The use of a broadband, frequency shaped femtosecond laser on translationally cold cesium molecules has recently demonstrated to be a very efficient method of cooling also the vibrational degree of freedom. A sample of cold molecules, initially distributed over several vibrational levels, has thus been transfered into a single selected vibrational level of the singlet X1g ground electronic state. Our method is based on repeated optical pumping by laser light with a spectrum broad enough to excite all populated vibrational levels but limited in its frequency bandwidth with a spatial light modulator. In such a way we are able to eliminate transitions from the selected level, in which molecules accumulate. In this paper we briefly report the main experimental results and then address, in a detailed way by computer simulations, the perspectives for a complete" cooling of the molecules, including also the rotational degree of freedom. Since the pumping process strongly depends on the relative shape of the ground and excited potential curves, ro-vibrational cooling through different excited states is theoretically compared.

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