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# Role of Group and Phase Velocity in High-Energy Neutrino Observatories

## 1 Introduction

Kuzmichev  pointed out that participants in high-energy neutrino projects mistakenly use tabulated values of refractive index, $`n`$, which corresponds to phase velocity, instead of using values of group refractive index, $`n_g`$, which applies to signals transmitted at group velocity, $`v_g`$, where $`n_g(\omega )c/v_g(\omega )`$. The choice of $`n`$ rather than $`n_g`$ or of $`v`$ rather than $`v_g`$ leads to errors in track reconstruction and in distance measurements.

The subject of which velocity to use for Cherenkov light has an interesting history. Tamm  was the first to point out (correctly) that for a particle moving with speed $`\beta `$c the wavefront of a Cherenkov “bow wave” is a cone (the “Mach cone”) with semi-angle

$$\mathrm{cot}\alpha =(\beta ^2n^21)^{1/2}+n\omega \beta ^2\frac{\mathrm{d}n}{\mathrm{d}\omega }/(\beta ^2n^21)^{1/2}$$
(1)
whereas the Cherenkov radiation is emitted at the angle $`\theta `$ given by

$$\mathrm{cos}\theta =\frac{1}{\beta n}$$
(2)
The presence of the second term in eq.(1) results in $`\theta `$ not being the complement of $`\alpha `$ and in the direction of light emission not being exactly normal to the wavefront. Unfortunately, most textbooks draw ray vectors normal to the bow wave. Surprisingly, even Sommerfeld  wrote, “The ray direction is perpendicular to the Mach cone.”

Motz and Schiff  corrected the Sommerfeld statement, showing clearly that “the radiation propagates in directions that make the angle $`\theta `$ with the path of the \[moving\] charge, where \[$`\mathrm{cos}\theta =1/\beta n`$\], so that the cone may be thought of as ‘side-slipping’ as it moves along with the charge.” They derived eq.(1) and showed that only if $`\mathrm{d}n/\mathrm{d}\omega =0`$ would the ray direction be normal to the cone.

We now discuss several ways in which data for AMANDA and other neutrino telescopes need to be corrected, and show that the corrections are mostly very small.

## 2 Direction and velocity of Cherenkov light from a muon in ice or water

The direction of propagation of the Cherenkov light does not need correction, but the velocity does. Using an extensive table of data  and interpolating linearly in $`\mathrm{log}\lambda `$ for phase refractive index for ice, we generated a polynomial (with wavelength $`\lambda `$ in micrometers)

$$n(\lambda )=1.557491.57988\lambda +3.99993\lambda ^24.68271\lambda ^3+2.09354\lambda ^4$$
(3)
in the region 0.3 $`\mu `$m to 0.6 $`\mu `$m for which Cherenkov light contributes to the signal of a muon. For group refractive index, we generated a polynomial for the fractional increase

$$\frac{n_gn}{n}=\frac{\lambda }{n}\left|\frac{\mathrm{d}n}{\mathrm{d}\lambda }\right|=0.2271060.954648\lambda +1.42568\lambda ^20.711832\lambda ^3$$
(4)
where $`\mathrm{d}n/\mathrm{d}\lambda `$ is obtained by differentiating (3). The required correction for distances traveled by Cherenkov light from points on a muon trajectory to phototubes decreases monotonically from -5.0% at the shortest wavelength, 0.3 $`\mu `$m, to -1.4% at the longest wavelength, 0.6 $`\mu `$m, if $`n(\lambda )`$ had been used in previous analyses. However, the AMANDA collaboration simply used a fixed value, $`n=1.32`$, for all wavelengths. The correction to this value would then range from -6.1% at 0.3 $`\mu `$m to -0.5% at 0.6 $`\mu `$m. In all cases the true distance is less than the value previously used. Taking into account the Cherenkov spectrum, the transparency of the glass pressure vessel, and the phototube response, the most effective wavelength is around 0.38 $`\mu `$m, with a corresponding correction of -3% for distances. Phototube jitter is $``$10 ns. The strongest cut for AMANDA track reconstruction is that $`N_{\mathrm{dir}}>4`$, where $`N_{\mathrm{dir}}`$ is the number of “direct hits,” defined as Cherenkov photon arrival times between -15 and +50 ns of those expected for no scattering. A 3% error in distance corresponds to a 2 ns error in timing, which is much smaller than phototube jitter.

## 3 Use of pulsed lasers to measure spacing between strings

Since distance is inferred from arrival time of the leading edge of a pulse distribution, distance is proportional to pulse velocity and inversely proportional to refractive index. All horizontal distances within the AMANDA detector, i.e. the interstring separations, must be reduced by the factor $`n/n_g`$. A YAG laser with wavelength 0.532 $`\mu `$m was used for distance measurements. Distances must therefore be reduced by the factor $`1.32/n_g(0.532)=0.99`$.

## 4 Use of pulsed light sources to infer wavelength-dependent absorption length, $`\lambda _a`$, and wavelength-dependent effective scattering length, $`\lambda _e`$

For distances $`d\lambda _e25`$ m, the expression for three-dimensional random walk with absorption gives an excellent approximation to the propagation of light pulses in ice :

$$u(d,t)=\left(\frac{3}{4\pi v_g\lambda _et}\right)^{3/2}\mathrm{exp}\left\{\frac{3d^2}{4v_g\lambda _et}\frac{v_gt}{\lambda _a}\right\}$$
(5)
Ignoring the pre-exponential factor, we see that the estimate of $`\lambda _a`$ scales as $`n_g`$ and the estimate of $`\lambda _e`$ scales as $`d^2/n_g`$. If distance had been measured with a meter stick or other method that did not involve light pulses, the estimate of $`\lambda _e`$ would scale only as $`1/n_g`$. However, we measured distances with light pulses, as a consequence of which the net scaling should be as $`n_g`$. As a specific example, for two strings $`100`$ m apart, eq.(5) is a good approximation, and we find that both $`\lambda _a`$ and $`\lambda _e`$ need to be decreased by 1%, for studies carried out with a YAG laser. As an independent check, we generated a function $`u(d,t)`$ for values of $`\lambda _a=20`$ to $`100`$ m, $`\lambda _e=15`$ to $`45`$ m, and distances 100 to 300 m. We first used the phase refractive index to generate $`u(d,t)`$; then we increased $`n`$ by fractional amounts ranging from 0.5% to 5% and evaluated the new values of $`\lambda _a`$ and $`\lambda _e`$ that gave the best fit. For separations inferred from the pulse method, we found that $`\delta \lambda /\lambda `$ increases as $`(\delta n/n)^\kappa `$ in both cases, with $`\kappa =1.03\pm 0.02`$ for $`\lambda _a`$, and $`\kappa =1.01\pm 0.02`$ for $`\lambda _e`$. For separations assumed to have been measured with a meter stick, the best-fit powers were $`\kappa =1.03\pm 0.02`$ for $`\lambda _a`$ and $`\kappa =1.01\pm 0.02`$ for $`\lambda _e`$. Thus, both methods lead to the same conclusion regarding scaling of absorption and scattering lengths.

## 5 Use of pulses for timing calibration

In AMANDA, the individual time offsets ($`t_0`$) between the times recorded by the surface electronics and the times when photons hit the phototubes are measured with YAG laser pulses (0.532 $`\mu `$m) sent down optical fibers to diffusive balls near or inside the phototubes. For most phototubes a fiberball located within 1 m is used, but for 15% of the phototubes the pulses have to travel through at least 10 m of ice. The time for this propagation through ice has to be corrected by $`n_g/n=1.01`$, which for distances of 10 to 30 m corresponds to 0.44 to 1.3 ns. This correction is smaller than the overall measurement error of individual timing offsets and is considerably smaller than the uncertainty in the recorded times of light pulses.

## 6 Dependence of group refractive index on density and temperature

AMANDA-B is instrumented at depths from 1.5 to 1.9 km, and IceCube will be instrumented at depths from 1.4 to 2.4 km. The change in refractive index with density is given by

$$\frac{\mathrm{d}n}{\mathrm{d}\rho }=\frac{(1\lambda _0)(n^2+2)(n^21)}{6n\rho }$$
(6)
where $`\lambda _0`$ is a small correction due to strain-induced polarizability . Over a depth from 1.4 to 2.4 km, the density of ice actually decreases slightly, due to the increase in temperature with depth. From data of Gow , we estimate $`\delta \rho /\rho 0.004`$ over a 1 km change of depth from 1.4 to 2.4 km, which leads to $`\delta n/n0.002`$. Over a depth from 2.0 to 2.3 km in seawater (applicable to ANTARES), $`\delta n/n0.0004`$ due to the density increase.

For IceCube, the ambient ice temperature increases from -41C to -19C for a change of depth from 1.4 to 2.4 km. The measured change in refractive index of ice with temperature is given  by

$$\frac{\mathrm{d}n}{\mathrm{d}T}=2.7\times 10^5n$$
(7)
which leads to a fractional decrease $`\delta n/n=6\times 10^4`$ for the 1 km increase in depth. In Mediterranean seawater the temperature decreases about 1 per km at depths relevant to ANTARES; the resulting change of refractive index due to a change of temperature is negligibly small.

## 7 Conclusions

For 0.532 $`\mu `$m pulses in ice, no error exceeds $``$1% when a single value of 1.32 for refractive index was previously used. If a nitrogen laser (0.337 $`\mu `$m) were to be used, the error would grow to 5% relative to the value 1.32.

For radio Cherenkov radiation in ice (RICE), $`\mathrm{d}n/\mathrm{d}\lambda =0`$ for wavelengths from a few cm to $``$10 m, which spans the entire region of interest. Thus, values of the phase refractive index can be used without introducing error in analysis of RICE data.

For ANTARES and other neutrino telescopes in seawater, $`\delta n/n0.0012`$ over a depth interval of 1 km, due to the dependence of $`n`$ on pressure; the change due to dependence of $`n`$ on temperature is negligible.

For AMANDA and IceCube, the change in refractive index due to the increase of ice density leads to an error of only $``$0.2% per km. The error due to a temperature increase with depth would be even smaller, $``$0.06%.

## Acknowledgments

This research was supported in part by National Science Foundation grant PHY-99-71390.


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# Kauffman Monoids

## 0 Introduction

Kauffman monoids (i.e. semigroups with unit) are multiplicative structures extracted from Temperley-Lieb algebras, which play a very prominent role in knot theory, in low-dimensional topology, in topological quantum field theories, in quantum groups and in statistical mechanics. The label “Temperley-Lieb” is derived from a paper in this last field . The axioms of Kauffman monoids (see Section 1 below) are, however, not stated explicitly in that paper. They may be found in Jones’ paper \[4, $`\mathrm{\S }`$4.1.4\], and they appear in full light in many works of Kauffman’s \[6, $`\mathrm{\S }`$4\], \[7, pp. 431-433\], \[8, IV\], \[10, I.7, I.16, II.8\], \[11, IV\], \[12, II\], \[14, $`\mathrm{\S }`$7.2, pp. 8-9\], \[2, Section 3\], \[13, Section 6\]—in particular, in , which is most detailed. Although it is tempting to call the monoids in question “Temperley-Lieb monoids”, we believe “Kauffman monoids” is a fairer denomination, doing justice to the author who unearthed these structures (cf. \[5, p. 324\]).

Kauffman monoids are seldom, if ever, separated from Temperley-Lieb algebras, which are much richer structures, and not much attention is paid usually to the completeness of the standard axiomatics of Kauffman monoids with respect to their standard geometrical interpretation. Although this completeness, which consists in showing that the freely generated Kauffman monoids are isomorphic to the connection monoids of , is well known, we have been unable to find in the literature a self-contained and exhaustive proof. Among the papers we know, Kauffman’s  and \[13, Section 6\], together with an aside in Jones’ paper \[4, $`\mathrm{\S }`$4.1.4\], whose content may also be found in \[3, $`\mathrm{\S }`$2.8\], are nearest to the mark. There are, however, some uncertainties in  concerning the appropriate normal form for terms of Kauffman monoids (see the proof of Theorem 4.3 on p. 442, where the normal form mentioned is not Jones’, and is not unique; see also p. 434 of the same paper). All these papers still leave pretty much work to the reader.

We have been readers who have done the work left to us. The completeness proof for Kauffman monoids we are going to present here is, we believe, self-contained and thorough. Moreover, it presents some aspects of Kauffman monoids that may be novel and worth recording. We have not encountered elsewhere the block formulation of freely generated Kauffman monoids of Section 1. We use this formulation to reduce terms syntactically to normal form, which is an essential step in the completeness proof. In this formulation of Kauffman monoids all axioms are tied to reduction to the normal form. We have also not found elsewhere a rigorous proof, such as we present in Section 3, that all elements of connection monoids can be generated from what Kauffman called hooks (and which we shall call diapsides). The best we have found is a proof in \[13, Section 6\], which leaves some details to the reader, and a sketchy proof in \[15, Theorem 26.10, $`\mathrm{\S }`$26, Chapter VIII, pp. 251-253\]. In \[1, Proposition 4.1.3\] one may find a proof of something more general, and somewhat more complicated. Our proof exhibits some difficulties, which we think cannot be evaded, and it also sheds some light on the normal form of terms. We have not found elsewhere Lemma 4, the key lemma of Section 4 and of the whole completeness proof.

## 1 The monoids $`𝒦_n`$

The Kauffman monoid $`𝒦_n`$, for $`n2`$, has for every $`i𝐍`$ such that $`1in1`$ a generator $`h^i`$, called a diapsis (plural diapsides), and also the generator $`c`$, called the circle. (Kauffman in  called diapsides “hooks”, and that is where the label $`h`$ comes from; our Greek neologism means “double arc”.) The terms of $`𝒦_n`$ are defined inductively by stipulating that the generators and 1 are terms, and that if $`t`$ and $`u`$ are terms, then $`(tu)`$ is a term (as usual, we shall omit the outermost parentheses of terms).

The monoid $`𝒦_n`$ is freely generated from the generators above so that the following equations hold between terms of $`𝒦_n`$:

| $`(1)`$ | $`\mathrm{𝟏}t=t\mathrm{𝟏}=t`$, |
| --- | --- |
| $`(2)`$ | $`t(uv)=(tu)v`$, |
| $`(h1)`$ | $`h^ih^j=h^jh^i,\text{ for }|ij|2,`$ |
| $`(h2)`$ | $`h^ih^{i\pm 1}h^i=h^i,`$ |
| $`(hc1)`$ | $`h^ic=ch^i,`$ |
| $`(hc2)`$ | $`h^ih^i=ch^i.`$ |

For $`1jin1`$, let the block $`h^{[i,j]}`$ be defined as $`h^ih^{i1}\mathrm{}h^{j+1}h^j`$. The block $`h^{[i,i]}`$, which is defined as $`h^i`$, will be called singular. Let $`c^1`$ be $`c`$, and let $`c^{l+1}`$ be $`c^lc`$.

A term is in Jones normal form iff it is either of the form $`c^lh^{[b_1,a_1]}\mathrm{}h^{[b_k,a_k]}`$ for $`l,k1`$, $`a_1<\mathrm{}<a_k`$ and $`b_1<\mathrm{}<b_k`$, or of the form $`h^{[b_1,a_1]}\mathrm{}h^{[b_k,a_k]}`$ for $`k1`$, $`a_1<\mathrm{}<a_k`$ and $`b_1<\mathrm{}<b_k`$, or of the form $`c^l`$ for $`l1`$, or it is the term 1 (see \[4, $`\mathrm{\S }`$4.1.4\]). For the sake of definiteness, we require that in the Jones normal form all parentheses are associated to the left (but another arrangement of parentheses would do as well). In the reduction to Jones normal form of Lemma 1 below we shall not bother with trivial considerations concerning parentheses. The associativity equation $`(2)`$ guarantees that we can move them at will (as it dispensed us from writing parentheses in $`(h2)`$).

That every term of $`𝒦_n`$ is equal to a term in Jones normal form will be demonstrated with the help of an alternative formulation of $`𝒦_n`$, called the block formulation, which is obtained as follows. Besides the circle $`c`$, we take as generators the blocks $`h^{[i,j]}`$ instead of the diapsides, we generate terms with these generators, 1 and multiplication, and to the equations $`(1)`$ and $`(2)`$ we add the equations

| $`(h\mathrm{I})`$ | $`\text{for}jk+2,h^{[i,j]}h^{[k,l]}=h^{[k,l]}h^{[i,j]},`$ |
| --- | --- |
| $`(h\mathrm{II})`$ | $`\text{for}il\text{and}|kj|=1,h^{[i,j]}h^{[k,l]}=h^{[i,l]},`$ |
| $`(hc\mathrm{I})`$ | $`h^{[i,j]}c=ch^{[i,j]},`$ |
| $`(hc\mathrm{II})`$ | $`h^{[i,j]}h^{[j,l]}=ch^{[i,l]}.`$ |

We verify first that with $`h^i`$ defined as the singular block $`h^{[i,i]}`$ the equations $`(h1),(h2),(hc1)`$ and $`(hc2)`$ are instances of the new equations of the block formulation. The equation $`(h1)`$ is $`(h\mathrm{I})`$ for $`i=j`$ and $`k=l`$, the equation $`(h2)`$ is $`(h\mathrm{II})`$ for $`i=j=l`$ and $`k=i+1`$, or $`i=k=l`$ and $`j=i1`$, the equation $`(hc1)`$ is $`(hc\mathrm{I})`$ for $`i=j`$, and the equation $`(hc2)`$ is $`(hc\mathrm{II})`$ for $`i=j=l`$. We also have to verify that in the new axiomatization we can deduce the definition of $`h^{[i,j]}`$ with diapsides replaced by singular blocks; namely, we have to verify

$$h^{[i,j]}=h^{[i,i]}h^{[i1,i1]}\mathrm{}h^{[j+1,j+1]}h^{[j,j]},$$

which readily follows from $`(h\mathrm{II})`$ for $`j=k+1`$. To finish showing that the block formulation of $`𝒦_n`$ is equivalent to the old formulation, we have to verify that with blocks defined via diapsides we can deduce $`(h\mathrm{I}),(h\mathrm{II}),(hc\mathrm{I})`$ and $`(hc\mathrm{II})`$ from the old equations, which is a straightforward exercise.

We can deduce the following equations in $`𝒦_n`$ for $`j+2k`$:

| $`(h\mathrm{III}.1)`$ | $`h^{[i,j]}h^{[k,l]}=h^{[k2,l]}h^{[i,j+2]}\text{if}ik\text{and}jl,`$ |
| --- | --- |
| $`(h\mathrm{III}.2)`$ | $`h^{[i,j]}h^{[k,l]}=h^{[i,l]}h^{[k,j+2]}\text{if}i<k\text{and}jl,`$ |
| $`(h\mathrm{III}.3)`$ | $`h^{[i,j]}h^{[k,l]}=h^{[k2,j]}h^{[i,l]}\text{if}ik\text{and}j<l,`$ |

which is also pretty straightforward. Then we prove the following lemma.

###### Lemma 1

Every term of $`𝒦_n`$ is equal in $`𝒦_n`$ to a term in Jones normal form.

Proof. We shall give a reduction procedure that transforms every term into a term in Jones normal form, every reduction step being justified by an equation of $`𝒦_n`$. (In logical jargon, we establish that this procedure is strongly normalizing—namely, that any sequence of reduction steps terminates in a term in normal form.)

Take a term in the block formulation of $`𝒦_n`$, and let subterms of this term of the forms

$$\begin{array}{c}h^{[i,j]}h^{[k,l]},\text{for}ik\text{or}jl,\hfill \\ h^{[i,j]}c,\hfill \\ \mathrm{𝟏}t,t\mathrm{𝟏}\hfill \end{array}$$

be called redexes. A reduction of the first sort consists in replacing a redex of the first form by the corresponding term on the right-hand side of one of the equations $`(h\mathrm{I}),(h\mathrm{II}),(hc\mathrm{II}),(\mathrm{hIII}.1),(\mathrm{hIII}.2)`$ and $`(h\mathrm{III}.3)`$. (Note that the terms on the left-hand sides of these equations cover all possible redexes of the first form, and the conditions of these equations exclude each other.) A reduction of the second sort consists in replacing a redex of the second form by the right-hand side of $`(hc\mathrm{I})`$, and, finally, a reduction of the third sort consists in replacing a redex of one the forms in the third line by $`t`$, according to equation $`(1)`$.

Let the weight of a block $`h^{[i,j]}`$ be $`ij+2`$. For any subterm $`h^{[i,j]}`$ of a term $`t`$ in the block formulation of $`𝒦_n`$, let $`\rho (h^{[i,j]})`$ be the number of subterms $`h^{[k,l]}`$ of $`t`$ on the right-hand side of $`h^{[i,j]}`$ such that $`ik`$ or $`jl`$. The subterms $`h^{[k,l]}`$ are not necessarily immediately on the right-hand side of $`h^{[i,j]}`$ as in redexes of the first form: they may also be separated by other terms. For any subterm $`c`$ of a term $`t`$ in the block formulation $`𝒦_n`$, let $`\tau (c)`$ be the number of blocks on the left-hand side of this $`c`$.

The complexity measure of a term $`t`$ in the block formulation is $`\mu (t)=(n_1,n_2)`$ where $`n_10`$ is the sum of the weights of all the blocks in $`t`$, and $`n_20`$ is the sum of all the numbers $`\rho (h^{[i,j]})`$ for all blocks $`h^{[i,j]}`$ in $`t`$ plus the sum of all the numbers $`\tau (c)`$ for all circles $`c`$ in $`t`$ and plus the number of occurrences of 1 in $`t`$. The ordered pairs $`(n_1,n_2)`$ are well-ordered lexicographically.

Then we check that if $`t^{}`$ is obtained from $`t`$ by a reduction, then $`\mu (t^{})`$ is strictly smaller than $`\mu (t)`$. With reductions of the first sort we have that if they are based on $`(h\mathrm{I})`$, then $`n_2`$ diminishes while $`n_1`$ doesn’t change, and if they are based on the remaining equations, then $`n_1`$ diminishes. With reductions of the second and third sort, $`n_2`$ diminishes while $`n_1`$ doesn’t change.

So, by induction on the complexity measure, we obtain that every term is equal to a term without redexes, and it is easy to see that a term is without redexes iff it is in Jones normal form. q.e.d.

Note that for a term $`c^lh^{[b_1,a_1]}\mathrm{}h^{[b_k,a_k]}`$ in Jones normal form the number $`a_i`$ is strictly smaller than all indices of diapsides on the right-hand side of $`h^{a_i}`$, and $`b_i`$ is strictly greater than all indices of diapsides on the left-hand side of $`h^{b_i}`$. The following remark is an immediate consequence of that.

###### Remark 1

If in a term in Jones normal form a diapsis $`h^i`$ occurs more than once, then in between any two occurrences of $`h^i`$ we have an occurrence of $`h^{i+1}`$ and an occurrence of $`h^{i1}`$.

A normal form dual to Jones’ is obtained with blocks $`h_{[i,j]}`$ where $`ij`$, which are defined as $`h^ih^{i+1}\mathrm{}h^{j1}h^j`$. Then in $`c^lh_{[a_1,b_1]}\mathrm{}h_{[a_k,b_k]}`$ we require that $`a_1>\mathrm{}>a_k`$ and $`b_1>\mathrm{}>b_k`$. The length of this new normal form will be the same as the length of Jones’. As a matter of fact, we could take as a term in normal form many other terms of the same reduced length as terms in the Jones normal form. For all these alternative normal forms we can establish the property of Remark 1.

## 2 The n-diagrams

A one-manifold with boundary is a topological space whose points have open neighbourhoods homeomorphic to the real intervals $`(1,1)`$ or $`[0,1)`$, the boundary points having the latter kind of neighbourhoods. For $`n2`$ a natural number and $`a>0`$ a real number, let $`R_{n,a}`$ be the rectangle $`[0,n+1]\times [0,a]`$. Let $`[0,n+1]\times \{a\}R_{n,a}`$ be the top of $`R_{n,a}`$ and let $`[0,n+1]\times \{0\}R_{n,a}`$ be the bottom of $`R_{n,a}`$.

An n-diagram $`D`$ is a compact one-manifold with boundary with a finite number of connected components embedded in a rectangle $`R_{n,a}`$ such that the intersection of $`D`$ with the top of $`R_{n,a}`$ is $`t(D)=\{(i,a)|i𝐍[1,n]\}`$, the intersection of $`D`$ with the bottom of $`R_{n,a}`$ is $`b(D)=\{(i,0)|i𝐍[1,n]\}`$, and $`t(D)b(D)`$ is the set of boundary points of $`D`$.

It follows from this definition that every n-diagram has $`n`$ components homeomorphic to $`[0,1]`$, which are called threads, and a finite number of components homeomorphic to $`S^1`$, which are called circular components. The threads and the circular components make all the connected components of an n-diagram. All these components are mutually disjoint.

Every thread has two end points that belong to the boundary $`t(D)b(D)`$. When one of these end points is in $`t(D)`$ and the other in $`b(D)`$, the thread is transversal. A transversal thread is vertical when the first coordinates of its end points are equal. A thread that is not transversal is a cup when both of its end points are in $`t(D)`$, and it is a cap when they are both in $`b(D)`$. It is clear that the following holds.

###### Remark 2

In every n-diagram the number of cups is equal to the number of caps.

For example, an 11-diagram in $`R_{11,10}`$ looks as follows:

We say that two n-diagrams $`D_1`$ in $`R_{n,a}`$ and $`D_2`$ in $`R_{n,b}`$ are equivalent, and write $`D_1D_2`$, iff there is a homeomorphism $`h:D_1D_2`$ such that $`h(i,0)=(i,0)`$ and $`h(i,a)=(i,b)`$. It is clear that this defines indeed an equivalence relation between n-diagrams.

Equivalence classes of n-diagrams are the sort of structure that make what Kauffman in \[9, pp. 440-441\] calls a connection monoid. Kauffman’s diagram monoids of \[9, p. 440\] are generated from equivalence classes of particular n-diagrams, such as we consider in Section 3. It simplifies matters that equivalence of n-diagrams can be defined in terms of homeomorphisms, as it was done here, rather than in terms of ambient isotopies, as with other sorts of tangles, which involve crossings.

If $`i`$ stands for $`(i,a)`$ and $`i`$ stands for $`(i,0)`$, we may identify the end points of each thread of an n-diagram in $`R_{n,a}`$ by a pair of integers in $`[n,n]\{0\}`$. Then it is easy to see the following.

###### Remark 3

The n-diagrams $`D_1`$ and $`D_2`$ are equivalent iff

$`(i)`$ the end points of the threads in $`D_1`$ are identified with the same pairs of integers as the end points of the threads in $`D_2`$, and

$`(ii)`$ $`D_1`$ and $`D_2`$ have the same number of circular components.

Let us say that the closed interval $`[x,y]=\{r𝐑|xry\}`$ is proper iff $`x<y`$. We say that $`[a,b]`$ encloses $`[c,d]`$ iff $`a<c`$ and $`d<b`$. We may then identify the equivalence class of an n-diagram by a set of $`n`$ proper intervals in $`[n,n]\{0\}`$ with end points in Z such that any two distinct intervals in the set are either disjoint or one of these two intervals encloses the other; we must moreover specify a natural number that stands for the number of circular components in the n-diagrams of our equivalence class. Each interval with end points in Z may, of course, be identified with a pair of integers. So we may identify the equivalence class of an n-diagram by the pair $`(\mathrm{\Theta },l)`$ where $`\mathrm{\Theta }`$ is a set of $`n`$ pairs of integers in $`[n,n]\{0\}`$ that satisfies the conditions stated above in terms of intervals and $`l`$ is the number of circular components.

Parenthetical words are finite sequences of the symbols ( and ) defined inductively as follows:

the empty word is a parenthetical word;

if $`\alpha `$ is a parenthetical word, then $`(\alpha )`$ is a parenthetical word;

if $`\alpha `$ and $`\beta `$ are parenthetical words, then $`\alpha \beta `$ is a parenthetical word.

It is clear that parenthetical words with $`2n`$ symbols are in one-to-one correspondence with equivalence classes of n-diagrams without circular components.

Let an o-monoid be a monoid with an arbitrary unary operation $`o`$, and consider the free o-monoid $``$ generated by the empty set of generators. The free o-monoid $``$ is isomorphic to parenthetical words where the unit is the empty word, multiplication is concatenation, and the operation $`o`$ is putting in parentheses. So equivalence classes of n-diagrams without circular components may be conceived as elements of $``$.

The set of equivalence classes of n-diagrams is endowed with the structure of a monoid in the following manner. Let the unit n-diagram $`I`$ be $`\{(i,y)|i𝐍[1,n]\text{and}y[0,1]\}`$ in $`R_{n,1}`$. So $`I`$ has no circular component, and all of its threads are vertical transversal threads. We draw $`I`$ as follows:

For two n-diagrams $`D_1`$ in $`R_{n,a}`$ and $`D_2`$ in $`R_{n,b}`$ let the composition of $`D_1`$ and $`D_2`$ be defined as follows:

$$D_2D_1=\{(x,y+b)|(x,y)D_1\}D_2.$$

It is easy to see that $`D_2D_1`$ is an n-diagram in $`R_{n,a+b}`$.

Let $`D_i`$ be an n-diagram in $`R_{n,a_i}`$, and suppose $`D_1D_3`$ with the homeomorphism $`h_1:D_1D_3`$, and $`D_2D_4`$ with the homeomorphism $`h_2:D_2D_4`$. Then $`D_2D_1D_4D_3`$ with the homeomorphism $`h:D_2D_1D_4D_3`$ defined as follows. For $`p^1`$ the first and $`p^2`$ the second projection, let

$$h(x,y)=\{\begin{array}{cc}(p^1(h_1(x,ya_2)),p^2(h_1(x,ya_2))+a_4),\hfill & \text{ if }y>a_2\hfill \\ h_2(x,y),\hfill & \text{ if }ya_2.\hfill \end{array}$$

So the composition $``$ defines an operation on equivalence classes of n-diagrams. We can then establish that

$`(1)IDDID,`$

$`(2)D_3(D_2D_1)(D_3D_2)D_1.`$

The equivalences of (1) follow from the fact that $`ID`$, $`DI`$ and $`D`$ have the same number of circular components, because $`I`$ has no circular component, and that their threads may be identified with the same pairs of integers, because all the threads of $`I`$ are vertical transversal threads. Then we apply Remark 3. For the equivalence (2), it is clear that $`D_3(D_2D_1)`$ is actually identical to $`(D_3D_2)D_1.`$

Let $`a(n)`$ be $`\text{max}\{5,(n1)(n2)/2\}`$. (The precise value of $`a(n)`$ could be varied, and we have chosen one of infinitely many possibilities.) We say that an n-diagram is normal iff it is in $`R_{n,a(n)}`$, each of its transversal threads is a straight line segment, and each of its cups and caps is a semicircle. It is clear that two normal n-diagrams without circular components are equivalent iff they are equal. (To make this equivalence hold even in the presence of circular components we can find a definite place in $`R_{n,a(n)}`$ for an arbitrary finite number of circles that will not intersect with each other and with other components.)

Every n-diagram $`D`$ is equivalent to a normal n-diagram, which is a handy representative for the equivalence class of $`D`$. A normal 11-diagram equivalent to the 11-diagram from the beginning of this section looks as follows:

## 3 Generating n-diagrams

For $`i𝐍[1,n1]`$, the diapsidal n-diagram $`H^i`$ is the normal n-diagram without circular components, with a single cup with the end points $`(i,a(n))`$ and $`(i+1,a(n))`$, and a single cap with the end points $`(i,0)`$ and $`(i+1,0)`$; all the other threads are transversal threads orthogonal to the $`x`$ axis. A diapsidal n-diagram $`H^i`$ looks as follows:

The circular n-diagram $`C`$ is the n-diagram that differs from the unit n-diagram $`I`$ by having a single circular component, which for the sake of definiteness we may choose to be a circle of radius, let us say, 1/4, with centre $`(1/2,1/2)`$.

If the end points of a thread of an n-diagram are $`(i,x)`$ and $`(j,y)`$, where $`x,y\{0,a\}`$, let us say that this thread covers a pair of natural numbers $`(m,l)`$, where $`1m<ln`$, iff $`min\{i,j\}m`$ and $`lmax\{i,j\}`$. Then we can establish the following.

###### Remark 4

In every n-diagram, every pair $`(m,m+1)`$, where $`1m<n`$, is covered by an even number of threads.

Proof. For an n-diagram $`D`$ the cardinality of the set $`P=\{(i,x)t(D)b(D)|im\}`$ is $`2m`$. Every thread of $`D`$ that covers $`(m,m+1)`$ has a single end point in $`P`$, and other threads of $`D`$ have 0 or 2 end points in $`P`$. Since $`P`$ is even, the remark follows. q.e.d.

If the end points of a thread of an n-diagram are $`(i,x)`$ and $`(j,y)`$, let the span of the thread be $`|ij|`$. Let the span $`\sigma (D)`$ of an n-diagram $`D`$ be the sum of the spans of all the threads of $`D`$. Remark 4 entails that the span of an n-diagram is an even number greater than or equal to 0; the span of $`I`$ is 0. It is clear that equivalent n-diagrams have the same span. It is also easy to see that the following holds.

###### Remark 5

If an n-diagram has cups, then it must have at least one cup whose span is $`1`$. The same holds for caps.

We can now prove the following lemma.

###### Lemma 2

Every n-diagram is equivalent to an n-diagram generated from $`I`$, $`C`$ and the diapsidal n-diagrams $`H^i`$, for $`1in1`$, with the operation of composition $``$.

Proof. Take an arbitrary n-diagram $`D`$ in $`R_{n,a}`$, and let $`D`$ have $`l1`$ circular components. Let $`C^1`$ be $`C`$, and let $`C^{l+1}`$ be $`C^lC`$. It is clear that $`D`$ is equivalent to an n-diagram $`C^lD_1`$ in $`R_{n,a+l}`$ with $`D_1`$ an n-diagram in $`R_{n,a}`$ without circular components. If $`l=0`$, then $`D_1`$ is $`D`$. It simplifies matters if we assume that $`D_1`$ is a normal n-diagram, but this is not essential.

Then we proceed by induction on $`\sigma (D_1)`$. If $`\sigma (D_1)=0`$, then $`D_1I`$, and the lemma holds. Suppose $`\sigma (D_1)>0`$. Then there must be a cup or a cap in $`D_1`$, and by Remarks 2 and 5, there must be at least one cup of $`D_1`$ whose span is 1. The end points of such cups are of the form $`(i,a)`$ and $`(i+1,a)`$. Then select among all these cups that one where $`i`$ is the greatest number; let that number be $`j`$, and let us call the cup we have selected $`\upsilon _j`$. By Remark 4, there must be at least one other thread of $`D_1`$, different from $`\upsilon _j`$, that also covers $`(j,j+1)`$. We have to consider four cases, which exclude each other:

* $`(j,j+1)`$ is covered by a cup $`\xi `$ of $`D_1`$ different from $`\upsilon _j`$, whose end points are $`(p,a)`$ and $`(q,a)`$ with $`p<q`$;
* $`(j,j+1)`$ is not covered by a cup of $`D_1`$ different from $`\upsilon _j`$, but it is covered by a transversal thread $`\xi `$ of $`D_1`$ whose end points are $`(p,a)`$ and $`(q,0)`$ with $`p<q`$;
* same as case (2.1) save that the end points of $`\xi `$ are $`(p,0)`$ and $`(q,a)`$ with $`p<q`$;
* $`(j,j+1)`$ is covered neither by a cup of $`D_1`$ different from $`\upsilon _j`$, nor by a transversal thread of $`D_1`$, but it is covered by a cap $`\xi `$ of $`D_1`$, whose end points are $`(p,0)`$ and $`(q,0)`$ with $`p<q`$.

In cases (1) and (2.1) we select among the threads $`\xi `$ mentioned the one where $`p`$ is maximal, and in cases (2.2) and (3) we select the $`\xi `$ where $`p`$ is minimal. (We obtain the same result if in cases (1) and (2.2) we take $`q`$ minimal, while in (2.1) and (3) we take $`q`$ maximal.)

We build out of the n-diagram $`D_1`$ a new n-diagram $`D_2`$ in $`R_{n,a}`$ by replacing the thread $`\upsilon _j`$ and the selected thread $`\xi `$, whose end points are $`(p,x)`$ and $`(q,y)`$, where $`x,y\{0,a\}`$, with two new threads: one whose end points are $`(p,x)`$ and $`(j,a)`$, and the other whose end points are $`(j+1,a)`$ and $`(q,y)`$. We can easily check that $`D_1D_2H^j`$. This is clear from the following picture:

Neither of the new threads of $`D_2`$ that have replaced $`\upsilon _j`$ and $`\xi `$ covers $`(j,j+1)`$, and $`\sigma (D_1)=\sigma (D_2)+2`$. So, by the induction hypothesis, $`D_2`$ is equivalent to an n-diagram $`D_3`$ generated from $`I`$, $`C`$ and $`H^i`$ with $``$, and since $`D_1D_3H^j`$, this proves the lemma. q.e.d.

Note that we need not require in this proof that in $`\upsilon _j`$ the number $`j`$ should be the greatest number $`i`$ for cups with end points $`(i,a)`$ and $`(i+1,a)`$. The proof would go through without making this choice. But with this choice we shall end up with a composition of n-diagrams that corresponds exactly to a term of $`𝒦_n`$ in Jones normal form.

## 4 $`𝒦_n`$ is the monoid of n-diagrams

Let $`𝒟_n`$ be the set of n-diagrams. We define a map $`\delta :𝒦_n𝒟_n`$ as follows:

$$\begin{array}{ccc}\delta (h^i)\hfill & =& H^i,\hfill \\ \delta (c)\hfill & =& C,\hfill \\ \delta (\mathrm{𝟏})\hfill & =& I,\hfill \\ \delta (tu)\hfill & =& \delta (t)\delta (u).\hfill \end{array}$$

We can then prove the following.

###### Lemma 3

If $`t=u`$ in $`𝒦_n`$, then $`\delta (t)\delta (u)`$.

Proof. We have already verified in Section 2 that we have replacement of equivalents, and that the equations (1) and (2) of the axiomatization of $`𝒦_n`$ are satisfied for $`I`$ and $``$. It just remains to verify $`(h1),(h2),(hc1)`$ and $`(hc2)`$, which is quite straightforward. q.e.d.

Let \[$`𝒟_n`$\] be the set of equivalence classes $`[D]`$ of the n-diagrams $`D`$. This set is a monoid whose unit is $`[I]`$ and whose multiplication is defined by taking that $`[D_1][D_2]`$ is $`[D_1D_2]`$. If $`\delta ^{}:𝒦_n[𝒟_n]`$ is defined as $`\delta `$ on the generators of $`𝒦_n`$, save that $`H^i`$ and $`C`$ are replaced by $`[H^i]`$ and $`[C]`$, and if $`\delta ^{}(\mathrm{𝟏})`$ is $`[I]`$ and $`\delta ^{}(tu)=\delta ^{}(t)\delta ^{}(u)`$, then Lemma 3 guarantees that $`\delta ^{}`$ is a homomorphism. Lemma 2 guarantees that $`\delta ^{}`$ is onto. To establish that $`\delta ^{}`$ is an isomorphism it remains only to show that $`\delta ^{}`$ is one-one.

Let a transversal thread in an n-diagram be called falling iff its end points are $`(i,a)`$ and $`(j,0)`$ with $`i<j`$. If the end points of a thread of an n-diagram $`D`$ are $`(i,a)`$ and $`(j,x)`$ with $`x\{0,a\}`$ and $`i<j`$, then we say that $`(i,a)`$ is a top slope point of $`D`$. If the end points of a thread of $`D`$ are $`(i,x)`$ and $`(j,0)`$ with $`x\{0,a\}`$ and $`i<j`$, then we say that $`(j,0)`$ is a bottom slope point of $`D`$. Each cup has a single top slope point, each cap has a single bottom slope point, and each falling transversal thread has one top slope point and one bottom slope point. Other transversal threads have no slope points. So we can ascertain the following.

###### Remark 6

In every n-diagram the number of top slope points is equal to the number of bottom slope points.

Remember that by Remark 2 the number of cups is equal to the number of caps.

Let $`(a_1,a),\mathrm{},(a_k,a)`$ be the sequence of all top slope points of an n-diagram $`D`$, ordered so that $`a_1<\mathrm{}<a_k`$, and let $`(b_1+1,0),\mathrm{},(b_k+1,0)`$ be the sequence of all bottom slope points of $`D`$, ordered so that $`b_1<\mathrm{}<b_k`$ (as we just saw with Remark 6, these sequences must be of equal length). Then let $`T_D`$ be the sequence of natural numbers $`a_1,\mathrm{},a_k`$ and $`B_D`$ the sequence of natural numbers $`b_1,\mathrm{},b_k`$.

###### Remark 7

The sequence $`T_{\delta (h^{[i,j]})}`$ has a single member $`j`$ and the sequence $`B_{\delta (h^{[i,j]})}`$ has a single member $`i`$.

This is clear from the n-diagram $`\delta (h^{[i,j]})`$, which is equivalent to an n-diagram of the following form:

provided $`0<j<i<n`$ (in other cases we simplify this diagram by omitting some transversal threads).

###### Remark 8

If $`D_1D_2`$, then $`T_{D_1}=T_{D_2}`$ and $`B_{D_1}=B_{D_2}.`$

This follows from Remark 3.

Then we can prove the following lemmata.

###### Lemma 4

If $`t`$ is the term $`h^{[b_1,a_1]}\mathrm{}h^{[b_k,a_k]}`$ with $`a_1<\mathrm{}<a_k`$ and $`b_1<\mathrm{}<b_k`$, then $`T_{\delta (t)}`$ is $`a_1,\mathrm{},a_k`$ and $`B_{\delta (t)}`$ is $`b_1,\mathrm{},b_k`$.

Proof. We proceed by induction on $`k`$. If $`k=1`$, we use Remark 7. If $`k>1`$, then, by the induction hypothesis, the lemma has been established for the term $`h^{[b_1,a_1]}\mathrm{}h^{[b_{k1},a_{k1}]}`$, which we call $`t^{}`$. So $`T_{\delta (t^{})}`$ is $`a_1,\mathrm{},a_{k1}`$.

Since in $`\delta (h^{[b_k,a_k]})`$ every point in the top with the first coordinate $`i<a_k`$ is the end point of a vertical transversal thread, and since $`\delta (t)=\delta (t^{})\delta (h^{[b_k,a_k]})`$, the beginning of the sequence $`T_{\delta (t)}`$ must be $`a_1,\mathrm{},a_{k1}`$. To this sequence we have to add $`a_k`$ because $`\delta (t)`$ inherits the cup of $`\delta (h^{[b_k,a_k]})`$. This shows immediately that $`a_k+1`$ is not in $`T_{\delta (t)}`$. It remains to show that for no $`ia_k+2`$ we can have in $`\delta (t)`$ a top slope point with the first coordinate $`i`$.

If $`i>b_k+1`$, then every point in the top with the first coordinate $`i`$ is the end point of a vertical transversal thread in both $`\delta (h^{[b_k,a_k]})`$ and $`\delta (t^{})`$. So $`i`$ is not in $`T_{\delta (t)}`$. It remains to consider $`i`$ for $`a_k+2ib_k+1`$. Every point in the top with this first coordinate $`i`$ is the end point of a transversal thread in $`\delta (h^{[b_k,a_k]})`$ whose other end point is $`(i2,0)`$. If $`i`$ were to be added to $`T_{\delta (t)}`$, the number $`i2`$ would be in $`T_{\delta (t^{})}`$, but this contradicts the fact that $`T_{\delta (t^{})}`$ ends with $`a_{k1}`$. So $`T_{\delta (t)}`$ is $`a_1,\mathrm{},a_k`$.

To show that $`B_{\delta (t)}`$ is $`b_1,\mathrm{},b_k`$ we reason analogously by applying the induction hypothesis to $`h^{[b_2,a_2]}\mathrm{}h^{[b_k,a_k]}`$. q.e.d.

###### Lemma 5

If $`t`$ and $`u`$ are terms of $`𝒦_n`$ in Jones normal form and $`\delta (t)\delta (u)`$, then $`t`$ and $`u`$ are the same term.

Proof. Let $`t`$ be $`c^lh^{[b_1,a_1]}\mathrm{}h^{[b_k,a_k]}`$ and let $`u`$ be $`c^jh^{[d_1,c_1]}\mathrm{}h^{[d_m,c_m]}`$. If $`lj`$, then $`\delta (t)`$ is not equivalent to $`\delta (u)`$ by Remark 3, because $`\delta (t)`$ and $`\delta (u)`$ have different numbers of circular components. If $`a_1,\mathrm{},a_k`$ is different from $`c_1,\mathrm{},c_m`$, or $`b_1,\mathrm{},b_k`$ is different from $`d_1,\mathrm{},d_m`$, then $`\delta (t)`$ is not equivalent to $`\delta (u)`$ by Lemma 4 and Remark 8. q.e.d.

###### Lemma 6

If $`\delta (t)\delta (u)`$, then $`t=u`$ in $`𝒦_n`$.

Proof. Suppose $`t=u`$ doesn’t hold in $`𝒦_n`$. Let $`t^{}`$ and $`u^{}`$ be terms in the Jones normal form such that $`t=t^{}`$ and $`u=u^{}`$ in $`𝒦_n`$. Such terms exist according to Lemma 1. Then $`t^{}`$ and $`u^{}`$ must be different terms; otherwise $`t=u`$ would hold in $`𝒦_n`$. By Lemma 5 we have that $`\delta (t^{})`$ is not equivalent to $`\delta (u^{})`$. Since by Lemma 3 we have $`\delta (t)\delta (t^{})`$ and $`\delta (u)\delta (u^{})`$, we can conclude that $`\delta (t)`$ is not equivalent to $`\delta (u)`$. q.e.d.

Lemma 6 guarantees that $`\delta ^{}:𝒦_n[𝒟_n]`$ is one-one, and so $`\delta ^{}`$ is an isomorphism.

We can now conclude that for every term $`t`$ of $`𝒦_n`$ there is a unique term $`t^{}`$ in Jones normal form such that $`t=t^{}`$ in $`𝒦_n`$. Otherwise, if $`t`$ were equal in $`𝒦_n`$ to two different terms $`t^{}`$ and $`t^{\prime \prime }`$ in Jones normal form, by Lemma 3 we would have $`\delta (t)\delta (t^{})`$ and $`\delta (t)\delta (t^{\prime \prime })`$, and hence also $`\delta (t^{})\delta (t^{\prime \prime })`$. But this contradicts Lemma 5.

This solves the word problem for Kauffman monoids. To check whether $`t=u`$ in $`𝒦_n`$ just reduce $`t`$ and $`u`$ to Jones normal form, according to the procedure of the proof of Lemma 1, and then check whether the normal forms obtained are equal. However, to reduce a term of $`𝒦_n`$ to Jones normal form, now that we have established that $`\delta ^{}`$ is an isomorphism, we can proceed more efficiently with n-diagrams than with the syntactical method of the proof of Lemma 1.

From Remark 1 in Section 1 it follows that in the n-diagram $`\delta (t)`$ of a term $`t`$ in Jones normal form, or in any alternative reduced normal form, such as those envisaged after Remark 1, we will have no threads with bulges like the following:

Reduction to normal form involves getting rid of these bulges, and this is done more easily diagrammatically than syntactically. To reduce a term $`t`$ to Jones normal form we first draw the n-diagram $`\delta (t)`$. Then we replace $`\delta (t)`$ by a normal n-diagram $`D`$ such that $`D\delta (t)`$. This is where bulges get eliminated.

Our proof of Lemma 2 in Section 3 then gives a procedure for building out of $`D`$ the term $`t^{}`$ in Jones normal form such that $`\delta (t^{})D`$, Lemma 6 guaranteeing that $`t^{}`$ is equal in $`𝒦_n`$ to the original $`t`$. We could apply this procedure to $`\delta (t)`$ directly, but it is easier to apply it to the normal n-diagram $`D`$.

There is, however, a procedure handier than that, which also yields a term in Jones normal form out of a normal n-diagram. This procedure (suggested by Figure 16 of \[9, p. 434\], and detailed in \[13, Section 6\], in mirror image) is illustrated in the following picture, based on the example from the end of Section 2:

The term $`t^{}`$ in Jones normal form such that $`\delta (t^{})`$ is equivalent to the 11-diagram whose threads are dotted is

$$c^6h^{[3,1]}h^{[4,4]}h^{[7,7]}h^{[9,8]}h^{[10,9]}.$$

Each solid staircase in the picture corresponds to a block of the normal form.

However, the most simple procedure to obtain out of $`t`$ the term $`t^{}`$ in Jones normal form such that $`t=t^{}`$ in $`𝒦_n`$ is to draw $`\delta (t)`$ and recognize in it the top and bottom slope points, from which we immediately obtain $`t^{}`$. And to check whether $`t=u`$ in $`𝒦_n`$, it is enough to check whether $`\delta (t)\delta (u)`$, which we can do without mentioning the Jones normal form, though we relied essentially on this normal form in order to demonstrate that $`\delta ^{}`$ is an isomorphism.


text:
# Breakdown of universality in transitions to spatio-temporal chaos.

## Abstract

In this Letter we show that the transition from laminar to active behavior in extended chaotic systems can vary from a continuous transition in the universality class of Directed Percolation with infinitely many absorbing states to what appears as a first order transition. The latter occurs when finite lifetime non-chaotic structures, called “solitons”, dominate the dynamics. We illustrate this scenario in an extension of the deterministic Chaté–Manneville coupled map lattice model and in a soliton including variant of the stochastic Domany-Kinzel cellular automaton.

The nature of transitions in extended deterministic dynamical systems is not very well understood. Since few analytical methods are available for such systems, it is tempting to map them to stochastic models . In a study of the deterministic “damped Kuramoto–Sivashinsky equation” , Chaté and Manneville  introduced the notion of a universal transition to turbulence via “spatio-temporal intermittency” . Pomeau gave general arguments  for this transition to be in the universality class of Directed Percolation (DP) . These arguments rested on earlier work by Grassberger  and Janssen , who conjectured that any stochastic process with a unique absorbing state should be in the class of DP. To check whether deterministic models could be in the DP class, Chaté and Manneville introduced a very simple coupled map lattice (CML), with the local map either performing “laminar” or chaotic motion.

Surprisingly, the critical exponents of this CML were not those of DP ; in fact they appeared to vary continuously along the critical line. Grassberger and Schreiber  pointed out that the presence of long lived “solitons” (local excitations that propagate with unit velocity through the lattice, see Fig 1b-c and ) may lead to long crossover times, and conjectured that the true asymptotic behavior of the Chaté-Manneville model would be in the DP universality class.

Our central claim is that even solitons with a finite lifetime can completely change the nature of the transition. We base this claim on studies of extensions of (i) the Chaté-Manneville model  and (ii) the Domany-Kinzel stochastic cellular automaton , where both extensions facilitate the tuning of solitonic properties. In the regime of short soliton lifetimes the bulk exponents of our CML are consistent with DP; the spreading exponents indicate that the CML falls in the universality class of DP with infinitely many absorbing states. For both our CML and our stochastic model the transition between active and inactive states looses its continuous nature and appears to become first order for large soliton lifetimes. We shall argue that this discontinuity emerges because pairs of

solitons can generate new activity upon collisions (see Fig. 1c and Fig. 4a) while individual solitons do not lead to new turbulent activity. We study this phenomenon in detail in our stochastic cellular automaton and show that the non-universality seen in earlier work is likely due to the proximity of this (quasi) first order transition: our stochastic model shows transient behaviour which can be fitted quite convincingly to non-universal power laws. Here we focus on the broad picture; a detailed study will be presented elsewhere .

Coupled Map Lattice –  The model introduced by Chaté and Manneville  is a 1D coupled map lattice

$$u_i(n+1)=f(u_i(n))+\frac{\epsilon }{2}\mathrm{\Delta }_fu_i(n),$$
(1)
where $`\mathrm{\Delta }_fu_i(n)=f(u_{i1}(n))2f(u_i(n))+f(u_{i+1}(n))`$. When $`u1`$, $`f`$ is a standard tent map of the form $`f(u)=r(\frac{1}{2}|u\frac{1}{2}|)`$ and $`u`$ displays chaotic behavior, while when $`u1`$, $`f`$ is simply the identity and $`u`$ displays laminar behavior. States in which all sites are laminar remain so, but chaotic sites can “infect” their neighbors due to the spatial coupling. The effectiveness of this spreading of the chaos depends on $`r`$ and $`\epsilon `$. Taking the density of chaotic sites or “activity” $`m`$ as an order parameter, transitions from a “laminar” state (in which $`m`$ decays to zero) to a “turbulent” state (where $`m`$ reaches a finite value in an infinite system) can be defined. To relate

such CML’s to physical systems of weakly coupled chaotic elements, we must interpret the map $`f`$ as a return map on a Poincaré section; each local map should therefore be at least two dimensional and invertible . We thus introduce the CML

$`u_i(n+1)`$ $`=`$ $`f(u_i(n))+{\displaystyle \frac{\epsilon }{2}}\mathrm{\Delta }_fu_i(n)+v_i(n)`$ (2)
$`v_i(n+1)`$ $`=`$ $`b(u_i(n+1)u_i(n))`$ (3)
where $`f`$ is the same as before and the new parameter $`b`$ is the Jacobian of the local map at each site; this map is invertible for any non-zero $`b`$ and becomes increasingly two-dimensional with $`|b|`$. This design is analogous to the construction of the Hénon map  from the logistic map, except that on the right hand side $`b(u_i(n+1)u_i(n))`$ appears instead of $`bu_i(n)`$. This ensures that the absorbing state fixed points $`u_i(n)=u^{}`$ of the old CML (1) are mapped to the laminar fixed point $`(u_i(n),v_i(n))=(u^{},0)`$. The model is updated synchronously and typical dynamical states are shown in Fig. 1; in what follows we will fix the parameter $`r=3`$.

To get a feeling for the location and nature of the transition we show in Fig. 2a the activity after 1000 time-steps as a function of $`b`$ and $`\epsilon `$; the active and inactive phases can be clearly distinguished. In Fig. 2b we show that when $`b`$ is varied, there is a qualitative difference in the activity as a function of $`\epsilon `$. The behavior for $`b=0`$ is consistent with a continuous transition, whereas for $`b=0.1`$ a marked steepening occurs consistent with the emergence of a discontinuity; further support for this comes from a study of the correlation function which shows a finite correlation length at the transition . In Fig. 2c we show the sharpening of this discontinuity as function of the total integration time.

CML near continuous transition –  We focus now on the soliton-poor regime where the transition appears to be continuous. We have computed critical exponents using finite size scaling . The critical line in the parameter plane $`(\epsilon ,r)`$ is located by measuring the “absorption time” $`\tau (r,\epsilon ,L)`$, i.e., the average time it takes the system, starting from a random initial state, to reach the

absorbing state. At the critical point $`\epsilon =\epsilon _c(r)`$, this time diverges like $`\tau (\epsilon _c,L)L^z`$ where the usual dynamical exponent $`z=\nu _{}/\nu _{}`$ has been introduced. The order parameter $`m(\epsilon ,L,t)`$ is the fraction of chaotic sites in the lattice, again averaged over many different initial states. The scaling of the order parameter, $`m(\epsilon \epsilon _c)^\beta `$ for $`\epsilon \epsilon _c^+`$ defines the critical exponent $`\beta `$. Precisely at the critical point the order parameter decays as $`m(\epsilon _c,t,L)L^{\beta /\nu _{}}g(t/L^z)`$. For $`tL^z`$ this behavior should be independent of $`L`$ and $`m(\epsilon _c,t,L)t^\theta `$ with $`\theta =\beta /\nu _{}`$. Table 1 shows the exponents $`z`$ and $`\theta `$ as function of $`b`$ for $`r=3`$. These values where obtained for systemsizes up to $`L=2048`$ (128 realizations) . There are apparently regimes for $`|b|>0.1`$ where the exponents are very close to their DP values.

Spreading Properties of our CML –  Instead of following the decay of an initially uniformely filled system, one can also determine critical exponents from the spreading of an initial seed of turbulence in an otherwise laminar configuration . These so-called dynamical exponents are defined in terms of the number of chaotic sites $`N(t)`$, the survival probability $`P(t)`$, the mean-squared deviation $`R^2(t)`$ from the origin of the turbulent activity and the density $`n(t)`$ of chaotic sites within the spreading patch of turbulence. Thus we assume

$$N(t)t^\eta P(t)t^\delta R^2(t)t^{z_s}n(t)t^{\theta _s}$$
(4)
For DP one finds $`\delta =\theta =\theta _s`$ and $`z_s=2/z`$. In the Chaté-Manneville model at $`r=3`$ it is basically impossible to determine these exponents, since the spreading is completely dominated by the solitons (Fig. 3b). In our generalized CML it turns out to be possible to determine the spreading exponents (Fig. 3c) in the weak soliton regime. In the CML the absorbing state is non-unique since any state in which all $`u`$-values are above unity and all $`v`$-values are not too large is absorbing. We indeed found the dynamical exponents to depend on the configuration

of the laminar sites; the spreading exponents are non-universal. This is consistent with recent studies of systems with infinite numbers of absorbing states  where it has been revealed that these differ from classical DP precisely in the non-universality of the spreading exponents. It has also been conjectured, and verified numerically , that the dynamical exponents satisfy the hyperscaling relation $`\eta +\delta +\theta _s=dz_s/2`$ where $`d`$ is the spatial dimension. The spreading exponents depend on the mean value of the field $`<u>`$ in the laminar state outside of the seed. For the example shown in Fig. 3c, the value of $`<u>`$ which would result from a long run with homogeneously random initial conditions is 1.235. Even a 2% variation in $`<u>`$ creates a 100% variation of $`\eta `$ whereas $`\mathrm{\Delta }z_s/2(\eta +\delta +\theta _s)`$ remains less than 0.1 (for times up to 2000). Similarly, within this range $`\delta `$ varies between 0 and 0.5. For other parameter values $`\eta `$ may range from 0.8 to 0.1; for more details, see .

First order behavior and Stochastic Model –  The cause of the discontinuity in the activity in the soliton rich regime is illustrated in spacetime plots like Fig. 1c: while individual turbulent patches clearly have a finite lifetime, new activity is created by collisions of the solitons that surround the active patches. To illustrate this scenario, we extend the Domany-Kinzel cellular automaton  in the following way: (i) Our model contains two species representing the chaotic sites and the solitons. (ii) The chaotic sites behave like active sites in usual bond-directed DP, except that when they “die” they can emit a left or right-moving soliton with probability $`c`$. (iii) The solitons travel ballistically and die with a probability $`d`$. (iv) Individual solitons are seen by the chaotic sites as inactive. (v) Upon collision two solitons generate a chaotic site; this is the only way by which solitons enhance the activity. A typical spacetime plot of our model is shown in Fig. 4a, showing the same qualitative behavior as the CML in the soliton rich regime: finite size clusters of activity surrounded by clouds of solitons.

Mean field equations –  The rate equations for our stochastic model are

$`\dot{S}`$ $`=`$ $`cCS^2dS`$ (5)
$`\dot{C}`$ $`=`$ $`rC+S^2uC^2`$ (6)
where $`C`$ and $`S`$ are the densities of chaotic sites and of solitons. Pure DP corresponds to the equation $`\dot{C}=rCuC^2`$. These mean-field equations display both a first and second order transition, and the nature of the transition is governed by $`z(d/c)^2u`$; the change to first order behavior occurs at $`z=1`$. If $`z>1`$ (short soliton life time) the solitons just renormalize $`u`$ to $`u(1\frac{1}{z})`$. When $`z<1`$ the behavior for positive $`r`$ (the active phase) is governed by the stable node at $`S_2^{}a(z^{1/2}1)`$. When $`r`$ becomes negative this fixed point remains stable and at a finite distance away from the origin; simultaneously, the origin becomes attractive while a saddle at $`S=S_1^{}\frac{dr}{z1}`$ appears close to it. Initial conditions close to the origin will flow there, but initial conditions above the saddle stable manifold will flow to the node. This will go on until $`(S_1^{},C_1^{})`$ and $`(S_2^{},C_2^{})`$ merge in a saddle-node bifurcation at $`r=r_c(z)<0`$ below which the origin becomes globally attractive - clearly a first order scenario.

Activity in first order regime –  In Fig. 4b we show the evolution of the activity $`m`$ for our stochastic model in the soliton rich regime. There are two important features that can be extracted from this data: (i) For a transient period that goes up to time $`10^3`$, it is possible to find values of $`p`$ such that the decay of $`m`$ appears to be a powerlaw with a non-DP exponent. For the example shown, a reasonable scaling can be obtained over 2 decades. However, for this to be real asymptotic scaling, one should be able to have this scaling extend to arbitrary large times; however the activity curves for sizes 200, 2000 and 20000 precisely curve down at the same time (Fig. 4c); hence there is no hope that increasing the systemsize extends the time interval over which apparant scaling can be found. (ii) For long times the activity either decays rapidly, or first hits a plateaux. Clearly, for increasing time the curve of $`m`$ as function of $`p`$ will make a sharper and sharper jump, similar to what we found for the CML. In the plateaux regime, the qualitative dynamics is as shown in Fig. 4a. We have also checked that for $`p=0.621`$ the same plateaux value is reached for initial activities in the range from 1 to 0.1; for initial activities of $`0.05`$ and smaller, there is an initial increase of the activity but the plateaux is never reached .

It remains to be understood whether this soliton-assisted turbulent state can persist forever and thus whether the observed first order transition is a true thermodynamic transition. One can argue that below the DP threshold (i.e., for negative $`r`$ in (6)) the active state can be destroyed by creating a sufficiently large laminar hole, so large that the solitons emitted from the edges cannot penetrate through it and collide to create turbulence . Thus the motion of the edges of such a large “droplet” would only be driven by the diffusion of the chaotic sites, which for negative $`r`$ will cause the laminar region to expand. Something like this is observed for states close to but below the observed transition, where the activity remains almost constant for a long transient time after which it rapidly decays. We have not been able to

determine if this transient time actually diverges at the apparent first order transition point (which would make it a bona fide phase transition). Such an investigation is difficult since for finite lattices the true asymptotic is always the absorbing state.

Discussion The overall picture that emerges from our models is that the transition to spatio-temporal intermittency is strongly influenced by coherently traveling “solitons”, which, even though they have a finite life time, change the nature of the transition. Recent work  showing that the transition in the damped Kuramoto-Sivashinsky equation appears first order provides additional support for this scenario. Further support comes indirectly from the finding  that the Chaté-Manneville model yields critical behavior consistent with DP when it is driven asynchronously, which destroys the solitons. We believe that our findings also explain the nonuniversality observed in these systems, since our stochastic model shows transient behaviour which can be fitted convincingly to power laws that vary strongly with the parameters . In general our study highlights that it is far from trivial to decide which are the important degrees of freedom when mapping deterministic to stochastic behavior: apparantly innoculous structures may have an unexpected strong effect on the coarse grained dynamics and render the “natural”, most simple stochastic models inapplicable.

It is a pleasure to thank Deepak Dhar, Martin Evans, Geoff Grinstein, Martin Howard and Kent Bækgaard Lauritsen for valuable discussions. MvH acknowledges financial support from the EU under contract ERBFMBICT 972554 and support from CATS at the Niels Bohr Institute.


text:
# A Near-IR [Fe II] Line Imaging Survey of Supernova Remnants in M33

## 1 Why this survey?

The use of the strong near-IR \[Fe II\] lines as a mean of estimating the supernova rate of starburst galaxies has become increasingly popular over the last decade (e.g., Calzetti 1997). However, one serious limitation of this technique lies in the fact that one has to adopt typical values for the \[Fe II\] luminosity and \[Fe II\]-emitting lifetime of a single supernova remnant (SNR), whereas a wide span of values are observed. For instance, the \[Fe II\] luminosities of SNRs in the starburst galaxy M82 (Greenhouse et al. 1997) are two orders of magnitude higher than in “quiescent” galaxies, such as our Galaxy or the LMC (Oliva et al. 1989). One order of magnitude higher values are also observed in NGC 253 (Forbes et al. 1993). Therefore, before applying this technique to star-forming galaxies that presumably exhibit widely different properties (e.g., metallicity), one must first understand what parameters control the \[Fe II\] properties of individual SNRs. In an effort to address this issue, we report here on preliminary results of a \[Fe II\] $`\lambda `$1.644 $`\mu `$m line imaging survey of an heterogeneous sample of SNRs in M33.

## 2 Observations

Our observations were obtained during two observing runs at the Canada-France-Hawaii telescope (CFHT) in 1997 and 1998. Two different infrared cameras were used: MONICA in 1997 and REDEYE in 1998. A total of 42 objects drawn from the optically-selected atlas of Gordon et al. (1998) has been observed. Particular attention has been paid to observe SNRs with widely different properties. The standard reduction procedure for infrared imaging has been applied (see, e.g., Hodapp et al. 1992).

## 3 Relationship between the \[Fe II\] emission and other SNR properties

The broad range of \[Fe II\] $`\lambda `$1.644 $`\mu `$m luminosities is made clear by the fact that — while several SNRs present an outstanding level of \[Fe II\] emission (see Fig.1) — many of them remain undetected in our survey.

The \[Fe II\] $`\lambda `$1.644 $`\mu `$m luminosities (or upper limits) are presented in Table 1. It can be seen that a (nearly) two orders of magnitude range is observed in these values. Lumsden & Puxley (1995) reported near-IR spectroscopic observations of 9 of our program targets. There is a good agreement between the two estimates.111Their \[Fe II\] $`\lambda `$1.257 $`\mu `$m fluxes have been converted into \[Fe II\] $`\lambda `$1.644 $`\mu `$m fluxes assuming a ratio: \[Fe II\] $`\lambda `$1.257 $`\mu `$m/\[Fe II\] $`\lambda `$1.644 $`\mu `$m = 1.36 (Nussbaumer & Storey 1988).

In order to pin down the physical processes that produce the \[Fe II\] emission, we sought for correlations between the \[Fe II\] $`\lambda `$1.644 $`\mu `$m luminosities and various quantities intrinsic to the SNRs, such as their age or optical-line properties, for instance. We made use of the generalized Kendall’s tau correlation technique which allows us to investigate statistical correlations between datasets including upper limits (Isobe, Feigelson, & Nelson 1986). Table 2 summarizes the results of this statistical analysis for all quantities under consideration, along with the source of these data.

In a preliminary effort to calculate the dynamical age of the SNRs, we have simply assumed that they all undergo Sedov-Taylor expansion, as suggested by Gordon et al. (1998). Without a detailed knowledge of the evolutionary status, initial blast energy of the SNR, and of the ambient gas density in which it evolves, age estimates are notoriously uncertain. Therefore, the complete lack of any relationship between the level of \[Fe II\] emission and the dynamical age of the remnant (see Table 2) should be treated at this stage of the data analysis with caution.

Our data support the idea that environmental rather than evolutionary effects are more important in controlling the \[Fe II\] properties. A tight correlation is found between the electronic densities derived from the \[S II\] $`\lambda `$$`\lambda `$6717, 6731 doublet and $`L`$(\[Fe II\] $`\lambda `$1.644 $`\mu `$m). This confirms that the \[Fe II\] emission arises in the dense postshock region. The brightest \[Fe II\] remnants are characterized by $`n_e`$(\[S II\]) $``$ 103 cm-3, which translates to $`n_e`$(\[Fe II\]) $``$ 103.5 cm-3 (e.g., Lumsden & Puxley 1995). This requires preshock densities significantly higher than canonical values for the ISM ($`n_e`$ $``$ 0.1-10 cm-3), approaching values typical of molecular material. Radio emission from SNRs is due to synchrotron emission, and is thus primarily a function of the number of available electrons and of the magnetic field strength. The tendency for the objects with high radio fluxes to be strong \[Fe II\] emitters may thus be secondary in nature, and merely reflect the fact that dense environments both enhance the \[Fe II\] and radio emission (provided that the magnetic properties are roughly similar within the sample). There is indeed some indication of a correlation between $`n_e`$ and $`S_{20}`$ (Table 2).

A tight correlation is also observed between $`L`$(\[Fe II\] $`\lambda `$1.644 $`\mu `$m) and the generalized “metal abundance”, $`A`$, as defined by Dopita et al. (1984). This most likely indicates that \[Fe II\] emission is enhanced in regions characterized by high ISM chemical abundances. Because of the substantial metallicity gradient of M33 (Garnett et al. 1997), we should therefore observe a strong negative correlation between $`L`$(\[Fe II\] $`\lambda `$1.644 $`\mu `$m) and the SNR galactocentric distance. However, such evidence is lacking in our data (false alarm probability of 8.5 %), probably owing to the large scatter in the GCD-metallicity relation (Smith et al. 1993). Although iron-bearing grains are easily destroyed by shocks (Draine & Salpeter 1979), both theory and observations suggest that the efficiency of this process may vary from one SNR to another (Jones, Tielens, & Hollenbach 1996; Oliva et al. 1999). The observed correlation between A and $`L`$(\[Fe II\] $`\lambda `$1.644 $`\mu `$m) may also suggest that \[Fe II\] emission is favoured by strong shocks that return a large fraction of the dust grains into the gas phase. In this case, we should expect a correlation between the \[Fe II\] $`\lambda `$1.644 $`\mu `$m luminosities and the expansion velocity $`V_{bulk}`$ (to first order proportional to the shock speed). This correlation is also not clear in our data, possibly because our range of observed $`V_{bulk}`$ is not broad enough. Different electronic densities can also introduce noise in the correlation.

Although \[Fe II\] $`\lambda `$1.644 $`\mu `$m is believed to probe somewhat cooler, denser material than the optical \[S II\] doublet (e.g., Oliva et al. 1989), the correlation between the \[Fe II\] $`\lambda `$1.644 $`\mu `$m and \[S II\] fluxes suggests that the line-formation regions of these two species are not drastically different and that similar physical processes give rise to both emissions. All optical-line fluxes correlate extremely well with $`L`$(\[Fe II\] $`\lambda `$1.644 $`\mu `$m).

## 4 Discussion

In the light of the results presented above, we conclude that density and (possibly to a less extent) abundance effects are likely to play a pivotal role in controlling the \[Fe II\] emission in SNRs. This may help to understand the differences that exist between the near-IR \[Fe II\] properties of SNRs in galaxies with moderate star-formation activity (such as M33) and starburst galaxies. While the present study demonstrates that the brightest remnants have luminosities of the order of 700 L, SNRs in the starburst galaxy M82 have luminosities up to 1.6 $`\times `$ 105 L (Greenhouse et al. 1991, 1997). Although it remains to be seen whether the two samples trace two similar populations of SNRs, we propose that this dichotomy may be explained by the dense, dusty environments prevailing in the nuclear regions of these galaxies. In particular, it is conceivable that processing (via grain destruction) of the large reservoir of dust grains greatly enhances the \[Fe II\] emission with respect to more dust-free galaxies.

## References

Blair, W. P., Chu, Y. -H., Kennicutt, R. C. (1988), in Supernova Remnants and the Interstellar Medium, eds. R. S. Roger & T. L. Landecker, Proc IAU Colloq. 101, Cambridge Univ. Press, Cambridge, p. 193

Blair, W. P., & Kirshner, R. P. (1985) Astrophys. J. 289, 582.

Calzetti, D. (1997) Astron. J. 113, 162

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Forbes, D. A., Ward, M. J., Rotatiuc, V., Blietz, M., Genzel, R., Drapatz, S., van der Werf, P. P, & Krabbe, A. (1993) Astrophys. J., Lett. 406, L11

Freedman, W. L., Wilson, C. D., & Madore, B. F. (1991) Astrophys. J. 372, 455

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Gordon, S. M., Kirshner, R. P., Long, K. S., Blair, W. P., Duric, N., & Smith, R. C. (1998) Astrophys. J., Suppl. Ser. 117, 89

Gordon, S. M., Duric, N., Kirshner, R. P., Goss, W. M., & Viallefond, F. (1999) Astrophys. J., Suppl. Ser. 120, 247

Greenhouse, M. A., Woodward, C. E., Thronson Jr., H. A., Rudy, R. J., Rossano, G. S., Erwin, P., & Puetter, R. C. (1991) Astrophys. J. 383, 164

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Hodapp, K.-W., Rayner, J., & Irwin, E. (1992) Publ. Astron. Soc. Pac. 104, 441

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Long, K. S., Charles, P. A., Blair, W. P., & Gordon, S. M. (1996) Astrophys. J. 466, 750

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Nussbaumer, H., & Storey, P. J. (1988) Astron. Astrophys. 193, 327

Oliva, E., Moorwood, A. F. M., & Danziger, I. J. (1989) Astron. Astrophys. 214, 307

Oliva, E., Lutz, D., Drapatz, S., & Moorwood, A. F. M. (1999) Astron. Astrophys., Lett. 341, L75

Smith, R. C., Kirshner, R. P., Blair, W. P., Long, K. S., & Winkler, P. F. (1993) Astrophys. J. 407, 564


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# Velocity correlations and the structure of nonequilibrium hard core fluids

## Abstract

A model for the pair distribution function of nonequilibrium hard-core fluids is proposed based on a model for the effect of velocity correlations on the structure. Good agreement is found with molecular dynamics simulations of granular fluids and of sheared elastic hard spheres. It is argued that the incorporation of velocity correlations are crucial to correctly modeling atomic scale structure in nonequilibrium fluids.

The structure of a fluid as characterized by the pair distribution function (pdf) plays a central role in statistical mechanics. In equilibrium, it allows one to calculate the equation of state whereas away from equilibrium it is required, in the guise of the equal time density-density correlation function, whenever one wishes to project a kinetic equation onto the hydrodynamic subspace, see e.g. ref. In both cases, it can be directly measured by light scattering and is thus an interesting quantity in order to make connections with experimental studies. The theory of the structure of equilibrium fluids is quite advanced and ranges from simple models for spherical hard core systems to perturbative models applicable to continuous potentials to integral equations applicable to a wide range of systems,. Much less is known for nonequilibrium fluids. Kinetic theory can yield information in certain regimes such as low density or large spatial separations, see. e.g. , but does not provide complete models of nonequilibrium structure applicable to dense fluids. Phenomenological models exist based on fluctuating hydrodynamics, or Langevin models, but these can only be expected to be applicable at large length scales. For moderately dense hard-core fluids, the only realistic and tractable kinetic theory is the Enskog equation describing the time-evolution of the one-body distribution function (the dense fluid generalization of the Boltzman equation). Recently, it has been shown that one piece of structural information is directly accessible in hard-core systems within the same set of approximations used to derive the Enskog kinetic theory - namely, the pair distribution function at contact. The purpose of this Letter is to show that it is possible to use this information to extend the simplest class of equilibrium models, the so-called Generalized Mean Spherical Approximation or GMSA, , to nonequilibrium systems and to validate the models constructed against molecular dynamics simulations. In particular, the models will be compared in the case of a granular fluid ( a homogeneous system violating energy conservation) as well as strongly sheared elastic hard spheres. The latter case is particularly interesting due to the fact that it has motivated previous attempts to model nonequilibrium structure, is a realistic model of some sheared colloidal suspensions and has been investigated experimentally for such systems.

To construct a model for the structure of a nonequilibrium fluid, we begin, as in nearly all models of equilibrium structure, with the Ornstein-Zernike (OZ) equation for a uniform fluid

$$h(𝐫_1,𝐫_2)=c(𝐫_1,𝐫_2)+\rho 𝑑𝐫_3c(𝐫_1,𝐫_3)h(𝐫_3,𝐫_2)$$
(1)
where $`\rho `$ is the density, the structure function $`h(𝐫_1,𝐫_2)`$ is related to the pdf, $`g(𝐫_1,𝐫_2)`$, by $`h(𝐫_1,𝐫_2)=g(𝐫_1,𝐫_2)1`$ and eq.(1) serves as a definition of the direct correlation function (dcf)$`c(𝐫_1,𝐫_2)`$. By definition, hard core atoms cannot interpenetrate so the probability of finding two atoms closer together than the hard sphere diameter, $`\sigma `$, is zero giving the boundary condition $`\mathrm{\Theta }\left(\sigma r_{12}\right)g(𝐫_1,𝐫_2)=0`$ where $`r_{12}=\left|𝐫_1𝐫_2\right|`$ and $`\mathrm{\Theta }(x)`$ is the Heaviside step function which is equal to 1 for $`x>0`$ and zero otherwise. Various arguments, based e.g. on the Mayer expansion of the various quantities, leads to the conclusion that the direct correlation function is short ranged and the Percus-Yevick (PY) theory results from taking it to be zero outside the core: $`\mathrm{\Theta }\left(r_{12}\sigma \right)c(𝐫_1,𝐫_2)=0`$. This is sufficient to completely specify all quantities and, in particular, the pdf can be analytically determined. However, there is ambiguity in the equation of state since it may be determined from either the pressure equation, which involves the pdf at contact, or from the compressibility equation involving an integral of the structure function over all space: these do not yield the same result. A feature of many, if not most, successful theories of equilibrium structure is that they force both routes to the equation of state to yield the same result, a requirement known as thermodynamic consistency. The GMSA accomplishes this by giving the direct correlation function a parameterized ”tail” by requiring $`\mathrm{\Theta }\left(r_{12}\sigma \right)c(𝐫_1,𝐫_2)=v(𝐫_1,𝐫_2)`$ for some function $`v(𝐫_1,𝐫_2)`$. In the original MSA, the tail is taken to be either the interatomic potential or the Meyer function constructed from it (thus reducing to the PY approximation in the case of hard spheres). In the original GMSA of Waisman, the tail is taken to be a Yukawa $`v(𝐫_1,𝐫_2)=Ae^{B(r_{12}1)}/r_{12}`$ and the two parameters are determined by requiring that both the routes to the equation of state yield the Carnahan-Starling equation. The pressure equation therefore fixes the pdf at contact whereas the compressibility equation fixes its area. This model may be solved analytically and gives a good model of the pdf even for dense fluids and can be adapted to give reasonable models other systems such as plasmas. In all cases, the two elements which depend on the system being in equilibrium are (1) the arguments for the nature of the direct correlation function outside the core and (2) the equations of state and the condition of thermodynamic consistency.

The first result that suggests the applicability of these models away from equilibrium is the work of Yuste and Santos on the structure of more complex hard-core systems. They show that the pdf can be written in terms of an auxiliary function which is then parameterized as a Padé approximant. This approximant is then taken to be the simplest possible that satisfies three physical conditions: the pdf is finite at contact; the pdf goes to one at large separations; the Fourier transform of the structure function is finite at all wavevectors. These conditions are sufficient to completely specify the auxiliary function and the result is the PY pdf. Extending the approximant by one additional term in the numerator and denominator (the relative order of the two is fixed by the constraints) is exactly equivalent to the Yukawa closure and the imposition of thermodynamic consistency and the Carnahan-Starling equation of state yields the GMSA. By recasting the GMSA solely in terms of general physical requirements and extendable analytic approximations, this work accentuates the fact that insofar as the tail of the direct correlation function is simply being parameterized, the GMSA is generic. However, before this model can be used in nonequilibrium systems, some substitute for the equation of state, used as input, must be found. One role of the equation of state is, as mentioned above, to fix the value of the pdf at contact. The second ingredient needed to complete the model is the recent result showing that it is possible to calculation any two-body function, evaluated for two atoms in contact, with the same degree of approximation as is used in the Enskog equation (the dense fluid generalization of the Boltzmann equation for hard core systems). A slightly more general form of the result than that given in ref is that the (nonequilibrium) average value of any two-body function at contact, say $`U(𝐫)=_{i<j}u(ij)\delta \left(𝐪_{ij}𝐫\right)`$ where we use the abbreviated notation $`u(ij)u(𝐪_i,𝐪_j,𝐩_i,𝐩_j)`$, is given by

$`U(\sigma \widehat{𝐫})`$ $`=`$ $`{\displaystyle \underset{i<j}{}}\delta \left(𝐪_{ij}\sigma \widehat{𝐫}\right)u(ij)_0`$ (3)
$`+{\displaystyle \underset{i<j}{}}\delta \left(𝐪_{ij}\sigma \widehat{𝐫}\right)\left(\mathrm{\Theta }\left(\widehat{𝐪}_{ij}𝐩_{ij}\right){\displaystyle \frac{1}{\alpha }}u^{}(ij)\mathrm{\Theta }\left(\widehat{𝐪}_{ij}𝐩_{ij}\right)u(ij)\right)_0`$
where the parameter $`\alpha `$ characterizes the inelasticity of the hard spheres ($`\alpha =1`$ corresponds to elastic hard spheres), $`\widehat{𝐫}=𝐫/r`$ denotes a unit vector and $`u^{}(𝐪_i,𝐪_j,𝐩_i,𝐩_j)=u(𝐪_i,𝐪_j,𝐩_i\frac{1+\alpha }{2}\widehat{𝐪}_{ij}\left(\widehat{𝐪}_{ij}𝐩_{ij}\right),𝐩_j+\frac{1+\alpha }{2}\widehat{𝐪}_{ij}\left(\widehat{𝐪}_{ij}𝐩_{ij}\right))`$ is the value of the two-body function just after the collision has ocured. (This result is easily obtained by applying the method of ref. to the pseudo-Liouville equation for inelastic hard spheres). The notation $`\mathrm{}_0`$ indicates an average that it is to be performed with the factorized two-body distribution function $`f_2(𝐪_i,𝐪_j,𝐩_i,𝐩_j)=f_1(𝐪_i,𝐩_i)f_1(𝐪_j,𝐩_j)g_0(𝐪_i,𝐪_j)`$ where $`f_1(𝐪_i,𝐩_i)`$ is the one-body distribution (normally derived from the Enskog equation) and $`g_0(𝐪_i,𝐪_j)`$ is typically the local-equilibrium pdf. The first term on the right represents the average over the nonequilibrium state when all velocity correlations are neglected whereas the second gives the effect of velocity correlations generated by the collision. As discussed previously, the Enskog equation also takes account of these velocity correlations whereas both it and eq.(3) neglect correlations that persist for more than one collision.

In summary, I therefore propose to use a GMSA-like paramterized closure of the OZ equation and to fix the parameters using information coming from equation (2) which, in the case $`u(ij)=1`$ gives a generalization of the pressure equation applicable to nonequilibrium fluids. The form of the parameterization of the tail of the dcf will be guided from results from kinetic theory: the Yukawa form will be used when the pdf is expected to decay exponentially, as in the case of a granular system  (note that this corrects a previously reported algebraic decay  for this system) whereas a power-law will be used when the decay is expected to be algebraic (as for shear flow).

Granular fluids are often modelled as hard spheres which lose energy upon collision in which case the undriven system cools at a steady rate. The energy loss per collision, and hence the cooling rate, is controlled by the inelasticity parameter, $`\alpha `$, introduced in eq.(3) above. In this homogeneous cooling state (HCS) eq.(3) gives $`g(r_{12}=\sigma ;\alpha )=\frac{1+\alpha }{2\alpha }\chi `$ where $`\chi `$ is the equilibrium pdf at contact (since the HCS is translationally invariant, all two-body quantities depend only on the relative separation). The validity of eq.(3) for this system has been studied in some detail by means of a set of molecular dynamics simulations which will be presented at a later time. The simulations show that it is a reasonable approximation in the range $`1>\alpha 0.5`$ at which point mode-coupling effects become important. Here, we only present one comparison, figure(1), between the pdf as determined from simulation and the nonequilibrium GMSA with the Yukawa closure for a relatively dense fluid, $`n\sigma ^3=0.5`$, and a large rate of dissipation, $`\alpha =0.5`$. The model is seen to be good not only near the core but also in its representation of the decay of the nonequilibrium contribution to the structure. A measure of the significance of the nonequilibrium effects shown is that they are comparable in magnitude to the equilibrium pdf which, for this density, varies between a maximum of 2.16 (at the core) and zero, with an asymptotic value of 1. In applying the GMSA in this case, we use the known analytic solution of this model, and must determine the two parameters introduced by the Yukawa tail by the constraints. One constraint comes from the value of the pdf at contact but there is no obvious replacement for the compressibility equation used in equilibrium so we continue to enforce it, using the expression for the pressure given in ref.. Some experimentation shows that the model is relatively insensitive to the latter approximation. A more realistic constraint, to be pursued in a future publication, would be to replace the compressibility equation by the requirement that the area under the pdf agree with that obtained from fluctuating hydrdodynamics calculations.

A second, and more complex test, is the application of the nonequilibrium GMSA to shear flow. Define a cartesian coordinate system in which the macroscopic flow field is $`𝐯(𝐫)=ay\widehat{𝐱}`$, where $`a`$ is the shear rate. In this case, an expression for the pdf at contact has been studied in some detail and, while it is possible to calculate its full angular dependence, in the illustrative calculation presented here, we will use the simple approximation $`g(\sigma 𝐫;a)=\chi \left(1+A\widehat{𝐫}_x\widehat{𝐫}_y\right)`$ with $`A`$ chosen to give the calculated value at $`\widehat{𝐫}_x=\widehat{𝐫}_y=\sigma /\sqrt{2}`$, which is the dominant contribution. To model this, we must use an anisotropic tail for the dcf and therefore take $`v(𝐫_1,𝐫_2)=v_0(r_{12})+v_1(r_{12})\widehat{𝐫}_{12x}\widehat{𝐫}_{12y}`$. The solution of the OZ equation with an anisotropic potential is well known ,  and will only be sketched here. To begin, the structure function and the dcf must be expanded in terms of their angular dependencies: $`h(𝐫_{12})=h_{lm}(r_{12})Y_{lm}(\widehat{𝐫}_{12})`$ where repeated indices are summed and $`Y_{lm}(\widehat{𝐫})`$ is a spherical harmonic. We will also need the Fourier transforms of these expansions which takes the form $`\stackrel{~}{h}(𝐤)=\overline{h}_{lm}(k)Y_{lm}(\widehat{𝐤})`$ where $`\overline{h}_{lm}(k)`$ may be calculated from $`h_{lm}(r_{12})`$ via a Hankel transformation (in the case $`l=0`$ this reduces to a Fourier transform). Fourier transforming the OZ equation and multiplying by $`Y_{ij}^{}(\widehat{𝐤})`$ and integrating then gives an infinite set of coupled equations. The minimal set of components that we can work with are the spherically symmetric component, $`h_{00}(r_{12})`$, and the components that combine to produce the angular dependence of the tail, $`\widehat{𝐫}_{12x}\widehat{𝐫}_{12y}`$, namely $`h_{22}(r_{12})`$ and $`h_{22}(r_{12})`$. Furthermore, we know that at contact, these give the dominant contributions to $`h(𝐫_{12})`$. For illustrative purposes, we therefore keep only these three components and the corresponding equations in the hierarchy with the result that we must solve the system

$`\overline{h}_{00}`$ $`=`$ $`\overline{c}_{00}+n\sqrt{{\displaystyle \frac{1}{4\pi }}}\left[\overline{c}_{00}\overline{h}_{00}+\overline{c}_{22}\overline{h}_{22}+\overline{c}_{22}\overline{h}_{22}\right]`$ (4)
$`\overline{h}_{22}`$ $`=`$ $`\overline{c}_{22}+n\sqrt{{\displaystyle \frac{1}{4\pi }}}\left(\overline{c}_{00}\overline{h}_{22}+\overline{c}_{22}\overline{h}_{00}\right)`$ (5)
$`\overline{h}_{22}`$ $`=`$ $`\overline{c}_{22}+n\sqrt{{\displaystyle \frac{1}{4\pi }}}\left(\overline{c}_{00}\overline{h}_{22}+\overline{c}_{22}\overline{h}_{00}\right)`$ (6)
together with the boundary conditions described above. Furthermore, a consideration of the symmetry of the problem and the form of the boundary conditions shows that $`\overline{h}_{22}`$ must be pure imaginary and that $`\overline{h}_{22}=\overline{h}_{22}^{}`$ so that the independent equations can be written as

$$\left(\overline{h}_{00}\pm i\overline{h}_{22}\right)=\left(\overline{c}_{00}\pm i\overline{c}_{22}\right)+n\sqrt{\frac{1}{4\pi }}\left(\overline{h}_{00}\pm i\overline{h}_{22}\right)\left(\overline{c}_{00}\pm i\overline{c}_{22}\right)$$
(7)
which has the form of two decoupled OZ equations (at this point, the solution maps to that of the dipolar hard-sphere model ). The full pdf now has the form $`g(𝐫)=1+\frac{1}{\sqrt{4\pi }}h_{00}(r)+i\sqrt{\frac{15}{2\pi }}h_{22}(r)\widehat{𝐫}_x\widehat{𝐫}_y`$. The only element that remains is to specify the tails of the dcf. At contact, we know that $`h_{00}(r)`$ should be unchanged from its equilibrium value whereas $`h_{22}(r)`$ is substantial. This suggests that we take $`v_0(r_{12})=0`$ although in a more sophisticated treatment we might want to use a Yukawa so as to fix the value of $`h_{00}(r)`$ at contact (from the model for the pdf at conact, this should be unchanged from equilibrium but eq.(7) will not necessarily respect this - however, upon solving the model, the change of this component at contact is found to be minimal). For the anisotropic part, the simplest choice we can make is to take $`v_1(r_{12})=B/r_{12}^3`$ (since then these equations may be solved using the PY results). Although kinetic theory calculations  indicate the presence of a long-ranged tail for $`h_{22}(r)`$ that decays as $`1/r`$, we nevertheless proceed using $`v_1(r_{12})=B/r_{12}^3`$ because (a) even using a longer-ranged $`1/r`$ tail for the dcf will not yield $`1/r`$ behavior in the pdf and (b) no matter what tail we choose, there will be a $`1/r^3`$ decay. The constant $`B`$ is determined so as to give agreement with the predicted value of the pdf at contact and since there are no other parameters, the ad hoc use of the compressibility equation is not needed in this case. The solution then follows closely that for dipolar hard spheres, see e.g. . To test this, I have performed molecular dynamics computer simulations, following the procedures described in ref., to determine the functions $`h_{00}(r)`$ and $`h_{22}(r)`$ and a comparison to the nonequilibrium GMSA model is shown in Figs. (2) and (3) for a moderately dense fluid, $`n\sigma ^3=0.5`$, in a strongly driven state, $`at_{00}=0.5`$ where $`t_{00}=\sigma /\left(4n^{}\sqrt{\pi k_BT}\right)`$ is the Boltzmann collision time. For $`h_{00}(r)`$, there is little difference between the theoretical result, which is virtually identical to the PY pdf, and the simulation indicating little or no change to this projection of the pdf due to the shear flow. For the more interesting $`h_{22}(r)`$ component, the agreement is not exact but this crude calculation nevertheless gives a reasonable approximation to the amplitude and peak of the oscillations of this quantity which arises solely from the nonequilibrium state and which are seen by comparison to fig. (2) to be comparable in magnitude to the equilibrium pdf. A more complete solution to this model is in preparation.

These results on two very different strongly nonequilibrium systems show that the knowledge of the velocity correlations produced when two atoms collide, and the consequent contribution to the pdf, is sufficient to generalize a simple class of structural models to nonequilibrium fluids. While these models may be useful as input to kinetic theory or for the interpretation of light-scattering experiments, the most important point to be made here is the critical role played by the velocity correlations in determining the atomic-scale structure in nonequilibrium systems. Theories of nonequilibrium structure which do not explicitly take into account atomic-scale velocity correlations, such as the phenomenological theories of Hess, and Ronis and the semi-phenomenological theory of Eu, are, at least when applied to hard-core systems, a priori unlikely to be able to model the small-length scale distortions of the fluid structure produced by nonequilibrium processes while, as shown above, even the simplest theories which do take them into account compare reasonably well to simulation.


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# Conductance anomalies in quantum wires

## References