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# A nonlinear differential approach to the Saffman-Taylor finger

## 1  Introduction

The Hele-Shaw cell experiment of a less viscous fluid displacing by a more viscous one is the paradigm of fingering phenomena. The time-honored, work of Saffman and Taylor showed both experimentally and theoretically that fingers with beautifully regular profiles arise in the Hele-Shaw cell.

In the intervening years a large body of works has added to our knowledge of the fingering phenomenon in various branches of the dynamics of continuous media, such as dendritic growth, directional solidification, diffusion- initiated aggregation, flame front propagation, electromigration, as well as fingering in porous media. The porous medium problem prompted the initial research of fingering phenomena. The topic is more than ever now, of the utmost importance in problems of transport in saturated and unsaturated soils, groundwater pollution, etc. 111The website http://www.maths.ox.ac.uk/ howison/Hele-Shaw /helearticles.bib , cited in ref. carries an extensive (more than 600 papers), up to date list of references on the Hele-Shaw problem. Moreover, research in the field is now evolving into more complicated geometries, like that of a spherical shape cell.

Despite considerable efforts, the fingering phenomenon remains in many aspects uncharted territory. As Tanveer described it very lucidly, the phenomenon defies intuition. In the words of Tanveer , the disproportionally large influence of small effects, like local inhomogeneities, thin film effects, and the crucial role of surface tension make the theoretical description very difficult. So crucial is the surface tension in the fingering phenomenon, that the problem is ill-posed without it. The original work of Saffman and Taylor observed fingers in a cell with a less viscous fluid (oil, air, water), penetrating into a more viscous fluid (oil, glycerine). An initial instability develops into a finger or several competing fingers. Saffman and Taylor compared the experimentally photographed finger profiles to a theoretical prediction. The formula was obtained by taking advantage of the analytical properties of the complex fluid potential (potential and stream function). Reasonable boundary conditions, and neglect of the surface tension, gave good agreement with the experimental profiles only in the limit of very large capillary number (or alternatively small surface tension). A drawback of this theoretical approach lies in the absence of surface tension that, causes mathematical ill-posedness of the problem. This fact is reflected in the absence of a limitation for the asymptotic size of the finger. Contrarily to the measured profiles, that were always found to be limited by approximately one half of the cell width, the theoretical expression showed no such lower bound.

McLean and Saffman addressed the problem including surface tension. Similarly to Saffman and Taylor they emphasized the role of analyticity. Tanveer has shown that the approach of McLean and Saffman, is equivalent to an expansion in a parameter related to the finger width, capillary number and aspect ratio. The expansion fails at the tail of the finger and higher order terms are needed. The results of McLean and Saffman nevertheless yielded profiles that matched very well the front (nose) part of the finger. Also they found a limit of $`\lambda >\frac{1}{2}`$ to the finger width. Their curve for the dependence of the finger width on the capillary number show the right trend, albeit below the measured values. There appear to be, however, other branches of solutions (two at least), that compete with the branch found by McLean and Saffman. These branches are presumably unstable as compared to the one found by McLean and Saffman.

More accurate experiments with many different aspect ratios ( the ratio of width of the channel with respect to its thickness) showed that the limit is more likely around $`\lambda >0.45`$ of the cell width.

Amongst the phenomenological approaches to the problem, the remarkable work of Pitts, took advantage of the observed dependence of the curvature of the finger on the angle, to obtain an analytical scale covariant expression for the finger shape that fitted measured values (by Saffman and Taylor and by Pitts himself) extremely well, especially for finger widths smaller than $`\lambda 0.8`$. For wider fingers, the profile function was found to miss the measured finger by a small amount. To this day, there is no other stationary finger analytical expression in the literature that fits the data. Pitts derived also an expression for the dependence of the finger’s asymptotic width on the capillary number that includes a phenomenological (fitted) parameter taking into account the fluid films left behind by the passing finger. The fit was also very successful. The theoretical basis for the phenomenological assumptions used by Pitts are nevertheless unclear.

DeGregoria and Schwartz used a boundary integral Cauchy technique to investigate the production and propagation of fingers in the Hele-Shaw cell. Tryggvason and Aref used a vortex in line method to determine the relationship between finger width and flow parameters. Both works, as well as the stationary calculation of McLean and Saffman give similar results concerning the finger width dependence on capillary number. A marked improvement is found in the numerical calculations of Reinelt.

The intention of the present work, is to offer yet another approach to the fingering phenomenon. We will derive a nonlinear differential equation for the finger in the Hele-Shaw cell. The equation resembles the Korteweg-de Vries (KdV) soliton equation. It will be quite rewarding to find several features emerging from this method, like the ability to reproduce stationary finger profiles accurately, and the possibility to deal with transient phenomena such as the development and competition between fingers and the treatment of tip splitting. In the present work we will focus on the justification of the nonlinear soliton-like equation, and its stationary solutions.

## 2 Basic equations

The basic equations governing the fluid flow are described in many works . We here reproduce them for the sake of completeness, and add our view on the problem. The Hele-Shaw creeping flow equation that neglects inertia effects and integrates over the transverse dimension of the cell is

$$\stackrel{}{𝐯}=\frac{b^2}{12\mu }\stackrel{}{\mathbf{}}p$$
(1)
where $`\stackrel{}{𝐯}`$ is the viscous fluid velocity in the plane of the cell, b is the thickness of the cell, $`\mu `$ the viscosity, and p, the pressure in the fluid. Even at this level, there are hidden assumptions that are not clearly valid in all situations. The integration over the third dimension indeed helps in reducing the problem to a more manageable set of equations. However, the true and real problem is inherently three-dimensional. The existence of films of fluid left behind the finger, puts this aspect in evidence. The finger thickness is not constant comparing tail and nose. It is thinner at the nose and thicker at the tail. We are therefore already reducing dramatically the complexity, and richness, of the phenomenon. The price is paid at the time of comparing the measured finger widths as a function of the parameters of the flow to the theoretical values. As demonstrated by Reinelt, a careful treatment of films of fluid by means of a three (or four) domain splitting of the Hele-Shaw cell, changes dramatically the agreement between theory and experiment.

Originally eq.(1) was supposed to imitate Darcy’s law for the flow in porous media. The phenomenon is nevertheless of a general nature. It belongs to a large class of curved front propagation phenomena spanning such diverse topics as dendritic solidification and flame combustion.

The displacing fluid also obeys a Darcian law as above, however, and due to the lower viscosity, it is usually ignored and the pressure is assumed constant inside the finger. This assumption is also not perfectly justified, but, seems an economical working hypothesis, especially when the displacing fluid is a gas.

The above equation has to be augmented by boundary conditions at the interface. Here too the court is open to a variety of conditions, mainly due to the ignorance of the third dimension. Basically, the main boundary condition is the one of the pressure difference between both sides of the interface. Without corrections of thin films the condition reads

$$\mathrm{\Delta }p=\frac{2T}{b}cos\gamma +\frac{T}{R}$$
(2)
where, T is the surface tension parameter of the Young-Laplace formula, R, the radius of curvature in the plane of the cell and $`\gamma `$, the contact angle between the finger and the cell wall in the transverse b direction. Many corrections were proposed to the above equation. Park and Homsy and Reinelt, developed a systematic expansion of the effective surface tension parameter as a function of the capillary number Ca=$`\frac{\mu V}{T}`$, where V is the asymptotic velocity of the fluid far ahead of the finger that is conventionally related by flux conservation (and without considering Poisseuille flow, or else no-slip condition) to the velocity of the finger U by $`V=U\lambda `$. Here $`\lambda `$ is half the width of the finger tail after it has fully developed and other competing fingers dissolved.

The term in (2) depending on b is usually dropped, because the flow depends on the gradient of the pressure and a constant term does not matter. However, this is not valid either. Two effects spoil the constancy, the variation of contact angle $`\gamma `$ and, the change of finger thickness as one proceeds from nose to tail, or viceversa. It is easy to see that the latter effect is very significant due to the smallness of b as compared to the width of the cell. A tiny change in the thickness of the finger carries over to a large modification to the pressure. However, the two-dimensional approach can not deal with this matter consistently.

The contribution of the thinning out of the finger when coming from the tail to the nose adds up to the effect of the surface tension in the plane of the cell. One can then hope that an effective surface tension might somehow lump up the effect. However, this expectation seems to be too optimistic.

Pitts found the need to introduce a phenomenological factor to to account for the difference in pressure inside the fluid between tail and nose that reflects the thinning out of the finger. We will not delve here into the issue, but we do recognize that without a reliable treatment of this matter, only the trend of the curve of finger width versus capillary number is of interest. In particular we will follow the same path that ignores the first term in eq.(2) and use instead an effective (unknown) surface tension. For large surface tension, i.e. fingers that cover almost the whole cell the treatment will be correct. The narrower the finger as compared to the channel width, the stronger the effect of films of fluid left behind Therefore, without a three-dimensional treatment we have to be satisfied with results for wide fingers and small capillary numbers. Some comments on a possible parametrization that might account for the loss of information from the third dimension will be provided later.

Equation (2) reduces then to

$$\mathrm{\Delta }p=\frac{\stackrel{~}{T}}{R}$$
(3)
with $`\stackrel{~}{T}`$ an effective surface tension parameter.

To complete the set of equations we assume the fluids to be immiscible. This means that there is no interpenetration. The displaced fluid does not cross the boundary. Its velocity is tangential to the boundary. The boundary is then along a constant stream-line. For a frame of reference with the finger at rest it becomes

$$\alpha (\stackrel{}{𝐯})=tan^1(\eta ^{})$$
(4)
where $`\alpha `$ is the angle between the fluid velocity and the axis of propagation of the finger (x axis) and $`\eta ^{}`$ is the derivative to the finger (y axis) with respect to the x axis. The above condition is equivalent to the much simpler one of $`\mathrm{\Psi }=constant`$ on the finger, where $`\mathrm{\Psi }`$ is the stream function for the viscous fluid , as well as to the condition of continuity of the velocity in the normal direction to the interface for a moving finger. Note also that the treatment of Reinelt being structured in three different regions, with the front inside an intermediate zone, does allow for the crossing of fluid through the front. As it is our aim to provide an alternative differential approach, we will not deal with such complications at this stage.

To the above equations one has to add the continuity equation for an incompressible fluid of constant density, $`\stackrel{}{\mathbf{}}\stackrel{}{𝐯}=0`$.

The transformation of the Hele-Shaw cell problem to a two-dimensional situation permits the use of analytic functions techniques. Various authors took advantage of this feature either to expand the complex flow function in terms of the complex coordinate $`z=x+iy`$ or viceversa , or use analyticity conditions to approximate the solution The potential $`\mathrm{\Phi }`$ is defined by $`\stackrel{}{𝐯}=\stackrel{}{\mathbf{}}\mathrm{\Phi }`$ and the stream function by $`\stackrel{}{𝐯}=\stackrel{}{\mathbf{}}𝐱\stackrel{}{\mathrm{\Psi }}`$. A single component of this vector is needed for flows averaged over the cell thickness, $`\mathrm{\Psi }_b`$, where b denotes the direction transverse to the cell. Moreover and in accordance with the Hele-Shaw approach, this function has to be independent of the transverse coordinate. The Cauchy-Riemann equations for the potential and stream function, imply that the complex potential $`\omega =\mathrm{\Phi }+i\mathrm{\Psi }_b`$, is analytic in z.

Instead of working with the full complex potential and derive restrictions based on analyticity, we here treat the problem by means of the stream function. The stream function is a vector, whose curl determines the fluid flow. The incompressibility of the flow is then guaranteed. Although the velocity potential $`\mathrm{\Phi }`$ is a harmonic function of the coordinates $`x,y`$, as can be readily obtained by applying the incompressibility condition to Darcy’s law of eq.(1), the stream function $`\stackrel{}{\mathrm{\Psi }}`$ does not obey the equation $`^2\stackrel{}{\mathrm{\Psi }}=0`$ automatically. The stream function approach and the potential one differ. The use of the velocity potential $`\stackrel{}{𝐯}=\stackrel{}{\mathbf{}}\mathrm{\Phi }`$ assumes a vanishing vorticity, as the curl of a gradient vanishes. It is our claim, that this assumption is wrong. The stream function approach is superior, as it does not suppose such a neglect of vorticity. The velocity potential $`\mathrm{\Phi }`$ misses a crucial part of the problem. Therefore, it should not be considered as a trustworthy tool to find the finger equation of motion. In this respect the use of the full potential $`\omega =\mathrm{\Phi }+i\mathrm{\Psi }_b`$, is also not valid. Hence, the analyticity conditions derived from it implying a harmonic equation for $`\mathrm{\Psi }`$ also, do not reflect the full reality of the problem.

For example, if we consider $`\mathrm{\Psi }_b`$, that depends on x and y only, we have $`\stackrel{}{\mathbf{}}\stackrel{}{\mathrm{\Psi }}=0`$, because $`\mathrm{\Psi }_b`$ is the z component of the stream vector and it does not depend on z. $`\mathrm{\Psi }_b`$ satisfies the incompressibility condition, by definition of the velocities. Using $`\stackrel{}{\mathbf{}}𝐱\stackrel{}{\mathbf{}}𝐱\stackrel{}{\mathrm{\Psi }}=\stackrel{}{\mathbf{}}\stackrel{}{\mathbf{}}\stackrel{}{\mathrm{\Psi }}^2\stackrel{}{\mathrm{\Psi }}`$, it is clear that, $`\mathrm{\Psi }_b`$ will obey the harmonic equation if the vorticity, $`\stackrel{}{𝝎}={\displaystyle \frac{1}{2}}\stackrel{}{\mathbf{}}𝐱\stackrel{}{\mathbf{}}𝐱\stackrel{}{\mathrm{\Psi }}`$, vanishes. The vorticity may be ignored, except at the interface. However, it is there that we need the most the value of the stream function. Therefore we will not use the harmonic equation in the present work.

The boundary conditions alone will suffice for the determination of the stream function on the front, and, in turn, allow us to find the evolution equations for the finger. However, we will not be able to find the stream function explicitly everywhere in the fluid.

## 3  Stream function approach

The stream function will be determined by resorting to a perturbation expansion. The expanded stream function will be made to obey the equations of the flow as well as the boundary conditions. The outcome will be a stream function that is known solely at the boundary. This method will enable us to deduce the nonlinear differential equations.

We first renormalize the axes to $`x\stackrel{~}{x}={\displaystyle \frac{x}{w/2}},y\stackrel{~}{y}={\displaystyle \frac{y}{w/2}}`$. As a consequence of this rescaling, the finger transverse dimension becomes less than one, and serves as an expansion parameter.

Two boundary conditions constrain the stream field. The first one is the impenetrability of the cell wall and, the second the immiscibility of the fluids. The latter amounts to considering the interface between the fluids as a free surface. Dropping the suffix b and the tilde, we find

$`{\displaystyle \frac{\mathrm{\Psi }}{x}}=0,aty=\pm 1`$
and

$`{\displaystyle \frac{\eta }{t}}+{\displaystyle \frac{\mathrm{\Psi }}{y}}{\displaystyle \frac{\eta }{x}}={\displaystyle \frac{\mathrm{\Psi }}{x}},aty=\eta `$ (6)
where $`\eta (x,t)`$ denotes the interface curve. Eq.(6) may be easily derived by writing the differential of $`\eta `$ as $`d\eta ={\displaystyle \frac{\eta }{t}}dt+{\displaystyle \frac{\eta }{x}}dx`$ and, using the definitions

$`v_x`$ $`=`$ $`{\displaystyle \frac{dx}{dt}}={\displaystyle \frac{\mathrm{\Psi }}{y}}`$
$`v_y`$ $`=`$ $`{\displaystyle \frac{dy}{dt}}={\displaystyle \frac{\mathrm{\Psi }}{x}}`$ (7)
For the stationary finger, in its rest frame we have $`{\displaystyle \frac{\eta }{t}}=0`$.

With this substitution, eq.(6) becomes

$`{\displaystyle \frac{\mathrm{\Psi }}{y}}{\displaystyle \frac{\eta }{x}}={\displaystyle \frac{\mathrm{\Psi }}{x}},aty=\eta `$ (8)
The differential of $`\mathrm{\Psi }`$ $`d\mathrm{\Psi }={\displaystyle \frac{\mathrm{\Psi }}{y}}dy+{\displaystyle \frac{\mathrm{\Psi }}{x}}dx`$, together with eq.(8) determine the unique solution for the stream function in the stationary case to be

$$\mathrm{\Psi }_0=constant$$
(9)
Without loss of generality, this constant may be taken to be equal to zero, because the stream function enters the calculations only through its derivatives.

For a finger in motion along the x axis, even with a time dependent velocity, but still in the creeping flow approximation that neglects kinetic terms, we can write the solution to be formally

$$\mathrm{\Psi }(x,y,t)=\mathrm{\Psi }_0(x,y)𝑑x\frac{\eta }{t}$$
(10)
Eq.(10) solves eq.(6), with $`\mathrm{\Psi }_0`$ given by the appropriate solution of eq.(8).

At the front, and only there, we can rewrite the equation as

$$\mathrm{\Psi }(t)=\mathrm{\Psi }_0𝑑y\frac{\eta }{t}/\frac{\eta }{x}$$
(11)
Where $`\eta (x,t)`$ is understood as a function of x and t only. In the general case, $`\mathrm{\Psi }`$ is no longer a constant on the curved front.

Consider the stream function in the finger rest frame. The finger is traveling in the positive x direction at constant speed U. Moreover, at long distances ahead of the finger the fluid is assumed to flow with a constant velocity V. Usually, the no-slip condition cannot be imposed in the Hele-Shaw cell and consequently the velocity V is considered to be the same all over the cell including at the lateral boundary. This could be a good assumption provided the viscosity of the fluid is small, or else the lateral edge is not considered as the boundary. However, for large capillary numbers, or large viscosities, this procedure seems unreasonable. Boundary layers next to surfaces are patent in common phenomena even for moderately viscous fluids. We opt for a more conservative approach and demand the stream line next to the lateral edge to carry a velocity V that is not the asymptotic velocity of the fluid ahead of the finger. It is a parameter that depends on the flow properties. For capillary number tending to infinity it has to be equal to zero. Large capillary numbers may be implemented by using very viscous fluids. For such fluids, the no-slip condition is a must. Therefore in the limit of infinite capillary number V=0. In the opposite limit, i.e. no viscosity at all (finger width going to the full cell width) it is equal to the finger velocity. Hence we can assert $`0<V<U`$. Reinelt’s equations carry an extra term at the lateral edge that allows the velocity V to be variable.

To our knowledge there have not been any experimental investigations of the fluid flow as a function of distance from the cell edge. In light of the previous discussion, this measurement could be of relevance.

Expanding the only component of the stream function, with a separable ansatz, antisymmetric in y, so that the finger is symmetric, and in the finger rest frame, we find (dropping from now on the tilde on y, i.e. we work with rescaled coordinates)

$`\mathrm{\Psi }(x,y,t)=y(V(x,t)U(x,t)+A(x,t)+B(x,t)y^2+C(x,t)y^4+\mathrm{})`$ (12)
with A, B, C unknown functions. We will find below that the expansion will effectively be in terms of both y and $`1y^2`$. It is then expected to be a reasonable approximation in all the cell gap, except perhaps around $`y0.5`$

Eq.(3), as well as the constancy of the fluid velocities, for the stationary finger in its rest frame imply

$`v_y`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Psi }}{x}}=0,aty=\pm 1`$
$`v_x`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Psi }}{y}}=VU,aty=\pm 1`$ (13)
Inserting eq.(3) in eq.(12), we are able to fix the functions B and C in terms of A. Explicitly

$`0`$ $`=`$ $`A+3B+5C`$
$`0`$ $`=`$ $`A^{}+B^{}+C^{}`$ (14)
primes denoting derivatives with respect to x.

Recalling that constants are irrelevant for the stream function, the unique solution to this order becomes

$`B`$ $`=`$ $`2A`$
$`C`$ $`=`$ $`A`$ (15)
The stream function of eq.(12) with the conditions of eqs.(3,3) reads

$$\mathrm{\Psi }(x,y)=(VU)y+A(x)y(1y^2)^2+\mathrm{}$$
(16)
Eq.(16) demonstrates that the expansion is a dual one in $`y`$ and, $`1y^2`$, as stated above. In eq.(16), we have neglected higher order terms and also ignored possible contributions to the stream function from the dependence of the velocities V, U on distance. This is clearly not a good approximation for large capillary number as well as for the nonstationary problem.

If we expand the stream function to the next order

$`\mathrm{\Psi }(x,y,t)=y(V(x,t)U(x,t)+A(x,t)+B(x,t)y^2+C(x,t)y^4+D(x,t)y^6+\mathrm{})`$ (17)
we need an extra condition to determine the function D. One possible constraint to fix this function, may arise from a model of the vortex structure on the curved front. The simplest one - although not the most realistic one-, consists in assuming a constant vorticity on the interface, with the vorticity defined by $`\stackrel{}{𝝎}={\displaystyle \frac{1}{2}}\stackrel{}{\mathbf{}}𝐱\stackrel{}{\mathbf{}}𝐱\stackrel{}{\mathrm{\Psi }}`$. This procedure introduces a new parameter, the vorticity value $`\omega `$.

In order to stay as low as possible in the number of free parameters, we prefer to remain within the expansion to $`O(y^6)`$ with $`y<1`$. To this order the two conditions of eq.(3,6), are sufficient. The constraints we take advantage of, depend on the stream function and its first derivative. Higher order expansions as in eq.(17) and further constraints, as the vorticity, amount to an expansion in second and higher order derivatives of the stream function. Due to the fact that, the even polynomials in y span a complete set in the rescaled variable $`0<y<1`$ for the stationary finger case, this expansion presumably converges. The sixth order term is expected to be smaller than the fourth order one by factors of the form $`\lambda ^2`$, with $`\lambda <1`$. Although the exact dependence in $`\lambda ^2`$ is not known at this stage, it appears a sound working hypothesis to truncate the expansion to the sixth order and work with the expression of eq.(16). The quality of the finger shapes obtained bellow gives us more confidence in this hypothesis.

## 4 Stationary and time-dependent nonlinear differential equations for the finger

On the curved front, in the finger rest frame, with the figer nose located at the center of coordinates, the condition $`\mathrm{\Psi }=constant`$ of eq.(9) becomes

$`\mathrm{\Psi }=0,aty=\eta `$ (18)
Inserting eq.(18) in eq.(16), $`A(x)`$ is determined at the front to be

$`A(x)={\displaystyle \frac{UV}{(1\eta ^2)^2}},aty=\eta (x)`$ (19)
Using eqs.(3,16,19), the velocity of the fluid at the static finger, the only place where we can determine A in closed form, becomes

$`v_{x,static}`$ $`=`$ $`(VU)+A(x)(1\eta ^2)(15\eta ^2)`$
$`v_{y,static}`$ $`=`$ $`{\displaystyle \frac{A(x)}{x}}\eta (1\eta ^2)^2`$
$`A(x)`$ $`=`$ $`{\displaystyle \frac{UV}{(1\eta ^2)^2}}`$ (20)
with $`\eta `$, a function of x. The fluid still flows around the finger in its rest frame, hence the name static.

The rescaled curvature in eq.(3) is

$`{\displaystyle \frac{1}{R}}={\displaystyle \frac{\eta ^{\prime \prime }}{(1+\eta ^2)^{\frac{3}{2}}}}`$ (21)
Where primes denote derivatives with respect to x.

The sign of the curvature is the appropriate one. This can be seen by using eq.(1). The left hand side of the equation is a the positive velocity of the finger, chosen here to move from left to right, therefore the curvature has to decrease along x. In the upper part of the finger the curvature is negative and becomes more so as we proceed along x. Therefore the right hand side of eq.(1) is positive with the positive sign in eq.(21).

Eq.(21) is the standard expression for the curvature, and, it is easily derivable from the definition of the arclength and the corresponding angle for differential increments.

Equations (1,3,21) after rescaling imply

$`v_x={\displaystyle \frac{\stackrel{~}{T}b^2}{3w^2\mu }}{\displaystyle \frac{}{x}}\left[{\displaystyle \frac{\eta ^{\prime \prime }}{(1+\eta ^2)^{\frac{3}{2}}}}\right]`$ (22)
The stationary finger equation is obtained now by evaluating the derivative in eq.(22), with

$$v_{x,static}=(VU)\frac{4\eta ^2}{1\eta ^2}$$
(23)
from eq.(4); and transforming back to the rest frame of the cell, with the finger in motion, $`v_x=v_{x,static}+U`$.

After some straightforward algebraic manipulations we find

$`0`$ $`=`$ $`\eta _{xxx}3{\displaystyle \frac{\eta _{xx}^2\eta _x}{1+\eta _x^2}}+(1+\eta _x^2)^{\frac{3}{2}}{\displaystyle \frac{W(\eta )}{4B}}`$
$`W(\eta )`$ $`=`$ $`{\displaystyle \frac{4ϵ\eta ^2+15\eta ^2}{1\eta ^2}}`$ (24)
where the suffix indicates differentiation with respect to x.

In terms of the arclength measured from the tail of the finger, the equation becomes

$`0`$ $`=`$ $`\eta _{sss}+{\displaystyle \frac{\eta _{ss}^2\eta _s}{1\eta _s^2}}+(1\eta _s^2){\displaystyle \frac{W(\eta )}{4B}}`$
In eqs.(4,4), $`ϵ={\displaystyle \frac{V}{U}}`$. As was found in previous works the only parameter entering the equation is $`{\displaystyle \frac{1}{B}}={\displaystyle \frac{12\mu Uw^2}{\stackrel{~}{T}b^2}}`$ with $`w`$ being the width of the Hele-Shaw cell and all the variables are scaled to units of half this length. The existence of a single parameter is clearly insufficient as demonstrated by Reinelt. Customarily $`ϵ`$ of eqs.(4,4) is equated to $`\lambda `$, half the finger width. We here take it as a parameter as explained in section (3). Asymptotically far back at the tail we must have $`W(\eta )=0`$, or, $`ϵ={\displaystyle \frac{5\lambda ^21}{4\lambda ^2}}`$. The parameter $`ϵ`$, is then determined by the solutions to the equations and is not a phenomenological parameter.

The potential W guides the propagation of the finger. The equation is of third order in the spatial derivatives as the Korteweg-deVries equation. Third order differential equations for interface propagation are well known in the literature. Some notorious examples are: Landau and Levich, Bretherton, and Park and Homsy.

The third order equation (4) can be transformed to a more manageable second order one in terms of the angle tangent to the curve, with $`\eta `$ obtained by integration. For $`ds`$ starting at the tail, where $`\theta \pi `$, $`dscos(\theta )=dx`$.

Equation (4) now reads

$`0`$ $`=`$ $`{\displaystyle \frac{^2\theta }{s^2}}cos(\theta ){\displaystyle \frac{W(\eta )}{4B}}`$
$`\eta `$ $`=`$ $`\lambda {\displaystyle 𝑑ssin(\theta )}`$ (26)
With $`W(\eta )`$ defined in eq.(4).

The time dependent equation is obtained by using eq.(11), and recalling the definition of $`v_x`$ in terms of the stream function of eq.(3). For the velocity in the x direction, we now have

$`v_x={\displaystyle \frac{\eta _t}{\eta _x}}+U+v_{x,static}`$ (27)
Rescaling as before the length coordinates $`\eta `$, and x by $`{\displaystyle \frac{w}{2}}`$, and the time by $`t{\displaystyle \frac{tU}{w/2}}`$, and inserting eq.(27) in eq.(22), we obtain the time dependent differential equation

$`0`$ $`=`$ $`\eta _{xxx}3{\displaystyle \frac{\eta _{xx}^2\eta _x}{1+\eta _x^2}}+(1+\eta _x^2)^{\frac{3}{2}}{\displaystyle \frac{1}{4B}}\left[W(\eta ){\displaystyle \frac{\eta _t}{\eta _x}}\right]`$ (28)
In terms of the arclength eq.(28) becomes

$`0`$ $`=`$ $`\eta _{sss}+{\displaystyle \frac{\eta _{ss}^2\eta _s}{1\eta _s^2}}+(1\eta _s^2){\displaystyle \frac{1}{4B}}\left[W(\eta )\sqrt{1\eta _s^2}{\displaystyle \frac{\eta _t}{\eta _s}}\right]`$ (29)
While for the angle tangent to the front, the time-dependent equation (28) reads

$`0`$ $`=`$ $`{\displaystyle \frac{^2\theta }{s^2}}cos(\theta ){\displaystyle \frac{1}{4B}}\left[W(\eta )+cos(\theta ){\displaystyle \frac{\theta }{t}}/{\displaystyle \frac{\theta }{s}}\right]`$
$`\eta `$ $`=`$ $`\lambda {\displaystyle 𝑑ssin(\theta )}`$ (30)
To gain confidence in the equations, we proceed to show that the time dependent equation (28) gives the correct dispersion relation for the perturbation of a planar front. We will find that the instability parameter in time, here called $`\sigma `$, will obey a dispersion relation of the form $`\sigma =|\alpha |(1\lambda \alpha ^2)`$, with $`\alpha `$ related to the wavenumber of the perturbation and $`\lambda `$ a parameter proportional to the surface tension. The velocity, or pressure gradient, destabilizes and the surface tension stabilizes. We will connect to Chuoke et al. in the derivation.

We will consider a perturbation protruding from a moving front with velocity U. Eq.(28) is firstly rewritten around $`y0`$

$`0`$ $`=`$ $`\eta _{xxx}3{\displaystyle \frac{\eta _{xx}^2\eta _x}{1+\eta _x^2}}+(1+\eta _x^2)^{\frac{3}{2}}{\displaystyle \frac{1}{4B}}\left(1{\displaystyle \frac{\eta _t}{\eta _x}}\right)`$ (31)
This equation is equivalent to

$`{\displaystyle \frac{}{x}}\chi `$ $`=`$ $`0`$
$`\chi `$ $`=`$ $`4B{\displaystyle \frac{\eta _{xx}}{(1+\eta _x^2)^{\frac{3}{2}}}}+x{\displaystyle 𝑑x\frac{\eta _t}{\eta _x}}`$ (32)
Only around $`y0`$, the equation can be integrated once analytically.

Now we need an ansatz for the solution. Following Chuoke et al. we use the expression

$`x(y,t)`$ $`=`$ $`\beta (\alpha )e^\varphi `$
$`\varphi `$ $`=`$ $`\alpha y+\sigma t`$ (33)
$`\beta `$ is the amplitude of the perturbation, that is taken as dependent on $`\alpha `$ due to the nonlinearity of the equation, as Chuoke et al. assumed. (See below their equation ).

The integral in eq.(4) may be rewritten as

$`I={\displaystyle 𝑑x\frac{\eta _t}{\eta _x}}={\displaystyle x_yx_t𝑑yaty}=\eta `$ (34)
Evaluating the integral (34) with eq.(4) we find

$`I`$ $`=`$ $`{\displaystyle \frac{\sigma }{2}}\beta ^2e^{2\sigma t}(e^{2\alpha y}1)`$ (35)
$``$ $`\sigma \beta ^2\alpha y`$
The curvature may be calculated now by using

$`{\displaystyle \frac{\eta _{xx}}{(1+\eta _x^2)^{\frac{3}{2}}}}`$ $`=`$ $`{\displaystyle \frac{x_{yy}}{(1+x_y^2)^{\frac{3}{2}}}}`$ (36)
$``$ $`x_{yy}`$
$`=`$ $`\alpha ^2x`$
Using eq.(36), the integral of eq.(35), and, x of eq.(4), at $`t=0`$ to $`O(y^2)`$, as we are assuming a perturbative expansion, $`\chi `$ of eq.(4), becomes

$`\chi _0(4B\alpha ^2\beta +\beta )(1+\alpha y)\sigma \beta ^2\alpha y`$ (37)
The constant piece of $`\chi _0`$ in eq.(37), $`4B\alpha ^2\beta +\beta `$, is irrelevant. This is the reason we do not need to specify the lower bound of the integral in eq.(34). We took it as $`y=0`$. Any other choice will merely change the unimportant constant in $`\chi `$.

To satisfy eq.(4), to the lowest order in $`y`$, eq.(37) has to obey the algebraic condition

$`4B\alpha ^3\beta +\beta \alpha \sigma \beta ^2\alpha =0`$ (38)
The third term in eq.(38) is quadratic in $`\beta `$. Independence from the initial perturbation amplitude, requires $`\beta `$ to be a function of $`\alpha `$, as assumed in eq.(4). We can now determine this dependence to be $`\beta \alpha =k`$, with k, a constant. $`\beta `$ is a positive number, therefore, k has to be positive for positive $`\alpha `$, or negative for negative $`\alpha `$.

Equivalently, the proportionality above can be written as

$`\beta ={\displaystyle \frac{|k|}{|\alpha |}}.`$ (39)
Inserting eq.(39) into eq.(38) we find

$`4B\alpha ^3\beta +\beta \alpha \sigma \beta \alpha {\displaystyle \frac{|k|}{|\alpha |}}=0`$ (40)
Finally, redefining $`|\alpha |{\displaystyle \frac{|\alpha |}{|k|}},\lambda =4Bk^2`$ we find the expected dispersion relation

$`\sigma =|\alpha |(1\lambda \alpha ^2)`$ (41)
The time-dependent equation was developed on the basis of an antisymmetric stream function, eq.(16), the solutions, may, nevertheless, lack any predetermined symmetry. This phenomenon may be related to the physical concept of hidden symmetries and spontaneous symmetry breaking. Although the equations are symmetric under a certain transformation, the solutions can break the symmetry. Boundary conditions and initial conditions are key factors in determining the symmetries of the solutions. Such is the case of an initial asymmetric perturbation to the front. On the experimental side, a symmetric finger develops only asymptotically at long times. The transient behavior is patently asymmetric.

## 5 Stationary finger solutions

Let us analyze the predicted finger half-widths $`\lambda `$, as a function of the parameter B. As discussed in section (4), we expect the parameter $`ϵ`$ to be equal to one in the limit of $`B\mathrm{}`$, that is possible to implement with a displaced fluid of zero viscosity, but a density that still assures the instability and creation of a finger. In this limit the potential determines the finger half-width ( location at which the derivatives of $`\eta `$ vanish) to be $`\lambda =1`$, as expected. On the other end of $`B0`$, or infinite viscosity limit, we argued that $`ϵ=0`$ in the spirit of the no-slip condition for viscous fluids. In this limit $`\lambda =\frac{1}{\sqrt{5}}0.447`$. Looking at the experimental work of Tabeling et al., especially figure 8, it is seen that for $`{\displaystyle \frac{1}{B}}\mathrm{}`$ the finger width for various aspect ratios tends to approximately $`\lambda =0.45`$.

Therefore we can be quite confident on the potential W. On the other hand, the dynamics as described by the third order differential equation linear in the parameter B is certainly only approximately correct. In the same manner as the KdV equation is only an approximate equation derived by expanding to a certain order in the derivatives. The need of higher order terms in the curvature is apparent from the work of Brower et al.. As stressed in the introduction, a full three dimensional account of the fluid flow is necessary in order to take care of the thinning out of the finger in the transverse direction. Alternatively we could view the equation as essentially correct, with the dependence on B nonlinear and unknown. Consequently, we can trust the equation in the limit of small $`{\displaystyle \frac{1}{B}}`$.

The numerical solution was started from positive $`y=\lambda `$ and followed around the finger to $`y=\lambda `$. We employed a fourth order Runge-Kutta algorithm. We opted for the mixed integrodifferential approach of eq.(4), that proved easier to handle numerically. The equation can be solved without this change of variables also with the full third order equation (4).

For fixed B we varied manually the value of the asymptotic half-width (thereby fixing $`ϵ`$), the slope $`\theta ^{}`$ and the value of $`\theta `$ less than $`\theta =180^0`$. The equation is integrated both backwards and forwards and the parameters are fine tuned until the shape of the finger looks as symmetric as possible $`x(\lambda )x(\lambda )`$, and the nose tip shows up at exactly $`90^0`$. We inforced the symmetry condition to an accuracy of around 1$`\%`$. Moreover, only solutions where the angle decreases smoothly from the tail forwards were accepted. We rejected meandering (even slightly so) solutions that could appear as a many prongued finger.

This method of tedious search proved to be reliable. Other algorithms, such as a shooting method, etc., ended up in unreasonable, asymmetric solutions.

The literature does not abound in theoretically calculated profiles of fingers. We could hardly find any such solutions besides those of McLean and Saffman, the phenomenological solutions of Pitts, and, the original ones of Saffman and Taylor. The latter obtained without the inclusion of surface tension effects. It appears then, that it is not an easy task to predict properly finger shapes.

We proceed to show 3 profiles found for finger half-widths $`\lambda =0.93,0.82,0.66`$. They are compared with the analytical solution of Pitts that fits the data extremely well for finger half-widths smaller than around $`\lambda 0.8`$ and lies slightly below the data points for higher values of $`\lambda `$. The figures are depicted for rescaled coordinates in terms of $`\lambda `$ as has became customary.

From figures 1-3 it is clear that the solutions match the phenomenological solutions of Pitts $`cos({\displaystyle \frac{\pi }{2}}{\displaystyle \frac{y}{\lambda }})e^{\frac{\pi }{2}\frac{x}{\lambda }}=1`$, and are even superior to it for large values of $`\lambda `$. The dependence of the asymptotic finger half-width $`\lambda `$ on B, is shown in figure 4. The present results improve upon the calculations of McLean and Saffman in the range of B for which we were able to find reliable solutions, but still lie below the measured values that were obtained from averaging the results of Tabeling et al.. for various aspect ratios. Note however, that the results do not include finite gap corrections that lift the curve upwards, whereas the results of McLean and Saffman. shown in the figure do adjust for such corrections. Without these corrections the latter results fall much below the depicted curve. As stressed above, finite film effects are extremely important, as evidenced from the calculations made Reinelt.

We found numerically stationary finger profiles for B $`<`$ 110. Beyond this value, the large contributions introduced by the potential in eq.(4), render the integration from the tail unstable. This is not unexpected in light of the arguments provided in section (2). The curve of $`\lambda `$ versus $`{\displaystyle \frac{1}{B}}`$ for large values of this parameter, can be fitted by a function of the form $`Be^{kB}`$, with k a parameter. In future investigations higher order terms in the potential will be added, in the search of such a functional dependence in a self-consistent stream function approach.

Several attempts were made in the present study, to improve the algorithm by matching solutions run from the tail and from the nose. However, starting from the nose is very problematic, because of the singularity in the slope, that no matter how, creeps up in any scheme, even after transforming to better behaved variables.

The equation is extremely sensitive to the slope and initial angle that must be close to $`180^0`$. Fortunately, it was found that for a a fixed value of B, there corresponds a single value of $`\lambda `$; a unique finger solution. The selection of the finger half-width is univocous, with all the numerical methods employed. However, we cannot rule out completely the existence of other unstable branches not accessed by the numerical method, as found by Vanden-Broek for the McLean and Saffman set of integrodifferential equations.

In the course of the numerical investigation we found solutions that correspond to various multiple finger-like structures. These structures originate from specific boundary conditions at $`y=\lambda `$. The existence of such complicated patterns is quite encouraging, especially if we want to proceed further to the production, development, competition and splitting between fingers with the time dependent equation displayed above222Beautiful martingales similar to the twisting and whirling of plant branches were also found. See remarks on symmetry below eq.(28).

## 6 Conclusions

The contribution of the present work consists in the development of nonlinear differential equations for the Hele-Shaw Saffman-Taylor fingering problem. The approach is based upon the treatment of the stream function as a separable potential without any free phenomenological, adjustable parameters. The numerical stationary profiles, match extremely well the experimental ones, that are, in turn, quite accurately reproduced by the phenomenological solution of Pitts. The predicted dependence of the asymptotic finger half-width $`\lambda `$ on the physical parameters of the problem, is also satisfactory.

For the stationary case, the finger nonlinear equations are eqs.(4), and (4) the latter expressed in terms of the arclength, while eq.(4) is the corresponding integrodifferential equation, of second order, for the angle as a function of arclength. These are nonlinear and nonlocal equations.

The time-dependent equation is of the third order in space, and first order in time. Eqs.(28,29), corresponds to $`\eta `$ in terms of x and the arclength respectively, whereas eq.(4) is its integrodifferential equation for the angle as a function of the arclength also.

The equations found here, resemble the Korteweg-deVries (KdV) equation, that has been long recognized as a solitary wave equation. This equation was obtained for the nonlinear propagation of shallow water waves in a channel , and it is of the same order in space and time, as our equations.

The KdV equation reads

$`c_0\left({\displaystyle \frac{h^2}{6}}{\displaystyle \frac{2Th}{\rho g}}\right)\eta _{xxx}+{\displaystyle \frac{3c_0}{2h}}\eta \eta _x+\eta _x(c_0+{\displaystyle \frac{\eta _t}{\eta _x}})=0`$ (42)
where h, is the depth of the channel in which the soliton propagates. $`c_0=\sqrt{gh}`$ is the speed of linear propagation of waves in the channel, g is the acceleration of gravity and $`\eta `$ denotes the soliton profile propagating in the channel along the x axis with velocity $`U={\displaystyle \frac{\eta _t}{\eta _x}}`$, in a fluid with density $`\rho `$ and surface tension T. This is a third order equation nonlinear in $`\eta `$. The specific nonlinear term, and, the potential found in eq.(4), differ from the quadratic nonlinear term of the KdV equation (42). The nonlinear terms in eq.(4), and eq.(42) arise from the boundary conditions at the interface between the front and the displaced fluid as well as the surface tension pressure drop. Eq.(4) however, carries also the information of the lateral flow constraint that is absent in eq.(42). Moreover, eq.(4) is based upon the creeping flow assumption of eq. (1), while eq.(42) does not assume such a restricted version of the Navier-Stokes equation. Therefore the nonlinear terms differ.

Nevertheless, the equations are similar. Both are of third order in the shape variable, both are nonlinear, and are linear in time In the derivation of eq.(4) we adhered to the separable assumption expansion used by Korteweg and deVries and their techniques. It is then, perhaps, not surprising, that we found a similar equation \- despite the differences in context-, as both equations describe the propagation of stationary and stable shape fronts in a fluid medium.

Links between soliton equations and the Hele-Shaw finger are already hinted in the work of Kadanoff, in which varieties of the so-called Harry-Dym equations were found to be in close relationship to finger development. The above equations belong to a broad class of flux-like partial differential equations, that are widely used in the literature. In the context of Darcian flow in the Hele-Shaw cell, Goldstein et al. study instabilities and singularities by means of an equation of this type. The main difference between the equations we derived here, and the one of Goldstein et al., is, again, the appearance of a potential term $`W(\eta )`$ in eqs.(28,4).

The present method does not use any phenomenologically observed characteristic. The model results follow solely from a treatment in terms of the stream function, and the relaxation of the condition of $`\lambda =\frac{U}{V}`$, that amounts to an unphysical restriction on the Hele-Shaw cell walls especially for large viscosities, or small capillary numbers. A flat tail requires $`ϵ={\displaystyle \frac{5\lambda ^21}{4\lambda ^2}}`$. $`ϵ`$, is then determined by $`\lambda `$, that is in turn determined by the existence of solutions. We assumed a constant, capillary number dependent $`ϵ`$. Further progress requires a model for the dependence of $`ϵ`$ on the capillary number.

The predicted dependence of finger half-width $`\lambda `$, on capillary number through the parameter B of figure 4, achieves more than the integrodifferential approach of McLean and Saffman even without corrections of finite films left behind the propagating finger. The partial success in dealing with the problem, suggests that front propagation phenomena might have a corresponding soliton-like guiding equation, at least for restricted geometries.

For the Hele-Shaw cell, the cell provides the potential for the propagation of the finger, while the pressure difference determined by the surface tension provides the dynamics. In dendritic growth, the temperature gradient provides the dynamical guidance and the cell and substrates, the potential.

The obvious shortcoming of the current method, and other existing methods, is the neglect of the dynamics along the third dimension. One possible way to improve the equations would be to include vorticity. Even if in the bulk there is no vorticity, on the front there could be a sizable amount of it without spoiling the bulk properties of the fluid in the hydrodynamic regime, as in superfluid Helium. It seems then, that a treatment including vorticity may be more appropriate.


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# Beam Test of BTeV Pixel Detectors

## 1 Introduction

BTeV is an experiment being constructed at the Fermilab $`p\overline{p}`$ collider, designed to study mixing, CP violation, and rare decays of beauty and charm hadrons. This experiment exploits two advantages of the “forward” direction: the correlation in the direction of the $`b\overline{b}`$ pair produced, and the boost that allows an easier identification of detached vertices. This allows for efficient flavor tagging and sensitivity to a great variety of heavy flavor decays btev .

The pixel vertex detector is one of the key elements of the BTeV spectrometer. It is located in the center of the detector, inside an 1.6 T dipole magnet. The pixel technology is chosen for its higher radiation resistance and superior pattern recognition capability, which is essential to the detached vertex trigger erik , that depends extremely on pixel information on the first level.

During 1999-2000 fixed target run at Fermilab, several single chip pixel detector prototypes were tested, with different front end readout chips. The goal was to determine the spatial resolution as function of particle angle of incidence, readout digitization accuracy, sensor bias and readout thresholds. We also wanted to gain operational experience and to look for potential problems.

A detailed Monte Carlo (MC) simulation was developed to predict spatial resolution and occupancy for different sensors and front-end chips. MC and data are compared below to test our understanding of these detectors.

## 2 The experimental apparatus

The data were collected using a 227 GeV/c pion beam. Figure 1 shows the experimental setup. The pixel devices under test were located between two stations of silicon microstrip detectors (SSD’s), that provide tracking information, to an accuracy of about 2.1 $`\mu `$m in the x direction on pixel planes, that corresponds to the “small pixel dimension”. The pixel cell is rectangular ($`50\mu \mathrm{m}\times 400\mu \mathrm{m}`$). In the resolution we report, the contribution from tracking precision is not taken out. The pixel devices were mounted on printed circuit boards (PCB’s), which fit tightly into slots machined in an aluminum box. The slots allowed a single detector to be positioned normal to the incident beam direction or at different angles.

The pixel sensors under test were all from the “first ATLAS prototype submission” atlas . The pixel collection electrodes are $`\mathrm{n}^+`$ doped on n substrate, with p-stop or p-spray insulation techniques. Different type of sensors were indium bump bonded to two different versions of the front end readout chip developed at Fermilab dave2 . Two sensors of p-stop and p-spray types from CiS were bump bonded to FPIX0 chip, and two from Seiko were bump bonded to FPIX1 chip. Both chips provide zero-suppressed analog information. The FPIX0 output was analog and digitized by an external 8 bit flash ADC (FADC). The FPIX1 included a 2-bit FADC in each cell.

Two scintillation counters were positioned upstream and downstream of the silicon telescope. The readout was triggered by the coincidence of signals from these two scintillation counters, and the $`\mathrm{FAST}\mathrm{\_}\mathrm{OR}`$ output signal from the FPIX0 p-stop detector.

## 3 Monte Carlo Simulation

A detailed Monte Carlo simulation was developed to predict the charge sharing and spatial resolution of silicon pixel detector marina . We compared the simulation with beam test results to determine the validity of the simulation model.

In an $`n^+np^+`$ detector, the charge carriers collected at the pixel electrodes are electrons. A minimum ionizing particle (MIP) crossing silicon sensor, deposits energy along its path, producing electron-hole pairs. The charge clouds drift along electric field, and spread laterally due to diffusion. The mobility dependence upon electric field and temperature is included in the simulation cms . In simulating the energy deposition, we take into account the atomic structure of the material geant . The processes determining the energy loss are: excitation, low energy ionization and energetic knock-on electrons ($`\delta `$-rays). The treatment of $`\delta `$-rays is similar to reference pindo .

Pixel detectors feature very low electronic noise. In particular, the equivalent noise charge (ENC) is about 110 $`e^{}`$ for FPIX0-pstop and FPIX1-pstop. The external FADC introduces extra noise of about 400 $`e^{}`$ gabriele . The discriminator thresholds are 2500 and 3780 $`e^{}`$ for FPIX0-pstop and FPIX1-pstop respectively, with spread of about 400 $`e^{}`$. The effects of amplifier, threshold and ADC accuracy are included in the simulation.

## 4 Results

### 4.1 Charge collection

Charge collection is studied with FPIX0-instrumented sensors, because of the 8-bit digitization resolution. The measured pulse height distributions are well fitted using a Landau distribution convoluted with a Gaussian. For the CiS p-spray sensor, we find sizable charge collection inefficiency on the column boundaries. This is consistent with previous measurements made by the ATLAS collaboration ragusa . This feature is attributed to a design flaw and is not intrinsic of the p-stop technique.

The average charge collected by CiS p-stop sensor is about 30,100 $`e^{}`$, with a most probable charge of 24,700 $`e^{}`$. For CiS p-spray, we observe a 24% inefficiency in charge collection. The average charge is about 23,100 $`e^{}`$ and most probable charge is 20,000 $`e^{}`$.

### 4.2 Charge sharing

The charge deposited by a single track is often shared by more than one pixel. The amount of charge sharing is determined by the number of pixel cells crossed by the track, and by the diffusion induced spread of the electrons drifting in the silicon.

The fraction of the time that each cluster size (number of pixels in narrow dimension) is observed is shown in Figure 2 for FPIX0-pstop. The data shows clearly the dominance of two pixel clusters within the nominal BTeV acceptance of 18 degrees. The MC simulation gives an excellent description of the data.

We now study the influence on the charge sharing of different detector bias voltages and readout threshold settings. For large incident angle tracks, charge sharing is mainly determined by geometry; the effect of bias voltage is negligible. At small angles, the charge sharing is affected by diffusion. Low bias voltage results in longer collection time, and thus increases the charge sharing. As will be discussed later, this improves the spatial resolution at small angles. As expected, the discriminator threshold is important at all track angles. Lower threshold always translates directly into more precise position interpolation.

### 4.3 Spatial resolution

The track parameters are fitted using SSD’s and other pixel detectors in the telescope. The projection point of the track on the pixel plane under study is used as the predicted position. The measured coordinate is given as the center of gravity of the pixel cluster associated with the track. For clusters with more than 1 pixel, a linear $`\eta `$ correction is applied. For clusters with 2 pixels, $`\eta `$ is defined as the relative charge difference of the 2 pixels. For clusters with more pixels, charges of head and tail pixels are used.

For different track incident angles, the difference between predicted and reconstructed position (residual) distributions are studied. The measured spatial resolutions are derived as standard deviations obtained from a Gaussian fit to these distributions. The resolutions as function of incident angle are shown in Figure 3. The experimental results are in very good agreement with the simulation. The small discrepancy comes from imperfect alignment.

We have computed the resolution with binary information from each pixel hit, also shown in Figure 3. One interesting feature in binary mode is the oscillation of spatial resolution as the incident angle changes. This oscillation comes from the change of dominant cluster size shown in Figure 2. This is also the reason why for small incident angle tracks, the resolution improves with the decreasing of the sensor bias voltage above depletion voltage with analog readout. These results show why an analog readout is the chosen solution for BTeV.

The spatial resolutions of FPIX1 p-stop sensor are shown in Figure 4(a), The resolution of FPIX1 p-stop is about 1 $`\mu `$m worse than FPIX0 p-stop. Most of the deterioration comes from the higher threshold. The FPIX1 instrumented detector was operated with a discriminator threshold of 3780 $`\mathrm{e}^{}`$. while the FPIX0-instrumented detector was operated with a discriminator threshold of 2500 $`\mathrm{e}^{}`$. Figure 4(b) shows the MC simulation results with the same threshold for 8-bit and 2-bit ADC. The 2-bit ADC results are quite good and give us confidence that the 3-bit ADC planned for our final readout electronic (FPIX2) abder  will provide excellent performance.

### 4.4 Occupancy test

One of the crucial parameters in design of pixel readout chip is occupancy. It is especially important for chips close to the beam line where track density is higher.

In a short test, a diamond target was placed upstream of the four plane pixel telescope. Multi-particle interactions were recorded and analyzed (see Figure 5). The track density is factor of 10 larger than expected at BTeV.

## 5 Summary

A test beam has shown that the pixel technology chosen for BTeV performs according to expectation. Two generations of pixel readout chips FPIX0 and FPIX1 are used, with ATLAS sensor prototypes bump-bonded to them. The spatial resolution with 2-bit analog information is quite good, and demonstrates that the final version of the front end electronics featuring 3 bit FADC will provide an excellent performance that will allow us to achieve our physics goals.


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# A search for new 𝛾 Doradus stars in the Geneva photometric database

## 1 Introduction

The $`\gamma `$Dor stars constitute a new class of pulsating variables that was discovered only recently. Krisciunas (Krisciunas (1998)) and Zerbi (Zerbi (2000)) review the history of the discovery and the current observational status of this group of variables. We refer to these papers for a general introduction on $`\gamma `$Dor stars, but we mention here that these objects are thought to exhibit multiperiodic high-order g-mode pulsations with periods in the range of 0.5 - 3 days.

Much effort is currently made to find new members of this group, in order to constrain their pulsational characteristics and their position in the HR diagram. This is especially relevant since the subject of the precise excitation mechanism is not yet settled. Promising theoretical models are currently being worked out. No direct confrontation between the new theoretical ideas about the driving and the observational status has been performed yet, one of the reason being that the number of bona fide members is still low and that these stars have quite a large variety in their observational behaviour.

We already performed a systematic detection and classification of $`\gamma `$Dor stars from the Hipparcos Periodic Annex using the Geneva photometric system. The method used was a multivariate discriminant analysis and it led to the discovery of 14 new $`\gamma `$Dor candidates (Aerts et al. Aerts&al (1998)). Moreover, Handler (Handler (1999)), searching for new $`\gamma `$Dor stars in the Hipparcos catalogues of the periodic and unsolved variables, found respectively 13 and 18 new “prime” $`\gamma `$Dor candidates which are non-redundant with other studies.

The paper is organised as follows. In Sect. 2, we present the obtained data from the Geneva photometry, and compare it to the Hipparcos photometry. In Sect. 3, we search for periodic behaviour in the data. In Sect. 4, we present the spectra of the stars. Finally, we end with some conclusions in Sect. 5.

## 2 Geneva Photometric data

The content of the Geneva catalogue is the union of more than 200 scientific programmes, including all stars in the Bright Star Catalogue south of $`\delta =+20^{}`$. The Geneva photometric database now contains 344 500 measurements of 47 600 stars. There are seven filters, namely U, B, V, B1, B2, V1, G. During the reduction scheme, a weight is assigned to each measurement and the noise level of single measurements with the weights 3 or 4 for the V band is about 4 to 5 milli-magnitudes. For the article, we take the intermediate value of 4.5 milli-magnitudes.

We started a search in the Geneva photometric database for $`\gamma `$Dor candidates. We selected in the Geneva catalogue F0-F9 stars which fitted the observational window and with a high dispersion, $`\sigma _{m_V}`$. The eleven chosen candidates were monitored with the P7 photometer attached to the 70cm Swiss telescope at La Silla observatory. We here report our analyses of the new photometric data.

Generally, we disregarded the very few measurements that already existed of the programmed stars in the Geneva database and used only the data taken during the dedicated campaigns. These consist from 2 to 7 runs of each 3 weeks, during which each star was observed typically twice per night. The total time span of the data varies between 1 to 5 years with a mean of 2 years.

The Geneva photometry permits an accurate determination of temperature $`T_{\text{eff}}`$, gravity $`\mathrm{log}(g)`$, and metallicity \[M/H\]. In Table 1 we list the physical properties of our 11 stars derived from the Künzli et al. (Kunzli (1997)) calibrations. The errors given are the ones resulting from the interpolation in the tables of standard stars. They are only valid assuming that the average colours are free from errors. The standard errors should therefore not be considered as physical error estimates. Our targets are in general slightly metal weak and some are just slightly hotter than the sun.

### 2.1 Variability detection

A $`\chi ^2`$ test was used to evaluate the variability status of the photometric time series. Table 1 lists also the main characteristics of these photometric time series. Because there is usually a huge time gap between the first data ever taken in the Geneva system and the newer dedicated photometric sequences, the measurements taken before the Julian date $`\mathrm{2\hspace{0.17em}448\hspace{0.17em}000}`$ were removed. All more recent data points were kept, such that we have a higher resolution in the frequency domain as will become evident from the subsequent period searches. In Table 1, $`n_G`$ is the number of measurements with weight strictly greater than $`2`$, $`\overline{m_V}`$ is the mean $`V`$ magnitude, $`\sigma _{\overline{m_V}}`$ is the dispersion of the mean $`V`$ magnitude, $`p_{\text{val}}`$ is the p-value associated with the $`\chi ^2`$.

In the sample of the 11 stars studied, fixing the size of the test at 1%, we found that five stars are constant stars (HD 5590, HD 7455, HD 8393, HD 22001, HD 27604). In these stars the high initial $`\sigma _{m_V}`$ was due to off measurements at the beginning of the time series. We note that the time series of the star HD 8393 seems to show a slight drift and that the time series of the star HD 27604 has a few data points with a high magnitude.

### 2.2 Cross verification with Hipparcos data

The 11 stars were also measured by the Hipparcos satellite. In Table 2 we have the correspondence between HD and HIP (Hipparcos identifier), the $`V`$ magnitude, the absolute magnitude $`M_V`$, its error $`\sigma _{M_V}`$, the colour $`BV`$ and its associated error $`\sigma _{BV}`$, the number of observations $`n_H`$, the median magnitude $`Hp`$, the standard error of the $`Hp`$ median magnitude $`\sigma _{Hp}`$, the p-value associated with the $`\chi ^2`$ test $`p_{\text{val}}`$ and the result of the analysis by the Hipparcos teams RH, which indicates that the star was classified as: constant C, microvariable M, double star D, member of the atlas of the unsolved variable U (cf. ESA ESA (1997) and Eyer Eyer (1998)). The HR diagram is represented in Fig. 1 with the location of the eleven stars. Note that there is a probable identification problem in the Hipparcos catalogue. The star HD 7455 is referred to HIP 5745. According to its absolute magnitude and to its TYCHO colours, we conclude that the correct identification of this star is HIP 5735 and not HIP 5745.

We remark that out of the eleven stars, one has only flagged measurements (double star), five stars can be declared to be constant, five can be declared variable. The classification from Hipparcos is nearly consistent with the classification obtained from the Geneva photometry. However, there are two discrepant cases: HD 8393 (HIP 6387) and HD 26298 (HIP 19383). The latter case is explained by the fact that the precision of Hipparcos is not as good as the Geneva photometry at these magnitudes; the former case is more puzzling.

## 3 Period search

For the 6 remaining stars left from the analysis of the Geneva photometry, we searched for periodic behaviour with different methods, namely Fourier (Deeming Deeming (1975) and Ferraz-Mello FerrazMello (1981), Scargle Scargle (1982)) and PDM (Jurkevich Jurkevich (1971), Stellingwerf Stellingwerf (1978)). The results are listed in Table 3. The frequency resolution is taken as $`1/(8(t_{n_G}t_1))`$, where $`t_1`$ and $`t_{n_G}`$ are the times for the first and last data points. The interval in frequency is chosen between 0 and 30 \[1/days\]. The reason for searching short periods is a possible contamination of the sample by $`\delta `$ Scuti stars.

For two stars (HD 12901, HD 48501) there is an agreement between all methods. For two other stars (HD 10167, HD 26298), the resulting frequencies are close to a sampling frequency. For the star HD 33262, the period is about 100 days. For the star HD 35416, each method gives a different result. It seems that the time series of this star shows a long term trend explaining the long periods found. With a model with trend and noise the behaviour of the star is explained (within a 1% test size).

For the time series, we performed extensive Monte-Carlo simulations to determine the false alarm probability. The $`H_0`$ hypothesis is constructed as follows. We take a gaussian signal sampled at the same times with the same variance, and perform a Fourier transform over a frequency interval from 0 to 10 \[1/days\] with a time step of $`1/(8(t_{n_G}t_1))`$. In the delicate case of the time series of HD 26298, we see that the maximum of the power spectrum is higher than the 1% level derived from simulations (cf. Fig. 2), which clarifies that this star is variable.

We present in Fig. 3 the folded curves with the period obtained from the PDM method.

For the 6 stars for which a period search was performed, three stars are in the compatible range for $`\gamma `$ Dor stars behaviour. However, two stars have periods related to the sampling period of one day, leaving gaps in the phase diagram (cf. Fig. 3).

The stars with a sufficiently dense covering over all phases have clearly high residuals after prewhitening with the main period, pointing to possible multiperiodic behaviour or a non-regular behaviour. For the star HD 12901, the fraction of the variance explained by a sinusoidal model with one period (0.8227 day, amplitude: 16.3 milli-mag) is 49%, and with two periods (0.8227 and 0.8430 day, amplitudes: 15.1 and 9.7 milli-mag) is 67%. For the star HD 48501, the fraction of the variance explained by a sinusoidal model with one period (10.959 days, amplitude: 15.7 milli-mag) is 44%, and with two periods (10.959 and 0.7750 day, amplitudes: 14.4 and 12.8 milli-mag) is 70%. Since there is a period close to 1 day, we can include this star in our list of candidates. We conclude that both HD 12901 and HD 48501 are clearly multiperiodic.

### 3.1 Pulsation, eclipses ?

The sample might be contaminated by EW eclipsing binaries, the period of which can be of the same order than that of the intrinsic periods of $`\gamma `$Dor stars.

A test that discriminates between these possibilities (besides spectroscopic observations) is a study of the periodic signal in the colour. The bona-fide $`\gamma `$Dor stars are known to have colour changes. These changes have the same periods than those found in the light variability.

If the system is eclipsing and if the two stars are identical, then no colour variations will be observed. If, however, the two stars have different colours, then the signal will have a double periodic behaviour.

For HD 12901, we find the same period in the colour $`BV`$ as in $`V`$. For HD 48501, the period found is not near 10 days but is 0.91 day. This points out that the period around 10 days might be an alias period of the one near one day. For the stars HD 10167 and HD 26298, it seems that the period is half of the period found in the $`V`$ magnitude. HD 35416 has no significant colour variations.

### 3.2 Amplitudes in different filters

We performed the period search in different filters (U, B, B1) to check if the main period mentioned above appears in all these filters. The frequency spectra in the different filters behave as follows:

* for HD 12901 and HD 48501, the spectra in the different bands are similar. The highest amplitude for both occurs in the B1 filter.
* for HD 10167, there is a different spectrum in the U band but all the other bands have the same structure (B1 having the highest amplitude).
* HD 33262, HD 35416 have similarities in certain different bands.
* HD 26298 has a different behaviour in different bands.

### 3.3 Conclusion on the photometric variability analysis

Out of the eleven stars five are constant, one has no significant periodic behaviour (HD 35416), one has a long term behaviour (HD 33262), one could be a $`\gamma `$Dor star but there is an aliasing problem (HD 48501), and three stars have periods compatible with $`\gamma `$Dor behaviour. Two of these have an incomplete phase coverage (HD 10167, HD 26298) and one has a good phase coverage (HD 12901). The check for colour variations does not permit to rule out any cases.

## 4 CORALIE measurements

### 4.1 Data description

We have started a campaign with the CORALIE spectrograph for detecting possible line-profile variations in the $`\gamma `$Dor candidates. CORALIE is an echelle spectrograph attached to the new 1m20 Swiss telescope at La Silla, which was primarily built to search for extraterrestrial planets. The software gives online radial velocities of the observed object by doing a cross correlation with a template. The correlation profile is directly accessible, and so can be used to derive immediately possible duplicity and to determine the rotational velocity of the star. The correlation profile reflects also the double star character by presenting a double peak. The star HD 10167 is clearly a double star (cf. Fig. 4). The photometric variability of this object is probably due to the duplicity and not to a $`\gamma `$ Dor phenomenon. We find that the star HD 27604 is also a double star.

Besides the correlation profile, the spectrum itself can be obtained from 388 nm to 681 nm with a resolution of about 50 000 at 500 nm. We present here the spectra of nine stars. Two stars were too faint to be measured.

We searched for a spectral line which is not blended and which could show clear profile variations. For each star a set of five spectra was taken and for the promising candidates larger sets of spectra have been taken and will be presented in the near future. The question of chromospheric activity will also be addressed. We will elaborate much more extensively on our line-profile variation study of many candidate $`\gamma `$ Dor stars in a forthcoming paper.

In order to select a suitable spectral line, we use the spectrum of a standard star, with a high resolution. In this way, we are then able to distinguish which lines are not blended. Our choice was to concentrate on the calcium line at 6122 Å. Other spectral lines can be taken as the FeII at 4508 Å and also TiII at 4501 Å. Many stars show a rapid rotation which broadens the lines and makes an analysis difficult.

We superposed the spectra of the 9 stars around the unblended Ca line in Fig. 5.

### 4.2 Rotation speed and rotation period

We determined the $`v\mathrm{sin}(i)`$ by the following method: we used the star HD 7455 which has a small $`v\mathrm{sin}(i)`$ as a template and applied an artificial rotation broadening to its spectrum with different $`v\mathrm{sin}(i)`$. We computed then its correlation profile. We compared the correlation profile of the star for which we want to know the $`v\mathrm{sin}(i)`$ with the different computed correlation templates. The solution which minimised the residuals between the solution and the template is taken as the best $`v\mathrm{sin}(i)`$. They are listed in Table 4. The underlying hypothesis is that all the broadening is due to rotation. The radii and the masses were determined by doing an interpolation using the tables of Schaller et al. (Schaller (1992)), and Schaerer et al. (Schaerer (1993)) and by taking the physical parameters from the Geneva photometry. We then determined the maximal rotation periods of the stars by assuming $`i=\pi /2`$. We note that the estimates of the rotation period are of the same order of magnitude as the periods found in the photometry. It is therefore important to find multiperiodicity and/or additional evidence of the $`\gamma `$Dor nature to be able to exclude rotational modulation as a cause of the observed variability.

## 5 Conclusion

The more thoroughly the candidates were studied the more they were rejected. We end therefore with a shorter list of $`\gamma `$Dor stars. Establishing such a list needs strong efforts, but it is important for describing precisely the physical properties of this pulsating star group.

We have found three new $`\gamma `$Doradus stars (HD 12901, HD 48501, HD 26298). One of them (HD 12901) was indicated by Handler (Handler (1999)) to have a possible $`\delta `$Scuti behaviour on the basis of Hipparcos data. Our Geneva photometry, however, clearly points towards multiple periods longer than those of $`\delta `$Scuti stars and in the region expected for $`\gamma `$Doradus stars. HD 48501 is also a multiperiodic variable. The line-profile variability of these three new $`\gamma `$Dor stars will be discussed in a separate paper.

It is presently important to find as many confirmed $`\gamma `$Doradus stars as possible, in order to constrain the suggested theoretical excitation models. In particular, the question remains whether or not the $`\gamma `$Doradus phenomenon only occurs for F 0 – F 2 type stars or also for much cooler objects as suggested by Aerts et al. (Aerts&al (1998)). If the latter is true, then it is tempting to assume that the $`\gamma `$Doradus stars may exhibit simultaneously opacity-driven g-modes and stochastically excited solar-like p-modes. The occurrence of both such types of pulsations would broaden the interest for the stars because they would become unique objects for seismology. In this respect, the search for solar-like oscillations in bright selected $`\gamma `$Doradus stars by future seismology space missions, such as MOST, MONS and COROT, would be extremely valuable.

###### Acknowledgements.

We would like to thank very warmly Claudio Melo for his very kind and efficient help.