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# Some Recent Issues in Quantum Magnetism

## I Magnetism: Old and New

Magnetism is an old subject, but it is still full of surprises. It is deeply rooted in experimental phenomena, yet it has also been a perennial source for new theoretical ideas. It is a remarkably rich area in terms of variety of possible new phases, critical phenomena, symmetries of the order parameter, effective dimensionality and variability of experimental control parameters. It has been one of the backbones of modern technology, yet it promises still more technological marvels to come – ranging from nanostorage devices and spin-electronics to quantum computing. The interplay of magnetism with other solid-state phenomena such as superconductivity, structural phase transitions and colossal magnetoresistance, has spurred wide ranging research activities in recent years.

The subject of quantum magnetism dates back to the invention of quantum mechanics itself – starting from the works of Heisenberg, Bethe and others in the 1920s. One of the reasons for the longstanding prominence of the field in theoretical physics is the existence of simple models, which are tractable and yet display detailed quantitative correspondence with real systems. Recent developments in the synthesis of complex materials and in the sophistication and quantitative accuracy of experimental probes, ranging from neutrons to x-rays, optics and NMR, and the development of new techniques such as the use of polarized synchrotron radiation, have reinvigorated the field from an experimental point of view. Recent applications of new theoretical techniques, including Bosonization and conformal field theory, as well as the dramatic improvements in computational techniques ranging from first principles density functional calculations to quantum Monte Carlo simulations and density matrix renormalization group for many-body systems, have opened up the possibility that properties of complex materials can be theoretically predicted – leading to new phenomena and applications.

It may not be an exaggeration to say that the central problem in condensed matter physics in recent years has been high temperature superconductivity in the cuprates, and research in quantum magnetism has had a big boost from the fact that the stoichiometric parent compounds of the high temperature superconducting materials are excellent realizations of quasi-two-dimensional quantum antiferromagnets. Furthermore, even in the superconducting materials there is evidence for spin-fluctuations, spin-gaps and spin-stripes, which are obviously related to quantum magnetism. However, high temperature superconducting materials now comprise only a small subfield of the growing activity in quantum magnetism.

Recent advances in the field of magnetism include experimental realizations of spin chains and ladders, inorganic spin-Peierls materials, materials exhibiting colossal magnetoresistance (CMR), superconducting ferromagnets, organic magnetic materials, nanocrystalline magnetic materials, molecular magnets, and artificial structures – notably, on the mesoscopic scale – which employ magnetic properties to build novel electronic devices. These novel phenomena are based on structural complexity that leads to exchange interactions of varying symmetries and spatial ranges. In many systems exchange interactions compete, resulting in magnetic frustration. Additionally, low dimensional behavior is particularly accessibility in practice in spin systems, because exchange interactions usually are short range. Analogous isolation in mechanical or electrical systems is much more difficult to achieve.

It is such considerations that prompted the development of the program on “Magnetic Phenomena in Novel Materials and Geometries” this Fall at the ITP. We report on the week-long conference that preceded it, which played a role in setting directions for the longer program.

## II Overview of Magnetism: Old and New

A special session, devoted to longstanding central problems in magnetism with continuing importance and excitement for current and future science, featured talks by Fisher, Birgeneau, Affleck and Sawatsky. Fisher emphasized the role of magnetism in the understanding of critical phenomena, especially multicriticality and scaling. He discussed the origin of bicritical and tricritical points in magnetic systems. The variety of magnetic systems arising from changes in dimensionality, anisotropy, magnetic field, ferromagnetic versus antiferromagnetic couplings, incommensurate versus commensurate phases, have provided tremendous insight into the subject of phase transitions and classical critical phenomena. The antiferromagnetic next nearest neighbor Ising (ANNNI) model  provides a very rich phase diagram, with multiple phases arising out of a special frustrated point at zero temperature. These classical studies may well be relevant to studies of multiple striped phases in doped antiferromagnets, discussed later by Sachdev.

Birgeneau discussed neutron scattering studies of two dimensional quantum Heisenberg antiferromagnets and their comparisons with theory . As is well known, the correlation length of the spin-half cuprate materials is remarkably well described by the quantum non-linear sigma (QNL$`\sigma `$) model expressions of Chakravarty, Halperin and Nelson  and of Hasenfratz and Niedermeyer (CHNHN) . However, these expressions do not adequately represent the experimental behavior for quasi-2D antiferromagnets with $`S>1/2`$. This discrepency is evident on comparison of the CHNHN expressions with high temperature series expansions and Quantum Monte Carlo simulations in the regime where the correlation length is only a few lattice constants. It is now evident that the QNL$`\sigma `$ correspondence is strictly valid only at very low temperatures. At those temperatures systems with larger spin can have rather large correlation lengths. Experimental systems always have anisotropies and interplane couplings, which will cut off the two-dimensional antiferromagnetic Heisenberg description at sufficiently large length scales. Thus the QNL$`\sigma `$ description is experimentally appropriate primarily for spin 1/2 systems. Hasenfratz has recently discussed a way to incorporate the effects of cutoffs into the theory , which allows a description of spin-dependent correlation lengths at shorter length scales.

Birgeneau also discussed recent neutron scattering studies of Sr2Cu3O4Cl2 . This quasi-two-dimensional material presents a fascinating example of the “order-by-disorder” phenomenon, whereby quantum fluctuations lift accidental classical degeneracies and cause spurious Goldstone modes to become gapped, leaving only true symmetry-related Goldstone modes gapless. Neutron scattering experiments have been used to study the excitation spectra of this material, and have validated Shender’s theory of quantum order-by-disorder. Recent theoretical studies of Aharony, Harris and collaborators  on the selection of low temperature ordering patterns in various cuprate materials due to quantum fluctuations, anisotropies, and weak interplane couplings further emphasize the importance and generality of these order-by-disorder effects.

Affleck emphasized the importance of logarithms in the low temperature properties of spin-chains. With the development of field-theoretic bosonization techniques, the one dimensional spin problems are now very well understood, including various logarithmic corrections. These logarithms arise due to variables which are marginally relevant in the renormalization group sense, and they appear in many different properties . Perhaps the most important manifestation of such logarithms is the temperature dependence of the uniform susceptibility , which approaches its zero temperature value with an infinite slope, rather than continuing the apparently smooth higher temperature behavior first described by Bonner and Fisher .

Logarithms have also played a very important role in analyzing numerical data on spin chains. In particular, they lead to slow convergence of numerical approaches. One way to think of the problem is in terms of length dependent effective exponents, which only slowly approach their asymptotic values. However, once the effects of leading logarithms are taken into account, the numerical results show remarkable consistency with theory . There have also been efforts to interpret experimental data on uniform susceptibility and NMR relaxation rates in terms of these logarithmic corrections. However, in these cases their usefulness is less convincing due to the possibly many other perturbations such as impurities and interchain couplings, which can strongly influence the low temperature behavior of these systems.

Sawatzky discussed the importance of orbital degeneracy in understanding magnetic systems. This is an old field, where seminal work was done first by Jahn and Teller and later by Kugel and Khomskii . Recent discoveries of new materials, novel synchrotron based probes which can directly observe orbital ordering, and many technologically important phenomena such as colossal magnetoresistance (CMR) and spin-electronics where orbital degeneracies play a role, have led to a resurgence of interest in these systems. Sawatsky emphasized the importance of orbital degeneracy and ordering in such systems as LiVO2 and V2O3 . Understanding many of these oxide materials requires close interplay of electronic structure (LDA and LDA+U versions of density functional theory) and many-body approaches (such as dynamical mean-field theory).

Sawatzky also pointed to some continuing puzzles in the planar insulating cuprate materials. While the spin-$`1/2`$ nearest neighbor Heisenberg model, and, in particular, its treatment via spin wave theory, has presented an excellent quantitative picture for the low energy excitations in the cuprate materials, there are still some mysteries related to high energy excitations . First of all, the lineshape and polarization dependence of Raman experiments, which measure 2-magnon spectra, are not fully understood. The same is true for optical absorption experiments. Finally, even in neutron scattering there is substantial spectral weight in multimagnon excitations, as well as evidence that the one-magnon dispersion deviates from the nearest-neighbor Heisenberg spectrum at higher energies . All these deserve further theoretical attention.

## III Quantum Phases and Quantum Critical Points

One important issue discussed in the conference is related to the nature of “quantum phases” in insulating and doped two-dimensional antiferromagnets . As discussed by Sachdev, these phases can be characterized by the symmetries which are spontaneously broken. Three classes of broken symmetries were considered and are known to arise in some parts of the phase diagram of doped two-dimensional antiferromagnets. Antiferromagnetically ordered phases break spin-rotational symmetry. The superconducting phases break the $`U(1)`$ gauge symmetry, whereas dimerized and striped phases break lattice translational symmetry. By generalizing the spin-rotational symmetry from $`SU(2)`$ to $`Sp(N)`$, and by studying the large-$`N`$ limit, Sachdev and Vojta  have shown that multiple striped phases, with varying periodicity are possible upon doping, before the system turns into a d-wave superconductor. Striped phases have been observed in many high temperature superconducting materials. They have been argued by Emery, Kivelson and collaborators  to result from a competition between tendencies for phase separation and long-range coulomb repulsion. On the other hand, striped phases have also been observed recently in density matrix renormalization group studies of t-J models by Scalapino and White , without long-range coulomb interaction and in parameter regimes where there is no phase separation. The mechanism for stripe formation and the interplay of stripes and pairing remains one of the key issues in the field .

The divergence of the correlation length of a system only in the limit $`T0`$ has been designated “quantum critical” behavior. A “quantum critical point” separates two distinct zero temperature phases (e.g., one magnetically ordered and the other disordered, or one metallic and the other insulating) as some parameter is varied. At these critical points, one expects the temperature to set the characteristic energy scale for the system and dynamical susceptibilites to show scaling in temperature and frequency . Starykh discussed one of the best studied quantum critical systems, namely the spin 1/2 Heisenberg chain. In this case the scaling behavior is complicated by logarithms , which he argued is essential for understanding recent NMR experiments by Takigawa  on the material Sr2CuO3. Aeppli presented an example of a quantum critical point in an itinerant-magnetic heavy fermion material , where at the critical point the system shows non-Fermi liquid behavior. The dynamical susceptibility shows very simple scaling in temperature and energy. However, the associated critical exponents are not well understood. Imai discussed NMR measurements in the cuprate materials  as one goes from the insulating antiferromagnetic phase to the metallic or superconducting phases upon doping. He pointed out missing intensity in his NMR signals at low temperatures, which he interpreted as evidence for stripe formation. Clearly, quantum phase transitions and quantum critical points in itinerant magnetic systems require further study.

## IV Frustration

Strongly frustrated magnetic systems provide another class of problems that are not yet well understood. Frustration can have many origins. It can arise from competing ferromagnetic and antiferromagnetic exchange interactions placed randomly in a system as in conventional spin-glasses, or from antiferromagnetic interactions between spins on odd-length loops as happens in triangular and Kagomé lattice antiferromagnets, or from competition between exchange anisotropy and field terms as in the transverse Ising model. It can also come about from competition between superexchange and double exchange terms which favor different spin alignments, or from multiple spin exchange processes of odd and even number of spins. One interesting consequence of this exchange is enhanced entropy at low temperatures and what was termed by Ramirez a “spectral weight downshift” . A beautiful example of this is the “spin-ice” system Re2Ti2O7 , which has a low temperature entropy similar to that associated with the positions of hydrogen in ice as first discussed by Pauling.

Another general consequence of frustration is that fluctuations play a very important role in selecting the ordered state — the phenomenon of order-by-disorder discussed above. Furthermore, in systems with strong quantum fluctuations, accidental degeneracy (beyond what symmetry would dictate) can be lifted by superposition of many states in a resonating valence bond scenario first introduced by Anderson . In this case, one expects a gap in the excitation spectrum and possibly excitations with exotic quantum numbers. The talks by Lhuillier and Mila emphasized various quantum spin systems which show spin-gap behavior. In particular, they discussed the spin-half Heisenberg model on the kagomé-lattice, which has intriguing properties. There appears to be a gap in the spin-excitation spectra, but there are many low-lying singlet excitations. The number of singlet states below the lowest triplet appears to grow exponentially with the size of the system . Mila  presented a theoretical framework for understanding these low lying excitations. Chubukov discussed order-by-disorder phenomena in double-exchange magnets, and presented his results in context of the CMR manganite materials. Moessner discussed the Ising magnets in a transverse field on triangular and kagomé lattices, and argued that the triangular-lattice model is ordered whereas the kagomé lattice model is not. These systems deserve further theoretical attention.

## V Spin Gaps

The problem of spin gaps has attracted considerable attention recently due to the synthesis of a large number of new materials which exhibit behavior characteristic of such gaps, notably thermally activated magnetic susceptibilities. As was pointed out by Khomskii, there are many routes to spin-gap behavior, in systems with spin-rotational symmetry. As proposed first by Haldane , it is now established that spin gaps are generic to quasi-1D Heisenberg spin systems with integer spin per unit cell. A spin gap is also natural when the system consists of finite clusters of spins which have singlet ground states, which are then weakly coupled to other clusters. Other examples include spin-Peierls, orbitally degenerate, and strongly frustrated spin systems.

Reich discussed several quasi-one- and two-dimensional experimental materials which are strongly dimerized, whereas Kodama presented experimental results on the quasi-2D spin-gap materials CaV4O9  and SrCu2(BO3)2 . Neutron scattering is the most natural tool for studying the spin dynamics of these systems due to its detailed frequency and wavevector resolution. Reich showed that sum rules and single-mode approximations often provide quite accurate quantitative description of the spin dynamics in strongly gapped systems . The material SrCu2(BO3)2 discussed by Kodama is particularly interesting from a theoretical point of view because the spins have an exactly known quantum mechanical ground state , its exchange constants put it close to a quantum critical point and it exhibits magnetization plateaus as a function of applied magnetic field .

Kotov discussed the nature of elementary excitations and bound states in spin-gap systems . Khomskii and Poilblanc focussed on spin-Peierls systems, especially the inorganic spin-Peierls material CuGeO3 . Both interchain couplings and dynamical phonons are important in understanding the properties of these materials. As was evident from these talks, the existence of soliton-like excitations and their bound states is an exciting topic of current research.

## VI Spin Chains and Spin Ladders

Quantum spin chains have long been a pet subject of theorists, as they are mathematically more tractable than higher dimensional systems and exhibit various exotic many-body phenomena. Yet many important results regarding even the spin 1/2 chain have only recently been obtained. Affleck, Eggert and Takahashi  found that the uniform susceptibility approaches its T=0 values with an infinite slope, as mentioned above. With the help of the Bethe ansatz, the uniform susceptibility of the spin 1/2 chain is now known very accurately at all temperatures. Johnston described ongoing efforts to develop accurate fits to the susceptibilities and specific heats of uniform and alternating spin 1/2 chains and ladders, to make detailed comparisons between theoretical models and experimental results .

Spin ladders allow one to interpolate, by increasing the number of legs, between one and two dimensions . The existence of Cuprate materials which exhibit ladder-like magnetic structure and behavior have further increased interest in these systems. Sierra described variational approaches to studying ladders , whereas Solyom discussed different massive and critical phases in these systems . Cabra explained the appearance of magnetization plateaus  in quasi-1D spin systems as arising from the formation of strongly correlated states at finite magnetizations. Weakly coupled arrays of spin 1/2 chains were discussed by Sandvik . Using a quantum Monte Carlo simulation and a chain mean-field theory, he was able to show that such systems are long range ordered. The question of frustration in such weakly coupled spin chains remains to be explored.

## VII New Magnetic Materials and Phenomena

Advances in magnetism have long been driven by new materials, from the ancient discovery of native lodestone to more recently studied systems exhibiting novel phenomena such as spin-Peierls behavior. The discovery of interesting new materials continues at a high rate, certainly within the fertile class of oxides which have supplied more than their share of novelties, but also in a variety of other materials.

### A Oxides of Transition Metals

A new system discussed by Keimer is the pseudo-quintenary system (LayY1-y)1-xCaxTiO3. With varying $`y`$, which is thought to tune the bandwidth (or on-site Coulomb repulsion to bandwidth ratio U/W) there is an antiferromagnetic to ferromagnetic transition. With varying doping level $`x`$ there is an insulator-to-metal transition which also depends on $`y`$, as in the similar manganite system discussed in Sec. IX. This formally Ti3+, $`d^1`$ configuration appears to be a prime one for orbital ordering, yet structural studies indicate that in the La(Y)-rich regime the O6 octahedron is undistorted, and there is no change at the magnetic ordering temperature. YTiO3, on the other hand, is Jahn-Teller distorted and orbitally ordered, as reproduced in the calculations of Sawada and Terakura. The ions at the ends of the transition metal row of the periodic table often show extreme behavior (recall, e.g. that only doped Cu2+ systems have to date been reliably shown to become high temperature superconductors), so the observed special features of this system may reflect new physical phenomenon.

### B Molecular Magnet Crystals

Landee presented an overview of molecular-based magnets, which are either free of oxygen or for which oxygen has no active role. While organic ferromagnets exist, these molecular magnets typically consist of inorganic magnetic molecules which may be sheathed in organic material. An important feature of these materials is their unusually small exchange coupling, weak enough for reasonable applied magnetic fields to have dominating effects. The Mn12O12 system (“Mn12” (crystalline Mn12O12(CH3COO)16(H2O)4) has become a miniclassic, displaying jumps in magnetism in an applied field and unusual relaxation behavior that have become an active area of theoretical study. The CuPzN (copper pyrazine nitrate) system forms a clean, 1D Heisenberg S=1/2 system; however, the ordering temperature TN=70 mK makes it difficult to study at “low temperature” (T$`<<`$TN).

The observation of quantization of the magnetization as a function of magnetic field, believed to result from tunneling between different quantum states, in systems in which the individual moments are quite large and therefore expected to behave classically, forms the basis of a field now called quantum tunneling in molecular magnets. As described by Friedman, spin has no explicit kinetic degree of freedom, and the connection between the classical and quantum description must be addressed. Fortunately, very simple and clean samples can be produced that are comprised of identical nanoscale molecular magnets such as Mn12 or “Fe8” (a similarly complex material with periodically placed magnetic molecules).

Resonant tunneling of the magnetization in molecular magnets results from tuning of energy levels of different Sz states. This phenomenon involves macroscopic relaxation by accumulation of microscopic processes. In many contexts the large local moments (typically S$``$10) would put one well within the classical regime, but the rôle of quantum effects is believed to be important and is under active study. Understanding of the thermodynamics and dynamics of these molecular magnets depends on the identification of the symmetry breaking (or lowering) terms in the spin Hamiltonian that governs their behavior.

### C Heavy Fermion Metals

The “heavy fermion” phenomenon has been known for two decades. Metals such as UPt3, UBe13, and CeRu2Si2, show very unusual temperature dependences of resistivity, susceptibility, and heat capacity but finally settle into a vastly enhanced Fermi liquid regime where the carriers have masses of up to 1000 times the free electron mass. It was tempting to interpret the behavior as simply that — an enhanced Fermi liquid, and nothing else. But why does a one particle s-f hybridization model seem to work so well? Why don’t the strong correlations induce Mott localization? Aeppli presented data which indicates that, at least in some cases, much more is going on. In some of these systems, such as CeCu6-xAux, the system can be tuned to drive the characteristic “degeneracy” temperature to zero. This brings in quantum critical behavior, so that the susceptibility becomes simple to model, scaling so as to collapse onto a single universal curve, but one described by a non-analytic function whose origin is still a mystery. Moreover, anomalies are seen at all wave vectors, not just that of the antiferromagnetic order parameter. Kondo singlet unbinding appears to be occuring simultaneously with antiferromagnetism at the quantum critical point.

## VIII Half Metallic Magnets

The phenomenon of half metallic ferromagnetism was a theoretical discovery by band theorists in the early ’80s. In such a system, in which up spin and down spin spectral densities are inequivalent, one spin direction has gapless charge excitations while the other spin direction has a gap in its charge excitation spectrum. Hence one channel is non-conducting while the other is metallic, which has been dubbed “half metallic.” Many such ferromagnets (and ferrimagnets) have been predicted, particularly in the Heusler and half-Heusler compounds, but also in perovskites and spinels (Fe3O4). One of the simplest, structurally and electronically, is CrO2. In spite of quite a bit of work, however, it has been difficult to obtain conclusive evidence of half-metallicity in these candidates. The problem is traceable to the difficulty in establishing 100% spin polarization of the charge carriers, either in the bulk of the material, or after ejecting the carriers through a surface or interface, due to extraneous spin scattering.

This situation is beginning to change. Park described spin-resolved photoemission spectra (SRPES) on the CMR system La0.65Sr0.35MnO3, predicted to be half metallic or very nearly so. With carefully prepared (but not atomically flat) surfaces of a thin film, his group was able to demonstrate that the film ordered magnetically (as seen in the SRPES spectra) at the bulk Curie temperature, and that well below the Curie temperature only electrons of a single spin direction were emitted at or near the Fermi level. Not only is this the first very strong evidence for a half metallic system, but it also buttresses the widespread feeling that the phenomenon of colossal magnetoresistance in the manganites is closely related to its half metallic character. It might be expected that bulk phenomena, such as NMR relaxation times or the low temperature resistivity (due to two-magnon processes), should provide telltale signs of half metallic character. Furukawa indicated why this is not the case, as he argued that $`\rho `$ T9/2 that has been quoted from Ogata’s work in the ’60s becomes $`\rho `$ T3 for a more realistic model. This result can be taken as evidence for half metallicity in CrO2.

## IX Spin/Orbital/Lattice Coupling

The observation of “colossal magnetoresistance” (CMR) in the manganites, where there is a insulator-to-metal transition at the magnetic ordering (Curie) temperature, has been found to involve several processes, which may be competing or symbiotic. A fundamental link between transport and magnetic order is provided by Zener’s “double exchange” mechanism, whereby an electron can hop between neighboring magnetic (Mn) ions only if their spins are parallel. The gain in kinetic energy due to the hopping becomes a driving force for ferromagnetic ordering. Experimentally, it has become abundantly clear that the manganites are much more complicated than this; for example, magnetic ordering (and CMR) can be driven by ionic size variations at constant doping level, and structural transformation can be driven even by magnetic field alone. These effects are two manifestations of strong magnetostructural coupling.

Since the carriers in the doped manganites (e.g. La1-xCaxMnO3) occupy the doubly degenerate $`e_g`$ orbitals of Mn, the question of Jahn-Teller distortion arises, and the Kugel-Khomskii mechanism of “orbital ordering” comes into play. The Mn-O bondlength distortions of LaMnO3 and the resulting magnetic structure (anti-alignment of ferromagnetically aligned layers) can be understood in terms of this mechanism. Maekawa presented a theory of coupled spin and orbital degrees of freedom within a double exchange model, with results that connect orbital ordering tendencies to large response (such as CMR). He illustrated the competing tendencies with phase diagrams where orbital ordering occurs at $`x`$=1/8, ferromagnetism peaking at $`x`$=1/2, and antiferromagnetism returning at larger $`x`$, results that show similarities to observed behavior.

Cheong focused on the observed phenomena at $`x`$=3/8, which is where the Curie temperature peaks in the CMR systems. Recent work indicates that the system at this concentration phase separates, one phase being metallic and ferromagnetic and the other non-conducting and microscopically charge ordered (stripes separated by a few lattice constants). Due to the strength of the long-range Coulomb interaction charge neutrality can’t be broken on the larger scale of the size of the domains (0.1 to 1 $`\mu `$m), so both phases must exhibit the global value 3/8 of hole concentration. The insulator-to-metal transition appears to be a percolative phase change. Conductivity is through the ferromagnetic metal domains, whose size can be varied by chemical pressure with the substitution of Pr for La, but with constant carrier concentration $`x=3/8`$.

The $`x`$=1/3 regime, where the CMR effect is strongest, was discussed by D. Singh. At low temperature this is a very good ferromagnetic metal, calculated to be nearly half-metallic. Its structure, both observed and computed, has no Jahn-Teller distortion, consistent with the fact that orbital order is destroyed by easy carrier hopping. As the temperature is raised near and beyond the Curie temperature, where hopping becomes increasingly more difficult due to spin disorder, the observed crystal structure shows no noticeable change. The strong electron-lattice coupling that is so evident at lower doping levels seems to be strongly suppressed in the CMR region of the phase diagram.

## X Spin Control

### A Spin Electronics

Manipulation of the spin degree of freedom of conduction electrons leads to a new form of electronics, now dubbed spintronics. This form of current and voltage control uses low resistance (hence low voltage and low power consumption) magnetic metals rather than high resistance (high voltage) semiconductors such as Si. The spin-polarized current also offers entirely new possibilities, such as manipulations of electronic signals by magnetic fields or vice versa, or novel effects in ferromagnet/superconductor/ferromagnet sandwiches or multilayers. Quantum information storage and quantum computation are related phenomena that require further study.

A description of the mechanisms and structures of some novel magnetoelectronic devices was provided by M. Johnson. He described two devices: (1) the magnetoquenched superconducting valve, in which a superconducting electronic element is bathed in a fringing magnetic field whose direction is readily controlled by an external field, and (2) the “hybrid Hall device” (hybrid ferromagnet-semiconductor nonvolatile gate), which appears promising as a high density, low power nonvolatile memory device. Johnson also discussed the detection of the degree of spin polarization by detecting the chemical potentials of the ferromagnet at an interface with a semiconductor.

### B Spin Coherence in Semiconductors

The issue of spin polarized carriers in semiconductors has become active due to interest in their possible use in electronics, computing, and information storage. Awschalom described how laser pulses can be used to excite, and then probe, polarized carriers in GaAs. The precession of the spins in an applied field can be used to monitor the spin coherence, which can be unexpectedly long in time and far in space. Lateral transport of spins of up to 100 nm without loss of polarization has been observed. Dramatic effects of magnetic field on spin relaxation have also been seen. In zero field, up and down spins relax equally; upon application of a field, the lifting of the Zeeman degeneracy gives rise to a varying polarization that reflects quantum beating between the Zeeman-split spin levels. A detailed theory of these effects remain to be developed.

## XI Closing Remarks

In 1982 Hurd commented that “magnetism in solids used to be a tidy subject” (emphasis added). It seems now that it can be said that, compared to now, magnetism in 1982 was a relatively tidy subject. Problems that were in some sense solved (heavy fermions) have not stayed solved, while new questions continually arise. Some longstanding problems may have been put to rest – the susceptibility of the spin-half 1D Heisenberg model, for example. Meanwhile, for each question that is settled, a number of new ones seem to appear. Copies of the speakers transparencies, audio recording of the presentations and a list of review articles and books on the subject can be found at the ITP web address http://www.itp.ucsb.edu (follow links on magnetism). This work is supported in part by the National Science Foundation Grant PHY94-07194.


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# Spin glass like transition in a highly concentrated Fe-C nanoparticle system

## I Article

Dense nano-particle systems have been shown to exhibit collective behavior, as evidenced by aging, and non-equilibrium effects similar to spin glasses. Whether that collective behavior is associated with a “true” spin glass phase transition is still controversial. In this paper, we show a dynamic scaling analysis to a spin glass transition for a highly concentrated Fe-C nano-particle sample with a narrow particle size distribution. We also discuss why the scaling analysis may not indicate a phase transition for samples with less interactions or wider size distributions.

The sample consisted of ferromagnetic nanoparticles of amorphous $`\mathrm{Fe}_{1\mathrm{x}}\mathrm{C}_\mathrm{x}`$ (x$``$0.22), with an average particle size of $`5.4\pm 0.4`$ nm, prepared by the method described by Van Wonterghem et al. in Ref. . The sample was studied in the frozen state and contained 17 vol% of particles. The ac-susceptibility measurements were performed in a non-commercial SQUID magnetometer for frequencies in the range $`\omega /2\pi =`$ 17 mHz - 170 Hz. Fig. 1 shows $`\chi ^{}(T)`$ and $`\chi ^{\prime \prime }(T)`$ at different frequencies.

A sample that exhibit a spin glass transition will show critical slowing down, and hence the characteristic relaxation time $`\tau `$ diverges at the transition temperature according to

$$\tau =\tau _{}(T/T_g1)^{z\nu },T>T_g$$
(1)
where $`T_g`$ is the transition temperature, $`\tau _{}`$ is related to the relaxation time of the individual particle magnetic moments, and $`z\nu `$ is a critical exponent. We extracted the freezing temperature $`T_f`$, associated with a relaxation time ($`\tau =1/\omega `$), from the out-of-phase component of the ac-susceptibility as $`\chi ^{\prime \prime }(T_f)=\frac{1}{7}\chi _{max}^{\prime \prime }`$ with $`T_f>T_g`$. We also tried other criteria to make sure that the choice of criterion is not significantly influencing the results of the critical slowing down analysis. The critical slowing down analysis gives $`z\nu =10.5\pm 2`$, $`\tau _{}=2.2\times 10^8`$ s, and $`T_g=49.5`$ K (see Fig. 2).

We also performed a full scaling of $`\chi ^{\prime \prime }`$ according to,

$$\chi ^{\prime \prime }/\chi _{eq}=(T/T_g1)^\beta H(\omega \tau ),T>T_g$$
(2)
and found data collapse to a single function $`H(\omega \tau )`$, for different frequencies, using $`\beta =1.1\pm 0.2`$ (see Fig. 3). The value of $`z\nu `$ compares quite well with values found for spin glasses with long range interactions (RKKY), while the value of $`\beta `$ is slightly larger than typical spin glass values, but is consistent with the value of $`\beta =1.2\pm 0.1`$ found by Jonsson et al.  for an interacting nanoparticle sample by a static scaling analysis.

The dynamic scaling analysis will only reveal a phase transition if the single particle contribution to $`\chi ^{\prime \prime }`$ is vanishingly small for $`T>T_g`$, i.e. all slow dynamics is due to collective behavior. Two criteria have to be fulfilled for this to be possible; i) the interparticle interactions need to be strong and ii) the particle size distribution needs to be narrow. If we compare the sample used for the scaling analysis with the same sample but much more dilute (0.05 vol.%) we can see that the out-of-phase component is almost zero for $`T>T_g`$ (see inset of Fig. 1). We conclude that the concentrated sample is appropriate to use for scaling analysis.

Financial support from NFR is acknowledged.


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# High frequency resonant experiments in Fe8 molecular clusters.

submitted to
PHYSICAL REVIEW B VOLUME XX, NUMBER XX MONTH XX

## Abstract

Precise resonant experiments on Fe8 magnetic clusters have been conducted down to 1.2 K at various tranverse magnetic fields, using a cylindrical resonator cavity with 40 different frequencies between 37 GHz and 110 GHz. All the observed resonances for both single crystal and oriented powder, have been fitted by the eigenstates of the hamiltonian $`=DS_z^2+ES_x^2g\mu _B𝐇𝐒`$. We have identified the resonances corresponding to the coherent quantum oscillations for different orientations of spin S = 10.

Received 4 November 1999

PACS number(s): 75.45+j

At low temperature magnetic molecules with spin S = 10, Mn12 and Fe8, are equivalent to a single domain particle with a constant magnetic moment, $`m=20\mu _B`$. The orientation of this magnetic moment freezes, however, along one of two easy directions when temperature becomes small compared to the energy barrier height due to magnetic anisotropy. The discovery of resonant spin tunneling was first achieved by performing both hysteresis measurements and relaxation experiments on Mn12-acetate below that blocking temperature . More recently new experimental proofs of this effect have been obtained by using different experimental techniques . Comprehensive theories for the tunneling rate in the presence of phonons were developed which explain quantitatively the experimental results . Very recently two new experiments have brought more excitement to this field. Wernsdorfer et al.  have detected the suppression of the spin tunneling rate in Fe8 due to the non-Kramers topological quenching of tunneling noticed by Garg . Del Barco et al.  have detected the coherent quantum oscillations of the spin 10 in Fe8 by performing resonance experiments at 680 MHz. In this paper we report the results of high frequency experiments on Fe8, between 37 GHz and 110 GHz, in the Kelvin regime.This experiment follows the pioneering idea of Awschalom et al.  on the search of quantum coherence of the spin in nanomagnets by performing resonant experiments.

The material studied is composed by Fe8 single crystals synthesized according to ref. . The magnetic susceptibility data support the non existence of paramagnetic impurities and the measured crystal cell parameters are in full agreement with those previously published . The experiments were carried out on a single crystal of 2 mm length and on a oriented powder sample composed of small crystallites of 1 $`\mu `$m average size. The orientation of the the powder was done by solidifying an epoxy with the Fe8 microcrystallites buried inside and applying during 12 h, the solidifying time of the epoxy, a magnetic field of 5.5 T. The nominal composition, \[(C6H15N3)6Fe8($`\mu _3`$-O)2($`\mu _2`$-OH)12(Br7(H2 O))Br8H2O\], was checked by chemical and infrared analysis. The single crystal was placed on the cavity of the resonator with its hard plane ($`xy`$ plane) mostly parallel to the applied field. It was nevertheless a small misalignment angle, $`\theta `$, between the direction of the applied magnetic field and the hard plane. In fact this angle is the only fitting parameter we used in our fitting procedure.

The occurrence of resonant spin tunneling in Fe8 was first detected by Sangregorio et al. . The spin hamiltonian has been deduced from EPR experiments . The ac susceptibility data published by Zhang et al.  on an oriented powder sample of Fe8 are in agreement with those above mentioned. Our materials were characterized by performing dc and ac magnetic measurements on both single crystal and oriented powder. Both samples show periodic steps in the magnetic data, separated by a period of 0.24 T. We have also performed magnetic susceptibility measurements at different fields down to 100 mK. The zero field cooled (ZFC) and field cooled (FC) curves merge at 0.8K. A Curie-Weiss behaviour is observed between this temperature and few K which corresponds to the only population of the level S = 10. The Curie temperature deduced from this low temperature susceptibility data is 0.5 K which is the measure of the interaction between the molecules. At higher temperature strong deviations from the Curie-Weiss is observed due to the population of levels with S $`<`$ 10 as it was first experimentally demonstrated by Delfs et al. .

To the first approximation, the Hamiltonian of Fe8 is :

$$=DS_z^2+ES_x^2g\mu _B𝐇𝐒+C(S_+^4+S_{}^4)$$
(1)
where $`z`$ and $`x`$ denote the easy and hard axes respectively. The values of $`D=`$ 0.229 K, $`E=`$ 0.093 and $`C=`$ 2.9 10-5 K are known from EPR, neutron spectroscopy and magnetic relaxation experiments . H is the applied magnetic field. The component of the applied magnetic field parallel to the easy axis direction, called longitudinal component, $`H_{}`$ = $`H`$ $`\mathrm{sin}\theta `$, changes the barrier height between the two classical spin orientations, while the component of the field on the hard plane, transverse component, $`H_{}`$ = $`H`$ $`\mathrm{cos}\theta `$, affects the overlapping of the respective wave functions, which determines the quantum splitting of the degenerate spin states. The quantum splitting, $`\mathrm{\Delta }`$, and consequently the rate of resonant tunneling between the spin levels depend on both the magnitude of the transverse component $`H_{}`$ and its angle $`\phi `$ with the hard axis. The dependence of the quantum splitting of the ground state, $`S_z=`$ 10, on the applied magnetic field, $`\mathrm{\Delta }(H_{})`$ is shown in figure 1. The angular dependence of $`\mathrm{\Delta }`$ ($`\phi `$) at a fixed value of the transverse component of the field, $`H_{}=`$ 3 T, obtained by numerical diagonalisation of the Hamiltonian (1) is plotted in the inset of Figure 1. Because of the shape of the function $`\mathrm{\Delta }`$ ($`\phi `$), for a sample with hard axis oriented at random, that is with not preference for any angle $`\phi `$, there are two values of $`\mathrm{\Delta }`$ for which the density of states has a peak. These are the values of the splitting corresponding to $`\phi =`$ 0 and $`\phi =\frac{\pi }{2}`$.

The evolution of the spin levels in the two wells as a function of the intensity of the transverse component of the field, as deduced from the diagonalisation of the spin hamiltonian, is shown in Figure 2. The resultant spin levels on the left side of line 1 correspond to the quantum splittings of the different $`S_z`$ levels due to tunneling. In the case of the lowest $`S_z=`$ 10 level, the tunneling gives rise to the true ground state and the first excited state which are separated by the energy $`\mathrm{\Delta }_{10}`$. The probability of the spin of each Fe8 molecule to have a certain orientation $`𝐒`$, at a moment of time $`t`$ is given by $`P(t)=\mathrm{cos}(\mathrm{\Gamma }t)`$. Consequently our system of Fe8 molecules placed in an $`ac`$ field of frequency $`\omega `$ will show a resonance in the power spectrum if $`\omega =\mathrm{\Delta }_{10}`$/$`\mathrm{}=\mathrm{\Gamma }`$. To observe this resonance and those associated with different $`S_z`$ levels, the dissipation should be small compared to the quantum splitting. Dissipating destroys the coherence of spin quantum oscillations after a certain decoherence time. This is the reason why it is necessary to carry out experiments at high fields (large splittings) and, consequently, high frequencies. The transverse component of the magnetic field must be, nevertheless, smaller than the anisotropy field, $`H_a`$, to have degenerate spin levels. These are the levels on the left on line 1 in Figure 2. For $`H_{}`$ values greater than the anisotropy field the labeling of the spin levels is more complicate as they result from strongly mixing of the $`S_z`$ states. That is, in this high-field regime, on the right of line 2, the appropriate eigenstates are $`S_x`$ and $`S_y`$ depending on the direction of the applied magnetic field. Between these two lines, there is an intermediate region in which for a given $`H_{}`$ value there are both types of levels.

In the absence of dissipation, the contribution of each Fe8 crystallite to the imaginary part of the susceptibility is proportional to $`\delta (\omega \frac{\mathrm{\Delta }[\phi ,H_{}]}{\mathrm{}})`$. However, the total imaginary part of the susceptibility is,

$$\chi ^{\prime \prime }_0^\pi g(\phi )\delta (\omega \frac{\mathrm{\Delta }[\phi ,H_{}]}{\mathrm{}})𝑑\phi ,$$
(2)
where $`g(\phi )`$ is the distribution of crystallites on $`\phi `$. For a single crystal, having all its molecules with $`x`$ axis exactly at the same angle, the amplitude $`A`$ of the absorption of electromagnetic radiation must have only one peak corresponding to $`\mathrm{\Delta }[\phi ,H_{}]=\omega `$. For an oriented powder where there is a random orientation of the $`x`$ axis of each crystallite, Eq. 2 can be rewritten as

$$\chi ^{\prime \prime }_0^{\mathrm{}}\delta (\omega \frac{\mathrm{\Delta }[\phi ,H_{}]}{\mathrm{}})\left(\frac{d\mathrm{\Delta }}{d\phi }\right)^1𝑑\mathrm{\Delta }=\left(\frac{d\mathrm{\Delta }}{d\phi }\right)^1|_{\mathrm{\Delta }=\mathrm{}\omega }.$$
(3)
Therefore, there are two field values, solutions of the equations $`\mathrm{\Delta }[0,H_1]=\omega `$ and $`\mathrm{\Delta }[\frac{\pi }{2},H_2]=\omega `$, at which the amplitude of the absorption is maximal.

The high frequency resonance experiments have been carried out using the AB millimeter wave vector network analyzer (MVNA). The base frequency obtained from this source (range 8 - 18 GHz) is multiplied by Q, V and W Schottkey’s diodes to obtain frequency range used in our experiment (37 - 109 GHz). The sample, a single Fe8 crystal or the oriented powder, is placed on the bottom of the cylindrical resonant cavity, halfway between its axis and perimeter. The applied dc magnetic field is parallel to the cavity axis and approximately perpendicular to the easy (c) axis of the crystal. The experiment frequencies are TE0np ($`n`$, $`p=`$ 1, 2, 3, …) which are the resonant frequencies for the cavity used. Resonance Q-factor varies from 20000 at TE011 mode (41.6 GHz) to few thousand at higher frequencies. Due to high resonance sensitivity, we may detect all absorption peaks suggested theoretically by the diagonalization of the Hamiltonian of Equation 1.

The data for the Fe8 single crystal were obtained at $`T=`$ 4.2 K while $`T`$ was varied between 1.2 K to 10 K for the oriented powder sample. Figure 3 shows the absorption curves for the two samples; figure 3A shows the spectra for the powder sample at two different temperatures and $`f=`$ 41 GHz. The most pronounced peaks shift to lower fields as the temperature is increased. Figures 3B and 3C show the resonance spectrum for the single crystal at two different frequencies; The resonant fields shift to higher fields when increasing the frequency. The resonance spectrum for the single crystal at $`T=`$ 4.2 K and $`f=`$ 41 GHz, has only peaks for field values lower than 3.2 T, while the spectrum for the oriented powder at the same temperature and frequency shows peaks until 5.2 T.

In Figure 4 we collect the values for the resonant peaks for the single crystal when using 40 different frequencies (solid circles). We also show in this figure (open squares) the values of the resonances for five different frequencies and $`T=`$ 1.2 K for the oriented powder. In this case we have selected the two most pronounced peaks for each frequency.

The position of the maximum of the resonant peaks (all of them have been collected in Figure 4) has been fitted by using the level structure (figure 2) resulted from the diagonalisation of the Hamiltonian (1). In this fitting procedure we have taken into account a small deviation, angle $`\theta `$, of the applied magnetic field from the hard plane of the crystal. The angle $`\theta `$ of misalignment was the only fitting parameter used in our calculations. The resonant peaks for the oriented powder have been fitted without considering such misalignment because in this case there are always molecules, a fraction of $`10^6`$ of the total number of molecules in the sample, with their easy axis perpendicular to the applied magnetic field. For both samples, we have considered the occurrence of all possible transitions between spin levels $`i`$ and $`j`$ such that $`ji=`$ 1 and $`ji=`$ 2. Each $`S_z`$ level splits in two levels which, for example, at low fields are the symmetric and antisymmetric combinations of $`S_z`$. The levels appearing from $`S_z`$ = 10 are labeled 1 and 2, those from $`S_z`$ = 9 are labeled 3 and 4 and so on. The results of our fitting procedure are shown in Figure 4, solid lines correspond to the single crystal and the dashed lines correspond to the powder.

Let us discuss first the data for the powder sample. In Figure 4 we show the fitting (dashed lines) for the resonant peaks at four different frequencies (experimental values are open squares). First, we observe the existence of two resonant field values for each frequency which correspond to the energy absorption for the cases when the magnetic field is parallel and perpendicular to the hard axis, see Figure 1. The two peaks at 40 GHz observed at $`H_1=`$ 3.2 T and $`H_2=`$ 4.9 T correspond to the quantum splitting of $`S_z=\pm `$10 states for the two field orientations above mentioned. Although we do not know the decoherence characteristic time, the large values of the used frequency are likely to be in the coherence range. Then the two resonant peaks correspond to the quantum coherent oscillations of the spin between the levels $`S_z=`$ +10 and $`S_z=`$ -10 in all molecules. At higher frequencies, the resonant fields are larger than the barrier height and the $`ij`$ transitions are the transitions between mixed levels, that is, the levels on the right of line 2 in Figure 2.

We have also been able to fit all the resonances observed in the single crystal for 40 different frequencies. In this case, we also have the angle $`\theta `$ of misalignment, which is also the only fitting parameter. The angle $`\phi `$ takes only one value, $`\phi `$ = $`\frac{\pi }{2}`$, which is the angle between the applied magnetic field and the $`x`$ axis of all molecules ($`x`$ axis of the single crystal). The data are shown in Figure 4 in which the black points are the experimental data and the solid lines are the result of our fitting procedure after the diagonalisation of the spin Hamiltonian for the field values and frequencies used. As it is shown in that figure, all the transitions correspond to either $`ij`$ transitions with $`j`$ \- $`i`$ = 1 or $`j`$ \- $`i`$ = 2. It is important to notice that the transitions ij = 12, 34, 56, 78, etc., observed for field values lower than the barrier height of each level, correspond to the quantum splitting of different $`S_z`$ levels. We are also observing high frequency transitions at low fields which correspond to transitions between different, non-consecutive ($`j`$ \- $`i`$ = 2), $`S_z`$ levels. Though the field dependence of such transitions is complicate, our fitting procedure was able to reproduce all the observed transitions.

In a previous paper  we discussed the results obtained at much lower frequency, 680 MHz. In Figure 5 we show, in a logarithmic plot, the resonant field values assigned to the quantum splitting, $`\mathrm{\Delta }_{10}`$, of the $`S_z=\pm `$10 states for the two set of experiments. In the same Figure 5 we also show the result for the fitting of these data by the theoretical dependence of $`\mathrm{\Delta }_{10}`$ on the transverse field. The agreement between theory and experiment is remarkable, and confirms our interpretation. Moreover, the resonant field values for the peaks observed at 680 MHz are such that it is possible to characterize the two levels between which the resonance is observed, as the symmetric and antisymmetric combinations of classical spin states.

To conclude, we have observed resonant peaks in $`Fe_8`$ molecules as a function of the magnetic field perpendicular to the easy axes. Our experiments cover the range of frequencies between 37 GHz and 110 GHz which allowed us to detect coherent spin quantum oscillations for different orientations of spin $`S`$ = 10.

E. del B. acknowledges support from the University of Barcelona. J. T., and J. M. H. acknowledge support from the CICYT project No. IN96-0027 and the CIRIT project No. 1996-PIRB-00050. This work was supported in part by NHMFL/IHRP 500/5031, and one of us (EdB) acknowledges some support from the NHMFL Visitors Program during his stay. The NHMFL is supported by a contractual agreement between the State of Florida and the National Science Foundation under contract NSF-DMR-95-27035.


text:
# Why is the DNA Denaturation Transition First Order?

\[

## Abstract

We study a model for the denaturation transition of DNA in which the molecules are considered as composed of a sequence of alternating bound segments and denaturated loops. We take into account the excluded-volume interactions between denaturated loops and the rest of the chain by exploiting recent results on scaling properties of polymer networks of arbitrary topology. The phase transition is found to be first order in $`d=2`$ dimensions and above, in agreement with experiments and at variance with previous theoretical results, in which only excluded-volume interactions within denaturated loops were taken into account. Our results agree with recent numerical simulations.

\]

Thermal denaturation or melting of double-stranded DNA is the process by which the two strands unbind upon heating. The nature of this transition has been investigated for almost four decades . Experimentally, a sample containing molecules of a specific length and sequence is prepared. Then the fraction of bound base-pairs as a function of temperature, referred to as the melting curve, is measured through light absorption, typically at about 260 nm. For heterogeneous DNA, where the sequence contains both AT and GC pairs, the melting curve exhibits a multistep behavior consisting of plateaus with different sizes separated by sharp jumps. These jumps have been attributed to the unbinding of domains characterized by different frequencies of AT and GC pairs. The sharpness of the jumps suggests that the transition from bound to unbound is first order.

The early theoretical models , which we refer to as Poland-Scheraga (PS) type models, consider the DNA molecule as composed of an alternating sequence of bound and denaturated states (see, e.g., Fig. 1). Typically a bound state is energetically favored over an unbound one, while a denaturated segment (loop) is entropically favored over a bound one. Within the PS type models the segments which compose the chain are assumed to be non-interacting with one another. This assumption considerably simplifies the theoretical treatment and enables one to calculate the resulting free energy. In the past the entropy of the denaturated loops has been evaluated by modelling them either as ideal random walks  or as self-avoiding walks . It has been found that within this approach the denaturation transition of DNA is continuous both in two and three dimensions and it becomes first order only above four dimensions. It was suggested  that taking into account the interaction between loops would sharpen the transition.

A version of the PS model which includes the excluded-volume interactions between the various segments of the chain has been recently introduced . This extension makes the model analytically intractable, but numerical studies in three dimensions indicate that these interactions indeed drive the transition first order.

In this Letter we consider analytically the effects of excluded-volume interaction between the various segments of the chain. Although we treat this interaction only in an approximate way, we are able to give some insight into the unbinding mechanism and on the nature of the transition. Our approach makes use of recent important results on the entropy of self-avoiding polymer networks . We find that this interaction drives the transition first order in $`d=2`$, 3 and $`4\epsilon `$ dimensions. To proceed we introduce and discuss the PS model. A scaling argument which takes into account the interaction between the segments of the DNA chain is then presented and used to study the transition. Finally, we comment on disorder and compare our results to those obtained from more recent models of DNA denaturation .

The PS model considers two strands, made of monomers, each representing one persistence length of a single strand (ordinarily $`40`$ Å ). For simplicity we take boundary conditions where the monomers at the ends of the molecule are always bound. All other monomers on the chain can be either bound or unbound to a specific matching monomer on the second chain. The binding energy $`E_0<0`$ is taken to be the same for all matching monomers. A typical DNA configuration is shown in Fig. 1. It is made of sequences of bound monomers separated by denaturated loops. The statistical weight of a bound sequence of length $`k`$ is $`\omega ^k=\mathrm{exp}(kE_0/T)`$, where $`T`$ is the temperature . On the other hand the statistical weight of a denaturated sequence of length $`k`$ is given by the change in entropy due to the added configurations arising from a loop of length $`2k`$. For large $`k`$ this has the general form $`As^k/k^c`$, where $`s`$ is a non-universal constant and the exponent $`c`$ is determined by the properties of the loop configurations. For simplicity, we set $`A=1`$. The model is most easily studied within the grand canonical ensemble where the total chain length $`L`$ is allowed to fluctuate. The grand canonical partition function, $`𝒵`$, is given by

$$𝒵=\underset{M=0}{\overset{\mathrm{}}{}}G(M)z^M=\frac{V_0(z)U_L(z)}{1U(z)V(z)},$$
(1)
where $`G(M)`$ is the canonical partition function of a chain of length $`M`$, $`z`$ is the fugacity and

$$U(z)=\underset{k=1}{\overset{\mathrm{}}{}}\frac{s^k}{k^c}z^k,V(z)=\underset{k=1}{\overset{\mathrm{}}{}}\omega ^kz^k,$$
(2)
$`V_0(z)=1+V(z)`$ and $`U_L(z)=1+U(z)`$. Equation (1) can be verified by expanding the partition function as a series in $`U(z)V(z)`$. The factors $`V_0(z)`$ and $`U_L(z)`$ properly account for the boundaries. The average chain length, $`L`$, is set by choosing a fugacity such that $`L=\mathrm{ln}𝒵/\mathrm{ln}z`$. We wish to evaluate the order parameter $`\theta `$, i.e., the fraction of bounded pairs, as a function of temperature, in the limit $`L\mathrm{}`$. The average number of bounded pairs in a chain is given by $`m=\mathrm{ln}𝒵/\mathrm{ln}\omega `$, so that

$$\theta =\underset{L\mathrm{}}{lim}\frac{m}{L}=\frac{\mathrm{ln}z^{}}{\mathrm{ln}\omega }.$$
(3)
Here $`z^{}`$ is the value of the fugacity in the limit $`L\mathrm{}`$. This is the lowest value of the fugacity for which the partition function (1) diverges, i.e., for which $`U(z^{})V(z^{})=1`$. Using $`V(z)=\omega z/(1\omega z)`$ one has

$$U(z^{})=1/(\omega z^{})1.$$
(4)
It is clear that the nature of the denaturation transition is determined by the dependence of $`z^{}`$ on $`\omega `$. The function $`U(z)`$ is independent of $`\omega `$. It is finite for $`z<1/s`$ and diverges when $`z>1/s`$. On the other hand the function $`1/V(z)`$ increases continuously as $`\omega `$ decreases (corresponding to an increase in $`T`$). Thus, as the temperature increases from $`T=0`$, the fraction of attached monomers decreases and $`z^{}`$ increases. However if $`z^{}`$ reaches the value $`z_\mathrm{c}=1/s`$ (so that $`1/V(1/s)U(1/s)`$) any further increase of the temperature leaves $`z^{}`$ unchanged so that $`\theta =0`$. Therefore the transition takes place at $`z^{}=z_\mathrm{c}=1/s`$. Its nature is determined by the behaviour of $`U(z)`$ in the vicinity of $`z_\mathrm{c}`$. This is controlled in turn by the value of the exponent $`c`$. There are three regimes:

1. For $`c1`$, $`U(z_c)`$ diverges, so that $`z^{}`$ is an analytic function of $`\omega `$ and no phase transition takes place.
2. For $`1<c2`$, $`U(z_c)`$ converges but its derivative $`U^{}(z)`$ diverges at $`z^{}=z_c`$. Thus $`\theta z^{}/\omega `$ vanishes continuously ($`\theta |TT_\mathrm{c}|^{(2c)/(c1)}`$) at the transition and the transition is continuous.
3. For $`c>2`$, both $`U(z)`$ and its derivative converge at $`z^{}=z_c`$ and the transition is first order. Here, in contrast to the continuous case, the average size of a denaturated loop is finite at the transition.

The value of the exponent $`c`$ can be obtained by enumerating random walks which return to the origin, so that $`c=d\nu `$. For ideal random walks this yields $`c=d/2`$: thus there is no transition at $`d2`$, a continuous transition for $`2<d4`$ and a first order transition only for $`d>4`$ . On the other hand, for self-avoiding random walks the excluded volume interaction modifies the exponent to $`c=3/2`$ for $`d=2`$ and $`c1.764`$ for $`d=3`$. The transition is thus sharper, but still continuous, in three dimensions .

In the above treatment the entropy of a loop of length $`2l`$ was taken to be of the form $`s^l/l^c`$. In determining the exponent $`c`$ the interaction of the loop with the rest of the chain has been ignored. In the following we argue that, when the interaction of the loop with the rest of the chain is taken into account, the above form for the loop entropy is still valid, but the exponent $`c`$ is modified. The excluded volume interaction of the loop with the rest of the chain is expected to lower the entropy of the loop yielding a larger value of the exponent $`c`$.

We evaluate the exponent $`c`$ in this situation by considering the number of configurations of a loop of length $`2l`$ embedded in a chain of length $`2L`$ (see Fig. 2). In reality the chain itself is composed of an alternating sequence of loops and bound segments of various sizes. However, in the present analysis we ignore the detailed structure of the rest of the chain and consider it as being in a bound state. The fact that the rest of the chain is made of both bound and unbound segments increases the excluded volume interaction and is thus expected to increase further the value of $`c`$. This point will be discussed later.

In order to evaluate the exponent $`c`$ for our configuration, we use the results obtained by Duplantier  for the entropy of general polymer networks: Consider a polymer network composed of segments and vertices with an arbitrary given topology. The results state that for a network composed of segments with an average length $`L_\mathrm{A}`$ the number of configurations is proportional to $`s^{L_\mathrm{A}}L_\mathrm{A}^{\gamma _\mathrm{G}1}`$ where $`\gamma _\mathrm{G}`$ is an exponent which depends only on the topology of the network. It is given by

$$\gamma _\mathrm{G}=1d\nu +\underset{N1}{}n_N\sigma _N,$$
(5)
where $``$ is the number of independent loops, $`n_N`$ is the number of vertices with $`N`$ outgoing legs, and $`\sigma _N`$ is an exponent related to such a vertex. The exponents $`\sigma _N`$ are exactly known in $`d=2`$ and in $`d=4\epsilon `$ to $`O(\epsilon ^2)`$.

Consider now the relevant topology to the problem discussed in this work (Fig. 2). We are interested in enumerating the configurations of the network in the limit $`l/L1`$, when the loop size is much smaller than the rest of the chain. To do this we note that when only two length scales determine the geometry of the network, as in the case depicted in Fig. 2, the number of configurations can be written as

$$\mathrm{\Gamma }=s^{L+l}(L+l)^{\gamma _{\mathrm{loop}}1}g(l/L),$$
(6)
for large $`L`$ and $`l`$. Here $`g(x)`$ is a scaling function and $`\gamma _{\mathrm{loop}}`$ can be evaluated using eq. (5). For the topology considered above of a loop embedded in two segments (Fig. 2) we have: one loop, $`=1`$; two vertices of order one, $`n_1=2`$, corresponding to the two free ends of the chain (denoted by $`V1`$ in the figure); two vertices of order three, $`n_3=2`$ (denoted in the figure by $`V3`$). Using eq. (5) we obtain

$$\gamma _{\mathrm{loop}}=1d\nu +2\sigma _1+2\sigma _3.$$
(7)
We are interested in a loop size much smaller than the length of the chain, $`l/L1`$. Clearly, in the limit $`l/L0`$, the number of configurations should reduce to that of a single self-avoiding open chain, which, to leading order in $`L`$, is given by $`s^LL^{\gamma 1}`$, where $`\gamma =1+2\sigma _1`$. This implies that, in the limit $`x1`$,

$$g(x)x^{\gamma _{\mathrm{loop}}\gamma }.$$
(8)
Thus the $`l`$-dependence of $`\mathrm{\Gamma }`$, which gives the change in the number of configurations available to the loop, is

$$\mathrm{\Gamma }s^ll^{\gamma _{\mathrm{loop}}\gamma }s^LL^{\gamma 1}.$$
(9)
It is therefore evident that for large $`l`$ and $`L`$ and in the limit $`l/L1`$ the partition sum is decomposed into a product of the partition sums of the loop and that of the rest of the chain . The excluded volume effect between these two parts reflects itself in the value of the effective exponent $`c`$ associated with the loop entropy. This result is very helpful since it enables one to extend the PS approach to the case of interacting loops. From Eq. 9 one sees that the appropriate effective exponent $`c`$ is

$$c=\gamma \gamma _{\mathrm{loop}}=d\nu 2\sigma _3.$$
(11)
In $`d=2`$ $`\sigma _3=29/64`$  and $`\nu =3/4`$ yielding

$$c=2+13/32.$$
(12)
In $`d=4\epsilon `$ to $`O(\epsilon ^2)`$ one has $`\sigma _3=3\epsilon /16+9\epsilon ^2/512`$ and $`\nu =1/2(1+\epsilon /8+15/4(\epsilon /8)^2)`$ yielding

$$c=2+\epsilon /8+5\epsilon ^2/256.$$
(13)
In $`d=3`$ one may use Padé and Padé-Borel approximations to obtain $`\sigma _30.175`$  which with the value $`\nu 0.588`$  yielding $`c2.115`$.

Equations (9) are our main result. The fact that the exponent $`c`$ is found to be larger than $`2`$ in $`d=2,3`$ and $`4\epsilon `$ indicates that the transition is first order in $`d2`$.

As noted above this approach does not take into account all the excluded volume interactions in the system since the rest of the chain is assumed to be in a bound state. In practice however the rest of the chain is by itself composed of loops and bound segments of various sizes. The existence of loops is expected to enhance the excluded volume interaction. Taking into account all these configurations in the partition sum is a formidable task. However, we estimate below the effect of these interactions on the partition sum and show that it does not modify the main conclusion of this analysis, namely that the transition is first order.

For a given loop-bound configuration of the rest of the chain it is straightforward to check that the $`l`$ dependence of the partition sum (9) in the scaling limit is valid as long as the two bound segments which are attached to the loop under consideration are long. On the other hand when at least one of these segments is short and the adjacent open loop is large the effective exponent $`c`$ is modified. In order to estimate this exponent we consider the extreme case where the rest of the chain is composed of two loops each of size $`2L`$ (see Fig. 3). A similar analysis to that presented above yields for the value of $`c`$,

$`c`$ $`=`$ $`d\nu \sigma _4,`$ (15)
$`=`$ $`2+11/16,\mathrm{in}d=2,`$ (16)
$`=`$ $`2+\epsilon /415\epsilon ^2/128,\mathrm{in}d=4\epsilon ,`$ (17)
where the values $`\sigma _4=19/16`$ in $`d=2`$ and $`\sigma _4=\epsilon /2+11(\epsilon ^2/8)^2`$ in $`d=4\epsilon `$ dimensions  are used along with those of $`\nu `$. Using $`\sigma _40.46`$ obtained by Padé and Padé-Borel approximations gives in $`d=3`$ the value $`c2.22`$. It is easy to verify that this scaling behavior is unchanged as long as one of the bound states connected to the loop under consideration is small (so there is at least one vertex of order four). Evidently $`c`$ for this configuration is larger than that of the configuration in Fig. 2. One can show that for arbitrary loop-segment configuration of the chain the effective $`c`$ is given by either Eqs. (9) or Eqs. (3) depending on the length of the bound segments attached to the loop. Since in both cases the exponent $`c`$ is found to be larger than $`2`$ in $`d=2`$, $`d=4\epsilon `$ and in $`d=3`$, this analysis strongly suggests that the transition is first order for $`d2`$. The analysis presented above is valid as long as the length $`l`$ of an individual loop is much smaller than the total length of the chain. The fact that the transition is found to be first order, so that the average loop size remains finite at the transition, makes the analysis self consistent.

The model treated above assumes, for simplicity, that the monomers at the ends of the two chains are bounded. In reality the ends need not be attached and one should consider open boundary conditions. Similar analysis for the case where one of the ends of the chain is open yields the same result. Note that one end of the chains must remain attached for a bound state to exist. In the above approach entangled configurations with non equivalent knot topologies, which are possible in $`d=3`$, are counted  as they should when one end of the chains is open.

Finally, we compare the model to recently studied models for the denaturation transition. These have focused on the stacking energy generating a varying stiffness in the bound and denaturated state  or on the helical structure of the DNA molecule . All these studies are within a directed polymer approach and thus ignore the effects studied in this Letter.

In summary, we have shown that the reduction in the number of available configurations of denaturated loops due to the excluded-volume interactions between a denaturated loop and the rest of the chain is sufficient to drive the denaturation transition first order. This is done by extending the PS type models to include these interactions. Our results have a direct implication on recent numerical simulations of the model . The model studied here treats the binding energy between matching monomers is taken to be equal, although each base can bind only to its corresponding base on the other strand. This last assumption is reasonable when the heterogeneity of the chain is taken into account. For short segments to bind the detailed sequences of the two segments have to match and this is less likely to take place in a heterogeneous system. It is therefore important to consider the effect of the heterogeneity of the binding energy between the matching base pairs on the order of the transition. Also, another effect which has recently been emphasized is the varying stiffness of the phosphate backbone. The model considered above does not treat these effects.

It is instructive to note that although the average loop size is finite at the transition, the loop size distribution is rather broad and decreases as $`1/l^c`$ for large $`l`$. For $`c<3`$ this yields a diverging variance of the loop size. It would be of great interest to test this prediction experimentally.

We are indebt to M. J. E. Richardson and H. Orland for many inspiring discussions and their involvement earlier stages of our study of the DNA denaturation transition. We also thank B. Duplantier for very helpful discussions and M. E. Fisher for useful comments on the manuscript. LP wishes to pay a tribute to Raffaele (Peo) Tecce, who introduced him to the beauties of biological systems. The support of the Israeli Science Foundation is gratefully acknowledged.


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# References

The existence of magnetic field correlated at a galactic scale  is believed to require a strong primordial field correlated at cosmological distances at some stage in the early universe. This phenomenon would find a natural explanation, if the primordial field was created by extended objects, having a cosmological size. One class of extended objects that might have existed in the early universe is provided by domain walls, assuming that a model containing these walls successfully avoids general constraints  on undesirable cosmological consequences of such extended defects. There has been several claims in the literature  that the modes of fermion field bound to a domain wall produce, in certain models, a magnetic field $`B`$, which could provide a much needed explanation of a primordial magnetic field in the early universe. The purpose of this note is to point out that, as enticing as this explanation could be, it cannot be physically correct. Namely, it is almost trivial to show that, irrespective of the details of the dynamics, a correlated over the entire area of a flat domain wall magnetic field should be greatly suppressed by an inverse power of a cosmological size, even if the wall exhibited a ferromagnetic behavior. Furthermore, in the models that are sufficiently well formulated , the walls are in fact diamagnetic, contrary to the previous claims. In this letter the model of Ref. with massive fermionic modes with broken parity is considered, and it is shown that the fermion system on the wall is a normal diamagnetic, while the previous claim of ferromagnetism is based on an incorrect formula  for the $`B`$ dependent free energy of the fermionic vacuum. 111The claim of  was explicitly shown  to be based on an incorrect calculation of the energy of the gas of massless (2+1) dimensional fermions in magnetic field.

In order to prove the statement about the suppression of the magnetic field that a domain wall might spontaneously create, let us introduce a large normalization box with the sides of length $`L`$, and consider a flat domain wall, spanning the box along the $`x,y`$ plane, thus $`z`$ being the coordinate axis perpendicular to the wall. From symmetry, a correlated magnetic field can have only the $`z`$ component $`B_z`$, which does not depend on the coordinates $`x`$ and $`y`$ parallel to the wall. Then the Maxwell’s equation div B = 0 dictates that $`B_z`$ also cannot depend on the coordinate $`z`$, i.e. $`B_z`$ has to be constant: $`B_z=B`$. The energy of such constant magnetic field is proportional to the volume $`L^3`$ of the box, while, the energy, associated with dynamics on the wall is proportional to the area $`L^2`$ of the wall, so that the total energy of the system is written as

$$E(B)=L^3\frac{B^2}{2}+L^2f(B)$$
(1)
with $`f(B)`$ being the surface energy density in the presence of the magnetic field, determined by specific dynamics on the wall. Clearly, for any finite function $`f(B)`$ the value of $`B`$ providing the minimum to the energy (1) goes to zero when the size $`L`$ of the normalization box is taken to infinity. Thus one concludes that the magnetic field of an infinite flat domain wall has to vanish, independently of the specifics of the model.

The analyses of the papers  find a ferromagnetic behavior for the function $`f(B)`$ at small field: $`f(B)f(0)=aB`$, with the spontaneous magnetization $`a`$ being determined by the ‘microscopic’ parameters of the wall. According to Eq.(1)the generated field then is $`B=a/L`$.222Another simple way to arrive at the same conclusion is to integrate over the surface of the wall the magnetic field, created by each element of the surface with constant density of magnetic dipole moment: the integral is non-zero only due to edge effects, and vanishes, when the size of the surface goes to infinity. This consequence of Eq.(1) is acknowledged only in the final version of Ref., and is ignored in Refs.. In the latter papers the extent of the field away from the wall is assumed to be of the order of the thickness of the wall in direct contradiction with the Maxwell’s equation. Physically, a finite size $`L`$ can arise either as the Hubble size , or as a domain size in a multi-domain structure. In either case the magnitude of the correlated field is greatly suppressed by $`L^1`$ and is unlikely to be sufficient for explaining the required primordial field. As an example, one can consider the estimates of the field in the mechanism of Ref., where the primordial field is associated with the axion domain walls at the QCD phase transition, i.e. at the temperature $`T_{QCD}\mathrm{\Lambda }_{QCD}0.2GeV`$. The size of the correlations in the picture presented there is the Hubble scale $`l(T_{QCD})30km`$. Thus even if one adopts the estimate of Ref. for the spontaneous magnetization: $`ae\mathrm{\Lambda }_{QCD}^2`$, the estimated magnitude of the generated field should be $`Be\mathrm{\Lambda }_{QCD}/l(T_{QCD})10^2G`$ (instead of the claimed $`10^{17}G`$). Furthermore, it will be shown below that the magnetization of the axion wall is proportional to the total baryon number density accumulated on the wall, so that the estimate  of the magnetization is rather on the maximalist side.

The existence of even a suppressed by $`L^1`$ magnetic field is contingent on ferromagnetism of the fermion modes on the wall. Such behavior was claimed in Refs. within a model of massive (2+1) dimensional fermions. Moreover, it has been argued  that the ferromagnetic term $`B`$ survives in the free energy at all temperatures, in contrast with the known behavior in any other systems. In what follows a calculation of the free energy of a massive (2+1) dimensional fermion field is presented, in close analogy with a similar calculation  for a massless case, and it is shown that, contrary to previous claims, the system in fact exhibits a normal diamagnetism with the diamagnetic susceptibility vanishing at high temperature. The previous erroneous findings of the ferromagnetic behavior were due to an inaccurate manipulation with a divergent sum in Ref..

The model of massive (2+1) dimensional fermions is relevant to the situation where the fermions have a non-zero mode bound on the wall with eigenvalue $`m`$, and there is no mode corresponding to the eigenvalue $`m`$. (This un-pairing of the modes arises in a situation where the P parity is broken.) The two-dimensional motion of charged fermions in this mode is described by a (2+1) dimensional Dirac equation

$$\left(i\gamma ^\mu (_\mu ieA_\mu )m\right)\psi =0,$$
(2)
where $`e`$ is the electric charge, $`A_\mu =(A_0,A_1,A_2)`$ is the vector potential of an (external) electromagnetic field, and $`\gamma _\mu `$ is the set of $`2\times 2`$ gamma matrices, which can be chosen, e.g. in terms of the Pauli matrices as $`\gamma ^0=\sigma _3`$, $`\gamma ^1=i\sigma _1`$, and $`\gamma ^2=i\sigma _2`$. It is known (see e.g. in Ref.) that in an external magnetic field $`B`$, perpendicular to the wall, there is an asymmetry between positive and negative Landau energy levels, depending on the relative sign of $`eB`$ and $`m`$. Namely, assuming for definiteness that $`m`$ is negative and $`eB`$ is positive, the spectrum of positive energy levels is given by $`E_{n+}=\sqrt{2eBn+m^2}`$ with $`n=1,\mathrm{\hspace{0.17em}2},\mathrm{}`$, while that of the negative levels is $`E_n=\sqrt{2eBn+m^2}`$ with $`n=0,\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}2},\mathrm{}`$. In other words, the level with $`n=0`$ is absent from the positive energy part of the spectrum, and is present in the negative part.

The free energy per unit area for the fermion system at a temperature $`T=1/\beta `$ is expressed through the spectrum in the standard way:

$$F=F_{}+F_++E_{\mathrm{vac}},$$
(3)
where

$$F_+=\beta ^1\frac{eB}{2\pi }\underset{n=1}{\overset{\mathrm{}}{}}\mathrm{ln}\left(1+e^{\beta \sqrt{2eBn+m^2}}\right)$$
(4)
and

$$F_{}=\beta ^1\frac{eB}{2\pi }\underset{n=0}{\overset{\mathrm{}}{}}\mathrm{ln}\left(1+e^{\beta \sqrt{2eBn+m^2}}\right)$$
(5)
are the thermal parts of the free energy associated with the real gas of fermions and antifermions at the Landau levels. The term $`E_{\mathrm{vac}}`$ in Eq.(3) is the energy of the vacuum state, i.e. with all negative energy levels filled and those with positive energy being vacant,

$$E_{\mathrm{vac}}=\frac{eB}{2\pi }\underset{n=0}{\overset{\mathrm{}}{}}\sqrt{2eBn+m^2}.$$
(6)
The sums for the temperature dependent parts $`F_\pm `$ are finite, and do not cause controversy. The most interesting is the sum in Eq.(6), which is divergent and thus should be handled with some care. In order to make the latter sum tractable without ambiguity, it needs to be regularized. A gauge invariant regulator factor should depend on a gauge invariant quantity, which naturally can be chosen as the energy of the levels. The exact form of the regulator is a matter of convenience, and we use here an exponential form of this factor: $`\mathrm{exp}(ϵE_n^2)`$, thus making the sum for the regularized vacuum energy read as

$$E_{\mathrm{vac}}^{(r)}(B)=\frac{eB}{2\pi }\underset{n=0}{\overset{\mathrm{}}{}}\sqrt{2eBn+m^2}\mathrm{exp}(ϵ\mathrm{\hspace{0.17em}2}eBnϵm^2),$$
(7)
where $`ϵ`$ is the regulator parameter. In the physically meaningful quantity $`E_{\mathrm{vac}}(B)E_{\mathrm{vac}}(0)`$, one should take $`ϵ0`$ in the final result.

The sum in Eq.(7) can be evaluated using Poisson’s method based on the identity:

$$\underset{n=0}{\overset{\mathrm{}}{}}f(n)=_\delta ^{\mathrm{}}f(x)\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}\delta (xn)dx=\underset{k=\mathrm{}}{\overset{\mathrm{}}{}}_\delta ^{\mathrm{}}f(x)\mathrm{exp}(2\pi ikx)𝑑x,$$
(8)
where $`\delta `$ is an arbitrary number, such that $`1<\delta <0`$. Notice that the sum over $`n`$ in the second expression goes from $`\mathrm{}`$ to $`+\mathrm{}`$. The identity is still valid since the terms with $`n<0`$ are identically zero. The summand in Eq.(7) is non singular at $`n=0`$, so that one can in fact set $`\delta =0`$, and write

$$E_{\mathrm{vac}}^{(r)}=\frac{eB}{2\pi }\underset{k=\mathrm{}}{\overset{\mathrm{}}{}}_0^{\mathrm{}}\sqrt{2eBx+m^2}\mathrm{exp}(ϵ\mathrm{\hspace{0.17em}2}eBxϵm^2+2\pi ikx)𝑑x.$$
(9)
In this expression the only term in the sum over $`k`$ that is singular in the limit $`ϵ0`$ is the one with $`k=0`$. This term is given by

$$\frac{eB}{2\pi }_0^{\mathrm{}}\sqrt{2eBx+m^2}\mathrm{exp}(ϵ\mathrm{\hspace{0.17em}2}eBxϵm^2)𝑑x=\frac{1}{4\pi }_0^{\mathrm{}}\sqrt{z+m^2}\mathrm{exp}(ϵzϵm^2)𝑑z$$
(10)
and does not depend on $`B`$. In fact this term is identically equal to the vacuum energy, regularized in the same way:

$$E_{\mathrm{vac}}(0)=\sqrt{p^2+m^2}\mathrm{exp}(ϵp^2ϵm^2)\frac{d^2p}{(2\pi )^2}.$$
(11)
Thus the $`k=0`$ term in the sum in Eq.(9) totally cancels in the difference $`E_{\mathrm{vac}}(B)E_{\mathrm{vac}}(0)`$, and the difference itself is given by the sum of all terms with $`k0`$. The latter sum is finite in the limit $`ϵ0`$. However an infinitesimal parameter $`ϵ`$ should be retained in calculation of the integrals in order to ensure convergence and proper phase definition of the oscillatory integrals. The sum over $`k0`$ is analytically tractable in two limiting cases: large field, $`eBm^2`$, and small field, $`eBm^2`$. In the large field limit the mass can be neglected, and the result is given by the massless case :

$$E_{\mathrm{vac}}(B)E_{\mathrm{vac}}(0)=\frac{\zeta (3/2)}{16\pi ^2}(2eB)^{3/2},$$
(12)
corresponding to diamagnetism with a singular diamagnetic susceptibility.

The most interesting here is the case of small field, since this is the limit where the difference $`E_{\mathrm{vac}}(B)E_{\mathrm{vac}}(0)`$ is claimed  to have a linear dependence on $`B`$. Using the representation in Eq.(9) we find however quite different result. Namely, using Taylor expansion in $`(2eB/m^2)`$ for the square root in Eq.(9), and grouping together terms with $`+k`$ and $`k`$, one finds in the limit $`ϵ0`$333Rearranging the sums is justified as long as the series is absolutely convergent, i.e. at finite $`ϵ`$. The limit $`ϵ0`$ is taken after the rearrangement.:

$$E_{\mathrm{vac}}(B)E_{\mathrm{vac}}(0)=\frac{eB|m|}{2\pi }\underset{s=0}{\overset{\mathrm{}}{}}\underset{k=1}{\overset{\mathrm{}}{}}\frac{\mathrm{\Gamma }(\frac{3}{2})}{\mathrm{\Gamma }(\frac{3}{2}s)}\left[(2\pi ik)^{s1}+(2\pi ik)^{s1}\right]\left(\frac{2eB}{m^2}\right)^s.$$
(13)
One can easily see that in the sum over $`s`$ only the terms with odd $`s`$ are non vanishing, thus leaving only the even powers of $`B`$ in the expansion. Denoting in the non-zero terms $`s=2p+1`$, one finally finds the asymptotic expansion in powers of the field:

$$E_{\mathrm{vac}}(B)E_{\mathrm{vac}}(0)=\frac{e^2B^2}{2\pi ^3|m|}\underset{p=0}{\overset{\mathrm{}}{}}\frac{(1)^p\zeta (2p+2)\mathrm{\Gamma }(\frac{3}{2})}{\mathrm{\Gamma }(\frac{1}{2}2p)}\left(\frac{eB}{\pi m^2}\right)^{2p}=\frac{e^2B^2}{24\pi |m|}+\mathrm{}.$$
(14)
The leading at small $`B`$ term in the expansion (14) is positive and quadratic in $`B`$, thus corresponding to a normal diamagnetism. It is satisfying to verify that, in compliance with the common physical intuition, the diamagnetism vanishes at high temperature. By “high” one should understand a temperature constrained by the condition $`Tm`$, since at lower temperatures the gas of real fermions cannot produce substantial effect because of the thermal blocking factor $`e^{\beta |m|}`$. Notice, however that the temperature has to be still lower than the mass gap for the fermions on the wall, since otherwise the problem would not be reduced to dynamics of a (2+1) dimensional fermion system, but rather one would have to consider the full (3+1) dimensional problem. In the latter situation however the effects of the wall are small, and no significant phenomena are to be expected.

In order to calculate the thermal effects under the condition $`TmeB`$ one can apply the Poisson summation formula (8) for the sums $`F_+`$ and $`F_{}`$ in Eqs.(4) and (5). Writing separately the term with $`k=0`$ and grouping together the terms with symmetric non-zero values of $`k`$ results in the expression

$`F_++F_{}={\displaystyle \frac{eB}{\pi \beta }}{\displaystyle _{\delta _1}^{\mathrm{}}}\mathrm{ln}\left[1+\mathrm{exp}(\beta \sqrt{2eBx+m^2})\right]𝑑x`$ (15)
$`{\displaystyle \frac{eB}{\pi \beta }}\left\{{\displaystyle \frac{1}{2}}\mathrm{ln}\left(1+e^{\beta |m|}\right)+{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}{\displaystyle _{\delta _1}^{\mathrm{}}}\mathrm{ln}\left[1+e^{\beta \sqrt{2eBx+m^2}}\right]\left(e^{2\pi ikx}+e^{2\pi ikx}\right)𝑑x\right\}.`$
Here the lower limit of integration, $`\delta _1`$, is such that $`0<\delta _1<1`$, corresponding to summation over the Landau levels from $`n=1`$ to $`\mathrm{}`$. (The contribution of the $`n=0`$ level in the negative energy spectrum is the first term in parenthesis.) The first term on the right hand side of Eq.(15) arises from the $`k=0`$ harmonic in the Poisson formula. Taking in this term the limit $`\delta _1+0`$, one sees that this term does not depend on $`B`$ and describes the thermal part of the free energy of the free fermion gas at zero field:

$$F_0(\beta ,m)=2\beta ^1\mathrm{ln}\left[1+\mathrm{exp}\left(\beta \sqrt{p^2+m^2}\right)\right]\frac{d^2p}{(2\pi )^2}.$$
(16)
The expression in the parenthesis in Eq.(15) vanishes at $`B=0`$, since the first term cancels against the sum due to the identity

$$\underset{k=1}{\overset{\mathrm{}}{}}_{\delta _1}^{\mathrm{}}\left(e^{2\pi ikx}+e^{2\pi ikx}\right)𝑑x=\frac{1}{2}.$$
(17)
The rest of the terms can be found by Taylor expansion in $`B`$ of the integrand in the parenthesis. For the first non vanishing term one finds

$`F_++F_{}F_0(\beta ,m)={\displaystyle \frac{eB}{\pi \beta }}\left\{{\displaystyle \frac{\beta e^{\beta |m|}}{(1+e^{\beta |m|})}}{\displaystyle \frac{eB}{|m|}}{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}{\displaystyle _{\delta _1}^{\mathrm{}}}x\left(e^{2\pi ikx}+e^{2\pi ikx}\right)𝑑x\right\}`$
$`+O(B^4)={\displaystyle \frac{2e^{\beta |m|}}{1+e^{\beta |m|}}}{\displaystyle \frac{e^2B^2}{24\pi |m|}}+O(B^4).`$ (18)
Combining this result with Eq.(14), one readily sees that the diamagnetic susceptibility indeed vanishes at $`\beta |m|1`$, i.e. at $`T|m|`$.

The presented calculation of the free energy of the fermionic system leads us to the conclusion that in the considered model the fermionic mode bound to the domain wall gives rise to a normal diamagnetism. As usually, the diamagnetic behavior for a system of charged fermions arises because the diamagnetism of the ‘orbital’ motion of the electric charges in the magnetic field overcomes the paramagnetism, associated with the normal magnetic moment. In order to avoid the diamagnetism, it was suggested  that neutral fermions with an anomalous magnetic or electric dipole moment, bound to a domain wall, are fully polarized and provide a spontaneous magnetization. Specifically, the strongest effect of the model of Ref. arises from a mode for neutrons, bound to an axion domain wall right after the QCD chiral transition. Here we present some remarks on this model.

In terms of a (2+1) dynamics of the bound fermions the Hamiltonian for the anomalous interaction has the form

$$H_{\mathrm{an}}=\kappa \overline{\psi }\sigma ^{\mu \nu }F_{\mu \nu }\psi ,$$
(19)
where $`\kappa `$ is the anomalous magnetic moment, and $`\sigma ^{\mu \nu }=\frac{i}{2}(\gamma ^\mu \gamma ^\nu \gamma ^\nu \gamma ^\mu )`$. For a magnetic field $`B`$ in the $`z`$ direction, $`B=F_{12}`$, one has $`\sigma ^{12}=\gamma ^0`$, so that the Hamiltonian takes the form $`H_{\mathrm{an}}=\kappa B\psi ^{}\psi `$. Thus the spontaneous magnetization $`a=(F/B)|_{B=0}`$ coincides, up to the factor $`\kappa `$ with the density of the fermionic charge:

$$a=\kappa \psi ^{}\psi ,$$
(20)
where the averaging over the appropriate thermal state is implied. For the model of Ref. the net surface density of neutrons $`\nu _B=\psi ^{}\psi `$, occupying the zero mode on the axion wall, is limited by at least two factors. One is the maximal occupation density for the mode set by the requirement that the Fermi energy does not exceed the energy gap $`\mathrm{\Delta }`$ between the modes: $`\nu _B{}_{}{}^{<}\mathrm{\Delta }_{}^{2}`$. The value of the gap is model dependent, however, one can perhaps take $`\mathrm{\Delta }\mathrm{\Lambda }_{QCD}`$ for an estimate. The other limit arises from a consideration of the diffusion of netrons from the bulk to the wall. Because of low density of the baryon number in the bulk $`n_B`$ it takes time for the netrons to be accumulated on the wall. Taking the mean free path for the neutrons at $`T_{QCD}\mathrm{\Lambda }_{QCD}`$ as $`1/\mathrm{\Lambda }_{QCD}`$ one estimates the density of neutrons accumulated by the wall over the time $`t`$ as $`\nu _Bn_B\sqrt{t/\mathrm{\Lambda }_{QCD}}`$. Under a maximalist assumption, that the available diffusion time $`t`$ is given by the Hubble time, $`tl(T_{QCD})`$, one finds that at $`n_B/T^310^{10}`$ this limit for $`\nu _B`$ numerically is also close to $`\mathrm{\Lambda }_{QCD}^2`$.

Summarizing the discussion of this paper, we conclude that the gas of modes of charged Dirac fermions on a domain wall is always diamagnetic with susceptibility vanishing at high temperature. Therefore such systems cannot spontaneously produce any correlated magnetic field. The spontaneous magnetization of the modes for neutral fermions with anomalous magnetic moment is proportional to the surface density of the fermion number on the wall, and the magnetic field generated by a spontaneous magnetization of a wall is suppressed by the inverse of the wall’s dimension. These considerations lead us to the general conclusion that it is at least highly unlikely that domain walls can provide a physically viable source of the primordial magnetic field.

This work is supported in part by DOE under the grant number DE-FG02-94ER40823.