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# Inclusive Hadron Production and Dijets at HERA

## 1 Introduction

The HERA storage ring provides beams of protons at $`820\text{GeV}`$ and positrons at $`27.5\text{GeV}`$ energy. Collisions of these are recorded at two general purpose detectors, H1 and ZEUS. Measurements of the hadronic final state in deep-inelastic scattering and in photoproduction processes allow precise tests of the validity of perturbative Quantum-Chromo Dynamics (pQCD). In addition the extraction of the strong coupling strength $`\alpha _s`$ or the parton density functions with high precision becomes possible.

## 2 Deep-Inelastic Scattering

In deep-inelastic scattering the squared momentum transfer $`Q^2`$ from the beam electron to the proton is large. The scattered electron found in the detector at large scattering angles allows a precise determination of the event kinematics. The hadronic final state is resolved into jets e.g. by means of the longitudinal-boost invariant $`k_t`$ algorithm.

Inclusive jet, dijet, and three jet cross sections are measured. Inclusive and dijet distributions are shown in figures 1 and 2. NLO pQCD predictions describe the data well and allow the strong coupling strength $`\alpha _s`$ to be extracted. H1 obtained from inclusive jet cross sections

$$\alpha _s(M_Z^2)=0.1181\pm 0.0030\text{(exp)}_{0.0046}^{+0.0039}\text{ (theo)}_{0.0015}^{+0.0036}\text{(pdf)}$$
(1)
and ZEUS determined

$$\alpha _s(M_Z^2)=0.120\pm 0.003\text{(stat)}_{0.006}^{+0.005}\text{ (exp)}_{0.002}^{+0.003}\text{(theo)}$$
(2)
from dijet cross sections. Both values are in agreement with the current world average. The uncertainty on $`\alpha _s`$ is dominated by the variation of the hadronic energy scale, the renormalization scale, and the variation of the parton density functions. The gluon density is determined from dijet events by H1 as shown in figure 2. The distribution is in agreement with the extraction from scaling violations and with global fits. Three jet cross sections are as well measured, but for the interpretation only LO pQCD calculations are available.

## 3 Photoproduction

In photoproduction the squared momentum transfer is small $`(Q^20)`$ and the scattered electron most often leaves the experiment undetected. For jet production the transverse jet energy provides the reference scale. As for DIS, dijet and three jet processes are measured.

In the three jet case the event structure can be described by angular distributions. Figure 3 shows the definition and the distribution of $`\mathrm{cos}(\theta _3)`$ where $`\theta _3`$ is the angle of the jet with the highest energy with respect to the proton beam direction. The Monte Carlo comparison demonstrates that in addition to the direct process where the photon directly interacts with the parton, the resolved process is needed for describing the data. In the resolved case, the photon fluctuates into a partonic state and one of these partons interacts with the parton coming from the proton. pQCD calculations including this process are able to describe the data.

Figure 4 shows the fraction

$$x_\gamma ^{\text{obs}}=\frac{E_{T,1}^{\text{jet}}e^{\eta _1^{\text{jet}}}+E_{T,1}^{\text{jet}}e^{\eta _1^{\text{jet}}}}{2yE_e}$$

of the photon momentum observed in dijet processes in the ZEUS data. The strong peak close to $`x_\gamma ^{\text{obs}}=1`$ is attributed to direct processes, but again the resolved component is needed for a description of the data by Monte Carlo models. NLO pQCD calculations in general describe the cross section including the dependence on $`x_\gamma ^{\text{obs}}`$ and the rapidity of the jets. However, at large $`E_{T,\text{jet}}`$ a clear disagreement between data and NLO prediction for forward jets is found. Figure 5 shows this more clearly.

The knowledge of the photon structure functions is limited and the pQCD predictions for the dijet cross sections using different sets vary by more than 10% as can be seen in figure 5. H1 extracted an effective photon structure function from photoproduction. As can be seen in figure 6, the existence of a gluonic component in the photon structure is evident.

## 4 Summary

This article provides a short overview on the variety of measurements of the hadronic final state in jet production for deep-inelastic scattering and photoproduction at HERA. Perturbative QCD is successful in describing the data and therefore allows to extract parameters such as the strong coupling strength $`\alpha _s`$ and the parton density functions with a high precision. An additional reduction of the uncertainties needs higher order or resumed calculations for the observables. For photoproduction the importance of the resolved contribution is clearly demonstrated and a significant measurement of an effective photon structure function becomes possible. Higher luminosity will allow to make more precise extractions of the photon structure.

## Acknowledgments

I would like to thank the organizers for the hospitality and the invitation to this interesting symposium on a broad variety of topics. I thank S. Caron, K. Rabbertz and P. Schleper for their discussions and comments on this article.


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# Supersymmetric Transformations in Coupled-Channel Systems

## I Introduction

The formalism of supersymmetric quantum mechanics (SQM), introduced by Witten  in 1981, provides an elegant way to construct a hierarchy of Hamiltonians with well defined relations between their spectra . Specifically, it allows the elimination or introduction of bound states  without altering the remaining part of the spectrum. Transformations of SQM, which we will refer to as supersymmetric (SUSY) transformations, are specific Darboux transformations  of the Schrödinger equation and are related to the factorization method . Consequently, there is a close connection to inverse scattering theory .

The SUSY-transformations of the radial Schrödinger equation have been studied in detail . In particular emphasis was given to mathematical aspects as well as applications to specific physics phenomena. An important application is the relationship of equivalent effective interactions between composite particle systems. In such systems, because of the necessary suppression of the internal degrees of freedom, the resulting interactions are ambiguous . There is always a set of effective interactions leading to the same scattering phase shifts which sustain, however, a different number of additional unphysical bound states as a consequence of simulating differently the Pauli principle.

Baye  pointed out that SQM is an elegant way to construct such phase equivalent potentials. Since then, more general transformations of the radial Schrödinger equation for uncoupled channels have been worked out  which, apart from a simple removal and an addition of a ground state, allow arbitrary modifications of the bound state spectrum .

The concept of SUSY–transformations has been extended to coupled–channel systems by Amado et al.  but their transformations do not allow the construction of phase-equivalent potentials after the removal of a bound state . Recently, Sparenberg and Baye  addressed this problem and presented SUSY–transformations for coupled–channel systems which in addition to the removal of bound states allow the construction of phase-equivalent potentials. However, the status of SUSY-transformations for coupled-channel systems is still incomplete because the process of introducing a bound state has not been considered so far. In this article we present a SUSY–transformation for the introduction of $`N`$ degenerate bound states in a system of $`N`$ coupled channels.

## II Supersymmetric transformation

We consider a system of $`N`$ coupled channels which is described by the Schrödinger equation

$$H_0\mathrm{\Psi }_0(ϵ,r)\left\{\frac{\mathrm{d}^2}{\mathrm{d}r^2}+U_0(r)\right\}\mathrm{\Psi }_0(ϵ,r)=ϵ\mathrm{\Psi }_0(ϵ,r),$$
(1)
where $`ϵ=k^2=2mE/\mathrm{}^2`$ and $`U_0(r)=2mV_0(r)/\mathrm{}^2`$. The potential $`V_0(r)`$ is an $`N\times N`$ matrix that may include the centrifugal barrier and thresholds which may be different in each channel. For simplicity, we assume that the mass $`m`$ is equal for all channels (for unequal masses, see Ref. ). The wave function $`\mathrm{\Psi }_0(ϵ,r)=(\psi _0^1(ϵ,r),\mathrm{},\psi _0^N(ϵ,r))`$ is an $`N\times N`$ matrix, where each column vector $`\psi _0^i(ϵ,r)`$ is a solution of Eq. (1).

The SUSY transformations are based on the factorization of the Hamiltonian

$$H_0=A^+A^{}+\overline{ϵ},$$
(2)
where the energy $`\overline{ϵ}`$ is smaller than or equal to the ground state $`ϵ_0`$ of $`H_0`$ and

$$A^\pm =\pm \frac{\mathrm{d}}{\mathrm{d}r}+W(r).$$
(3)
The superpotential $`W(r)`$ is an $`N\times N`$ matrix satisfying the differential equation

$$\frac{\mathrm{d}W}{\mathrm{d}r}+W^2=U_0\overline{ϵ}.$$
(4)
The supersymmetric partner Hamiltonian $`H_1`$ is given by

$$H_1=A^{}A^++\overline{ϵ}\text{with}U_1(r)=U_0(r)2\frac{\mathrm{d}}{\mathrm{d}r}W(r).$$
(5)
The solutions of the corresponding Schrödinger equation, at any energy $`ϵ`$, are directly given in terms of $`\mathrm{\Psi }_0(ϵ,r)`$ by $`\mathrm{\Psi }_1(ϵ,r)=A^{}\mathrm{\Psi }_0(ϵ,r)`$. The above equations are formally equivalent to those for uncoupled channels for which the SUSY transformations are known in closed form . In the present work we consider a SUSY transformation for coupled–channel systems generated via the ansatz

$`W(r)`$ $`=`$ $`\mathrm{\Psi }_0^{}(\overline{ϵ},r)\mathrm{\Psi }_0^1(\overline{ϵ},r)+\left(\mathrm{\Psi }_0^{}(\overline{ϵ},r)\right)^1\mathrm{\Lambda }`$ (6)
$`\times `$ $`\left[1+{\displaystyle _a^r}dt\mathrm{\Psi }_0^1(\overline{ϵ},t)\left(\mathrm{\Psi }_0^{}(\overline{ϵ},t)\right)^1\mathrm{\Lambda }\right]^1\mathrm{\Psi }_0^1(\overline{ϵ},r)`$ (7)
where we have used the hermiticity  of the first term of Eq. (6). The constant $`N\times N`$ matrix $`\mathrm{\Lambda }`$ must be symmetric and should be chosen in such a way that $`W(r)`$ has no singularities for $`r>0`$. The first term of Eq. (6) is a straightforward extension of the simplest expression for the superpotential in uncoupled systems.

The superpotential (6) can also be put in the simplest form $`\mathrm{\Psi }_0^{}\mathrm{\Psi }_0^1`$, where $`\mathrm{\Psi }_0`$ is now the most general solution of the Schrödinger equation . The associated transformation depends on the choice of $`\mathrm{\Psi }_0(\overline{ϵ},r)`$, the integration bound $`a`$, and the constant matrix $`\mathrm{\Lambda }`$. In the present work we are concerned with choices that lead to the addition of a bound state.

For an energy $`\overline{ϵ}ϵ_0`$, it turns out that the regular solution of $`H_0`$ together with the bound $`a=\mathrm{}`$ is the appropriate choice. Then the transformed wave function $`\mathrm{\Psi }_1(ϵ,r)`$ at the energy $`ϵ=\overline{ϵ}`$, is simply given by

$`\mathrm{\Psi }_1(\overline{ϵ},r)`$ $`=`$ $`A_0^{}\mathrm{\Psi }_0(\overline{ϵ},r)`$ (8)
$`=`$ $`\left(\mathrm{\Psi }_0^{}(\overline{ϵ},r)\right)^1\mathrm{\Lambda }`$ (9)
$`\times `$ $`\left[1{\displaystyle _r^{\mathrm{}}}dt\mathrm{\Psi }_0^1(\overline{ϵ},t)\left(\mathrm{\Psi }_0^{}(\overline{ϵ},t)\right)^1\mathrm{\Lambda }\right]^1.`$ (10)
The regular solutions $`\mathrm{\Psi }_0`$, at energies below the lowest ground state energy of $`H_0`$, exhibit a diverging behavior for $`r\mathrm{}`$. Hence, all columns of $`\mathrm{\Psi }_1(\overline{ϵ},r)`$ are exponentially vanishing solutions of $`H_1`$ at asymptotic distances. Furthermore $`\mathrm{\Psi }_1(\overline{ϵ},r)`$ is bounded (for $`0<r<\mathrm{}`$) if

$$det\left(1_r^{\mathrm{}}dt\mathrm{\Psi }_0^1(\overline{ϵ},t)\left(\mathrm{\Psi }_0^{}(\overline{ϵ},t)\right)^1\mathrm{\Lambda }\right)0$$
(11)
which is the case when the matrix $`\mathrm{\Lambda }`$ is chosen negative semidefinite. This guarantees also that $`U_1(r)`$ is bounded except for $`r=0`$.

The behavior of $`\mathrm{\Psi }_1(\overline{ϵ},r)`$ at $`r0`$ requires more attention as it depends on the coupled–channel system considered. Specifically, if the singularity of the potential at the origin is of the form $`\nu (\nu +1)/r^2`$ with the same $`\nu `$ for all channels, one obtains the behavior $`lim_{r0}\mathrm{\Psi }_1(\overline{ϵ},r)r^\nu =\mathrm{const}0`$. Hence, for $`\nu 1`$ the function $`\mathrm{\Psi }_1(\overline{ϵ},r)`$ vanishes at the origin and with an appropriate choice of $`\mathrm{\Lambda }`$, satisfying (11), each column vector of $`\mathrm{\Psi }_1(\overline{ϵ},r)`$ corresponds to a bound state of $`H_1`$. Thus the transformation associated with Eq. (6) enables us to add $`N`$ degenerate bound states to the spectrum of $`H_0`$ at the energy $`\overline{ϵ}`$. More precisely, analytical examples show that the degeneracy at $`ϵ=\overline{ϵ}`$ seems to depend on the rank of the matrix $`\mathrm{\Lambda }`$ . For $`\nu =0`$ the function $`\mathrm{\Psi }_1(\overline{ϵ},r)`$ does not correspond to bound states. The situation becomes even more intriguing, when the potential exhibits different singularities in the coupled channels, i.e. $`\nu _i`$, $`i=1,\mathrm{},N`$. It can be shown that if the coupling vanishes near the origin, the $`i`$th component of each column vector of $`\mathrm{\Psi }_1(\overline{ϵ},r)`$ behaves as $`r^{\nu _i}`$ there and leads, with an appropriate choice of $`\mathrm{\Lambda }`$, to the addition of up to $`N`$ degenerate bound states to the spectrum of $`H_0`$.

For a nonvanishing coupling near the origin and different $`\nu _i`$ the behavior of $`\mathrm{\Psi }_1(\overline{ϵ},r)`$ near the origin cannot be given in closed form. Therefore, definite conclusions about the number of bound states that can be added are difficult to draw. However, the numerical examples discussed below demonstrate that the transformation (10) can also lead, in the general case, to the addition of up to $`N`$ degenerate bound states.

## III Phase-equivalence

The SUSY transformation generated by $`W(r)`$ of Eq. (6) modifies, similarly to the single channel case, the S-matrix . To compensate this, another transformation is required which is associated with a superpotential that has the opposite sign at asymptotic distances . Therefore we first perform a transformation generated by the simple superpotential (first term of Eq. (6)) using asymptotically vanishing solutions $`\eta _0(\overline{ϵ},r)`$ of the Schrödinger equation with $`H_0`$ \[$`lim_r\mathrm{}`$ $`\eta _0(\overline{ϵ},r)\mathrm{exp}(\sqrt{\overline{ϵ}}r)=A`$, where $`A`$ is an $`N\times N`$ matrix\]. The existence of the transformed potential requires a non-vanishing determinant of $`\eta _0(\overline{ϵ},r)`$ for all finite $`r`$-values. This can always be satisfied because $`\overline{ϵ}`$ is assumed to be smaller than the deepest bound state of $`H_0`$. The first SUSY transformation modifies the S-matrix but does not change the number of bound states. In a second step we transform $`H_1`$ via the transformation mediated by the superpotential of Eq. (6).

A direct verification shows that $`(\eta _0^1(\overline{ϵ},r))^{}`$ is a regular solution of $`H_1`$. We use this solution to construct the superpotential of the second transformation, following the principle of the preceding section. The potential $`U_2`$ resulting from the two successive transformations, as well as the corresponding solution $`\mathrm{\Psi }_2`$, can be expressed in terms of the solutions of the initial equation only. They read

$$U_2(r)=U_0(r)2\frac{d}{dr}\left\{\chi _2(\overline{ϵ},r)\eta _0^{}(\overline{ϵ},r)\right\}$$
(12)
and

$$\mathrm{\Psi }_2(ϵ,r)=(ϵ\overline{ϵ})\mathrm{\Psi }_0(ϵ,r)\chi _2(\overline{ϵ},r)W[\eta _0(\overline{ϵ},r),\mathrm{\Psi }_0(ϵ,r)],$$
(13)
where

$$\chi _2(\overline{ϵ},r)=\eta _0(\overline{ϵ},r)\mathrm{\Lambda }\left[1_r^{\mathrm{}}𝑑t\eta _0^{}(\overline{ϵ},t)\eta _0(\overline{ϵ},t)\mathrm{\Lambda }\right]^1$$
(14)
corresponds to the added bound state(s) of $`H_2`$ at $`ϵ=\overline{ϵ}`$. The quantity $`\mathrm{\Lambda }`$ is a constant $`N\times N`$ matrix.

This procedure transforms a regular solution $`\mathrm{\Psi }_0`$ into a regular solution $`\mathrm{\Psi }_2`$ as long as the singularity at the origin is sufficiently strong ($`\nu 2`$). In this case the new potential $`U_2`$ is phase equivalent to $`U_0`$ \[Eq. (13) shows that both $`\mathrm{\Psi }_0`$ and $`\mathrm{\Psi }_2`$ have the same asymptotic behaviour, up to a normalization factor, which confirms phase equivalence\], and sustains (besides the bound states of $`H_0`$) up to $`N`$ additional bound states at $`\overline{ϵ}`$. Similarly to the single SUSY transformation, discussed in the previous section, the degeneracy of the introduced bound states at $`\overline{ϵ}`$ can be controlled by the number of non-vanishing eigenvalues of the constant $`\mathrm{\Lambda }`$ .

## IV Examples

As a demonstration we consider an $`\mathrm{}=2`$ two-channel system without threshold and a potential of Gauß form, $`V_{ij}=V_{ij}^{(0)}\mathrm{exp}(r^2/R^2)+\delta _{ij}6\mathrm{}^2/2mr^2`$, with $`R=2`$ fm, $`2mc^2=938.9185`$ MeV and the depths $`V_{11}^{(0)}=100`$ MeV, $`V_{22}^{(0)}=60`$ MeV, and $`V_{12}^{(0)}=V_{21}^{(0)}=56.56`$ MeV. This potential does not sustain a bound state. A pair of degenerate bound states at $`E=200`$ MeV has been introduced using the twice iterated SUSY transformation. The new potentials are shown in Fig. 1 together with the corresponding wave functions of the two added bound states. It is seen that there is a clear spatial separation between the two degenerate states which is also reflected in the potential matrix. Choosing $`\mathrm{\Lambda }`$ of rank one results in the introduction of only one bound state at $`\overline{ϵ}`$. This leads to the potential and bound state wave functions displayed in Fig. 2. It must be emphasized that the potentials of Fig. 1 and Fig. 2 are phase equivalent.

The introduction of bound states via the twice iterated SUSY transformation (12-14) is also possible for systems where channels with different quantum numbers of orbital angular momentum are coupled. Of particular interest is the coupling of an s-channel ($`\mathrm{}_1=0`$) and a d-channel ($`\mathrm{}_2=2`$) when the associated potential has only in the d-channel an $`1/r^2`$-singularity at the origin. In such a system the strength of the singularity suffices for the introduction of one additional bound state via the SUSY transformation (12-14). The transformed potential has no $`r^2`$ singularity at the origin which, taking into account the centrifugal term of the d-channel explicitly, implies an attractive $`1/r^2`$-contribution to the residual potential. We have verified this special case numerically assuming the previous two-channel system with slight modifications, i.e. $`\mathrm{}_1=0,\mathrm{}_2=2`$ and $`V_{ij}=V_{ij}^{(0)}\mathrm{exp}(r^2/R^2)+\delta _{2j}6\mathrm{}^2/2mr^2`$. This system has a bound state at $`E=29.45`$ MeV. The introduction of an additional bound state at $`E=200`$ MeV leads to the potential and bound state wave function displayed in Fig. 3. The transformed potential confirms the previous discussion and its phase equivalence has been verified numerically. On the contrary, for a $`\mathrm{\Lambda }`$ matrix of rank 2, we have verified that the final potential is not phase equivalent to $`U_0`$.

As a realistic example we consider the 3S1-3D1 partial waves of the nucleon–nucleon (NN) system which are coupled by a tensor potential that sustains a single physical bound state at $`E_d=2.22`$ MeV (the deuteron). Within the quark model the NN force is an effective interaction of a composite particle system and may give rise to Pauli–forbidden states which are simulated by deep unphysical bound states in local potential models . Neudatchin et al.  were the first to use the concept of forbidden states for the NN potential. A more detailed study led to the well known Moscow potential which reproduces the scattering data up to $`400`$ MeV . Elimination of the additional unphysical bound state via the twice iterated SUSY transformation of Sparenberg and Baye  leads to a phase equivalent potential having a close similarity to the standard NN interactions derived in the meson-exchange picture. Qualitatively the same result has been obtained by Leeb et al.  by applying a numerical SUSY transformation to an early version of the Moscow potential.

In the present work, we apply the procedure described by Eqs. (12-14) in the opposite direction. Starting from the Reid soft core potential (RSC)  for the 3S1-3D1 channel, we would like to generate a series of NN potentials of Moscow-type where an additional bound state has been introduced at different energies $`\overline{ϵ}`$. In Fig. 4 we show a series of phase equivalent NN–potentials obtained by this procedure. Variation of the matrix $`\mathrm{\Lambda }`$ results in modifications of the $`r`$-dependence while the energy of the added bound state is reflected in the depth of the potentials. The repulsive core of the effective potential $`V_{22}(r)`$ is a consequence of the repulsive core of the RSC potential. It must be emphasized that the obtained potentials are not exactly of the same nature as the Moscow potential since the central part of their D-channel component has an $`r^2`$ attractive core.

## V Conclusions

In summary, in this work we have presented a closed form expression for a SUSY transformation which enables us to introduce single or degenerate bound states in a coupled channel system. The novel transformation works for a general hermitean $`N`$-channel system with and without thresholds. The method has been successfully tested for the case of two coupled partial waves in the NN system where a whole set of phase equivalent NN potentials of Moscow-type has been generated. The method has also been successfully applied to two–channel systems with potentials of Gauß form.

###### Acknowledgements.

The work has been supported by Fonds zur Förderung der wissenschaftlichen Forschung, Österreich, project number P10467-PHY and the Foundation for Research Development of South Africa. J.-M. S. is supported by the National Fund for Scientific Research, Belgium. This text presents research results of the Belgian program P4/18 on interuniversity attraction poles initiated by the Belgian-state Federal Services for Scientific, Technical and Cultural Affairs.

## Figure Captions

Figure 1
Introduction of two degenerate bound states at $`E=200`$ MeV into a two-channel system with Gaußian potential (see text) at $`\mathrm{}=2`$ using $`\mathrm{\Lambda }_{11}=510^4`$, $`\mathrm{\Lambda }_{22}=510^6`$, $`\mathrm{\Lambda }_{12}=\mathrm{\Lambda }_{21}=0`$ and $`\eta _0(\overline{ϵ},r)`$ associated with $`A_{11}=A_{12}=1`$ and $`A_{21}=A_{22}=0.5`$. The upper graph shows the matrix elements of the potential; $`V_{11}(r)`$ (solid line), $`V_{22}(r)`$ (dashed line) and $`V_{12}(r)=V_{21}(r)`$ (dotted line). The two lower graphs show the components of the wave functions (solid line for the first channel, dashed line for the second channel) of the two added bound states.

Figure 2
The same system as shown in Fig. 1 but entering only one bound state at $`E=200`$ MeV using $`\mathrm{\Lambda }_{11}=510^4`$, $`\mathrm{\Lambda }_{12}=\mathrm{\Lambda }_{21}=\mathrm{\Lambda }_{22}=0`$ and the same $`\eta _0`$. For the notation see Fig. 1

Figure 3
Introduction of a bound state at $`E=200`$ MeV into a two-channel system of coupled s- and d-partial waves with Gaußian potential (see text) using $`\mathrm{\Lambda }_{11}=510^4`$, $`\mathrm{\Lambda }_{12}=\mathrm{\Lambda }_{21}=\mathrm{\Lambda }_{22}=0`$ and $`\eta _0(\overline{ϵ},r)`$ associated with $`A_{11}=A_{12}=1`$, $`A_{21}=A_{22}=0.5`$. The upper graph shows the matrix elements of the potential; $`V_{11}(r)`$ (solid line), $`V_{22}(r)`$ (dashed line) and $`V_{12}(r)=V_{21}(r)`$ (dotted line). The graph at bottom shows the components of the wave function (solid line for the first channel, dashed line for the second channel) of the added bound state.

Figure 4
NN potentials for the 3S1-3D1-channel, phase equivalent to the RSC generated by the twice iterated SUSY transformation (6). The unphysical bound states are at $`E=100`$ MeV (long dashed line), $`E=200`$ MeV (dashed line), $`E=400`$ MeV (dotted line) and $`E=800`$ MeV (solid line). The constant matrix $`\mathrm{\Lambda }`$ was fixed to $`\mathrm{\Lambda }_{22}=510^6`$, $`\mathrm{\Lambda }_{11}=\mathrm{\Lambda }_{12}=\mathrm{\Lambda }_{21}=0`$ and $`\eta _0(\overline{ϵ},r)`$ associated with $`A_{11}=A_{12}=1`$ and $`A_{21}=A_{22}=0.5`$.

Figure 1

Figure 2

Figure 3

Figure 4


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# Thermodynamics of C incorporation on Si(100) from ab initio calculations

## Abstract

We study the thermodynamics of C incorporation on Si(100), a system where strain and chemical effects are both important. Our analysis is based on first-principles atomistic calculations to obtain the important lowest energy structures, and a classical effective Hamiltonian which is employed to represent the long-range strain effects and incorporate the thermodynamic aspects. We determine the equilibrium phase diagram in temperature and C chemical potential, which allows us to predict the mesoscopic structure of the system that should be observed under experimentally relevant conditions.

Carbon-enriched silicon systems are the focus of current interest as candidates for a material with tailored electronic properties, which is compatible with well-established silicon technology. The tetravalent nature and large band gap in the diamond structure make carbon an ideal candidate for incorporation in Si. However, the solubility of C in Si under thermodynamic equilibrium is extremely low ($`10^5`$) due to the huge mismatch in bond length (35%) and bond energy (60%) between C and Si. Non-equilibrium methods, such as molecular beam epitaxy (MBE), that exploit the higher atomic mobility on surfaces, can be used to overcome this obstacle and enhance solubility rucker94 . As predicted theoretically by Tersofftersoff95 , C solubility is enhanced by several orders of magnitude near the Si(100) surface, especially in subsurface layers. Osten et al. osten95  confirmed experimentally this prediction and observed that C atoms diffuse to subsurface layers above a certain temperature. This finding opened new possibilities for growth of C-rich metastable structures.

The enhanced solubility near the surface has important consequences. The large tensile strain associated with C incorporation in Si has proven a very powerful tool in device engineering: a small amount of C can compensate the Ge-induced tension in pseudomorphic SiGe layers eberl92 ; osten94 ; kelires95  , and can also suppress dopant outdiffusion. This idea was recently implemented in a novel heterojunction bipolar transistor osten\_trans . Another interesting effectbutz98 ; miki97  produced by C incorporation on the Si(100) surface is an unusual change of the surface periodicity after deposition of even a small amount of C ($`\frac{1}{8}`$of a mono-layer (ML)): the well-known $`c(2\times 4)`$ or $`p(2\times 2)`$ reconstructions of the pure Si surface change to a $`c(4\times 4)`$ pattern. This is clearly visible in several LEED experiments after ethylene exposure shek98 ; takaoka96 , or MBE butz98 .

The microscopic features of C incorporation in Si are rather well understood. Previous work by the authors kelires97 ; kelires98 ; kelires98\_2  revealed an oscillatory C profile driven by the competition between two factors: the tendency of C atoms to occupy favorable sites which are determined by the reconstruction strain field, and the preferential arrangement of C atoms at certain distances which minimizes the lattice elastic energy. The profile is characterized by enhancement of C content in the first and third layer, depletion in the second and an exponential reduction from the fourth layer and beyond. The favorable C sites are in the third layer between the surface dimers, being under compressive stress kelires89 ; tersoff95  and thus suitable for the smaller-sized C atom. The preferential arrangement of two C atoms in the surface layers is at a third nearest-neighbor position, which is also the lowest-energy configuration in the bulk rucker94 . The interaction of C atoms in first nearest neighbor position is highly repulsive kelires97 . Moreover, a recent experiment butz98  showed that C-C dimers are quite rare in the annealed C-Si(100) surface.

On the other hand, a mesoscopic picture of the surface structure that would link the atomistic features to long-range strain effects, and predict structures for different growth conditions more relevant to experiment, is lacking. Here, we present an approach that closes this gap and is able to determine the equilibrium surface phase diagram. It is based on first-principles atomistic studies, incorporating microscopic strain and polarity effects, which are expected to have a dominant role in the understanding of C incorporation in the host Si lattice. The results are linked to a classical effective Hamiltonian in a Monte Carlo scheme that incorporates strain into the thermodynamic aspects of the problem.

We considered first all possible atomistic configurations likely to have low energies. Guided by previous work, tersoff95 ; kelires97 ; kelires98 ; leifeld99  we can establish a set of rules which should be obeyed by low energy configurations of the C-Si(100) system, namely:

(i) The surface has $`c(4\times 4)`$ periodicity.

(ii) C substitutes Si atoms only in the first (surface) or in the third layer.

(iii) There are no C-C nearest neighbors, or second nearest neighbors.

(iv) Third layer C exists only at sites between pairs of surface dimers.

We constructed every possible structure of the C-Si(100) system, consistent with these rules, with 0, 1, 2, 3 and 4 C atoms per $`c(4\times 4)`$ unit cell. These are shown in Fig. 1. The configurations are named $`nX`$, $`n`$ being the number of C atoms in the $`c(4\times 4)`$ unit cell and $`X`$ an index to distinguish structures of the same $`n`$.

To study the energetics and the geometrical features of these configurations, we performed ab initio DFT/LDA/Pseudopotential calculations method . In Table I, we give the energy $`E(nX)`$ for each configuration $`nX`$, relative to the pure Si(100) surface (configuration 0). These energies are defined by:

$$E(nX)=E_{tot}(nX)n(\mu _C\mu _{Si})E_{tot}(0),$$
(1)
where $`E_{tot}(nX)`$ is the calculated total energy of configuration $`nX`$, and $`\mu _C,\mu _{Si}`$ are the chemical potentials for C and Si atoms. For Si, the chemical potential is taken to be the energy of the bulk, since this is the natural reservoir for Si atoms due to the presence of steps, terraces, and other surface defects. As a starting point, $`\mu _C`$ is taken to be the energy of a C atom in bulk diamond. We discuss its variation below.

For low concentration of C, one atom per unit cell, which corresponds to $`\frac{1}{8}`$ ML coverage, the structure with subsurface C ($`1B`$) has lower energy than the one with a Si-C dimer ($`1A`$) on the surface. This result is in agreement with experiment: X-ray spectra shek98  indicate that for low C deposition, there is almost no C on the surface. A single C atom at a third-layer site relieves the compression due to the surface reconstruction and makes four Si-C bonds while a single C atom on the surface, as part of a dimer, allows the formation of only three SiC bonds. Passing to configurations with more than one subsurface C atom per unit cell, we find that the energy of configuration $`2B`$ is considerably higher than that of $`2A`$, $`2C`$, and $`2E`$. Apparently, the presence of two subsurface C atoms per unit cell produces a large distortion of the surrounding Si-Si bonds. Thus, for two C atoms in the unit cell ($`\frac{1}{4}`$ ML coverage), the best situation is to have both C atoms on the surface. For three C atoms per unit cell ($`\frac{3}{8}`$ ML coverage), we observe an equivalence of surface/subsurface sites: configurations $`3A`$ and $`3B`$ have almost the same energy. For the case of four C atoms ($`\frac{1}{2}`$ ML coverage), there is just one structure ($`4A`$) consistent with the rules we discussed before. For illustration purposes, we include another configuration, $`4B`$, containing C atoms in second neighbor positions, which violates rule (iii); its very high energy can be considered as a justification for these rules. We do not go beyond $`\frac{1}{2}`$ ML coverage because experiments show that this results in disordered structures.

To compare configurations with different C content, we use Eq. (1). This implies that the surface is in equilibrium with a reservoir of C atoms characterized by $`\mu _C`$. It is generally accepted that C forms small clusters, whose cohesive energies are in the range between $`5.5`$ and $`7`$ eV jones99 . In Fig. 2(a), we show the energies of configurations $`0`$, $`1B`$, $`2A`$, $`3A`$ and $`4A`$ as a function of $`\mu _C`$. The vertical faint lines denote the transition points at which the preferred structure changes. We observe that the lowest energy structure depends strongly on $`\mu _C`$ and hence on the conditions of C deposition, making it difficult to predict what the actual structure of the system will be. This implies that the equilibrium surface structure might be composed of different configurations at the atomistic level and, consequently, a larger-scale mesoscopic picture is needed. In this picture, the elastic interactions in the boundaries between regions of different C content or atomistic structure will play an important role.

To obtain such a mesoscopic description and study its thermodynamics, we use an effective Hamiltonian within a Monte Carlo scheme. We first construct a classical, 12-state generalized Potts model. We assume that the surface consists of $`c(4\times 4)`$ cells, each of which can exist in any of the lowest energy configurations discussed before. The Hamiltonian is

$$_{eff}=\underset{i=1}{\overset{N}{}}[E(c_i)+\frac{1}{2}\underset{j}{}\mathrm{\Delta }E(c_i,c_j)],$$
(2)
where the summation on $`i`$ runs over all $`N`$ cells, and the summation on $`j`$ over the 8 nearest neighbors of $`i`$ (the factor of one half takes into account double-counting of the interaction); $`c_i`$ is the configuration in cell $`i`$, and $`\mathrm{\Delta }E(c_i,c_j)`$ is the interaction energy between the neighboring cells $`c_i`$ and $`c_j`$ ($`\mathrm{\Delta }E(c_i,c_i)0`$). In order to obtain these interaction energies, we calculated the total energies of all 144 $`c(12\times 12)`$ cells consisting of a cell $`c_i`$ surrounded by 8 $`c_j`$ cells. These were obtained using Tersoff’s empirical potential tersoff89 , with a Monte Carlo relaxation method. The key point here is that we are interested in elastic strain interactions between different cells rather than any specific features of their structure; for this type of interaction between cells the classical potential employed gives very reasonable results as established by previous studies of similar systems kelires95 ; kelires98 . Having determined $`_{eff}`$, we performed an equilibrium Monte Carlo study for different values of the temperature and $`\mu _C`$. We used a $`70\times 70`$ grid of cells, which was sufficient to get converged averages. For each value of $`\mu _C`$ the system was started from a random configuration at high temperature (1200K) and then was cooled down to room temperature.

In Fig. 2(b) we plot the average total C content of the system as a function of $`\mu _C`$. The zero for $`\mu _C`$ is taken to be the energy of an isolated C atom. For comparison, we plot the same quantity when the elastic strain interactions, $`\mathrm{\Delta }E(c_i,c_j)`$, are set equal to zero. In both cases the average C content of the system increases with increasing $`\mu _C`$. The difference between the two curves shows the importance of elastic interactions, which, being of the order of 0.1-0.2 eV/ $`c(4\times 4)`$ cell, are more important than the total energy differences in the low $`\mu _C`$ region. This effect weakens as $`\mu _C`$ increases.

Another important consideration, with experimentally observable consequences, is the relative amount of surface versus subsurface C atoms as a function of the total C content $`C_{tot}`$ in the unit cell, shown in the inset of Fig. 2(b). For larger total C coverage the ratio increases monotonically, approaching infinity as $`C_{tot}4`$. Again, we give the case with $`\mathrm{\Delta }E(c_i,c_j)=0`$ for comparison. There is a critical coverage of 1.39 C atoms per unit cell, or 0.17 ML, beyond which C prefers mostly surface sites. This critical coverage has a weak temperature dependence: it has a maximum around 850K, and then falls monotonically down to roughly 0.16 ML at 300K and 1100K. The increase of the surface C with increasing total C is not unexpected: although third layer compressed sites seem ideal for the smaller C atom, a large amount of subsurface C would cause large strain and raise the total energy dramatically, as exemplified by the case of configuration $`4B`$, which we discussed earlier. From Fig. 2(b) we see that the transition from mostly subsurface to mostly surface C content does not coincide with the change from 1 to 2 C atoms per cell, as suggested by our ab initio results, indicating that the elastic strain interactions play a dominant role in the structure of the surface.

Representative snapshots of the C distribution from the Monte Carlo run at 850K are shown in Fig. 3. The three cases correspond to the points shown in Fig. 2(a). An impressive long range order is revealed for the subsurface C (right column of Fig. 3). For low $`\mu _C`$, Fig. 3(c), this order appears in the form of alternating rows of similar C content. These consist mostly of unit cells corresponding to $`0`$ and $`2B`$ structures. Although structure $`2B`$ has relatively high energy, as shown in Table I, a structure of alternating $`0`$ and $`2B`$ cells seems to be preferable, giving C the chance to take advantage of the desirable third layer compressed sites. The line-pattern is a result of the strong interactions in that range of $`\mu _C`$, which forces the $`c(4\times 4)`$ cells to have the maximum number of different neighbors, 6 for the row pattern and 4 for a chess pattern. The latter pattern is observed for higher $`\mu _C`$, Fig. 3(b), and is typical for the range of $`\mu _C`$ and temperature corresponding to 1-2 C atoms per unit cell on average (see also Fig 2(b)). In this case, the self-energies of the different configurations dominate over the elastic strain interactions. In the specific example shown in Fig. 3(b), the structure consists mostly of $`3A`$ and $`2B`$ cells, at a ratio 2:1. This suggests that for conditions corresponding to this range of $`\mu _C`$, an alternating pattern of surface/subsurface C is preferable. As $`\mu _C`$ increases the energies of the cells become large enough so that the elastic interactions are not that important, and thus the system does not have much to gain by self-organizing. This results in the random pattern shown in Fig. 3(a), which consists mainly of $`4A`$ cells with a few $`3B`$ cells around them. Again, of the two configurations with three C atoms, the one with some subsurface C is preferred when the dominant configuration has all its C atoms on the surface.

Finally, we note that while subsurface C shows this interesting ordering behavior, the surface C seems to be randomly distributed as the patterns of the middle column of Fig. 3 indicate. The ordered structure appearing in the total distribution of C (left column of Fig. 3) is caused by an ordered third-layer C configuration; this is best seen in Fig. 3(c). This idea was implicitly suggested by previous experimental work shek98 ; butz98 . From our first-principles calculations, we found that the geometrical features of the Si-Si dimers in all 12 cells are essentially the same. Surface C is invisible, or shows up as a missing Si atom, in STM experiments leifeld99 . This implies that one cannot distinguish, using standard microscopy, between pure Si(100) or Si(100) with vacancies, and a configuration with C in the third layer; the only criterion is the long-range order and the change of the reconstruction.

The work of INR and PCK is supported by a program of the Greek General Secretariat for Research and Technology. EK acknowledges the hospitality of IESL/FORTH where part of this work was completed.


text:
# Droplet shapes on structured substrates and conformal invariance

## 1 Introduction

There is currently much experimental and theoretical interest in the behaviour of fluid adsorption on structured substrates that are chemically heterogeneous \[1-5\] or that have a specific non-planar shape \[6-10\]. It is now appreciated that breaking the translational invariance along the substrate can lead to a number of highly interesting effects. These include surface phases that do not obey Youngs contact angle equation \[1-3\], surface condensation-like phase transitions \[4-6\], non-trivial responses of the interface shape to substrate corrugation , geometry dependent critical exponents for the growth of the adsorption at complete wetting  and even changes to the roughness exponent describing the fluctuations of the interface at filling transitions compared to wetting . In the present work we are concerned with the equilibrium shape of finite-size droplets on planar substrates and also in non-planar wedge geometries. We argue that within the grand canonical ensemble (without volume constraint) the droplet shape is characterised by universal scaling-like functions analogous to universal order-parameter profiles associated with finite-size effects in critical magnets and (binary) fluids . In particular for systems with short-ranged forces we show that the universal droplet shape may be understood from the conformal invariance of an appropriately defined surface operator. Indeed for such systems the conformal invariance may be proved explicitly using a straightforward renormalization group analysis. In this way we are able to make predictions for the explicit droplet shape on a number of pertinent heterogeneous substrates including those with striped and circular domains. We believe that our predictions can be tested in future numerical simulation studies of Ising models and may be open to experimental verification.

Our article is arranged as follows: In §2 we discuss the case of droplet formation on planar substrates in (bulk) three-dimensional ($`d=3`$) systems (i.e. a two-dimensional interface) concentrating on the case of systems with short-ranged forces (for which they may well be experimental systems) where the conformal invariance of the droplet shape and its correlations may be proved directly and used to understand the finite-size scaling behaviour. We finish this section with a discussion of long-ranged forces (in $`d=3`$) where the droplet shape is characterised by alternative scaling functions and also a brief treatment of droplet formation in bulk dimension $`d=2`$ where the result may also be related to the restrictions imposed by conformal invariance. In §3 we identify the scaling functions describing the shape of droplets in heterogeneous wedge geometries exactly at the filling transition temperature for systems with both short-ranged and long-ranged dispersion forces. Again we find that the restrictions imposed by conformal invariance have relevance to droplet formation for short-ranged forces.

## 2 Droplets on planar substrates

To begin we discuss the case of droplet shapes on planar heterogeneous substrates. Consider a planar substrate in contact with a vapour phase which is at bulk liquid-vapour coexistence corresponding to saturation chemical potential $`\mu =\mu _{sat}`$. The substrate is chemically heterogeneous and consists of a finite-size simply connected domain $`\mathrm{\Lambda }_A`$ of substrate type $`A`$ (which is assumed to extend over a region much larger than the bulk correlation length in all directions) which would be completely wet by the liquid phase if the area was infinite i.e. the local contact angle $`\theta _A=0`$. Outside of the domain the substrate is of type $`B`$ which is only partially wet by the liquid phase at this temperature so that $`\theta _B>0`$, see Fig.1. These conditions induce the condensation of a large finite-size droplet over the domain $`\mathrm{\Lambda }_A`$ with the local height of the interface pinned to a finite value at the edges. An extreme example of this is if substrate $`B`$ has contact angle $`\theta _B=\pi `$. This situation is realisable in experiments with water in which $`\alpha `$ is hydrophilic and $`B`$ is hydrophobic say. Alternatively for Ising-like magnets one may envisage fixing the surface spins lying within $`\mathrm{\Lambda }_A`$ to be $`+1`$ and the spins outside to $`1`$. As the area of the domain is increased so the equilibrium height of the droplet grows and becomes macroscopic. We are interested in the shape of the droplet for large domain sizes as this asymptotic limit is approached. In this limit the details of the wetting properties of $`B`$ will not matter provided they serve to pin the interface to a finite height at the domain boundary. Similarly we do not have to make any assumptions regarding the order of any wetting transition occurring for the substrate. The central question that we address here is how the shape of the domain $`\mathrm{\Lambda }_A`$ bounding the drop affects the equilibrium droplet shape. Note that there is no volume constraint imposed on the amount of liquid adsorbed on the domain so the equilibrium shape of the interface necessarily has the same translational invariance as the underlying substrate binding potential (see  for effects induced by volume constraint or equivalently by over-saturating the bulk vapour phase). The simplest possible starting point for discussing this problem which includes the effect of interfacial fluctuations and microscopic interactions is the interface Hamiltonian model

$$H[\mathrm{}]=\mathrm{𝐝𝐱}\left\{\frac{\mathrm{\Sigma }}{2}(\mathrm{})^2+W(\mathrm{};𝐱)\right\}$$
(1)
where $`\mathrm{}(𝐱)`$ denotes the local interface height at position $`𝐱=(x,y)`$ along the substrate, $`\mathrm{\Sigma }`$ is the interfacial stiffness (tension) of the unbinding fluid interface and $`W(\mathrm{};𝐱)`$ denotes a local position dependent binding potential. As the position $`𝐱`$ changes from outside to inside the domain so the local potential changes from being of type $`W_B(\mathrm{})`$ to $`W_A(\mathrm{})`$ as appropriate to the respective homogeneous $`B`$ and $`A`$ substrates. The cross-over in $`W(\mathrm{};𝐱)`$ can be anticipated to occur over a finite distance $`\lambda _{AB}`$  which itself depends on the range of the forces in the system. For short-ranged forces we anticipate that $`\lambda _{AB}`$ is of order the bulk correlation length. This model also assumes that the interfacial gradient is small otherwise the first term in (1) has to be replaced with the usual drumhead expression for the interfacial area. We will only be interested in the scaling properties of the droplet shape however which emerge when the gradient is small. For the model (1) it is straightforward to derive an exact Ward identity for the equilibrium interface position. Following the analysis of Mikheev and Weeks  (see also ) it is straightforward to show that

$$\mathrm{\Sigma }^2\mathrm{}=W(\mathrm{};𝐱)/\mathrm{}$$
(2)
which relates the local effective force to the local interface curvature. Here $``$ denotes the usual ensemble average. Thus provided we restrict our attention to the scaling limit of domain area $`A_\mathrm{\Lambda }\mathrm{}`$ and positions $`𝐱`$ which are far from the domain edge then the shape of the droplet is described by the solution of

$$\mathrm{\Sigma }^2\mathrm{}=W_A^{}(\mathrm{});𝐱\mathrm{\Lambda }_A$$
(3)
which serves as the starting point for our analysis. This scaling limit is analogous to that encountered in studies of universal order-parameter profiles in confined critical systems . To proceed we use the very well developed renormalization group (RG) theory of wetting \[15-19\] and replace the RHS of (3) with the derivative of an effective potential which is constructed on the basis of the linearised RG. In other words we rewrite (3) as

$$\mathrm{\Sigma }^2\mathrm{}=W_{eff}^{}(\mathrm{});𝐱\mathrm{\Lambda }_A$$
(4)
where the effective potential is derived by coarse-graining the bare potential over the local roughness of the interfacial fluctuations. The net result (in dimension $`d=3`$) is \[15-19\]

$$W_{eff}(\mathrm{})=_{\mathrm{}}^{\mathrm{}}𝑑tW(t)\frac{e^{(\mathrm{}t)^2/2\xi _{}^2}}{\sqrt{2\pi \xi _{}^2}}$$
(5)
where $`\xi _{}=\sqrt{\frac{k_BT}{2\mathrm{\Sigma }\pi }\mathrm{ln}\xi _{}}`$ is the local effective roughness and $`\xi _{}`$ is a transverse correlation length determined self-consistently by $`\xi _{}^2W_{eff}^{\prime \prime }(\mathrm{})`$. This then is the desired field equation for the mean droplet height, the precise form of which depends on the range of the forces. Note that the existence of the effective potential implies that there exists a local free-energy functional $`F[\mathrm{}]`$ for the mean interfacial height (and its correlations) which is of the same form as (1) (at least within the desired region $`𝐱\mathrm{\Lambda }_A`$) but with $`W_A(\mathrm{})`$ replaced with $`W_{eff}(\mathrm{})`$. The existence of a local free-energy functional for the droplet problem is directly related to the fact that the exponent analogous to the bulk correlation function exponent $`\eta `$ is zero for wetting transitions. This has important simplifying consequences for the structure of correlations in the droplet which we will discuss later.

To continue we consider the cases of short-ranged and long-ranged forces separately.

### 2.1 Droplet shapes for short-ranged forces

For systems with short-ranged forces such as Ising and Landau-Ginzburg-Wilson models and also some experimentally accessible systems including polymers , some fluid mixtures  and superconductors  it is well understood \[15-19\] that the bare (unrenormalised) potential decays as $`W_A(\mathrm{})A_se^\kappa \mathrm{}`$ with $`A_s`$ an effective (positive) Hamaker constant and $`\kappa 1/\xi _b`$ is the inverse bulk correlation length . We emphasise here that because the droplet shape reflects finite-size effects occurring at complete wetting we only need account for the leading order term in the decay of the binding potential. The renormalization of this is very well understood and gives rise to an effective potential which depends on the value of the wetting parameter $`\omega =\frac{k_BT\kappa ^2}{4\pi \mathrm{\Sigma }}`$. For values of $`\omega <2`$ as is pertinent to fluids and Ising systems  there is no need to consider the ”hard wall” restriction $`l>0`$ (which can only be treated approximately by the linear RG method) and the effective potential is $`A_se^{\stackrel{~}{\kappa }\mathrm{}}`$ where $`\stackrel{~}{\kappa }=\kappa /(1+\omega /2)`$ is a renormalised inverse lengthscale. The field equation for three-dimensional droplets with short-ranged forces is therefore

$$\mathrm{\Sigma }^2\mathrm{}=A_s\stackrel{~}{\kappa }e^{\stackrel{~}{\kappa }\mathrm{}}$$
(6)
which we wish to solve for different shapes of the domain $`\mathrm{\Lambda }_A`$. The central observation of this paper is that the above equation is conformally invariant with $`e^{\stackrel{~}{\kappa }\mathrm{}}`$ playing the role of a primary operator with scaling dimension $`x_b=2`$ . The proof of this is straightforward, but tedious and is presented in the appendix. Specifically under a conformal map $`zw`$, where $`w=u+iv`$ is an arbitrary analytic function of the complex variable $`z=x+iy`$, the field equation (6) is invariant provided we identify

$$e^{\stackrel{~}{\kappa }\mathrm{}(u,v)}=|w^{}(z)|^2e^{\stackrel{~}{\kappa }\mathrm{}(x,y)}.$$
(7)
To exploit this result consider the simplest example of a structured substrate consisting of two semi-infinite planes of type $`A`$, $`B`$ which meet at the line $`y=0`$ (See Fig.2). From (6) it follows that $`e^{\stackrel{~}{\kappa }\mathrm{}}`$ shows the scaling behaviour

$$e^{\stackrel{~}{\kappa }\mathrm{}_{\mathrm{}/2}}=Cy^2;\stackrel{~}{\kappa }y1$$
(8)
so that $`\stackrel{~}{\kappa }\mathrm{}_{\mathrm{}/2}2\mathrm{ln}(yC^{1/2})`$. Here $`C=2\mathrm{\Sigma }/A\stackrel{~}{\kappa }^2`$ is a non-universal constant. Following the analysis of Burkhardt and Eisenreigler  we now use some well known analytic functions to conformally map the semi-infinite system onto a number of pertinent finite-size domains and use (7) to identify the appropriate droplet shape. For example the analytic functions $`w=\frac{L}{\pi }\mathrm{ln}z`$ and $`w=\frac{L}{\pi }\mathrm{cosh}^1z`$ map the half plane onto the infinitely long strip $`\{\mathrm{}<u<\mathrm{}\}\{0<v<L\}`$ and half-strip $`\{u>0\}\{0<v<L\}`$ respectively. In this way we obtain the droplet shapes as

$$e^{\stackrel{~}{\kappa }\mathrm{}_{strip}}=C\left(\frac{L}{\pi }\mathrm{sin}\frac{\pi y}{L}\right)^2$$
(9)
for $`0<y<L`$ and

$$e^{\stackrel{~}{\kappa }\mathrm{}_{halfstrip}}=C\left[\left(\frac{L}{\pi }\mathrm{sinh}\frac{\pi x}{L}\right)^2+\left(\frac{L}{\pi }\mathrm{sin}\frac{\pi y}{L}\right)^2\right]$$
(10)
for $`0<y<L`$ and $`x>0`$. Note that in writing these expressions we have changed our co-ordinate notation back to $`(x,y)`$ rather than persisting with $`(u,v)`$ (see Fig.3).

For circular domains of radius $`R`$ the special conformal group can be used to obtain the desired droplet shape

$$e^{\stackrel{~}{\kappa }\mathrm{}_{disc}}=C\left\{\frac{R}{2}\left[1\left(\frac{r}{R}\right)^2\right]\right\}^2$$
(11)
where $`r`$ denotes the distance from the centre of the disc. Note that the special conformal group can be used to map hyperplanes onto hyperspheres in arbitrary dimension so that we may anticipate that a result analogous to (11) may exist in other dimensions in particular if the substrate (or unbinding interface) is effectively one dimensional. We shall return to this point later.

Equations (9) and (11) are our main predictions for droplet shapes in systems with short-ranged forces. We believe these to be the most relevant for future numerical and simulation studies and we finish this section with a discussion of them. Our first remark is that the droplet-shape shows the same kind of finite-size scaling behaviour as predicted for order-parameter profiles in confined critical systems . Consider for example the result (9) for the strip domain. For large (but finite) distances from the droplet edge at the $`y=0`$ line, the local height shows the ”distant wall correction”

$$\stackrel{~}{\kappa }\mathrm{}_{strip}=\stackrel{~}{\kappa }\mathrm{}_{\mathrm{}/2}\frac{\pi ^2}{3}\left(\frac{y}{L}\right)^2+\mathrm{}$$
(12)
for $`y/L1`$. The power of $`L`$ here reflects the two-dimensional character of the interface . Secondly our results (9) and (11) for the droplet shape can be conveniently recast in scaling form by re-writing them in terms of the maximum height $`\mathrm{}^{(m)}`$ of the droplet occurring at the middle of the strip, disc domains. Thus for the strip we predict

$$\kappa \left(\mathrm{}_{strip}\mathrm{}_{strip}^{(m)}\right)=(2+\omega )\mathrm{ln}\mathrm{sin}\frac{\pi y}{L}$$
(13)
whilst for the disc

$$\kappa \left(\mathrm{}_{disc}\mathrm{}_{disc}^{(m)}\right)=(2+\omega )\mathrm{ln}\left(1\frac{r^2}{R^2}\right).$$
(14)
Again we emphasise that the scaling function (13) is valid for $`y\mathrm{}`$, $`L\mathrm{}`$ with $`y/L`$ arbitrary (and similarly for (14)). It is these expressions that we believe would be easiest to test in future simulation or experimental studies. Before we discuss the possibility of this we mention here that in contrast to studies of order-parameter profiles in confined critical magnets and fluids where the absolute value of the singular contribution to the mid-point magnetisation (say) is very difficult to measure (because it vanishes as $`L\mathrm{}`$ or $`R\mathrm{}`$ ) the scaling of the droplet height is an obvious experimental observable. In particular the above results make a precise prediction for the difference in the maximum (mid-point) droplet height for the strip and disc domains. Specifically the difference in height of a droplet on an infinite strip of width $`L`$ and that on a disc of identical diameter satisfies

$$\kappa \left(\mathrm{}_{strip}^{(m)}\mathrm{}_{disc}^{(m)}\right)=(2+\omega )\mathrm{ln}\frac{4}{\pi }$$
(15)
which depends only on the value of the wetting parameter. It is remarkable how small this height difference is. In mean-field approximation which ignores fluctuation effects and has an effective value of $`\omega =0`$ the numerical value of the RHS of (15) is only $`0.4831`$, i.e. the droplet heights are different by less than half a bulk correlation length. Close to the bulk critical point where $`\omega `$ approaches a universal value $`\omega _c0.77`$  this number increases to $`0.67`$ but again the difference between the two heights is nearly negligible.

One of the first tests of these predictions would be to numerically study a mean-field Landau-like model of adsorption on heterogeneous walls. The influence of fluctuations on the droplet shape is rather small and the above results are valid even in the mean-field limit of $`\omega =0`$. Beyond mean-field level it would also be straightforward to consider Ising model simulation studies similar to those performed for wetting at homogeneous walls . We note that for this case it may well be that the appropriate value of $`\stackrel{~}{\kappa }`$ is altered by the coupling of interfacial fluctuations . This is certainly needed to quantitatively explain simulation studies  of (other) finite-size effects at complete wetting . One obvious experimental constraint on these predictions is the role of gravity which both thins the height and dampens the the fluctuations of the liquid-vapour interface. However this effect will only become important if the strip width (say) is larger than the capillary length for gravity damped interfacial modes. Using the value of the surface tension of water at room temperature this implies that gravity may be neglected for strip widths or disc radii of less than a few micrometers.

### 2.2 Height fluctuations and correlations in the droplet

Next we turn our attention to the scaling properties of the height-height correlation function $`S(𝐱_\mathrm{𝟏},𝐱_\mathrm{𝟐})=\mathrm{}(𝐱_\mathrm{𝟏})\mathrm{}(𝐱_\mathrm{𝟐})\mathrm{}(𝐱_\mathrm{𝟏})\mathrm{}(𝐱_\mathrm{𝟐})`$. There are a number of ways of calculating this quantity but following the treatment above we use the effective potential (5) to derive a renormalised Ornstein-Zernike (OZ) equation which for short-range forces reads

$$\left(\mathrm{\Sigma }_{x_1}^2+A_s\stackrel{~}{\kappa }^2e^{\stackrel{~}{\kappa }\mathrm{}}\right)S(𝐱_\mathrm{𝟏},𝐱_\mathrm{𝟐})=\delta (𝐱_\mathrm{𝟐}𝐱_\mathrm{𝟏}).$$
(16)
Here we point out the invariant properties of this equation as well its explicit solution for the semi-infinite and strip geometries. On making use of the covariant relation (7) it is straightforward to show that this equation is invariant under a conformal map $`zw(z)`$ with the correlation function transforming simply as

$$S(𝐮_\mathrm{𝟏},𝐮_\mathrm{𝟐})=S(𝐱_\mathrm{𝟏},𝐱_\mathrm{𝟐})$$
(17)
where we have adopted the notation $`𝐮_\mathrm{𝟏}=(u_1,v_1)`$. The absence of an explicit scaling operator term in this result reflects the marginal logarithmic growth of the droplet height away from the boundary for systems with short-ranged heterogeneous forces. The transformation law for the height correlations is equivalent to the statement that the (connected) two-point correlator of the primary operator $`e^\kappa \mathrm{}`$ transforms as

$$e^{\kappa \mathrm{}(𝐮_\mathrm{𝟏})}e^{\kappa \mathrm{}(𝐮_\mathrm{𝟐})}_G^{}=|w^{}(z_1)|^2|w^{}(z_2)|^2e^{\kappa \mathrm{}(𝐱_\mathrm{𝟏})}e^{\kappa \mathrm{}(𝐱_\mathrm{𝟐})}_G$$
(18)
where the subscripts $`G^{}`$ and $`G`$ refer to ensemble averages with respect to the different geometries under the conformal transformation. That (17) and (18) are equivalent again owes itself to the existence of a renormalised local binding potential which accounts for fluctuation effects. Having established that the height-height correlation function transforms conformally it immediately follows from the analysis of Cardy  that on the semi-infinite planar surface (Fig.2) the two-point function depends only on a single variable such that

$$S_{\mathrm{}/2}(𝐱_\mathrm{𝟏},𝐱_\mathrm{𝟐})=\mathrm{\Phi }\left(\frac{(x_1x_2)^2+y_1^2+y_2^2}{2y_1y_2}\right)$$
(19)
The scaling function is then determined by substituting this result into the OZ equation (16) with $`e^{\stackrel{~}{\kappa }\mathrm{}}`$ given by (7). We find that $`\mathrm{\Phi }(t)`$ satisfies

$$(t^21)\mathrm{\Phi }^{\prime \prime }+2t\mathrm{\Phi }^{}2\mathrm{\Phi }=0$$
(20)
from which we can easily determine the important asymptotic behaviour. At short distances $`𝐱_\mathrm{𝟏}𝐱_\mathrm{𝟐}`$ corresponding to $`t1`$ it follows that $`\mathrm{\Phi }\mathrm{ln}(t1)`$ implying that the local roughness $`\xi _{}\sqrt{\mathrm{ln}y}`$ precisely as expected for interfacial fluctuations at the marginal dimension $`d=3`$. On the other hand in the limit of large transverse separations $`|𝐱_\mathrm{𝟐}𝐱_\mathrm{𝟏}|\mathrm{}`$ corresponding to $`t\mathrm{}`$ it follows form (13) that $`\mathrm{\Phi }t^2`$ which identifies the surface scaling exponent $`\eta _{}=4`$ . It is this limit of the scaling function which is required in order to understand the asymptotic decay of correlations in the infinite finite width strip geometry. Using the mapping discussed above it immediately follows from (12) that the height-height correlation function decays as

$$S_{strip}(𝐱_\mathrm{𝟏},𝐱_\mathrm{𝟐})\mathrm{sin}^2\left(\frac{\pi y_1}{L}\right)\mathrm{sin}^2\left(\frac{\pi y_2}{L}\right)e^{2\pi |x_2x_1|/L}$$
(21)
for $`|x_2x_1|L`$. In writing this expression we have again chosen to use the original co-ordinate notation rather than $`(u,v)`$. The above expression identifies the universal finite-size droplet correlation length $`\xi _{}=L/2\pi `$. This identification is consistent with the amplitude-exponent relation $`L/\xi _{}=2/\pi \eta _{}`$ .

We note here that the same result for $`S(𝐱_\mathrm{𝟏},𝐱_\mathrm{𝟐})`$ in the strip follows from explicit solution of the OZ equation (11) using the derived expression for the droplet height (8). This can be written as a spectral expansion

$$S_{strip}(𝐱_\mathrm{𝟏},𝐱_\mathrm{𝟐})=\underset{n=0}{\overset{\mathrm{}}{}}\psi _n^{}(y_1)\psi _n(y_2)e^{E_n|x_2x_1|}$$
(22)
with eigenvalues and eigenvectors determined from solution of

$$\psi _n^{\prime \prime }+2\left(\frac{L}{\pi }\mathrm{sin}\frac{\pi y}{L}\right)^2\psi _n=E_n^2\psi _n$$
(23)
subject to $`\psi _n(0)=\psi _n(L)=0`$ and the orthonormality condition

$$2\mathrm{\Sigma }_0^L𝑑y\psi _n^{}(y)\psi _m(y)=\delta _{nm}E_n^1.$$
(24)
The solution to (23) is found using standard methods. For the eigenvalue spectrum we find $`E_n=(n+2)\pi /L`$ (with $`n=0,\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}2},\mathrm{}`$) whilst the eigenvectors are

$$\psi _n(x)=N_n\mathrm{sin}^2\left(\frac{\pi x}{L}\right)F[\frac{n}{2},\mathrm{\hspace{0.17em}2}+\frac{n}{2},\frac{1}{2};\mathrm{cos}^2\frac{\pi x}{L}]$$
(25)
for $`n=0`$, $`2`$, $`4`$, $`\mathrm{}`$ and

$$\psi _n(x)=N_n\mathrm{sin}^2\left(\frac{\pi x}{L}\right)\mathrm{cos}\frac{\pi x}{L}F[\frac{1}{2}\frac{n}{2},\frac{5}{2}+\frac{n}{2},\frac{3}{2};\mathrm{cos}^2\frac{\pi x}{L}]$$
(26)
for $`n=1`$, $`3`$, $`5`$, $`\mathrm{}`$. Here $`F[\alpha ,\beta ,\gamma ;x]`$ denotes the usual hypergeometric function. We note here that the fact that the exact result for $`S(𝐱_\mathrm{𝟏},𝐱_\mathrm{𝟏})`$ in the strip geometry obtained by conformally mapping the the semi-infinite correlation function also follows from the solution to a local field equation (16) is intimately related to the existence of a local effective free-energy functional for complete wetting which in turn reflects the fact that there is no exponent analogous to the $`\eta `$ occurring for bulk critical systems. In studies of finite-size effects in strip (and other) geometries occurring at bulk criticality (for which $`\eta 0`$) local field equations for the pair correlation function derived from approximate local functional models  do not capture all the necessary scaling features required by conformal invariance (although they are surprisingly accurate and highly reliable for certain quantities ).

As a final remark concerning height-height correlations in the strip geometry we note that the existence of a renormalised local binding potential also implies that the correlations in the strip satisfy the algebra of correlations discussed by Parry and Swain  in the somewhat different context of magnetisation functionals. Defining the Fourier transform of the correlation function $`\stackrel{~}{S}(y_1,y_2;𝐪)`$ by

$$\stackrel{~}{S}(y_1,y_2;𝐪)=\mathrm{𝐝𝐱}_{\mathrm{𝟐𝟏}}e^{i𝐪(𝐱_\mathrm{𝟐}𝐱_\mathrm{𝟏})}S(𝐱_\mathrm{𝟏},𝐱_\mathrm{𝟐})$$
(27)
and in particular denoting the zeroth moment $`\stackrel{~}{S}_0(y_1,y_2)=\stackrel{~}{S}(y_1,y_2;0)`$, it follows from the local character of the renormalised effective free-energy functional that for any ordered points $`0y_1y_2y_3L`$, the correlations satisfy

$$\stackrel{~}{S}(y_1,y_2;𝐪)\stackrel{~}{S}(y_2,y_3;𝐪)=\stackrel{~}{S}(y_1,y_3;𝐪)\stackrel{~}{S}(y_2,y_2;𝐪)$$
(28)
and

$`\left({\displaystyle \frac{\stackrel{~}{S}_0(y_1,y_3)}{\mathrm{}^{}(y_1)\mathrm{}^{}(y_3)}}{\displaystyle \frac{\stackrel{~}{S}_0(y_1,y_2)}{\mathrm{}^{}(y_1)\mathrm{}^{}(y_2)}}\right)\left({\displaystyle \frac{\stackrel{~}{S}_0(y_1,y_3)}{\mathrm{}^{}(y_1)\mathrm{}^{}(y_3)}}{\displaystyle \frac{\stackrel{~}{S}_0(y_2,y_3)}{\mathrm{}^{}(y_2)\mathrm{}^{}(y_3)}}\right)=`$ (29)
$`\left({\displaystyle \frac{\stackrel{~}{S}_0(y_1,y_1)}{\mathrm{}^{}(y_1)\mathrm{}^{}(y_1)}}{\displaystyle \frac{\stackrel{~}{S}_0(y_1,y_2)}{\mathrm{}^{}(y_1)\mathrm{}^{}(y_2)}}\right)\left({\displaystyle \frac{\stackrel{~}{S}_0(y_3,y_3)}{\mathrm{}^{}(y_3)\mathrm{}^{}(y_3)}}{\displaystyle \frac{\stackrel{~}{S}_0(y_2,y_3)}{\mathrm{}^{}(y_2)\mathrm{}^{}(y_3)}}\right)`$
where $`\mathrm{}^{}(y)`$ denotes the derivative of the equilibrium height profile given by (9). These relations severely restrict the possible form of $`\stackrel{~}{S}_0(y_1,y_2)`$. In particular they imply that the dimensionless quantity

$$\sigma (y_1,y_2)\frac{\stackrel{~}{S}_0(y_1,y_2)}{\mathrm{}^{}(y_1)\mathrm{}^{}(y_2)}\frac{1}{k_BT}\frac{^2\mathrm{\Delta }F}{L^2}$$
(30)
where $`\mathrm{\Delta }F(L)`$ denotes the excess or finite-size contribution to the droplet free-energy, satisfies

$$\sigma (y_1,y_2)=\left(1\sqrt{1\sigma (y_1,y_1)}\right)\left(1\pm \sqrt{1\sigma (y_2,y_2)}\right);y_1<\frac{L}{2}$$
(31)
and the $`\pm `$ signs refer to whether $`y_1`$ and $`y_2`$ are on the same/opposite side of the mid-line at $`y=L/2`$. We emphasise here that the results (28)-(31) are valid for any choice of effective binding potential (5) and are not specific to the exponential form for systems with short-ranged forces. The central prediction (31) of the correlation function algebra relates the correlation function structure within the droplet to the excess free-energy $`\mathrm{\Delta }F(L)`$. For the droplet with short-ranged forces $`\mathrm{\Delta }F(L)`$ is readily calculated using the appropriate effective free-energy functional. We find

$$\mathrm{\Delta }F(L)=\frac{\pi }{8\omega }(2+\omega )^2L^1.$$
(32)
Again the width dependence of this quantity is precisely in accord with dimensional (hyperscaling) ideas for confinement in critical systems . Note that the (Casimir) amplitude here is strongly non-universal and depends on the value of $`\omega `$. This is in contrast to finite-size effects at bulk criticality (in Ising systems for example) where the amplitude of $`\mathrm{\Delta }F(L)`$ is universal and related to the central charge  characterising the bulk universality class. The derivative of the free-energy determines the force of solvation between the edges of the strip which might be measurable in force-balance experiments if the width $`L`$ of the droplet can be controlled externally.

### 2.3 Droplets shapes and correlations with long-ranged forces

In the last section we explicitly showed and exploited the conformal invariance of the droplet shape and its correlations for systems with short-ranged forces. Whilst some examples of such systems may well be found in the laboratory most solid-fluid and fluid-fluid systems will de dominated by dispersion forces for which the bare binding potential (of the completely wet $`A`$ region) decays like $`W_AA_l\mathrm{}^2`$ where again $`A_l`$ is an effective (positive) Hamaker constant. It is well understood  that this potential is not changed by fluctuations in $`d=3`$ so that the field equation for the droplet shape is simply

$$\mathrm{\Sigma }^2\mathrm{}=2A_l\mathrm{}^3.$$
(33)
This equation is certainly not invariant under the same kind of conformal mapping as valid for systems with short-ranged forces consistent with general expectations of conditions for conformal invariance. In order to investigate the possible scaling properties of different finite-size droplet shapes it is therefore necessary to solve (33) explicitly for different domains. Here we concentrate on the infinite strip and disc domains only. For the strip geometry the differential equation is trivially solved and shows that the equilibrium height profile has a simple scaling form

$$\mathrm{}_{strip}=2\mathrm{}_{strip}^{(m)}\sqrt{\frac{y}{L}\left(1\frac{y}{L}\right)};0<y<L$$
(34)
where $`\mathrm{}_{strip}^{(m)}L^{1/2}`$ is the maximum (mid-) height of the drop. Thus whilst there is no conformal invariance for the droplet with dispersion forces there is still a strong degree of scaling in this system. Indeed the scaling of the height profile for long ranged forces is stronger than that predicted for short ranged forces as can be seen from comparison with (13). Notice that near the edges of the droplet the interface height behaves as $`\mathrm{}_{strip}y^{1/2}`$ (for $`y/L0`$ say) where the power law here can be identified with the ratio of complete wetting exponents $`\beta _{co}/\nu _{}`$ where $`\beta _{co}`$ is the adsorption critical exponent and $`\nu _{}`$ is the transverse correlation length critical exponents. For systems with dispersion forces recall that $`\beta _{co}=1/3`$ and $`\nu _{}=2/3`$ consistent with the explicit shape dependence give above (see for example ).

Correlations along the droplet show a similar scaling structure. From the OZ equation

$$\left[\mathrm{\Sigma }_{𝐱_\mathrm{𝟏}}^2+W_{eff}^{\prime \prime }(\mathrm{})\right]S(𝐱_\mathrm{𝟏},𝐱_\mathrm{𝟐})=\delta (𝐱_\mathrm{𝟐}𝐱_\mathrm{𝟏})$$
(35)
it follows from the spectral analysis given earlier that $`S(𝐱_\mathrm{𝟏},𝐱_\mathrm{𝟐})`$ decays asymptotically as

$$S(𝐱_\mathrm{𝟏},𝐱_\mathrm{𝟐})\psi _0(y_1)\psi _0(y_2)e^{E_0|x_2x_1|};\frac{|x_2x_1|}{L}\mathrm{},$$
(36)
where $`\psi _0`$ and $`E_0`$ are found from numerical solution of the eigenvalue problem

$$\psi _0^{\prime \prime }+\frac{3L^2}{4y^2(L^2y^2)}\psi _0=E_0^2\psi _0$$
(37)
with $`\psi _0(0)=\psi _0(L)=0`$. In this way we find that the finite-size correlation length characterising height fluctuations along the droplet satisfies $`L/\xi _{}5.25`$ which is universal in the sense that it does not depend on the value of the surface tension or Hamaker constant. Interestingly the ratio is smaller than that derived earlier for short-ranged forces in keeping with general expectations about the influence of long-ranged forces on the range of correlations.

For droplet shapes on circular domains of radius $`R`$ it follows from (33) that the equilibrium height profile also has a scaling form $`\mathrm{}_{disc}=\mathrm{}_{disc}^{(m)}\mathrm{\Lambda }(r/R)`$ where $`\mathrm{}_{disc}^{(m)}R^{1/2}`$ is the mid-point height and $`\mathrm{\Lambda }(\xi )`$ is a scaling function satisfying $`\mathrm{\Lambda }(0)=1`$ and $`\mathrm{\Lambda }(1)=0`$ which can be determined numerically. Following our earlier treatment of droplets with short-ranged forces it is interesting to compare the maximum droplet height for a circular domain of diameter $`2R=L`$ with the corresponding droplet height for a strip geometry. Because there is a stronger manifestation of scaling for systems with long-ranged forces the comparison takes the form of a ratio $`\mathrm{}_{strip}^{(m)}/\mathrm{}_{disc}^{(m)}1.03`$ rather than a difference as for short-ranged forces (15). The influence of the domain shape on the droplet adsorption is therefore stronger for systems with dispersion forces even though the scaled heights are again very close to each-other. A comparison of the corresponding droplet shapes is shown in Fig.4 for strips and discs with long-ranged forces.

### 2.4 Droplet shapes in $`1+1`$ dimensions

To end this section and motivate out treatment of droplet shapes in three-dimensional wedges we remark here that the scaling form of the droplet height for adsorption on a one-dimensional heterogeneous substrate also shows scaling behaviour that can be understand using conformal invariance. To be concrete consider a two dimensional semi-infinite Ising model at temperature $`T`$ (less than the bulk critical value $`T_c`$) and in zero magnetic field $`H=0^{}`$ (so that the bulk phase has negative magnetisation). The surface spins on the $`y=0`$ line are all fixed to be down except along the line between $`x=0`$ and $`+L`$ where they are all up. This is the two-dimensional analogue of the striped heterogeneous surface and the circular domain considered above. These boundary conditions induce the formation of a droplet of local equilibrium height $`\mathrm{}(x)`$ which is pinned to the wall at the end points $`x=0`$ and $`x=L`$. In the limit of $`L\mathrm{}`$ the droplet becomes macroscopic in size and we can anticipate that the shape shows scaling behaviour. The interfacial model for this problem is

$$H[\mathrm{}]=_0^L𝑑x\left\{\frac{\mathrm{\Sigma }}{2}\left(\frac{d\mathrm{}}{dx}\right)^2+W(\mathrm{})\right\}$$
(38)
where the binding potential $`W(\mathrm{})`$ may be simply approximated by an infinite hard-wall potential $`W(\mathrm{})=0`$ for $`\mathrm{}>0`$ and $`W(\mathrm{})=\mathrm{}`$ otherwise, which simply restricts the interface to the $`l>0`$ region. The reason for this is that in $`d=2`$ the entropic repulsion of the interface from the hard-wall dominates over any short-ranged interaction (for complete wetting problems) \[17-19\]. This problem has been considered by Burkhardt  using continuum transfer-matrix techniques with the scaling behaviour of $`\mathrm{}(x)`$ explicitly calculated to be

$$\mathrm{}(x)=2\mathrm{}_0^{(m)}\sqrt{\frac{x}{L}\left(1\frac{x}{L}\right)}$$
(39)
where $`\mathrm{}_0^{(m)}L^{1/2}`$ denotes the mid-point droplet height. Note that this expression is identical to that derived above for $`2+1`$ dimensional systems with dispersion forces. Here we make two relevant remarks concerning this transfer matrix result :

(i) the scaling of $`\mathrm{}(x)`$ in two dimensions is precisely what one would expect due to the entropic repulsion from the hard-wall. The droplet shape reflects interfacial finite-size effects in the weak-fluctuation regime (WFL)  which can be quantitatively understood using an effective potential which decays as $`W_{FL}A_{FL}\mathrm{}^2`$. Using this form for the effective potential the field equation (4) reduces to

$$\mathrm{\Sigma }\mathrm{}^{\prime \prime }=2A_{FL}\mathrm{}^3$$
(40)
which is trivially integrated to recover the exact transfer matrix result (39).

(ii) the scaling of $`\mathrm{}(x)`$ is also in accord with the predictions of conformal invariance for (non-trivial) one-dimensional field theories. In general phase transitions do not occur in (classical) one-dimensional systems unless either extremely long-ranged forces are present or the order-parameter is allowed to diverge. The study of droplet shapes in $`1+1`$ dimensional systems is therefore an interesting test of the ideas of conformal invariance in this dimension. To see this first consider the limit of $`L\mathrm{}`$. Then far from the pinned edge of the droplet the height $`\mathrm{}(x)`$ scales as

$$\mathrm{}(x)Dx^\zeta ;\kappa x1$$
(41)
where $`\zeta =1/2`$ is the usual interfacial wandering exponent for the one-dimensional interface . This behaviour is consistent with the homogeneous rescaling $`xx/b`$ under-which $`\mathrm{}(x)`$ transforms as

$$\mathrm{}\left(x/b\right)=b^\zeta \mathrm{}(x).$$
(42)
It is natural to generalise this statement to non-uniform rescalings corresponding to the one-dimensional limit of special conformal mappings such that

$$\mathrm{}_G^{}=\left(\frac{dx^{}}{dx}\right)^\zeta \mathrm{}(x)_G,$$
(43)
where as before $`G^{}`$ and $`G`$ refer to ensemble averages with respect to the old and new geometries respectively. The allowed class of transformations combines uniform rescalings, translations and inversions is therefore of the form

$$x^{}=\frac{a+bx}{c+dx}$$
(44)
with $`adbc0`$ (since otherwise the scale factor vanishes). This transformation maps the semi-infinite line to a line of finite length. Choosing $`a`$, $`b`$, $`c`$ and $`d`$ such that $`0<x^{}<L`$ we find

$$\mathrm{}(x^{})=\mathrm{}_0^{(m)}4^\zeta \left[\frac{x^{}}{L}\left(1\frac{x^{}}{L}\right)\right]^\zeta $$
(45)
which is of course identical to the transfer matrix result (39) provided we identify the correct value of the wandering exponent. Note that if we write this expression in terms of the distance $`x^{\prime \prime }=x^{}L/2`$ from the centre of the strip then the position dependence of the scaling function is basically identical to that observed for circular domains in $`d=3`$ but with a different value of $`\zeta `$ (see (14)). This is because the scaling function for the height of radially symmetric drops on heterogeneous substrates (with short-ranged forces) in arbitrary dimension can be obtained by the application of the special conformal mapping analogous to (44).

To finish this section we emphasise here that the only ingredient in deriving the prediction (45) is the assumption of co-variance under the special conformal mapping (44). The finite-size droplet in $`1+1`$ dimension is a specific example of this one dimensional prediction of conformal invariance for a problem in which $`\zeta =1/2`$. In the next section we shall show that (45) has application for a second example of interfacial phenomena.

## 3 Droplet shapes in three-dimensional wedge geometries

The calculations presented in section §2 assume that the substrate is heterogeneous but still planar. However recently it has been shown that chemically homogeneous but non-planar substrates in the shape of wedge geometries exhibit filling (or wedge-wetting transitions) which are characterised by very strong interfacial fluctuations belonging to quite distinct universality classes and fluctuation regimes to those occurring for wetting at a planar wall . The purpose of this section is to investigate the scaling of droplet shapes in wedge geometries. Before we study these finite-size effects we briefly review the phenomenology of filling transitions and the recently developed fluctuation theory for them based on analysis of a novel interfacial Hamiltonian . This model will form the starting point for our study of droplet shapes in wedges.

### 3.1 Filling transitions and effective Hamiltonian theory

Consider a wedge formed by the union of two walls at angles $`\pm \alpha `$ to the horizontal. The wedge is supposed to be in contact with a bulk vapour phase at saturation chemical potential $`\mu =\mu _{sat}(T)^{}`$ and is at a temperature $`T`$ less than the wetting transition temperature $`T_w`$ of the planar wall-vapour interface. Thermodynamic arguments \[39-41\] dictate that the wedge is completely filled with liquid at a temperature $`T_F`$ satisfying

$$\theta (T_F)=\alpha $$
(46)
and $`\theta (T)`$ denotes the contact angle of the liquid drop on the planar substrate. This thermodynamic prediction is confirmed by specific model calculations which include the influence of intermolecular interactions and fluctuation effects . The filling transition occurring as $`TT_F`$ may be first or second-order  corresponding to the discontinuous or continuous divergence of the interfacial height $`\mathrm{}_0`$ as measured from the bottom of the wedge. Importantly even substrates that exhibit first-order wetting transitions can exhibit continuous filling transitions  so that the experimental observation of critical (continuous) filling is a realistic possibility. In addition to the divergence of $`\mathrm{}_0`$ as $`TT_F^{}`$, the filling transition is characterised by the divergence of distinct correlation lengths along $`\xi _y(T_FT)^{\nu _y}`$ and across $`\xi _x(T_FT)^{\nu _x}`$ the wedge, as well as the roughness $`\xi _{}`$ of the unbinding interface (see Fig.5) . The mean-field critical behaviour has been examined in detail  from analysis of the non-planar version of the standard interfacial Hamiltonian (valid for small $`\alpha `$) given by

$$H[l]=\mathrm{𝐝𝐱}\left\{\frac{\mathrm{\Sigma }}{2}\left(\mathrm{}\right)^2+W(\mathrm{}\alpha |x|)\right\}$$
(47)
where $`\mathrm{}(𝐱)`$ is the local height of the interface as measured from the plane and $`W(l)`$ is the usual binding potential. The mean-field critical exponents for filling are determined only by the leading order decay term in $`W(\mathrm{})`$. Writing this as $`W(\mathrm{})=A_l\mathrm{}^p`$ (so that $`p=2`$ corresponds to non-retarded dispersion forces) the critical exponents are given by

$$\beta _0=\frac{1}{p};\nu _x=\frac{1}{p};\nu _y=\frac{1}{2}+\frac{1}{p};\nu _{}=\frac{1}{4}.$$
(48)
Notice the remarkable universal value of the roughness critical exponent. Analysis of the height-height correlations at filling show that fluctuations across the wedge are highly localised to the filled region with the local height $`\mathrm{}(𝐱)`$ at position $`y`$ along the wedge fluctuating coherently, i.e. the effective stiffness across the filled portion of the wedge is infinite. In this sense fluctuations across the wedge are trivial which can be seen in the explicit values of the critical exponents since $`\beta _0=\nu _x`$ for all values of $`p`$. On the other hand correlations along the wedge are characterised by a soft mode and completely dominate the fluctuation behaviour. On the basis of this Parry, Rascón and Wood  have argued that the fluctuation theory of three-dimensional filling transitions can be understood using the effective one-dimensional model

$$H_F[\mathrm{}_0]=𝑑y\left\{\frac{\mathrm{\Sigma }\mathrm{}_0}{\alpha }\left(\frac{d\mathrm{}_0}{dy}\right)^2+V(\mathrm{}_0)\right\}$$
(49)
where $`\mathrm{}_0(y)=\mathrm{}(0,y)`$ is the local height of the interface at the centre of the wedge. This model is based on the assumption that only fluctuations along the wedge contribute to the asymptotic critical behaviour (see Fig.6). This effective model is only presumed correct for the soft-mode fluctuations in the $`y`$ direction which determine the asymptotic critical behaviour. The model is not valid for wavevectors $`Q>Q_{max}1/\xi _x`$. At this scale the full 2$`d`$ model (47) has to be used. Notice that the coefficient of the bending term is proportional to the local height of the filled region (quite unlike the stiffness term for planar fluid interfaces) reflecting the fact that a local increase in the height also increases the width of the filled region in the $`x`$ direction. The direct filling potential appearing in (49) is found to be

$$V(\mathrm{}_0)=\frac{\mathrm{\Sigma }}{\alpha }(\theta ^2\alpha ^2)+A_F\mathrm{}^{1p}+\mathrm{}$$
(50)
the minimum of which identifies the mean-field $`\mathrm{}_0`$. This filling Hamiltonian can be studied exactly using transfer matrix techniques yielding a complete classification of the possible critical behaviour. For $`p<4`$ mean-field theory is valid, whilst for $`p>4`$ the critical behaviour is universal with critical exponents given by

$$\beta _0=\frac{1}{4};\nu _x=\frac{1}{4};\nu _y=\frac{3}{4};\nu _{}=\frac{1}{4}.$$
(51)
Notice that in the fluctuation dominated regime $`\beta _0=\nu _{}`$ so there are regular excursions of the interface to the wedge bottom. The existence of two fluctuation regimes for critical filling can be understood using arguments analogous to the well developed scaling theory of wetting \[17-20\]. To see this we suppose that the influence of fluctuations at critical filling can be understood using an effective potential

$$V_{eff}(\mathrm{}_0)=V(\mathrm{}_0)+V_{FL}(\mathrm{}_0)$$
(52)
which accounts for fluctuation effects by adding to the direct potential a term arising from the entropic repulsion form the wedge bottom. The fluctuation term can be estimated from the form of the bending energy contribution to (49) as $`V_{FL}(\mathrm{}_0)\mathrm{}_0^3\xi _y^2`$ and hence

$$V_{FL}(\mathrm{}_0)\mathrm{}_0^{32/\zeta }$$
(53)
where $`\zeta `$ is the wandering exponent for filling transitions which relates the roughness $`\xi _{}\xi _y^\zeta `$ and soft-mode correlation length $`\xi _y`$. The value $`\zeta =1/3`$ can be either read directly from the transfer matrix results (51) or equivalently from the scale invariance of the free filling Hamiltonian $`H_0=𝑑y\frac{\mathrm{\Sigma }\mathrm{}_0}{\alpha }\left(\frac{d\mathrm{}_y}{dy}\right)^2`$ under the scale transformation $`yy/b`$ and $`\mathrm{}\mathrm{}/b^\zeta `$. The net result of this is an effective filling potential of the form

$$V_{eff}(\mathrm{}_0)=V(\mathrm{}_0)+D\mathrm{}_0^3$$
(54)
which is minimised to find the equilibrium film thickness $`\mathrm{}_0`$. Thus we find a mean-field and fluctuation dominated regime depending on whether the entropic repulsion or direct algebraic term $`A_F\mathrm{}^{1p}`$ is the dominant correction to the linear term. Unlike critical wetting for which there are three fluctuation regimes critical filling only has two since the linear term in the direct binding potential is always relevant. In this sense fluctuation effects at three dimensional critical filling is rather similar to those occurring at two-dimensional complete wetting \[17-20,37\].

### 3.2 Finite-size droplets in heterogeneous wedge geometries

We are now in a position to consider the finite-size scaling of droplet shapes in heterogeneous wedge geometries formed by sandwiching a finite length wedge of substrate type $`A`$ between two wedges of type $`B`$ (see Fig.7). Following our earlier treatment of heterogeneous planar substrates we suppose that exactly at saturation chemical potential $`\mu =\mu _{sat}(T)^{}`$ the filling height on the $`B`$ wedge is finite but that an infinite domain of $`A`$ wedge would be completely filled. This geometry induces the condensation of a large droplet of liquid over the $`A`$ region with the interface height pinned to finite values at the end points (taken to be $`y=0`$ and $`y=L`$). As before there is no volume constraint on the amount of liquid adsorbed so that as the maximum height of the droplet $`\mathrm{}_0^{max}\mathrm{}`$ as $`L\mathrm{}`$ and we can anticipate scaling behaviour for the position dependence of the equilibrium profile $`\mathrm{}_0(y)`$. The details of the partial filling of the $`B`$ region are not important for the scaling structure of the droplet shape and there are a number of specific ways of inducing the pinning. For example if the contact angle of the liquid drop on the planar $`B`$ substrate $`\theta _B>\pi /2`$ then the associated wedge is never filled (by liquid) for any temperature. If $`\theta _B<\pi /2`$ then one has to chose substrate $`A`$ such that $`\theta _A<\theta _B`$ so that the $`A`$ wedge fills before the $`B`$ wedge. We now distinguish between two distinct manifestations of scaling for the finite-size droplet shape:

(A) Droplet shapes exactly at the filling transition temperature.

For this case the temperature $`T`$ is tuned exactly to the filling transition of the fluid on the (infinite) $`A`$ wedge, i.e. the temperature satisfies $`\theta _A(T_F)=\alpha `$. This is the marginal value of the temperature at which the maximum droplet height $`\mathrm{}_0^{max}`$ becomes macroscopic as $`L\mathrm{}`$.

(B) Droplet shapes above the filling transition temperature.

If $`T>T_F`$ then the droplet height also grow to infinity as $`L\mathrm{}`$. However because of the relevance of the linear term in the filling binding potential (50) we cannot assume that the scaling of the droplet shape is the same as that obtained exactly at $`T=T_F`$. Indeed droplet shapes for $`T>T_F`$ may be viewed as finite-size effects occurring at the complete-filling transition. However fluctuations here do not have the same quasi-one-dimensional characteristics of critical filling. Analysis of the critical exponents at complete filling show that $`\xi _x`$ and $`\xi _y`$ diverge with the same critical exponent as $`\mu \mu _{sat}^{}(T)`$ . Consequently the 1-$`d`$ model (49) is not justified for this transition and analysis of the droplet shape in the present heterogeneous wedge problem must be based on the full model (47). This is a much more difficult problem and we will not consider this here.

Our treatment of droplet shapes in the wedge parallels that of droplet shapes on planar substrates. The effective Hamiltonian on the heterogeneous wedge is taken to be the generalisation of the filling model (49)

$$H_F[\mathrm{}]=𝑑y\left\{\frac{\mathrm{\Sigma }\mathrm{}_0}{\alpha }\left(\frac{d\mathrm{}_0}{dy}\right)^2+V(\mathrm{};y)\right\}$$
(55)
where $`V(\mathrm{};y)`$ is a position dependent direct filling potential that changes from being of type $`V_A(\mathrm{})`$ to $`V_B(\mathrm{})`$ as one crosses the heterogeneous region. The Ward identity for this model is again easily derived. We find

$$\frac{2\mathrm{\Sigma }}{\alpha }\mathrm{}_0(y)\mathrm{}_0^{\prime \prime }(y)=\frac{V^{}}{\mathrm{}}(\mathrm{};y)+\frac{\mathrm{\Sigma }}{\alpha }\mathrm{}_0^{}(y)^2$$
(56)
so that within the droplet we can write

$$\frac{2\mathrm{\Sigma }}{\alpha }\mathrm{}_0(y)\mathrm{}_0^{\prime \prime }(y)\frac{\mathrm{\Sigma }}{\alpha }\mathrm{}_0^{}(y)^2=V_A^{}(\mathrm{}).$$
(57)
To evaluate the RHS we again resort to the concept of an effective potential which we showed to yield exact results for the wetting droplet in $`1+1`$ dimensions. Thus we seek to solve the field equation (writing $`\mathrm{}_0\mathrm{}_0`$, for convenience)

$$\frac{2\mathrm{\Sigma }}{\alpha }\mathrm{}_0\mathrm{}_0^{\prime \prime }+\frac{\mathrm{\Sigma }}{\alpha }\mathrm{}_0^2=V_{eff}^{}(\mathrm{}_0)$$
(58)
using the effective potential $`V_{eff}`$ evaluated at $`T=T_F`$ for short-ranged and long-ranged forces. For long-ranged forces we will assume that $`p=2`$ as is appropriate for realistic solid-fluid interfaces. This differential equation is easily integrated using standard techniques and we only quote the final results.

For droplet scaling exactly at $`T_F`$ and short-ranged forces we find

$$\mathrm{}_0(y)=\mathrm{}_0^{max}4^{1/3}\left[\frac{y}{L}\left(1\frac{y}{L}\right)\right]^{1/3}$$
(59)
where $`\mathrm{}_0^{max}L^{1/3}`$ denotes the mid-drop height. Note that this scaling form is precisely in accord with the prediction of conformal invariance for one dimensional interfaces with wandering exponent $`\zeta =1/3`$. For long-ranged forces on the other hand integration of (58) yields a quite different form of the scaling function. We find that $`\mathrm{}_0(y)/\mathrm{}_0^{max}\stackrel{~}{\mathrm{}}_0(y)`$ satisfies the cubic equation

$$3\stackrel{~}{\mathrm{}}_0^2+\stackrel{~}{\mathrm{}}_0^3=16\frac{y}{L}\left(1\frac{y}{L}\right)$$
(60)
with $`\mathrm{}_0^{max}L^{1/2}`$. Thus the scaling of droplet shapes at wedge wetting is only consistent with conformal invariance for systems with short-ranged forces.

## 4 Conclusion

In this paper we have investigated the scaling behaviour of finite-size droplet shapes on heterogeneous planar substrates and wedges. Our predictions are restricted to systems at two-phase bulk liquid-vapour coexistence (chemical potential $`\mu =\mu _{sat}`$) in the grand canonical ensemble, i.e. without volume constraint. The main conclusions of article are the following:

(A) For three-dimensional systems with short-ranged forces the scaling of the droplet shape and its height-height correlations can be understood using conformal invariance. In fact using standard wetting renormalization group ideas the conformal invariance may be explicitly proved for such systems. Consequently the study of droplet shapes in laboratory systems with effective short-ranged forces such as polymers, superconductors, liquid metals and even some fluid-fluid interfaces may be viewed as a possible experimental testing ground for many of the ideas developed in conformal-field theory as well of course as the fluctuation theory of fluid interfaces.

(B) For three-dimensional systems with long-ranged (van der Waals) dispersion forces the droplet shape still exhibits a strong degree of scaling invariance related behaviour even though there is no longer any conformal invariance.

(C) For model systems of interfaces in two-dimensional bulk geometries with short-ranged forces the scaling shape of the droplet on the heterogeneous wall can be understood quantitatively using an effective potential accounting for the entropic repulsion of the interface from the wall and is completely in accord with the predictions of conformal invariance for one dimensional field theories.

(D) Finite-size droplets in wedge geometries show a number of interesting scaling behaviours depending on whether the interfacial pinning is done exactly at or above the filling transition temperature. Exactly at $`T_F`$ and for systems with short-ranged forces the prediction of conformal invariance for the shape function is again valid. For long-ranged forces a different scaling behaviour is observed.

The predictions of this paper are based entirely on the analysis of effective interfacial models. It would be interesting to test these ideas using more microscopic approaches such as density-functional theory. The density (or magnetisation) profile for such systems is of course highly inhomogeneous and even analysis of a Landau-like model would require numerical methods. Beyond mean-field Ising model simulations could test the role of the wetting parameter in determining the scale of the droplet height. Finally we hope that at least some of our predictions are open to experimental verification from observation of droplet shapes in the micro-metre range.

E.D.Macdonald acknowledges the EPRSC for a studentship and C.R. acknowledges the financial assistance of the E.C. under contract ERBFMBICT983229.

## Appendix A

We show here that, in two dimensions, the equation

$$^2\mathrm{}=Ce^{\stackrel{~}{\kappa }\mathrm{}},$$
(61)
(where $`C`$ and $`\stackrel{~}{\kappa }`$ are real numbers) is conformally invariant. In particular, we demonstrate that Eq. (61) is invariant under the following conformal transformation

$`(x,y)`$ $``$ $`(u,v)`$
$`e^{\stackrel{~}{\kappa }\mathrm{}(x,y)}`$ $``$ $`e^{\stackrel{~}{\kappa }\overline{\mathrm{}}(u,v)}|w^{}|^{x_b}`$ (62)
where $`(u,v)`$ are given by the relation (in the complex plane) $`u+iv=w(z)`$, $`zx+iy`$, $`w(z)`$ is any analytic function, $`|w^{}|`$ is the local length rescaling factor of the transformation and $`x_b=2`$.

If we define

$`({\displaystyle \frac{}{x}},{\displaystyle \frac{}{y}})`$
$`\overline{}({\displaystyle \frac{}{u}},{\displaystyle \frac{}{v}})`$
$`J|w^{}(z)|^2=\left({\displaystyle \frac{u}{x}}\right)^2+\left({\displaystyle \frac{v}{x}}\right)^2,`$
substitution of (62) into (61) yields

$`^2\overline{\mathrm{}}{\displaystyle \frac{x_b}{2\stackrel{~}{\kappa }}}^2\mathrm{log}J=Ce^{\stackrel{~}{\kappa }\overline{\mathrm{}}(u,v)}J^{x_b/2}.`$ (63)
Using analytic properties of the conformal transformation

$`{\displaystyle \frac{u}{x}}={\displaystyle \frac{v}{y}},{\displaystyle \frac{u}{y}}={\displaystyle \frac{v}{x}}`$
and standard methods, it can be shown that $`^2\mathrm{log}J=0`$ and $`^2=J\overline{}^2`$. Therefore, eq. (63) transforms into

$`J\overline{}^2\overline{\mathrm{}}=Ce^{\stackrel{~}{\kappa }\overline{\mathrm{}}(u,v)}J^{x_b/2},`$
which, in turn, recovers (61) for $`x_b=2`$.

## References