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# Thermal expansion in small metal clusters and its impact on the electric polarizability

## Abstract

The thermal expansion coefficients of $`\mathrm{Na}_N`$ clusters with $`8N40`$ and $`\mathrm{Al}_7`$, $`\mathrm{Al}_{13}^{}`$ and $`\mathrm{Al}_{14}^{}`$ are obtained from ab initio  Born-Oppenheimer LDA molecular dynamics. Thermal expansion of small metal clusters is considerably larger than that in the bulk and size-dependent. We demonstrate that the average static electric dipole polarizability of Na clusters depends linearly on the mean interatomic distance and only to a minor extent on the detailed ionic configuration when the overall shape of the electron density is enforced by electronic shell effects. The polarizability is thus a sensitive indicator for thermal expansion. We show that taking this effect into account brings theoretical and experimental polarizabilities into quantitative agreement.

preprint: TPR-99-22

Since electronic shell effects were put into evidence in small metallic systems , metal clusters have continously attracted great interest both experimentally and theoretically . Besides technological prospects, one of the driving forces for this research has been the fundamental question of how matter develops from the atom to systems of increasing size, and how properties change in the course of this growing process. In some cases it has been possible to extract detailed information from experiments done at low temperatures  and the related theories . In many cases, however, a deeper understanding is complicated by the finite temperature which is present in most experiments due to the cluster production process, see e.g. the discussion in . Whereas a lot of theoretical information about finite temperature effects in nonmetallic systems has been gained in the last years , only little is known about it in metallic clusters. Here, sodium is a particularly interesting reference system because of its textbook metallic properties and the fact that it has been extensively studied within the jellium model, see e.g.  for an overview. Aluminum, on the other hand, is of considerable technological interest. Some advances to study temperature effects in metal clusters including the ionic degrees of freedom were made using phenomenological molecular dynamics , a tight-binding hamiltonian , the Thomas-Fermi approximation  or the Car-Parrinello method . Recently, it has also become possible to study sodium clusters of considerable size  using ab initio Born-Oppenheimer, local spin density molecular dynamics (BO-LSD-MD) .

In this work we report on the size dependence of a thermal property which is well known for bulk systems, namely the linear thermal expansion coefficient

$$\beta =\frac{1}{l}\frac{l}{T}.$$
(1)
For crystalline sodium at room temperature, it takes  the value $`71\times 10^6K^1`$, for Al $`23.6\times 10^6K^1`$. To the present date, however, it has not been known how small systems are affected by thermal expansion. At first sight, it is not even obvious how thermal expansion can be defined in small clusters. Whereas in the bulk it is no problem to define the length $`l`$ appearing in Eq. (1), e.g. the lattice constant, it is less straightforward to choose a meaningful $`l`$ in the case where many different ionic geometries must be compared to one another. For small metal clusters, the latter situation arises because of the many different isomers which appear at elevated temperatures.

We have calculated the thermal expansion coefficients for $`\mathrm{Na}_8`$, $`\mathrm{Na}_{10}`$, $`\mathrm{Na}_{12}`$, $`\mathrm{Na}_{14}`$, $`\mathrm{Na}_{20}`$ and $`\mathrm{Na}_{40}`$ in BO-LSD-MD simulations. Results concerning isomerization processes in these simulations have been presented in , and the BO-LSD-MD method is described in detail in Ref. . A meaningful length to be used in Eq. (1) if it is applied to finite systems with similar overall deformation is the mean interatomic distance

$$l_{\mathrm{m}iad}=\frac{1}{N(N1)}\underset{i,j=1}{\overset{N}{}}\left|𝐑_i𝐑_j\right|,$$
(2)
where $`𝐑_i`$ are the positions of the $`N`$ atoms in the cluster. Obviously, $`l_{\mathrm{m}iad}`$ measures the average “extension” of a clusters ionic structure, and we calculated it for all configurations obtained in a BO-LSD-MD run. Two different methods were used to calculate $`\beta `$. First, we discuss the heating runs, in which the clusters were thermalized to a starting temperature and then heated linearly with a heating rate of 5K/ps and a time step of 5.2 fms. $`l_{\mathrm{m}iad}`$ was recorded after each time step. In this way, for $`\mathrm{Na}_8`$ the temperature range from about 50 K to 670 K was covered, corresponding to 24140 configurations, for $`\mathrm{Na}_{10}`$ from ca. 150 K to 390 K (9260 configurations), for $`\mathrm{Na}_{14}`$ from ca. 50 K to 490 K (17020 configurations), for $`\mathrm{Na}_{20}`$ from ca. 170 K to 380 K (8000 configurations), and for $`\mathrm{Na}_{40}`$ from ca. 200 K to 400 K (7770 configurations).

Fig. 1 shows how $`l_{\mathrm{m}iad}`$ changes with temperature for $`\mathrm{Na}_8`$ and $`\mathrm{Na}_{10}`$. Both curves show large fluctuations, as is to be expected for such small systems. However, one clearly sees a linear rise as the general trend. We therefore made linear fits to the data for each cluster in two ways. The first column in the left half of table I gives the linear thermal expansion coefficients which we obtained from fitting the data in the temperature interval between 200 K and 350 K, i.e. around room temperature, where bulk sodium is usually studied. In order to allow for an estimate of the statistical quality of the fits in view of the fluctuations, the second and third column in the left half of Table I list the ratio of the fit parameters, i.e. the axis interception $`a`$ and the slope $`b`$, to their standard deviations. It becomes clear from these results that thermal expansion in the small clusters is considerably larger than that in the bulk. This can be understood as an effect of the increased surface to volume ratio in the finite systems. However, the expansion coefficient also strongly depends on the cluster size. This can even be seen directly from the different slopes in Fig. 1. As we will show below, this size dependence has far reaching consequences for the interpretation of experimental data which is usually measured on hot clusters, as e.g. the static electric polarizability.

In addition to the values given in Table I, we calculated the expansion coefficient of $`\mathrm{Na}_{12}`$ with a different method. In two separate runs, the cluster was thermalized to temperatures of about 200 K and 350 K, and then BO-LSD-MD was performed for 5 ps at each temperature, i.e. without heating. From the average $`l_{\mathrm{m}iad}`$ found in the two simulations, $`\beta _{\mathrm{Na}_{12}}=2.5\beta _{\mathrm{b}ulk}`$ was calculated. Thus, also the second method leads to a $`\beta `$ that is larger than that of the bulk, i.e. it confirms the results of the heating runs.

The average thermal expansion coefficient for the full temperature range covered in each simulation is obtained from a fit to the complete set of data, shown as a dashed line in Fig. 1 for $`\mathrm{Na}_8`$ and $`\mathrm{Na}_{10}`$. This average is of interest because it covers several hundred K for each cluster in the range of temperatures which are to be expected for clusters coming from the usual supersonic expansion sources . The right half of table I lists these average expansion coefficients and their statistical deviations in the same way as before. As is to be expected, the values differ from the previous ones for the small clusters, because the expansion coefficient is influenced by which isomers are or become accessible at a particular temperature, i.e. especially at low temperatures it is temperature dependent. In Fig. 1 one e.g. sees from comparison with the average dashed line that for temperatures between 50 K and 100 K, the thermal expansion is smaller than that seen for higher temperatures. However, once the cluster has reached a temperature where it easily changes from one isomer to another, the thermal expansion coefficient becomes nearly independent of the temperature. In the case of $`\mathrm{Na}_8`$, e.g., $`\beta `$ changes only by about 5 % in the interval between 300 K and 670 K.

Detailed previous investigations  have shown that small clusters do not show a distinct melting transition. However, the largest cluster studied here, $`\mathrm{Na}_{40}`$, shows a phase transition above 300 K . At the melting point, the octupole and hexadecupole deformation of the electronic density sharply increase. If $`l_{\mathrm{m}iad}`$ is a relevant indicator for structural changes, then melting should also be detectable from it. Indeed we find a noticeable increase in $`l_{\mathrm{m}iad}`$ at 300 K, and similar fluctuation patterns as in the multipole moments. In our simulation, we could only determine the expansion coefficient for the solid phase, and it is given in the right half of table I.

As seen in Fig. 1, $`\mathrm{Na}_8`$ shows thermal expansion already at 50 K. This raises the question at which temperature the expansion actually starts, i.e. where anharmonic effects in the ionic oscillations will start to become important. In this context we note that one can compare the $`l_{\mathrm{m}iad}`$ at T=0 K found by extrapolation from the heating data to the $`l_{\mathrm{m}iad}`$ which is actually found for the ground state structure at T=0 K. We have done this for $`\mathrm{Na}_8`$, $`\mathrm{Na}_{10}`$ and $`\mathrm{Na}_{14}`$, where the ground state structures are well established. In all cases, the differences between the two values were less than 1%. This indicates that the anharmonic effects for Na clusters are important down to very low temperatures. Furthermore, the anharmonicities should also be observable in the heat capacities , where they will lead to deviations from Dulong-Petit’s law. We have checked this and indeed found deviations between 8 % ($`\mathrm{Na}_{20}`$) and 19 % ($`\mathrm{Na}_8`$) from the Dulong-Petit value.

As an example for the considerable influence of thermal expansion on measurable physical properties we discuss the average static electric dipole polarizability $`\alpha `$, which is defined as the trace of the polarizability tensor. It was one of the first observables from which the existence of electronic shell effects in metal clusters was deduced , and it has been measured for clusters of various sizes and materials . For Na clusters with up to eight atoms, the polarizability was also calculated in different approaches . These calculations qualitatively reproduce the experimentaly observed trends, but they all underestimate the measured value. We show that this discrepancy is to a large part due to the fact that the calculations were done for T=0, whereas the measurement is done on clusters having temperatures of about 400 to 600 K .

For various, different isomers obtained in our heating runs for $`\mathrm{Na}_8`$ and $`\mathrm{Na}_{10}`$, we have calculated the polarizability from the derivative of the induced dipole moment with respect to the electric field (finite field method). Since highly unsymmetric isomers from the high temperature part of the simulations were taken into account, the full tensor was computed by numerically applying the dipole field in the different directions in seperate calculations. We have checked that the used field strength of $`5\times 10^5e/a_0^2`$ is large enough to give a numerically stable signal and small enough to be in the regime of linear response. In Fig. 2 we have plotted the thus obtained polarizabilities versus $`l_{\mathrm{m}iad}`$, and show three instances of ionic geometries for each cluster that demonstrate how different the structures actually are. Nevertheless, within a few percent the polarizabilities are on a straight line. This shows that the average polarizability depends mainly and strongly on the mean interatomic distance, and only to a minor extent on details in the ionic configurations. Of course, the situation might be more complicated for clusters where the overal shape, i.e. the lowest terms in the multipole expansion of the valence electron density, is not stabilized by electronic shell effects. For the present clusters, however, the deformation induced by the electronic shell effects persists even at elevated temperatures. That $`\alpha `$ is less sensitive to the detailed ionic configuration than, e.g., the photoabsorption spectrum, is understandable because it is an average quantity.

The dependence of the polarizability on the mean interatomic distance has the consequence that $`\alpha `$ also strongly depends on the temperature. From Fig. 2 one deduces that an average bondlength increase of 1 $`a_0`$ in $`\mathrm{Na}_8`$ and $`\mathrm{Na}_{10}`$ leads to an increase in the polarizability of about 25 $`\AA ^3`$. Thus, neglection of the thermal expansion in T=0 calculations leads to polarizabilities which are smaller than the ones measured on clusters coming from supersonic expansion sources . Of course, also underestimations of the cluster bond lengths that are due to other reasons will directly appear in the polarizability. With the Troullier-Martins pseudopotential, e.g. the BO-LSD-MD underestimates the dimer bond length by 4.5%, and it is to be expected that the situation is similar for the bond lengths of larger clusters. Taking this into account, one can proceed to calculate the polarizability for clusters with a temperature corresponding to the experimental one of about 500 K . In the experiments the clusters are spending about $`10^4`$s in the deflecting field from which the polarizability is deduced, i.e. the experimental timescale is orders of magnitude larger than the timescale of the fluctuations in the mean interatomic distance (see Fig. 1). Thus, the fluctuations will be averaged over and can be neglected. From the average expansion coefficients we obtain a bond length increase of 0.48 $`a_0`$ for $`\mathrm{Na}_8`$ and 0.87 $`a_0`$ for $`\mathrm{Na}_{10}`$ at 500 K, which in turn leads to an increase in the polarizability of 12 $`\AA ^3`$ and 23 $`\AA ^3`$, respectively. The resulting polarizabilities of 130 $`\AA ^3`$ for $`\mathrm{Na}_8`$ and 172 $`\AA ^3`$ for $`\mathrm{Na}_{10}`$ compare favourably with the experimental values 134$`\pm `$16$`\AA ^3`$ and 190$`\pm `$20$`\AA ^3`$ . For all other cluster sizes, the two experiments  give different values for the polarizability. From the present work it becomes clear that differences in the experimental temperatures might be the reason for the discrepancies. Therefore, an accurate measurement of the clusters’ temperatures is necessary before further quantitative comparisons can be made. However, a detailed comparison to both experiments showed that the theoretical T=0 polarizability of all isomers underestimates both experimental results . Thus, the increase in $`\alpha `$ that is brought about by thermal expansion will lead to better agreement between theory and experiment for all cluster sizes.

Thermal expansion is also observed in aluminum clusters. For $`\mathrm{Al}_7`$ we performed 5 ps of BO-LSD-MD at each of the fixed temperatures 100 K, 300 K, 500 K and 600 K, for $`\mathrm{Al}_{13}^{}`$ at 260 K, 570 K and 930 K, and for $`\mathrm{Al}_{14}^{}`$ at 200 K, 570 K and 900 K, in analogy to the procedure for $`\mathrm{Na}_{12}`$. From the average $`l_{\mathrm{m}iad}`$ at each temperature, we calculated the expansion coefficients $`\beta _{\mathrm{A}l_7}=1.3\beta _{\mathrm{b}ulk}`$, $`\beta _{\mathrm{A}l_{13}^{}}=1.4\beta _{\mathrm{b}ulk}`$, $`\beta _{\mathrm{A}l_{14}^{}}=1.4\beta _{\mathrm{b}ulk}`$. It should be noted that with $`\mathrm{A}l_{13}^{}`$ we have chosen an electronically as well as geometrically magic cluster , i.e. a particularly rigid one, and the fact that it also shows a larger expansion coefficient than the bulk is further evidence for the conclusion that the increased expansion coefficient is indeed a finite size effects. A noteworthy difference between Al and Na is seen in the temperatures where the expansion sets in. Whereas for Na this temperature is below 50 K, we observe that $`\mathrm{A}l_{13}^{}`$ and $`\mathrm{A}l_{14}^{}`$ show no expansion below 300 K.

In summary, we have calculated thermal expansion coefficients for small metal cluster and demonstrated that thermal expansion in these systems is larger than that in the bulk. For the case of sodium, the dependence of the expansion coefficient is not monotonous according to the cluster size. We showed that the average static electric dipole polarizability of clusters whose overall shape is fixed by electronic shell effects depends linearly on the mean interatomic distance. Thus, thermal expansion increases the static electric polarizability, and we demonstrated that taking this effect into account brings the theoretical values in a close agreement with the experimental ones.

We thank M. Brack and A. Rytkönen for clarifying discussions. J.A. acknowledges support by the Väisälä Foundation, S.K. by the Deutsche Forschungsgemeinschaft, and all authors by the Academy of Finland.


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# Heat Transport in Turbulent Rayleigh-Bénard Convection

## Abstract

We present measurements of the Nusselt number $`𝒩`$ as a function of the Rayleigh number $`R`$ in cylindrical cells with aspect ratios $`0.5\mathrm{\Gamma }D/d12.8`$ ($`D`$ is the diameter and $`d`$ the height). We used acetone with a Prandtl number $`\sigma =4.0`$ for $`10^5R4\times 10^{10}`$. A fit of a powerlaw $`𝒩=𝒩_0R^{\gamma _{eff}}`$ over limited ranges of $`R`$ yielded values of $`\gamma _{eff}`$ from 0.275 near $`R=10^7`$ to 0.300 near $`R=10^{10}`$. The data are inconsistent with a single powerlaw for $`𝒩(R)`$. For $`R>10^7`$ they are consistent with $`𝒩=a\sigma ^{1/12}R^{1/4}+b\sigma ^{1/7}R^{3/7}`$ as proposed by Grossmann and Lohse for $`\sigma 2`$.

Since the pioneering measurements by Libchaber and co-workers of heat transport by turbulent gaseous helium heated from below, there has been a revival of interest in the nature of turbulent convection. In addition to the local properties of the flow, one of the central issues has been the global heat transport of the system, as expressed by the Nusselt number $`𝒩=\lambda _{eff}/\lambda `$. Here $`\lambda _{eff}=qd/\mathrm{\Delta }T`$ is the effective thermal conductivity of the convecting fluid ($`q`$ is the heat-current density, $`d`$ the height of the sample, and $`\mathrm{\Delta }T`$ the imposed temperature difference), and $`\lambda `$ is the conductivity of the quiescent fluid. Usually a simple powerlaw

$$𝒩=𝒩_0R^{\overline{\gamma }}$$
(1)
was an adequate representation of the experimental data. Here $`R=\alpha gd^3\mathrm{\Delta }T/\kappa \nu `$ is the Rayleigh number, $`\alpha `$ the thermal expansion coefficient, $`g`$ the gravitational acceleration, $`\kappa `$ the thermal diffusivity, and $`\nu `$ the kinematic viscosity. Various data sets yielded exponent values $`\overline{\gamma }`$ from 0.28 to 0.31. Most recently, measurements over the unprecedented range $`10^6R10^{17}`$ were made by Niemela et al., and a fit to them of Eq. 1 gave $`\overline{\gamma }=0.309`$;  but even these data did not reveal any deviation from the functional form of Eq. 1. Competing theoretical models involving quite different physical assumptions made predictions of powerlaw behavior with exponents $`\gamma `$ in the same narrow range. Here we mention just two of them. A boundary-layer scaling-theory which yielded $`\gamma =2/70.2857`$ was an early favorite, at least for the experimentally accessible range $`R10^{12}`$. It was generally consistent with most of the available experimental results. More recently, a competing model based on the decomposition of the kinetic and the thermal dissipation into boundary-layer and bulk contributions was presented by Grossmann and Lohse (GL)  and predicts that the data measure an average exponent $`\overline{\gamma }`$ associated with a crossover from $`\gamma =1/4`$ at small $`R`$ to a slightly larger $`\gamma `$ at much larger $`R`$. In the experimental range the effective exponent $`\gamma _{eff}d(ln(𝒩))/d(ln(R))`$, which should be compared with the experimentally determined $`\overline{\gamma }`$, is only very weakly dependent upon $`R`$ and has values fairly close to 2/7. Thus, it has not been possible before to distinguish between the competing theories on the basis of the experimental data.

Here we present new measurements of $`𝒩(R)`$ over the range $`10^5R4\times 10^{10}`$ for a Prandtl number $`\sigma \nu /\kappa =4.0`$. Our data are of exceptionally high precision and accuracy. They are incompatible with the single powerlaw Eq. 1, and yield values of $`\gamma _{eff}`$ which vary from 0.277 near $`R=10^7`$ to 0.300 near $`R=10^{10}`$. In particular, the results rule out the prediction  $`\gamma =2/7`$. For $`R10^7`$ a good fit to our results can be obtained with the crossover function

$$𝒩=a\sigma ^{1/12}R^{1/4}+b\sigma ^{1/7}R^{3/7}$$
(2)
proposed by GL  for $`\sigma 2`$.

We used two apparatus. One was described previously. It could accomodate cells with a height up to $`d=3`$ cm. The other was similar, except that its three concentric sections were lengthened by 20 cm to allow measurements with cells as long a 23 cm. In both, the cell top was a sapphire disk of diameter 10 cm. A high-density polyethylene sidewall of circular cross section and with diameter $`D`$ close to 8.8 cm was sealed to the top and bottom by ethylene-propylene O-rings. Four walls, with lengths ranging from 0.70 to 17.4 cm, were used and yielded aspect ratios $`\mathrm{\Gamma }D/d=12.8,3.0,1.0,`$ and 0.5. The bottom plate had a mirror finish. It contained two thermistors, located 2.5 cm from the center and at 180 relative to each other. The fluid was acetone. Its physical properties are very well known. Measurements of the convective onset in thin cells yielded values of $`R_c`$ very close to 1708, thus confirming the reliability of the relevant fluid properties. Deviations from the Boussinesq approximation, which is usually assumed in theoretical work, are relatively small. From Eq. 8 of Ref.  we estimated $`x1+0.0012\mathrm{\Delta }T`$ for the ratio of the temperature drops across the top and bottom boundary layers. On the other hand, the parameter $`𝒬`$ defined by Busse , which is usually considered near the onset of convection, can be approximated by $`𝒬0.05\mathrm{\Delta }T`$ and does reach significant valued when $`\mathrm{\Delta }T`$ exceeds, say 10C. Our temperature stability and resolution was 0.001C or better. We measured and corrected for the conductances of the empty cells, and applied corrections for resistance in series with the fluid. The bath temperature was controlled in a feedback loop and usually fluctuated by no more than $`0.001^{}`$C rms. The bottom-plate temperature was also held constant. Its fluctuations were typically determined by the fluid turbulence, but remained less than 0.1% of $`\mathrm{\Delta }T`$. The temperatures of the two thermistors in the bottom plate could differ by up to 0.5% of $`\mathrm{\Delta }T`$ due to the large-scale flow. The parameters $`𝒩`$ and $`R`$ were calculated using the average of the two measurements. When only one was used, exponents derived from the data typically differed by no more than $`4\times 10^4`$. Usually $`\mathrm{\Delta }T`$ was stepped in equal increments on a logarithmic scale, holding the mean temperature at $`32.00^{}`$C.

Results of our measurements in four cells of different $`\mathrm{\Gamma }`$ are shown in Fig. 1. For each cell they cover about two decades of $`R`$, and collectively they span the range of $`R`$ from $`10^5`$ to $`4\times 10^{10}`$. Of interest here is the range $`R10^6`$, where one might expect Eq. 1 to be relevant. There is a dependence of $`𝒩(R)`$ upon $`\mathrm{\Gamma }`$, as already noted by others . For comparison, we also show in Fig. 1 the recent results of Chavanne et al. for $`\sigma 0.8`$ and $`\mathrm{\Gamma }=0.5`$ (plusses) and those of Ashkenazi and Steinberg  for $`\sigma =1`$ and a cell of square cross section and $`\mathrm{\Gamma }=0.72`$ (open triangles). There is good agreement with the former, considering the difference in $`\sigma `$. The latter are about a factor of 1.8 larger than our results; this difference seems too large to be attributed to the difference in $`\sigma `$ or the geometry and remains unexplained. The solid line just above the open circles in the figure (more easily seen in Fig. 2) corresponds to the fit of Eq. 1 to the data of Liu and Ecke for $`\sigma =4`$, $`\mathrm{\Gamma }1`$, and a cell with a square cross section. The agreement with our data is excellent, considering the difference in geometry.

Figure 1 does not have enough resolution to reveal details about the data. Thus we use the early prediction $`\gamma =2/7`$ as a reference, and show $`log_{10}(𝒩R^{2/7})`$ as a function of $`log_{10}(R)`$ in Fig. 2. If the theory were correct, $`𝒩R^{2/7}`$ should be equal to $`𝒩_0`$, i.e. independent of $`R`$, over its range of applicability. If Eq. 1 is the right functional form but $`\gamma `$ differs from 2/7, then the data should fall on straight lines with slopes equal to $`\gamma 2/7`$. Our $`\mathrm{\Gamma }=12.8`$ data (solid squares) are at relatively small $`R`$ and one might not expect Eq. 1 to become applicable until $`R`$ is larger. The $`\mathrm{\Gamma }=3.0`$ data actually show slight curvature, but in any case would yield $`\overline{\gamma }<2/7`$. The smaller-$`\mathrm{\Gamma }`$ data are clearly curved, showing that Eq. 1 is not applicable with any value of $`\gamma `$. In order to make this conclusion more quantitative, we show in Fig. 3 effective local exponents $`\gamma _{eff}`$ derived by fitting Eq. 1 to the data over various restricted ranges, each covering about half a decade of $`R`$. The fits yield values of $`\gamma _{eff}(R)`$ which have a minimum near $`R=10^7`$. Interestingly, $`\gamma _{eff}`$ is within our resolution independent of $`\mathrm{\Gamma }`$.

Next we compare the predictions of GL  with our data. These authors defined various scaling regimes in the $`R\sigma `$ plane. For $`\sigma 2`$, they expect that crossover between their regions $`I_u`$ and $`III_u`$ should be observed. For that case, Eq. 2 is predicted to apply. One way to test this  is to plot $`y=𝒩/(R^{1/4}\sigma ^{1/12})`$ as a function of $`x=R^{5/28}\sigma ^{5/84}`$. If the prediction is correct, the data should fall on a straight line $`y=a+bx`$ with $`a`$ and $`b`$ equal to the coefficients in Eq. 2. Our $`\mathrm{\Gamma }=1.0`$ data are shown in this parameterization as solid circles in Fig. 4. The solid line is a least-squares fit. One sees that the data are fitted extremely well. The coefficients are $`a=0.326`$ and $`b=2.36\times 10^3`$, in good agreement with the coefficients estimated by GL on the basis of other experimental data.

We note that in the analysis it was assumed that $`𝒩`$ is the appropriate variable to compare with Eqs. 1 and 2. However, one might argue that only the convective contribution $`𝒩1`$ should be considered. It turns out that replacing $`𝒩`$ with $`𝒩1`$ leads to the same conclusions. The open circles in Fig. 4 are obtained from our $`\mathrm{\Gamma }=1`$ data when $`𝒩1`$ is used. The dashed straight line is an excellent fit to the data and yields $`a=0.311`$ and $`b=2.58\times 10^3`$.

The logarithmic derivative $`\gamma _{eff}`$ of Eq. 2 based on the analysis of $`𝒩`$ (rather than on $`𝒩1`$) is shown as a solid line in Fig. 3. For $`R10^7`$ it agrees quite well with the values determined by local fits of Eq. 1 to the data. It would be difficult to demonstrate that the small, seemingly systematic, deviations which do exist are outside of possible systematic errors in the measurements. For smaller $`R`$, one does not expect the theory to be applicable. GL estimate that their region $`I_u`$ has a lower boundary below which the Reynolds number $`R_e0.039R^{1/2}\sigma ^{5/6}50`$. This occurs when $`R1.6\times 10^7`$.

Local fits of a powerlaw to data for $`𝒩1`$ are shown in Fig. 5. There we also show, as a dashed line, $`\gamma _{eff}`$ based on the dashed line in Fig. 4. We see that deviations from the prediction Eq. 2 already occur near $`R=10^8`$, which is an order of magnitude larger than was found in the analysis using $`𝒩`$. However, for $`R10^8`$ the fit of the theory to the data is equally good, regardless of whether $`𝒩`$ or $`𝒩1`$ is used.

For large $`\sigma `$, the theory predicts crossover from $`I_u`$ to $`III_u`$ and Eq. 2. For somewhat smaller $`\sigma 1`$, however, the crossover should be from $`I_u`$ to $`IV_u`$, and the prediction then reads

$$𝒩=a\sigma ^{1/12}R^{1/4}+bR^{1/3}.$$
(3)
As a function of $`\sigma `$, GL estimate that the transition from Eq. 2 to Eq. 3 occurs near $`\sigma =2`$, but there is some uncertainty in this value. Thus, in Fig. 6 we compared Eq. 3 with our results for $`\mathrm{\Gamma }=1`$ by plotting $`y=𝒩/(R^{1/4}\sigma ^{1/12})`$ as a function of $`x=R^{1/12}\sigma ^{1/12}`$. If Eq. 3 is applicable, this should yield a straight line. As can be seen, the data deviate systematically from the fit. Thus a transition from $`I_u`$ to $`IV_u`$ at $`\sigma =4`$ is inconsistent with our data.

In Fig. 7 we show the deviations $`\delta 𝒩/𝒩`$ from fits of Eqs. 1 to Eq. 3 to the $`\mathrm{\Gamma }=1.0`$ data. For Eq. 1 they are systematic, as already expected. For Eq. 2 the fit is nearly perfect. We conclude that our data are consistent with Eq. 2. For Eq. 3 the deviations are nearly as large as those for Eq. 1. Thus Eq. 3 is not applicable to the data. A similar analysis of the $`\mathrm{\Gamma }=0.5`$ data over the range $`10^9R4\times 10^{10}`$ gives similar results.

So far our work has concentrated on measurements of $`𝒩(R)`$ for acetone with $`\sigma =4.0`$. We concluded that there is no significant range of $`R`$ over which the powerlaw Eq. 1 is applicable, and that the crossover function Eq. 2 proposed by Grossmann and Lohse provides a good fit to the data for $`R10^7`$ where the Reynolds number $`R_e`$ of the large-scale flow is expected to exceed about 50. Obviously a great deal of additional high-precision work remains to be done, and some of it is indeed under way. To provide further tests of the GL predictions, we started a systematic study of the Nusselt number $`𝒩(R,\sigma )`$ as a function of $`\sigma `$, but this work encountered considerable obstacles. For acetone $`\sigma `$ does not vary enough with $`T`$, and systematic errors in the properties of other suitable fluids such as the alcohols prevent a comparison before better measurements of $`\lambda `$ and $`\alpha /\kappa \nu `$ are made. Since $`R_e`$ is central to the GL theory, its determination is also an obvious area for further work. And finally, measurements of comparable accuracy and precision should be extended to the compressed gases where $`\sigma 0.7`$, where more direct comparison with much previous work is possible, and where a different GL crossover function should pertain.

We are grateful to Siegfried Grossmann and Detlef Lohse for stimulating correspondence, and to David Cannell for assistance in establishing our temperature scale. This work was supported by the National Science Foundation through grant DMR94-19168.


text:
# Experimental Investigation of Resonant Activation

\[

## Abstract

We experimentally investigate the escape from a metastable state over a fluctuating barrier of a physical system. The system is switching between two states under electronic control of a dichotomous noise. We measure the escape time and its probability density function as a function of the correlation rate of the dichotomous noise in a frequency interval spanning more than 4 frequency decades. We observe resonant activation, namely a minimum of the average escape time as a function of the correlation rate. We detect two regimes in the study of the shape of the escape time probability distribution: (i) a regime of exponential and (ii) a regime of non-exponential probability distribution.

\]

The thermal activated escape of a particle over a potential barrier in a metastable state is a classical problem since the seminal work of Kramers . It occurs in a wide variety of physical, biological and chemical systems . When the height of the potential barrier is itself a random variable the dynamics of the escape from the metastable state is affected by the statistical properties of the random variable controlling the barrier height. In the presence of barrier fluctuations rather counterintuitive phenomena may occur. A classical example is the phenomenon of resonant activation . The signature of the resonant activation phenomenon is observed when the average escape time of a particle from the metastable state exhibits a minimum as a function of the parameters of the barrier fluctuations. The original work of Doering and Gadoua triggered a large amount of theoretical activity . Analogic simulations of resonant activation have also been performed in a bistable system in the presence of multiplicative Gaussian or dichotomous noise .

This letter aims to answer the following questions - (i) is resonant activation experimentally observable in a physical system? (ii) what about the probability density function of escape time? We answer both questions by investigating the escape from a metastable state over a fluctuating barrier in a physical system. The physical system is a tunnel diode biased in a strongly asymmetric bistable state in the presence of two independent sources of electronic noise. Specifically we have a dichotomous noise source controlling the metastable potential and a Gaussian noise source mimicking the role of a thermal source. In this physical system we observe resonant activation and we measure and characterize the probability density function (pdf) of escape time by finding two distinct regimes.

Our physical system is the series of a resistive network $`R`$ with a tunnel diode in parallel to a capacitor (in our case the sum of diode capacitance and input capacitor of the measuring instrument). This system is rather versatile and allows investigate the dynamics of a bistable or metastable system in the presence of noise. It has been used to investigate stochastic resonance  and noise enhanced stability .

The equation of motion of such system is

$$\frac{dv_d}{dt}=\frac{dU(v_d)}{dv_d}+\frac{1}{RC}v_n(t)$$
(1)
with

$$U(v_d)=\frac{V_Bv_d}{RC}+\frac{v_d^2}{2RC}+\frac{1}{C}_0^{v_d}I(v)𝑑v,$$
(2)
where $`R`$ is the biasing resistor of the network, $`C`$ is the capacitance in parallel to the diode, $`V_{rms}`$ is the amplitude of the Gaussian noise $`v_n(t)`$, $`V_B`$ is the biasing voltage and $`I(v)`$ is the nonlinear current-voltage characteristic of the tunnel diode. The effective associated potential is a bistable potential. We control the parameters of our electronic network ($`V_B`$ and $`R`$) in such a way that one of the two wells is much deeper than the other. By setting such strong asymmetry between the two wells we essentially deal with a metastable state. In fact, the probability that the system once escaped goes back into the metastable state during the experimental time is negligible. By using a digital electronic switch we vary the value of the series resistance of our metastable system between the two values $`R_+`$ and $`R_{}`$. When the system switches from $`R_+`$ to $`R_{}`$ two effects take place. One concerns the variation of the height of the barrier of the metastable state whereas the other consists in a slight change of the value of intrinsic time scale of the system (the $`RC`$ term of Eqs. (1) and (2)). In our experiment we use a germanium tunnel diode 1N3149A, which has nominal peak current $`I_p=10.0`$ $`mA`$, peak voltage $`V_p=60`$ $`mV`$, valley current $`I_v=1.3`$ $`mA`$, valley voltage $`V_v=350`$ $`mV`$ and a rather short switching time (less than $`50`$ $`nsec`$). We perform our experiments by choosing $`V_b=8.95`$ $`V`$, $`R_+=1100`$ $`\mathrm{\Omega }`$, $`R_{}=1080`$ $`\mathrm{\Omega }`$ and $`C=45`$ $`pF`$. The noise $`v_n(t)`$ is obtained starting from a digital pseudo-random generator. The noise voltage is a stochastic Gaussian noise synthesized by a commercial source (the noise generator DS345 of Stanford Instruments). The Gaussian noise $`v_n(t)`$ is added to the bias signal $`V_B`$ by an electronic adder based on a low-noise wide band operational amplifier. At the output of the operational amplifier we measure the noise $`v_n(t)`$. It is a Gaussian noise characterized by a spectral density which is flat at low frequency ($`f<1`$ MHz), having a moderate (approximately 7 dB) increase in the region ($`1<f<3`$ MHz) and quickly decreasing after the cut-off frequency ($`f_{cutoff}`$=4.6 MHz). By defining the correlation time of the Gaussian noise as the time at which the normalized autocorrelation function assumes the value $`1/e`$, we measure $`\tau _n=68`$ ns. In addition to the Gaussian noise source, a dichotomous noise source is also present. The dichotomous noise source is obtained by using the commercial chip MM5437 of National semiconductor. An external clock drives the dichotomous noise source and allows us to control the noise correlation time over a wide range. The normalized autocorrelation function of this pseudorandom noise is linearly decreasing from 1 to zero in one clock period $`1/f_c`$. After this time the autocorrelation function is equal to zero within the experimental errors. By defining the correlation time as before, we have that $`\gamma \tau _C^11.3\times f_c`$. In our experiments the correlation rate $`\gamma `$ is varied in the range from $`\gamma _{min}=18`$ Hz to $`\gamma _{max}=316228`$ Hz. This is an experimental interval consisting of more than 4 frequency decades. To investigate a so wide range of frequency we have to overcome two experimental conflicting constraints: (i) we are forced to set the time constant of our system $`\tau _sRC`$ to a low value satisfying the inequality $`\gamma _{max}1/\tau _s`$ and (ii) we need to use a high value of $`\tau _s`$ to maintain the ratio $`\tau _n/\tau _s`$ as low as possible to conduct our experiments in the“white noise” limit of $`v_n(t)`$. The best compromise we find is to set $`\tau _sR_+C=49.5`$ ns. With this choice $`1/\tau _s50\gamma _{max}`$ and $`\tau _n/\tau _s1.40`$. In other words we guarantee the investigation of the resonant activation phenomenon in a wide range of frequency by performing our experiments in a regime of moderately colored noise.

Under computer control, we measure, for each value of the correlation time of the binary noise, $`5\times 10^3`$ escape times from the metastable fluctuating state. In each statistical realization, the system is put into the metastable state by an electronic switch. We define the escape time $`T`$ as the time interval measured between the setting of the system in the metastable state ($`t=0`$) and the crossing of $`v_d`$ of a voltage threshold. The selected voltage threshold ($`v_d=0.4`$ $`V`$) ensures that the system is quite far from the starting well. The exact value of the threshold is not a determinant parameter because the escape from the well is fast (of the order of $`\tau _s`$). From the set of measured escape times $`T`$, we determine the average value $`<T>`$ and the distribution $`P(T)`$. The first measurement is devoted to determine the Kramers rates as a function of the noise amplitude $`V_{rms}`$ for the two metastable states in the absence of the dichotomous noise modulation. In our experiments we vary $`V_{rms}`$ in the interval from 0.816 V to 1.00 V and we observe that the logarithm of the average escape time is a linear function of the inverse of the noise intensity $`1/V_{rms}^2`$ for the two states “+” and “-” of the metastable state. In other words, the measured values lay in a straight line verifying the Kramers law in both cases. The two metastable states are characterized by different slopes of the two lines fitting experimental data. These experimental observations confirm that the shape of the metastable potential is different in the two states “+” and “-”. The observation of a Kramers law is in agreement with the theoretical prediction of the escape from a metastable state both in the absence and in the presence of colored noise. Specifically, in a regime of colored noise $`v_n(t)`$, the expected functional form is still Kramers-like  and can be written as $`<T>=C\mathrm{exp}[\mathrm{\Delta }U_m\tau _s^2/V_{rms}^2\tau _n]`$ . Here $`C`$ is a prefactor and $`\mathrm{\Delta }U_m`$ is the measured potential barrier height associated to a system characterized by a time constant $`\tau _s`$ and evolving in the presence of a colored noise with correlation time $`\tau _n`$. Theoretical studies predict that $`\mathrm{\Delta }U_m`$ is a function of $`\tau _n/\tau _s`$ . We verify that we are in a regime of colored noise by performing an experimental test .

We perform our investigation of the average escape time as a function of the correlation rate of the dichotomous noise for two different values of the amplitude of the Gaussian noise. The chosen values are $`V_{rms}=0.816`$ V and $`V_{rms}=0.852`$ V. In the absence of switching between the two states, the average escape times from state “+” and “-” are $`<T_+>=0.030`$ s and $`<T_{}>=0.0021`$ s when $`V_{rms}=0.816`$ V and $`<T_+>=0.0082`$ s and $`<T_{}>=0.00081`$ s when $`V_{rms}=0.852`$ V. In the presence of switching between the two states the behavior is different. In Fig. 1 we show the average escape time as a function of $`\gamma `$ in a log-log plot. We also indicate the value of the Kramers rates $`\mu _+=1/<T_+>`$ and $`\mu _{}=1/<T_{}>`$ for the two sets of experiments. In both cases the distinctive characteristics of resonant activation are observed , the average escape time initially decreases, reaches a minimum value and then again increases as a function of $`\gamma `$. Specifically for values of the correlation rate $`\gamma `$ less than $`\mu _+`$ the average escape time approaches the value $`<T>=(<T_{}>+<T_+>)/2`$ predicted by resonant activation theory . We address this regime as the regime of slow dynamics of the barrier height. For values of the correlation rate approximately ten times higher than $`\mu _{}`$, the minimum value of the average escape time is observed. Here resonant activation is fully effective. In this regime, the value of the average escape time is in both cases approximately 10% less than the one expected from resonant activation theories in the kinetic approximation , namely $`<T>=((\mu _++\mu _{})/2)^1`$. We have not a definitive explanation for this discrepancy. One possibility is that this effect reflects the fact that in our experimental set-up our system switches between two states in a regime of colored Gaussian noise rather than in the regime of “white noise”. A second one is that this behavior is related to the fact that our system switches between two states which in addition to a different potential barrier height are also characterized by different shape of the potential and different time constant. For values of $`\gamma `$ higher than 10 kHz the average escape time starts to increase as a function of $`\gamma `$ and approaches the value associated with an effective potential characterized by an average barrier at the highest value of $`\gamma `$. This is the regime of fast dynamics of the barrier height. A comparison of the two sets of experiments of Fig. 1 also shows that the region of resonant activation becomes more flat when the noise intensity decreases. For our experiments the barrier heights are kept constant in the two series of experiments. This observation is complementary to the theoretical observation that the resonant activation region becomes more flat when the barrier height is increased while the noise intensity is kept constant .

For each value of the noise intensity $`V_{rms}^2`$ and for each value of the correlation rate we measure $`P(T)`$, the pdf of the escape time. In Fig. 2 we show all the pdfs measured with $`V_{rms}=0.816`$ V in a 3-dimensional semi-logarithmic plot. The regimes of slow dynamics, resonant activation and fast dynamics of the dichotomous noise are clearly observed moving from the left to the right. Concerning the shape of the pdf, our results show that two distinct regimes are present. In particular for values of $`\gamma `$ greater than $`\mu _{}`$, $`P(T)`$ is well described by an exponential decay function $`P(T)=\mathrm{exp}[T/<T>]/<T>`$ whereas in the opposite regime the pdf is non-exponential. Hence, in the resonant activation regime, the pdf has an exponential shape. This experimental observation is in agreement with the numerical observation that the system escapes preferentially through the state with the lowest barrier at the resonant activation . In other words, at the resonant activation the system approximately experiences a single potential barrier and this ends up into an exponential pdf. Exponential pdfs are also observed for higher values of $`\gamma `$ in the fast dynamics regime. The experimental detection of an exponential pdf for high values of $`\gamma `$ is in agreement with the simple description that the system experiences an effective potential with an average barrier for the highest values of the correlation rate.

The final investigation of our study concerns the degree of non-exponential behavior observed when $`\gamma <\mu _{}`$. To quantify the difference between the real pdf and an exponential pdf we measure the standard deviation of the average escape time. For an exponential pdf the two observables coincide, hence a difference in these observables manifests a non-exponential behavior of the pdf. In Fig. 3 we show the average escape time together with its standard deviation as a function of $`\gamma `$ measured by setting $`V_{rms}=0.816`$ V . The two regimes are clearly seen. For high values of $`\gamma `$ the pdf is well described by an exponential function, here the average escape time and its standard deviation essentially coincide. When the correlation rate is less than $`\mu _{}`$ a deviation from the exponential form starts to emerge and becomes more pronounced for lowest values of $`\gamma `$. In particular, for very low values of the correlation rate ($`\gamma <\mu _+<\mu _{}`$) the pdf assume the form of a double exponential

$`P(T)={\displaystyle \frac{1}{2<T_+>}}\mathrm{exp}[T/<T_+>]+`$ (3)
$`{\displaystyle \frac{1}{2<T_{}>}}\mathrm{exp}[T/<T_{}>].`$ (4)
The inset of Fig. 3 shows $`P(T)`$ measured when $`\gamma =13`$ Hz in a semi-logarithmic plot. The shape is clearly non-exponential. It is well approximated by Eq. (3) when the measured values of $`<T_+>`$ and $`<T_{}>`$ are used (solid line in the inset). In this regime the correlation rate is smaller than Kramers rates of both states. This implies that the system essentially starts and ends each realization of the stochastic process in one of the two states with probability 1/2 and the overall pdf is given by Eq. (3).

In this letter we present an experimental study detecting resonant activation and we verify some theoretical results obtained in model systems for limit regimes of the correlation rate. Resonant activation is observed in spite of the fact that the Gaussian noise mimicking the presence of temperature is colored instead of being “white”. In our opinion, our result shows that the resonant activation phenomenon is pretty robust and may be observed in a variety of physical systems. By investigating the pdf of the average escape time, we detect a non-exponential shape of the pdf in the regime of low values of $`\gamma `$. This finding suggests that systems characterized by a non-exponential escape time probability distribution could be simply modeled in terms of metastable system with a fluctuating barrier.

We wish to thank INFM, ASI (contract ARS-98-83) and MURST for financial support.


text:
# Observational constraints on the spectral index of the cosmological curvature perturbation

## I Introduction

It is generally supposed that structure in the Universe originates from a primordial gaussian curvature perturbation, generated by slow-roll inflation. The spectrum $`𝒫_{}(k)`$ of the curvature perturbation is the point of contact between observation and models of inflation. It is given in terms of the inflaton potential $`V(\varphi )`$ by***As usual, $`M_\mathrm{P}=2.4\times 10^{18}\text{GeV}`$ is the Planck mass, $`a`$ is the scale factor and $`H=\dot{a}/a`$ is the Hubble parameter, and $`k/a`$ is the wavenumber. We assume the usual slow-roll conditions $`M_\mathrm{P}^2|V^{\prime \prime }/V|1`$ and $`M_\mathrm{P}^2(V^{}/V)^21`$, leading to $`3H\dot{\varphi }V^{}`$.

$$\frac{4}{25}𝒫_{}(k)=\frac{1}{75\pi ^2M_\mathrm{P}^6}\frac{V^3}{V^2},$$
(1)
where the potential and its derivatives are evaluated at the epoch of horizon exit $`k=aH`$. To work out the value of $`\varphi `$ at this epoch one uses the relation

$$\mathrm{ln}(k_{\mathrm{end}}/k)N(k)=M_\mathrm{P}^2_{\varphi _{\mathrm{end}}}^\varphi (V/V^{})\text{d}\varphi ,$$
(2)
where $`N(k)`$ is actually the number of $`e`$-folds from horizon exit to the end of slow-roll inflation. At the scale explored by the COBE measurement of the cosmic microwave background (cmb) anisotropy, $`N(k_{\mathrm{COBE}})`$ depends on the expansion of the Universe after inflation in the manner specified by Eq. (31) below.

Given this prediction, the observed large-scale normalization $`𝒫_{}^{1/2}10^5`$ provides a strong constraint on models of inflation. Taking that for granted, we are here interested in the scale-dependence of the spectrum, defined by the, in general, scale-dependent spectral index $`n`$;

$$n(k)1\frac{\text{d}\mathrm{ln}𝒫_{}}{\text{d}\mathrm{ln}k}.$$
(3)
According to most inflation models, $`n`$ has negligible variation on cosmological scales so that $`𝒫_{}k^{n1}`$, but we shall also discuss an interesting class of models giving a different scale-dependence.

From Eqs. (1) and (2),

$`n1`$ $`=`$ $`2M_\mathrm{P}^2(V^{\prime \prime }/V)3M_\mathrm{P}^2(V^{}/V)^2,`$ (4)
and in almost all models of inflation, Eq. (4) is well approximated by

$$n1=2M_\mathrm{P}^2(V^{\prime \prime }/V).$$
(5)
We see that the spectral index measures the shape of the inflaton potential $`V(\varphi )`$, being independent of its overall normalization. For this reason, it is a powerful discriminator between models of inflation.

The observational constraints on the spectral index have been studied by many authors, but a new investigation is justified for two reasons. On the observational side, the cosmological parameters are at last being pinned down, as is the height of the first peak in the spectrum the cmb anisotropy. No study has yet been given which takes on board these observational developments, while at the same time taking on board the crucial influence of the reionization epoch on the peak height. On the theory side, it is known that the spectral index may be strongly scale-dependent if the inflaton has a gauge coupling, leading to what are called running-mass models. The quite specific, two-parameter prediction for the scale dependence of the spectral index in these models has not been compared with presently available data.

## II The observational constraints on the parameters of the $`\mathrm{\Lambda }`$CDM model

Observations of various types indicate that we live in a low density Universe, which is at least approximately flat . In the interest of simplicity we therefore adopt the $`\mathrm{\Lambda }`$CDM model, defined by the requirements that the Universe is exactly flat, and that the non-baryonic dark matter is cold with negligible interaction. Essentially exact flatness is predicted by inflation, unless one invokes a special kind of model, or special initial conditions. Also, there is no clear motivation to modify the cold dark matter hypothesis.In particular, the rotation curves of dwarf galaxies may be compatible with cold dark matter . We shall constrain the parameters of the $`\mathrm{\Lambda }`$CDM model, including the spectral index, by performing a least-squares fit to key observational quantities.

### A The parameters

The $`\mathrm{\Lambda }`$CDM model is defined by the spectrum $`𝒫_{}(k)`$ of the primordial curvature perturbation, and the four parameters that are needed to translate this spectrum into spectra for the matter density perturbation and the cmb anisotropy. The four parameters are the Hubble constant $`h`$ (in units of $`100\text{km}\text{s}^1\text{Mpc}^1`$), the total matter density parameter $`\mathrm{\Omega }_0`$, the baryon density parameter $`\mathrm{\Omega }_\mathrm{b}`$, and the reionization redshift $`z_\mathrm{R}`$. As we shall describe, $`z_\mathrm{R}`$ is estimated by assuming that reionization occurs when some fixed fraction $`f`$ of the matter collapses. Within the reasonable range $`f10^4`$ to $`1`$, the main results are insensitive to the precise value of $`f`$.

The spectrum is conveniently specified by its value at a scale explored by COBE, and the spectral index $`n(k)`$. We shall consider the usual case of a constant spectral index, and the case of running mass models where $`n(k)`$ is given by a two-parameter expression. Since $`𝒫_{}(k_{\mathrm{COBE}})`$ is determined very accurately by the COBE data (Eq. (16) below) we fix its value. Excluding $`z_\mathrm{R}`$ and $`𝒫_{}(k_{COBE})`$, the $`\mathrm{\Lambda }`$CDM model is specified by four parameters in the case of a constant spectral index, or by five parameters in the case of running mass inflation models.

### B The data

To compare the $`\mathrm{\Lambda }`$CDM model with observation, we take as our starting point a study performed a few years ago . We consider the same seven observational quantities as in the earlier work, since they still summarize most of the relevant data. Of these quantities, three are the cosmological quantities $`h`$, $`\mathrm{\Omega }_0`$, $`\mathrm{\Omega }_\mathrm{B}`$, which we are also taking as free parameters. The crucial difference between the present situation and the earlier one is that observation is beginning to pin down $`h`$ and $`\mathrm{\Omega }_0`$. Judging by the spread of measurements, the systematic error, while still important, is no longer completely dominant compared with the random error. At least at some crude level, it therefore makes sense to pretend that the errors are all random, and to perform a least squares fit. The adopted values and errors are given in Table 1, and summarized below. In common with earlier investigations, we take the errors to be uncorrelated.

#### a Hubble constant

On the basis of observations that have nothing to do with large scale structure it seems very likely  that $`h`$ is in the range $`0.5`$ to $`0.8`$. We therefore adopt, at notionally the 2-$`\sigma `$ level, the value $`h=0.65\pm 0.15`$, corresponding to $`h=0.65\pm 0.075`$ at the notional 1-$`\sigma `$ level.

#### b The matter density

The case of the total density parameter $`\mathrm{\Omega }_0`$ is similar to that of the Hubble parameter. On the basis of observations that have nothing to do with large scale structure, it seems very likely  that $`\mathrm{\Omega }_0`$ lies between $`0.2`$ and $`0.5`$, and we adopt at the notional 1-$`\sigma `$ level the value $`\mathrm{\Omega }_0=0.35\pm 0.075`$.

#### c The baryon density

As described for instance in , the baryon density parameter $`\mathrm{\Omega }_\mathrm{b}`$ has two likely ranges. At the 1-$`\sigma `$ level, these are estimated in  to be $`\mathrm{\Omega }_\mathrm{b}h^2=.019\pm .002`$ and $`\mathrm{\Omega }_\mathrm{b}h^2=.007\pm .0015`$. We adopt the high $`\mathrm{\Omega }_\mathrm{b}`$ range, which is generally regarded as the most likely, though our conclusions would be much the same if we were to adopt the low range.

#### d The rms density perturbation at $`8h^1\text{Mpc}`$

Primarily through the abundance of rich galaxy clusters, a useful constraint on the primordial spectrum is provided by the rms density contrast, in a comoving sphere with present radius $`R10h^1\text{Mpc}`$, at redshift $`z=0`$ to a few. The constrained quantity is conventionally taken to be the present, linearly evolved rms density contrast at $`R=8h^1\text{Mpc}`$, denoted by $`\sigma _8`$. A recent estimate  based on low-redshift clusters gives at 1-$`\sigma `$

$`\sigma _8`$ $`=`$ $`\stackrel{~}{\sigma }_8\mathrm{\Omega }_0^{0.47}`$ (6)
$`\stackrel{~}{\sigma }_8`$ $`=`$ $`.560\pm .059.`$ (7)
This constrains the primordial curvature perturbation on the scale $`kk_8(8h^1\text{Mpc})^1`$.

#### e The shape parameter

The slope of the galaxy correlation function on scales of order $`1h^1`$ to $`100h^1\text{Mpc}`$ is conveniently specified by a shape parameter  $`\stackrel{~}{\mathrm{\Gamma }}`$, defined by

$`\stackrel{~}{\mathrm{\Gamma }}`$ $`=`$ $`\mathrm{\Gamma }0.28(n_8^11)`$ (8)
$`\mathrm{\Gamma }`$ $`=`$ $`\mathrm{\Omega }_0h\mathrm{exp}(\mathrm{\Omega }_\mathrm{B}\mathrm{\Omega }_\mathrm{B}/\mathrm{\Omega }_0).`$ (9)
(The quantity $`\mathrm{\Gamma }`$ determines, to an excellent approximation, the shape of the matter transfer function on scales $`k^11`$ to $`100h^1\text{Mpc}`$, while the second term accounts for the scale dependence of the primordial spectrum. For definiteness, we evaluate $`n`$ at $`k=k_8`$, in the case that $`n`$ has significant scale dependence.) A fit reported in  gives $`\stackrel{~}{\mathrm{\Gamma }}=.23`$ with a $`15\%`$ uncertainty at 2-$`\sigma `$. A more recent fit with more data  gives $`\stackrel{~}{\mathrm{\Gamma }}=.20`$ to $`.25`$, depending on the assumed velocity dispersion, but with $`15\%`$ statistical uncertainty at the 1-$`\sigma `$ level.See Table 3 of ; in the present context one should focus on the last three rows of the Table. We therefore adopt $`\stackrel{~}{\mathrm{\Gamma }}=.23`$, with $`15\%`$ uncertainty at 1-$`\sigma `$.

#### f The COBE normalization of the spectrum

To a good approximation, the spectrum $`C_{\mathrm{}}`$ of the cmb anisotropy at large $`\mathrm{}`$ is sensitive to the primordial spectrum on the corresponding scale at the particle horizon,

$`k(\mathrm{},\mathrm{\Omega }_0)`$ $`=`$ $`{\displaystyle \frac{\mathrm{}}{x_{\mathrm{hor}}(\mathrm{\Omega }_0)}}`$ (10)
$`x_{\mathrm{hor}}`$ $``$ $`2H_0^1\mathrm{\Omega }_0^{1/2}\left(1+0.084\mathrm{ln}\mathrm{\Omega }_0\right).`$ (11)
The COBE measurements cover the range $`2\mathrm{}\text{ }<30`$, and they constrain $`𝒫_{}(k)`$ on the corresponding scales. Instead of $`𝒫_{}`$, it is usual in this context to consider a quantity $`\delta _H`$, which is of direct interest for studies of structure formation and is defined by

$`\delta _H(k)`$ $``$ $`{\displaystyle \frac{2}{5}}{\displaystyle \frac{g(\mathrm{\Omega }_0)}{\mathrm{\Omega }_0}}𝒫_{}^{}{}_{}{}^{1/2}(k)`$ (12)
$`g(\mathrm{\Omega }_0)`$ $``$ $`{\displaystyle \frac{5}{2}}\mathrm{\Omega }_0\left({\displaystyle \frac{1}{70}}+{\displaystyle \frac{209\mathrm{\Omega }_0}{140}}{\displaystyle \frac{\mathrm{\Omega }_0^2}{140}}+\mathrm{\Omega }_0^{4/7}\right)^1.`$ (13)
The factor $`g/\mathrm{\Omega }_0`$, normalized to 1 at $`\mathrm{\Omega }_0=1`$, represents the $`\mathrm{\Omega }_0`$-dependence of the present, linearly evolved, density contrast after pulling out the scale-dependent transfer function and $`𝒫_{}`$. Equivalently, $`a(\mathrm{\Omega })g(\mathrm{\Omega })`$ is the time-dependence of the density contrast after matter domination.

According to the ordinary (as opposed to ’integrated’) Sachs-Wolfe approximation

$$C_{\mathrm{}}=\frac{4\pi }{25}_0^{\mathrm{}}\frac{\text{d}k}{k}j_{\mathrm{}}^2\left(kx_{\mathrm{hor}}\right)𝒫_{}(k).$$
(14)
In the regime $`\mathrm{}1`$, it satisfies Eq. (10) because $`j_{\mathrm{}}^2`$ peaks when its argument is equal to $`\mathrm{}`$. In the $`\mathrm{\Lambda }`$CDM model, the Sachs-Wolfe approximation is quite good in COBE regime, but still the quality of the data justify using the full (linear) calculation, given for instance by the output of the CMBfast package .

Consider first the case $`n=1`$ (scale-independent spectrum). In the Sachs-Wolfe approximation, the value of $`𝒫_{}`$ obtained by fitting the COBE data is independent of the cosmological parameters $`h`$, $`\mathrm{\Omega }_0`$ and $`\mathrm{\Omega }_\mathrm{b}`$. Using instead the full calculation, a fit to the data by Bunn and White  gives

$`\delta _H`$ $`=`$ $`\mathrm{\Omega }_0^{0.7850.05\mathrm{ln}\mathrm{\Omega }_0}\stackrel{~}{\delta }_H`$ (15)
$`10^5\stackrel{~}{\delta }_H`$ $`=`$ $`1.94\pm 0.08,`$ (16)
As expected, the corresponding spectrum of the curvature perturbation has only mild dependence on $`\mathrm{\Omega }_0`$ ($`𝒫_{}\mathrm{\Omega }_0^{0.03}`$).

Consider next the case of a scale-independent spectral index $`n1`$. Dropping an insignificant term quadratic in $`n1`$, the fit of Bunn and White  handles the $`n`$-dependence by assuming that Eq. (16) holds at a ’pivot’ scale $`k_{\mathrm{COBE}}`$ which is independent of $`\mathrm{\Omega }_0`$.§§§Keeping the quadratic term, the ’pivot’ scale at which Eq. (16) holds is dependent on $`n`$, but still independent of $`\mathrm{\Omega }_0`$. A related fit by Bunn, Liddle and White  keeps a cross-term in $`(n1)`$ and $`\mathrm{\Omega }_0`$, which makes the ’pivot’ scale increase with $`\mathrm{\Omega }_0^1`$, though not as strongly as in Eq. (18) below.

$$k_{\mathrm{COBE}}6.6H_0,.$$
(17)
Insofar as the approximation Eq. (10) is valid, this corresponds to fixing $`C_{\mathrm{}}`$ at an $`\mathrm{\Omega }_0`$-dependent value of $`\mathrm{}`$, which is $`\mathrm{}=13`$ for $`\mathrm{\Omega }_0`$, and $`\mathrm{}=22`$ for our central value $`\mathrm{\Omega }_0=.35`$.

In the case of a scale-independent $`n`$, an alternative fit is provided by the CMBfast package, which chooses $`𝒫_{}(k)`$ to fit an $`n`$-independent best-fit value of $`C_{10}`$. As expected, the output of CMBfast is in good agreement with the Bunn-White fit. Even better agreement is obtained using

$$k_{\mathrm{COBE}}(\mathrm{\Omega }_0)13.2/x_{\mathrm{hor}},$$
(18)
which reduces to Eq. (17) for $`\mathrm{\Omega }_0=1`$. Insofar as Eq. (10) is valid, this $`\mathrm{\Omega }_0`$-dependent pivot for $`k`$ corresponds to an $`\mathrm{\Omega }_0`$-independent pivot for $`\mathrm{}`$, namely $`\mathrm{}=13`$.

We are also interested in the scale-dependent $`n`$ predicted by the running-mass inflation models. However, as the range of scales explored by COBE corresponds to only $`\mathrm{\Delta }N2`$, with the central values of $`\mathrm{}`$ the most important, we can take the variation of $`n`$ to be negligible on these scales.

Guided by these considerations, we have adopted three slightly different versions of the COBE normalization, chosen for convenience according to the context. When calculating $`\stackrel{~}{\mathrm{\Gamma }}`$ and $`\stackrel{~}{\sigma }_8`$, we in all cases fixed $`\delta _H`$ at the central value given by Eq. (16), at the Bunn-White pivot point $`k_{\mathrm{COBE}}`$. When calculating the height of the first peak in the cmb anisotropy, in the case of the running-mass model, we used Eq. (10), with $`\delta _H`$ again fixed at the central value given by Eq. (16) but now evaluated at the slightly more accurate pivot point $`k_{\mathrm{COBE}}(\mathrm{\Omega }_0)`$. Finally, when evaluating the peak height in the case of scale-independent $`n`$, we used a linear fit to the output of CMBfast. Explicit expressions for the peak height will be given after considering the effect of reionization.

#### g The peak height

The model under consideration predicts a peak in the cmb anisotropy at $`\mathrm{}210`$ to $`230`$, and presently available data  confirm the existence of a peak at about this position. We adopt as a crucial observational quantity $`\stackrel{~}{C}_{\mathrm{peak}}`$, defined as the maximum value of

$$\stackrel{~}{C}_{\mathrm{}}\mathrm{}(\mathrm{}+1)C_{\mathrm{}}/2\pi .$$
(19)
Presently available data give conflicting estimates  of $`\sqrt{\stackrel{~}{C}_{\mathrm{peak}}}`$, with central values in the range 70 to $`90\mu \text{K}`$. We adopt $`(80\pm 10)\mu \text{K}`$ with the uncertainty taken to be at 1-$`\sigma `$.

### C Reionization

The effect of reionization on the cmb anisotropy is determined by the optical depth $`\tau `$. We assume sudden, complete reionization at redshift $`z_\mathrm{R}`$, so that the optical depth $`\tau `$ is given by

$$\tau =0.035\frac{\mathrm{\Omega }_\mathrm{b}}{\mathrm{\Omega }_0}h\left(\sqrt{\mathrm{\Omega }_0(1+z_\mathrm{R})^3+1\mathrm{\Omega }_0}1\right).$$
(20)
In previous investigations, $`z_\mathrm{R}`$ has been regarded as a free parameter, usually fixed at zero or some other value. In this investigation, we instead take on board that fact that $`z_\mathrm{R}`$ can be estimated, in terms of the parameters that we are varying plus assumed astrophysics. Indeed, it is usually supposed that reionization occurs at an early epoch, when some fraction $`f`$ of the matter has collapsed, into objects with mass very roughly $`M=10^6M_{}`$. Estimates of $`f`$ are in the range

$$10^{4.4}\text{ }<f\text{ }<1.$$
(21)
In the case $`f1`$, the Press-Schechter approximation gives the estimate

$$1+z_\mathrm{R}\frac{\sqrt{2}\sigma (M)}{\delta _\mathrm{c}g(\mathrm{\Omega }_0)}\mathrm{erfc}^1(f)(f1).$$
(22)
Here $`\sigma (M)`$ is the present, linearly evolved, rms density contrast with top-hat smoothing, and $`\delta _\mathrm{c}=1.7`$ is the overdensity required for gravitational collapse. ( $`g`$ is the suppression factor of the linearly evolved density contrast at the present epoch, which does not apply at the epoch of reionization.) In the case $`f1`$, one can justify only the rough estimate

$$1+z_\mathrm{R}\frac{\sigma (M)}{g(\mathrm{\Omega }_0)}(f1).$$
(23)
(This estimate is not very different from the one that would be obtained by using $`f=1`$ in Eq. (22).)

In our fits, we fix $`f`$ at different values in the above range, and find that the most important results are not very sensitive to $`f`$ even though the corresponding values of $`z_\mathrm{R}`$ can be quite high.

### D The predicted peak height

The CMBfast package  gives $`C_{\mathrm{}}`$, for given values of the parameters with $`n`$ taken to be scale-independent. Following , we parameterize the CMBfast output at the first peak in the form

$$\sqrt{\stackrel{~}{C}_{\mathrm{peak}}}=\sqrt{\stackrel{~}{C}_{\mathrm{peak}}^{(0)}}\left(\frac{220}{10}\right)^{\nu /2},$$
(24)
where

$$\nu a_n(n1)+a_h\mathrm{ln}(h/0.65)+a_0\mathrm{ln}(\mathrm{\Omega }_0/0.35)+a_\mathrm{b}h^2(\mathrm{\Omega }_\mathrm{b}\mathrm{\Omega }_{\mathrm{b}}^{}{}_{}{}^{(0)})0.65f(\tau )\tau .$$
(25)
$`\sqrt{\stackrel{~}{C}_{\mathrm{peak}}^{(0)}}`$ is the value of $`\sqrt{\stackrel{~}{C}_{\mathrm{peak}}}`$ evaluated with each term of $`\nu `$ equal to zero. The coefficients for the high choice $`\mathrm{\Omega }_\mathrm{b}^{(0)}h^2=0.019`$ are $`a_n=0.88`$, $`a_h=0.37`$, $`a_0=0.16`$, $`a_\mathrm{b}=5.4`$, and $`\sqrt{\stackrel{~}{C}_{\mathrm{peak}}^{(0)}}=77.5\mu \text{K}`$. The formula reproduces the CMBfast results within 10% for a 1-$`\sigma `$ variation of the cosmological parameters, $`h,\mathrm{\Omega }_0`$ and $`\mathrm{\Omega }_\mathrm{b}`$, and $`n_{\mathrm{COBE}}=1.0\pm 0.05`$. With the function $`f(\tau )`$ set equal to 1, the term $`0.65\tau `$ is equivalent to multiplying $`\sqrt{\stackrel{~}{C}_{\mathrm{peak}}}`$ by the usual factor $`\mathrm{exp}(\tau )`$. We use the following formula, which was obtained by fitting the output of CMBfast, and is accurate to a few percent over the interesting range of $`\tau `$;

$$f=10.165\tau /(0.4+\tau ).$$
(26)
For the running-mass model, we start with the above estimate for $`n=1`$, and adjust it using Eq. (10). Adopting the COBE normalization mentioned earlier, this adjustment is

$$\frac{\sqrt{\stackrel{~}{C}_{\mathrm{peak}}}}{\sqrt{\stackrel{~}{C}_{\mathrm{peak}}^{(\mathrm{n}=1)}}}=\frac{\delta _H(k(\mathrm{},\mathrm{\Omega }_0))}{\delta _H(k_{\mathrm{COBE}}(\mathrm{\Omega }_0))}.$$
(27)
In the case of constant $`n`$, this prescription corresponds to the previous one with $`a_n=0.91`$, in good agreement with the output of CMBfast.

## III Constant spectral index

### A The observational constraints

Most models of inflation make $`n`$ roughly scale-independent, over the cosmologically interesting range. We therefore begin by considering the case that $`n`$ is exactly scale-independent. The resulting bound on $`n`$ is shown in Figure 1. In the left-hand panel we make the traditional assumption that reionization occurs at some fixed redshift $`z_\mathrm{R}`$. In the right-hand panel we make the more reasonable assumption, that it occurs when some fixed fraction $`f`$ of the matter collapses, in a reasonable range $`10^{4.5}<f<1`$. The bounds in the latter case are relatively insensitive to $`f`$, because the corresponding range of $`z_\mathrm{R}`$ is narrower; everywhere on the displayed curves, $`z_\mathrm{R}`$ is within (usually well within) the range $`8`$ to $`36`$. Details of the fit for $`z_\mathrm{R}=20`$ are given in Table 1. Practically the same fit is obtained if instead we fix $`f`$ at $`10^{1.9}`$.

The least-squares fits were performed with the CERN minuit package, and the quoted error bars invokes the usual parabolic approximation (i.e., it they are the diagonal elements of the error matrix). The exact error bars given by the same package agree to better than 10%. For $`z_\mathrm{R}`$, our results are similar to those obtained in , but more precise because of improvements in our knowledge of the cosmological parameters; they are also similar to those obtained in , if we take the errors to be the ones given by the error matrix. (We do not know why the exact error bars in  are about three times bigger, in conflict with both our work and that of .)

After we completed this work, the BOOMeranG  and MAXIMA  measurements of the cmb anisotropy appeared, both of which extend to the second acoustic peak. Fits to these data  seem to again give a similar constraint on $`n`$, but the values for $`\mathrm{\Omega }_\mathrm{b}`$, $`\mathrm{\Omega }_\mathrm{c}`$ and $`h`$ outside our adopted 2-$`\sigma `$ range. At the time of writing, the new cmb data have not been included in a fit of the type that we are performing (i.e., with with strong prior requirements on the cosmological parameters, as well as on the small-scale data $`\stackrel{~}{\sigma }_8`$ and $`\stackrel{~}{\mathrm{\Gamma }}`$).

### B Models of inflation giving $`n<1`$

Although the quality and quantity of data are insufficient for a proper statistical analysis, these bounds on $`n`$ are very striking when compared with theoretical expectations. These expectations  are summarizedThis Table excludes the running-mass models to be discussed later, and a recently-proposed model  giving $`(n1)/2=2/N`$. It also excludes the ad hoc ’chaotic inflation’ potentials $`V\varphi ^p`$, which give $`n1=(2+p)/(2N)`$ with a significant gravitational contribution to the cmb anisotropy. in Tables 2 and 3, and we now discuss them beginning with the usual case $`n<1`$ (red spectrum). Details of the models and references are given in .

The simplest prediction is for a potential of the formIn this expression and in Eqs. (29) and (36), the remaining terms are supposed to be negligible, and $`V_0`$ is supposed to dominate, while cosmological scales leave the horizon.

$$V=V_0\frac{1}{2}m^2\varphi ^2+\mathrm{},$$
(28)
leading to $`n1=2M_\mathrm{P}^2m^2/V_0`$. This is the form that one expects if $`\varphi `$ is a string modulus (Modular Inflation), or a pseudo-Goldstone boson (Natural Inflation), or the radial part of a massive field spontaneously breaking a symmetry (Topological Inflation). The vacuum expectation value (vev) of $`\varphi `$ in these models is expected to be of order $`M_\mathrm{P}`$ or less, while the potential Eq. (28) gives $`\varphi (1n)^{1/2}M_\mathrm{P}`$. Therefore, the present bound $`n\text{ }>0.9`$ is already beginning to disfavor these models. The potential Eq. (28) may however give $`n`$ very close to 1 if the potential steepens after cosmological scales leave the horizon, for instance in an inverted hybrid inflation model.

Of the remaining models of Table 2, those giving a red spectrum involve a potential basically of the form

$$V=V_0\left(1+c\varphi ^p+\mathrm{}\right),$$
(29)
with $`c`$ negative and $`p`$ not in the range $`1p2`$. ( ’New’ inflation corresponds to $`p`$ an integer $`3`$, while mutated hybrid inflation models account for the rest of the range. The logarithmic and exponential potentials in Table 2 may be regarded as the limits respectively $`p0`$ and $`p\mathrm{}`$.) With this form, the prediction is

$$n1=\left(\frac{p1}{p2}\right)\frac{2}{N}.$$
(30)
For the moment, we ignore the mild scale-dependence and set $`N=N_{\mathrm{COBE}}`$.

Depending on the history of the Universe,

$$N_{\mathrm{COBE}}60\mathrm{ln}(10^{16}\text{GeV}/V^{1/4})\frac{1}{3}\mathrm{ln}(V^{1/4}/T_{\mathrm{reh}})N_0.$$
(31)
In this expression, $`T_{\mathrm{reh}}`$ is the reheat temperature, while the final contribution $`N_0`$ (negative in all reasonable cosmologies) encodes our ignorance about what happens between the end of inflation and nucleosynthesis. Let us pause to discuss this ignorance. In the present context, we are defining $`T_{\mathrm{reh}}`$ as the temperature when the Universe first becomes radiation dominated after inflation. In the conventional cosmology, radiation domination persists until the present matter dominated era begins, long after nucleosynthesis. If this is the case, and if also slow-roll inflation gives way promptly to matter domination as is the case in most models, then $`N_0=0`$.\**\**\**In some inflation models, slow-roll is followed by an extended era of fast-roll giving $`N_0`$ of order a few; for simplicity we ignore that possibility in the present discussion. In this conventional case, $`N_{\mathrm{COBE}}`$ is largely determined by $`V_0^{1/4}`$, and hence by the model of inflation. It is certainly in the range $`32`$ to $`60`$ (lower limit corresponding to $`V_0^{1/4}=100\text{GeV}`$) and much more likely in the range $`40`$ to $`60`$ (lower limit corresponding to $`V_0^{1/4}10^{10}\text{GeV}`$ and $`T_{\mathrm{reh}}100\text{GeV}`$).

However, the conventional cosmology need not be correct. In particular, the initial radiation-dominated era may give way to matter domination by a late-decaying particle, and most crucially there may be an era of thermal inflation  during the transition. This unconventional cosmology, with its huge entropy dilution after inflation, is indeed demanded in many inflation models, if gravitinos created from the vacuum fluctuation  persists to late times . Even one bout of thermal inflation will give $`N_010`$ and additional bout(s) cannot be ruled out. Thus, from the theoretical viewpoint, $`N_{\mathrm{COBE}}`$ can be anywhere in the range $`0`$ to $`60`$.

Let us discuss the prediction Eq. (30), excluding for simplicity the ranges $`0<p<1`$ and $`2<p<3`$ (recall that the straightforward ’new’ inflation models make $`p`$ an integer $`3`$). Taking the maximum value $`N_{\mathrm{COBE}}60`$, we learn that $`n<0.93`$ for $`p=3`$ (the lowest prediction), and $`n<0.95`$ for $`p=4`$. Looking at the right-hand panel of Figure 1, we see that at nominal 1-$`\sigma `$ level, the former case is ruled out, though it is still allowed at the 2-$`\sigma `$ level. Stronger results hold in the if $`N_{\mathrm{COBE}}<60`$. Looking at things another way, a lower bound on $`n`$ gives a lower bound on $`N_{\mathrm{COBE}}`$,

$$N_{\mathrm{COBE}}>\frac{p1}{p2}\frac{2}{1n}.$$
(32)
Even with present data, the 2-$`\sigma `$ result $`n\text{ }>.9`$ gives $`N_{\mathrm{COBE}}\text{ }>40`$ for $`p=3`$, and $`N_{\mathrm{COBE}}\text{ }>20`$ for $`p3`$.

The scale dependence given by Eq. (30) is

$$\frac{\text{d}n}{\text{d}\mathrm{ln}k}=\frac{1}{2}\left(\frac{p2}{p1}\right)\left(n1\right)^2<0.$$
(33)
Over the cosmological range of scales $`\mathrm{ln}(k/k_{\mathrm{COBE}})`$ is at most a few, and in particular $`\mathrm{ln}(8^1h\text{Mpc}^1/k_{\mathrm{COBE}})4`$, corresponding to

$$\mathrm{\Delta }nn_8n_{\mathrm{COBE}}=.02\left(\frac{p2}{p1}\right)\left(\frac{n1}{0.1}\right)^2<0.$$
(34)
Taking $`n=0.9`$ to saturate the present bound, this gives $`|\mathrm{\Delta }n|<0.02`$ with $`p3`$, and $`|\mathrm{\Delta }n|<0.04`$ with $`p0`$. Even in the latter case, the change in $`n`$ is hardly significant with present data.

### C Models giving $`n>1`$

Known models giving $`n>1`$ (blue spectrum) are all of the hybrid inflation type. The simplest case is $`V=V_0+\frac{1}{2}m^2\varphi ^2`$; it gives the scale-independent prediction $`n1=2M_\mathrm{P}^2m^2/V_0`$, which may be either close to 1 or well above 1.

The other cases involve a potential of the form $`V=V_0\left(1+c\varphi ^p\right)`$ with positive $`c`$, and $`p`$ an integer $`3`$ or $`1`$. There is a maximum (early-time) value for $`N`$, and the prediction

$$n1=\frac{p1}{p2}\frac{1}{N_{\mathrm{max}}N}.$$
(35)
Barring the fine-tuning $`N_{\mathrm{COBE}}N_{\mathrm{max}}`$, this gives $`n10.04`$, which is compatible with the observational bound. The scale-dependence of $`n`$ in these models is still given by Eqs. (33) and (34); it may be observationally significant only in the fine-tuned case $`N_{\mathrm{COBE}}N_{\mathrm{max}}`$, which we have not investigated.

## IV The running mass models

### A The potential

We have also done fits with the scale-dependent spectral index, predicted in inflation models with a running inflaton mass . In these models, based on softly broken supersymmetry, one-loop corrections to the tree-level potential are taken into account, by evaluating the inflaton mass-squared $`m^2(\mathrm{ln}(Q))`$ at the renormalization scale $`Q\varphi `$,††††††The choice $`Q\varphi `$ is to be made in the regime where $`\varphi `$ is bigger than the relevant masses. When $`Q`$ falls below the relevant masses, $`m^2(Q)`$ becomes practically scale-independent (the mass ’stops running’). We have a running mass model if inflation takes place in the former regime, which happens in some interesting cases , including that of a gauge coupling.

$$V=V_0+\frac{1}{2}m^2(\mathrm{ln}(Q))\varphi ^2+\mathrm{}.$$
(36)
Over any small range of $`\varphi `$, it is a good approximation to take the running mass to be a linear function of $`\mathrm{ln}\varphi `$. This is equivalent to choosing the renormalization scale to be within the range, and then adding the loop correction explicitly,

$$V=V_0+\frac{1}{2}m^2(\mathrm{ln}Q)\varphi ^2\frac{1}{2}c(\mathrm{ln}Q)\frac{V_0}{M_\mathrm{P}^2}\varphi ^2\mathrm{ln}(\varphi /Q).$$
(37)
The dimensionless quantity $`c`$ specifies the strength of the coupling. Let us discuss its likely magnitude, taking for definiteness $`Q=\varphi _{\mathrm{COBE}}`$.

It has been shown  that the linear approximation is very good over the range of $`\varphi `$ corresponding to horizon exit for scales between $`k_{\mathrm{COBE}}`$ and $`8h^1\text{Mpc}`$. We shall want to estimate the reionization epoch, which involves a scale of order $`k_{\mathrm{reion}}^110^2\text{Mpc}`$ (enclosing the relevant mass of order $`10^6M_{}`$). Since only a crude estimate of the reionization epoch is needed, we shall assume that the linear approximation is adequate down to this ‘reionization scale’. In other words, we assume that it is adequate for $`\varphi `$ between $`\varphi _{\mathrm{COBE}}`$ and $`\varphi _{\mathrm{reion}}`$, the subscripts denoting the value of $`\varphi `$ when the relevant scale leaves the horizon. Within this range, we it is convenient to write Eq. (38) in the form

$$V=V_0\frac{1}{2}\frac{V_0}{M_\mathrm{P}^2}c\varphi ^2\left(\mathrm{ln}\frac{\varphi }{\varphi _{}}\frac{1}{2}\right),$$
(38)
so that

$$V^{}=\frac{V_0}{M_\mathrm{P}^2}c\varphi \mathrm{ln}\frac{\varphi }{\varphi _{}}.$$
(39)
In these expressions, the constants $`c`$ and $`\varphi _{}`$ both depend on the renormalization scale $`Q`$, which can be chosen anywhere in the range corresponding to cosmological scales (say $`Q=\varphi _{\mathrm{COBE}}`$). The dimensionful constant $`\varphi _{}`$ is related to the mass-squared by

$$\mathrm{ln}(\varphi _{}/Q)=\frac{m^2(Q)M_\mathrm{P}^2}{c(Q)V_0}\frac{1}{2}.$$
(40)
Note that the limit of no running, $`c0`$, corresponds to finite $`c|\mathrm{ln}(\varphi /\varphi _{})|`$, so that Eq. (38) in that limit gives back Eq. (36) with a constant mass.

In general, the point $`\varphi =\varphi _{}`$ may be far outside the regime where the linear approximation Eq. (38) applies. However, in simple models the cosmological regime is sufficiently close to that point that the linear approximation is approximately valid there. In that case, we can trust the Eq. (38) and its derivatives for $`\varphi =\varphi _{}`$; since $`V^{}`$ vanishes at that point, there are four clearly distinct models of inflation as shown in Figure 2. The labeling (i), (ii), (iii) and (iv) is the one introduced in . In Models (i) and (ii), $`c`$ is positive and the potential has a maximum near $`\varphi _{}`$, while in Models (iii) and (iv), $`c`$ is negative and there is a minimum. In Models (i) and (iv), $`\varphi `$ moves towards the origin, while in Models (ii) and (iii) the opposite is true. Even if Eq. (38) is not valid near $`\varphi =\varphi _{}`$, this fourfold classification of models, according to the sign of $`c`$ and the direction of motion of $`\varphi `$, is still useful.

Let us discuss the likely magnitude of $`c`$, assuming that a single coupling dominates the loop correction. The value of $`c`$ is conveniently obtained from the well-known RGE for $`\text{d}m^2/\text{d}(\mathrm{ln}Q)`$. If a gauge coupling dominates one finds

$$\frac{V_0c}{M_\mathrm{P}^2}=\frac{2C}{\pi }\alpha \stackrel{~}{m}^2.$$
(41)
Here, $`C`$ is a positive group-theoretic number of order 1, $`\alpha `$ is the gauge coupling, and $`\stackrel{~}{m}`$ is the gaugino mass. We see that if the loop correction comes from a single gauge coupling, $`c`$ is positive, corresponding to Model (i) or Model (ii). If a Yukawa coupling dominates, one finds  (for negligible supersymmetry breaking trilinear coupling)

$$\frac{V_0c}{M_\mathrm{P}^2}=\frac{D}{16\pi ^2}|\lambda |^2m_{loop}^2,$$
(42)
where $`D`$ is a positive constant counting the number of scalar particles interacting with the inflaton, $`m_{\mathrm{loop}}^2`$ is their common susy breaking mass-squared, and $`\lambda `$ is their common Yukawa coupling. In this case, $`c`$ can be of either sign.

To complete our estimate of $`c`$, we need the gaugino or scalar mass. The traditional hypothesis is that soft supersymmetry breaking is gravity-mediated, and in the context of inflation this means that the scale $`M_\mathrm{S}`$ of supersymmetry breaking will be roughly $`V_0^{1/4}`$. (As usual we are defining $`M_\mathrm{S}\sqrt{F}`$, where $`F`$ is the auxiliary field responsible for spontaneous supersymmetry breaking in the hidden sector. We also assume that there is no accurate cancelation in the formula $`V=|F|^23M_\mathrm{P}^2m_{3/2}^2`$, which is the case in most supersymmetric inflation models .) With gravity-mediated susy breaking, typical values of the masses are $`\stackrel{~}{m}^2|m_{\mathrm{loop}}^2|V_0/M_\mathrm{P}^2`$, which makes $`|c|`$ of order of the coupling strength $`\alpha `$ or $`|\lambda |^2`$. At least in the case of a gauge coupling, one then expects

$$|c|10^1\text{ to }10^2.$$
(43)
In special versions of gravity-mediated susy breaking, the masses could be much smaller, leading to $`|c|1`$. In that case, the mass would hardly run, and the spectral index would be practically scale-independent. With gauge-mediated susy breaking, the masses could be much bigger; this would not lead to a model of inflation (unless the coupling is suppressed) because it would not satisfy the slow-roll requirement $`|c|\text{ }<1`$.

### B The spectrum and the spectral index

Using Eq. (2) we find

$`se^{c\mathrm{\Delta }N(k)}`$ $`=`$ $`c\mathrm{ln}(\varphi _{}/\varphi )`$ (44)
$`\mathrm{\Delta }N(k)`$ $``$ $`N_{\mathrm{COBE}}N(k)\mathrm{ln}(k/k_{\mathrm{COBE}}),`$ (45)
where $`s`$ is an integration constant.‡‡‡‡‡‡In an earlier paper  we used $`\sigma se^{cN_{\mathrm{COBE}}}`$, but $`s`$ is more convenient. Eq. (5) then gives

$$\frac{n(k)1}{2}=se^{c\mathrm{\Delta }N(k)}c.$$
(46)
Some lines of fixed $`n_{\mathrm{COBE}}`$ in the plane $`s`$ versus $`c`$ are shown in the left-hand panel of Figure 3. In order to evaluate Eq. (27), we also need the variation of $`\delta _H`$ which comes from integrating this expression,

$$\frac{\delta _H(k)}{\delta _H(k_{\mathrm{COBE}})}=\mathrm{exp}\left[\frac{s}{c}\left(e^{c\mathrm{\Delta }N}1\right)c\mathrm{\Delta }N\right].$$
(47)
We are mostly interested in cosmological scales between $`k_{\mathrm{COBE}}`$ and $`k_8`$, corresponding to $`0\text{ }<\mathrm{\Delta }N\text{ }<4`$. In this range the scale-dependence of $`n`$ is approximately linear (taking $`|c|\text{ }<1`$) and the variation $`\mathrm{\Delta }nn_8n_{\mathrm{COBE}}`$ is given approximately by

$$\mathrm{\Delta }n4\frac{\text{d}n}{\text{d}\mathrm{ln}k}8sc.$$
(48)
In contrast with the prediction Eqs. (33) and (34) of the earlier models we considered, $`\mathrm{\Delta }n`$ is positive. Also in contrast with those models, it is not tied to the magnitude of $`|n1|`$, and (as we shall see) may be significant even with present data, for physically reasonable values of the parameters. In the right-hand panel of Figure 3, we show the branches of the hyperbola $`8sc=\mathrm{\Delta }n`$, for the reference value $`\mathrm{\Delta }n=0.04`$. Within the hyperbola, the scale-dependence of $`n`$ is probably too small to be significant with present data.

The spectral index Eq. (46) depends on the coupling $`c`$, which we already discussed, and the integration constant $`s`$. To satisfy the slow-roll conditions $`M_\mathrm{P}^2|V^{\prime \prime }/V|1`$ and $`M_\mathrm{P}^2(V^{}/V)^21`$, both $`c`$ and $`s`$ must be at most of order 1 in magnitude. Significant additional constraints on $`s`$ follow, if we make the reasonable assumptions that the mass continues to run to the end of slow-roll inflation, and that the linear approximation remains roughly valid. Indeed, setting $`\mathrm{\Delta }N=N_{\mathrm{COBE}}`$, Eq. (44) becomes $`s=e^{cN_{\mathrm{COBE}}}c\mathrm{ln}(\varphi _{}/\varphi _{\mathrm{end}})`$. Discounting the possibility that the end of inflation is very fine-tuned, to occur close to the maximum or minimum of the potential, this gives a lower bound

$$|s|\text{ }>e^{cN_{\mathrm{COBE}}}|c|.$$
(49)
In the case of positive $`c`$ (Models (i) and (ii)), we also obtain a significant upper bound by setting $`\mathrm{\Delta }N=N_{\mathrm{COBE}}`$ in Eq. (46), and remembering that slow-roll requires $`|n1|\text{ }<1`$;

$$|s|\text{ }<e^{cN_{\mathrm{COBE}}}(c>1).$$
(50)
In the simplest case, that slow-roll inflation ends when $`n1`$ actually becomes of order 1, this bound becomes an actual estimate, $`|s|e^{cN_{\mathrm{COBE}}}`$.

In the case of Models (i) and (iv), the mass may cease to run before the end of slow-roll inflation (but after cosmological scales leave the horizon, or the running mass model would not apply) at some point $`N_{\mathrm{run}}`$. In this somewhat fine-tuned situation, $`N_{\mathrm{COBE}}`$ in the above estimates should be replaced $`N_{\mathrm{COBE}}N_{\mathrm{run}}`$, which may be much less than $`N_{\mathrm{COBE}}`$. In the case of Model (iv), this leads to a weaker lower bound

$$s\text{ }>|c|(c<0).$$
(51)
In the case of Model (i) it leads to a weaker upper bound

$$s\text{ }<1(c>0).$$
(52)
In the left-hand panel of Figure 3, we show the bounds relevant to the choice of parameter’s ranges, i.e. the lower bound Eq. (49), the upper bound Eq. (50) and the weak lower bound Eq. (51).

### C The magnitude of the spectrum

Although it is not directly relevant for our investigation of the spectral index, we should mention the constraint on the running mass model that comes from the observed magnitude $`𝒫_{}^{}{}_{}{}^{1/2}10^5`$ of the spectrum. From Eq. (1),

$$\frac{4}{25}𝒫_{}=\frac{V_0}{\varphi _{}^2M_\mathrm{P}^2}\mathrm{exp}\left(\frac{2s}{c}\right)\frac{1}{|s|^2}.$$
(53)
This prediction involves $`V_0`$ and $`\varphi _{}`$, in addition to the parameters $`c`$ and $`s`$ that determine the spectral index.

The simplest thing is to again assume gravity-mediated susy breaking, with the ultra-violet cutoff at the traditional scale around $`M_\mathrm{P}`$, and the same supersymmetry breaking scale during inflation as in the true vacuum so that $`V_0^{1/4}10^{10}\text{GeV}`$. In this scenario, one expects $`|m^2(Q)|V_0/M_\mathrm{P}^2`$ at $`QM_\mathrm{P}`$. As Stewart pointed out in the first paper on the subject, with this very traditional set of assumptions, Eq. (53) can give the correct COBE normalization, with $`|c|`$ in the physically favored range $`10^1`$ to $`10^2`$.\**\**\**At the crudest level, one can verify this using the linear approximation Eq. (38) all the way up to the $`\varphi M_\mathrm{P}`$, corresponding to $`\mathrm{ln}(M_\mathrm{P}/\varphi _{})1/c10`$ to $`100`$. Proper calculations  using the RGE’s lead to the same conclusion.

It is remarkable that the most traditional set of assumptions can give a model with the correct COBE normalization, and, as we shall see, with a viable spectral index. If one relaxes these assumptions, there is much more freedom in choosing $`V_0`$ and $`\varphi _{}`$. Such freedom may be very welcome, in coping with the difficulty of implementing inflation in the context of large extra dimensions .

### D Observational constraints on the running mass models

Extremizing with respect to all other parameters, we have calculated $`\chi ^2`$ in the $`s`$ vs. $`c`$ plane and obtained contour levels for $`\chi ^2`$ equal to the minimum value plus $`2.41`$ and $`5.99`$ respectively, corresponding nominally to the 70% and 95% confidence level in two variables. (The $`\chi ^2`$ function presents actually two nearly degenerate minima in the allowed region, one in the positive and one in the negative quadrants (Models (i) and (iii)), separated by a very low barrier, but we assume that the usual quadratic estimate of the probability content is not very far from the true value.)

The allowed region is shown in the right-hand panel of Figure 3, for the case that reionization occurs when $`f1`$. For $`c=0`$ or $`s=0`$ the constant $`n`$ result is recovered with $`n1=2c`$ or $`2s`$; our plots give in this case a slightly larger allowed interval with respect to the two sigma value in the previous section, due to the mismatch between the statistical one variable and two variables 95% CL contours. This allowed region is not too different from the one that we estimated earlier , by imposing the crude requirement $`|n1|<0.2`$ at both the COBE scale and the low scale corresponding to $`N_{COBE}10`$. (Note that in the earlier work we used the less convenient variable $`\sigma s\mathrm{exp}(cN_{\mathrm{COBE}})`$, instead of $`s`$.)

The allowed region for Models (ii) and (iv) lies inside the hyperbola corresponding to $`\mathrm{\Delta }n=.04`$, which means that their scale-dependence is hardly significant at the level of present data. In contrast, the allowed region for Models (i) and (iii) extends to $`\mathrm{\Delta }n0.2`$, representing an extremely significant scale-dependence even with present data. To demonstrate this, we show in Figures 4 and 5 the allowed regions for Models (i) and (iii) in the $`n_8`$ versus $`n_{\mathrm{COBE}}`$ plane. In the case of Model (iii), the theoretical bounds on the parameters restrict the parameter space to a small corner of the allowed region, within which $`n`$ has negligible variation. In contrast, there is no significant theoretical restriction on the parameters in the case of Model (i), and $`n`$ has significant variation in a physically reasonable regime of parameter space. In both cases, a lower value of the fraction of collapsed matter $`f`$ just reduces the allowed region at large n, without affecting significantly the allowed scale-dependence of n.

In the case of Model (i), a further observational constraint comes from the requirement that the density perturbation on scales leaving the horizon at the end of inflation, should be small enough to avoid dangerous black hole formation. The linear approximation is not adequate on such small scales, and one should instead evaluate the running mass using the RGE. The simplest assumption is that the RGE corresponds to a single gauge coupling, either with or without asymptotic freedom . The black hole constraint has been evaluated for these cases . The constraint amounts more or less to an upper bound on $`n_{\mathrm{COBE}}`$, typically in the range $`1.1`$ to $`1.3`$ depending on the choices of $`N_{\mathrm{COBE}}`$ and other parameters. Such a bound significantly reduces the allowed region of parameter space, but still leaves a region where $`n`$ has a strong variation.

## V Conclusion

In the context of the $`\mathrm{\Lambda }`$CDM model, we have evaluated the observational constraint on the spectral index $`n(k)`$. This constraint comes from a range of data, including the height of the first peak in the cmb anisotropy, which we take to be $`80\pm 10\mu `$K (nominal 1-$`\sigma `$). Reionization is assumed to occur when some fixed fraction $`f`$ of the matter collapses, and the most important results are insensitive to this fraction in the reasonable range $`10^4\text{ }<f\text{ }<1`$.

We first considered the case that $`n`$ has negligible scale dependence, comparing the observational bound with the prediction of various models of inflation. A significant improvement in the 2-$`\sigma `$ lower bound, which may well occur with the advent of slightly better measurements of the cmb anisotropy, will become a serious discriminator between models of inflation. Even the present bound has serious implications if, as is very possible, late-time gravitino creation or some other phenomenon requires an era of thermal inflation after the usual inflation.

We also considered the running mass models of inflation, where the spectral index can have significant scale-dependence. Because of this scale dependence, it is in this case crucial to fix not the epoch of reionization, but the fraction $`f`$ of matter that has collapsed at that epoch. We presented results for the choice $`f=1`$ (corresponding to $`z_\mathrm{R}13`$ if the spectral index has negligible scale-dependence), and for a perhaps more reasonable choice $`f=10^{2.2}`$. In the running-mass models, the scale-dependent spectral index $`n(k)`$ is given by $`n1=s\mathrm{exp}(c\mathrm{\Delta }N)c`$, where $`\mathrm{\Delta }N=\mathrm{ln}(k_{\mathrm{COBE}}/k)`$. The parameters in this expression can be of either sign, leading to four different models of inflation. Barring fine-tuning, one expects $`s`$ to be in the range $`|c|e^{cN_{\mathrm{COBE}}}\text{ }<|s|\text{ }<e^{cN_{\mathrm{COBE}}}`$. The parameter $`c`$ depends on the nature of the soft supersymmetry breaking, but in the simplest case of gravity-mediation it becomes a dimensionless coupling strength, presumably of order $`10^1`$ to $`10^2`$ in magnitude.

Without worrying about the origin of the parameters $`c`$ and $`s`$, we have investigated the observational constraints on them. In the case $`c,s>0`$ (referred to as Model (i)) we find that $`n`$ can have a significant variation on cosmological scales, with $`n1`$ passing through zero signaling a minimum of the spectrum of the primordial curvature perturbation. In a future paper, we shall exhibit the possible effect of this scale-dependence on the cmb anisotropy, at and above the first peak.

## Acknowledgments

We thank Pedro Ferreira and Andrew Liddle and Martin White for useful discussions.