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# Spatio-temporal structure of traffic flow in a system with an open boundary

## Abstract

The spatio-temporal structure of traffic flow pattern is investigated under the open boundary condition using the optimal velocity (OV) model. The parameter region where the uniform solution is convectively unstable is determined. It is found that a localized perturbation triggers a linearly unstable oscillatory solution out of the linearly unstable uniform state, and it is shown that the oscillatory solution is also convectively stabilized. It is demonstrated that the observed traffic pattern near an on-ramp can be interpreted as the noise sustained structure in the open flow system.

The complex behavior of traffic flow on a freeway has been attracting the research interests . In recent years, various kind of dynamical states have been observed in real traffic; a peculiar fluctuating flow called the synchronized flow (SF) was found in the high density region which could result in the jammed flow . The flux of cars is higher than the jammed flow, but fluctuates synchronously between different lanes. It has been found that SF is triggered by a localized perturbation such as an on-ramp, and may persist for several hours. The stop-and-go state (SGS) is another state of traffic where the traffic goes through an alternating pattern of jammed and free flows in a short period of space and time; SGS is often observed behind SF region . The hysteresis has been also found in the transition between the jammed flow or SF and the free flow when the car density changes .

One of the major topics in the current theoretical research on the traffic flow is to make clear the characteristics of the complex behavior . Recently, the effects of the localized perturbation were investigated in the hydrodynamical traffic flow models with an on-ramp under the open boundary condition. It has been found that the influx perturbation at the on-ramp causes various types of oscillatory flows as well as the convectively stabilized uniform dense flow, but properties of these oscillatory flows and spatio-temporal patterns have not been understood yet.

The optimal velocity (OV) model is another type of model based on the driving behavior of individual cars . The OV model has been demonstrated to show the transition from free flow to jammed flow, and to reproduce the flux-density diagram (the fundamental diagram) similar to the one observed in the real traffic . The authors have examined the effects of a localized perturbation in the OV model and found that the localized perturbation triggers the oscillatory flow out of the linearly unstable uniform flow .

In the present work, we study the convective instability in the OV model and clarify the mechanism of the spatio-temporal pattern triggered by a localized perturbation. We show the resulting spatio-temporal pattern is analogous to the one observed in the real traffic and can be understood using the idea of the noise sustained structure in the open flow system .

The OV model  is the one-dimensional car-following model where each driver tends to drive at the optimal velocity determined by the headway of his car. The position of the $`n`$th car $`x_n(t)`$ at time $`t`$ obeys the equation of motion

$$\ddot{x}_n(t)=a\left[U(b_n(t))\dot{x}_n(t)\right];b_n(t)x_{n+1}x_n,$$
(1)
where the dots denote the time derivative and $`b_n`$ represents the headway of the $`n`$th car; we assume the $`(n+1)`$th car precedes the $`n`$th car. The parameter $`a`$ is a sensitivity constant, and the function $`U(b)`$ determines the optimal velocity for a driver when his headway is $`b`$. For $`U(b)`$, we employ

$$U(b)=\mathrm{tanh}(b2)+\mathrm{tanh}(2),$$
(2)
as other works on the OV model .

Equation (1) has a uniform solution

$$x_n(t)=\overline{b}n+U(\overline{b})t,$$
(3)
where all the cars go with the same headway $`\overline{b}`$ and the same speed $`U(\overline{b})`$. The dispersion for the small deviation around the uniform solution in the “index frame” is given by

$$\omega =i\frac{a}{2}+\frac{i}{2}\sqrt{a^2+4aU^{}(\overline{b})(e^{ik}1)}\omega _I(k)$$
(4)
where $`\omega `$ and $`k`$ denote the angular frequency and the wave number in the index frame; $`\mathrm{exp}(ikni\omega t)`$. From this, it can be seen that the uniform solution is linearly unstable when

$$a<2U^{}(\overline{b}),$$
(5)
where the prime denotes the derivative by its argument . When we perturb the linearly unstable uniform solution under the periodic boundary condition, the effect of perturbation grows in time and eventually the system segregates into two regions; the jammed region with smaller headway and lower velocity, and the free flow region with larger headway and higher velocity . It is also known that Eq. (1) is reduced to the Korteweg-de Vries (KdV) or the modified KdV equation in weak nonlinear analysis near the linear stability limit

We now study the system behavior in the situation where the upper and lower stream are distinguished, which is more appropriate to the actual traffic. We employ the open boundary condition defined as follows: (i)At the upper stream end ($`x=0`$), cars with the velocity $`U(\overline{b})`$ enter the system with the constant time interval $`\overline{b}/U(\overline{b})`$. (ii)Around the lower stream end, the car that is farthest ahead, which has no car to follow within the system, obeys the equation of motion $`\ddot{x}_f=a\left[U(\overline{b})\dot{x}_f\right]`$, and it goes out of the system at $`x=L`$. Here, $`\overline{b}`$ is chosen to fit the uniform initial state, which will go on if there is no perturbation.

The uniform solution is perturbed locally in space and time by shifting the velocity of the $`0`$th car at $`t=0`$ by a small value $`ϵ`$. In actual simulations, the initial condition is given as:

$$x_n(0)=\overline{b}n+\frac{L}{2},\dot{x}_n(0)=U(\overline{b})\text{ for }n=\pm 1,\pm 2,\mathrm{},$$
(6)
$$x_0(0)=\frac{L}{2},\dot{x}_0(0)=U(\overline{b})+ϵ.$$
(7)
Within the parameter region where the initial uniform solution is linearly unstable, there are following two regions: When $`a`$ is larger than a critical value $`a_c`$ which depends on $`\overline{b}`$ ($`a_c=a_c(\overline{b})<a<2U^{}(\overline{b})`$), the disturbance travels only upstream (Fig. 1(a)). Therefore, the disturbed region eventually goes out from the system, and the linearly unstable uniform solution is recovered. On the other hand, when $`a<a_c(\overline{b})`$, the disturbance travels in both directions (Fig. 1(b)), and the uniform flow region is eliminated completely. In the former case, the uniform solution is convectively unstable; the growing perturbation is convected away from any fixed location. The uniform solution is absolutely unstable in the latter case; the perturbation grows at every point in space . The boundary between the convective instability and the absolute one depends on the reference frame. It should be noted that, for a car-following model where one does not feel any effects from behind as in the OV model, the instability of the linearly unstable uniform solution is always convective in the index frame, that moves with the cars.

The stability in the laboratory frame can be examined by following the procedure described in Ref. . The dispersion relation in the laboratory frame is given by

$$\omega (k)=k\frac{U(\overline{b})}{\overline{b}}+\omega _I(k)$$
(8)
because the laboratory frame is moving with the speed $`U(\overline{b})/\overline{b}`$ relative to the index frame. The convective stability limit $`a_c(\overline{b})`$ is determined for a given $`\overline{b}`$ by the set of equations;

$$\frac{d\omega (k)}{dk}|_{k=k_c}=0,\mathrm{}[\omega (k_c)]=0.$$
(9)
Fig. 2 shows numerical estimate of Eq. (9) for the boundary $`a=a_c(\overline{b})`$ (the solid line) with the linear stability limit $`a=2U^{}(\overline{b})`$ (the dashed line). The uniform solution is convectively unstable in the region between the solid line and the dashed line ($`a_c(\overline{b})<a<2U^{}(\overline{b})`$).

Another characteristic of the density diagram is its spatio-temporal pattern; the oscillatory flow (a regular stripe in Fig. 1(b)) followed by an alternating sequence of jams and free flows (an irregular stripe with stronger contrast in Fig. 1(b)). This structure is triggered out of the linearly unstable uniform solution by the localized perturbation.

This sequence can be seen more clearly in Fig. 3, in which the time evolution of the headway of the $`578`$th car is shown. Each car travels through the sequence, thus the time evolution of the headway shows the structure of flow from the upper to the lower stream. In Fig. 3(a), the car passes through the alternating jammed and free flow region during $`1000t1400`$, and the oscillatory flow region during $`1600t1800`$. We can see the periodic behavior of the headway in the oscillatory flow region (Fig. 3(c)).

This oscillatory behavior of the solution can be expressed by

$$b_n=\widehat{b}+f(nct)$$
(10)
with an appropriate phase speed $`c`$ and a function $`f`$, which, we assume, has zero mean by taking $`\widehat{b}`$ as the mean headway. We have already found that Eq. (10) can be a solution of the original equation of motion (1) for a finite range of the phase speed $`c`$ ; e.g., $`c(0.637,0.556)`$ for $`a=1.0`$ and $`\widehat{b}=2.0`$. The shape, the wavelength, and the amplitude of the solution (10) depend upon the parameters $`a`$, $`\widehat{b}`$, and $`c`$. When we set the phase speed at $`c_s`$, the value obtained from the direct simulation of Eq. (1), namely, $`c=c_s=0.610`$ for $`a=1.0`$ and $`\overline{b}=2.0`$, we get $`f(nc_st)`$ which coincides with the results of the simulation (see Fig. 5(c) in Ref. ).

The linear stability of periodic solutions can be determined by the Floquet exponent, or a complex linear growth rate averaged over the period . We calculate the Floquet exponents of the oscillatory solution for the N-car system with the periodic boundary condition, where the headway of the $`N+1`$th car equals to that of the first car, and the fixed boundary condition, where the headway of the $`N+1`$th car obeys the oscillatory solution. It is found that the maximum value of the real part of the exponents is always positive under the periodic boundary condition, while it is always negative under the fixed boundary condition. This implies the oscillatory solution is linearly unstable, but the growing disturbance is convected away if the headway of the foremost car obeys the oscillatory solution; namely, the oscillatory solution is convectively unstable in the index frame.

We now analyze the mechanism how the solution with a particular phase speed is chosen out of the finite range of allowed ones. Suppose the downstream front of the oscillatory region is propagating with the speed $`V_0`$ relative to the index frame, then $`V_0`$ and the wave number $`k_f`$ in the index frame can be determined by the condition that the linear growth rate in the frame moving with the front is zero;

$$\frac{d\omega _{V_0}(k)}{dk}|_{k=k_f}=0,\mathrm{}[\omega _{V_0}(k_f)]=0,$$
(11)
where $`\omega _{V_0}(k)\omega _I(k)kV_0`$ is the dispersion in the moving frame. The angular frequency of the oscillation at the front in the moving frame is given by $`\mathrm{}[\omega _{V_0}(k_f)]`$, and this oscillation is amplified as it travels upstream to induce the oscillatory solution. It is natural to expect that the time period of the oscillatory solution is the same as that of the downstream oscillation in the moving frame because each car tends to follow the motion of the preceding car (see Eq. (1)). Therefore, there should be the relationship between the wave length $`\lambda `$ of the oscillatory solution and the phase speed $`c_s`$,

$$\lambda =(|c_s|+V_0)\frac{2\pi }{|\mathrm{}[\omega _{V_0}(k_f)]|}.$$
(12)
This was confirmed by the simulations as is shown in Table I.

This oscillatory flow cannot extend over the whole system because it is only convectively stable. The motions of cars in the upper stream gradually deviate from the oscillatory solution, and eventually the oscillatory flow breaks up (Fig. 3(d)). As a result, the alternating sequence of jams and free flows is formed behind the oscillatory flow region. The alternating region cannot be completely periodic because any infinitesimal perturbation grows as it travels upstream (Fig. 3(e)). This mechanism of the structure formation is general to convectively unstable open flow systems, such as the complex Ginzburg-Landau equation with an advection term .

Before concluding, we discuss the present results in connection with the other traffic models and the observation of real traffic. As we have seen, the convective instability in the index frame plays important role in the structure formation. It should be a common feature of car-following models and the main feature of the flow pattern obtained should not depend on the details of the models .

The hydrodynamical models based on the continuum description have been found to show the similar behavior to the oscillatory flow . The oscillatory flows appear near an on-ramp with influx in the simulations under the open boundary condition . It has been also found that the convectively unstable uniform flow can be realized in the upper stream of the on-ramp in some parameter region. Therefore, it is natural to expect that a noise-sustained structure  similar to the one discussed in the present work appears in the hydrodynamical models when a small noise perturbs the convectively unstable uniform flow.

In the cellular automata (CA) models, there should be an analogous phenomenon to the convective instability although the idea of linear stability does not exist; the effect of localized perturbation travels only backward in the frame moving with cars when car-car interaction usually determined by gap in front of a car . On the other hand, the oscillatory flow is more difficult to realize because of the discreteness of the dynamical variables. Recently, however, multi-value extension of CA models was considered and it was reported that the flow pattern similar to SGS can be realized by perturbing a meta-stable uniform state. In such a CA model, the mechanism that causes the complex flow pattern discussed here may hold.

In the real traffic, it has been observed near an on-ramp that SF is followed by SGS towards the upper stream, i.e. each car experiences the fluctuating high flux flow after going through alternate jammed and free flow regions as approaching the on-ramp . This can be interpreted as follows: First, the convectively unstable uniform flow region is formed near the on-ramp by the influx. Then, small noise in the flow induces the convectively stabilized oscillatory flow, which corresponds to SF. The oscillatory flow breaks up as it travels towards the upper stream, and many small jams are formed in the upper stream side of the oscillatory flow region, which is SGS. This pattern is maintained near the on-ramp by small noise, namely, the noise-sustained structure.

Summarizing our results, we have studied the convective instability of the uniform flow solution in the OV model and shown that a localized perturbation to it generates the sequence of flow patterns; the oscillatory flow followed by the alternating sequence of jams and free flows towards the upper stream. We have demonstrated that the oscillatory solution is linearly unstable but is stabilized convectively, and have clarified the selection mechanism of the oscillatory solution out of the possible range of wave length. It is shown that the real traffic flow pattern observed near an on-ramp can be interpreted using the idea of noise-sustained structure in the open flow system.

N.M. is grateful to K. Fujimoto for the informative discussions.


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# STAR Note SN0420 Discussing the possibility of observation of parity violation in heavy ion collisions

## I Introduction

Kharzeev, Pisarski and Tytgat argue that during the evolution of the hot (QGP) fireball created in heavy ion collision meta-stable parity odd bubbles can be created. Such bubbles would have a non-zero expectation value of $`𝐁𝐄0`$, where $`𝐁`$ and $`𝐄`$ are the chromo-magnetic and chromo-electric fields. The expectation value $`𝐁𝐄`$ is not sign definite and would take positive and negative values with equal probabilities. Originally  it was proposed to look for the effect by detecting the non-statistical fluctuations in the variable

$$J=\underset{\pi ^+,\pi ^{}}{}\frac{(\stackrel{}{p}_{\pi ^+}\times \stackrel{}{p}_\pi ^{})_z}{p_{\pi ^+}p_\pi ^{}}.$$
(1)
Later, Gyulassy  proposed to use for this purpose the so-called twist tensor:

$$T_{ij}=\underset{\pi ^+,\pi ^{}}{}(\stackrel{}{p}_{\pi ^+}\times \stackrel{}{p}_\pi ^{})_i(\stackrel{}{p}_{\pi ^+}\stackrel{}{p}_\pi ^{})_j.$$
(2)
Other observables as well as relations between them were also discussed in . The purpose of the current Note is not to discuss and compare all different P- and/or CP-odd variables (though we do discuss some of them), but instead concentrate on the general approaches to the question of experimental detection of the hypothetical bubbles with parallel electric and magnetic field. This problem clearly belongs to what now is usually called Event-by-Event (EbyE) physics. The parity violating effects modify the particle distributions on the EbyE basis and we try to apply EbyE techniques to detect the signal. We also show that sometimes the effect of parity violation can be confused with other effects (having nothing to do with parity violation) such as anisotropic flow, and caution should be used analyzing different signals.

In our discussion we adopt the idea of Chikanian and Sandweiss , who for simplicity proposed to simulate the effect of parity odd bubbles by bubbles with parallel (real) magnetic and electric fields randomly oriented in space. Note that the real effect caused by color fields is not necessarily opposite for positive and negative pions as it is for the real electric and magnetic fields. Thus it is very important whenever possible to measure the effect separately for each particle species including baryons and anti-baryons. The observables discussed in this Note provide such a possibility.

The Note is organized as following. The discussion of the effect of parity odd bubbles on particle momentum distributions we split into two parts. The effects related to transverse field component and due to the longitudinal component are discussed separately. Then based on the picture we get, we discuss how the effect can be observed experimentally. There exist two classes of possible observables, being sensitive only to one of the fields or to the both of them. We discuss both classes. Finally we make simple statistical estimates of the signal (and background).

In our discussion we often assume that the parity odd bubble is located at midrapidity, and we consider the effect of particle distribution modification separately in the forward and backward hemispheres. In principle the bubble can be produced anywhere in rapidity, and the corresponding splitting of the entire rapidity space into two parts can be done at any rapidity point.

## II  Effect of the transverse field components

We start with the case of non-zero transverse component of the electric and magnetic fields. We choose the coordinate system such that the magnetic field points in the $`y`$ direction. The electric field would point either in the same or in the opposite direction. The effect of the fields on the particle distribution is the following. First, the magnetic field “rotates” the distribution about the $`y`$ axis. Fig. 1a shows qualitatively such a rotation for positively charged particles. Next, the electric field “shifts” the entire distribution along the $`y`$ axis either in the positive or negative direction based on the orientation of the field and charge of the particle (Fig. 1b).

How these changes in the distribution can be detected? The “cleanest” (and the most robust) observable for the effect would be the one which is sensitive to both fields. One of the simplest observable of this kind is the so-called $`V`$ variable. It is also important that this variable can be constructed using only one kind of particles (e.g. positive pions, protons, anti-nucleons, etc.). It uses the average transverse momenta of particles with positive and negative rapidities (or pseudorapidities), $`𝐩_t_{\eta >\eta _c}=(1/N_{\eta >\eta _c})_{\eta >\eta _c}𝐩_t`$ and $`𝐩_t_{\eta <\eta _c}=(1/N_{\eta <\eta _c})_{\eta <\eta _c}𝐩_t`$, where the sums run over all particles in the rapidity interval. $`N_{\eta >\eta _c}`$ and $`N_{\eta <\eta _c}`$ are the corresponding multiplicities. The result of the rotation of the distribution due to magnetic field on $`𝐩_t`$ is opposite in the forward and backward hemispheres. Then the quantity $`(𝐩_t_{\eta >\eta _c}𝐩_t_{\eta <\eta _c})`$ would be a good measure of the strength of the magnetic field (how it is constructed this quantity on average has nonzero “x” component, positive in Fig. 1.) (If it would be real magnetic field it could be better to weight each particle with its longitudinal momentum. We do not discuss possible weights at this moment).

The effect of the electric field is on the contrary similar in both hemispheres. To “feel” the electric field we use the quantity $`(𝐩_t_{\eta >\eta _c}+𝐩_t_{\eta <\eta _c})`$ (oriented along the “y” axis in our example if one consider positive particles). Finally we construct the variable

$$V=\{(𝐩_t_{\eta >\eta _c}𝐩_t_{\eta <\eta _c})\times (𝐩_t_{\eta >\eta _c}+𝐩_t_{\eta <\eta _c})\}_z$$
(3)
The value of $`V`$ is directly proportional to $`𝐁𝐄`$ and thus directly measures the effect. $`V`$ depends on both electric and magnetic fields and thus is quadratic in the field strengths. Due to this the effect may be small in magnitude. We leave the numeric estimates for the last section of the Note. As it was already mentioned the electric field can be either parallel or anti-parallel to the magnetic field. It means that $`V`$ would have both positive and negative values. The non-zero effect would manifest itself by non-statistical fluctuations in $`V`$. It could be measured, for example, by the sub-event method (see section on estimates and  for description of the method).

If the strength of the signal permits the best would be to correlate the magnitude of $`(𝐩_t_{\eta >\eta _c}+𝐩_t_{\eta <\eta _c})`$ to the perpendicular to it component of $`(𝐩_t_{\eta >\eta _c}𝐩_t_{\eta <\eta _c})`$ in order to prove that $`𝐁`$ and $`𝐄`$ fields are correlated, or check that the electric and magnetic fields are indeed aligned, that is to check if $`(𝐩_t_{\eta >\eta _c}+𝐩_t_{\eta <\eta _c})`$ is perpendicular to $`(𝐩_t_{\eta >\eta _c}𝐩_t_{\eta <\eta _c})`$.

Let us now discuss the possibility to observe the first order effects, namely the effects due to only magnetic or only electric field. We start with magnetic field. As can be seen directly from Fig. 1 the effect of the magnetic field (rotation about the $`y`$ axis and predominant particle emission in one of the transverse directions for particles in the forward hemisphere and in the opposite direction in the backward hemisphere) is indistinguishable from the effect of directed flow (which can be small but not negligible even for very central collisions). One can argue that the parity violation effect should be different for positive and negative pions, but the same could be true for directed flow. Taking into account that the effect of P/CP-odd bubbles expected to be rather small (some estimates are given below) it would be extremely difficult to disentangle it from the effect of “conventional” directed flow. Even if the effect is large one wold have to prove that the observed effect is due to the parity violation and not to anomalously large directed flow.

At this point one can ask why the effects are so similar, while directed flow obviously does not violate parity. The answer to this question is that the directed flow can “rotate” the distribution only in the reaction plane. Any rotation in any other plane would constitute the parity violation. Unfortunately, in reality we do not know the real reaction plane orientation, and the particle azimuthal distribution itself is used to determine the plane. Then it is not at all clear what is the cause for the observed anisotropy in the azimuthal particle distribution. The variable $`V`$ discussed above (as any other variable sensitive to both fields, e.g. the twist tensor) correlates the effects due to magnetic and electric fields and thus is not confused by the anisotropic flow.

The effect of the electric field (shifts of the positive and negative pion distributions in opposite directions) in principle should be also possible to observe, but once more one has to prove that is not due to Coulomb interactions, and/or resonance decays, etc..

## III  Longitudinal field components

Now we move on to the discussion of the effect of the longitudinal components of the electric and magnetic fields. The electric field “shifts” positive particles along the $`z`$ axis (read, rapidity) while shifting negative particles in the opposite direction. The magnetic field would “rotate” the particle distribution about the $`z`$ axis. In principle the magnitude of the “shift” due to the electric field could be correlated with the change in particle distribution due to magnetic field (the correlation similar to the one discussed in the previous section), but as it is shown below the effect of magnetic field itself would be an unambiguous signal of parity violation. Thus we concentrate in this section on the effects sensitive to only electric or magnetic field.

The electric field effect (relative shift of the rapidity distribution of positive and negative particles) from our point of view can be confused with the effects due to Coulomb interactions and/or resonance decays, unless the electric field effect happen to be extremely strong. The hope here would be to observe strong EbyE fluctuations in the shift, but once more one would have to calculate the possible fluctuations in Coulomb fields. Much “cleaner” signal could be the one based on the effect of the magnetic field, which presumably “rotates” the initial distribution about the $`z`$ axis in opposite directions for positive and negative particles. If the initial distribution is azimuthally symmetric such a rotation obviously do not produce any noticeable effect and is not detectable (as was already noticed in ). But in the real collisions the distribution is not expected to be azimuthally symmetric due to directed and/or elliptic flow! Then the magnetic field effect becomes observable.

The direction of the rotation of the distribution is different for positive and negative particles as shown in Fig. 2.

Such rotations would lead to the difference in the reaction planes reconstructed separately using positive or negative particlesaaaThe procedure of the reaction plane reconstruction now is quite well established .. One should have in mind that the final observable effect is a product of two, the anisotropic flow and the parity violation (magnetic field), and can be small. Expressed as the mean sine of the azimuthal angle difference between positive and negative particles in a given event the effect is

$$\mathrm{sin}(\varphi _{\pi ^+}\varphi _\pi ^{})2v_n\mathrm{\Delta }\varphi _H,$$
(4)
where $`v_n`$ ($`n=1,2`$) is the anisotropic flow parameter (n-th Fourier coefficient in the particle azimuthal angle distribution with respect to the reaction plane; for definition see, for example, ) and $`\mathrm{\Delta }\varphi _H`$ is the mean (over all particles in a given event) rotation angle due to the magnetic field. $`\mathrm{\Delta }\varphi _H`$ can be positive or negative depending on the orientation of the field and thus one has to study the non-statistical fluctuations in this quantity, $`\sigma _{\mathrm{sin}(\mathrm{\Delta }\varphi ),nonstat}`$.

In the analysis, especially if one studies elliptic flow, it could be more convenient to use the reconstructed reaction planes, not the azimuthal angles of the individual particles. Then for a weak signal one gets:

$`\mathrm{sin}(\mathrm{\Psi }_{RP,\pi ^+}\mathrm{\Psi }_{RP,\pi ^{}})`$ (5)
$`\sqrt{N_{\pi ^+}N_\pi ^{}}\mathrm{sin}(\varphi _{\pi ^+}\varphi _\pi ^{}).`$ (6)
Such kind of analysis was done by the NA49 Collaboration  for Pb+Pb collisions at CERN SPS energies. In that analysis the non-statistical fluctuations in the azimuthal angle between positive and negative pions have been measured. The results are presented as an upper limit on $`\sigma _{\mathrm{sin}(\mathrm{\Delta }\varphi ),nonstat}<10^3`$, the variance of the angle difference. According to the discussion above, one has to divide this quantity by the flow signal (in that case $`v_1`$) typically of a few percent in order to get the limit on the rotational angle due to the bubble magnetic field.

## IV  Numeric estimates

The impulse that acts on the particle crossing the bubble is estimated  to be about 30 MeV. It is similar for both electric and magnetic fields. Not all particles in the collision cross the bubble boundaries. The fraction would obviously depends on the bubble volume. In our estimates we will use that the mean impulse due to either field is $`\mathrm{\Delta }p\alpha 30`$ MeV. Then $`\alpha `$ would be the fraction of all particles (in the acceptance) suffered a collision with the bubble boundary. In the STAR acceptance for central Au+Au collision we expect about 2000 charged particles. In our analysis one often has to subdivide this number into two parts (e.q. forward and backward hemispheres), which gives about 1000 particles in each part. We also use an estimate (comes from RQMD) for $`p_x^2(350MeV)^2`$. Then the “signal to background” ratio in a quantity like $`p_x_{\eta >\eta _c}`$ would be of the order of $`(\alpha 30/\sqrt{3})/(350/\sqrt{1000})1.5\alpha `$, where we divided the impulse by a factor of $`\sqrt{3}`$, taking into account that the direction of the corresponding field is not fixed.

All quantities discussed as a signal of parity violation are not sign definite and one has look for non-statistical fluctuations in such quantities. The subevent method is probably one of the best for this purpose. This technique involves the subdivision of all particles in a given event into two groupsbbbIt can be done in many ways, each of them has its own advantages and disadvantages, for discussion see . with subsequent correlation of the signals in each of the groups (called subevents). The number of particles in a subevent is about half of that of the event, and signal to background ratio would drop to $`S/B\alpha `$. Having in mind that one needs to correlate the subevents we get in the correlation function $`S/B\alpha ^2`$. The last step in this direction would be to take into account the event statistics. Then $`S/B\alpha ^2\sqrt{N_{events}}`$.

The above estimates are relevant mostly for a variables such as $`V`$ variable. For the correlation of the reaction planes the relevant quantity would be

$$\theta _H\mathrm{\Delta }p/\sqrt{3}/p_t\alpha 30/\sqrt{3}/(\sqrt{2}350)0.05\alpha .$$
(7)
The anisotropic flow parameters are (at SPS) of the order of $`v_n0.020.06`$. Then for $`\sigma _{\mathrm{sin}(\mathrm{\Delta }\varphi ),nonstat}`$ one would expect values about

$$\sigma _{\mathrm{sin}(\mathrm{\Delta }\varphi ),nonstat}\alpha (13)10^3.$$
(8)
Remind you that the NA49 preliminary limit on this quantity is $`<10^3`$.

## V Conclusion

Parity violation in strong interactions is a question of a fundamental value. The experimental detection of the effect is a challenge and a perfect example of a problem of Event-by-Event physics. The search is expected to be difficult, but as discussed in this Note as well as in  it is not hopeless in a sense that results valuable for theory can be obtained.

We should probably also mention here a “homework” for theorists. In the case the effect would be experimentally observed one would have to prove that it is not due to large fluctuations of the real electric and magnetic fields. Theoretical estimates of such fluctuations in the volume of the fireball created in heavy ion collision are highly desirable.

## Acknowledgements

Discussions with all members of the STAR parity group, and in particular with A. Chikanian, J. Sandweiss, J. Thomas, as well as with D. Kharzeev are greatly acknowledged. I also thank I. Sakrejda for useful comments.

This work was supported by the Director, Office of Energy Research, Office of High Energy and Nuclear Physics, Division of Nuclear Physics of the U.S. Department of Energy under Contracts DE-FG02-92ER40713.

Many of references can be found at http://www.star.bnl.gov/STAR/html/parity\_l/index.html.


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# Characterization of a high-power tapered semiconductor amplifier system

## I Introduction

The techniques of laser cooling and trapping of neutral atoms  require stable, narrow linewidth and frequency tunable laser sources. Commonly used systems for the near infrared wavelengths are based on external grating diode lasers (EGDL) . Optical feedback from a grating narrows the linewidth to less than 1 MHz and provides tunability. High-power single transverse mode diode lasers can provide up to 80 mW optical output at wavelengths below 800 nm. In this power range diode lasers thus provide a less costly alternative to Ti:Sapphire lasers.

If more power is required, the output of an EGDL can be amplified. Presently, there are three common techniques based on semiconductor gain elements: (i) Injection-locking of a single-mode laser diode  by seeding light from an EGDL results typically in 60-80 mW optical power at 780 nm wavelength. (ii) Amplification in a double-pass through a broad-area emitting diode laser (BAL) . This yields an optical output of typically 150 mW after spatial filtering. A disadvantage is the relatively low gain of 10-15, requiring high seed input power. The BAL gain can be improved using phase conjugating mirrors in the seed incoupling setup . (iii) Travelling-wave amplification in a semiconductor gain element with a tapered waveguide (TA) . Compared to a BAL this yields higher gain and higher power after spatial filtering. This approach requires much lower input and a less complex optical setup than a BAL. However, a TA gain element is considerably more expensive.

In this work we investigate a TA system that amplifies the narrow-linewidth seed beam of an EGDL and provides up to 200 mW optical output from a single-mode optical fiber. We operate the system on the $`D_2`$ ($`5S_{1/2}5P_{3/2}`$) transition of rubidium, at a wavelength of 780 nm. The input facet of the tapered gain element element has the typical width of a low power single-transverse mode diode laser ($`5\mu `$m). A seed beam is amplified in a single pass and expanded laterally by the taper to a width of typically $`100200\mu `$m  such that the light intensity at the output facet is kept below the damage threshold and the beam remains diffraction limited. The output power can be much larger than from a single-mode waveguide.

In previous work, TA’s have been used as sources for frequency-doubling and pumping solid state lasers . Apart from the achievable output power, frequency tunability of the narrow-linewidth output , simultaneous multifrequency generation , and spatial mode properties, including coupling to optical fibers  have been addressed.

In this paper we investigated the broadband spectral properties of the TA. The background due to amplified spontaneous emission (ASE)  in the gain element was minimized by adjusting the amplifier’s operating conditions, i.e. temperature, injection current and seed input power. We also investigated the coupling efficiency of the TA output to a single-mode optical fiber, and find that the latter acts both as spatial and spectral filter. The properties of three gain elements of same type are compared.

Atom optical applications usually require good suppression of spectral background. E.g. in far off-resonance optical dipole traps , scattering of resonant light from the background causes heating and atom loss. We discuss the consequences of ASE background in such schemes.

## II Amplifier setup

Our amplifier system consists of a seed laser, the output beam of which is amplified in a single pass by the tapered gain element, as shown in Fig. 1. The TA output is coupled into a single-mode optical fiber . The seed laser is an EGDL with a linewidth of less than 1 MHz. It contains a 60 mW single-mode laser diode (Hitachi, HL 7851 G98). From the EGDL we have 28 mW of power available to seed the amplifier at 780 nm wavelength. Coupling of the seeding beam to the amplifier is done by mode-matching the seed laser with the backwards travelling beam emitted by the TA. The divergence angles from seed laser emission and backward directed TA emission are similar. Hence, sufficient mode-matching is obtained using identical collimation lenses for both ($`f=4.5`$ mm, N.A.=0.55). Additional mode shaping, e.g. with anamorphic prism pairs is not necessary. An optical isolator with 60 dB isolation protects the stabilized seed laser from feedback by the mode-matched beam of the amplifier. The 5 mm aperture of the isolator is sufficiently large that it does not clip the elliptical seed beam.

The TA was a SDL 8630 E (ser.no. TD 310 ). According to the manufacturer’s data sheet the output power ranges from $`0.50.55`$ W within a wavelength tuning range from $`787797`$ nm, at an operating temperature of $`21^{}`$ C. The beam quality parameter is specified as typically $`M^2<1.4`$ . The TA should be protected from any reflected light, because it will be amplified in the backward direction and may destroy the entrance facet. We used an output collimator of large numerical aperture ($`f=3.1`$mm, N.A.=0.68) and sent the beam through a second 60 dB optical isolator. The plane of the tapered gain element is vertically oriented, so that diffraction yields a large horizontal divergence. This is collimated similar to the seed input, but yields a focus in the vertical plane. With a cylindrical lens ($`f=100`$ mm), we compensated for astigmatism of the beam, in order to couple into a single-mode optical fiber. The astigmatism correction is also shown in Fig. 1.

There is a considerable loss in optical power due to the isolator transmission. Taking also into account small reflection losses of the lens surfaces, we estimate the useful output power to be 78 % of the optical power emitted by the TA facet. In the remainder of this paper, all quoted powers are as measured with a power meter behind the optical isolator.

The amplifier was provided as an open heatsink device. We mounted it on a water cooled base and stabilized it to the desired operating temperature within a few mK by a 40 W thermo-electric cooler. Thermal isolation from the ambient air and electromagnetic shielding were provided by a metal housing. When operating the amplifier at temperatures below the dew point, we flushed the containment with dry nitrogen.

It is necessary to have a compact, stable mounting of the gain element and collimators. We mounted the collimators in a commercial $`xy`$ flexure mount to allow for lateral lens adjustment. The axial $`z`$ adjustment is done by two small translation stages. All adjustments except the $`z`$ direction of the output collimator are accessible from outside. This proved to be very convenient for mode-matching the seed beam and also for compensating beam displacement of the TA output when changing temperature or current.

The narrow spectral line of seed laser and amplifier output was monitored by an optical spectrum analyzer of 1 GHz free spectral range with 50 MHz resolution. The amplifier’s broad spectral background was analyzed using a grating spectrometer with a resolution of 0.27 nm. Also the output of the single-mode fiber was recorded with the spectrometer.

## III Unseeded operation of the amplifier

When the TA receives no seed input, it operates as a laser diode. Thus, when the injection current, $`I_{TA}`$, is increased from zero, the optical output power shows the lasing threshold (see Fig. 3ab). Generally, both the operating wavelength and the optical power of a laser diode depend on the temperature. This property is shown in Fig. 2. The emission spectrum of the lasing tapered gain element is almost Gaussian shaped, with an $`1/e^2`$ width of 4 nm. It appears as a background of ASE also in the spectra when operating the gain element as an amplifier (see below). The oscillatory structures on the spectra are artifacts of the spectrometer. In the fitted spectra, we evaluated the center wavelength at each temperature setting. It increases with temperature with a slope of 0.28 nm/K, typical for semiconductor lasers (Fig. 2b).

The temperature dependence of the output power is shown in Fig. 2c. We operated the TA within the specifications of the manufacturer’s data sheet, that recommends to keep the optical power at the output facet below 550 mW. As the temperature increases, the conversion efficiency (mW/A) decreases and the threshold current increases. This can be seen in Fig. 3ab (open symbols) where we plot the optical output power $`P`$ vs. current $`I_{TA}`$ for two temperature settings. The threshold current of the unseeded TA increases from 0.78 A ($`5^{}`$ C) to 0.86 A ($`14^{}`$ C). From the slopes above threshold, we find that the conversion efficiency decreases from 0.7 W/A ($`5^{}`$ C) to 0.5 W/A ($`14^{}`$ C). In order to measure the unperturbed output of the unseeded TA, one has to prevent light emitted from the entrance facet of being reflected. Even a very weak reflection would be amplified in the forward direction.

For the unseeded TA, we also measured the light propagating backwards from the amplifier’s entrance facet. It reaches typically a power of $`1025`$ mW for injection currents from $`11.4`$ A. Hence the necessity of a good isolation of the seeding laser.

## IV Amplification of a seed beam

Amplification of a seed beam is evident in the output power of the TA. In Fig. 3ab, we have plotted the output power for distinct seed powers, $`P_{seed}`$, at two temperature settings. For the larger seed inputs of 8.6 mW and 5.3 mW, respectively, the amplifier was well saturated. The saturation is evident from Fig. 3c where $`P_{seed}`$ was varied for injection currents from $`0.81.3`$ A.

With $`P_{seed}4`$ mW the device appears to be saturated for all current settings. For seed powers between $`24`$ mW, the amplification ranges from $`70140`$, e.g. 320 mW output with 4 mW seed.

We now discuss the spectral properties of the TA and in particular the suppression of ASE background. Fig. 4 shows the power spectral density of the TA output before an optical fiber for $`16^{}`$ C and $`5^{}`$ C operating temperature. In both cases the amplifier was saturated with 28 mW seed input. For comparison also the corresponding spectra of the unseeded amplifier are shown. In saturation, the broad ASE background is distinguished from a narrow peak of the amplified seed signal. The width of the peak is given by the bandwidth of the spectrometer, 0.27 nm FWHM. (By means of an optical spectrum analyzer and Doppler-free spectroscopy signals of rubidium, we could verify that the amplified signal has a narrow width comparable to that of the EGDL.)

The influence of the operating temperature is obvious first by the increased output power at lower temperature: 323 mW ($`16^{}`$ C) and 410 mW ($`5^{}`$ C), respectively. Second, both the peak level and total amount of ASE background are better suppressed at lower temperature. We attribute this to the shift of the gain profile of the TA towards the seed wavelength of 780 nm at lower temperature . The fraction of ASE background in the TA output is obtained by integrating the power spectral densities in Fig. 4, yielding 5.6 % ($`16^{}`$ C) and 1.4 % ($`5^{}`$ C), respectively.

More than the total ASE fraction, for atom-optical applications the important figure is the fraction of ASE within the natural linewidth of the atomic transition used. We define this ratio $`ϵ`$ by comparing the power in the peak with the ASE power in a bandwidth given by a typical atomic natural linewidth, e.g. $`\mathrm{\Gamma }/2\pi =6`$ MHz for rubidium. For $`16^{}`$ C ($`5^{}`$ C), the peak value of +2.5 dBm/nm ($`2.0`$ dBm/nm) of ASE is then reexpressed as 22 nW/$`\mathrm{\Gamma }`$ (7.9 nW/$`\mathrm{\Gamma }`$). With 323 mW (410 mW) in the narrow line, the suppression ratio $`ϵ`$ is $`72`$ dB ($`77`$ dB). We can thus optimize the spectral properties of the TA output by an appropriate choice of operating temperature. Even better suppression can be achieved by use of an optical fiber as spectral filter, as discussed in the following section.

## V Spatial and spectral filtering using an optical fiber

For many applications, laser beam quality is an important property, e.g. for optical dipole traps. A convenient method to obtain spatial filtering is to send the light through a single-mode optical fiber. An additional advantage of the fiber is a decoupling of optical alignment between different parts of the experimental setup. Here the coupling efficiency is discussed and the spectrum of the transmitted light is compared with the spectrum before the fiber. We observe that spatial filtering by the fiber is accompanied by spectral filtering. Evidently, the contribution of ASE in the TA beam is spatially distinguishable from the amplified seed signal.

We find that the spatial mode properties of the saturated TA output are slightly different for different injection currents. Fig. 5ab represents the fiber transmission vs. current, $`I_{TA}`$. The fiber coupling was optimized for a current of 1 A and the TA was saturated. A maximum transmission of 46 % is achieved. For comparison, with an EGDL, after circularizing the beam using an anamorphic prism pair, we typically obtain a fiber transmission of 75 %. The slope in the transmission curve is probably due to a beam displacement caused by the current-dependent thermal load of the gain element. Such a displacement was also observed when the operating temperature was changed. With the fiber coupling thus optimized, light from the unseeded TA has less transmission than the amplified seed signal. Fig. 5cd shows for a fixed current of 1 A, that the fiber transmission is almost independent of the seed input power, i.e. the beam shape does not change.

Also the light after the fiber has been analyzed using the grating spectrometer, see Fig. 6a for an operating temperature of $`5^{}`$ C. For the saturated amplifier a spectral ASE background cannot be distinguished after the fiber, since the peak is identical with the spectrometer response function. (This response function was obtained by recording the spectrum of the narrow-linewidth EGDL laser. A similar response was also obtained using a HeNe laser.) Thus we can only give an upper limit for the ASE contribution of 0.2 %. The suppression ratio is $`ϵ<82`$ dB, with an ASE level of less than $`12.5`$ dBm/nm or 0.7 nW/$`\mathrm{\Gamma }`$, respectively. This should be compared to the value of $`ϵ=77`$ dB before the fiber, as seen in Fig. 4b for $`5^{}`$ C. For comparison, at $`16^{}`$ C, we found an ASE suppression of only $`76`$ dBm after the fiber.

The ASE background depends also on the degree of amplifier saturation, as shown in Fig. 6b. The ASE fraction is plotted vs. seed power for light before and after the fiber. It decreases quickly as the TA saturates. From the spectra acquired before the fiber (up triangles), it is evident that the increase of seed power into the saturated regime suppresses the ASE. Whereas mode matching of the seed input beam was not difficult for achieving maximum output power, optimal ASE suppression required a more careful alignment, thus optimizing the TA saturation.

It is also obvious from the figure, that larger gain of the TA improves the output spectrum (circles, larger operating current).

We can summarize the results of Sec. IV and V as follows: The spectral properties of the TA can be optimized by choosing an appropriate operating temperature, spectral filtering with an optical fiber and saturation of the gain element.

## VI Variation in the properties of individual gain elements

We compared the gain element with two other gain elements of the same type (8630 E). One gain element (ser. no. TD 430, 777 nm) was used in the setup described above. A second (ser. no. TD 387, 790 nm) was implemented in a commercial TA system (TUI Optics GmbH, TA 100) and operated on both the $`D_2`$ and the $`D_1`$ ($`5S_{1/2}5P_{1/2}`$) transition of rubidium at 780 nm and 795 nm, respectively.

For the different gain elements, we found considerable differences in their beam quality and consequently their fiber coupling efficiency. Whereas TD 310 and TD 387 showed a dominant double-lobed mode structure in the far field and permitted only a fiber transmission of 46 %, the TD 430 beam showed a less pronounced lobe structure . With this gain element, we could couple 59 % to the fiber and obtained 200 mW of optical power after the fiber and an ASE suppression of better than $`84`$ dBm.

Also the amplification properties showed striking differences among the gain elements. TD 430 has similar saturation properties as TD 310. In contrast, TD 387 operates at maximum output power already without seed. This may be due to different antireflection coatings at the TA facets. Hence, the TD 387 requires (permanent) monitoring by a spectrometer in order to optimize seed incoupling and ASE suppression. The current of the TD 387 cannot be tuned continuously, because it shows discrete “locking-ranges”, resembling the injection-locking behavior of single-mode diode lasers.

## VII Far off-resonance dipole potentials with spectral background

In this section we present an estimate of the consequences of the broad spectral ASE background for light scattering in optical dipole traps. A background that covers atomic resonances, leads to extra resonant scattering. Usually the detuning $`\delta `$ for a dipole trap is chosen as large as possible, given the available laser intensity $`I`$. The reason is that off-resonance scattering scales as $`\mathrm{\Gamma }_{OR}^{}I/\delta ^2`$ at low saturation and large detuning, whereas the dipole potential is only inversely proportional to the detuning, $`𝒰I/\delta `$ .

In the presence of a resonant background the total scattering rate of the atoms is $`\mathrm{\Gamma }^{}=\mathrm{\Gamma }_{OR}^{}+\mathrm{\Gamma }_R^{}`$, where $`\mathrm{\Gamma }_R^{}`$ represents the resonant scattering. For a fixed depth of the optical dipole potential this results in a maximum useful laser detuning, $`\delta _{max}`$, at which the scattering rate of the atoms, $`\mathrm{\Gamma }^{}`$, is minimized.

With low atomic saturation by a weak spectral background, we can write $`\mathrm{\Gamma }_R^{}(\mathrm{\Gamma }\pi /4)ϵI/I_0`$. Here $`I_0`$ is the saturation intensity, i.e. 1.6 mW/cm2 for the $`D_2`$ line of rubidium. Hence, with the requirement of a fixed potential $`𝒰`$, the two scattering contributions scale as $`\mathrm{\Gamma }_{OR}^{}1/\delta `$ and $`\mathrm{\Gamma }_R^{}\delta `$, respectively. This results in the optimum detuning and minimum scattering rate,

$`\delta _{max}`$ $`=`$ $`\pm \mathrm{\Gamma }/\sqrt{2\pi ϵ},`$ (1)
$`\mathrm{\Gamma }^{}`$ $`=`$ $`2\sqrt{2\pi ϵ}𝒰/\mathrm{}.`$ (2)
As an example we consider atoms cooled to a temperature of a few $`\mu `$K in optical molasses and require an optical potential depth of $`𝒰/h1`$ MHz. If the allowable scattering rate is, e.g. $`\mathrm{\Gamma }_{max}<100`$ s-1, this yields a required background suppression $`ϵ<110`$ dB and optimum detuning $`\delta _{max}760`$ GHz. Such a small background contribution is of course beyond the resolution of our spectrometric data, with which we observe at best an upper limit of $`I_R(\delta )<0.7`$ nW$`/\mathrm{\Gamma }`$ for a total optical power of 200 mW. This corresponds to a background suppression of $`ϵ<84`$ dB. With a detuning of 760 GHz, the extension of the optical potential is restricted to less than $`250\mu `$m.

## VIII Conclusions

We have investigated a tapered semiconductor amplifier system, that provides 150-200 mW narrow linewidth output from a single-mode optical fiber, where the fiber transmission is up to 59 %, depending on the actual gain element in use. The system requires less than 5 mW seed input to saturate with an amplification up to 140 at this seed level. The output of the amplifier includes a broad spectral background of amplified spontaneous emission. We have found three means of reducing this background: (i) Choosing the operating temperature such that the gain profile of the amplifier is spectrally centered as close as possible to the amplified wavelength, (ii) spectrally filtering the output beam with a single-mode optical fiber, and (iii) saturating the amplifier with sufficient seed input power. With those measures, the ASE background is below the resolution of our spectrometer. That is, the ASE fraction is less than 0.2 % of the optical power in the beam and the peak level is less than 0.1 nW/MHz. Relating the power spectral density of the background to the natural transition linewidth of rubidium ($`\mathrm{\Gamma }/2\pi =6`$ MHz), the ASE suppression is better than -82 dB.

We discussed the atom optical application of such an amplifier system with far off-resonance dipole potentials. A broad ASE background implies here an optimum laser detuning with which light scattering by atoms is minimized.

A tapered amplifier system may be a lower-cost option to a Ti:Sapphire laser. The available single-transverse mode optical power and spectral properties are similar to those of broad-area semiconductor laser amplifiers.

## IX Acknowledgements

We wish to thank K. Dieckmann, A. Görlitz, W. Kaenders, J. Schuster, I. Shvarchuck, B. Wolfring, A. Zach, and C. Zimmermann for helpful information. This work is part of the research program of the “Stichting voor Fundamenteel Onderzoek van de Materie” (Foundation for the Fundamental Research on Matter) and was made possible by financial support from the “Nederlandse Organisatie voor Wetenschappelijk Onderzoek” (Netherlands Organization for the Advancement of Research). R.S. has been financially supported by the Royal Netherlands Academy of Arts and Sciences.


text:
# A twist localizes three-dimensional patterns

## I Introduction

Three-dimensional pattern formation in dissipative systems has been theoretically investigated to some extent for the case of the complex Ginzburg-Landau equation  — but there seems to be no experimental model for which the theory is quantitatively valid. Qualitatively, many results should also apply to a similar case, pattern formation in 3D excitable media, for which controlled experimental realizations exist (e.g. ), although the containers are typically rather small. In both systems it seems reasonable to concentrate on the structure and dynamics of the filaments formed by the cores of scroll waves, which largely control the dynamics in the remaining space. In a recent theoretical work, for example, the filament dynamics was investigated for an anisotropic excitable medium with a twisted anisotropy axis , a situation found in the human heart muscle. It was predicted that the filament typically drifts such as to align with the anisotropy axis.

Both the complex Ginzburg-Landau equation and excitable media exhibit traveling waves. For systems forming *stationarily bifurcating* spatially periodic structures the dominance of the filaments formed by topological defects is not so strong, and different effects can be expected. A prototype for such a system might be the high-frequency regime of electroconvection (EC) in nematic liquid crystals. Convection patterns with a wavelength $`\lambda `$ which is small compared to the spatial extensions of the sample are easily obtained and sustained over long times by applying a sufficiently high ac voltage (with a modulation frequency higher than the “cutoff frequency” $``$ the inverse charge relaxation time) at plane, parallel (and transparent) electrodes enclosing the liquid crystal. However, there is still some discussion on whether the patterns are really three dimensional, i.e. arising from a bulk instability and forming a laminar structure, or rather parallel rolls located at the electrodes.

Closely related to this geometrical question is the question about the mechanism of convection. The most popular explanation, here called the standard model (SM), is by the dielectric regime of EC via the Carr-Helfrich mechanism (for details, see the references below), which is based the Leslie-Ericksen formulation of nematodynamics. The SM predicts bulk convection. It has, on the linear level, been worked out by Dubois-Violette et al. . Later it was modified for square-wave driving voltages  and to include flexoelectric effects  and the effects of finite cell thickness . Recently it was extended to the nonlinear level . But attempts to bring the predictions of the SM (threshold voltage and critical wave number) into quantitative agreement with experiments were only partly successful.

The main challenge to the SM is the “isotropic” mechanism for EC , for which the anisotropy of the nematic is only of secondary relevance. There, EC is driven by inverted charge gradients in thin Debye layers near the electrodes, which are not included in the SM. The “isotropic” mechanism naturally leads to boundary convection. Since several material parameters relevant to the “isotropic” mechanism are unknown, only semiquantitative predictions of the effect can be made.

In principle, both mechanisms are active, but it is reasonable to assume that one of them dominates. In a recent effort to settle the controversy on bulk vs. boundary instability, Bohatsch and Stannarius  developed an experiment with a modified design, which was intended to map the structure across the cell onto the 2D shadowgraph image (or the diffraction pattern) of light passing through the cell.

The technique of Bohatsch and Stannarius was to used samples with a *twisted* geometry: just as in TN LCD displays, the anchoring of the nematic director $`\widehat{n}`$ ($`\widehat{n}^2=1`$) at the upper and lower electrodes (separation $`d`$) is such that $`\widehat{n}`$ is parallel to the layer but the alignment axis of the director at the upper boundary is perpendicular to that at the lower boundary. In the equilibrium configuration the director is planarly oriented and interpolates between the boundaries with a uniform twist $`\widehat{n}rot\widehat{n}`$. Configurations with positive or negative twist are thinkable. They are related to each other by a reflection. Without loss of generality a negative twist ($`\pi /2d`$) shall be assumed. Although inversion symmetry is broken in the twisted geometry, there is still the symmetry with respect to a $`180^{}`$ rotation of the cell around the axis of the director at mid plane. The critical mode at the onset of EC, which breaks the approximate translation symmetry, can be symmetric with respect to this rotation (perhaps followed by a translation by half a wavelength), leading to *normal rolls*, or break also this discrete symmetry, then leading to *oblique rolls*.

In experiments with untwisted cells, the rolls (or laminae) observed at the threshold of structure formation in the high-frequency regime are always normalWhen chevron patterns are observed, one is not at the threshold of structure formation. In the low-frequency regime of EC they can be normal or oblique, however.. Thus Bohatsch and Stannarius conclude by an intuitive argument that, in the twisted cells, the observation of normal rolls at threshold demonstrates a bulk instability, while the observation of oblique rolls is an indicator for a boundary instability, in particular when the rolls are approximately normal to the alignment of $`\widehat{n}`$ at the boundaries. They observe a transition from normal to oblique rolls as the ac frequency increases.

Assuming that the SM is basically correct, Sections II and III of this paper develop the linear theory for the convection pattern in twisted cells, predicting critical modes localized in planes far from or near to the electrodes, respectively, depending on the boundary conditions. Section IV sketches the nonlinear effects relevant at the threshold of convection and Section V concludes, in particular with the interpretation of the experiments in the light of the theory.

## II Localized bulk modes in the standard model

Below the linear theory of high-frequency EC in twisted cells is developed within the framework of the SM. The association of the obliqueness angle with the position of the convective mode turns out to be correct. But it is also found that the experimental results for twisted cells cannot be transfered to the untwisted cell as it was suggested by Bohatsch and Stannarius, because the localization of the linear mode, near the boundaries or in the bulk, is enforced by the twist itself.

The calculations are based on the general weakly nonlinear theory  of dielectric EC in large containers, which has to take the interaction of the convection pattern with several homogeneous soft modes (hydrodynamic modes) explicitly into account. One of these modes is the director orientation. As follows from the general calculation, a twist does, at lowest order, not excite the other soft modes of the liquid crystal, such as electric potentials or fluid motion, even when the electric ac voltage is applied. The direct influence of the twist on the convection pattern reduces to a purely geometric effect (no additional coupling constants not relevant for the untwisted cell are involved). The local amplitude and phase of the convection pattern is expressed by a complex field $`A=A(x,y,z,t)`$ such that the modulation of actual physical quantities $`u`$ is given by $`u(x,y,z,t)=u_0A(x,y,z,t)\mathrm{exp}(iq_cx)+c.c.+\text{(higher order corrections)}`$, where $`q_c`$ is the wave number of the convection pattern at threshold in the untwisted cell and $`u_0`$ is a complex constant. The linear dynamics of $`A`$ in the presence of a pure, not too strong twist of the nematic director is described  by

$`\tau _tA=\left[\epsilon +\xi _x^2_x^2+\xi _y^2(_yiq_c\phi )^2+\xi _z^2_z^2\right]A.`$ (1)
Here the $`z`$ axis is perpendicular to the electrodes. To be specific assume that $`\widehat{z}`$ points “up” and $`\widehat{z}`$ points “down”. For now, the orientation of $`x`$ and $`y`$ axis relative to the director anchoring shall be left unspecified. This is possible because of the rotational symmetry underlying Eq. (1) . The angle between $`\widehat{n}`$ and the $`x`$-$`z`$ plane is denoted by $`\phi `$. Quantitative validity of Eq. (1) requires that $`\phi `$ be small and that modulations of $`A`$ and $`\phi `$ in space and time are slow. In particular Eq. (1) is never valid across the whole cell, since $`\phi `$ varies over an angle $`𝒪(1)`$, a problem that will be discussed below. The (positive) coherence lengths $`\xi _x`$, $`\xi _y`$, and $`\xi _z`$ are typically of the order $`𝒪(q_c^1)`$, and $`\tau `$ is of the order of the charge relaxation time. The strength of the external stress is expressed by the reduced control parameter $`\epsilon :=E^2/E_c^21`$ in terms of the strength of the external electric ac field $`E=V/d`$ and the threshold field for electroconvection $`E_c`$ for the thick ($`d\mathrm{}`$), *untwisted* cell. $`|\epsilon |`$ is assumed to be small. (Observe that this definition of $`\epsilon `$ differs from the one used in Ref. , which is based on the threshold in the *twisted* cell with finite $`d`$, a quantity to be calculated below.) Analytic approximations for all quantities involved in the description (1) can be found in Ref. .

The boundary conditions corresponding to Eq. (1) are

$`A(x,y,z,y,t)=0\text{at the horizontal boundaries}.`$ (2)
From the translation invariance in the $`x`$-$`y`$ plane it follows that the critical mode is of the form $`A=a(z)\mathrm{exp}(iQx+iPy)`$ with real $`Q`$ and $`P`$, i.e. with a pattern wave vector $`\stackrel{}{q}=(q_c+Q,P)`$. We will *choose* the orientation of the $`x`$ axis to be parallel to $`\stackrel{}{q}`$, in other words $`P=0`$. It is easily seen by separation of variables that according to Eq. (1) the critical mode, i.e. the first mode to become unstable as $`\epsilon `$ increases, has $`Q=0`$. It follows that the twist has no influence on the wavelength of the critical mode.

This result is in agreement with the measurements of Bohatsch and Stannarius for the cells of intermediate thickness. But in their thinnest and in their thickest cell they find shorter wavelengths. While the deviation in the thin cell can be understood as a breakdown of the 3D amplitude formalism due to large spatial gradients of $`A`$ and $`\phi `$, the reason for the deviation in the thick cell is not clear. In agreement with theoretical expectations the wavelength decreases with increasing frequency. The observed deviation from the approximate $`\lambda \omega ^{1/2}`$ law at the highest frequencies indicates that the wavelength has reached the Debye length and charge diffusion effects need to be taken into account in the theoretical description, an effect noticed already by Dubois-Violette et al.  (and typically to be expected at the $`10^2`$ fold cutoff frequency ).

Choose the origin of the $`z`$ axis such that $`\phi =0`$ at $`z=0`$. Denote by $`z_0`$ the distance of the lower boundary from $`z=0`$ (i.e. the lower boundary is at $`z=z_0`$). By the preceding construction, the amplitude of the critical mode is a function of $`z`$ alone and satisfies

$`0=\left[\epsilon \xi _y^2q_c^2\phi ^2+\xi _z^2_z^2\right]A`$ (3)
with $`\phi =\pi z/2d`$. The equation has the form of the time-independent Schrödinger equation for the quantum harmonic oscillator.

Ignore, for a moment, the horizontal boundaries, and impose instead the B.C.

$`A\text{is bounded as}|z|\mathrm{}.`$ (4)
Then the lowest eigenvalue of Eq. (3) is

$`\epsilon =\epsilon _c:={\displaystyle \frac{\pi q_c\xi _y\xi _z}{2d}},`$ (5)
with a critical mode

$`A=\mathrm{exp}\left({\displaystyle \frac{z^2}{2w^2}}\right)`$ (6)
with a width

$`w=\left({\displaystyle \frac{2d\xi _z}{\pi q_c\xi _y}}\right)^{1/2}.`$ (7)
Equations (5,6) correspond to the ground state of the harmonic oscillator.

Now assume $`dq_c1`$, which is required for the validity of Eq. (1). Then $`\epsilon _c=𝒪(dq_c)^11`$ and, within the range $`|z|=𝒪(w)`$ covered by the critical mode, $`\phi =𝒪(w/d)=𝒪(dq_c)^{1/2}1`$. Thus, for $`|z|=𝒪(w)`$, the solution (5,6) is a physically valid solution of Eq. (1). For $`|z|w`$ the critical mode is to high accuracy zero and thus a solution of the linear problem, also beyond the range of validity of Eq. (1). Of course any homogeneous B.C., in particular B.C. (2), are satisfied, provided the boundaries are sufficiently far away. Equations (5,6) therefore give a physically valid threshold and critical mode.

Next, consider the situation that one of two boundaries, e.g. the lower one, is near $`z=0`$ \[i.e. $`z_0=𝒪(w)`$\], the other boundary far away. Then the lower B.C. becomes

$`A=0\text{at}z=z_0`$ (8)
while the upper B.C. remains effectively

$`A\text{is bounded as}z\mathrm{}.`$ (9)
This eigenvalue problem has to be solved numerically (after rescaling, it depends only on the parameters $`\epsilon /\epsilon _c`$ and $`z_0/w`$); here a shooting method is used. The lowest eigenvalue $`\epsilon (z_0)`$ as a function of $`z_0`$ is shown in Fig. 2b (lower curve). As $`z_0`$ decreases to zero and the maximum of the critical mode approaches the boundary, the Gaussian shape of $`A(z)`$ is deformed and the threshold $`\epsilon (z_0)`$ increases monotonically. In particular one finds $`\epsilon (0)=3\epsilon _c`$, the eigenvalue of the first excitation and lowest antisymmetric mode of the “harmonic oscillator”, with the corresponding eigenmode. Excitations near the boundaries have higher thresholds than in the bulk and are inhibited.

Thus the theory predicts that in thick enough cells the critical mode is localized within a horizontal layer which covers only a small fraction $`=𝒪(w/d)=𝒪(q_cd)^{1/2}`$ of the cell. The orientation of the critical wave vector $`\stackrel{}{q}`$ and the position of the maximum of the critical mode within the sample are coupled, such that $`\stackrel{}{q}`$ is parallel to $`\widehat{n}`$ at the maximum of $`A(z)`$. The orientation of the critical wave vector $`\stackrel{}{q}`$ lies between the two orientations of director anchoring at the boundaries. Small angles of order $`𝒪(w/d)`$ between $`\stackrel{}{q}`$ and director anchoring are forbidden, but otherwise the orientation of $`\stackrel{}{q}`$ with respect to the symmetry axis, i.e. the obliqueness angle, is undetermined. One is thus dealing with a *highly degenerate problem* with critical wave vectors lying on a circular arc, similar to pattern formation in isotropic systems, where the critical wave vectors lie on a circle.

In thin cells, where $`w/d,dq_c=𝒪(1)`$, the three-dimensional amplitude equation (1) is not an accurate description anymore. But when solved numerically with B.C. (2) as a qualitative model, it predicts normal rolls in agreement with experiments.

The theoretical analysis for thick cells seems to correspond well with the observations of Bohatsch and Stannarius in the “broad” intermediate frequency range (within the high-frequency regime), where, near onset, the distribution of the wave-vector orientations is “broad, smeared out, and fluctuating” . Unfortunately, no experimental raw data for this range have been published, yet, which makes it hard to judge how well defined the maxima of these distributions are, which they *do* nevertheless find at small but finite obliqueness angles ($`10^{}`$), and which are difficult to understand from the theory presented here.

## III Boundary modes with modified B.C.

The experimental observation that, for frequencies above the intermediate “transition range”, the distribution of the wave vectors near onset becomes narrower with maxima at obliqueness angles near $`\pm 45^{}`$, i.e. parallel to the surface anchoring, seems to be in contradiction with the theory based on the SM.

A simple explanation, which should be examined experimentally before coming to a final conclusion, would be the combination of two effects. The first effect is that, at higher frequencies, where the pattern wavelengths are shorter and wave-optical effects have to be taken into account, the optical contrast of the shadowgraph method and the intensity of the reflexes in the optical far field become weaker. As a result, the apparent optical threshold of convection could lie slightly above the actual threshold. Wave-optical effects become important at pattern wavelength $`\lambda `$ of the order of magnitude of the geometrical average of the optical wavelength and the thickness of the convective layer $`=𝒪(w)=𝒪(\lambda d)^{1/2}`$ , a condition satisfied in the present case. The second effect is that the value of the reduced control parameter corresponding to the onset of nontrivial, nonlinear behavior involving homogeneous soft modes scales like $`(\lambda /d)^2`$ or even $`(\lambda /d)^4`$ , and thus decreases with increasing frequency. In combination of these two trends, the observed large obliqueness angles near threshold in thick cells at high frequencies might, in fact, correspond to already fully developed nonlinear effects, such as the chevron pattern. In particular the obliqueness angles above $`45^{}`$ (Ref , Fig. 11, $`3500\mathrm{Hz}`$) would then be easier to understand.

But one could also try to explain the observation of preferred obliqueness angles near $`\pm 45^{}`$ as a result of some mechanism of wave-vector selection that removes the degeneracy of the problem. Mostly linear selection mechanisms via perturbations from the boundaries shall be considered here. Nonlinear mechanisms will shortly be discussed in Section IV.

If there is a linear selection mechanism for large obliqueness angles at threshold, at least one of the tree conditions (3,8,9) must be invalid. The reason may be found in the truncation errors of the asymptotic expansion which leads to Eqs. (3,8,9), the excluded effect of noise, or an insufficient description on the hydrodynamic level. All possible truncation errors become, by one way or another, large only for $`z_0=𝒪(d)`$. This will be demonstrated for one case below. If noise is the main cause for selecting $`z_0`$ (which is presumably the case at intermediate frequencies), it is reasonable to assume $`z_0`$ to be randomly distributed over $`[0,d]`$, leading again to $`z_0=𝒪(d)`$ on the average. Thus it can be concluded that, in fact, the description on the hydrodynamic level, in particular near the boundaries, is insufficient.

For the eigenvalue problem considered above, the B.C. (8) turns out to be a somewhat singular case of the more general condition

$`A=\mu _zA\text{at}z=z_0`$ (10)
with a real parameter $`\mu `$. To discuss the implications of $`\mu 0`$ as one possible truncation error or as a possible outcome of an extended hydrodynamic description, the eigenvalue problem (3) with B.C. (9,10) shall now be investigated. This will also yield an analytic argument, robust with respect to perturbations, that supports the numerical observation that for $`\mu =0`$ the function $`\epsilon (z_0)`$ is monotonously decaying with $`z_0`$.

Up to normalization, there is, for fixed $`\epsilon `$, a single nontrivial solution $`A(z)=f(\epsilon ,z)`$ of Eq. (3) satisfying the upper B.C. (9). The lower B.C. (10) determines a discrete set of $`z_0`$ for given $`\epsilon `$ or, respectively, $`\epsilon =\epsilon (z_0)`$ is determined implicitly by the lower B.C. as a multi-valued function of $`z_0`$, i.e., by

$`f(\epsilon (z_0),z_0)=\mu f^{}(\epsilon (z_0),z_0),`$ (11)
where the prime on $`f`$ denotes a differentiation with respect to the second argument.

At a local minimum of $`\epsilon (z_0)`$ one has $`_{z_0}\epsilon (z_0)=0`$, and differentiation of Eq. (11) with respect to $`z_0`$ yields

$`f^{}(\epsilon (z_0),z_0)=\mu f^{\prime \prime }(\epsilon (z_0),z_0).`$ (12)
By combining Eqs. (11,12) and the defining equation of $`f`$, Eq. (3), one arrives at

$`\xi _z^2f=\mu ^2\left[{\displaystyle \frac{\pi ^2\xi _y^2q_c^2z_0^2}{4d^2}}\epsilon \right]f.`$ (13)
For nonzero $`\mu `$ the common factor $`f`$ can be canceled since $`f0`$ by Eq. (11). A simple algebraic relation between $`\epsilon `$ and $`z_0`$ (which determines the wave vector) for the critical mode is thus obtained.

As $`\mu 0`$, two cases can be distinguished. In the first case $`z_0`$ remains bounded. Then Eq. (13) reduces asymptotically to

$`\epsilon \xi _z^2/\mu ^2.`$ (14)
Corresponding solutions exists only for $`\mu <0`$. They can be approximated by $`f(\epsilon ,z)\mathrm{exp}(z/\mu )`$ and are strongly localized near the lower boundary. But due to the large values of $`|\epsilon |`$ (as $`\mu 0`$) these solutions can not be expected to be always physically meaningful. In the second case $`z_0`$ increases over all bounds. Then small deviations from eigenvalue (5) and solution (6) are sufficient to satisfy the B.C.. Thus $`\epsilon `$ remains bounded and Eq. (13) reduces asymptotically to

$`z_0{\displaystyle \frac{2d\xi _z}{\pi q_c\xi _y|\mu |}}={\displaystyle \frac{w^2}{|\mu |}}.`$ (15)
In particular $`z_0\mathrm{}`$ as $`\mu 0`$, supporting the numerical observation that $`\epsilon (z_0)`$ is strictly monotonously decaying for $`\mu =0`$.

It is easily verified that the analytic argument for $`z_0\mathrm{}`$ as $`\mu 0`$ is, as far as physically interesting, robust against additions of higher order corrections of the form $`g(\phi ^2)A`$ to the r.h.s. of Eq. (3) or the replacement of the term $`\xi _z^2_z^2A`$ by some more precise form $`h(\phi ^2)_z^2A`$ \[assuming that $`h(\phi ^2)`$ has no zeros for real $`\phi `$, i.e., the PDE be nonsingular\]. All other higher order corrections to Eq. (3) involve higher order derivatives (and additional boundary conditions). If these corrections are small they are, in a first approximation, active only in a thin boundary layer and lead, effectively, to modified boundary conditions of the form (10). Thus, taking the validity of the upper B.C. (9) for granted, a modified lower B.C. is always involved in a localization near the lower boundary.

To better understand the situation for $`\mu 0`$, a numerical solution of the problem is required. Figure 1 shows numerical results for the values of $`\epsilon `$ and $`z_0`$ at threshold \[i.e. the minimum of $`\epsilon (z_0)`$\] for finite $`\mu `$. Although in the limit $`\mu 0`$ numerics break down, the asymptomatic results are reproduced for small $`\mu `$. The calculations also show that for $`\mu >0`$ the minima of $`\epsilon (z_0)`$ lie below the bulk ($`z_0\mathrm{}`$) value $`\epsilon _c`$ as expected, but for $`\mu <0`$ are, on the starred branch (s. Fig. 1), above $`\epsilon _c`$. A look at the function $`\epsilon (z_0)`$ (Fig. 2) shows that for negative $`\mu `$ the minima on the starred branch belong to the branch of $`\epsilon (z_0)`$ which approaches $`3\epsilon _c`$ as $`z_0\mathrm{}`$. It becomes also clear that the existence of the minima of $`\epsilon (z_0)`$ for $`\mu <0`$ is closely related to the existence of the thin boundary mode corresponding to the eigenvalue (14): The minima result from the avoided crossings of the spectrum of the modes localized near $`z=0`$, which have decreasing eigenvalues for increasing $`z_0`$, and the eigenvalue of the thin boundary mode, which increases with $`z_0`$. If the thin boundary mode is an unphysical artifact of the boundary conditions the minima in the function $`\epsilon (z_0)`$ are also unphysical. This point can be demonstrated by using the original B.C. (8) as the lower boundary condition and adding, to model the mixed B.C. (10), a term $`b(z+z_0)_zA`$ to the l.h.s. of Eq. (3), where $`b(z)`$ is, e.g., given by

$`b(z)=\{\begin{array}{cc}13.2\epsilon _cw\mu \hfill & \text{if}z<2.83w\hfill \\ 0\hfill & \text{otherwise}.\hfill \end{array}`$ (18)
With these modifications the thin boundary mode — and therefore the avoided crossings and the minima of $`\epsilon (z_0)`$ — are suppressed for $`\mu <0`$, but otherwise the spectra change only little (s. Fig. 2).

Can higher order corrections to the boundary conditions that arise from the asymptotic expansion *in the framework of the SM* explain the preference of large obliqueness angles? From the figure in Ref.  displaying the hydrodynamic boundary layer of dielectric electroconvection, a value $`\mu 0.4q_c^1`$ can be obtained. The sign follows directly from the fact that convection is suppressed by the no-slip boundary conditions for the hydrodynamic velocity field, the order of magnitude follows from the geometry of the flow. By the sign of $`\mu `$ a preference of large obliqueness angles (boundary instability) is excluded. Even if the sign would change but the magnitude remain the same, Eq. (15) would give an unphysical value $`z_0>d`$.

## IV Nonlinear selection

In principle a nonlinear selection of large obliqueness angles is also thinkable. At threshold, two kinds of nonlinear mechanisms are active . The first is the direct, local, nonlinear saturation of the pattern amplitude, the strength of which is measured by the coefficient $`g`$ in Ref. . This mechanism inhibits the coexistence of linear modes of the form (6) if the overlap of the two modes along $`z`$ is too large. Correspondingly, the wave vectors of coexisting linear modes can be expected to enclose some finite minimum angle. This could, for not too small $`w/d`$, lead to the preference of certain wave-vector combinations which fill the allowed range of $`\pm 45^{}`$ particularly well, but it does not imply that large obliqueness angles are generally preferred.

The second nonlinear mechanism acts indirectly via the electric potential. At positions in the sample where $`|A|^2`$ is large, additional charge transport processes are active, which effectively increase ($`S_E`$ in Ref.  is positive) the electrical conductivity. Consequently, the strength of the electric driving field is reduced where $`|A|^2`$ is large and increased where $`|A|^2`$ is small, under the constraint that the total voltage drop is constant. But this effect is typically weak compared to direct nonlinear suppression, and presumably does not change the qualitative properties of the planform selection problem.

## V Conclusion

It was shown that a twist of the nematic director – or another anisotropy axis in a different system – leads to a localization of the pattern in planes parallel to the director. When the twist is not too strong, the localized linear modes can be calculated in the framework of the amplitude formalism. In electroconvection, the $`z`$ axis in Eq. (1) plays, apart form being the twist axis, another special role – the external electric field is parallel to $`\widehat{z}`$. But little would change if this additional anisotropy was missing (e.g. for reaction-diffusion patterns in uniaxially anisotropic media). Only $`\xi _y`$ and $`\xi _z`$ would then be equal by symmetry.

For dielectric EC in twisted nematic (TN) cells the localization width $`w=𝒪(d/q_c)^{1/2}`$ is given by Eq. (7). When the material parameters of the liquid crystal are known, $`w`$ can be calculated using the analytic approximations for the coherence lengths and the wave number from Ref. . As a result of the localization, the critical wave vector is degenerate on a circular arc. The angle enclosed by the arc might be increased beyond $`90^{}`$ by using supertwist nematic cells (STN). One does then obtain a pattern-forming system with a geometry very similar to a two-dimensional isotropic system, but with a different topology (no invariance of the pattern under $`180^{}`$ rotation) and very particular nonlinear interactions.

The observation of normal rolls in thin cells and at low frequencies (large wavelength) by Bohatsch and Stannarius  is compatible with — and presumably predictable from — the standard model. The transition to a state with a “broad, smeared out, and fluctuating” distribution of wave-vector orientations at higher frequencies can be understood from the wave-vector degeneracy. The theory also reproduces their observation that the transition takes place at some more or less fixed ratio $`\lambda /d`$. This corresponds to some fixed ratio $`w/d`$ at which the B.C. (4) become appropriate and the degeneracy sets in. Assuming that the observations at yet higher frequencies, where the wave vectors were better defined and aligned with the director anchoring, did not suffer from the technical difficulties described in the beginning of Sec. III, they seem to exhibit effects not described by the standard model. These effects seem to lead effectively to modified boundary conditions of the form (10) with $`\mu >0`$. Nevertheless this does not imply that, just as in the twisted cell, there are boundary modes also in the untwisted cell. Solution of the linear problem for the untwisted cell with B.C. (10), $`\mu >0`$, and a corresponding upper B.C. yields a critical mode covering the whole cell. Since the theory can explain the transition at the lower end of the intermediate-frequency range with fluctuating wave vector but does not imply that there is another transition at an upper bound, it may be useful to investigate the two transitions independently also in experiments. The intermediate-frequency range is probably an independent regime, and not just as the crossover between the low-frequency and the high-frequency range.

Conclusive information on the 3D structure of the high-frequency mode in untwisted cells might be obtained by investigating spectrally resolved shadow graphs or light scattering.

It is my pleasure to thank R. Stannarius for useful comments on the manuscript, Y. Kuramoto and the Kyoto University for providing a working environment, and the Japan Foundation for the Promotion of Science (P98285) and the Ministry of Education, Science, Sports and Culture in Japan for financial support.


text:
# Renormalization Group Computation of Correlation Functions and Particle Densities

## Abstract

We show that the Renormalization Group formalism allows to compute with accuracy the zero temperature correlation functions and particle densities of quantum systems.

In  we showed that the Renormalization Group is an efficient tool to compute the ground state and first excited energy levels of a one quantum particle system. The method is the following: instead of computing directly the effective potential $`V_0(x_0)`$ defined as a path integral on the Fourier modes:

$$\mathrm{exp}\left(\beta V_0(x_0)\right)=\underset{1}{\overset{\frac{N}{2}}{}}\frac{dx_md\overline{x}_m}{\frac{2\pi \mathrm{}}{\epsilon \omega _m^2}}\mathrm{exp}\left(\frac{1}{\mathrm{}}S_{\frac{N}{2}}\right),$$
(1)
we compute recursively a running potential by integrating each modes after the other. Note that the Feynman path integral is considered here with a discretized time $`t_n=\frac{nT}{N+1}=n\epsilon `$, with $`N`$ an arbitrary large number, and $`n=0,\mathrm{},N+1`$. The Fourier decomposition of a periodic path $`x(t_n)`$ contains only a finite number of Fourier modes

$$x(t_n)=x_0+\frac{1}{\sqrt{N+1}}\stackrel{}{}\mathrm{exp}(i\omega _mt_n)x_m+c.c.,$$
(2)
where $`^{}`$ is from $`1`$ to $`\frac{N}{2}`$ if $`N`$ is even and from $`1`$ to $`\frac{N1}{2}`$ if $`N`$ is odd. The $`x_m`$ are the Fourier modes and $`\omega _m^2=\frac{2cos\frac{2\pi m}{N+1}}{\epsilon ^2}`$. The discrete action is:

$$S_{\frac{N}{2}}(x)=\epsilon \underset{0}{\overset{\frac{N}{2}}{}}M\omega _m^2|x_m|^2+\epsilon \underset{n=1}{\overset{N+1}{}}V_{\frac{N}{2}}(x(t_n))$$
(3)
In the Local Potential Approximation ,, the potential at scale m-1 is given by the Wegner-Houghton equation:

$$V_{m1}(x_0)=V_m(x_0)+\frac{1}{\beta }\mathrm{log}(1+\frac{V_m^{(2)}(x_0)}{\omega _m^2})+O(\frac{1}{\beta ^2})$$
(4)
In the present work we consider only the zero temperature case and neglect as a consequence terms of order $`\frac{1}{\beta ^2}.`$ Our experience tells us that the finite temperature case is more difficult to handle with this equation  and gives less good results than the Feynman-Kleinert variational method . In order to use this method to get the correlation functions we have to compute the partition function in the presence of a source term:

$$Z\left(j\right)=𝒟xe^{\underset{0}{\overset{\beta }{}}𝑑t(\frac{1}{2}\stackrel{2}{\stackrel{.}{x}}+V(x)j(t)x(t))}$$
(5)
Note that the expression is written in the continuum only for convenience. As in , we define recursively the effective potential $`V_{m1}^j(x_0)`$ (which is now $`j`$ dependent) at scale $`m1`$ for a constant background path $`x_0=\frac{1}{\beta }\underset{0}{\overset{\beta }{}}𝑑tx\left(t\right)`$, as a path integration on the modes $`x_m`$ and $`x_m`$:

$$e^{\beta V_{m1}^j(x_0)}=e^{\beta V_m^j(x_0)}\frac{dx_mdx_m}{\frac{2\pi }{\epsilon \omega _m^2}}e^{\epsilon \left(\omega _m^2+V_m^{j\left(2\right)}(x_0)\right)\left|x_m\right|^2+\left(\epsilon \underset{n=1}{\overset{N+1}{}}j(t_n)\frac{e^{i\omega _mt_n}x_m}{\sqrt{N+1}}+c.c\right)}$$
(6)
At the end of the flow of $`V_m^j(x_0)`$, formula (5) reduces to a classical partition function with a source term:

$`Z\left(j\right)={\displaystyle \frac{dx_0}{2\pi \beta }e^{\beta \left(V_0^j(x_0)j_0x_0\right)}}.`$

The gaussian integration in (6) leads to:

$$V_{m1}^j(x_0)=V_m^j(x_0)+\frac{1}{\beta }\mathrm{log}(1+\frac{V_m^{j(2)}(x_0)}{\omega _m^2})\frac{1}{\beta ^2}\frac{\underset{n}{}\epsilon j(t_n)\underset{p}{}\epsilon j(t_p)e^{i\omega _m\left(t_nt_p\right)}}{\omega _m^2+V_m^{j\left(2\right)}(x_0)},$$
(7)
or in terms of the Fourier transform of the source:

$$V_{m1}^j(x_0)=V_m^j(x_0)+\frac{1}{\beta }\mathrm{log}(1+\frac{V_m^{j(2)}(x_0)}{\omega _m^2})\frac{j_mj_m}{\omega _m^2+V_m^{j\left(2\right)}(x_0)}.$$
(8)
By neglecting the source term dependence in the right hand side of equation ( 7), we obtain the following approximate relation:

$$V_{m1}^j(x_0)=V_m(x_0)+\frac{1}{\beta }\mathrm{log}(1+\frac{V_m^{(2)}(x_0)}{\omega _m^2})\frac{1}{\beta ^2}\frac{\underset{n}{}\epsilon j(t_n)\underset{p}{}\epsilon j(t_p)e^{i\omega _m\left(t_nt_p\right)}}{\omega _m^2+V_m^{\left(2\right)}(x_0)}$$
(9)
where now $`V_m(x_0)`$ is the running potential without source term defined in equation (4). It will be shown below, when computing the particle density, that this approximation is quite good. Note that the double sum in the left hand side of (9) is of order $`\beta ^2`$ so that the whole source contribution is of order $`\beta ^0`$.

After iteration, (9) leads to the effective potential $`V_0^j(x_0)`$ in terms of the effective potential without source $`V_0(x_0)`$:

$$V_0^j(x_0)=V_0(x_0)\frac{1}{\beta ^2}\underset{m=1}{\overset{\frac{N}{2}}{}}\frac{_0^\beta 𝑑tj(t)_0^\beta 𝑑t^{}j(t^{})e^{i\omega _m\left(tt^{}\right)}}{\omega _m^2+V_m^{\left(2\right)}(x_0)}$$
(10)
where for convenience we have replaced the double sum by integrals. It’s then easy to compute the correlation functions using the following relation:

$$x(t_1)\mathrm{}x(t_n)=\frac{1}{Z\left(j=0\right)}\frac{\delta }{\delta j(t_1)}\mathrm{}\frac{\delta }{\delta j(t_n)}\frac{dx_0}{2\pi \beta }e^{\beta V_0^j(x_0)+x_0_0^\beta 𝑑tj(t)}$$
(11)
Since we consider only the zero temperature limit, the integral in (11) is dominated by the minimum of the effective potential $`V\left(\overline{x}_0\right)`$ so that:

$$x(t_1)\mathrm{}x(t_n)=\frac{\delta }{\delta j(t_1)}\mathrm{}\frac{\delta }{\delta j(t_n)}e^{\frac{1}{\beta }\underset{m=1}{\overset{\frac{N}{2}}{}}\frac{_0^\beta 𝑑tj(t)_0^\beta 𝑑t^{}j(t^{})e^{i\omega _m\left(tt^{}\right)}}{\omega _m^2+V_m^{\left(2\right)}(\overline{x}_0)}+\overline{x}_0_0^\beta 𝑑tj(t)}$$
(12)
As an example the two point correlation function is easily deduced:

$$x(t_1)x(t_2)_{j=0}=\overline{x}_0^2\frac{1}{\beta V_0^{\left(2\right)}(\overline{x}_0)}+\frac{1}{\beta }\underset{m=\frac{N}{2}}{\overset{\frac{N}{2}}{}}\frac{e^{i\omega _m\left(tt^{}\right)}}{\omega _m^2+V_m^{\left(2\right)}(\overline{x}_0)}$$
(13)
In a similar manner we will now compute the particle density which is defined as:

$$\rho (x_a)=Z^1𝑑xx\left|e^{\beta H}\right|x\delta (xx_a)=\frac{1}{_ne^{\beta E_n}}\underset{n}{}\left|\psi _n(x_a)\right|^2e^{\beta E_n},$$
(14)
In the limit $`\beta \mathrm{}`$:

$$\rho (x_a)=\left|\psi _0(x_a)\right|^2$$
(15)
where $`\psi _0(x_a)`$ is the ground state wave function. In terms of the path integral the density is:

$$\rho (x_a)=𝒟x(t)\delta (x(\tau )x_a)\mathrm{exp}\left\{_0^\beta 𝑑t\left[\frac{1}{2}\stackrel{2}{\stackrel{.}{x}}+V(x(t))\right]\right\}$$
(16)
valuable for any value of $`\tau .`$ These expression can also be written:

$$\rho (x_a)=Z^1\frac{dx_0}{\sqrt{\frac{2\pi \beta }{M}}}\frac{dk}{2\pi }e^{ikx_a}𝒟x\delta (\overline{x}x_0)e^{ikx(\tau )}\mathrm{exp}\left(S_{\frac{N}{2}}\right)$$
(17)
Setting $`j\left(t\right)=ik\delta (t\tau )`$ allows to use the previous formula (10) to directly write:

$$\rho (x_a)=Z^1\frac{dx_0}{\sqrt{\frac{2\pi \beta }{M}}}\frac{dk}{2\pi }e^{k^2a^2/2+ikx_a}e^{\beta V_0(x_0)}$$
(18)
where:

$$a^2(x_0)=\frac{2}{\beta }\underset{m=1}{\overset{\frac{N}{2}}{}}\frac{1}{\omega _m^2+V_m^{(2)}(x_0)}$$
(19)
after integrating out $`k,`$ we obtain:

$$\rho (x_a)=Z^1\frac{dx_0}{\sqrt{\frac{2\pi \beta }{M}}}\frac{e^{(x_ax_0)^2/2a^2(x_0)}}{\sqrt{2\pi a^2(x_0)}}e^{\beta V_0(x_0)}$$
(20)
So that in the limit $`\beta \mathrm{}`$:

$$\rho (x)=\frac{e^{(x\overline{x}_0)^2/2a^2(\overline{x}_0)}}{\sqrt{2\pi a^2(\overline{x}_0)}}$$
(21)
is a gaussian distribution. The procedure is now very simple. We just have to determine the flow of the second derivative of the effective potential. Note that the distribution (20) is the same as the variational Kleinert’s one except that for him $`a^2(x_0)=\frac{2}{M\beta }_{m=0}^{\frac{N}{2}}\frac{1}{M\omega _m^2+\mathrm{\Omega }(x_0)}`$ where $`\mathrm{\Omega }`$ is the variational parameter .

As an example consider the anharmonic oscillator. In  we showed that the running potential at scale $`m`$ is best approximated by a polynomial of order six:

$$V_m(x)=g_m^0+\frac{g_m^2}{2}x^2+\frac{g_m^4}{4!}x^4+\frac{g_m^6}{6!}x^6$$
(22)
where the initial potential is chosen to be:

$$V_{\frac{N}{2}}(x)=\frac{1}{2}x_0^2+\frac{240}{4!}x_0^4$$
(23)
Since the minimum of the effective potential is located at $`\overline{x}_0=0`$ it is then easy to see that $`a^2(0)=\frac{2}{M\beta }\underset{m=1}{\overset{\frac{N}{2}}{}}\frac{1}{M\omega _m^2+g_m^2}.`$ From the properties of the correlation function we can also deduce that the first excited energy level is given by: $`E_1E_0=\sqrt{g_0^2}.`$

From  we have:

$`\lambda `$ $`E_{RG}`$ $`E_{var}`$ $`E_{ex}`$ $`E_{1,RG}`$ $`E_{1,var}`$ $`E_{1,ex}`$ $`a^2`$ $`a_{var}^2`$  $`240`$ $`1.4982`$ $`1.5313`$ $`1.50497`$ $`5.3368`$ $`5.3482`$ $`5.3216`$ $`0.1472`$ $`0.125`$

A comparison between the RG density and the variational density is shown in fig1. The RG density is very near the exact density given in  . In particular the RG computation greatly improves the value of the density near $`x=0,`$ $`(\rho _{RG}(0)\rho _{ex}(0)).`$

The double well potential case is much more involved. It is well known that the effective potential at $`T=0`$ must be a convex quantity. For a very deep potential the truncation of the running potential is no more a good approximation of the true effective potential near zero, which is almost flat. Indeed the truncation of the running potential does not allow a positive term in the logarithm of the Wegner-Houghton equation and the approximation breaks down. We have considered the case $`\lambda =2.4`$ where an expansion at the order $`10`$ is necessary to get valuable results:

$`\lambda `$ $`E_{RG}`$ $`E_{var}`$ $`E_{ex}`$ $`E_{1,RG}`$ $`E_{1,var}`$ $`E_{1,ex}`$ $`a^2`$ $`a_{var}^2`$  $`2.4`$ $`0.46498`$ $`0.549`$ $`0.4709`$ $`0.8285`$ $`1.035`$ $`0.7677`$ $`3.48`$ $`1.03`$

An another problem with our approach is that a convex effective potential is incompatible with the two picks of the true particle density  (it’s clear that the particle will spend most of his time around the two minima of the potential energy). In statistical mechanics language each spin fluctuates most of the time around two values (like Ising spin). In fact our approximation which relates the density to the effective potential breaks down in this case. Nevertheless, the behavior of our RG density is quite correct near zero $`(\rho _{RG}(0)\rho _{ex}(0))`$ and for large values of $`x`$. Moreover it is much more better than the variational computation (fig2.). To get a better result we must go beyond the LPA approximation, and make the computation for an arbitrary background path configuration.