synge (1964), though he considers only the case of a four-dimensional
space–time. For the last part consider the two-dimensional two-body problem.
(iii) The induced metric is (ρ 2 + z 2 )dr 2 + ρ 2 dθ 2 . A global solution seems not to
be possible if E < 0.

Chapter 14
(1) In suitably rotated coordinates the orbit is given by Eq. (7.8), Box 7.2. The first
formula for ρ/ρ
0 is given by Bisnovatyi-Kogan et al. (1979). Eventually it reduces
to p 2 /(r sin θ r 2 sin2 θ + 4ra(1 − cos θ)).
(2) A reassuring intermediate result is

1 (p̂ · v1 )2
(δ E 1 )2 = 4G 2 m 2 f (v2 )d p̂d pd 3 v2 ,
t pV
where the integration with respect to p̂ is round a circle orthogonal to V = v1 − v2 .
To perform the integration with respect to v2 use spherical polar coordinates with
polar axis along v1 , and the generating function of Legendre polynomials.
(3) Dimensional analysis.
(4) The intermediate result is
1 G 2 m 2 n 2 σ 2 ln 
(δ E 1 )2 = 8π
t v
  1    
2 v1 v12 v1
× − exp − 2 + erf √ .
π σ 2σ 2σ

Your final coefficient should be the same as the one in Eq. (14.12).
 320 Appendix B. Hints to Solution of Problems

(5) Strictly the coefficient should be 0.139.

(8) To exploit the assumption of constant total energy, use the virial theorem and the
approximation for the potential energy in Problem 5.

Chapter 15
(1) Simple algebra, using the quaternion commutation relations i 2 = j 2 = k 2 = −1,
i j = − ji = k, jk = −k j = i and ki = −ik = j.
(2) As (1).
(3) (ii) Write down the condition that λ + (1 − λ)q is imaginary.
(4) Some relabelling and further transformation of variables is needed.
(5) See Box 21.1, and Chenciner & Montgomery (2000).

Chapter 16
(1) The integral with respect to E 1 can be performed with the substitution
E 1 = (φ − E 2 ) sin2 θ, and the integral with respect to E 2 similarly.
The integration over r gives a Beta function. The exact result is
237/2 (3/4) GM
Ṅ = − . See Hénon (1960).
3 × 5 × 7 × 11 × 13 × 17(1/4) πa 3
2 2

(2) Relaxation is dominated by passage through the core, at intervals ∝ r
3/2

(Kepler’s Third Law). Treating the effect as a random walk, δ E(t) ∝ t/r 3/2 .
Finally, E ∝ 1/r . See Lightman & Shapiro (1978, §V.A.2), and also Spitzer
(1987, pp. 89ff ).
(3) T = Mv 2 /2, W = 2 mφ, ve2 = −2φ. Answer: 0.0074.
(4) If |m 2 φc | is big enough, then f 1 and f 2 are nearly of Maxwell–Boltzmann form
almost everywhere.

Chapter 17
1 (3x − 2)W (x)
(1) The temperature is T = − . The heat capacity changes sign
6N k x −1
where dT /d E = 0 (cf. Binney & Tremaine 1987).
(3) In 3d the virial theorem gives T = −E, and so loss of energy increases temperature.
What happens in 2d? In using the analytic solution assume that the potential
vanishes at the edge radius re . Then the work done
 (per unit length) in constructing
re
the model from material at this radius is W = 2G M(r ) ln(r/re )d M. Then
G Mm z2 0
plot = against
kT 4(1 + z 2 /8)
 
E (1 + z 2 /8)2 z2
= −32 ln(1 + z 2 /8) + 8
G M2 z4 1 + z 2 /8
and look for a vertical tangent.
 Appendix B. Hints to Solution of Problems 321

Chapter 18
(1) By Eq. (14.20), s(E) ∝ (E − φ(0))3 at energies E just above the central potential
φ(0).
(2) (a) See Chapter 16 on mass segregation.
(b) The density of black holes varies as rs−3 , where rs is the core radius of the stars,
while the density of stars varies as rs−α (Eq. (18.1)).
(c) Eq. (14.12). See Kulkarni et al. (1993) and Sigurdsson & Hernquist (1993) for
more detailed treatments.
(3) Use results of Chapter 13 and Problem 14.5, or see Hut (1997).

Chapter 19
(1) Apply time reversal to the required encounter: in that case a binary, consisting of
stars of mass M, is destroyed by a grain of sand of mass m. To see how this can be
done, consider a binary of high eccentricity, and let the two stars be at apocentre,
their separation being r . Their relative velocity may be made as small as we please,
by suitable adjustment of the orbital parameters. The sand grain approaches one star
with speed V , and the maximum speed which it can impart to the star is of order
mV /M. By choice of V this may exceed the escape speed from the other star, and
indeed may be made as large as we please. Now reverse the velocities at the end of
the encounter.
(2) N mv 2 /2 = −E.
(3) The joint distribution of the two stars is n 2 (2π kT /m)−3 exp(−m(v12 + v22 )/(2kT )).
Convert to relative and barycentric coordinates and velocities (cf. Eq. (19.1)), add a
factor δ(mv 2 /4 − Gm 2 /r − ε) (cf. Eq. (19.2)) and integrate over all variables
except the position of the barycentre. A factor of 1/2 is needed in order not to count
pairs twice.
(4) See Hut (1985). A classical calculation is given by Jeans (1929).

Chapter 20
(1) Kepler’s Third Law (cf. Petrosky 1986, who calls the resulting map the ‘Kepler’
map). Area-preservation: compute the Jacobian. If = −0.1 and t0 = 0, there is
interesting structure near E 0 = 0.1, 0.24, 0.2344 and 0.234 15. (The number of
decimal places indicates the care with which you have to look.) These structures are
easier to see if the log of the escape time is plotted against E 0 .
(2) Drop a particle parabolically into a Sitnikov machine, and imagine finding a value
for the initial phase at which the particle escapes hyperbolically after a number of
interactions. Now vary the initial phase.
(3) Adjust the phase of each visit to the binary so that the particle more and more nearly
escapes parabolically each time. One gets an impression of what is needed from the
case z(0) = 0, ż(0) = 2.819 89 to t 1000, if the binary has e = 0.6, P = 2π and
a = 1.
(4) The equation u + (1/3)u − (2/9)u + 2u(u 2 + 34/3 /4)−3/2 = 0, where u is the
scaled z, has equilibria at u = 0 and u = ±37/6 /2. As the energy decreases the
 322 Appendix B. Hints to Solution of Problems

oscillator either escapes or is trapped. In the latter case the amplitude of the z
motion increases without limit in general.

Chapter 21
 a
G2m3n dp
(1) ε̇ ∼ , using notation of Eq. (14.3) and Eq. (19.5).
V Gm/V 2 p
(3) Compute Ṅ b R 3 tr .
(4) See Hut (1989).
(5) h · ḣ = µh · r × f, where µ is the reduced mass of the binary. Use Eq. (21.9), and
estimate the average over binary motion (though this is zero if the binary is
circular). Hence δh ∼ Gm 3 µa 2 T /R 3p , where T is the time scale of the encounter.
(6) If t = i(t0 + s) along the cut, where t0 = R p /V , the exact result is
2n ∞ exp(−n[t0 + s])ds
I = 3
.
V 0 (t0 + s) 2t0 s + s 2
(7) The linearised equations are
4 1 1
(−t)2 δ ẍ − (−t)δ ẋ = δx + δy
3 2 6
4 1 1
(−t)2 δ ÿ − (−t)δ ẏ = δx + δy.
3 6 2

Chapter 22
(1) Seek solutions ∝ λn . Consider |λ|.
(2) See Hut (1983b).

Chapter 23
(1) Use Eq. (21.4), and an argument in the discussion of hard binaries in Chapter 19.
For the last part see Goodman & Hut (1993) or Retterer (1980).
(2) Other results of such experiments are described by Giersz & Heggie (1994b).
(3) See Kulkarni et al. (1993) and Sigurdsson & Hernquist (1993).

Chapter 24
(1) To help as much as possible, take conditions in the disk: ρ ∼ 0.1M pc−3 , σ ∼
40 km/s, total mass ∼ 6 × 1010 M (adapted from Binney & Tremaine 1987)
and m ∼ 1M .
(2) The number of AU in a parsec is the same as the number of arc seconds in a radian.
(3) See Klessen & Kroupa (2001) and references therein.

Chapter 25
(1) The relative motion of the Moon and Earth is governed by the difference in their
acceleration.
(2) Put ei (0) = 0 in Eqs. (25.8) and (25.9), which imply cos2 i = cos2 i(0)/(1 − ei2 ) and
e2 (2 − 5 sin2 i sin2 ω) = 0. Hence e = 0 unless sin2 i ≥ 2/5.
 Appendix B. Hints to Solution of Problems 323

 2π
1
(3) z = (a[cos E − e] sin ω + b sin E cos ω) sin i;  f (E) = f (E) ×
2π
(1 − e cos E)d E. 0

Chapter 26
(2) In the second case, one component of the wider binary must interact closely with
the harder pair.
(3) In the input string, M is the projectile mass, v is the initial relative velocity of the two
binaries, and a and e refer to the projectile (p) and target (t), respectively. The
output shows how the particles are grouped, along with position and velocity
components, masses and energy control.

Chapter 27
(1) Use Eq. (27.3) to obtain the estimate of Ṁ. See Problem 8.1, for the mass–radius
relation in an isothermal cluster.
(2) Unless ρ and σ decrease very slowly with increasing r , the fourth equation shows
that L → 0 as r → ∞, which is inconsistent with the third equation. Relaxation is
too slow in the outer halo of a cluster to remove all the energy generated.

Chapter 28
(1) Use the fact that tr h ∝ (Nrh3 )1/2 (Eq. 14.13). Neglecting variation of the Coulomb
logarithm, the unreduced result is approximately
 k
t 10.8 N (0)
+ 18,
tr h (0) 0.12k 2
where k = 3/0.24 − 1/2.
(2) Good values are c = (a) 10−3 , (b) 10−5 , (c) 10−7 and (d) 10−8 .
(3) The expansion of the cluster requires energy generation at a rate of order N mσ 2 /tr h .

Chapter 29
(1) Use Eq. (8.9). Equate the estimate to the heat flux at rh , and use a virial estimate of
σc , assuming the cluster is nearly isothermal inside rh .
(2) For the first step use an estimate like Eq. (12.8), and virial estimates.
(3) If the initial total mass is large enough, rh begins by decreasing with M.

Chapter 30
(1) The energy of the binary is − G M2 /(4R ).

Chapter 31
(1) Reinterpret Eqs. (21.1) and (21.4).
Gmδm 1 m2 2
(2) = V .
R 2 2m
 324 Appendix B. Hints to Solution of Problems

(4) Suppose the constant in Eq. (12.6) is −G M/a, and develop a simple approximation
to r − a. Put κ 2 ωz2 ω2 V 2 /R 2 4Gm/R 3 . The quadrupole field of lumps
δm is of order Gδmr 2 /R 3 . For a detailed analysis of equilibrium tides see Eggleton
et al. (1998).

Chapter 32
(1) See Box 7.2.
(2) Integrating Eq. (31.1) over all stars counts each collision twice.

Chapter 33
(1) For a flat rotation curve φ ∝ ln r , whence κ can be calculated for insertion into Eq.
(12.5).
(2) Show that tr (t) = tr (0) − kt, where k is a constant.

Appendix A
(1) Use a1 = a0 + h ȧ 0 + h 2 a0(2) /2 + h 3 a0(3) /6 and a similar expression for ȧ 1 .
(5) The command
mksphere -n 25|flathermite -D 0.1 -t 1|xstarplot
almost does this, but initial velocities are uniform in a cube instead of in a sphere.
 References

Aarseth S.J. (1985). Direct methods for Aarseth S.J., Lin D.N.C., Papaloizou
N -body simulations, in Multiple Time J.C.B. (1988). On the collapse and violent
Scales, eds. Brackbill J.U. & Cohen B.I. relaxation of protoglobular clusters, ApJ
(Academic Press, New York). 324, 288–310.
Aarseth S.J. (1999). From NBODY1 to Abraham R., Marsden J.E. (1978).
NBODY6: the growth of an industry, Foundations of Mechanics, 2nd ed.
PASP 111, 1333. (Benjamin /Cummings, Reading).
Aarseth S.J., Lecar M. (1975). Computer Agekyan T.A., Anosova Z.P., Orlov V.V.
simulations of stellar systems, ARA&A (1983). Decay time of triple systems,
13, 1. Astrophysics 19, 66.
Aarseth S.J., Mardling R.A. (2001). The Aguilar L., Hut P., Ostriker J.P. (1988).
formation and evolution of multiple star On the evolution of globular cluster
systems, in Evolution of Binary and systems. I – Present characteristics and
Multiple Star Systems; A Meeting in rate of destruction in our Galaxy, ApJ 335,
Celebration of Peter Eggleton’s 60th 720.
Birthday, eds. Podsiadlowski P., Rappaport Ahmad A., Cohen L. (1973). A numerical
S., King A.R., D’Antona F., Burder L., integration scheme for the N-body
ASP Conf. Ser. 229 (ASP, San gravitational problem, J. Comp. Phys.
Francisco). 12, 389.
Aarseth S.J., Zare K. (1974). A Airy G.B. (1884). Gravitation: An
regularization of the three-body problem, Elementary Explanation of the Principal
Celes. Mech. 10, 185. Perturbations in the Solar System
Aarseth S.J., Hénon M., Wielen R. (1974). (Macmillan, London).
A comparison of numerical methods for Alekseev V.M. (1981). Final motions in the
the study of star cluster dynamics, A&A three-body problem and symbolic
37, 183. dynamics, Russ. Math. Surv. 36, 181.

325
 326 References

Allen F.S., Heggie D.C. (1992). A model Ashman K.M., Zepf S.E. (1998). Globular
gravothermal oscillator, MNRAS 257, Cluster Systems (Cambridge University
245–56. Press, Cambridge).
Ambartsumian V.A. (1938). On the Bahcall J.N., Wolf R.A. (1976). Star
dynamics of open clusters, Uch. Zap. distribution around a massive black hole in
LGU 22, 19; transl. in Dynamics of a globular cluster, ApJ 209, 214.
Star Clusters, eds. Goodman J., Bahcall J.N., Hut P., Tremaine S. (1985).
Hut P. (D. Reidel, Dordrecht). Maximum mass of objects that constitute
Antonov V.A. (1962). Most probable phase unseen disk material, ApJ 290, 15.
distribution in spherical star systems and Bailey M.E., Chambers J.E., Hahn G.
conditions for its existence, Vest. (1992). Origin of sungrazers – a frequent
Leningrad Univ. 7, 135; transl. in Dynamics cometary end-state, A&A 257, 315.
of Star Clusters, eds. Goodman J., Hut P. Bailey V.C., Davies M.B. (1999). Red giant
(D. Reidel, Dordrecht). collisions in the Galactic Centre, MNRAS
Antonov V.A. (1973). On the instability of 308, 257.
stationary spherical models with purely Bailyn C.D. (1996). X-ray binaries in
radial motion, in The Dynamics of Galaxies globular clusters, in The Origins,
and Star Clusters, ed. Omarov T.B. (Nauka Evolutions, and Destinies of Binary Stars in
Kazakh SSR, Alma Ata); transl. in Clusters, eds. Milone E.F. and Mermilliod
Structure and Dynamics of Elliptical J.-C. (ASP Conf. Ser. 90, San Francisco).
Galaxies, ed. de Zeeuw P.T. IAU Symp.
Barnes J.E. (1985). Dynamical instabilities
127 (Reidel, Dordrecht).
in spherical stellar systems, in Dynamics of
Applegate J.H., Douglas M.R., Gürsel Y., Star Clusters (IAU Symp. 113), eds.
Hunter P., Seitz C.L., Sussman G.J. (1985). Goodman J., Hut P. (Reidel, Dordrecht).
A digital orrery, IEEE Trans. Comp.
Barnes J.E., Hut P. (1986). A hierarchical
C-34, 822.
O(N log N ) force-calculation algorithm,
Arabadjis J.S., Richstone D.O. (1998). The Nature 324, 446.
dynamical evolution of dense rotating Barnes J., Goodman J., Hut P. (1986).
systems: paper I. Two-body relaxation Dynamical instabilities of spherical stellar
effects, astro-ph /9810192. systems. I. Numerical experiments for
Arnold V.I. (1978a). Mathematical generalized polytropes, ApJ 300, 112.
Methods of Classical Mechanics Barrow-Green J. (1996). Poincaré and the
(Springer-Verlag, New York). Three-Body Problem (American and
Arnold V.I. (1978b). Ordinary Differential London Mathematical Societies,
Equations (MIT Press, Cambridge). Providence and London).
Arnold V.I. (1983) Geometrical Methods Baumgardt H. (1998). The initial
in the Theory of Ordinary Differential distribution and evolution of globular
Equations (Springer, Berlin). cluster systems, A&A 330, 480.
Arnold V.I., Kozlov V.V., Neishtadt A.I. Baumgardt H. (2001). Scaling of N -body
(1997). Mathematical Aspects of Classical calculations, MNRAS 325, 1323.
and Celestial Mechanics, 2nd edition Becker L. (1920). On capture orbits,
(Springer-Verlag, Berlin). MNRAS 80, 590.
 References 327

Bettwieser E., Sugimoto D. (1984). Chandrasekhar S. (1942). Principles of

Post-collapse evolution and gravothermal Stellar Dynamics (University of Chicago
oscillation of globular clusters, MNRAS Press, Chicago) pp. 55ff.
208, 493. Chavanis P.-H. (2002). Gravitational
Binney J., Tremaine S. (1987). Galactic instability of finite isothermal spheres,
Dynamics (Princeton University Press, A&A 381, 340.
Princeton). Chavanis P.-H., Rosier C., Sire C. (2001).
Bisnovatyi-Kogan G.S., Kazhdan Ya.M., Thermodynamics of self-gravitating
Klypin A.A., Lutskii A.E., Shakura N.I. systems, cond-mat /0107345.
(1979). Accretion onto a rapidly moving
Chenciner A., Montgomery R. (2000). A
gravitational center, Sov. Astron. 23, 201.
remarkable periodic solution of the
Boyd P.T., McMillan S.L.W. (1992). three-body problem in the case of equal
Initial-value space structure in irregular masses, Ann. Math. 152, 881.
gravitational scattering, Phys. Rev. A46,
Chernin A.D., Valtonen M.J. (1998).
6277.
Intermittent chaos in three-body dynamics,
Breeden J.L., Cohn H.N. (1995). Chaos in
N. Astron. Rev. 42, 41.
core oscillations of globular clusters,
ApJ 448, 672. Chernoff D.F., Shapiro S.L. (1987).
Globular cluster evolution in the Galaxy – a
Breeden J.L., Cohn H.N., Hut P. (1994).
global view, ApJ 322, 113.
The onset of gravothermal oscillations
in globular cluster evolution, ApJ 421, Chernoff, D.F., Weinberg, M.D. (1990).
195. Evolution of globular clusters in the galaxy,
ApJ 351, 121.
Burdet C.A. (1967). Regularization of the
two body problem, ZAMP 18, 434. Cipriani P., Pettini M. (2001). Strong chaos
in N -body problem and microcanonical
Burrau C. (1913). Numerische Berechnung
thermodynamics of collisionless self-
eines Spezialfalles des Dreikörperproblems,
gravitating systems, astro-ph /0102143.
Astron. Nach. 195, 113.
Clarke C.J., Pringle J.E. (1991). The role of
Capuzzo-Dolcetta R., Tesseri A. (1999).
discs in the formation of binary and
Globular cluster system erosion and
multiple star systems, MNRAS 249, 588.
nucleus formation in elliptical galaxies,
MNRAS 308, 961. Clayton D.D. (1983). Principles of Stellar
Evolution and Nucleosynthesis (University
Casertano S., Hut P. (1985). Core radius
of Chicago Press, Chicago).
and density measurements in N -body
experiments: Connections with theoretical Cohen R.S., Spitzer L., Jr., Routly P.McR.
and observational definitions, ApJ 298, (1950). The electrical conductivity of an
80–94. ionized gas, Phys. Rev. 80, 230.
Cassisi S., Castellani V. (1993). An Cohn H. (1979). Numerical integration
evolutionary scenario for primeval stellar of the Fokker–Planck equation and the
populations, ApJS 88, 509. evolution of star clusters, ApJ 234,
Chandrasekhar S. (1939). Stellar Structure 1036.
(University of Chicago Press, Chicago); Cohn H.N. (1985). Direct Fokker–Planck
also Dover, New York (1957). calculations, in Dynamics of Star Clusters,
 328 References

IAU Symp. 113, eds. Goodman J., Hut P. Dejonghe H. (1984). The construction of
(Reidel, Dordrecht). analytical models for globular clusters,
Cohn H., Hut P., Wise M. (1989). A&A 133, 225.
Gravothermal oscillations after core Dejonghe H. (1987a). A completely
collapse in globular cluster evolution, analytical family of anisotropic Plummer
ApJ 342, 814–22. models, MNRAS 224, 13.
Combes F., Leon S., Meylan G. (1999). Dejonghe H. (1987b). On entropy and
N -body simulations of globular cluster stellar systems, ApJ 320, 477–81.
tides, A&A 352, 149. Dejonghe H., Hut P. (1986). Round-off
Côté P., Fischer P. (1996). Spectroscopic sensitivity in the N -body problem, in
binaries in globular clusters. I. A search The Use of Supercomputers in Stellar
for ultra-hard binaries on the main Dynamics, eds. Hut P., McMillan S., Lect.
sequence in M4, AJ 112, 565. Notes Phys. 267 (Springer-Verlag, Berlin).
Côté P., Pryor C., McClure R.D., Fletcher de Vega H.J., S’anchez N. (2000). The
J.M., Hesser J.E. (1996). Spectroscopic statistical mechanics of the self-gravitating
binaries in globular clusters. II. A search gas: equation of state and fractal
for long-period binaries in M22, AJ 112, dimension, Phys. Lett. B 490, 180.
574. Diacu F. (2000). A century-long loop,
Cuperman S., Harten A. (1972). The Math. Intelligencer 22, No. 2, 19.
evolution of a multi-phase space density Diacu F., Holmes P. (1996). Celestial
collisionless one-dimensional stellar Encounters (Princeton University Press,
system, A&A 16, 13. Princeton).
Cvitanović P. (1989). Universality in Djorgovski S., Piotto G., Phinney E.S.,
Chaos, 2nd edition (Adam Hilger, Bristol). Chernoff D. (1991). Modification of stellar
Danilov V.M. (1997). Numerical populations in post-core-collapse globular
experiments simulating the dynamics of clusters, ApJ 372L, 41.
open clusters in the Galactic field, Astron. Drukier G.A. (1995). Fokker–Planck
Rep. 41, 163. models of NGC 6397, ApJS 100, 347.
David M., Theuns T. (1989). Numerical Dull J.D., Cohn H.N., Lugger P.M.,
experiments on radial virial oscillations in Murphy B.W., Seitzer P.O., Callanan P.J.,
N -body systems, MNRAS 240, 957. Rutten R.G.M., Charles P.A. (1997). The
Davies M.B. (1995). The binary zoo: the dynamics of M15: observations of
calculation of production rates of binaries the velocity dispersion profile and
through 2 + 1 encounters in globular Fokker–Planck models, ApJ 481, 267.
clusters, MNRAS 276, 887. Duquennoy A., Mayor M. (1991).
Davies M.B., Benz W. (1995). A stellar Multiplicity among solar-type stars in the
audit: the computation of encounter rates solar neighbourhood. II – Distribution of
for 47 Tucanae and ω Centauri, MNRAS the orbital elements in an unbiased sample,
276, 876. A&A 248, 485.
Davoust E., Prugniel P. (1990). On the Eddington A.S. (1926a). Star, in
flattening of globular clusters, A&A Encyclopaedia Britannica, 13th edition
230, 67. (London), Vol. 25, p. 787.
 References 329

Eddington A.S. (1926b). The Internal Fanelli D., Merafina M., Ruffo S. (2001).
Constitution of the Stars (Cambridge A one-dimensional toy model of globular
University Press, Cambridge); also Dover clusters, Phys. Rev. E 63, 066614-1.
Publications, New York (1959). Farouki R.T., Salpeter E.E. (1994). Mass
Efstathiou G., Davis M., White S.D.M., segregation, relaxation, and the Coulomb
Frenk C.S. (1985). Numerical techniques logarithm in N -body systems (again),
for large cosmological N -body simulations, ApJ 427, 676.
ApJS 57, 241. Ferraro F.R., Fusi Pecci F., Cacciari C.,
Eggleton P., Kiseleva L. (1995). An Corsi C., Buonanno R., Fahlman G.G.,
empirical condition for stability of Richer H.B. (1993). Blue stragglers
hierarchical triple systems, ApJ 455, in the Galactic globular cluster M3:
640. evidence for two populations, AJ 106,
Eggleton P.P., Tout C.A., Fitchett M.J. 2324.
(1989). The distribution of visual binaries Feynman R.P. (1965). Lectures on Physics,
with two bright components, ApJ 347, Vol. III (Addison-Wesley, Reading),
998–1011. Chapter 6.
Eggleton P.P., Kiseleva L.G., Hut P. (1998). Figer D.F., Kim S.S., Morris M., Serabyn
The equilibrium tide model for tidal E., Rich R.M., McLean I.S. (1999). Hubble
friction, ApJ 499, 853. Space Telescope/NICMOS observations of
Einsel C., Spurzem R. (1999). Dynamical massive stellar clusters near the Galactic
evolution of rotating stellar systems – I. Center, ApJ 525, 750.
Pre-collapse, equal-mass system, MNRAS Fischer P., Welch D.L., Côté P., Mateo M.,
302, 81. Madore B.F. (1992). Dynamics of the
Eisenstein D.J., Hut P. (1998). HOP: a new young LMC cluster NGC 1866, AJ 103,
group-finding algorithm for N -body 857.
simulations, ApJ 498, 137. Fischer P., Pryor C., Murray S., Mateo M.,
Emden R. (1907). Gaskugeln (Teubner, Richtler T. (1998). Mass segregation in
Leipzig). young Large Magellanic Cloud clusters.
Engle K. (1999). N -Body Simulations of I – NGC 2157, AJ 115, 592.
Star Clusters (PhD Thesis, Drexel Fridman A.M., Polyachenko V.L. (1984).
University). Physics of Gravitating Systems (Springer
Euler L. (1776). Nova Methodus Motum Verlag, Berlin), 2 Vols.
Corporum Rigidorum Determinandi, Freitag M., Benz W. (2001). A Monte Carlo
Novi comment. acad. sc. Petrop. code to investigate stellar collisions in
20, 208. dense galactic nuclei, in Stellar Collisions,
Fabian A.C., Pringle J.E., Rees M.J. Mergers and their Consequences, ed. Shara
(1975). Tidal capture formation of binary M., ASP Conf. Ser. 263 (ASP, San
systems and X-ray sources in globular Francisco).
clusters, MNRAS 172P, 15. Fukushige T. (1995). Gravitational
Fall S.M., Zhang Q. (2001). Dynamical scattering experiments in infinite
evolution of the mass function of globular homogeneous N -body systems, in Chaos
star clusters, ApJ 561, 751. in Gravitational N -body Systems,
 330 References

eds. Muzzio J.C., Ferraz-Mello S., Henrard Giersz M., Heggie D.C. (1996). Statistics
J. (Kluwer, Dordrecht). of N -body simulations – III. Unequal
Fukushige T., Heggie D.C. (2000). The masses, MNRAS 279, 1037.
time-scale of escape from star clusters, Giersz M., Heggie D.C. (1997). Statistics
MNRAS 318, 753. of N -body simulations – IV. Unequal
Fukushige T., Hut P., Makino J. (1999). masses with a tidal field, MNRAS 286,
High-performance special-purpose 709–31.
computers in science, IEEE Comp. Sci. Giersz M., Spurzem R. (1994). Comparing
Eng. 1, No. 2, 12. direct N -body integration with anisotropic
Fullerton L.W., Hills J.G. (1982). gaseous models of star clusters, MNRAS
Computer simulations of close encounters 269, 241.
between binary and single stars – the effect Giersz M., Spurzem R. (2000). A stochastic
of the impact velocity and the stellar Monte Carlo approach to model real star
masses, AJ 87, 175. cluster evolution – II. Self-consistent
Funato Y., Hut P., McMillan S., Makino J. models and primordial binaries, MNRAS
(1996). Time-symmetrized Kustaanheimo– 317, 581.
Stiefel regularization, AJ 112, 1697. Gilliland R.L., Brown T.M., Guhathakurta
Gao B., Goodman J., Cohn H., Murphy B. P., Sarajedini A., Milone E.F., Albrow
(1991). Fokker–Planck calculations of star M.D., Baliber N.R., Bruntt H., Burrows A.,
clusters with primordial binaries, ApJ 370, Charbonneau D., Choi P., Cochran W.D.,
567. Edmonds P.D., Frandsen S., Howell J.H.,
Garabedian P.R. (1986). Partial Lin D.N.C., Marcy G.W., Mayor M., Naef
Differential Equations, 2nd edition D., Sigurdsson S., Stagg C.R., Vandenberg
(Chelsea, New York). D.A., Vogt S.S., Williams M.D. (2000).
A lack of planets in 47 Tucanae from a
Gebhardt K., Fischer P. (1995).
Hubble Space Telescope search,
Nonparametric dynamical analysis of
ApJ 545L, 47.
globular clusters: M15, 47 Tuc, NGC
362, and NGC 3201, AJ 109, 209. Gnedin O.Y., Ostriker J.P. (1997).
Destruction of the Galactic globular cluster
Ghez A.M., Morris M., Becklin E.E.,
system, ApJ 474, 223.
Tanner A., Kremenek T. (2000). The
accelerations of stars orbiting the Milky Gnedin O.Y., Ostriker J.P. (1999). On the
Way’s central black hole, Nature 407, self-consistent response of stellar systems
349. to gravitational shocks, ApJ 513, 626.
Giersz M. (1998). Monte Carlo simulations Gnedin O.Y., Lee H.M., Ostriker J.P.
of star clusters – I. First results, MNRAS (1999). Effects of tidal shocks on the
298, 1239. evolution of globular clusters, ApJ 522,
Giersz M., Heggie D.C. (1994a). Statistics 935.
of N -body simulations – I. Equal masses Goldstein, H. (1980). Classical
before core collapse, MNRAS 268, 257. Mechanics, 2nd edition (Addison Wesley,
Giersz M., Heggie D.C. (1994b). Statistics Reading, MA).
of N -body simulations – II. Equal masses Goodman, J. (1983). Core collapse with
after core collapse, MNRAS 270, 298. strong encounters, ApJ 270, 700–10.
 References 331

Goodman J. (1984). Homologous Telescope. V. WFPC study of M15’s central

evolution of stellar systems after core density cusp, AJ 111, 267.
collapse, ApJ 280, 298. Gunn J.E., Griffin R.F. (1979). Dynamical
Goodman J. (1987). On gravothermal studies of globular clusters based on
oscillations, ApJ 313, 576. photoelectric radial velocities of individual
Goodman J. (1989). Late evolution of stars. I – M3, AJ 84, 752–73.
globular clusters, in Dynamics of Dense Gurzadyan V.G., Savvidi G.K. (1986).
Stellar Systems, ed. Merritt D. (Cambridge Collective relaxation of stellar systems,
University Press, Cambridge). A&A 160, 203.
Goodman J., Hernquist L. (1991). Hachisu I., Nakada Y., Nomoto K.,
Hydrodynamics of collisions between Sugimoto, D. (1978). Gravothermal
binary stars, ApJ 378, 637. catastrophe of finite amplitude, Prog.
Goodman J., Hut P., eds. (1985). Theor. Phys. 60, 393.
Dynamics of Star Clusters, IAU Symp. Hamilton W.R. (1853). Lectures on
113 (Reidel, Dordrecht). Quaternions (Hodges and Smith, Dublin).
Goodman J., Hut P. (1989). Primordial Hansen B.M.S. (1999). Cooling models for
binaries & globular cluster evolution, old white dwarfs, ApJ 520, 680.
Nature 339, 40. Harrington R.S. (1970). Encounter
Goodman J., Hut P. (1993). Binary–single- phenomena in triple stars, AJ 75, 1140.
star scattering. V – Steady state binary Harris H.C., McClure R.D. (1983). Radial
distribution in a homogeneous static velocities of a random sample of K giant
background of single stars, ApJ 403, stars and implications concerning
271. multiplicity among giant stars in clusters,
Goodman J., Heggie D.C., Hut P. (1993). ApJ 265L, 77.
On the exponential instability of N -body Harris W.E. (1996). A catalog of
systems, ApJ 415, 715. parameters for globular clusters in the
Greengard L. (1990). The numerical Milky Way, AJ 112, 1487.
solution of the N -body problem, Hayli A. (1970). More comparisons of
Computers in Phys. Mar/Apr, 142–52. numerical integrations in the gravitational
Grillmair C.J., Freeman K.C., Irwin M., N -body problem, A&A 7, 249.
Quinn P.J. (1995). Globular clusters with Heggie D.C. (1975). Binary evolution in
tidal tails: deep two-color star counts, stellar dynamics, MNRAS 173, 729.
AJ 109, 2553. Heggie D.C. (1984). Post-collapse
Grindlay J.E. (1988). X-ray binaries in evolution of a gaseous cluster model,
globular clusters, in The Harlow–Shapley MNRAS 206, 179.
Symposium on Globular Cluster Systems Heggie D.C. (1991). Chaos in the N -body
in Galaxies (Proc. IAU Symp. 126), ed. problem of stellar dynamics, in
Grindlay J.E., Philip A.G.D. (Kluwer, Predictability, Stability, and Chaos in
Dordrecht). N -Body Dynamical Systems, ed. Roy A.E.
Guhathakurta P., Yanny B., Schneider D.P., (Plenum Press, New York).
Bahcall J.N. (1996). Globular cluster Heggie D.C. (1992). Ecology of globular
photometry with the Hubble Space clusters, Nature 359, 772.
 332 References

Heggie D.C. (2000). A new outcome of Hénon M. (1969). Rates of escape from
binary–binary scattering, MNRAS 318, 61. isolated clusters with an arbitrary mass
Heggie D.C., Aarseth S.J. (1992). distribution, A&A 2, 151.
Dynamical effects of primordial binaries Hénon M. (1971). The Monte Carlo
in star clusters. I – Equal masses, MNRAS method, Ap. Sp. Sci. 14, 151.
257, 513. Hénon M. (1975). Two recent developments
Heggie D.C., Hut P. (1993). Binary– concerning the Monte Carlo method, in
single-star scattering. IV – Analytic Dynamics of Stellar Systems, ed. Hayli A.
approximations and fitting formulae (Proc. IAU Coll. 69, D. Reidel, Dordrecht).
for cross sections and reaction rates, Hénon M. (1976). A complete family of
ApJS 85, 347. periodic solutions of the planar three-body
Heggie D.C., Ramamani N. (1989). problem, and their stability, Celes. Mech.
Evolution of star clusters after core 13, 267.
collapse, MNRAS 237, 757. Hénon M. (1982). Vlasov equation, A&A
Heggie D.C., Ramamani N. (1995). 114, 211.
Approximate self-consistent models for Hénon M. (1988). Chaotic scattering
tidally truncated star clusters, MNRAS modelled by an inclined billiard, Physica D
272, 317–22. 33, 132–56.
Heggie D.C., Sweatman W.L. (1991). Hénon M., Heiles C. (1964). The
Three-body scattering near triple collision applicability of the third integral of motion:
or expansion, MNRAS 250, 555. Some numerical experiments, AJ 69, 73.
Heggie D.C., Inagaki S., McMillan S.L.W. Herman J. (1710). Metodo d’investigare
(1994). Gravothermal expansion in an l’Orbite de’ Pianeti, nell’ipotesi che le
N -body system, MNRAS 271, 706. forze centrali o pure le gravità degli stessi
Heggie D.C., Giersz M., Spurzem R., Pianeti sono in ragione reciproca de’
Takahashi K. (1998). Dynamical quadrati delle distanze, che i medesimi
simulations: methods and comparisons, in tengono dal Centro, a cui si dirigono le
Highlights of Astronomy, ed. Anderson J., forze stesse, Giorn. Lett. d’Italia 2, 447.
11B (Kluwer, Dordrecht). Hernquist L., Hut P., Kormendy J. (1991).
Hemsendorf M., Merritt D. (2002). A post-collapse model for the nucleus of
Instability of the Gravitational N-Body M33, Nature 354, 376.
Problem in the Large-N Limit, ApJ, in press. Hernquist L., Hut P., Makino J. (1993).
Hénon M. (1958). Un calcul amélioré des Discreteness noise versus force errors in
perturbations des vitesses stellaires, Ann. N -body simulations, ApJ 402, L85.
d’Astr. 21, 186. Hill G.W. (1878). Researches in the
Hénon M. (1960). L’évasion des étoiles lunar theory, Am. J. Math. 1, 5, 129 and
hors des amas isolés, Ann. d’Astr. 23, 668. 245.
Hénon M. (1961). Sur l’évolution Hills J.G. (1975a). Encounters between
dynamique des amas globulaires, binary and single stars and their effect on
Ann. d’Astr. 24, 369. the dynamical evolution of stellar systems,
Hénon M. (1965). Sur l’évolution AJ 80, 809.
dynamique des amas globulaires II. – Hills J.G. (1975b). Effect of binary stars on
Amas isolé, Ann. d’Astr. 28, 62. the dynamical evolution of stellar
 References 333

clusters. II – Analytical evolutionary of Star Clusters (Proc. IAU Symp. 113), ed.
models, AJ 80, 1075. Goodman J., Hut P. (Reidel, Dordrecht).
Hills J.G. (1980). The effect of mass loss Hut P. (1989). Fundamental timescales in
on the dynamical evolution of a stellar star cluster evolution, in Dynamics of
system: analytic approximations, ApJ 235, Dense Stellar Systems, ed. D. Merritt
986–91. (Cambridge University Press), p. 229.
Hills J.G. (1983). The effects of sudden Hut P. (1996). Binary formation and
mass loss and a random kick velocity interactions with field stars, in Dynamical
produced in a supernova explosion on the Evolution of Star Clusters, IAU Symp. 174,
dynamics of a binary star of arbitrary orbital eds. Hut P., Makino J. (Kluwer, Dordrecht).
eccentricity – applications to X-ray binaries Hut P. (1997). Gravitational
and to the binary pulsars, ApJ 267, 322. thermodynamics, Complexity 3, 38.
Hills J.G. (1990). Encounters between Hut P., Bahcall J.N. (1983). Binary–single
single and binary stars – The effect of star scattering. I – Numerical experiments
intruder mass on the maximum impact for equal masses, ApJ 268, 319.
velocity for which the mean change in
Hut P., Djorgovski S. (1992). Rates of
binding energy is positive, AJ 99, 979.
collapse and evaporation of globular
Hills J.G., Day C.A. (1976). Stellar
clusters, Nature 359, 806.
collisions in globular clusters, Astrophys.
Lett. 17, 87. Hut P., Inagaki S. (1985). Globular cluster
evolution with finite-size stars – Cross
Holmberg E. (1941). On the clustering
sections and reaction rates, ApJ 298, 502.
tendencies among the nebulae. II. A study
of encounters between laboratory models Hut P., Makino J., eds. (1996). Dynamical
of stellar systems by a new integration Evolution of Star Clusters – Confrontation
procedure, ApJ 94, 385. of Theory and Observations, IAU Symp.
174 (Kluwer, Dordrecht).
Horwitz G., Katz J. (1978). Steepest
descent technique and stellar equilibrium Hut P., Makino J. (1999). Astrophysics on
statistical mechanics. III Stability of the GRAPE family of special purpose
various ensembles, ApJ 222, 941. computers, Science 283, 501.
Hurley J., Pols O.R., Tout C.A. (2000). Hut P., Paczynski B. (1984). Effects of
Comprehensive analytic formulae for encounters with field stars on the evolution
stellar evolution as a function of mass and of low mass semidetached binaries,
metallicity, MNRAS 315, 543. ApJ 284, 675.
Hurley J.R., Tout C.A., Aarseth S.J., Pols Hut P., Verbunt F. (1983). White dwarfs and
O. (2001). Direct N -body modelling of neutron stars in globular cluster X-ray
stellar populations: blue stragglers in M67, sources, Nature 301, 587.
MNRAS 323, 630. Hut P., Verhulst F. (1981). Explosive mass
Hut P. (1983a). Binary–single-star loss in binary stars – the two time-scale
scattering. II – Analytic approximations method, A&A 101, 134–7.
for high velocity, ApJ 268, 342. Hut P., Makino J., McMillan S. (1988).
Hut P. (1983b). The topology of three-body Modelling the evolution of globular
scattering, AJ 88, 1549. clusters, Nature 336, 31.
Hut P. (1985). Binary formation and Hut P., McMillan S., Goodman J., Mateo
interactions with field stars, in Dynamics M., Phinney E.S., Pryor C., Richer H.B.,
 334 References

Verbunt F., Weinberg M. (1992a). Binaries Jeans, J.H. (1929). Astronomy and
in globular clusters, PASP 104, 981. Cosmogony, 2nd edition (Cambridge
Hut P., McMillan S., Romani R.W. University Press, Cambridge); also Dover,
(1992b). The evolution of a primordial New York (1961).
binary population in a globular cluster, Jeffreys, H. (1929). The Earth, 2nd edition
ApJ 389, 527. (Cambridge University Press, Cambridge).
Hut P., Makino J., McMillan S. (1995). Jernigan J.G., Porter D.H. (1989). A tree
Building a better leapfrog, ApJ code with logarithmic reduction of force
443L, 93. terms, hierarchical regularization of all
Iben I., Jr. (1985). The life and times of an variables, and explicit accuracy controls,
intermediate mass star – In isolation/in a ApJS 71, 871.
close binary, QJRAS 26, 1. Jha S., Torres G., Stefanik R.P., Latham D.,
Iben I., Jr., Tutukov A.V. (1997). The lives Mazeh T. (2000). Studies of multiple stellar
of stars: from birth to death and beyond systems – III. Modulations of orbital
(Part 1), S&T 94, 36. elements in the triple-lined system HD
Iben I., Jr., Tutukov A.V. (1998). How 109648, MNRAS 317, 375.
close is close?, S&T 95, 47. Johnston H.M., Verbunt F. (1996). The
Illingworth G., King I.R. (1977). globular cluster population of
Dynamical models for M15 without a low-luminosity X-ray sources, A&A 312,
black hole, ApJ 218L, 109. 80.
Inagaki S. (1980). The gravothermal Johnston K.V., Sigurdsson S., Hernquist L.
catastrophe of stellar systems, PASJ 32, (1999). Measuring mass-loss rates from
213. Galactic satellites, MNRAS 302, 771.
Inagaki S. (1984). The effects of binaries Joshi K.J., Rasio F.A., Portegies Zwart S.
on the evolution of globular clusters, (2000). Monte Carlo simulations of
MNRAS 206, 149. globular cluster evolution. I. Method and
Inagaki S., Konishi T. (1993). Dynamical test calculations, ApJ 540, 969.
stability of a simple model similar to Kaliberda V.S., Petrovskaya I.V. (1970).
self-gravitating systems, PASJ 45, 733. The velocity variation of a star as a purely
Inagaki S., Wiyanto P. (1984). On discontinuous random process. I. Zero mass
equipartition of kinetic energies in two- stars, Astrofiz. 6, 135.
component star clusters, PASJ 36, 391. Kalogera V. (1996). Orbital characteristics
Ipser J.R., Semenzato R. (1983). On the of binary systems after asymmetric
effects of strong encounters in stellar supernova explosions, ApJ 471, 352.
systems. I – A basis for treating anisotropic Kaluzny J., Kubiak M., Szymanski M.,
systems, ApJ 271, 294. Udalski A., Krzeminski W., Mateo M.,
Janes K., ed. (1991) The Formation and Stanek K.Z. (1998). The optical
Evolution of Star Clusters, ASP Conf. gravitational lensing experiment. Variable
Ser. 13 (ASP, San Francisco). stars in globular clusters. IV. Fields 104A-E
in 47 Tucanae, A&AS 128, 19.
Jeans J.H. (1902). The stability of a
spherical nebula, Phil. Trans. R. Soc. A Kandrup H.E., Sideris I.V. (2001). Chaos
199, 49. and the continuum limit in the gravitational
 References 335

N -body problem. I. Integrable potentials, Kiseleva L.G., Eggleton P.P., Orlov V.V.
Phys. Rev. E 64, 056209-1. (1994). Instability of close triple systems
Katz J.I. (1975). Two kinds of stellar with coplanar initial doubly circular
collapse, Nature 253, 698. motion, MNRAS 270, 936.
Katz J. (1978). On the number of unstable Klessen R.S., Burkert A. (2001). The
modes of an equilibrium, MNRAS 183, formation of stellar clusters: Gaussian
765. cloud conditions. II, ApJ 549, 386.
Katz J., Lynden-Bell D. (1978). The Klessen R., Kroupa P. (2001). The mean
gravothermal instability in two dimensions, surface density of companions in a stellar-
MNRAS 184, 709. dynamical context, A&A 372, 105.
Kawai A., Fukushige T., Makino J., Taiji Kochanek C.S. (1992). The dynamical
M. (2000). GRAPE-5: a special-purpose evolution of tidal capture binaries,
computer for N -body simulations, PASJ ApJ 385, 604.
52, 659. Kontizas M., Hatzidimitriou D., Bellas-
Keenan D.W., Innanen K.A. (1975). Velidis I., Gouliermis D., Kontizas E.,
Numerical investigation of galactic tidal Cannon R.D. (1998). Mass segregation in
effects on spherical stellar systems, AJ 80, two young clusters in the Large Magellanic
290. Cloud: SL 666 and NGC 2098, A&A 336,
503.
Kim E., Einsel C., Lee H.-M., Spurzem R.,
Lee M.G. (2002). Dynamical evolution Korycansky D.G., Laughlin G., Adams F.C.
of rotating stellar systems – II. Post- (2001). Astronomical engineering: a
collapse, equal mass system, MNRAS, strategy for modifying planetary orbits,
in press. ApSS 275, 349.
Kim S.S., Figer D.F., Lee H.M., Morris M. Kozai Y. (1962). Secular perturbations of
(2000). N -body simulations of compact asteroids with high inclination and
young clusters near the Galactic Center, eccentricity, AJ 67, 591.
ApJ 545, 301. Kroupa P. (1995). Inverse dynamical
King I. (1959). The escape of stars from population synthesis and star formation,
clusters. IV. The retardation of escaping MNRAS 277, 1491.
stars, AJ 64, 351. Kulkarni S., Anderson S.B. (1996). Pulsars
King, I.R. (1962). The structure of star in globular clusters, in Dynamical
clusters. I. An empirical density law, Evolution of Star Clusters, eds. Hut P.,
AJ 67, 471–85. Makino J. (Kluwer (IAUS 174), Dordrecht).
King, I.R. (1966). The structure of star Kulkarni S.R., Hut P., McMillan S. (1993).
clusters. III. Some simple dynamical Stellar black holes in globular clusters,
models, AJ 71, 64–75. Nature 364, 421.
King I.R., Sosin C., Cool A.M. (1995). Kumar P., Goodman J. (1996). Nonlinear
Mass segregation in the globular cluster damping of oscillations in tidal-capture
NGC 6397, ApJ 452L, 33. binaries, ApJ 466, 946.
Kinoshita H., Yoshida H., Nakai H. (1991). Kundić T., Ostriker J.P. (1995). Tidal-shock
Symplectic integrators and their application relaxation: a reexamination of tidal shocks
to dynamical astronomy, CeMDA 50, 59. in stellar systems, ApJ 438, 702–7.
 336 References

Kustaanheimo P., Stiefel E. (1965). Lee H.-M. (1987a). Dynamical effects

Perturbation theory of Kepler motion based of successive mergers on the evolution
on spinor regularization, J. Reine Angew. of spherical stellar systems, ApJ 319, 801.
Math. 218, 204. Lee H.-M. (1987b). Evolution of globular
Kuzmin G.G. (1957). The effect of stellar clusters including a degenerate component,
encounters and the evolution of stellar ApJ 319, 772.
clusters, Tartu Astr. Obs. Publ. 33, Leimkuhler B. (1999). Reversible adaptive
75. regularization: perturbed Kepler motion
Lada C.J., Margulis M., Dearborn D. and classical atomic trajectories, Phil.
(1984). The formation and early Trans. R. Soc. A 357, 1101.
dynamical evolution of bound stellar Lemaitre G. (1955). Regularization of the
systems, ApJ 285, 141–52. three-body problem, Vistas Astron. 1, 207.
Lagoute C., Longaretti P.-Y. (1996). Leonard P.J.T. (1996). Blue stragglers in
Rotating globular clusters. I. Onset star clusters, in The Origins, Evolution, and
of the gravothermal instability, A&A Destinies of Binary Stars in Clusters, eds.
308, 441. Milone E.F., Mermilliod J.-C., ASP Conf.
Lagrange J. (1772). Essai sur le Problème Ser. 90 (ASP, San Francisco).
des Trois Corps, in Oeuvres de Lagrange, Leonard P.J.T., Duncan M.J. (1988).
6, 231, ed. Serret J.-A. (Gauthier-Villars, Runaway stars from young star clusters
Paris, 1873). containing initial binaries. I – Equal-mass,
Lambert D., Kibler M. (1988). An equal-energy binaries, AJ 96, 222.
algebraic and geometric approach to Levi Civita T. (1906). Sur la résolution
non-bijective quadratic transformations, qualitative du problème des trois corps,
J. Phys. A: Math. Gen. 21, 307. Acta Math. 30, 305.
Lancellotti C., Kiessling M. (2001). Lichtenberg A.J., Liebermann M.A. (1992).
Self-similar gravitational collapse in Regular and Stochastic Motion, 2nd edition
stellar dynamics, ApJ 549L, 93. (Springer-Verlag, Berlin).
Lançon A., Boily C., eds. (2000). Massive Lidov M.L. (1963). On the approximate
Star Clusters, ASP Conf. Ser. 211 analysis of the evolution of orbits of
(ASP, San Francisco). artificial satellites, in Problems of the
Landau L.D., Lifshitz E.M. (1977). Motion of Artificial Spacecraft (Izdat.
Quantum Mechanics (Pergamon, Akad. Nauk. SSSR, Moscow).
Oxford). Lightman A.P., Shapiro S.L. (1977). The
Larson, R.B. (1970). A method for distribution and consumption rate of stars
computing the evolution of star clusters, around a massive, collapsed object,
MNRAS 147, 323–37. ApJ 211, 244.

Laskar, J. (1996). Large scale chaos and Lightman A.P., Shapiro S.L. (1978). The
marginal stability in the solar system, in dynamical evolution of globular clusters,
Chaos in Gravitational N -Body Systems Rev. Mod. Phys. 50, 437.
eds. Muzzio J.C., Ferraz-Mello S., Henrard Littlewood J.E. (1986). A Mathematician’s
J., (Kluwer, Dordrecht); and CeMDA 64, Miscellany, rev. edition (Cambridge
115. University Press, Cambridge).
 References 337

Liverani C. (2000). Interacting particles, Makino J., Hut P. (1991). On core collapse,
in Hard Ball Systems and the Lorentz ApJ 383, 181.
Gas, ed. Szasz D. (Springer-Verlag, Makino J., Taiji M. (1998). Scientific
Berlin). Simulations with Special-Purpose
Livio M. (1996). Cataclysmic variables in Computers (Wiley, Chichester).
globular clusters, in The Origins, Makino J., Akiyama K., Sugimoto D.
Evolution, and Destinies of Binary Stars (1990). On the apparent universality of the
in Clusters, eds. Milone E.F., Mermilliod r 1/4 law for brightness distribution in
J.-C., ASP Conf. Ser. 90 (ASP, San galaxies, PASP 42, 205–15.
Francisco).
Mandushev G., Spassova N., Staneva A.
Lombardi J.C., Jr., Rasio F.A., Shapiro S.L. (1991). Dynamical masses for Galactic
(1996). Collisions of main-sequence stars globular clusters, A&A 252, 94–9.
and the formation of blue stragglers in Marchal, C. (1990). The Three-Body
globular clusters, ApJ 468, 797. Problem (Elsevier, Amsterdam). This
Louis P.D. (1990). An anisotropic reference is an unbeatable source of
homological model for core collapse in star information about the general three-body
clusters, MNRAS 244, 478–92. problem.
Louis P.D., Spurzem R. (1991). Anisotropic Marchant A.B., Shapiro S.L. (1980). Star
gaseous models for the evolution of star clusters containing massive, central black
clusters, MNRAS 251, 408. holes. III – Evolution calculations,
Lynden-Bell D. (1967). Statistical ApJ 239, 685.
mechanics of violent relaxation in stellar Mardling R.A. (1995). The role of chaos in
systems, MNRAS 136, 101–21. the circularization of tidal capture binaries.
Lynden-Bell D. (1968). Runaway centres, I. The chaos boundary; II. Long-time
Bull. Astron. 3, 305. evolution, ApJ 450, 722 and 732.
Mardling R.A. (2001). Stability in the
Lynden-Bell D., Eggleton P.P. (1980). On
general three-body problem, in Evolution of
the consequences of the gravothermal
Binary and Multiple Star Systems; A
catastrophe, MNRAS 191, 483.
Meeting in Celebration of Peter Eggleton’s
Lynden-Bell D., Kalnajs A.J. (1972). On 60th Birthday, eds. Podsiadlowski P.,
the generating mechanism of spiral Rappaport S., King A.R., D’Antona F.,
structure, MNRAS 157, 1–30. Burder L., ASP Conf. Ser. 229 (ASP,
Lynden-Bell D., Wood R. (1968). The San Francisco).
gravo-thermal catastrophe in isothermal McGehee R. (1974). Triple collision in the
spheres and the onset of red-giant collinear three-body problem, Inv. Math.
structure for stellar systems, MNRAS 27, 191.
138, 495.
McMillan S.L.W., Aarseth S.J. (1993).
Makino J. (1996). Postcollapse evolution An O(N log N ) integration scheme for
of globular clusters, ApJ 471, 796. collisional stellar systems, ApJ 414, 200.
Makino J., Aarseth S.J. (1992). On a McMillan S., Hut P. (1994). Star cluster
Hermite integrator with Ahmad–Cohen evolution with primordial binaries. 3:
scheme for gravitational many-body Effect of the galactic tidal field,
problems, PASJ 44, 141. ApJ 427, 793.
 338 References

McMillan S.L.W., Hut P. (1996). Mikkola S., Tanikawa K. (1999).

Binary–single-star scattering. VI. Algorithmic regularization of the few-body
Automatic determination of interaction problem, MNRAS 310, 745.
cross sections, ApJ 467, 348. Miller R.H. (1964). Irreversibility in small
McMillan S.L.W., McDermott P.N., Taam stellar systems, ApJ 140, 250.
R.E. (1987). The formation and evolution Mladenov I.M. (1991). Geometric
of tidal binary systems, ApJ 318, 261. quantization of the five-dimensional Kepler
McVean J.R., Milone E.F., Mateo M., problem, in Differential Geometric
Yan L. (1997). Analyses of the light curves Methods in Theoretical Physics, LNP 375
of the eclipsing binaries in the globular eds. Bartocci C., Bruzzo U., Cianci R.
cluster M71, ApJ 481, 782. (Springer-Verlag, Berlin), p. 387.
Matthews R., Gilmore G. (1993). Is Montgomery R. (2001). A new solution to
Proxima really in orbit about Alpha Cen the three-body problem, Not. AMS 48,
A/B?, MNRAS 261L, 5. 471.
Merritt D. (1981). Two-component stellar Moore C. (1993). Braids in classical
systems in thermal and dynamical dynamics, Phys. Rev. Lett. 70, 3675.
equilibrium, ApJ 86, 318. Moser, J. (1973). Stable and Random
Merritt D. (1999). Elliptical galaxy Motions in Dynamical Systems (Princeton
dynamics, PASP 111, 129. University Press, Princeton).
Merritt D., Tremblay B. (1994). Moulton F.R. (1914). An Introduction to
Nonparametric estimation of density Celestial Mechanics (Macmillan; also
profiles, AJ 108, 514–37. Dover, New York (1970)).

Merritt D., Meylan G., Mayor M. (1997). Murali C., Weinberg M.D. (1997).
The stellar dynamics of omega centauri, Evolution of the Galactic globular cluster
AJ 114, 1074. system, MNRAS 291, 717.
Murphy B.W., Cohn H.N., Hut P. (1990).
Meylan G., Heggie D.C. (1997). Internal
Realistic models for evolving globular
dynamics of globular clusters, Astron.
clusters – II. Post core collapse with a mass
Astrophys. Rev. 8, 1.
spectrum, MNRAS 245, 335.
Michie R.W., Bodenheimer P.H. (1963).
Muzzio J.C., Vergne M.M., Wachlin F.C.,
The dynamics of spherical stellar systems,
Carpintero D.D. (2001). Stellar motions in
II, MNRAS 126, 267.
galactic satellites, in Dynamics of Natural
Mihos J.C., Hernquist L. (1996). Gas and Artificial Celestial Bodies (Proc. US–
dynamics and starbursts in major mergers, European Celestial Mechanics Workshop,
ApJ 464, 641. Poznan, Poland, July 3–7, 2000), eds.
Mikkola S. (1984). Encounters of binaries. Pretka-Ziomek H., Wnuk E., Seidelmann
II – Unequal energies, MNRAS 207, 115. P.K., Richardson D. (Kluwer, Dordrecht).
Mikkola S. (1997). Numerical treatment Nakada Y. (1978). On the gravothermal
of small stellar systems with binaries, catastrophe, PASJ 30, 57.
CeMDA 68, 87. Nash P.E., Monaghan J.J. (1978). A
Mikkola S., Aarseth S.J. (1993). An statistical theory of the disruption of
implementation of N -body chain three-body systems. III – Three-
regularization, CeMDA 57, 439. dimensional motion, MNRAS 184, 119.
 References 339

Neutsch W. (1991). Quaternionic Petit J.-M, Hénon M. (1986). Satellite

regularisation of perturbed Kepler motion, encounters, Icarus 66, 536–55.
Max-Planck-Inst. Math. Bonn, Preprint Petrosky T.Y. (1986). Chaos and cometary
MPI/91–7. clouds in the solar system, Phys. Lett. A
Newell B., Dacosta G.S., Norris J. (1976). 117, 328.
Evidence for a central massive object in Phinney E.S. (1996). Binaries and pulsars
the X-ray cluster M15, ApJ 208L, 55. in globular clusters, in The Origins,
Newton Sir I. Mathematical Principles Evolution, and Destinies of Binary Stars
of Natural Philosophy and System of the in Clusters, eds. Milone E.F., Mermilliod
World, trans. Motte A. (1729), rev. Cajori J.-C., ASP Conf. Ser. 90 (ASP,
F., 1930 (University of California Press, San Francisco).
1962). Phinney E.S., Sigurdsson S. (1991).
Ogorodnikov K.F. (1965). Dynamics of Ejection of pulsars and binaries to the
Stellar Systems (Pergamon Press, Oxford). outskirts of globular clusters, Nature
Okumura S.K., Makino J., Ebisuzaki T., 349, 220.
Fukushige T., Ito T., Sugimoto D., Plummer H.C. (1911). On the problem of
Hashimoto E., Tomida K., Miyakawa N. distribution in globular star clusters,
(1993). Highly parallelized special- MNRAS 71, 460.
purpose computer, GRAPE-3, PASJ 45, Poincaré, H. (1892–9). Les Méthodes
329. Nouvelles de la Mécanique Céleste
Ostriker J. (1964). The equilibrium of (Gauthier-Villars, Paris).
polytropic and isothermal cylinders, Pollard, H. (1976). Celestial Mechanics
ApJ 140, 1056. (Math. Assoc. Amer., Carus Math.
Padmanabhan T. (1990). Statistical Mon., 18).
mechanics of gravitating systems, Portegies Zwart S.F. (1996). Interacting
Phys. Rep. 188, 285–362. Stars, PhD Thesis, University of Utrecht.
Palmer P.L. (1994). Stability of Portegies Zwart S.F., McMillan S.L.W.
Collisionless Stellar Systems, Astrophysics (2000). Black hole mergers in the universe,
and Space Science Library, Vol. 185 ApJ 528, L17.
(Kluwer, Dordrecht).
Portegies Zwart S.F., Verbunt F. (1996).
Paresce F., De Marchi G. (2000). On the Population synthesis of high-mass binaries,
globular cluster initial mass function A&A 309, 179.
below 1M , ApJ 534, 870. Portegies Zwart S.F., Hut P., Verbunt F.
Peacock J.A. (1999). Cosmological (1997). Star cluster ecology. I. A cluster
Physics (Cambridge University Press, core with encounters between single stars,
Cambridge). A&A 328, 130–42.
Peebles P.J.E. (1993). Principles of Portegies Zwart S.F., Makino J., McMillan
Physical Cosmology (Princeton University S.L.W., Hut P. (1999). Star cluster ecology.
Press, Princeton). III. Runaway collisions in young compact
Peterson C.J., Reed B.C. (1987). star clusters, A&A 348, 117.
Structural parameters and luminosities Portegies Zwart S.F., Makino J., McMillan
of globular clusters, PASP 99, 20. S.L.W., Hut P. (2001a). How many young
 340 References

star clusters exist in the Galactic Center?, Ross D.J., Mennim A., Heggie D.C. (1997).
ApJ 546L, 101. Escape from a tidally limited star cluster,
Portegies Zwart S.F., McMillan S.L.W., MNRAS 284, 811.
Hut P., Makino J. (2001b). Star cluster Rubenstein E.P., Bailyn C.D. (1997).
ecology – IV. Dissection of an open star Hubble Space Telescope observations of
cluster: photometry, MNRAS 321, 199. the post-core-collapse globular cluster
Prata S.W. (1971). Dynamic evolution NGC 6752. II. A large main-sequence
of rich Galactic star clusters. II, AJ 76, binary population, ApJ 474, 701.
1029. Ruffert M. (1992). Collisions between a
Press, W.H., Teukolsky, S.A., Vetterling, white dwarf and a main-sequence star. II –
W.T. and Flannery B.P. (1992). Numerical Simulations using multiple-nested refined
Recipes in FORTRAN, 2nd edition grids, A&A 265, 82.
(Cambridge University Press, Cambridge). Saari D.G. (1990). A visit to the
Prialnik D. (2000). An Introduction to Newtonian N -body problem via
the Theory of Stellar Structure and elementary complex-variables, Amer.
Evolution (Cambridge University Press, Math. Mon. 97, 105.
Cambridge). Saari D.G., Xia Z. (1995). Off to infinity
Pryor C., Meylan G. (1993). Velocity in finite time, Not. Amer. Math. Soc. 42,
dispersions for Galactic globular clusters, 538.
in Structure and Dynamics of Globular Saffer R.A., ed. (1993). Blue Stragglers,
Clusters, eds. Djorgovski S., Meylan G. Proc. Stars Journal Club Miniworkshop
(ASP, San Francisco), Conf. Ser., vol. 50, (STScI, Baltimore).
p. 357. Salpeter, E.E. (1955). The luminosity
Quinlan G., Tremaine S. (1992). On the function and stellar evolution, ApJ 121,
reliability of gravitational N -body 161–7.
integrations, MNRAS 259, 505. Sandage A.R. (1953). The color–magnitude
Rasio F.R., McMillan S., Hut P. (1995). diagram for the globular cluster M3,
Binary–binary interactions and the AJ 58, 61.
formation of the PSR B1620–26 triple Saslaw W.C., De Young D.S. (1971). On
system in M4, ApJL 438, L33. equipartition in galactic nuclei and
Rauch K.P., Tremaine S. (1996). Resonant gravitating systems, ApJ 170, 423.
relaxation in stellar systems, New Astron. Schwarzschild, B. (2000). Theorists and
1, 149–70. experimenters seek to learn why gravity is
Reichl L.E. (1980). A Modern Course in so weak, Phys. Today 53, 9, 22.
Statistical Physics (University of Texas Schwarzschild M. (1958). Structure and
Press, Austin). Evolution of the Stars (Princeton University
Retterer J.M. (1980). The binding-energy Press, Princeton).
distribution of the binaries in a star cluster, Schwarzschild M., Härm R. (1962). Red
AJ 85, 249. giants of Population II. II, ApJ 136, 158.
Rosenbluth M.N., MacDonald W.M., Judd Seife C. (2000). A slow carousel ride
D.L. (1957). Fokker–Planck equation for an gauges gravity’s pull, Science 288,
inverse-square force, Phys. Rev. 107, 1. 944.
 References 341

Shu F.H. (1978). On the statistical Spitzer L., Jr., Chevalier R.A. (1973).
mechanics of violent relaxation, ApJ 225, Random gravitational encounters and the
83. evolution of spherical systems. V.
Siegel C.L., Moser J.K. (1971). Lectures Gravitational shocks, ApJ 183, 565.
on Celestial Mechanics (Springer-Verlag, Spitzer L., Jr., Härm R. (1958). Evaporation
Berlin). of stars from isolated clusters, ApJ 127,
Siegel M.H., Majewski S.R., Cudworth 544.
K.M., Takamiya, M. (2001). A cluster’s Spitzer L., Jr., Hart M.H. (1971). Random
last stand: the death of Palomar 13, gravitational encounters and the evolution
AJ 121, 935. of spherical systems. I. Method, ApJ 164,
Sigurdsson S., Hernquist L. (1993). 399.
Primordial black holes in globular clusters, Spitzer L., Jr., Mathieu R.D. (1980).
Nature 364, 423. Random gravitational encounters and the
Sigurdsson S., Phinney E.S. (1993). evolution of spherical systems. VIII.
Binary–single star interactions in globular Clusters with an initial distribution of
clusters, ApJ 415, 631. binaries, ApJ 241, 618.
Spitzer L., Jr., Shapiro S.L. (1972).
Sills A., Faber J.A., Lombardi J.C., Jr.,
Random gravitational encounters and the
Rasio F.A., Warren A.R. (2001). Evolution
evolution of spherical systems. III. Halo,
of stellar collision products in globular
ApJ 172, 529.
clusters. II. Off-axis collisions, ApJ 548,
323. Spitzer L., Jr., Shull J.M. (1975). Random
gravitational encounters and the evolution
Simonovic N., Grujic P. (1987).
of spherical systems. VI. Plummer’s model,
Small-energy three-body systems: I
ApJ 200, 339.
Threshold laws for the Coulomb
interaction, J. Phys. B 20, 3427. Spitzer L., Jr., Thuan T.X. (1972). Random
gravitational encounters and the evolution
Smith H., Jr. (1979). The dependence
of spherical systems. IV. Isolated systems
of statistical results from N -body
of identical stars, ApJ 175, 31.
calculations on N , A&A 76, 192.
Spurzem R. (1999). Direct N -body
Sobouti Y. (1985). Linear oscillations of
simulations, J. Comp. Appl. Math. 109,
isotropic stellar systems. II – Radial modes
407–32.
of energy-truncated models, A&A 147, 61.
Spurzem R., Baumgardt H. (2001). A
Soker N. (1996). H -function evolution
parallel implementation of an Aarseth
during violent relaxation, ApJ 457,
N -body integrator on general and special
287–90.
purpose supercomputers, MNRAS,
Spitzer L., Jr. (1940). The stability of submitted.
isolated clusters, MNRAS 100, 396.
Statler T.S., Ostriker J.P., Cohn H.N.
Spitzer L., Jr. (1969). Equipartition and (1987). Evolution of N -body systems with
the formation of compact nuclei in tidally captured binaries through the core
spherical stellar systems, ApJ 158, L139. collapse phase, ApJ 316, 626.
Spitzer L., Jr. (1987). Dynamical Stiefel E.L., Scheifele G. (1971). Linear
Evolution of Globular Clusters (Princeton and Regular Celestial Mechanics
University Press, Princeton). (Springer-Verlag, Berlin).
 342 References

Stodól
kiewicz J.S. (1985). Monte-Carlo Takahashi K., Portegies Zwart S.F. (1998).
calculations, in Dynamics of Star Clusters, The disruption of globular star clusters in
ed. Goodman J., Hut P. (Reidel (IAUS 113), the Galaxy: a comparative analysis
Dordrecht). between Fokker–Planck and N -body
Stumpff K. (1962). Himmelsmechanik, models, ApJ 503, 49.
Band I (VEB Deutscher Verlag der Terlevich E. (1987). Evolution of N -body
Wissenschaften, Berlin). open clusters, MNRAS 224, 193.
Sturrock P.A. (1994). Plasma Physics Testa V., Ferraro F.R., Chieffi A., Straniero
(Cambridge University Press, Cambridge). O., Limongi M., Fusi Pecci F. (1999). The
Sugimoto D. (1996). A comparative study Large Magellanic Cloud cluster NGC 1866:
of globular clusters, in Dynamical new data, new models, new analysis, AJ
Evolution of Star Clusters, eds. Hut P., 118, 2839.
Makino J., IAUS 174 (Kluwer, Dordrecht). Teuben P.J., Hut P., Levy S., Makino J.,
Sugimoto D., Bettwieser E. (1983). McMillan S., Portegies Zwart S., Shara M.,
Post-collapse evolution of globular Emmart C. (2001). Immersive 4D
clusters, MNRAS 204P, 19. interactive visualization of large-scale
Sundman K.F. (1913). Mémoire sur le simulations, in Astronomical Data Analysis
problème des trois corps, Acta Math. Software and Systems X, eds. Primini F.A.,
36, 105. Harnden, Jr., F.R., Payne H.E., ASP Conf.
Ser. 238 (ASP, San Francisco).
Surdin V.G. (1995). Dynamical properties
of globular clusters: primordial or Theis C., Spurzem R. (1999). On the
evolutional?, A&AT 7, 147. evolution of shape in N -body simulations,
A&A 341, 361.
Sussman G.J., Wisdom J. (1988).
Numerical evidence that the motion Thompson, W.B. (1962). An Introduction to
of Pluto is chaotic, Science 241, 433. Plasma Physics (Pergamon Press, Oxford).

Sutantyo W. (1975). The formation of Thorsett S.E., Arzoumanian Z., Camilo F.,
globular cluster X-ray sources through Lyne A.G. (1999). The triple pulsar system
neutron star-giant collisions, A&A 44, PSR B1620-26 in M4, ApJ 523, 763.
227. Timmes F.X., Woosley S.E., Weaver T.A.
Synge J.L. (1964). Relativity: The General (1996). The neutron star and black hole
Theory (North-Holland, Amsterdam). initial mass function, ApJ 457, 834.

Szebehely V. (1974). Numerical Tolman, R.C. (1938). The Principles of

investigation of a one-parameter family of Statistical Mechanics (Clarendon Press,
triple close approaches occurring in stellar Oxford).
systems, AJ 79, 1449. Toomre A., Toomre J. (1972). Galactic
Szebehely V., Peters C.F. (1967). bridges and tails, ApJ 178, 623.
Complete solution of a general problem Tout C.A., Aarseth S.J., Pols O.R. (1997).
of three bodies, AJ 72, 876. Rapid binary star evolution for N -body
Takahashi K. (1995). Fokker–Planck simulations and population synthesis,
models of star clusters with anisotropic MNRAS 291, 732.
velocity distributions I. Pre-collapse Tout C.A., Kembhavi A. (1993). Structural
evolution, PASJ 47, 561. changes in stars following tidal capture, in
 References 343

The Globular Cluster–Galaxy Connection, Vivarelli M.D. (1985). The KS-

eds. Smith G.H., Brodie J.P., ASP Conf. transformation in hypercomplex
Ser. 48 (ASP, San Francisco). form and the quantization of the
Trager S.C., King I.R., Djorgovski S. negative-energy orbit manifold of the
(1995). Catalogue of Galactic globular- Kepler problem, Celes. Mech. 36, 349.
cluster surface-brightness profiles, Volk O. (1975). Zur Geschichte der
AJ 109, 218. Himmelsmechanik: Johannes Kepler,
Tremaine S. (1981). Galaxy mergers, in Leonhard Euler und die Regularisierung,
The Structure and Evolution of Normal Preprint No. 4, Math. Inst., University of
Galaxies, eds. Fall S.M., Lynden-Bell D. Würzburg.
(Cambridge University Press, Cambridge). von Hoerner S. (1957). Internal structure
Tremaine S., Hénon M., Lynden-Bell D. of globular clusters, ApJ 125, 451.
(1986). H -functions and mixing in violent von Hoerner S. (2001). How it all started,
relaxation, MNRAS 219, 285–97. in Dynamics of Star Clusters and the Milky
Tremaine S., Weinberg M.D. (1984). Way, eds. Deiters S., Fuchs B., Just A.,
Dynamical friction in spherical systems, Spurzem R., Wielen R. ASP Conf. Ser. 228
MNRAS 209, 729. (ASP, San Francisco).

Tsuchiya T., Gouda N. (2000). Relaxation Waldvogel J. (1982). Symmetric and

and Lyapunov time scales in a one- regularized coordinates on the plane
dimensional gravitating sheet system, Phys. triple collision manifold, Celes. Mech.
Rev. E 61, 948. 28, 69.
Wannier G.H. (1953). The threshold
van Albada T.S. (1982). Dissipationless
law for single ionization of atoms or
galaxy formation and the r 1/4 law,
ions by electrons, Phys. Rev. 90, 817.
MNRAS 201, 939–955.
Webbink R.F. (1988). Kinematics of
van den Bergh S. (1980). Star clusters as
the Galactic globular cluster system,
touchstones for theories of galactic
in The Harlow–Shapley Symposium on
evolution – a few examples, in Star
Globular Cluster Systems in Galaxies
Clusters, ed. Hesser J.E., IAU Symp. 85
IAU Symp. 126 (Kluwer, Dordrecht),
(D. Reidel, Dordrecht).
p. 49.
van Leeuwen F., Le Poole R.S., Reijns
Weidemann V. (2000). Revision of the
R.A., Freeman K.C., de Zeeuw P.T.
initial-to-final mass relation, A&A
(2000). A proper motion study of the
363, 647.
globular cluster ω Centauri, A&A
360, 472. Weinberg M.D. (1994a). Weakly damped
modes in star clusters and galaxies,
Verbunt F., Hut P. (1987). The globular
ApJ 421, 481.
cluster population of X-ray binaries, in
The Origin and Evolution of Neutron Weinberg M.D. (1994b). Adiabatic
Stars, eds. Helfand D.J., Huang J.-H. invariants in stellar dynamics. 1: Basic
IAUS 125 (Reidel, Dordrecht). concepts, AJ 108, 1398–1402.
Vesperini E. (1998). Evolution of the mass Whittaker Sir E.T. (1927). A Treatise on
function of the Galactic globular cluster Analytical Dynamics, 3rd edition
system, MNRAS 299, 1019. (Cambridge University Press, Cambridge).
 344 References

Wijers R.A.M.J., van Paradijs J. (1991). Yoshida H. (1982). A new derivation of the
An upper limit to the number of pulsars Kustaanheimo–Stiefel variables, Celes.
in globular clusters, A&A 241L, 37. Mech. 28, 239.
Witte M.G., Savonije G.J. (1999). Tidal Youngkins V.P., Miller B.N. (2000).
evolution of eccentric orbits in massive Gravitational phase transitions in a
binary systems. A study of resonance one-dimensional spherical system,
locking, A&A 350, 129. Phys. Rev. E 62, 4583.
 Index

47 Tuc, 285 Astrophysics Data System, xiv

90◦ -deflection distance, 209 asymptote, 61
atom, 199
Aarseth, 29, 216 atomic nucleus, 186
abundances, 279, 285, 292 averaging, 102, 204, 239–42
AC211, 282 axisymmetric potential, 77, 98
accuracy, 23, 216
action, 66, 140 Bahcall, 212
radial, 66, 67, 107, 137 Bailey, 241
action-angle variables, 93, 107, 140 ballet, 296
adiabatic invariant, 66, 107, 117, 140, barycentre, 38, 58, 110, 130, 149
203 energy of motion of, 182
adiabatic perturbation, 187, 204 barycentric frame, 36, 61
air drag, 44 Baumgardt, 275
α Cen, 230 Becker, 184, 212
analytic continuation, 35 Beta function, 320
angular momentum, 23, 36, 38, 53, 59, 60, Bettwieser, 267–8
64, 65, 77, 87, 107
bifurcation theory, 167
conservation of, 62, 239
specific, 58, 60, 108 billiards, 184
angular velocity, galactocentric, binaries, 4, 7, 8, 10, 12, 13, 19, 23, 25, 34, 36, 46,
111 154, 166, 173, 180, 183, 212, 221, 226,
227, 230, 231, 234, 236, 237, 254, 264–6,
anisotropy, 63, 72, 75, 83, 107, 279
271, 277, 279–81, 284, 286, 291, 296, 304,
radial, 65, 158
see also X-ray binaries
Antonov, 153 binding energy of, 182, 183, 234
apogalacticon, 114 circular, 199, 203
apple, 21 circularisation of, 292, 295
applied mathematics, 78, 175 contact, 235
destruction of, 209, 222, 229, 230, 232, 233,
apse, 317 247, 275
area preservation, 198, 214, 215, distribution of, 184, 188, 227, 233
321 eccentricity of, 149, 199, 203, 210, 230, 286,
associativity, 149 295, 297

345
 346 Index

binaries (cont.) canonical transformation, 107

eclipsing, 230, 232, 296 canonical variables, 93
energy of, 206 capture, 21, 179, 194, 196, 198, 237, 248, 284–5
evolution of, 10, 226, 253, 257, 264, 270, 291–2, temporary, 286, 293
294–5
formation of, 45, 181, 246, 254, 256–8, 264, cat map, 100
270 catalyst, 255
rate of, 179, 187, 201, 210, 225, 235, 253 catastrophe, 254
stochastic, 226 Cayley numbers, 149
hard, 24, 179, 180, 183, 185, 189, 199,
celestial mechanics, 1, 5, 16, 26, 39
201–3, 206, 209, 210, 218, 221–6, 247,
251, 255, 259, 280, 286, 293, 295, 297, central force, 58, 60
322 centrifugal force, 44, 110, 111
hard/soft threshold of, 24, 183, 188, 226, 235, centripetal force, 44
251 Ceres, 15
hardness of, 251, 260
motion of, 222 Chandrasekhar, xiv
number of, 265 chaos, xi, 5, 10, 15, 21, 26, 91, 100–1, 113, 189,
primordial, 181, 229, 233, 246, 247, 251, 253, 269, 271, 289
255, 258, 259, 261, 263, 264, 270, 272, characteristics, 52
273, 276, 282, 296, 298, 299, 301 Chazy, 185
proportion of, 246, 250, 258, 259, 261, 272,
Chenciner, 195, 197
273, 276
rate of hardening of, 221, 222, 256, 257 Chernin, 198
soft, 24, 179, 183, 184, 188, 190, 199, 202, 209, Cheshire cat, 275
222, 234 chicken, 78
spectroscopic, 296
circular motion, 60, 63, 65, 67
three-body, 250, 254–6, 258, 259, 261, 265, 272,
stability of, 126, 316
273, 301
tidal capture, 255, 258, 277, 282, 283, 289 circulation, 242
two-body, 258 Clifford algebras, 149
unresolved, 232 climate, 120
visual, 230 clock cycle, 27
black holes, 4, 21, 65, 89, 103, 177, 178, 219, 227, closest approach, distance of, 123–4, 129, 208,
254, 255, 279, 280, 321 217, 240
blow-up, 146, 153, 175 CM diagram, 232, 277, 279–81, 298
blue stragglers, 11–2, 277, 279, 281, 287, 291–2, coalescence, 254, 286, 293
295–6
abundance of, 296 Cohn, xiv
body, ix, x collapse, 16, 17, 22, 79
cold, 266, 316
Boltzmann equation, 85, 87, 164
collisionless, 41, 42, 51, 53, 56, 68, 78, 81, 84, collective effects, 19, 91, 128
86, 87, 89, 93, 102, 106, 107, 137 collisions, 34, 39, 41, 42, 69, 137, 144, 149, 150,
linearised, 55 204, 208, 211, 277, 281, 284–7, 316,
Boltzmann factor, 19, 188 see also encounters; mergers
atomic, 199, 200
Boltzmann’s constant, 86, 222 binary–binary, 293
Brahe, 15 effect of, 287
branch point, 210 near-, 277
Bulirsch–Stoer method, 213 stellar, x, 1, 5, 11, 51, 87, 231, 282–4, 287, 288,
292, 293, 295, 324
Burrau, 213
rate of, 277, 284–6, 289–90
three-body, 208
C, 306, 309 triple, 36
C++, 218 two-body, 34, 35, 119, 207, 209, 216, 266
c2 h criterion, 38 colour–magnitude diagram, see CM diagram
calculus, xii comet Shoemaker–Levy, 120
canonical ensemble, 19, 20, 170 comets, 241
canonical equations, 214 common envelope, 291, 295
canonical momentum, 64 commutation relations, 320
 Index 347

complex numbers, 145 crackle, 213

complex plane, 204 Cray-T3E, 25
complex time, 34 cross section, 123, 179, 180, 185, 199–202, 206–8,
computational physics, xii, 23, 214 217–9, 226, 247, 252, 259, 297
differential, 201, 206, 207, 209, 218, 219
computer simulation, 4, 5, 19, 125, 149, 180, 229,
geometrical, 200
see also N-body simulations
crossing time, 6, 7, 24, 104, 105, 124, 128, 136,
computers
137, 142, 176, 210
analogue, 26
general-purpose, 29 curvature, scalar, 122, 126
parallel, 25 cut, 322
special-purpose, 2, 26, 88 cutoff, 123, 209, 221, 316
super-, 25, 26
concentration, 7, 82 data reduction, 29
central, 72 Davies, 296
configuration space, 122, 126 de Vaucouleurs’ Law, 71
conformal flatness, 319 Debye length, 17, 21
conic section, 60 deflection angle, 123, 130
continuity equation, 51, 86 degeneracy, 75, 203
continuum limit, 45 degrees of freedom, 167–8, 203, 214, 217, 270
contour of integration, 204, 205, 210 external, 23, 235
convection, 264 internal, 23, 54, 234
convective derivative, 52, 85 Dejonghe, xiv, 66
convergence, 38 , 201
convex function, 96, 102 density, 50, 69, 73, 83
coordinates central, 173, 177
barycentric, 217 mass, 50
comoving, 269 mean, 118
curvilinear, 52 phase space, 50, 52, 95, 98, 130
cylindrical polar, 98 probability, 49, 50
generalised, 59, 168 projected, 72, 74
parabolic, 151 space, 51
plane polar, 126 stellar, 8
rotating, 92, 110, 319 surface, 72, 235
core, 7, 11, 131, 157, 180, 183, 223, 224, 227, 234, density contrast, 173
246, 250, 253, 256, 257, 259, 260, 262, critical, 170
264, see also radius, core density profile, 176, 285
luminosity of, 259, 262 detailed balance, 201, 207, 209
volume of, 259 deuterium, 264
core bounce, 258, 259, 261, 265–7, 272 diffusion, 6, 91, 101, 157
core collapse, 10, 12, 13, 21, 46, 84, 85, 153, 172, Arnold, 101
174–82, 225, 253–6, 258–68, 270, 272, diffusion coefficient, 87, 138, 139
273, 275, 279, 285, 296, 298, 299, 301
diffusion equation, 135
self-similar model of, 177
time scale of, 259, 260 Digital Orrery, 26, 29
core evolution, 299 dimensional analysis, 226
Coriolis force, 18, 110, 111, 114 direct summation, 80
correlations, decay of, 125 disk, circumstellar, 231
correspondence principle, 188 dissipation, 92, 166
cosmological simulations, 24 distribution function, 41, 53, 56, 73, 75, 77, 86, 91,
93, 95, 106, 119, 128
cosmology, 17, 216, 266
coarse-grained, 95–7, 100
Coulomb logarithm, 17, 83, 132, 135, 136, 142, evolution of, 91, 107, 137
157, 172, 175, 176, 210, 226, 257, 259, Maxwell–Boltzmann, 142, 320
265, 266 Maxwellian, 21, 54, 69, 71, 135, 136, 141, 159,
Coulomb repulsion, 179 160, 162, 164, 188, 210, 222
coupling constant, 14 lowered, 70
cpu cost, 25 one-particle, 50, 54, 68, 78
 348 Index

divergence-free, 214 non-gravitational, 277

donkeys, 45 parabolic, 210
Doppler shift, 232 rate of, 156, 180
specification of, 217, 220
drift, 135 statistics of, 132
duality, 143 three-body, 45, 54, 83, 154, 179–81, 186,
dwarf, 219, 295 189, 190, 195, 207, 209, 212, 221,
dynamical astronomy, 39 223, 227, 229, 235, 246–8, 250, 254,
256, 258, 275, 279, 294, 296, 298,
dynamical friction, 119, 132–6, 158,
299, 301
250, 299, 303
close, 206, 207, 212
dynamical systems, 15 two-body, 36, 46, 51, 87, 103, 106, 119,
129, 136, 143, 153–5, 158, 160,
e-folding time, 119, 124, 126, 177, 178 181, 184, 207, 279, 284, 288, 292,
E3, 304 296–9
Earth, life on, 24, 120 close, 208
Earth–Moon–Sun system, 236 energy, 23, 38, 42, 53, 68, 79, see also heat
eccentric anomaly, 61, 241 transport; thermal
conduction of, 24, 257
eccentricity, 60 conservation of, 31, 36, 130, 179, 182, 185, 215,
eclipses, 244 246, 255
ecology, 11, 277, 280 external, 182, 251, 264, 265
effective potential, 60 internal, 182, 225, 251, 264
kinetic, 17, 20, 22, 44, 45, 56, 74, 81, 89,
eigenvalue, 207, 208
117, 171
Eilbeck, xiv potential, 8, 17, 22, 44, 74, 79, 141, 171
Einstein, 78 specific, 59, 60
Einstein–de Sitter model, 266 thermal, 85, 169, 257, 263
elasticity, 128 energy flux, 85, 86, 264, see also heat flux
electromagnetism, 3 energy generation, 83, 225, 246, 257, 274, 296,
elephant, 75 see also heating
binary–binary, 259–61, 276
ellipse, 15, 60, 121, 240 rate of, 83, 180, 226, 253, 256, 259, 262, 276,
elliptic motion, 61, see also Kepler motion; 323
Kepler problem, etc. self-regulating, 264
elliptic–parabolic motion, 195 stochastic, 270
enclosure, 173 energy hypersurface, 139
adiabatic, 164, 166, 169, 171 energy level, 188, 199
encounter term, 86, 137 energy transport, 10, 85, 89, 170, see also heat
encounters, 1, 41, 42, 91, 177, 209, 284, 291, 296, transport
see also scattering; exchange; fly-by; English Channel, 288
ionisation; resonance entropy, 20, 54, 85, 153, 165, 167, 168, 257
adiabatic, 180, 202–4, 210 specific, 83
binary–binary, 229, 237, 246, 247–51, 259, 260,
275, 277, 293 environment, 43, 281, 296
binary–single, 173, 179, 183, 189, 199, 200, galactic, 284
222, 237, 259, 260, 277, 291, 293, 295, epicycle, 61, 118
297 epicyclic frequency, 61, 111
close, 5, 10, 23, 50, 124, 125, 200–2, 226, 234, epicyclic motion, 112, 114
252, 294
equations of motion, 49, 51, 316
cross section of, 220, 224, 259
time scale for, 251 equilibrium, 16, 21, 68, 83, 91–4, 96, 100, 101,
dissipative, 253, 255, 277 112, 128, 142, 153, 164–6, 168, 262, 264,
distant, 10, 87 267, 269, 271
fast, 183 collisionless, 68
few-body, 270, 296 dynamic, 16, 17, 21, 75, 79, 81, 84, 87, 93, 98,
four-body, 54, 154, 229, 235, 279, 291, 298, 101, 103–6, 131, 136, 210
299, 301 hydrostatic, 85
impulsive, 184 isothermal, 160
independence of, 130 local thermodynamic, 21
mass loss in, 290 quasi-, 17, 85, 101, 128
 Index 349

equilibrium (cont.) fly-by, 184, 187, 247–9, 286

statistical, 95, 128 Fokker–Planck coefficients, 137
thermal, 23, 24, 135, 164, 166, 168, 172
Fokker–Planck equation, 42, 71, 82, 85–7, 119,
unstable, 92, see also instability
125, 135, 137–8, 176–7
virial, 8, 77, 89, 105, 127, 131, 141, 188, 226
orbit-averaged, 138–9, 176
equipartition, 46, 153, 158, 160, 161, 172, 173,
Fokker–Planck model, 80, 84, 88, 161, 164, 170,
179, 183, 184
225, 255, 268–70, 279
equipotential, 112, 113, 231, 290
form factor, 79, 82
escape, 9, 18, 19, 21, 40, 46, 61, 70, 71, 81, 91,
fortran, 306
97, 101, 105, 106, 110–2, 114–6, 122,
128, 135, 153–8, 177, 185, 186, 190, four-body problem, 36
193–5, 198, 207, 223–5, 227, 231, four-colour problem, x
238, 249, 250, 264, 266, 275, 276, Fourier series, 204
279, 286, 301, 303, 321 fractal, 189, 190, 193, 194, 198
of binary, 225
preferential, 155, 158 frequencies of motion, 117
escape energy, 71, 97, 106, 112, 114, 224, 225 friction, 44, 169
escape rate, 114, 156, 158, 162, 187, 266, 275 galactic bars, 233
escape speed, 21, 98, 160, 184, 192, 193, 292 Galactic Centre, 6, 233, 304
Euclidean norm, 33 galactic disk, 5, 6, 8, 116
Euler, 149 galactic nuclei, 11, 13, 234, 284
Euler angles, 217 galactocentric radius, 303
Euler method, 215, 220 galaxies, x, 5, 12
Euler parameters, 149 axisymmetric, 110, 111
Euler–Lagrange equation, 319 collisions of, 5, 52, 97
Euler–Lagrange solutions, 92 rotation of, 118, 305, 324
spiral, 45
evaporation, 10, 18, 276
Galileo, 29
evaporative model, 79, 80, 82, 84, 142
gas, xi, 19, 42, 54–5, 69, 74, 82, 85, 87, 128, 137,
evolution equation, 78, 119
160, 169, 231, 301
evolutionary track, 300–2 perfect, 83, 86
exchange, 184, 187, 202, 209, 220, 237, 247, stellar, 83, 257
249, 250, 295 gas dynamics, 54
prompt, 247, 248
gas model, 80, 82, 84–6, 89, 164, 177, 262–3,
resonant, 186
267–9, 271
exclusion principle, 96
gas pressure, 4
existence, 33
gauge invariance, 147
exothermic reaction, 246, 247, 255
general relativity, 4, 15, 17
exponential divergence, 14, 100, 119, 121, 123,
geodesic, 119, 122, 126, 319
124, 126
geodesic deviation, 122
external effects, 18, 72, 81, 91, 101, 110, 128,
279, 286 geometric progression, 210, 244
geometry, 32
fast motion, 239 giant, 231, 235, 266, 268, 286, 295
Feigenbaum sequence, 253 radius of, 285
Fermi, 75 Giersz, xiv
Fermi–Dirac statistics, 97 globular clusters, see star clusters, globular
few-body systems, 39, 43, 180, 254 Gnedin, xiv
figure of 8, 196 gold, 275, 296
finite differences, 87 Goodman, xiv, 114, 268
five-body problem, 36 GRAPE, xii, 21, 26–8, 80, 88, 268
flattening, 81 graphics, 306
floating point accelerator, 26 gravitation, ix, 3, 4
fluid, 42, 50–2 constant of, 14, 51
one-dimensional, 125
fluid mechanics, xi two-dimensional, 45, 89, 171
fluid models, 80, 82
 350 Index

gravitational burning, 221 human evolution, 24

gravitational focusing, 179, 201, 247, 284, 293 Hurley, xiv, 296
three-body, 207 hybrid model, 80
gravitational lenses, 232 hydrogen atom, 188
gravitational transmutation, 221 hydrostatics, 84, 165, 176
gravitational waves, 227 hyperbola, 61
gravothermal catastrophe, 169, 170 hyperbolic motion, 61
gravothermal oscillations, 10, 14, 84, 85, 253, 263, hyperbolic–elliptic motion, 195
268, 271–3, 279
hyperbolicity, 125
gravothermodynamics, 17, 47, 161, 166, 168
impact parameter, 127, 129, 205, 208, 209, 217
H -theorem, 96, 102
impulse approximation, 202
Härm, 157
inclination, 239
Hénon, 98, 140, 155, 195, 264, 268, 270
incompressibility, 52, 96, 195
halo, 180, 183, 323
independent variable, 35
Hamilton, 146
index, xiii
Hamiltonian, 94, 149, 214–5
individual time steps, 25
Hamiltonian dynamics, 38, 52, 64, 239
inertial force, 110, 111
hardware, xii
infall, 233
heartbeat, 24
infra-red divergence, 17, 19
heat, 20
inhomogeneity, 21
heat bath, 20, 41, 43
inner binary, 238
heat capacity, 169–71, 320
instability, 20, 55, 62, 65, 101, 160, 169–70, 190,
negative, 20, 43–5, 47, 175, 181
239, 253, 268–9, see also stability
positive, 47
exponential, 120
heat equation, backward, 175 gravothermal, 168, 170, 172, 267–8, see also
heat flux, 47, 173, 263, 267, 323 isothermal model, instability of
heat transport, 6, 14, 85, 265 Jeans, 41, 54, 55, 63, 64, 81
heating, 105, 116, 257, 260, 262, 276 mass segregation/stratification, 153, 161, 178
binary, 225, 265, 271, 299 radial orbit, 63–5
binary–binary, 260, 261 integrability, 2, 38, 91, 93, 121, 195
binary–single, 261 integral, 38, 148
rate of, 276 (non-)isolating, 95, 192
Heiles, 98 integral equation, 75
helium core flash, 268 Abel, 76
helium star, 295 integrals of motion, 38, 41, 60, 95
Herman, 32 interaction region, 207
Hermite integrator, 213, 218, 313, 314 interstellar clouds, 9, 10, 233
Hernquist, xiv invariant, 38, 52, 58, 59, 66, 74, 239
high-energy astrophysics, 281, 282 inverse process, 201, 210
high-energy physics, 212, 219 inverse square law, 14, 16, 17, 29
Hill’s curves, 112 ionisation, 184, 187, 202, 207, 218, 222, 248, 249
Hill’s equations, 113 irrational numbers, 35
Hill’s problem, 91, 111, 113 isochrone model, 73
Hills, 212, 276 isochrone potential, 63, 67
Holmberg, 26 isocline, 69
homogeneity, 18 isolated systems, 59, 101, 103, 110, 114, 115, 154,
homologous evolution, 79, 175, 177, 276, 158, 253, 263, 266, 272, 276, 300
300–1, 315, see also self-similar lifetime of, 270
evolution isothermal distribution, 70
Hopf bifurcation, 271 isothermal equation, 69, 171
Hopf map, 24, 119 one- and two-dimensional, 76
HR diagram, 292, 298 isothermal model, 42, 68–71, 76, 164, 166, 169,
170, 173, 175, 177, 323
 Index 351

isothermal model (cont.) Lagrangian time-derivative, 257

density in, 265, 290 Lagrangian variation, 165
instability of, 273
Landau, 140
singular, 70, 169
Large Magellanic Cloud, 6
isothermal system, 166, 167, 171
leapfrog, 150, 214–6
isotropic model, 75
Legendre polynomial, 319
Jacobi integral, 112, 113, 115 Lemaitre, 216
Jacobi’s equation, 122 Lenz vector, 119, 145
Jacobian, 214, 321 Levi Civita, 39, 145, 147, 149
Jeans, xiv, 54, 128, 321 Liapounov exponent, 123
Jeans equations, 42, 84 Liapounov orbit, 115, 118
Jeans swindle, 55 light, 26
Jeans’ Theorem, 53, 68, 77, 95, 137 LIGO, 227
jerk, 213 likelihood, 76
Johnston, xiv limit cycle, 271
line of sight, 74, 315, 317
KAM Theorem, xii, 193 linear series, 153, 167, 169
Kepler, 15, 143 Liouville’s equation, 69
Kepler map, 321 Liouville’s Theorem, 52, 196, 318
Kepler motion, 59, 60, 62, 98, 108, 121, 130, 149, Littlewood, 196
151, 155, 236, 238, 240, 241, 284, 316 LMXB, 279, 280
Kepler orbit, 145, 147, 215 lockstep, 315
Kepler potential, 61, 63, 317 log-normal distribution, 304
Kepler problem, 24, 41, 48, 53, 59, 67, 121, 126, logistic map, 270
143, 145, 146, 148
five-dimensional, 149 long-range force, 3, 17, 20, 88
Kepler’s equation, 34, 61, 144 luminosity, 13, 89, 257
Lynden-Bell, 138, 233, 317
Kepler’s First Law, 60
Lyttleton, 78
Kepler’s Third Law, 203, 321
Keplerian approximation, 200 M4, 236, 237
kick, 291 M15, 223, 255, 282
kinematic data, 75 M31, 12
kinetic theory, xi, 20, 83, 134 M33, 13
King model, 42, 68, 70–2, 75, 76, 82, 114, 162, M67, 296
174, 276, 302
M71, 232
multi-mass, 72
magnetic fields, 4
King’s Law, 71
magnitude, 13
Kolmogorov–Feller equation, 134
Makino, xiv, 215
Kozai cycle, 242, 243
manifold, 122
Kreutz group, 241
Maple, 31, 56, 315
KS map, 150, 152
Marchal, 185, 337
KS regularisation, 119, 146
Markov process, 134
KS transformation, 148, 149
mass
Kulkarni, xiv
conservation of, 51
Kustaanheimo, 148 time-dependent, 91
Kuzmin, 138 mass function, 6, 272, 274, 275, 279, 281, 285,
298, 299, 302
Lada, xiv Miller–Scalo, 104, 318
Lagrange, 53 power law, 104
Lagrange points, 112, 114, 118, 275 mass loss, 81, 104–5, 108, 110, 114, 154, 224, 262,
Lagrangian, 59, 239 280, 298–300, 302
Lagrangian shell, 159, 257 impulsive, 291
internal, 103
 352 Index

mass loss (cont.) movie, 332, 334

stellar, 11 multi-component model, 173
mass overflow, 282, 291, 293, 295 multiples, 266
mass segregation, 69, 136, 153–5, 158–60, 162, multiplicity, 188
174, 178, 224–5, 246, 259–61, 273–5, 279, multipole expansion, 204, 240
286–7, 293, 298–9, 301, 321
primordial, 162 N -body codes, 306
mass spectrum, 270, 280 N -body equations, 3, 27, 32, 42
mass transfer, 10, 293, 295 N -body integration, 26, 306
Mathematica, 31 N -body methods, 24, 28, 49, 88, 226
MATLAB, 306, 307, 309 N -body models, 78, 80, 93, 268, 296
Maupertuis’ Principle, 122 N -body problem, 1, 14, 32, 37, 58, 79, 91–2,
Maxwell, 128 119–20, 126, 229, 246, 266, 277, see also
Maxwell’s equations, 52 one-, two-, million-body problem;
Maxwellian, see distribution function, few-body systems
Maxwellian collinear, 35
McGehee, 146 N -body simulations, 24, 25, 29, 84, 88, 159, 223,
274, 301, 302
McMillan, xiv, 213, 215
N -body systems, description of, 49, 68
McVean, xiv
N -body units, 8, 76, 276, 315
mean free path, 6, 85, 136, 137
nσv argument, 123, 124, 200, 224
mean motion, 60
NBODYx, 306
measure, 34, 195, 196
nearest neighbour, 126, 131, 319
memory, 26, 27
negative definiteness, 166
Mercury, 224
Nemo, 29
mergers, 10, 231, 289, 292, 293, 295, 297
rate of, 297 Neptune, 15
Messier, 304 neutron stars, 4, 23, 24, 103, 178, 224, 231,
232, 236, 255, 258, 275, 281, 282, 291,
metric, 122, 126, 319
see also pulsars
Euclidean, 126
Newton, 3, 15, 16, 32, 236, 243, 287
microcanonical ensemble, 20, 170
Newton’s equations, 88
microphysics, 129
Newton’s laws of motion, 78
Mikkola, 216
Newton’s Theorems, 22, 59, 315
Mikkola & Tanikawa, method of, 215, 216
nodes, 241, 243, 244
million-body problem, ix–xi, xiii, 278, 299
Noether’s Theorem, 59, 239
Milone, xiv
noise, 75
mixing, 95, 96, 100
non-dominant terms, 133, 134, 141
model, 78
non-parametric methods, 42, 76
models of observational data, 42, 75
novae, 284
modes, 21, 72
nuclear reactions, 264
molecular dynamics, 29
numerical analysis, 23
molecules, 6, 19
numerical errors, 178, 213, 215, 216, 219
moment, 119, 131, 138
moment equations, 84, 85 ω Cen, 230
moment method, 80, 86 one-body problem, 120
moment of inertia, 79 opacity, 83
momentum, 49 open systems, 19
Monte Carlo models, 80, 87 orbit average, 106, 138
Monte Carlo sampling, 125, 219, 227, 294 orbital motion and relaxation, 137
Montgomery, 195, 197 order (of truncation error), 215
Moon, 91, 120, 244, 287, 288, 322 oscillations
Moore, 196 coupled, 98, 99
Moser, 32, 190 damped, 82, 271
forced, 288
mother board, 27
 Index 353

oscillator, 74, 322, see also simple harmonic Plummer model, 42, 50, 68, 72, 74, 77, 82,
oscillator 89, 124, 157–9, 161, 162, 174, 178,
damped, 198, 288, 317 223, 270
one-dimensional, 167 Plummer potential, 62, 77, 113
oscillatory motion, 198 Pluto, 26
Ostriker, 116 Poincaré, xii, 32, 38, 98, 167, 190
output, 26 Poincaré map, 191, 192
point mass, 5, 10, 11, 14, 22, 103, 111, 231,
P3 M code, 24
233
Padmanabhan, 47 Poisson bracket, 52, 93
Pal 13, 304 Poisson fluctuations, 56
parabolic motion, 61, 204 Poisson’s equation, 51, 68, 69, 74, 75, 77, 96
parallelisation, 25
polytrope, 42, 73, 74, 76, 317
parallelism, 28
pop, 213
parameters, free, 70, 75
population, old, 281
parametric methods, 76
Portegies Zwart, xiv, 224, 293
partial differential equation, 52, 175
position vector, 32, 49
particle collider, 212, 219
post-collapse evolution, 10, 107, 253, 255, 266,
PCI, 27 270, 272, 274, 275
penalty function, 76 steady, 273
pericentre, 60, 215 unsteady, 266
argument of, 241, 242 post-collapse expansion, 263, 265, 269, 270,
perigalacticon, 114, 115 273
perihelion advance, 224 steady, 276
period, 60, 240 potential, 41, 52, 59, 68–9, 73, 224–5, see also
orbital, 63, 124, 300, 301 spherical; Kepler; isochrone; square-well
radial, 54, 63, 107 potential
central, 72, 250, 262
period-doubling, 253, 269, 270 fixed, 58, 77, 91, 96, 98
periodic orbit, 115, 194, 197, 213 non-integrable, 98
periodic table, 298 scaled, 71
personal computer, 26 slowly varying, 107, 119, 137, 138, 140
time-dependent, 65, 87, 96
perturbation, 204
potential well, 50, 60, 69, 76, 154, 158, 160, 177,
perturbation theory
224, 299
canonical, 238
first order, 204 power series, 35, 37
phase (of binary), 121, 190, 191, 198, 215, precession, 243, 244
217, 321 pressure, 4, 83, 89
phase fluid, 52, 96 pressure ionisation, 190
phase mixing, 41, 52, 91, 93, 94, 97, 98, 100, pressure tensor, 63, 83
101, 192 prograde motion, 114
phase space, 38, 41, 49, 50, 52, 53, 87, 103, 196 proper motion, 75
phase space average, 109 protein folding, 29
phase space volume, 63, 87, 108, 138, 140, 206 Proxima Centauri, 230
physical laws, 78 Ptolemaic model, 61
pipeline, 26, 27 pulsars, 232, 282, 291, 296, see also neutron
plane of motion, 60 stars
planet, 237 millisecond, 11, 12, 277, 279
planetary motion, 15 Pythagorean problem, 213
planetary system, 10
quadrature, 38, 63, 212
planets, extrasolar, 12
quadruple, 10
plasma, ix, xi, 1, 4, 16, 17, 21, 29, 52, 85, 132, democratic, 248, 249
140 hierarchical, 248, 249
Platonic solids, 143 temporarily bound, 250
 354 Index

quadrupole approximation, 204, 324 resonance (of frequencies), 45, 63, 65, 100, 102,
qualitative behaviour, 38 117, 239, 318
quantum chromodynamics, 15 retrograde motion, 112–4
quantum electrodynamics, 15, 147 Ricci tensor, 319
quantum mechanics, 188 Riemann sheet, 146, 148
quaternions, 119, 146, 148, 150, 320 rigour, 32
Roche lobe, 295
radial motion, 107, 137, 224, see also period, radial Roche lobe overflow, 231, 286, 293, 295
nearly, 41, 61, 63, 64
Roche radius, 286
radiation, stellar, 264
Roche surface, 286
radiative transfer, 83
Rosenbluth potentials, 133
radius
rosette, 10, 136
core, 6, 71, 72, 74, 131, 176, 256, 257, 259, 265,
272, 273, 276, 300 rotations (geometric), 147
half-mass, 6, 24, 72, 74, 79, 89, 131, 136, 141, Ruffert, xiv, 197
159, 160, 264, 265, 273, 274, 300 runaway, 169, 174
Lagrangian, 82 Runge–Kutta methods, 31, 213
stellar, 23, 219, 229, 233, 241, 251, 258, 280,
283, 285, 286, 290, 292, 293 Runge–Kutta–Nystrom methods, 214
tidal, 6, 13, 72, 109, 112, 114, 117, 118, 274–6, Runge–Lenz vector, 145, 148
300–2
virial, 7, 13, 74, 79, 89, 251 saddle point, 204, 205
random numbers, 217, 294 saddle-node bifurcation, 167
quasi-, 217 Salaris, xiv
random walk, 237, 320 Salpeter, 104
range of scales, 2, 23, 24 sand grain, 187, 321
Rasio, xiv Sandage, 281
rational numbers, 35 satellites, 41, 44, 169
reaction rate, 200, 221, 222 coorbital, 111, 115
rectilinear motion, 120, 210 scale radius, 74
Redman, x scaled potential, 72, 74, 290
reduced mass, 61, 182, 222, 287 scaled radius, 165
regular motion, 100, 113 scaling, 8, 14, 19, 79, 103, 176, 212, 217
regularisation, 24, 35, 53, 209, 216 scaling model, 80
chain, 216 scattering, 15, 34, 191, 200, 218, 219
numerical, 149 atomic, 179, 180, 184, 186, 206, 207
relaxation, 82, 83, 86, 92–5, 97, 101, 114, 124, 128, gravitational, 179
134, 158, 175, 176, 258, 264, 301, 320, irregular, 115
323, see also shock relaxation nuclear, 186
collisional, 128 numerical, 213, 218, 237, 247, 294
two-body, 54, 65, 69, 82, 85, 87, 88, 101, 119, scattering problem, 182
128, 129, 135, 137, 153, 154, 181, 254, Schuster, 73
258, 260, 298, 299, 302, 304 Schwarzschild, 268
violent, 91, 92, 96, 97, 101, 128, 299
screening, 3, 17
relaxation time, 7, 10, 24, 71, 85, 89, 119, 124, 136,
137, 142, 157, 160, 162, 166, 172, 173, sea, 318
176, 209, 224, 226, 251, 257, 259–64, 266, secular evolution, 101, 239
300, 301, 305 self-consistent model, 68, 93
central, 174, 175, 177 self-similar behaviour, 153, 161, 172, 174–6,
half-mass, 74, 136, 162, 174, 178, 270, 275, 302 301
remnant, 103, 161, 291 self-similar evolution, 175, 225, see also
repulsive force, 19 homologous evolution
resonance, 186, 187, 189, 190, 202, 218, 247, 286, semi-major axis, 60
293, 295 semi-minor axis, 61
democratic, 187, 219, 250
sensitive dependence, 115, 120, 121, 125, 179, 186,
hierarchical, 187, 219, 247, 248
189, 190, 194
 Index 355

serial code, 25 numerical, 218

shadowing, 125 secular, 264
thermal, 166
shock heating, 117
thermodynamic, 68, 165
shock relaxation, 116, 128, 303
stable focus, 271
shocking
stable node, 271
bulge, 116, 279, 299
disk, 116, 117, 279, 298, 299, 302–4 star clusters, ix, x, 3–5, 11, 25, 43, 44, 75, 82, 172,
tidal, 117, 299 179, 187, 199, 234, 260, 264, 270, 280,
287, 292, see also stellar systems
short-range force, 4
binaries in, 229, 230, see also binaries
Siegel, xii death rate of, 304
Siegel exponent, 208 dissolution of, 9, 272, 280, 299, 301, 305
simple harmonic motion, 59, 144, 145, 316 evolution of, 6, 23, 43, 175, 278, 279, 298, 299
simple harmonic oscillator, 24, 59, 63, 112, 119, evolutionary track of, 300
143, 144, 148, 161, 214 globular, x–xii, 1, 2, 4–6, 8, 11–3, 24, 25, 71, 76,
78, 101, 110, 115, 160, 177, 184, 229, 231,
simple harmonic potential, 63, 94 234–7, 246, 255, 273, 279, 280, 282–7,
Simó, 197 292, 296, 304
singularity, 33–7, 119, 126, 143, 144, 146, 149, ages of, 301, 302
175, 204, 205 basic facts about, 7
collision, 2, 33, 35, 53, 88, 143 binaries in, 230, 232, 251, 291
Sitnikov’s problem, 37, 121, 122, 179, 190, 192, colour gradients in, 282
193, 198, 321 destruction of, 301, 303
lifetime of, 301
slingshot, 155
masses of, 304
Smale horseshoe, 179 radial distribution of, 304
small systems, 20 rotation of, 6
small-angle scattering, 82, 87, 130, 134, 153, 155 system of, 281, 286, 303, 304
Smithsonian Museum, 26 open, 234, 296
young, 6, 162, 246, 286
smooth potential, 88
star counts, 75
smoothing parameter, 88
Star Wars, 230
snap, 213
Stark effect, 151
snapshot, 26
Starlab, 29, 219, 252, 294, 306, 314
software, xii, 2, 27, 29
stars, 277, see also abundances; dwarf; neutron
SOHO, 115
stars; blue stragglers; yellow stragglers;
solar neighbourhood, 11, 233, 285 white dwarfs
solar system, 3, 5, 39, 236 age of, 279
stability of, 26, 101 BHB, 279
solution, 2, 33, 37, 38, 315 blue horizontal branch, 280
exact, 125 degenerate, 258, 281
specific heat, negative, 45, 183, 267, see also evolution of, xi, 10–2, 20, 24, 88, 103, 154, 173,
heat capacity 224, 234, 262, 279–81, 285, 286, 291, 292,
294, 298–302
spherical potential, 38, 41, 53, 56, 58, 59, 62, 64, faint horizontal branch, 280
66, 107, 109, 115, 117, 133 formation of, 9
non-, 111 high-velocity, 260
spin, 148 hot horizontal branch, 280
spinors, 146, 148 internal energy of, 287, 289
spiral arms, 233 lifetime of, 24, 108, 285
long-period variable, 24
Spitzer, xiv, 136, 157
main sequence, 264, 280, 281, 285, 288, 292,
Spurzem, xiv 293, 295
square-well potential, 157 orbits of, 10
stability, 18, 21, 41, 47, 55, 91–2, 95, 101, 118, radius of, see radius, stellar
120, 166, 168, 173, 195, 197, 229, 271, rotation of, 287, 289, 292
see also instability structure of, 20, 82, 83, 165, 264, 289
asymptotic, 92, 95 variable, 279
dynamical, 86, 88 young, 230
gravothermal, 20, 175 station keeping, 115
 356 Index

statistical accuracy, 218 theoretical physics, 14

statistical description, 68, 78 thermal conduction, 6, 25, 85, 263, 264
statistical mechanics, 2, 21, 49, 54, 95, 120, thermal conductivity, 85, 89
125, 231 thermal time scale, 295
statistical physics, 170 thermodynamics, xi, 17–20, 41, 43, 47, 70, 85, 153,
statistical results, 125 164, 166, 257
statistical weight, 188 first law of, 85, 257
steepest descents, 204, 205 three-body problem, x, 2, 15, 36–8, 92, 112, 119,
Stefan–Boltzmann constant, 83 121, 122, 151, 179, 187, 206, 209, 213,
217, 238, see also triples
stellar dynamics, 1, 5, 9, 20, 22–4, 26, 39, 42, analytic solution of, 37
78, 80, 84, 92, 101, 124, 128 isosceles, 211
collisional, 1, 5, 6, 41, 50, 119 numerical integration of, 213
collisionless, 1, 5, 41, 51, 78, 88 periodic solutions of, 92, 196
stellar systems, 58, 59, 78, 106, see also restricted, 15, 121, 190
star clusters three-body processes, 261, see also collisions;
bound, 104 encounters
cold, 63
cool, 105 threshold scattering, 180
dense, 10, 11, 13, 41, 78, 80, 174 tidal approximation, 111
expansion of, 103, 107, 265–8, 270 tidal boundary, 275, 299, 301, 305
gross evolution of, 42, 86, 106, 253, tidal bulge, 289
see also post-collapse
tidal circularisation, 295
evolution
hot, 210 tidal cutoff, 109, 174, 276
lifetime of, 275 tidal disruption, 300, 302
one-component, 173 tidal dissipation, 289, 300
radius of, 315 tidal encounters, 258, 292
rotating, 81, 174
spherical, 137 tidal field, 112, 114, 115, 121, 158, 276, 286, 290,
299, 302
stereographic projection, 150
tidal heating, 116
Stiefel, 148
tidal interaction, 289
Stodólkiewicz, 276
tidal overflow, 299, 302
Stosszahlansatz, 21
tidal radius, see radius, tidal
Stumpff variables, 61
tidal stripping, 301
Sugimoto, 267, 268
tidal tails, 114, 275
Sun, 115, 230, 262
lifetime of, 24 tidal truncation, 117, 253, 272, 274, 275, 279,
radius of, 283 300, 301
sungrazers, 241 tide, 288, 289, 324
lunar, 112, 118, 236, 245, 287
supernova, 104, 291 stellar, 195
surface brightness, 13, 71, 75 time reversal, 21, 149, 185, 187, 195, 201, 215,
surface of section, 113, 190, 192, 194 216, 321
survival triangle, 304 time scales, 24
symmetry, 38, 59, 74, 111 time steps, 24, 35, 88, 214, 268, see also individual
symplecticness, 32, 33, 149, 214–6 time steps
hierarchical, 88
target, 212, 219 time-translation invariance, 195
temperature, 17, 43, 45–7, 69, 83, 86, 160, topology, 38
161, 164, 168–71, 174, 222, 257,
torque, 58, 242, 244
267, 320
toy model, 20, 271
temperature fluctuations, 268
tree, 27
temperature gradient, 169, 176, 263–5
tree code, 24, 80, 88
temperature inversion, 253, 267, 268, 271
triple expansion, 207
test particle, 183
triples, 10, 19, 88, 186, 221, 223, 230, 232, 233,
Teuben, xiv
236, 266
theorems, 32
 Index 357

triples (cont.) projected, 74

bound, 195, 249 transverse, 63
evolution of, 236, 238, 241, 250 velocity distribution, 69, 156
formation of, 236, 237 isotropic, 87, 107, 132, 157, 217
hierarchical, 198, 219, 229, 236, 237, 239, 243,
velocity space, 67
244, 247–50, 279
evolution of, 241, 242 velocity vector, 49
formation of, 246 Verlet algorithm, 214
lifetime of, 186 virial equilibrium, see equilibrium, virial
stability of, 238, 249, 250 virial estimate, 323
temporarily bound, 186, 189, 250
virial oscillations, 79, 82, 89, 124
turbulence, 29
virial radius, see radius, virial
turnoff, 281, 295
virial ratio, 105
twist map, 192
virial theorem, 18, 22, 42, 48, 79, 81,
two-body approximation, 207 86, 89, 136, 162, 171, 320
two-body problem, x, 15, 32–4, 46, 58, 119, 143, virialisation, 116, 117, 210
see also Kepler problem
perturbed, 144 viscosity, 231
two-body processes, 258, 260, 261, 285, 296, Vlasov equation, 51
see also collisions; encounters von Hoerner, 25

ultra-violet divergence, 19, 45 wake, 133, 141

unfolding, 146 Wannier, 207
uniform medium, 54 weak scattering, 129, 130, 154, see also
small-angle scattering
uniform sphere, 16, 22
cold, 55 Weinberg, 117
units, 1, 7, 74, 217 whisky, 24
Universe white dwarfs, 12, 24, 103, 232, 236, 281, 287,
age of, 6, 24 295, 304
expansion of, 17, 55 wind, stellar, 104
unix, 29 Wlasow equation, 64
work, 224
Valtonen, 198 workstation, 26
variables
conjugate, 239 X-ray binaries, 11, 279, 282
extensive, 17, 20 low-mass, 281
intensive, 17 X-ray sources, xi, 12, 229, 231, 232, 277, 281,
variation of parameters, 118 296
variation, first and second, 165–8 Xia, 36, 37
variational equations, 121, 125, 126
velocity yellow stragglers, 281
radial, 12, 75, 77, 230–2
transverse, 77 Zare, 216
velocity dispersion, 6, 69, 70, 86, 176, 267 zero-velocity surface, 112, 113
central, 71, 175, 225 zoo, 296
one-dimensional, 74, 175 binary, 296