The Newtonian potential of thin disks

The one-dimensional, ordinary differential equation (ODE) by Hur\'e & Hersant (2007) that satisfies the midplane gravitational potential of truncated, flat power-law disks is extended to the whole physical space. It is shown that thickness effects (i.e. non-flatness) can be easily accounted for by implementing an appropriate "softening length" $\lambda$. The solution of this "softened ODE" has the following properties: i) it is regular at the edges (finite radial accelerations), ii) it possesses the correct long-range properties, iii) it matches the Newtonian potential of a geometrically thin disk very well, and iv) it tends continuously to the flat disk solution in the limit $\lambda \rightarrow 0$. As illustrated by many examples, the ODE, subject to exact Dirichlet conditions, can be solved numerically with efficiency for any given colatitude at second-order from center to infinity using radial mapping. This approach is therefore particularly well-suited to generating grids of gravitational forces in order to study particles moving under the field of a gravitating disk as found in various contexts (active nuclei, stellar systems, young stellar objects). Extension to non-power-law surface density profiles is straightforward through superposition. Grids can be produced upon request.Comment: Accepted for publication in A&

The potential of discs from a "mean Green function"

By using various properties of the complete elliptic integrals, we have derived an alternative expression for the gravitational potential of axially symmetric bodies, which is free of singular kernel in contrast with the classical form. This is mainly a radial integral of the local surface density weighted by a regular "mean Green function" which depends explicitly on the body's vertical thickness. Rigorously, this result stands for a wide variety of configurations, as soon as the density structure is vertically homogeneous. Nevertheless, the sensitivity to vertical stratification | the Gaussian profile has been considered | appears weak provided that the surface density is conserved. For bodies with small aspect ratio (i.e. geometrically thin discs), a first-order Taylor expansion furnishes an excellent approximation for this mean Green function, the absolute error being of the fourth order in the aspect ratio. This formula is therefore well suited to studying the structure of self-gravitating discs and rings in the spirit of the "standard model of thin discs" where the vertical structure is often ignored, but it remains accurate for discs and tori of finite thickness. This approximation which perfectly saves the properties of Newton's law everywhere (in particular at large separations), is also very useful for dynamical studies where the body is just a source of gravity acting on external test particles.Comment: Accepted for publication in MNRAS, 11 page

Generation of potential/surface density pairs in flat disks Power law distributions

We report a simple method to generate potential/surface density pairs in flat axially symmetric finite size disks. Potential/surface density pairs consist of a ``homogeneous'' pair (a closed form expression) corresponding to a uniform disk, and a ``residual'' pair. This residual component is converted into an infinite series of integrals over the radial extent of the disk. For a certain class of surface density distributions (like power laws of the radius), this series is fully analytical. The extraction of the homogeneous pair is equivalent to a convergence acceleration technique, in a matematical sense. In the case of power law distributions, the convergence rate of the residual series is shown to be cubic inside the source. As a consequence, very accurate potential values are obtained by low order truncation of the series. At zero order, relative errors on potential values do not exceed a few percent typically, and scale with the order N of truncation as 1/N**3. This method is superior to the classical multipole expansion whose very slow convergence is often critical for most practical applications.Comment: Accepted for publication in Astronomy & Astrophysics 7 pages, 8 figures, F90-code available at http://www.obs.u-bordeaux1.fr/radio/JMHure/intro2applawd.htm

Self-gravity at the scale of the polar cell

We present the exact calculus of the gravitational potential and acceleration along the symmetry axis of a plane, homogeneous, polar cell as a function of mean radius a, radial extension e, and opening angle f. Accurate approximations are derived in the limit of high numerical resolution at the geometrical mean of the inner and outer radii (a key-position in current FFT-based Poisson solvers). Our results are the full extension of the approximate formula given in the textbook of Binney & Tremaine to all resolutions. We also clarify definitely the question about the existence (or not) of self-forces in polar cells. We find that there is always a self-force at radius except if the shape factor a.f/e reaches ~ 3.531, asymptotically. Such cells are therefore well suited to build a polar mesh for high resolution simulations of self-gravitating media in two dimensions. A by-product of this study is a newly discovered indefinite integral involving complete elliptic integral of the first kind over modulus.Comment: 4 pages, 4 figures, A&A accepte

A substitute for the singular Green kernel in the Newtonian potential of celestial bodies

The "point mass singularity" inherent in Newton's law for gravitation represents a major difficulty in accurately determining the potential and forces inside continuous bodies. Here we report a simple and efficient analytical method to bypass the singular Green kernel 1/|r-r'| inside the source without altering the nature of the interaction. We build an equivalent kernel made up of a "cool kernel", which is fully regular (and contains the long-range -GM/r asymptotic behavior), and the gradient of a "hyperkernel", which is also regular. Compared to the initial kernel, these two components are easily integrated over the source volume using standard numerical techniques. The demonstration is presented for three-dimensional distributions in cylindrical coordinates, which are well-suited to describing rotating bodies (stars, discs, asteroids, etc.) as commonly found in the Universe. An example of implementation is given. The case of axial symmetry is treated in detail, and the accuracy is checked by considering an exact potential/surface density pair corresponding to a flat circular disc. This framework provides new tools to keep or even improve the physical realism of models and simulations of self-gravitating systems, and represents, for some of them, a conclusive alternative to softened gravity.Comment: Accepted for publication in A&A; 7 pages, color figure

The global structure of thin, stratified "alpha"-discs and the reliability of the one layer approximation

We report the results of a systematic comparison between the vertically averaged model and the vertically explicit model of steady state, Keplerian, optically thick "alpha"-discs. The simulations have concerned discs currently found in three different systems: dwarf novae, young stellar objects and active galactic nuclei. In each case, we have explored four decades of accretion rates and almost the whole disc area (except the narrow region where the vertically averaged model has degenerate solutions). We find that the one layer approach gives a remarkably good estimate of the main physical quantities in the disc, and specially the temperature at the equatorial plane which is accurate to within 30% for cases considered. The major deviations (by a factor < 4) are observed on the disc half-thickness. The sensitivity of the results to the "alpha"-parameter value has been tested for 0.001 < alpha < 0.1 and appears to be weak. This study suggests that the ``precision'' of the vertically averaged model which is easy to implement should be sufficient in practice for many astrophysical applications.Comment: 4 pages, PostScript. Accepted in Astronomy & Astrophysic

AGN disks and black holes on the weighting scales

We exploit our formula for the gravitational potential of finite size, power-law disks to derive a general expression linking the mass of the black hole in active galactic nuclei (AGN), the mass of the surrounding disk, its surface density profile (through the power index s), and the differential rotation law. We find that the global rotation curve v(R) of the disk in centrifugal balance does not obey a power law of the cylindrical radius R (except in the confusing case s = -2 that mimics a Keplerian motion), and discuss the local velocity index. This formula can help to understand how, from position-velocity diagrams, mass is shared between the disk and the black hole. To this purpose, we have checked the idea by generating a sample of synthetic data with different levels of Gaussian noise, added in radius. It turns out that, when observations are spread over a large radial domain and exhibit low dispersion (standard deviation less than 10% typically), the disk properties (mass and s-parameter) and black hole mass can be deduced from a non linear fit of kinematic data plotted on a (R, Rv 2)-diagram. For a deviation higher than 10%, masses are estimated fairly well from a linear regression (corresponding to the zeroth-order treatment of the formula), but the power index s is no longer accessible. We have applied the model to 7 AGN disks whose rotation has already been probed through water maser emission. For NGC3393 and UGC3789, the masses seem well constrained through the linear approach. For IC1481, the power-law exponent s can even be deduced. Because the model is scale-free, it applies to any kind of star/disk system. Extension to disks around young stars showing deviation from Keplerian motion is thus straightforward.Comment: accepted for publication in A&

Self-gravity in thin discs and edge effects: an extension of Paczynski's approximation

As hydrostatic equilibrium of gaseous discs is partly governed by the gravity field, we have estimated the component caused by a vertically homogeneous disc, with a special attention for the outer regions where self-gravity classically appears. The accuracy of the integral formula is better than 1%, whatever the disc thickness, radial extension and radial density profile. At order zero, the field is even algebraic for thin discs and writes $- 4 \pi G \Sigma(R) f_{edge} (R)$ at disc surface, thereby correcting Paczynski's formula by a multiplying factor $f_{edge} \gtrsim 1/2$, which depends on the relative distance to the edges and the local disc thickness. For very centrally condensed discs however, this local contribution can be surpassed by action of mass stored in the inner regions, possibly resulting in $f_{edge} \gg 1$. A criterion setting the limit between these two regimes is derived. These result are robust in the sense that the details of vertical stratification are not critical. We briefly discuss how hydrostatic equilibrium is impacted. In particular, the disc flaring should not reverse in the self-gravitating region, which contradicts what is usually obtained from Paczynski's formula. This suggests that i) these outer regions are probably not fully shadowed by the inner ones (important when illuminated by a central star), and ii) the flared shape of discs does not firmly prove the absence or weakness of self-gravity.Comment: Accepted for publication in A&

Algorithmic trading in a microstructural limit order book model

We propose a microstructural modeling framework for studying optimal market making policies in a FIFO (first in first out) limit order book (LOB). In this context, the limit orders, market orders, and cancel orders arrivals in the LOB are modeled as Cox point processes with intensities that only depend on the state of the LOB. These are high-dimensional models which are realistic from a micro-structure point of view and have been recently developed in the literature. In this context, we consider a market maker who stands ready to buy and sell stock on a regular and continuous basis at a publicly quoted price, and identifies the strategies that maximize her P\&L penalized by her inventory. We apply the theory of Markov Decision Processes and dynamic programming method to characterize analytically the solutions to our optimal market making problem. The second part of the paper deals with the numerical aspect of the high-dimensional trading problem. We use a control randomization method combined with quantization method to compute the optimal strategies. Several computational tests are performed on simulated data to illustrate the efficiency of the computed optimal strategy. In particular, we simulated an order book with constant/ symmet-ric/ asymmetrical/ state dependent intensities, and compared the computed optimal strategy with naive strategies. Some codes are available on https://github.com/comeh

A local prescription for the softening length in self-gravitating gaseous discs

In 2D-simulations of self-gravitating gaseous discs, the potential is often computed in the framework of "softened gravity" initially designed for N-body codes. In this special context, the role of the softening length LAMBDA is twofold: i) to avoid numerical singularities in the integral representation of the potential (i.e., arising when the relative separation vanishes), and ii) to acount for stratification of matter in the direction perpendicular to the disc mid-plane. So far, most studies have considered LAMBDA as a free parameter and various values or formulae have been proposed without much mathematical justification. In this paper, we demonstrate by means of a rigorous calculus that it is possible to define LAMBDA such that the gravitational potential of a flat disc coincides at order zero with that of a geometically thin disc of the same surface density. Our prescription for LAMBDA, valid in the local, axisymmetric limit, has the required properties i) and ii). It is mainly an analytical function of the radius and disc thickness, and is sensitive to the vertical stratification. For mass density profiles considered (namely, profiles expandable over even powers of the altitude), we find that LAMBDA : i) is independant of the numerical mesh, ii) is always a fraction of the local thickness H, iii) goes through a minimum at the singularity (i.e., at null separation), and iv) is such that 0.13 < LAMBDA/H < 0.29 typically (depending on the separation and on density profile). These results should help us to improve the quality of 2D- and 3D-simulations of gaseous discs in several respects (physical realism, accuracy, and computing time).Comment: accepted in A&A, 7 pages, 7 figures, web link for the F90 code and on-line calculations : http://www.obs.u-bordeaux1.fr/radio/JMHure/intro2single.ph