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# How to Form (Twin) Globular Clusters?

## 1. Introduction

Most formation scenarios of globular clusters commence with giant molecular clouds (GMCs) undergoing a phase of rapid star formation. This star formation can be triggered by several processes, e.g. a thermal instability (Fall & Rees 1985; Murray & Lin 1990), a radiative shock (Kang et al. 1990; Shapiro 1993) or other perturbations like collisions of clouds (Fujimoto & Kumai 1997; Lee, Schramm, & Mathews 1995) or galaxy interactions (Ashman & Zepf 1992). A common characteristic of all these scenarios is, that globulars are formed from smooth gaseous distributions (if we neglect the clumpy structure of the GMCs for the moment) which are transformed into stars. This assumption leads to several difficulties: First, the gravitational binding energy of a homogeneous GMC with $`10^6M_{}`$ and a radius of 30 pc is about $`210^{51}`$ ergs, whereas it decreases for a $`10^5M_{}`$ cloud of 10 pc to less than $`10^{50}`$ ergs. Thus, already a single supernova injects sufficient energy to destroy a small cloud completely, and a few OB stars can even disrupt a $`10^6M_{}`$ cloud. Therefore, the formation of the globular must have been finished within a few Myrs, before the first OB stars explode. A second problem is related to the star formation efficiency (SFE). Assuming that the GMC is in virial equilibrium prior to the cluster formation and that the newly born stars keep the velocity of their parent gas packages, the total energy $`E`$ of the stellar system can be estimated by $`E=(1/2\eta \eta ^2)GM^2/R`$ (with the GMC mass $`M`$, its radius $`R`$ and the gravitational constant $`G`$). Thus, the system is only gravitationally bound (i.e. $`E`$ becomes negative), if the SFE $`\eta `$, which is the mass fraction of the GMC transformed into stars, is larger than 50%. Though mass redistribution in a violent relaxation stage and a detailed treatment of the energy injection can reduce the critical level down to 20% (Goodwin 1997), the required SFE still exceeds the typical observed values for GMCs by at least one order of magnitude (Blitz 1993).

With respect to these problems, an alternative suggestion by Brown, Burkert, & Truran (1991) is very interesting: They suggest that cluster formation starts with an OB-association undergoing typeII supernova events near the center of a molecular cloud. The expanding supernova remnant sweeps up the cloud material, decelerates and might almost be stopped by the external pressure of the ambient hot gas. Meanwhile the shell breaks into fragments and forms stars. If the total energy of this stellar shell is negative, the stars will recollapse and form a bound system. For a simplified spherical configuration Burkert, Brown, & Truran (1993) demonstrated that the binding energy of an isolated shell always becomes negative independent of the SFE, provided the star formation process does not start too early. Thus, the SFE efficiency problem is less severe for this scenario. In case of an homogeneous ambient medium (e.g. in the core of a GMC) Ehlerová et al. (1997) demonstrated that fragmentation in an expanding shell takes sufficient time to prevent too rapid star formation. This result holds also for non-homogeneous power-law density profiles, if the density distribution in the GMC is not steeper than isothermal (Theis et al. 1998).

According to the shell-scenario the dynamics of its last stage, i.e. the collapse of a thin stellar shell, is studied and compared with the collapse of homogeneous spheres representing the standard scenarios. N-body simulations are performed for isolated configurations as well as for collapses within a galactic tidal field. The main question addressed here is, whether we can discern between different formation scenarios by means of their collapse dynamics.

## 2. The evolution of an isolated shell

Initial conditions and numerical scheme. The shell is modelled by a unit mass which is homogeneously distributed within the radial range \[0.9,1.0\] giving a shell thickness of 10% of the shell’s radius $`R`$. Initially the shell is at rest. The individual velocities of the equal mass particles are chosen from an isotropic velocity distribution resulting in a virial coefficient $`\eta _{\mathrm{vir}}2T/|W|=0.05`$ ($`T`$ is the kinetic and $`W`$ the potential energy.). The simulations are performed with $`N=\mathrm{100\hspace{0.17em}000}`$ particles adopting a softening length $`ϵ`$ of 0.01. The equations of motion are integrated with a leap-frog scheme using a fixed timestep $`\mathrm{\Delta }t`$ of $`10^3`$. This gives an energy conservation of typically 0.1-0.2% or better over the whole integration time. The simulations were performed either with a direct summation code (using a GRAPE3af board) or a TREE-code.

Results. The dynamics of the shell shows three stages. During the first stage ($`t<\tau _{\mathrm{ff}}(\rho _{\mathrm{sh}})`$) the shell is slowly contracting and small inhomogeneities start to grow (cf. also upper left diagram in Fig. 1; $`\tau _{\mathrm{ff}}(\rho )[3\pi /(32G\rho )]^{1/2}`$ is the free-fall time corresponding to the mass density $`\rho `$). Already during this early stage the particles in the shell are strongly mixed because of the radially decreasing (global) free-fall time in the shell. In the second phase ($`\tau _{\mathrm{ff}}(\rho _{\mathrm{sh}})<t<12\tau _{\mathrm{ff}}(\mathrm{shell})`$) the inhomogeneities become bound clumps. They merge after the shell’s free-fall time $`\tau _{\mathrm{ff}}(\mathrm{shell})1.59`$ which exceeds the free-fall time of the corresponding sphere by 40%. Finally, a radially anisotropic triaxial system is formed.

The final configuration of the shell simulations is characterized by a more flattened shape, a mass-loss of only 8% (i.e. a reduction by a factor of 3.5), a smaller anisotropy $`1\sigma _\theta ^2/\sigma _r^2`$, an increased half-mass radius (by 50%) and a decreased 90% Lagrange radius (factor of 6) compared to the corresponding collapse of a sphere. Thus, violent relaxation is less efficient in case of collapsing shells.

## 3. The evolution in a galactic tidal field

A realistic model should also include the galactic tidal field. Therefore, the gravitational force of a static isothermal halo with a circular velocity of 220 kms<sup>-1</sup> is added to the force derived from the self-gravity of the N-body configurations. In all following models the galactic orbits have an apogalacticon of 5 kpc and the clusters start with a mass of $`10^5M_{}`$ and a size of 30 pc. At apogalacticon this corresponds to a tidal radius of 42 pc, i.e. systems on circular orbits are not expected to be tidally disrupted.

Circular Orbit. Though circular orbits are not very realistic for globular clusters, they keep the tidal field almost time-independent which allows a more direct investigation of the influence of the host galaxy. Fig. 1 shows the evolution of the system projected onto the orbital plane (and normalized to the center of mass of the particles in the collapsing system) for both, a shell and a sphere. Similarly to the isolated case, we find a strong fragmentation prior to the collapse of the whole system in case of the shell, whereas almost no substructure is seen during the collapse of the sphere. Lateron, the sphere forms a single bound object which shows immediately after the collapse some elongation caused by the tidal field. After one revolution around the galactic center, however, the system is almost spherical. In case of the shell, the influence of the tidal field is already obvious in the distortion prior to the collapse. The delayed collapse, the fragmentation and also the reduced violent relaxation leads to a less dense system which is much stronger affected by the galactic tidal field: The system does not merge into a single object, but into two (twin) stellar systems of almost identical total mass and density distribution. However, in their kinematical properties both objects differ: one of the clusters shows a counter-rotating core which is neither found in the second ’twin’ nor in the product of the collapsing sphere.

Eccentric Orbit. On eccentric orbits the evolution additionally depends on the initial phase (Fig. 2). A collapse of a shell starting at apogalacticon ends up again in a twin cluster (a in Fig. 2). If the phase is chosen such that maximum compression is reached at perigalacticon (b), the system breaks up into many small systems, but no large cluster is formed. When the collapse starts at perigalacticon even the formation of these small clusters is prevented (c). If the collapse starts well after perigalacticon a multiple system of clusters (with two larger ones) is built up (d). The final fate of the twins is less clear: the simulations show preferably surviving twins which separate after a few orbital revolutions to distances of several 100 pc up to kpc scale or more. However, also merging twins have been found. The low number statistics of the simulations performed so far does not allow to give more accurate rates here. Contrary to the shells the spheres do not form any multiple clusters: either the systems are completely destroyed or single bound objects are formed.

## 4. Summary

In case of isolated evolution the simulations show several systematic differences between shells and spheres: The collapse of the shell is delayed, the resulting configurations are flatter and (more) triaxial, the mass-loss is strongly reduced and the system is less dense. All of these effects suggest that violent relaxation is less efficient for collapsing shells. Another difference is the strongly pronounced fragmentation of the shell which is not seen during the collapse of the sphere. Unfortunately, all of these features seem to be very difficult to be used for an observational discrimination between the different formation scenarios. E.g. the easy accessible flattening of globular clusters is not only strongly influenced by the formation scenario, but also by the secular evolution, the galactic tidal field, and by initial conditions like the mass distribution in the parent GMC and the virial ratio of the collapsing stellar system.

Much more promising are the simulations including a galactic tidal field: They demonstrated that shells tend to form multiple stellar systems, preferably twin (but not binary) clusters. In case these twins are not destroyed nor merged, one should be able to find pairs of globular clusters which are characterized by the properties of their common birth place, i.e. identical metallicities and evolutionary stage or similar orbital characteristics. Another observational feature is the rotation profile of globulars. The merging of fragments in the shell scenario would give a natural explanation for counter-rotation in stellar clusters similar to the counter-rotation found in N-body simulations of merging galaxies.

A set of movies is available at http://www.astrophysik.uni-kiel.de/pershome/theis

## References

Ashman, K.M., Zepf, S.E. 1992, ApJ, 384, 50

Blitz, L. 1993, in Protostars and Planets III, E.H. Levy & J.I. Lunine (eds.), 125

Brown, J.H., Burkert, A., & Truran, J.W. 1991, ApJ, 376, 115

Burkert, A., Brown, J., & Truran, J.W. 1993, in The Globular Cluster-Galaxy Connection, ASP Conf. Ser. Vol. 48, Graeme H. Smith, Jean P. Brodie (eds.), 656

Ehlerová, S., Palouš, J., Theis, Ch., & Hensler, G. 1997, A&A, 328, 121

Fall, S.M., Rees, M.J. 1985, ApJ, 298, 18

Fujimoto, M., Kumai, Y. 1997, AJ, 113, 249

Goodwin, S. 1997, MNRAS, 284, 785

Kang, H., Shapiro, P.R., Fall, M., & Rees, M.J. 1990, ApJ, 363, 488

Lee, S., Schramm, D.N., & Mathews, G.J. 1995, ApJ, 449, 616

Murray, S.D., Lin, D.N.C. 1990, ApJ, 363, 50

Shapiro, P.R. 1993, in The Globular Cluster-Galaxy Connection, ASP Conf. Ser. Vol. 48, Graeme H. Smith, Jean P. Brodie (eds.), 664

Theis, Ch., Ehlerová, S., Palouš, J., & Hensler, G. 1998, in The Local Bubble and Beyond, IAU Coll. 166, D. Breitschwerdt, M.J. Freyberg, J. Trümper (eds.), 409

### Ivan King:

This is fascinating material. Two Questions: 1) How much anisotropy is there in your aspherical collapse products? 2) Can you make your animations available, perhaps as mpegs in your anonymous ftp?

### Christian Theis:

1) The velocity distributions of both, spheres and shells, are isotropic in the central regions. In the outer region a radial anisotropy (defined here as $`1\sigma _\theta ^2/\sigma _r^2`$) evolves reaching about 0.8 in case of the shell. It is systematically below the anisotropy of the sphere by about 0.15. 2) The animations are available via my home-page http://www.astrophysik.uni-kiel.de/pershome/theis

### Christian Boily:

1) Why is there no ROI developing in the spherical collapse you showed? 2) Presumably fragmentation here depends on $`\sqrt{N}`$ noise. What were the numbers involved here?

### Christian Theis:

1) The initial virial coefficient here is close to, but exceeding the limit for the onset of the radial orbit instability for my simulations. Starting from a lower virial ratio of e.g. 0.02 shows the ROI for the collapsing spheres as expected.
2) The fragmentation depends partly on the number of particles and and also on the initial setup of the particle configuration (here a random realization, i.e. white noise). The total number of particles was $`10^5`$. However, the most important parameters for the onset of fragmentation are the velocity dispersion in the shell and its thickness. E.g. a thickness of 50% or an initial virial ratio of 0.2 strongly suppresses fragmentation.


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# Noncommutative Korteweg-de-Vries equation

## 1 Introduction

Field theories on noncommutative spaces and more specifically Moyal deformed space-times, gained a lot of interest recently because of the appearance of such theories as certain limits of string, D-brane and M theory (see  and the references cited there). In this letter we apply deformation quantization  to a classical integrable model, the KdV equation. The passage from commutative to noncommutative space-time is achieved by replacing the ordinary commutative product in the space of smooth functions on $`^2`$ with coordinates $`t,x`$ by the noncommutative associative (Moyal) $``$-product  which is defined by

$`fh=𝐦e^{\vartheta P/2}(fh)`$ (1.1)
where $`\vartheta `$ is a real or imaginary constant and

$`𝐦(fh)=fh,P=_t_x_x_t.`$ (1.2)
An essential ingredient of our deformation of the KdV equation is the concept of a bicomplex. This is an $`_0`$-graded linear space (over $``$ or $``$) $`M=_{r0}M^r`$ together with two linear maps $`\mathrm{d},\delta :M^rM^{r+1}`$ satisfying

$`\mathrm{d}^2=0,\delta ^2=0,\mathrm{d}\delta +\delta \mathrm{d}=0.`$ (1.3)
Associated with a bicomplex is the linear equation

$`\delta \chi =\lambda \mathrm{d}\chi `$ (1.4)
where $`\chi M^0`$.111See  for further details and several generalizations. Let us assume that it admits a (non-trivial) solution as a (formal) power series $`\chi =_{m0}\lambda ^m\chi ^{(m)}`$ in $`\lambda `$. The linear equation then leads to

$`\delta \chi ^{(0)}=0,\delta \chi ^{(m)}=\mathrm{d}\chi ^{(m1)},m=1,\mathrm{},\mathrm{}.`$ (1.5)
As a consequence, $`J^{(m+1)}=\mathrm{d}\chi ^{(m)}`$ ($`m=0,\mathrm{},\mathrm{}`$) are $`\delta `$-exact. These elements of $`M^1`$ should be regarded as generalized conserved currents (see ).

Starting with a certain trivial bicomplex, a dressing (in the sense of ) which involves the $``$-product results in bicomplex equations which are equivalent to a deformed KdV equation.222See also  for a bicomplex treatment of the classical KdV equation. As a consequence of the underlying bicomplex structure, it shares with the classical equation the property of possessing an infinite set of conservation laws which is a characteristic property of soliton equations. The same procedure has been applied in  to obtain “quantized” versions of other integrable models.

In section 2 we derive the ncKdV equation and demonstrate the existence of an infinite set of conservation laws. Section 3 shows how solutions of the KdV equation determine solutions of the ncKdV equation. This is similar to the Seiberg-Witten map between commutative and noncommutative gauge field theories . In particular, we find that the one-soliton KdV solution is also an exact solution of the ncKdV equation. For the KdV two-soliton solution, however, there are corrections involving the deformation parameter. Several familiar classical structures generalize to the noncommutative framework. This concerns in particular the relation between the KdV and the modified KdV equation via the Miura transformation, as shown in section 4. Finally, section 5 contains some conclusions.

## 2 The KdV equation in noncommutative space-time

We choose the bicomplex space as $`M=M^0\mathrm{\Lambda }`$ where $`M^0=C^{\mathrm{}}(^2)`$ and $`\mathrm{\Lambda }=_{r=0}^2\mathrm{\Lambda }^r`$ is the exterior algebra of a $`2`$-dimensional vector space with basis $`\tau ,\xi `$ of $`\mathrm{\Lambda }^1`$ (so that $`\tau ^2=\xi ^2=\tau \xi +\xi \tau =0`$). It is then sufficient to define bicomplex maps $`\mathrm{d}`$ and $`\delta `$ on $`M^0`$ since by linearity and $`\mathrm{d}(f\tau +h\xi )=(\mathrm{d}f)\tau +(\mathrm{d}h)\xi `$ (and correspondingly for $`\delta `$) for smooth functions $`f,h`$ they extend to the whole of $`M`$.

Let us start with the trivial bicomplex which is given by

$`\mathrm{d}f`$ $`=`$ $`f_{xx}\xi +(f_t+4f_{xxx})\tau `$ (2.1)
$`\delta f`$ $`=`$ $`f_x\xi 3f_{xx}\tau `$ (2.2)
where a subscript denotes partial differentiation, e.g., $`f_{xx}=_x^2f`$ with $`_x=/x`$. Now we apply a dressing  to the bicomplex map $`\mathrm{d}`$,

$`\mathrm{D}f`$ $`=`$ $`\mathrm{d}f+\delta (\varphi f)\varphi \delta f`$ (2.3)
$`=`$ $`(f_{xx}+uf)\xi +(f_t+4f_{xxx}6uf_x3u_xf)\tau `$
where $`\varphi `$ is a function and $`u=\varphi _x`$. Here we used that the partial derivatives $`_x`$ and $`_t`$ are derivations with respect to the $``$-product. The only nontrivial bicomplex equation is now $`\mathrm{D}^2=0`$ which is equivalent to the noncommutative KdV (ncKdV) equation

$`u_t+u_{xxx}3(uu_x+u_xu)=0.`$ (2.4)
The linear system $`\delta \chi =\lambda \mathrm{D}\chi `$ associated with the ncKdV equation reads

$`\chi _x=\lambda (u\chi \chi _{xx}),\chi _{xx}={\displaystyle \frac{1}{3}}\lambda (\chi _t+4\chi _{xxx}6u\chi _x3u_x\chi ).`$ (2.5)
Now we introduce functions $`p`$ and $`q`$ such that

$`\chi _t=\lambda p\chi ,\chi _x=\lambda q\chi `$ (2.6)
assuming that $`\chi `$ is $``$-invertible. From $`\chi _{tx}=\chi _{xt}`$ and (2.6) we find

$`q_t+p_x\lambda (qppq)=0.`$ (2.7)
Using the product  defined by

$`fh=𝐦{\displaystyle \frac{\mathrm{sinh}(\vartheta P/2)}{\vartheta P/2}}(fh)`$ (2.8)
this can be written in the form of a conservation law as follows,

$`w_t+(p+\lambda \vartheta qp_t)_x=0`$ (2.9)
where

$`w=q\lambda \vartheta qp_x.`$ (2.10)
In terms of $`p`$ and $`q`$, the equations (2.5) take the form

$`q`$ $`=`$ $`u\lambda q_x\lambda ^2qq`$ (2.11)
$`p`$ $`=`$ $`q_{xx}+3qq6uq+\lambda (5q_xq+qq_x)+4\lambda ^2qqq`$ (2.12)
$`=`$ $`q_{xx}qq2uq+\lambda (qq)_x`$
where (2.11) has been used twice to simplify the expression for $`p`$. Let us expand $`p`$ and $`q`$ into power series in $`\lambda `$,

$`p={\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}\lambda ^mp^{(m)},q={\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}\lambda ^mq^{(m)}.`$ (2.13)
Then (2.11) leads to

$`q^{(0)}=u,q^{(1)}=u_x`$ (2.14)
and

$`q^{(m)}=q_x^{(m1)}{\displaystyle \underset{k=0}{\overset{m2}{}}}q^{(k)}q^{(m2k)}`$ (2.15)
for $`m>1`$. From (2.12) we get

$`p^{(0)}=u_{xx}3uu,p^{(1)}=u_{xxx}+2u_xu+4uu_x`$ (2.16)
and

$`p^{(m)}=q_{xx}^{(m)}2uq^{(m)}{\displaystyle \underset{k=0}{\overset{m}{}}}q^{(k)}q^{(mk)}+{\displaystyle \underset{k=0}{\overset{m1}{}}}\left(q^{(k)}q^{(m1k)}\right)_x`$ (2.17)
for $`m1`$. These formulas allow the recursive calculation of the functions $`p^{(m)}`$ and $`q^{(m)}`$ in terms of $`u`$ and its derivatives. From (2.10) with $`w=_{m0}w^{(m)}`$ we now obtain the following expressions for the conserved densities,

$`w^{(0)}`$ $`=`$ $`q^{(0)}=u,w^{(1)}=u_x\vartheta u[u_{xxx}3(uu)_x]`$ (2.18)
$`w^{(m)}`$ $`=`$ $`q^{(m)}\vartheta {\displaystyle \underset{k=0}{\overset{m1}{}}}q^{(k)}p_x^{(m1k)}(m1).`$ (2.19)
## 3 From KdV solutions to ncKdV solutions

In this section we show that every solution of the KdV equation determines a solution of the ncKdV equation.

Let $`u^{}=u/\vartheta `$. Differentiation of (2.4) with respect to $`\vartheta `$ leads to

$`u_{}^{}{}_{t}{}^{}+u_{}^{}{}_{xxx}{}^{}3(u^{}u+uu^{})_x{\displaystyle \frac{3}{2}}[u_t,u_x]_x=0`$ (3.1)
where

$`[f,h]=fhhf.`$ (3.2)
Using the identity

$`3[u_t,u_x]=[u,u_x]_t+[u,u_x]_{xxx}3\left([u,u_x]_xu+u[u,u_x]_x\right)`$ (3.3)
(3.1) can be rewritten as

$`z_t+z_{xxx}3(zu+uz)_x=0`$ (3.4)
where

$`z=u^{}{\displaystyle \frac{1}{2}}[u,u_x]_x=u^{}{\displaystyle \frac{1}{2}}[u,u_{xx}].`$ (3.5)
(3.4) is linear in $`z`$ and homogeneous. It admits the solution $`z=0`$, i.e.,

$`u^{}={\displaystyle \frac{1}{2}}[u,u_{xx}].`$ (3.6)
Let us define

$`u_m={\displaystyle \frac{^mu}{\vartheta ^m}}|_{\vartheta =0}(m0).`$ (3.7)
Lemma. As a consequence of (3.6) we have $`u_{2m+1}=0`$ for all $`m0`$ and, for $`m>0`$,

$`u_{2m}`$ $`=`$ $`{\displaystyle \underset{k=0}{\overset{m1}{}}}{\displaystyle \frac{1}{2^{2k+1}}}\left({\displaystyle \genfrac{}{}{0pt}{}{2m1}{2k+1}}\right){\displaystyle \underset{j=0}{\overset{mk1}{}}}\left({\displaystyle \genfrac{}{}{0pt}{}{2(mk1)}{2j}}\right){\displaystyle \underset{i=0}{\overset{2k+1}{}}}\left({\displaystyle \genfrac{}{}{0pt}{}{2k+1}{i}}\right)`$ (3.8)
$`(1)^{2ki+1}\left(_t^i_x^{2ki+1}u_{2j}\right)\left(_t^{2ki+1}_x^{i+2}u_{2(mkj1)}\right).`$
Proof: Using (3.6) and $`uu_{xx}u_{xx}u=2𝐦\mathrm{sinh}(\vartheta P/2)(uu_{xx})`$, one finds

$`{\displaystyle \frac{^{2m+1}u}{\vartheta ^{2m+1}}}={\displaystyle \frac{^{2m}}{\vartheta ^{2m}}}𝐦\mathrm{sinh}(\vartheta P/2)(uu_{xx})`$
which implies

$`u_{2m+1}={\displaystyle \underset{k=0}{\overset{m1}{}}}\left({\displaystyle \genfrac{}{}{0pt}{}{2m}{2k+1}}\right)\mathrm{\hspace{0.17em}2}^{(2k+1)}𝐦P^{2k+1}{\displaystyle \frac{^{2(mk)1}}{\vartheta ^{2(mk)1}}}(uu_{xx})|_{\vartheta =0}.`$
The summands on the rhs all have a factor consisting of an odd number of derivatives with respect to $`\vartheta `$ acting on $`uu_{xx}`$ according to the product rule of differentiation. This results in a sum of terms each of which has at least one odd derivative of $`u`$ or $`u_{xx}`$ as a factor. Using $`u^{}|_{\vartheta =0}=0`$ which follows from (3.6), our first assertion follows by induction. A similar calculation shows that, for $`m>0`$,

$`u_{2m}={\displaystyle \underset{k=0}{\overset{m1}{}}}2^{(2k+1)}\left({\displaystyle \genfrac{}{}{0pt}{}{2m1}{2k+1}}\right){\displaystyle \underset{j=0}{\overset{mk1}{}}}\left({\displaystyle \genfrac{}{}{0pt}{}{2(mk1)}{2j}}\right)𝐦P^{2k+1}\left(u_{2j}u_{2(mkj1),xx}\right)`$
taking $`u_{2m+1}=0`$ into account. Using the definition of $`P`$, we obtain the formula (3.8).

Now we have the following result: to every solution $`u_0`$ of the classical KdV equation there is a solution of the ncKdV equation at least as a formal power series in $`\vartheta `$,

$`u=u_0+{\displaystyle \frac{1}{2}}\vartheta ^2u_2+{\displaystyle \frac{1}{4!}}\vartheta ^4u_4+\mathrm{}`$ (3.9)
where the functions $`u_{2m}`$, $`m>0`$, have to be defined by (3.8).333The solution $`u`$ is real (if $`u_0`$ is real), irrespective of whether $`\vartheta `$ is real or imaginary. If $`\vartheta `$ is imaginary, then $`\vartheta ^{2m}=(1)^m|\vartheta |^2`$ and the power series is alternating. Hence, (3.6) yields a transformation from the commutative KdV to the noncommutative model which is similar to the map considered by Seiberg and Witten in  (see section 3.1 there, in particular).444Of course, this map does not exhaust the set of solutions of the ncKdV equation since (3.4) also allows solutions with $`z0`$.

Let us consider the one-soliton solution of the classical KdV equation,

$`u_0(x,t)=2k^2\text{sech}^2(kx4k^3t)`$ (3.10)
where $`k`$ is a constant. In this case also the “even” coefficients (3.8) all vanish. For example,

$`u_2={\displaystyle \frac{1}{2}}(u_{0,t}u_{0,xxx}u_{0,x}u_{0,xxt})`$ (3.11)
vanishes since $`x`$ and $`t`$ enter the one-soliton solution only through a single linear combination. One can also use an argument similar to that in , section 5, to verify that (3.10) is indeed an exact solution of the ncKdV equation.

A two-soliton solution of the KdV equation is

$`u_0(x,t)=12{\displaystyle \frac{3+4\mathrm{cosh}(2x8t)+\mathrm{cosh}(4x64t)}{[3\mathrm{cosh}(x28t)+\mathrm{cosh}(3x36t)]^2}}`$ (3.12)
(see , for example). In this case we get

$`u_2=331776{\displaystyle \frac{(\mathrm{cosh}[3x36t]3\mathrm{cosh}[x28t])(\mathrm{sinh}[3x36t]+\mathrm{sinh}[x28t])^2}{(\mathrm{cosh}[3x36t]+3\mathrm{cosh}[x28t])^5}}`$ (3.13)
with the help of Mathematica555Mathematica is a registered trademark of Wolfram Research. See also .. In particular, the second order ncKdV correction to the above two-soliton KdV solution does not vanish. Plots of the two-soliton KdV solution and its ncKdV correction $`u_2`$, produced with Mathematica, are shown in Fig. 1 and Fig. 2, respectively.

For the forth order ncKdV correction to the two-soliton KdV solution we get

$`u_4`$ $`=`$ $`{\displaystyle \frac{3}{2}}(u_{2,t}u_{0,xxx}u_{2,x}u_{0,txx}+u_{0,t}u_{2,xxx}u_{0,x}u_{2,txx})`$ (3.14)
$`+{\displaystyle \frac{1}{8}}(u_{0,ttt}u_{0,xxxxx}3u_{0,ttx}u_{0,txxxx}+3u_{0,txx}u_{0,ttxxx}u_{0,xxx}u_{0,tttxx})`$
which results in a lengthy expression in terms of hyperbolic functions. This function is plotted in Fig. 3. There is a strong similarity between $`u_2`$ and $`u_4`$. The plots show that $`u_2`$ and $`u_4`$ vanish as $`t\pm \mathrm{}`$. Indeed, since an $`N`$-soliton solution $`u_0`$ of the KdV equation asymptotically (as $`t\pm \mathrm{}`$) separates into single solitons, the ncKdV corrections $`u_{2m}`$, $`m>0`$, tend to zero by (3.8) and the properties of a single soliton solution.

## 4 Noncommutative Miura transformation and noncommutative modified KdV equation

An obvious analogue of the classical Miura transformation in the noncommutative framework is

$`u=v_x+vv.`$ (4.1)
With its help one finds

$`\text{ncKdV}(u)=(\text{ncmKdV}(v))_x+v(\text{ncmKdV}(v))+(\text{ncmKdV}(v))v`$ (4.2)
where $`\text{ncKdV}(u)`$ stands for the left hand side of (2.4) and

$`\text{ncmKdV}(v)=v_t+v_{xxx}3(vvv_x+v_xvv).`$ (4.3)
Hence, if $`v`$ solves the noncommutative modified KdV (ncmKdV) equation

$`\text{ncmKdV}(v)=0`$ (4.4)
then $`u`$ solves the ncKdV equation. Differentiation of the Miura transformation with respect to $`\vartheta `$ leads to

$`u^{}=v_x^{}+v^{}v+vv^{}+{\displaystyle \frac{1}{2}}[v_t,v_x]`$ (4.5)
so that (3.5) translates to

$`v^{}={\displaystyle \frac{1}{2}}\left([vv,v_{xx}][v,v_xv_x]\right)+r`$ (4.6)
where

$`z=r_x+rv+vr.`$ (4.7)
Differentiating (4.4) with respect to $`\vartheta `$, a lengthy calculation shows that the resulting equation is satisfied as a consequence of (4.6) with $`r=0`$. This means that we have a construction of ncmKdV solutions from mKdV solutions in complete analogy to the ncKdV case treated in the previous section.

Instead of the noncommutative Miura transformation we can consider the analogue of the Gardner transformation (cf )

$`u=q+\lambda q_x+\lambda ^2qq`$ (4.8)
which is precisely our equation (2.11). Then one finds

$`\text{ncKdV}(u)=\left(1+\lambda _x+\lambda ^2\{q,\}\right)\text{ncKdV}(q;\lambda )`$ (4.9)
where $`\{f,h\}=fh+hf`$ and

$`\text{ncKdV}(q;\lambda )=q_t+q_{xxx}3(qq)_x3\lambda ^2(qqq_x+q_xqq).`$ (4.10)
As a consequence, $`u`$ satisfies the ncKdV equation if $`q`$ is a solution of the noncommutative generalized KdV equation

$`\text{ncKdV}(q;\lambda )=0.`$ (4.11)
Using the identity

$`3(qqq_x+q_xqq)=2(qqq)_x+[q,[q,q_x]]`$ (4.12)
and (2.8), the latter equation can be rewritten in the form of a conservation law as follows,

$`\stackrel{~}{w}_t+(q_{xx}3qq2\lambda ^2qqq+\lambda ^2\vartheta q_t[q,q_x])_x=0`$ (4.13)
where

$`\stackrel{~}{w}=q\lambda ^2\vartheta q_x[q,q_x].`$ (4.14)
This expression is different from the conserved density $`w`$ given in (2.10). However, $`\stackrel{~}{w}`$ and $`w`$ must be equal up to a total $`x`$-derivative.

## 5 Conclusions

We obtained a (Moyal) deformed version of the KdV equation which lives on a noncommutative space-time and which shares with its classical version the property of having an infinite set of conserved densities, a characteristic feature of soliton equations and (infinite-dimensional) integrable models. Indeed, the soliton structure of the KdV equation is essentially preserved under the deformation so that the ncKdV equation is a very concrete example of a “noncommutative soliton equation”. More precisely, given a solution of the KdV equation, there is a prescription how to calculate from it a corresponding solution of the ncKdV equation order by order in $`\vartheta `$. In particular, the one-soliton solution of the KdV equation is also an exact solution of the ncKdV equation (without $`\vartheta `$-corrections). For the two-soliton solution, corrections of even order in the deformation parameter $`\vartheta `$ arise from the ncKdV equation which lead to modifications in the strong interaction region of the solitons. In principle, such modulations could be observed in a physical system. Furthermore, it is quite surprising that the relation between the KdV and the mKdV equation via the Miura transformation, as well as the construction of conserved densities via the Gardner transformation passes over to the noncommutative equations.


text:
# Permanent magnetic moment in mesoscopic metals with spin-orbit interaction

## I Introduction

Permanent currents in mesoscopic SNS junctions, that is currents flowing in the absence of the phase difference between the superconductors, were predicted by Altshuler and Spivak in the circumstance of a time-reversal symmetry breaking perturbation, such as spin-flip scattering. Since their model is equivalent to that of an Aharonov-Bohm (AB) ring threaded by a flux, it also implies a permanent AB (persistent) current (or, in general, a permanent magnetic moment) when the time-reversal symmetry is broken. Such currents (moments), however, average out to zero and are uncorrelated with the flux (field).

Kravtsov and Zirnbauer (KZ) predicted permanent AB currents in rings with odd numbers of electrons and (non time-reversal breaking) spin-orbit (SO) scattering. Their argument was based on the Kramers’ theorem in the context of disordered mesoscopic systems. Namely, the level degeneracy should remain two-fold, where a state and a time-reversed state are two different states at the same energy. KZ realized that in the presence of SO coupling these states are current-carrying. To estimate the current’s magnitude for strong SO they used the level correlation function of a symplectic ensemble,. The letter contains a peaked function of the flux, which, in the case of a zero flux, reduces to a $`\delta `$function. The physical interpretation suggests that the double degeneracy is lifted by the flux and one of the two current-carrying states becomes preferable; in zero flux either state can be occupied with equal probability.

In the absence of SO scattering the two-fold Kramers’ degeneracy for an odd number of electrons is trivial in that it corresponds to the spin-up and spin-down states of an uncompensated electron in the last occupied (Fermi) level (all other levels being doubly occupied). For a sufficiently strong SO, spin is no longer a good quantum number and one must consider an effective moment, whose origin is in mixing of orbital and spin degrees of freedom and which is conserved since a metal particle or a ring can be viewed as a closed system. However, unlike atomic physics, for instance, where the nature of such moment is obvious as $`𝐉=𝐋+𝐒`$, in a disordered conductor $`L`$ is not a good quantum number. It is clear, on the other hand, that the moment is due to the last uncompensated electron, as in spin magnetism.

Since one must differentiate between the odd and even numbers of electrons, understanding of the nature of permanent moments requires formalism that accounts for a single-electron contribution. The purpose of this work is to introduce a single-electron Hamiltonian that would effectively incorporate SO coupling.

In a previous paper, we addressed a more rigorous derivation of the permanent AB current in the SO case. Towards that end we applied a so called ”mixed” approach where the Imry’s formula

$`F\mathrm{\Omega }\left(\mu \right)`$ $`=`$ $`{\displaystyle \frac{1}{2\upsilon }}\delta N^2`$ (1)
$`=`$ $`{\displaystyle \frac{1}{2\upsilon }}{\displaystyle 𝑑\epsilon _1𝑑\epsilon _2\delta \upsilon (\epsilon _1,H)\delta \upsilon (\epsilon _2,H)f(\epsilon _1,\mu )f(\epsilon _2,\mu )}`$ (2)
relating the free energies of the canonical and grand canonical ensembles***In a closed Kubo particle the total number of electrons is presumed fixed, hence one must derive the free energy of a canonical ensemble. is used in combination with the exact formulae, for the disorder-averaged level-density correlation function $`\delta \upsilon _1\delta \upsilon _2`$. We call this approach ”mixed” because (1) implies large particle number fluctuations in the equivalent grand canonical ensemble, $`\delta N^21`$, and consequently $`T\mathrm{\Delta }`$, where $`\mathrm{\Delta }`$ is the mean energy-level spacing. In such a circumstance a perturbative expression for the level correlation function should, in principle, be used. However, as will be discussed below, the ”mixed” approach gives qualitatively correct results on approaching the level-quantized limit for $`T\mathrm{\Delta }`$, when the single-electron effects become important.

In what follows, we will first compare the results obtained from (1) in the ”mixed” approach for spin and orbital magnetism with those obtained in the perturbative limit and in a single-electron approximation in the level quantized limit,-. Such comparison will enable us to gain insight into the level-quantized problem in the SO case by inference from the ”mixed” approximation. We proceed to introduce a single-electron Hamiltonian which effectively includes SO coupling. We discuss the physical consequences of our ansatz and check them against other known results, such as mesoscopic fluctuations.

## II Perturbative, ”mixed” and single-electron approximations

The results in this Section are derived in our previous papers,-. For simplicity, we consider only 2D systems. We begin with the spin magnetic susceptibility and use the notations

$$\chi _P=\mu _B^2\upsilon \text{ and }\chi _C=\frac{\mu _B^2}{T}$$
(3)
for the Pauli and Curie susceptibility respectively, where $`\upsilon `$ is the mean density of levels at the Fermi surface and $`\upsilon \mathrm{\Delta }=s=2`$ is the level degeneracy. The summary for the mean susceptibility is given in Table I:

TABLE I: Spin magnetic susceptibility

| Pertubative | ”Mixed” | Single-electron |
| --- | --- | --- |
| $`T\mathrm{\Delta }`$ | $`T\mathrm{\Delta }`$ | $`T\mathrm{\Delta }`$ |
| $`\chi _P\left[1+\frac{3\zeta \left(3\right)}{\pi ^4}\left(\frac{\mathrm{\Delta }}{T}\right)^2\right]`$ | $`\frac{2}{3}\chi _C`$ | $`\chi _C`$ odd number of electrons  $`const\left[\chi _P\left(\frac{T}{\mathrm{\Delta }}\right)^\alpha \right]`$ even number of electrons |

(4)
Clearly, as the temperature approaches the level spacing, the ”mixed” approach correctly predicts the onset of the Curie-like susceptibility. Conversely, it is beyond its range of applicability to distinguish between the odd and even numbers of electrons and give a single-electron contribution. (In a sense, it averages between the odd and even contributions which is dominated by the odd-case Curie susceptibility.) For further comparison with the SO case, we note that the ”mixed” result is due to Zeeman splitting of the $`\delta `$function in the exact level-correlation function. We also note that the linear response regime for the spin susceptibility extends to the fields $`\mu _BH\mathrm{\Delta }`$, at which point the energy levels begin to separate into two non-interacting series of levels with spin-up and spin-down electrons and the magnetic component of the free energy (that is, the change in free energy due to Zeeman splitting) approaches $`\mathrm{\Delta }`$.

(We briefly discuss the case of even number of electrons. The constant and the exponent $`\alpha `$ in Table I depend on the symmetry: $`\alpha =1`$ for Gaussian orthogonal ensemble (GOE) and $`\alpha =2`$ for Gaussian unitary ensemble (GUE). Notice that GUE was not considered in since it was assumed that the transition from GOE to GUE takes place at $`\mu _BH\mathrm{\Delta }`$ when, in reality, it takes place at $`\mu _BH\mathrm{\Delta }\sqrt{\mathrm{\Delta }/E_c}\mathrm{\Delta }`$ (see eq. (6) below and Refs.,). On the other hand, for a strong SO, the spin susceptibility in the Gaussian symplectic ensemble (GSE), considered in, is not particularly meaningful since spin is not a good quantum number in this case).

We next turn to orbital magnetism in the absence of SO interaction. This case is summarized in Table II in terms of the mean AB (persistent) current $`I\left(\varphi \right)`$:

TABLE II: Persistent current in the absence of SO

(5)
where $`\varphi _0=2\pi /e`$ is the flux quantum (in the units where $`\mathrm{}=c=1`$) and $`E_c=D/L^2`$ where $`D`$ is the diffusion coefficient and $`L`$ is the circumference of the ring. The flux scale $`\varphi _c`$ defines the limit for linear response and, at $`T=0`$,

$$\varphi _c\varphi _0\sqrt{\frac{\mathrm{\Delta }}{E_c}}$$
(6)
sets the scale of the transition from GOE to GUE. We point out that the ”mixed” approach correctly predicts current saturation as $`T`$ crosses $`\mathrm{\Delta }`$, which is confirmed by a single-electron type calculation where the orbital magnetic susceptibility is attributed to the van Vleck response involving virtual transitions between the last occupied and the first unoccupied states at the Fermi level. We also note that, as $`\varphi `$ crosses $`\varphi _c`$, the maximal current is $`e\mathrm{\Delta }\left(k_F\mathrm{}\right)^{1/2}`$ (corresponding to a magnetic moment of order $`\mu _B\left(E_c/\mathrm{\Delta }\right)^{1/2}\mu _B\left(k_F\mathrm{}\right)^{1/2}`$), where $`k_F`$ is the Fermi wave vector and $`\mathrm{}`$ is the electron mean-free-path, and the magnetic energy $`I\left(\varphi \right)\varphi `$ saturates to $`\mathrm{\Delta }`$.

We finally turn to the SO case. The results are summarized in Table III:

TABLE III: Persistent current with strong SO

(7)
where the question mark indicates the result inferred from the ”mixed” approach. A formal extension to $`T=0`$ in the mixed approach yields a permanent current for $`\varphi =0`$,

$$I\left(0\right)=\frac{e}{2\pi }\sqrt{2E_c\mathrm{\Delta }}$$
(8)
and the same order of magnitude for a permanent AB current is expected in the single-electron picture (and a corresponding magnetic moment of order $`\mu _B\left(E_c/\mathrm{\Delta }\right)^{1/2}\mu _B\left(k_F\mathrm{}\right)^{1/2}`$). In the next section we introduce a single-electron Hamiltonian which indeed reproduces this result.

## III Effective single-electron Hamiltonian

A single-electron Hamiltonian which effectively accounts for multiple SO scattering effects can be written as

$$H_{eff}=\lambda 𝐋𝐒+\mu _B𝐇\left(𝐋+2𝐒\right)$$
(9)
where

$$\lambda \mathrm{\Delta }\sqrt{\frac{\mathrm{\Delta }}{E_c}}\frac{\mathrm{\Delta }}{\left(k_F\mathrm{}\right)^{1/2}}$$
(10)
In the 2D case considered here and magnetic field perpendicular to the plane of the sample, one need to consider only $`z`$components of the spin and angular momentum. Treated as a perturbation to second order, the Hamiltonian (9) yields the energy shift given by

$$\delta E=\mu _B2\left(1+\lambda \mathrm{\Lambda }_{zz}\right)S_zH\mu _B^2\mathrm{\Lambda }_{zz}H^2\lambda ^2\mathrm{\Lambda }_{zz}S_z^2$$
(11)
where

$$\mathrm{\Lambda }_{zz}=\frac{\left|i\left|L_z\right|f\right|^2}{\epsilon _f\epsilon _i}$$
(12)
The first term in (11) describes the coupling of the permanent moment - a combination of spin and SO-induced components - to the magnetic field. The second term is the van Vleck term due strictly to orbital effects. The last term describes the single-axis anisotropy. In eq. (12) we limit our consideration to the virtual transitions between the last occupied (Fermi) level $`i`$ and the first unoccupied level $`f`$, so that $`\mathrm{\Lambda }_{zz}>0`$.

In disordered conductors the orbital magnetic effects are large due to diffusion. In the present case, it is reflected in largeness of $`\mathrm{\Lambda }`$ which was evaluated in

$$\mathrm{\Lambda }_{zz}\frac{E_c}{\mathrm{\Delta }^2}\frac{k_F\mathrm{}}{\mathrm{\Delta }}$$
(13)
Consequently for the magnetic moment we find

$$M=\frac{\delta E}{H}=const_1\left[\mu _B\left(k_F\mathrm{}\right)^{1/2}\right]+const_2\left[\left|\chi _L\right|\left(k_F\mathrm{}\right)H\right]$$
(14)
where $`\chi _L`$ is the Landau susceptibility. The first term in (14) is the permanent magnetic moment due to SO coupling and the second term is the induced van Vleck orbital moment.

Independent checks of ansatz (9) come from the consideration of the anisotropy term (the third term in (11)) and the mesoscopic fluctuations of spin-polarization. For the former, using eqs. (10) and (13), we find $`\delta E\mathrm{\Delta }`$, which is expected for the energy associated with the transition to GSE. For the latter, the large fluctuations of local magnetization were interpreted in terms of the enhancement of the effective electron $`g`$factor, $`g=2\left(1+\lambda \mathrm{\Lambda }_{zz}\right)`$, to $`\left(k_F\mathrm{}\right)^{1/2}`$, which is consistent with the present results. Another consistency check comes from the requirement that both the linear and quadratic magnetic terms in (11) be less than $`\mathrm{\Delta }`$ and we find that either one is equivalent to the condition $`\varphi <\varphi _c`$ for the transition to GUE, where $`\varphi _c`$ is given by eq. (6).

## IV Discussion

We proposed the single-electron Hamiltonian (9) which effectively incorporates the effect of multiple SO scatterings for the electron in the Fermi level. The resulting magnitude (14) of the permanent magnetic moment of a 2D ring or a simply-connected conductor is consistent with the results based on the perturbative and ”mixed” approaches. We also reproduce the correct energy scales and the enhanced magnitude $`\left(k_F\mathrm{}\right)^{1/2}`$ of the electron $`g`$factor. However, at present there is no microscopic derivation of (9). We hope to address this in a future work.

## V Acknowledgments

I am grateful to Bernard Goodman for many useful discussions and reading of this manuscript. This work was not supported by any funding agency.

Note added: After the completion of this paper I became aware of the manuscript cond-mat/0001431 which discusses some of the same issues. For 2D systems there is a general agreement between the two and with our previous work.


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# Temporal Modulation of the Control Parameter in Electroconvection in the Nematic Liquid Crystal I52

## I Introduction

When a spatially extended system is driven far from equilibrium, a series of transitions occurs as a function of the external driving force, or control parameter . The initial transition is typically from a spatially uniform state to a state with periodic spatial variations, called a pattern. As the control parameter is increased, a sequence of instabilities occurs that produces increasingly complex spatiotemporal patterns. Ultimately, the system becomes fully turbulent. States of spatiotemporal chaos form an interesting class of patterns . Loosely speaking, spatiotemporal chaos refers to deterministic patterns that possess a random variation in space and time. They generally exhibit an underlying periodicity but are characterized by a finite correlation length and correlation time. Since their discovery in fluid dynamical systems , states of spatiotemporal chaos have been observed in a wide range of systems, including Rayleigh-Bénard convection, Faraday instabilities, Taylor-Couette flow, electroconvection in nematic liquid crystals, lasers, and chemical reactions . Despite the ubiquitous nature of the phenomenon, a full understanding of spatiotemporal chaos remains one of the outstanding problems in nonlinear dynamics.

One of the challenges facing the study of spatiotemporal chaos is the difficulty associated with characterizing the dynamics . Because the systems are spatially extended, they are inherently high dimensional. This precludes the use of many of the successful techniques developed to study low dimensional chaos in dynamical systems . Also, most examples of spatiotemporal chaos occur at sufficiently large values of the control parameter that weakly nonlinear techniques, such as amplitude equations, are only applicable as phenomological models, if at all. The work reported here uses a state of spatiotemporal chaos that occurs in electroconvection in I52 . In contrast to other systems, this state does occur in the weakly nonlinear regime where quantitative comparison between theory and experiment is possible. A fundamental theory of electroconvection, the WEM model , exists and provides the necessary starting point for a quantitative derivation of the relevant amplitude equations . Therefore, this system is an ideal candidate for studying spatiotemporal chaos. However, currently only two of the four necessary amplitude equations have been derived and only qualitative predictions exist . In this work, I use temporal modulation as a probe of the system’s dynamics. This provides both a test of the existing amplitude equation description and a means of guiding future experiments and calculations.

For electroconvection , a nematic liquid crystal is placed between two properly treated glass plates so that the director is everywhere parallel to the plates and along a chosen axis. A nematic liquid crystal is a fluid in which the molecules have orientational order, and the director refers to the axis parallel to the average alignment of the molecules . The liquid crystal is doped with ionic impurities, and an ac voltage is applied across the sample using transparent electrodes on the glass plates. Above a critical value of the applied voltage, there exists a transition from uniform conduction to convection rolls, with a corresponding periodic variation of the director and concentration of ionic impurities. Because the system is anisotropic, the patterns can be characterized by the angle $`\theta `$ between the director and the wavevector of the pattern. Electroconvection in the nematic liquid crystal I52 exhibits a forward, Hopf bifurcation to oblique rolls . A Hopf bifurcation is a transition to a traveling wave pattern, and oblique rolls correspond to patterns where $`0^{}<\theta <90^{}`$ . At onset, because the director only defines an axis and not a positive direction, states with wavevectors of equal magnitude but with angle s $`\theta `$ and $`\pi \theta `$ are degenerate and referred to as zig and zag rolls, respectively. The state close to onset that is studied here consists of four modes: right- and left-traveling zig and zag rolls . It is the interaction of these four modes that results in spatiotemporal chaos.

Resonant modulation of the control parameter in a system with a Hopf bifurcation is known to stabilize standing waves for large enough modulation strength . However, it has not been applied previously to a state of spatiotemporal chaos. There are three main questions addressed in this work. First, I have made a survey of the range of existence of standing wave patterns and their qualitative features for a reasonable set of values of the applied voltage, applied frequency, the modulation strength, and the modulation frequency. Second, there are three possible standing wave solutions: standing rolls (only zig or zag rolls are present), standing rectangles (superimposed zig and zag rolls with equal amplitude), and standing cross rolls (zig and zag rolls with different amplitudes) . I will show that the standing wave states are generally standing rolls, but that standing rectangles can be observed. Finally, I will demonstrate that the standing roll states are temporally regular and that they eventually become spatially uniform. Therefore, this is an example of the elimination of spatiotemporal chaos and provides an interesting contrast to systems where temporal modulation produces irregular behavior in an otherwise regular system .

The rest of the paper is organized as follows. Section II provides the details of the experimental techniques. Section III presents the experimental results. In this section, I will report separately on the results of applying modulations of the control parameter below and above the critical voltage for the onset of convection in the absence of modulations. Section IV will discuss the relationship between these results and existing predictions of relevant amplitude equations.

## II Experimental details

The experiments were carried out using two electroconvection cells containing the liquid crystal I52 . The first cell was a custom made cell with a thickness of 25 $`\mu \mathrm{m}`$. It was formed from two glass slides that were coated with a layer of indium-tin oxide (ITO), a transparent conductor. The conductive coating was etched to form a 0.5 cm x 0.5 cm square electrode in the center of a 2.5 cm x 2.5 cm cell. The director was aligned using a rubbed polyimide. The second cell was a commercial cell obtained from EHC, LTD. . This cell had a thickness of 23 $`\mu \mathrm{m}`$. The electrode was a 1.0 cm x 1.0 cm area of ITO in a 2.5 cm x 2.5 cm cell. The alignment was also due to a rubbed polyimide coating. For both cells, there was some forcing of a pattern due to fringing fields at the edge of the electrodes. However, a region existed in the middle of each cell where convection started spontaneously. All measurements were made in this region of the cell to minimize boundary effects.

The main differences between the two samples were the values of the critical voltage and the Hopf frequency due to differences in iodine doping. The custom sample was filled with I52 that had been doped with $`6.3\%`$ by weight molecular $`\mathrm{I}_2`$ two months prior to filling the cell. The commercial cell was filled with I52 that had been doped with $`6\%`$ by weight molecular $`\mathrm{I}_2`$ seventeen months prior to filling. The custom cell was aged for five months after filling before experiments were started, and the commercial cell was aged for one month after filling. For the custom cell, the critical voltage was approximately 21 V and the Hopf frequency was approximately 0.125 Hz at an applied frequency of 25 Hz. For the commercial cell, the critical voltage was approximately 15 V and the Hopf frequency was approximately 0.34 Hz at an applied frequency of 25 Hz.

It is known for electroconvection in I52 that the level of iodine in the sample will drift in time. This results in drifts in the critical voltage and the Hopf frequency. Because of this drift, the following protocols were used. The critical voltage and Hopf frequency were measured before and after every set of measurements. The modulated voltage had the following form: $`V(t)=[V_o+V_mcos(\omega _mt)]cos(\mathrm{\Omega }t)`$. The two main dimensionless control parameters are: $`ϵ=V_o^2/V_c^21`$ and $`b=V_m/V_c`$. Here $`V_c`$ is the critical voltage for the onset of convection in the absence of modulation. The drift in $`V_c`$ was linear in time and corresponded to a drift in $`ϵ`$ of 0.001/Hr. This drift is accounted for in all reported values of $`b`$ and $`ϵ`$. The modulation frequency will be discussed in terms of the shift from resonance $`(f^{}f_m/2)`$, where $`f_m`$ is the modulation frequency and $`f^{}`$ is the natural frequency of the pattern. For $`ϵ<0`$, $`f^{}`$ is the Hopf frequency $`f_h`$, and for $`ϵ>0`$, it is the frequency of the pattern in the absence of modulation. Despite the differences between the two cells and the drift in time of $`V_c`$, the behavior as a function of $`b`$, $`ϵ`$, and $`(f^{}f_m/2)`$ is completely reproducible. The sample temperature was held constant at either $`40\pm 0.002^{}\mathrm{C}`$ or $`42\pm 0.002^{}\mathrm{C}`$. The later temperature was used after the total drift in $`V_c`$ at $`40^{}\mathrm{C}`$ had exceeded approximately one volt.

Images were taken using a standard shadowgraph method  and are presented here with the undistorted director aligned in the horizontal direction. Because of the well-known nonlinear effects of the shadowgraph method , the images have been Fourier filtered so that only the fundamental modes are present. This is essential for highlighting the standing wave character of the modulated pattern.

The frequency of the pattern was determined by taking the Fourier transform of a time series of 32 images. The images typically covered a spatial area containing 18 rolls, though smaller regions of only 7 rolls were also used. The time between images was chosen so that the time series covered 4 to 6 periods of the fundamental frequency.

For the measurements of the dynamics of the local amplitude of each mode, a time series of 32 images was used. The time between images was chosen so that the series consisted of four cycles of the pattern. Each image covered a spatial area of approximately 7 wavelengths. The modulus squared of the space-time Fourier transform of the series, $`S(𝐤,\omega )`$, was used to compute the amplitude of each mode. The power in each mode, right- and left-traveling zig and zag rolls, was determined by summing $`S(𝐤,\omega )`$ over a 5 by 5 pixel grid in wavenumber space and 5 pixel window in frequency space. The grid and window were centered on the peak in $`S(𝐤,\omega )`$ that corresponded to the mode of interest. The amplitude of each mode is the square root of the power.

For measurements of the onset of standing waves, $`ϵ`$ was fixed and the value of $`b`$ was either stepped up or down in increments of 0.005. At each step, the system was equilibrated for 10 minutes before a time series of images was taken. The time series of images were used to determine if the pattern was frequency locked to the modulation and whether or not a standing wave had been established.

## III Experimental results

Figure 1 is a comparison of the typical pattern in the region where spatiotemporal chaos exists and the standing wave pattern that is stabilized by the modulation. Figure 1a is a single snapshot of the state of spatiotemporal chaos at a value of $`ϵ=0.03`$ and no modulation. Figures 1b-d are three images taken 0.9 s apart of the standing wave state at an $`ϵ=0.036`$, $`b=0.04`$, and $`f_m=2f_h`$. The time between the images was chosen to highlight the relative change in phase that is characteristic of a standing wave as one crosses the minimum in intensity. For example, the intensities in the lower right corner in Fig. 1b are opposite those in Fig. 1d.

Figure 2 summarizes the range of existence of the standing wave patterns when a modulation of twice the Hopf frequency is used. The solid symbols and $`\times `$’s are the location of the transition to standing waves as measured by increasing $`ϵ`$. The open symbols and the $`+`$’s are the location of the transition to standing waves as measured by decreasing $`ϵ`$. In the region above and between the two solid lines, the pattern is composed of uniform standing rolls. As a check on the stability of the standing rolls, two runs were made at fixed $`b`$. For these runs, $`ϵ`$ was increased in steps of 0.005, with a waiting time of 5 minutes per step. One run was at $`b=0.02`$, and the other was at $`b=0.05`$. For the entire range of $`ϵ`$ within the boundaries, only uniform standing rolls were observed at these two values of $`b`$.

For negative values of $`ϵ`$, the behavior of the system is straightforward. The system makes a transition directly from a uniform state to a state of frequency locked standing waves. The pattern consists of either standing zig rolls or standing zag rolls, and never the superposition. The pattern is also frequency locked to half the modulation frequency. As shown in Fig. 2, within the resolution used here, there is essentially no hysteresis in the transition.

Figure 3 shows the behavior of the system when the modulation frequency is varied away from twice the Hopf frequency at negative $`ϵ`$. The solid squares represent the onset to standing waves, and the solid line is a fit to a parabola. In this case, the parabola is centered on the Hopf frequency.

For positive values of $`ϵ`$, the situation is more complicated because the ground state is the state of spatiotemporal chaos. In this case, I have measured the transition in two different ways. First, I have considered the onset to standing rolls. These are the solid and open squares in Fig. 2. When stepping down in $`ϵ`$, the transition from standing rolls to the disordered state was easily identified. However, because of the spatial disorder, when $`ϵ`$ is increased, the onset to spatially uniform standing rolls is less well-defined. For the purposes of Fig. 2, the onset was taken to be the point where the patches of standing rolls had a size on the order of 18 wavelengths.

A better measure of the transition for positive $`ϵ`$ is to use the point at which the pattern becomes frequency locked to the modulation frequency. This boundary is given by the $`\times `$’s and the $`+`$’s in Fig. 2. Figure 4 shows the plot of the pattern frequency as a function of $`ϵ`$ in the absence of modulation. From this, one can see that it is easy to distinguished the locked and unlocked patterns for $`ϵ>0.01`$, as the frequency of the pattern differs significantly from the Hopf frequency. With this definition of the transition, there is no measurable hysteresis.

Figure 5 shows the effect of varying the modulation frequency for positive $`ϵ`$. As with negative $`ϵ`$, the solid line is a fit to a parabola. In this case, the parabola is centered on the frequency of the unmodulated pattern, not the Hopf frequency. Also, when $`(f^{}f_m/2)>0.04`$, the standing wave pattern at onset is standing squares. This is illustrated in Fig. 6. For these images, the modulation frequency was 0.472 Hz, and the unmodulated pattern had a frequency of 0.305 Hz. In this range of $`(f^{}f_m/2)`$, increasing $`b`$ leads to a secondary transition from the standing rectangles to standing rolls.

I made a qualitative survey of the behavior as a function of the driving frequency. By increasing the driving frequency, one decreases the angle $`\theta `$ between the wavevector of the pattern and the undistorted director orientation. For our system, the same qualitative behavior was observed for applied frequencies up to 80 Hz. For 80 Hz, $`\theta =10^{}`$. For modulation at twice the Hopf frequency, a standing roll pattern is observed. A more detailed study of the effects of varying $`\theta `$ will be the subject of future work.

The local temporal behavior of the standing roll state is extremely regular. This is shown in Fig. 7. Each plot is a time series of the local amplitude. The amplitude is measured every 2 minutes, with the initial point of the time series taken 10 minutes after the modulation is applied. Figure 7a is a plot of the local amplitude as a function of time for $`ϵ=0.01`$ and no modulation. The amplitudes of the right-traveling zig rolls, left-traveling zig rolls, and left-traveling zag rolls have been shifted from their true values by 0.015, 0.01, and -0.005, respectively. These shifts clarify the anti-correlations present between the various modes and the irregular variation in time. This behavior has been reported previously . Figure 7b is the local amplitude for $`ϵ=0.01`$, $`b=0.02`$, and $`f_m=2f_h`$. This figure shows both the regular temporal behavior and the establishment of standing rolls (the zag amplitude has gone to zero).

The development of the local, temporal order, generally occurred in under a few minutes. In contrast, the spatial ordering involves extremely long time scales. It can take up to two hours for the standing roll domains to reach sizes on order of the system size. However, upon removal of the modulation, the disorder develops in a few minutes. This difference in time scales is reflected in Fig. 2. One sees that there is essentially no difference between the transition to a frequency locked state and the transition to standing waves measured by decreasing $`ϵ`$. However, standing rolls of a particular size occurred at values of $`b`$ slightly above the transition defined by frequency locking. This is easily understood in terms of the 10 minute waiting time used when stepping $`b`$. Clearly, the details of the spatial ordering and the multiple time scales involved is an interesting problem. However, it is outside the scope of this paper and will be the subject of future work.

## IV Discussion

The transitions for negative $`ϵ`$ can be directly compared with predictions of the relevant coupled amplitude equations . I find excellent agreement between the measured onset of standing waves and the predictions of Ref. . The onset to standing waves should occur when $`b=|\mu |`$. Here the real part of $`\mu `$ is just $`ϵ`$ and the imaginary part of $`\mu `$ is $`2\pi \tau _d(f^{}f_m/2)`$, where $`\tau _d=\gamma _1d^2/(\pi ^2K_{11})`$ is the director relaxation time. Here $`\gamma _1`$ is a rotational viscosity and $`K_{11}`$ is the splay elastic constant of the director. For a modulation frequency equal to twice the Hopf frequency, the onset is given by the line $`b=ϵ`$. This is the solid line shown in Fig. 1. For the more general case, one has $`b^2=ϵ^2+(2\pi \tau _d)^2(f_hf_m/2)^2`$. The solid line in Fig. 3 is a fit to this equation. The resulting values are: $`ϵ=0.058\pm 0.005`$, $`\tau _d=0.229\pm 0.004\mathrm{s}`$, and $`f_h=0.162\pm 0.01\mathrm{Hz}`$. For comparison, the measured values of these parameters are: $`ϵ=0.054\pm 0.002`$, $`\tau _d=0.18\pm 0.05\mathrm{s}`$, and $`f_h=0.164\pm 0.005\mathrm{Hz}`$.

The nature of the standing wave pattern depends on the nonlinear coefficients in the amplitude equations. The fact that I observe standing rolls at onset has important consequences. First, the coupling coefficient between zig and zag rolls traveling in the same direction has been calculated . Based on this calculation, it is likely that standing rectangles are the stable state for the parameter range in my experiments. However, the condition for the stability of standing rolls does involve all of the nonlinear coefficients , and standing rolls are not ruled out by the calculations of Ref. . Therefore, these experiments highlight the need for a determination of all of the nonlinear coefficients before quantitative comparisons between amplitude equations and the experiments are possible. On the other hand, in the absence of theoretical calculations, the temporal modulation experiments provide a means to determine the coefficients experimentally,

The results for positive $`ϵ`$ are in qualitative agreement with the predictions of Ref. . The critical value of $`b`$ for the transition to standing waves is linear in $`ϵ`$ for fixed $`f_m`$. However, I find $`b=0.577ϵ0.006`$ (the solid line in Fig. 2), and not $`b=ϵ`$. This is not surprising given that the ground state of the experimental system is a state of spatiotemporal chaos. This pattern can only be described by amplitude equations that include spatial derivatives, and these are not included in Ref.

The other qualitative agreement with Ref.  is the behavior as a function of modulation frequency. The critical values of $`b^2`$ are quadratic in $`(f^{}f_m/2)`$ for fixed $`ϵ`$. However, it is clear from Fig. 5 that $`f^{}`$ is the frequency of the unmodulated pattern for the fixed value of $`ϵ`$, and not the Hopf frequency. This is due to the shift in frequency with $`ϵ`$ that is illustrated in Fig. 4.

An additional feature of the behavior at positive $`ϵ`$ that requires a theoretical explanation is the regular dynamics of the standing wave state. Though an incomplete description, the existing amplitude equation calculations suggest that the unmodulated state is Benjamin-Feir unstable for all wavenumbers . This provides a possible explanation for the spatiotemporal chaos at onset. From the fact that the modulated state exhibits regular dynamics, one can infer that the standing rolls are Benjamin-Feir stable. This situation is the opposite of that previously observed in electroconvection in a different nematic liquid crystal . In that system, the unmodulated state was stable. For high enough modulation, the modulated state was Benjamin-Feir unstable and resulted in irregular dynamics . The behavior in that case agreed well with calculations based on amplitude equations that included the spatial derivatives. A similar calculation is needed for the system reported on here. In particular, it will be important to determine if temporal modulation is a general method for eliminating spatiotemporal chaos, or if it is specific to this system.

###### Acknowledgements.

I thank Hermann Riecke for useful discussions. This work was supported by NSF grant DMR-9975479.


text:
# Transversely polarized Λ production1footnote 11footnote 1Contribution to the proceedings of the 7th Conference on the Intersections of Particle and Nuclear Physics (CIPANP 2000), Quebec City, Canada, May 22 - 28, 2000

## Introduction

Transverse polarization distribution and fragmentation functions parameterize transverse spin effects in hard scattering processes. The question is which of these functions might be relevant for the description of the single transverse spin asymmetry in the process $`pp\mathrm{\Lambda }^{}X`$ Lambdadata ? The fact that in this asymmetry the transverse spin and the transverse momentum appear to be correlated –they are orthogonal to each other–, indicates that a so-called T-odd function is required.

## T-odd fragmentation functions

In case there are two large scales ($`\sqrt{s}`$ and $`p_T`$) present in processes like $`pp\mathrm{\Lambda }^{}X`$ and $`pp^{}\pi X`$ Adams , the description factorizes into a hard subprocess cross section convoluted with two types of soft physics correlation functions. The latter characterize

the distribution of quarks inside a hadron ($`\mathrm{\Phi }`$) and quarks fragmenting into a hadron plus anything ($`\mathrm{\Delta }`$), see Fig. 1. As a function of the lightcone momentum fraction $`x`$, $`\mathrm{\Phi }`$ is given by (after imposing parity and time reversal)

$$\mathrm{\Phi }(x)=\frac{1}{2}\left[f_1(x)\overline{)}P+g_1(x)\lambda \gamma _5\overline{)}P+h_1(x)\gamma _5\overline{)}S_T\overline{)}P\right].$$
(1)
The transversity function $`h_1`$ Ralst-S-79  is the distribution of transversely polarized quarks inside a transversely polarized hadron. Similarly, the fragmentation correlation function $`\mathrm{\Delta }(z)`$ Coll-S-82  is parameterized as

$$\mathrm{\Delta }(z)=\frac{1}{2}\left[D_1(z)\overline{)}P+G_1(z)\lambda \gamma _5\overline{)}P+H_1(z)\gamma _5\overline{)}S_T\overline{)}P\right].$$
(2)
The transversity fragmentation function $`H_1`$ is the probability that a transversely polarized quark fragments into a transversely polarized (spin-1/2) hadron plus anything. The transversity functions $`h_1`$ and $`H_1`$ are not sufficient to describe single spin asymmetries. But if one includes transverse momentum dependence Ralst-S-79 , then T-odd functions can lead to unsuppressed single spin asymmetries (for a detailed explanation cf. Ref. Boer-99 ). The transverse momentum dependent fragmentation functions222Due to the problematic nature of T-odd distribution functions Collins-93b , here we will focus only on T-odd fragmentation functions, which are expected to arise due to final state interactions, rather than due to time reversal symmetry violation. are defined through the parameterization of the correlation function $`\mathrm{\Delta }(z,𝒌_T)`$

$$\mathrm{\Delta }(z,𝒌_T)=\text{T-even part}+\frac{1}{2}\left[D_{1T}^{}\frac{ϵ_{\mu \nu \rho \sigma }\gamma ^\mu P^\nu k_T^\rho S_T^\sigma }{M}+H_1^{}\frac{\sigma _{\mu \nu }k_T^\mu P^\nu }{M}\right].$$
(3)
The fragmentation functions $`D_{1T}^{}`$ and $`H_1^{}`$ are T-odd functions, linking transverse spin –of a hadron and quark, respectively– and transverse momentum with a specific orientation (handedness), cf. Figs. 2 and 3.

There are a few experimental indications that the “Collins effect” function $`H_1^{}`$ Collins-93b  is indeed nonzero Bravar ; HERMES ; EST-98 ; it can account for a number of different pion production asymmetries, including $`pp^{}\pi X`$ Anselmino . The chiral-even function $`D_{1T}^{}`$ Mulders-Tangerman-96  is expected to be relevant for transversely polarized $`\mathrm{\Lambda }`$ production ABM , e.g. in $`pp\mathrm{\Lambda }^{}X`$.

## Transversely polarized $`\mathrm{\Lambda }`$ production

The single transverse spin asymmetry

$$P_N=\frac{\sigma (pp\mathrm{\Lambda }^{}X)\sigma (pp\mathrm{\Lambda }^{}X)}{\sigma (pp\mathrm{\Lambda }^{}X)+\sigma (pp\mathrm{\Lambda }^{}X)}$$
(4)
exhibits similar behavior as the pion production single spin asymmetries, namely the magnitude grows as a function of $`p_T`$ and $`x_F`$. The BNL-RHIC collider can reveal whether $`pp\mathrm{\Lambda }^{}X`$ persists at larger values of $`\sqrt{s}`$ and $`p_T`$, which would be an important indication that a factorized picture should be applicable. Such a factorized description (requiring $`p_T\stackrel{>}{}1\text{GeV}`$) in terms of the quark fragmentation function $`D_{1T}^{}`$ would imply that the production of a transversely polarized $`\mathrm{\Lambda }`$ is independent of the details of the initial state and unlike existing models of the above asymmetry Felix ; Soffer , one could restrict to the modeling of $`D_{1T}^{}`$. A detailed study of $`pp\mathrm{\Lambda }^{}X`$ within the factorized picture will be presented in Ref. ABM . Here we want to indicate how a fit of $`D_{1T}^{}`$ from that data can be used to compare to possible future $`\mathrm{}p\mathrm{}^{}\mathrm{\Lambda }^{}X`$ data and to $`e^+e^{}\mathrm{\Lambda }^{}\text{jet}X`$ data.

1) Recently, an asymmetry in $`ep\mathrm{\Lambda }^{}X`$ was reported Belos  (preliminary): $`P_N=0.066\pm 0.011\pm 0.025`$ (arising mainly from $`epe^{}\mathrm{\Lambda }^{}X`$ events with $`Q^20`$). If such an asymmetry would also be found in the semi-inclusive DIS process $`epe^{}\mathrm{\Lambda }^{}X`$ (for $`Q^2\stackrel{>}{}1\text{GeV}^2`$) the factorized description Mulders-Tangerman-96  would imply333The chiral-even function $`D_{1T}^{}`$ can also be probed in charged current exchange processes; for the cross section expressions in semi-inclusive DIS we refer to BJM-00 .

$$\frac{d\mathrm{\Delta }\sigma (epe^{}\mathrm{\Lambda }^{}X)}{d\sigma (epe^{}\mathrm{\Lambda }X)}=\mathrm{sin}(\varphi _{S_T^\mathrm{\Lambda }}\varphi _{P_T^\mathrm{\Lambda }})P_N,$$
(5)
where the analyzing power $`P_N`$ is a function of $`f_1,D_1`$ and $`D_{1T}^{}`$. If one makes an Ansatz inspired by a model for the Collins function Collins-93b  ($`\eta ,M`$ are free parameters and Gaussian transverse momentum dependence of the unpolarized fragmentation function $`D_1`$ is assumed):

$$D_{1T}^{}(z,𝒌_T^2)=\eta \frac{MM_\mathrm{\Lambda }}{𝒌_T^2+M^2}D_1(z,𝒌_T^2)P_N\frac{2\eta MQ_T}{Q_T^2+4M^2}.$$
(6)
This exhibits plausible behavior as a function of the transverse momentum ($`Q_T`$) of the $`\mathrm{\Lambda }`$ and this expression for $`P_N`$ can be used to fit $`D_{1T}^{}`$, allowing for a check of the universality of $`D_{1T}^{}`$ if compared to the resulting fit from $`pp\mathrm{\Lambda }^{}X`$ data.

2) In the case of $`e^+e^{}\mathrm{\Lambda }^{}\text{jet}X`$, one determines the transverse momentum ($`Q_T`$) of the $`\mathrm{\Lambda }`$ compared to the jet (or thrust) axis. In the factorized picture with transverse momentum dependent functions this will yield a contribution Boer2

$$\frac{d\sigma (e^+e^{}\mathrm{\Lambda }^{}\text{jet}X)}{d\mathrm{\Omega }dzdQ_T}\mathrm{sin}(\varphi _{P_T^\mathrm{\Lambda }}\varphi _{S_T^\mathrm{\Lambda }})\frac{Q_T}{M_\mathrm{\Lambda }}\underset{a,\overline{a}}{}e_a^2D_{1T}^a(z,z^2Q_T^2).$$
(7)
Note that the exponential fall-off of the function at larger values of $`Q_T`$ wins out over the explicit power of $`Q_T`$ (all under the requirement of $`Q_T^2Q^2`$). Also we note that for $`e^+e^{}Z\mathrm{\Lambda }^{}\text{jet}X`$ transverse $`\mathrm{\Lambda }`$ polarization has been measured to be small (at the percent level) ALEPH-OPAL . We expect two effects to contribute to the suppression of the above contribution at large scales such as $`Q=M_Z`$. The function $`D_{1T}^{}`$ might be a decreasing function of $`Q^2`$, although this is not yet known. Also, transverse momentum dependent azimuthal asymmetries suffer from effective power suppression due to Sudakov factors Boer-00 . The LEP result would then not contradict a possibly large asymmetry in $`epe^{}\mathrm{\Lambda }^{}X`$ at lower energies (measurable at HERMES).

## Acknowledgements

I thank M. Anselmino, U. D’Alesio and F. Murgia for collaboration on this topic. Furthermore, I thank RIKEN, Brookhaven National Laboratory and the U.S. Department of Energy (contract number DE-AC02-98CH10886) for providing the facilities essential for the completion of this work.