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# The Spatial Clustering of Distant, 𝒛∼𝟏, Early-Type Galaxies

## 1 Introduction

The evolution of the galaxy two-point correlation function provides important insights into the nature of galaxy formation and evolution (Peebles 1980, Efstathiou et al. 1991). The shape and normalization of this function depends on both the cosmic growth of mass structures and on the details of how galaxies trace mass at different epochs - the bias evolution. Measurements of the clustering evolution of galaxies of different luminosities and morphological types help constraining how, when and where they were formed.

In the last few years, a number of investigations of the spatial clustering of distant galaxies has been carried out. A marked decline in the amplitude of the spatial correlation function has been reported to $`z1`$, for magnitude selected samples of field galaxies (Le Fevre et al. 1996, Carlberg et al. 1997, Hogg et al. 2000), consistent with a stable clustering scenario. This decline seems to reverse towards high–$`z`$, given the strong clustering reported for Lyman-Break Galaxies (LBG’s hereafter) at $`z=3`$ (Giavalisco et al. 1998, Adelberger et al. 1998).

Recently, Daddi et al. 2000 (D2000 hereafter) detected a large angular clustering signal from extremely red, $`RKs>5`$, galaxies (EROs) obtained from a $`K`$-selected survey over 700 arcmin2. The angular clustering of EROs was found to be an order of magnitude larger than the full $`K`$-magnitude selected galaxies, and an increase of the clustering signal was detected with increasing $`Ks`$ luminosity and increasing $`RKs`$ color (D2000). A similarly large angular clustering amplitude for EROs has been reported by McCarthy et al. (2000) in an imaging survey of red galaxies detected in an $`H`$–selected sample.

From the selection criteria it is known that EROs can be high-redshift passively evolving ellipticals or dusty starbursts, and examples of both classes exist (see e.g. D2000 for more details). It is becoming clear however, that the bulk of the ERO population is probably dominated by the former class: Broadhurst & Bouwens (2000), Moriondo, Cimatti & Daddi (2000) and Stiavelli & Treu (2000) have concluded from independent datasets that most ($`70`$%) such objects have De Vaucouleurs profiles, with only about 15% of them displaying irregular or disturbed morphologies, expected for dusty starburst systems (the remaining 15% has a disk-like exponential profile). The existing spectroscopic results for single objects or for small samples of EROs support this conclusion (Spinrad et al. 1997; Soifer et al. 1999; Cimatti et al. 1999, Liu et al. 2000). Spectroscopy of flux-limited samples of $`K`$ selected galaxies generally suffer from incompleteness of the optically reddest galaxies but the weight of evidence is that most of the reddest objects have spectra consistent with early-type galaxies, up to the effective spectroscopic limit of $`z1.3`$ for absorption-line work (Cohen et al. 1999; Eisenhardt et al. 1998; Cimatti 2001). These surveys also broadly show that the EROs of known redshift are in the range $`0.8\stackrel{<}{}z\stackrel{<}{}1.5`$, consistent with expectations for passively evolving ellipticals based on an extrapolation of the local luminosity function with passive evolution (Sect. 3).

Even if a few EROs have been identified as counterparts of SCUBA sources (Smail et al. 1999; Gear et al. 2000), SCUBA observations of complete ERO samples show no frequent detections (Mohan et al. 2001, in preparation) reinforcing the idea that dusty HR10-like objects (Cimatti et al. 1998, Dey et al. 1999, Andreani et al. 2000) are rare among EROs. It is therefore reasonable to conclude that with $`K\stackrel{<}{}19`$ EROs we are observing the clustering signal of predominantly distant early-type galaxies.

Here we take the angular correlation function measurements of the EROs and a plausible estimate of their selection function to derive their spatial clustering amplitude. The 3D correlation length of EROs should thus produce constraints on the evolution of the clustering of early-type galaxies, a population of objects which is likely to have formed in the highest amplitude perturbations and to be positively biased with respect to the general galaxy population and to the overall distribution of mass. The evolution of the correlation amplitude of early-type galaxies is an observable which is independent of measurements of the evolution of their comoving number density, providing therefore a complementary mean to examine the rate of evolution. Constraints on the density evolution of EROs have been sought previously in response to predictions of CDM models (Baugh et al. 1996, Kauffmann 1996). Early work based on small fields claimed observational evidence for a sharp decline in space density of early type galaxies, while more recent estimates based on deeper and more complete samples are consistent with a constant comoving density of this population up to at least $`z1.3`$, and imply a typical formation redshift of the stars in these galaxies not less than $`z_f2.5`$ assuming passive evolution (see Daddi, Cimatti & Renzini 2000 for a complete discussion). Hence it is very important to obtain information regarding the clustering evolution to independently address this important question. Here we analyze together both these questions of clustering and density evolution of EROs, with the largest complete sample of relevant data.

In Sect. 2 we describe the standard Limber’s equation formalism. Sect. 3 derives order-of-magnitude results on the correlation length $`r_0`$ that confirm the interpretation of EROs as high–$`z`$ early type galaxies and justify our assumed redshift distribution. Sect. 4 present the $`r_0`$ estimates based on Limber’s equation. In Sect. 5 we discuss the limitation of the standard approach and we use numerical simulations to find the definitive constraint on the correlation length, that differs significantly from the Limber’s equation results. We discuss the general implications of our findings for the clustering analysis on small areas. We than compare in Sect. 6 our estimates of the correlation length of distant ellipticals to the measurements in the local universe and to theoretical models predictions. Our conclusions are presented in Sect. 7.

All the scales quoted in the paper are given in comoving units. Three cosmological models have been considered: a $`\mathrm{\Lambda }`$-flat universe ($`\mathrm{\Omega }_m=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$, $`h=0.7`$), an open universe ($`\mathrm{\Omega }_m=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0`$, $`h=0.7`$) and an $`\mathrm{\Omega }`$-flat universe ($`\mathrm{\Omega }_m=1`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0`$, $`h=0.5`$). $`H_0=100h`$ km s-1 Mpc -1.

## 2 The Limber’s equation and the spatial correlation length

The angular two point correlation function $`w(\theta )`$ is related to its real space analogous $`\xi (r)`$ by Limber’s equation (Peebles 1980). In the case of small angles ($`\theta 1`$), if both $`w`$ and $`\xi `$ have power law shapes, writing $`\xi (z)=(r/r_0(z))^\gamma `$ (with $`r_0(z)`$ being the comoving correlation length at redshift $`z`$, and $`r`$ the comoving distance), the Limber’s equation becomes:

$$w(\theta )=\sqrt{\pi }\frac{\mathrm{\Gamma }((\gamma 1)/2)}{\mathrm{\Gamma }(\gamma /2)}\frac{g(z)(dN/dz)^2r_0(z)^\gamma 𝑑z}{[(dN/dz)𝑑z]^2}\theta ^{1\gamma }$$
(1)
where $`dN/dz`$ is the redshift selection function of the sample, which in the limit of a large number of objects coincides with the observed redshift distribution. The function g(z) depends only on the cosmology:

$$g(z)=(dx/dz)^1x^{1\gamma }F(x)$$
(2)
where $`x`$ and $`F(x)`$ are defined with the metric:

$$ds^2=c^2dt^2a^2[dx^2/F(x)^2+x^2(d\theta ^2+sin^2\theta d\varphi ^2)].$$

If we define:

$$r_{0,\mathrm{eff}}^\gamma =g(z)(dN/dz)^2r_0(z)^\gamma 𝑑z/g(z)(dN/dz)^2$$
(3)
then by using eq. 1 and with $`w(\theta )=A\theta ^{1\gamma }`$ we have:

$$A=r_{0,\mathrm{eff}}^\gamma B$$
(4)
$$B=\sqrt{\pi }\frac{\mathrm{\Gamma }((\gamma 1)/2)}{\mathrm{\Gamma }(\gamma /2)}\frac{g(z)(dN/dz)^2𝑑z}{[(dN/dz)𝑑z]^2}$$
(5)
Thus, knowledge of a measured or assumed redshift distribution allows us to relate the angular clustering amplitudes $`A`$ to the 3D correlation length $`r_{0,\mathrm{eff}}`$. If $`d^2r_0(z)^\gamma /dz^2`$ is negligible in the relevant redshift range, then $`r_{0,\mathrm{eff}}=r_0(z_{\mathrm{eff}})`$ with:

$$z_{\mathrm{eff}}=zW(z)𝑑z$$
(6)
$$W(z)=g(z)(dN/dz)^2/g(z)(dN/dz)^2𝑑z$$
(7)
This inversion process provides a weighted estimate of $`r_0`$ over the probed redshift range. In the following, we will refer generically to $`r_0`$ as $`r_{0,\mathrm{eff}}=r_0(z_{\mathrm{eff}})`$, bearing in mind, anyway, the effect of eqs. 3 and 6. For consistency with D2000, where the clustering amplitudes were fitted with $`w(\theta )\theta ^{0.8}`$, we assume $`\gamma =1.8`$ for our analysis, consistent with most previous observations (see e.g. Roche & Eales 1999). In the following we will quote the values for the amplitude of the angular two-point correlation function as measured (or extrapolated) to 1 degree, i.e. $`AA(1^o)`$.

## 3 The effects of the selection function

To derive 3D information from the angular correlation measurements a selection function for EROs must be supplied. As discussed in the introduction, strong evidence exist that the bulk of EROs is made of early type galaxies.

The strong angular clustering of EROs reported by D2000 and McCarthy et al. (2000), independently supports this same conclusion. In fact, early-type galaxies in the local universe are known to prefer high density environments (Dressler 1980) and to have much larger correlation lengths than late-type galaxies ($`r_0\stackrel{>}{}7`$–8 versus $`r_0\stackrel{<}{}5`$; Davis & Geller 1976; Giovanelli, Heynes & Chincarini 1986; Loveday et al. 1995) and than dusty starburst (see e.g. Saunders et al. 1992 for IRAS galaxies that have $`r_03.8`$ $`h^1`$ Mpc). At higher ($`z1`$) redshift even lower correlation lengths have been observed for star forming galaxies: Adelberger et al. (2000) find that balmer break ($`z1`$ star forming) galaxies have $`r_0\stackrel{<}{}3`$ $`h^1`$ Mpc, while the blue starburst selected field galaxies at $`0.8<z<1.5`$ have $`1\stackrel{<}{}r_0\stackrel{<}{}2.5`$ $`h^1`$ Mpc (Carlberg et al. 1997, Hogg et al. 2000).

In Fig. 1 we calculate the width of simple top-hat redshift distribution that can reproduce the ERO observed angular amplitude, as a function of $`r_0`$. Requiring that EROs have a correlation length of $`r_0\stackrel{<}{}3`$ $`h^1`$ Mpc, typically measured for $`z1`$ star forming galaxies, would imply a very narrow ERO redshift distribution of width $`\mathrm{\Delta }z0.05`$ to reproduce the observed amplitude, which seems implausible. For any reasonably broad redshift distribution a much larger $`r_0`$ is inferred, favoring the larger $`r_0`$ known for local early-type galaxies, but irreconcilable with the small correlation lengths observed for star forming galaxies at both low and high-$`z`$.

In the remainder of the paper the selection functions expected for distant early type galaxies will thus be used.

### 3.1 Modeling the selection function

We adopt models accounting only for passive evolution, appropriate for early-type galaxies, to estimate the ERO selection function. This is well justified for the present analysis that deals with the clustering of galaxies redder than $`RKs>5`$, corresponding to $`z\stackrel{>}{}0.8`$$`0.9`$ for a passively evolving $`L^{}`$ elliptical, as several studies have shown that at least up to $`z1`$ the photometric and density evolution of the elliptical galaxies is consistent with passive evolution with no number density evolution (Totani & Yoshii 1997; Franceschini et al. 1998; Schade et al. 1999; Im et al. 1999; Broadhurst & Bouwens 2000; Scodeggio & Silva 2000; Phillipps et al. 2000; Daddi, Cimatti & Renzini 2000).

For the passive evolution models adopted here, ellipticals form with a rapid burst ($`\tau _{SFR}=0.1`$ Gyr). The Salpeter IMF is assumed, with no dust reddening, and $`Z=Z_{}`$. The Bruzual & Charlot spectral synthesis models (1993) in the 1997 version were used, with the Marzke et al. (1994) pure-ellipticals luminosity function for the normalization at $`z=0`$. Daddi, Cimatti & Renzini (2000) showed that such models reproduce very well the ERO number counts in the range $`18\stackrel{<}{}K\stackrel{<}{}20`$, consistently with no appreciable evolution in number density up to $`z1.3`$. In Fig. 2 we show some examples of the redshift selection functions of $`RKs>5`$ ellipticals, as derived from our models, with various formation redshift and limiting $`Ks`$ magnitude.

In conclusion, we have modeled the selection function accounting only for passive evolution, since empirically the currently available best data including our own sample, indicate little (if any) density evolution and SED’s and color trends consistent with pure passive evolution. Some uncertainty exists at $`z>1.5`$ where negative density evolution could reduce the numbers of red objects in a magnitude limited sample, if merging has been important. However, the selection functions we obtain by setting $`z_f`$ from 2.5 to 30 bracket a large range of possible models and the difference between these in terms of the high-z tail shown in Fig. 2 and used in recovering $`r_0`$, may be reasonably expected to accommodate any modest density evolution like that claimed in the models of Kauffmann et al. (1999), Somerville et al. (2001). In fact, there are two features of the selection function that mostly influence the estimate of $`r_0`$, i.e. the width $`\mathrm{\Delta }z`$ and the effective redshift $`z_{\mathrm{eff}}`$ (see Fig. 2). Actually, the two limiting cases of $`z_f=2.5`$ or $`z_f=10`$ shown in Fig. 2, produce only a modest $``$10% variation in the $`r_0`$ estimate, basically because the two effects conspire to cancel each other (see Table 1).

## 4 Estimating the spatial correlation length with Limber’s equation

In D2000, clustering amplitudes for EROs with $`RKs>5`$ were estimated at several $`Ks`$ limiting magnitudes (Fig. 3, see also Tab. 5 of D2000). By using the passive evolution $`dN/dz`$ distribution appropriate for the different $`Ks`$ limit, the predictions for the angular clustering amplitude have been derived at the same $`Ks`$ limits by means of eq. 4, as a function of the $`r_0`$ values. The best estimate for $`r_0`$ was than obtained from a $`\chi ^2`$ minimization between all the predicted and observed angular clustering amplitude (Fig. 3).

Tab. 1 reports the inferred results, for different cosmological models and redshift of formation. The Table shows that for any given cosmology the best fit values for $`r_0`$ are not a strong function of the unknown formation redshift. For each cosmology the worst agreement, as judged from the $`\chi ^2`$ values (see also Fig. 3) is obtained with the smallest value of $`z_f`$. For each entry in the Table we estimate a typical error of the order of $`\mathrm{\Delta }r_0\stackrel{<}{}1`$ $`h^1`$ Mpc, obtained by propagating the measured $`\mathrm{\Delta }A`$ values through eq. 4, for the three single most precise $`A`$ measurements (the error corresponding to a $`\mathrm{\Delta }\chi ^2=1`$ variation are significantly smaller than that). Given the small variations of $`r_0`$ in Tab. 1, as deduced with different formation redshifts, and their internal variance, we can conclude that, according to the Limber equation, EROs have a comoving correlation length of $`r_013.8\pm 1.5`$ $`h^1`$ Mpc in the $`\mathrm{\Lambda }`$-flat case, or $`r_011.5\pm 1`$ in the open or $`\mathrm{\Omega }`$-flat case, applying to an effective redshift of $`1\stackrel{<}{}z_{\mathrm{eff}}\stackrel{<}{}1.2`$.

Fig. 3 shows that the dependence of $`A`$ on the $`Ks`$ limiting magnitude is consistently reproduced by the $`dN/dz`$ variations, so that the effective correlation length is not very dependent on the $`Ks`$ magnitude within the observed range. This reflects the expected small variation of $`z_{\mathrm{eff}}`$ over our samples (from $`z_{\mathrm{eff}}1`$ at $`Ks=18`$ to $`z_{\mathrm{eff}}1.2`$ at $`Ks=19.2`$, see Fig. 4). We stress that the optimal agreement between the predicted and observed trend of the ERO angular clustering versus limiting $`Ks`$ magnitude is good evidence of the consistency of our modeling of the selection function based on the passive evolution of the stellar populations.

We also plot in Fig. 3 the angular clustering measurement by McCarthy et al. (2000), converting their limit of $`H<20.5`$ by using the typical color of EROs $`HKs1`$ (Cimatti et al. 1999), and assuming an error on their measurement similar to our best ones, given their total area of 1000 arcmin2. Their color selection criterion of $`IH>3`$ is roughly consistent with our $`RKs>5`$. The McCarthy et al. (2000) point is in good agreement, at least within $`1\sigma `$, with our model’s predictions for $`z_f>4`$ and with the general trend of amplitude versus limiting magnitude inferred by the D2000 survey.

## 5 Estimating the spatial correlation length from numerical simulation

Can we trust Limber’s equation results, given the known spikey structure of redshift distributions in pencil-beam surveys? The size of our field ($`22\times 32`$ arcmin) corresponds, in fact, to $`17\times 25`$ $`h^1`$ Mpc at $`z=1`$, while in the redshift direction we sample objects over a range of approximately 1000 $`h^1`$ Mpc ($`\mathrm{\Lambda }`$-flat cosmology). The comoving correlation lengths derived from the Limber equation analysis is therefore of the same order of the projected size of our survey, suggesting that a very clumpy redshift distributions should be expected for our sample. As Limber’s equation has formally no dependence on the extension of the field over which the angular correlations are measured, we expect that it should apply in the limit in which the analyzed field of view is large enough so that the observed redshift distribution approaches the selection function. But it is not clear a priori if the Limber’s equation should apply accurately for small fields of view, in which the sampling of redshifts along the line of sight will vary considerably, dominated by notable spikes (e.g. Broadhurst et al. 1990, Cohen et al. 1999, Yoshida et al. 2001).

Since this point has not been investigated previously we have embarked upon detailed modeling with realistic simulations. To do this we created clustered 3D distributions of objects with known input $`r_0`$ in a suitable comoving volume, we then applied the selection function $`dN/dz`$ to these simulated data and projected them on the sky for directly measuring the two-point angular correlation function for comparison with the data.

To build up the 3D clustered samples the Soneira & Peebles (1977, 1978) algorithm was used with a 15 level hierarchy, setting the first pass radius equal to 50 $`h^1`$ Mpc and the step distance of the algorithm to the proper value to obtain correlations with $`\gamma =1.8`$. We refer to the original papers for details and discussions about the algorithm. By directly measuring the 3D two-point functions we calibrate the algorithm’s parameters in order to reproduce the desired $`r_0`$ value. Such measurements were done by a simple generalizations to 3D, following the approach summarized in D2000. The precision we reach is better than $`r_0/\mathrm{\Delta }r_0\stackrel{>}{}50`$ over the range $`6\stackrel{<}{}r_0\stackrel{<}{}15`$.

The simulations were aimed at reproducing the observations for the EROs with $`Ks18.8`$ for which we estimate an angular correlation of $`A=0.014\pm 0.002`$, as this uses the full 701 arcmin2 area (the measurement at $`Ks=19.2`$ has a better S/N but is limited to a smaller area of 447.5 arcmin2). Given that the analysis based on Limber’s equation show that different $`z_f`$ and different cosmologies yield very similar results, we restricted our simulations to the case of $`dN/dz`$ produced by the model with $`z_f=4`$ and adopted a $`\mathrm{\Lambda }`$-flat cosmology. The idea is to build up a test case to better understand the behavior of projected clustering since we do not expect this to depend significantly on the details of the selection function.

We have produced 120 independent realizations of a field of view of $`22\times 32`$ arcmin to match the data, for each of 33 values of $`r_0`$ ranging from about 6 $`h^1`$ Mpc to 15 $`h^1`$ Mpc, and then we have measured the angular clustering in the same way as for the data (basing on the Landy & Szalay 1993 estimator, see D2000). The simulations are populated in such a way to produce on average 280 objects for each field to match the data for the EROs with $`Ks18.8`$. In Fig. 5 and 6 we show some examples of simulated sky projections together with their corresponding redshift distributions, for a population with $`r_0=12`$ $`h^1`$ Mpc (that we show in section 5.3 to be the best fitting value for EROs).

The main results of the simulations are shown if Fig. 7. These simulations show two interesting findings. First, the presence of a large dispersion in the measured values of the amplitude of the correlation function, for any given assumed $`r_0`$ value. This in turns implies, for any given measured amplitude, a large range for the statistically acceptable values for $`r_0`$, well in excess of what obtained from the Limber’s equation (see previous Section). Secondly, for each $`r_0`$ value the mean clustering amplitude recovered from the simulations is systematically higher than what predicted by the Limber’s equation.

### 5.1 Intrinsic variance of the two-point correlation function

The origin of both these effects (large dispersion and bias of the amplitude of the correlation function) can be estimated from simple considerations. The basic line of reasoning is the well known fact that, because of clustering, the actual variance in the object number counts is larger than the poissonian variance, and can be written as (see D2000, eq. 8):

$$\sigma _n^2=\overline{n}(1+\overline{n}AC)$$
(8)
where $`\overline{n}`$ is the mean expected number of objects and $`AC`$ is the integral constraint (Groth & Peebles 1977):

$$AC=\frac{1}{\mathrm{\Omega }^2}w(\theta )𝑑\mathrm{\Omega }_1𝑑\mathrm{\Omega }_2$$
(9)
The expression for the variance in eq. 8 is the same which one would obtain if all the observed objects would belong to clumps with:

$$N_{\mathrm{cl}}=(AC)^1$$
(10)
(i.e., from eq. 9, the number of clumps is the inverse of the average of $`w(\theta )`$ over the observed field), and the number of objects per clump were a stochastic variable with average $`\overline{n}/N_{\mathrm{cl}}`$. From eq. 10 it is expected that a variance in the number of clumps $`N_{\mathrm{cl}}`$ should result in a variance in the clustering amplitude $`A`$. In the minimal hypothesis that the clumps are distributed at random in the sky (i.e. neglecting the clustering between clumps) then:

$$\sigma _{N_{\mathrm{cl}}}\sqrt{N_{\mathrm{cl}}}\frac{N_{\mathrm{cl}}}{A}\sigma _A$$
(11)
from which it follows that the relative dispersion on the amplitude of the correlation function caused by the sky fluctuation of $`N_{\mathrm{cl}}`$ would be:

$$\frac{\sigma _A}{A}=\sqrt{AC}$$
(12)
Thus, one should observe a real variation of the correlation amplitude $`A`$ on the sky, even at fixed 3D clustering length. The observations of angular clustering for a population of fixed $`r_0`$ should result in a distribution of values with a variance decreasing with the area over which the measurements are carried out (the factor $`C`$ is a decreasing function of the area, see eq. 9 in D2000), and strongly increasing with the expected average angular amplitude ($`\sigma _AA^{3/2}`$).

In any generic angular clustering measurement such intrinsic variance, that depends on the survey geometry and the clustering strength, has to be added to the statistical uncertainty in the measurement of $`A`$ that is linked to the finite number of observed galaxies. In principle with very large areas (and/or weak clustering) only the latter has a measurable effect, but in the case of small fields, if the clustering itself is strong, the former may become the dominant source of uncertainty.

Our analytical derivation is supported by and can explain the results of the simulations that we have carried out. Fig. 8 shows that only by adding both contributions, the variance measured in the simulations can be recovered rather well, with some underestimation ($`\stackrel{<}{}10`$%) for large $`A`$ values. Probably such small underestimation is explained by other effects neglected here, such as for instance the variance in the mean redshift of the clumps in a given beam, as the angular clustering is increased for a lower mean redshift. Incidentally, we note from Fig. 8 that the statistical uncertainty in each single measurement of $`A`$ is found to be rather constant as a function of $`A`$, thus depending only on the number of observed objects. At the same time such statistical uncertainty seems to be overestimated by a factor of $`2`$ (we recall that it follows from assuming 2 sigma poisson errors for the correlations as suggested by bootstrap analysis, see the discussion about it in D2000), given that $`lim_{A0}\sigma _A`$ is about half of the average statistical uncertainty in the measurements of $`A`$ (see Fig. 8).

The basic results of this analysis is that the variance in the angular clustering can be much larger than the purely statistical variance, especially for small fields of view. A similar qualitative conclusion was empirically reached by Postman et al. (1998) by splitting their large photometric survey into 250 smaller subunits, finding a large scatter in the amplitudes recovered from the smaller fields; a point taken up by McCracken et al. (2000) in the analysis of a single very deep field of 50 arcmin2. For the first time here we quantify this effect and give a general analytical prescription to predict its amplitude. In the literature this additional source of variance is usually not considered, while deprojection analyses have been carried out even for surveys covering tiny fields of view of only a few arcmin2 of sky (e.g. from the Hubble Deep Fields) which must severely underestimate the true variance if the standard Limber’s based inversion procedure is applied. Moreover, as a large variance is indeed expected for the measurements of $`A`$, our findings may help to explain why so many apparently discrepant clustering measurements (for similar observing conditions) have been found in the literature (see e.g. Fynbo, Freudling & Möller 2000, McCracken et al. 2000).

### 5.2 A possible bias in the Limber’s equation based inversion

The other interesting finding of our simulations is the possible presence of a small (about 15%) but significant bias, with respect to Limber’s equation predictions on the relation between $`r_0`$ and the measured angular correlation amplitude (Fig. 7).

Also this effect can be understood by thinking in terms of objects coming in clumps, with $`A`$ and $`N_{\mathrm{cl}}`$ linked by eq. 10. In fact, since in general $`<\frac{1}{N_{\mathrm{cl}}}>\frac{1}{<N_{\mathrm{cl}}>}`$, because of eq. 10 we should expect deviations of $`<A>`$ from the Limber’s equation predictions if $`N_{\mathrm{cl}}`$ is small or if the distributions of $`N_{\mathrm{cl}}`$ is significantly skewed. The inverse of $`A`$ (proportional to $`N_{\mathrm{cl}}`$) should instead be less affected, and in fact we find that the average of the inverse of $`A`$ is in better agreement with Limber’s equation predictions. This effect is anyway small compared to the huge variance and so for our sample it is not an important correction. We have examined the possibility that this bias is at least in part produced by our calculation procedures generating some systematic effect, such for instance a bias in our estimator (Hewett 1982; Kerscher et al. 2000) or an overcorrection for the integral constraint. To rule out this possibility we built up uncorrelated (random) samples with the same average number of objects and measured their two point angular correlations. This results in an amplitude of $`A=\mathrm{1.4\; 10}^4\pm \mathrm{1.2\; 10}^3`$, thus showing that possible systematic effects on the estimation of $`A`$ are much smaller than the bias we find. To verify further this point we carried out simulations as in Sect. 5, over a larger area of 7000 arcmin2 area (i.e. 2 square degrees, 10 times larger than our ERO field) keeping the surface density of objects fixed at the observed level. This exercise confirms the presence of some bias although, as expected, at a lower level, and still increasing with increasing $`r_0`$ suggesting that it is a real effect (Fig. 9). This larger simulation also allowed us to verify that the trend predicted by eq. 12 still holds correctly.

### 5.3 Application of the simulations to EROs

From Fig. 7 it can be seen that the ERO observed clustering amplitude $`A=0.014\pm 0.002`$ corresponds to $`r_012\pm 3`$ $`h^1`$ Mpc. This is considerably different from the simple Limber’s equation estimate of $`r_013.2\pm 0.8`$ which we infer underestimates the uncertainty in the clustering amplitude by a factor of $`3`$. Thus, the cosmic variance is a substantial source of uncertainty in the $`r_0`$ estimate for EROs, reducing the weight of the possible uncertainties in our selection function modeling. Using the spread in the $`A`$ measurements from the simulations shown in fig. 7 we may place a lower limit to the correlation length of $`r_0\stackrel{>}{}8`$ $`h^1`$ Mpc (see Fig. 10) at the 95% confidence level. While this estimate is derived only from the measurement at $`Ks=18.8`$, we expect it to be consistent with what we would have found from the analysis of the clustering at all $`Ks`$ levels. This is because within each single survey the number (and the redshift) of the clumps is fixed in the real space, so that we expect that the trend of the clustering amplitude as a function of the apparent magnitude should basically reflect only the change of the redshift distribution (see Fig. 3).

Our simulations have been carried out for convenience for the $`\mathrm{\Lambda }`$–flat universe. From the results of Sec. 4 we can say that in the open or $`\mathrm{\Omega }`$–flat cases the $`r_0`$ estimate is lower by a small amount, so that at the 95% confidence level it becomes $`r_0\stackrel{>}{}7`$ $`h^1`$ Mpc.

Fig. 3 shows that the angular clustering measurement of McCarthy et al. (2000) is consistent with our measurements, even if slightly lower than our model predictions. Given the large variance expected, the discrepancy is not significant. Nevertheless McCarthy et al. (2000) estimate from their data $`r_08`$ $`h^1`$ comoving Mpc, significantly lower than our preferred $`r_0`$ value. The main reason for this lower $`r_0`$ value is in their adoption of a relatively narrow Gaussian form of $`dN/dz`$, centered at $`z=1.2`$ and with $`\sigma _z=0.15`$, motivated by their photometric redshift estimates. Such a strong confinement of EROs into a narrow redshift range is not in agreement with our modeling of the selection function shown in Fig. 2. Even if Fig. 6 demonstrates that occasionally in small fields the observed $`dN/dz`$ could be spuriously narrow (because of the clustering), the inversion process requires the use of the actual selection function, which we expect to be much broader than the observed, clumpy $`dN/dz`$ of a given field. Assuming that the McCarthy et al. threshold of $`IH>3`$ is consistent with $`RKs>5`$, and using our estimate of the ERO selection function at $`Ks<19.5`$, the McCarthy et al. angular measurement could be inverted to $`r_0=10.8\pm 2.2`$, where the uncertainty is derived from our own one by keeping into account the scaling with the area and clustering amplitude, consistently with eq. 12. This estimate apply to an effective redshift $`z_{\mathrm{eff}}1.2`$ (Fig. 4).

## 6 Discussion

### 6.1 Comparison to the clustering of bright local ellipticals

We now compare the large correlation length estimated for the $`z\stackrel{>}{}1`$ ellipticals with that of their local counterparts, in order to constrain the cosmic evolution of the clustering of massive early-type galaxies.

The correlation length of a population of galaxies is known to depend on the absolute luminosity selection threshold, and can also depend on the scales over which the clustering is measured. Such quantities must be properly estimated in order to compare the clustering of EROs to that of local ellipticals. For a passively evolving elliptical, the apparent magnitude of $`Ks=19.2`$ corresponds to $`L0.6L^{}`$ and $`L1.3L^{}`$ at the redshift of 1 and 1.5, respectively, while for $`Ks=18`$ we have $`L1.6L^{}`$ at $`z=1`$ and $`L4L^{}`$ at $`z=1.5`$ (accounting for the passive evolution of $`L^{}`$). Therefore our sample consists of galaxies with typical luminosity $`L\stackrel{>}{}L^{}`$. The largest effective separation probed by our angular clustering measurements is $`\theta 15^{}`$, corresponding to about 12 $`h^1`$ Mpc at $`z1`$ ($`\mathrm{\Lambda }`$–flat universe).

As the clustering amplitude is expressed with $`r_0^\gamma `$, the measurements of $`r_0`$ obtained with a $`\gamma `$ different from the value adopted here must be rescaled to that value in order to produce a meaningful comparison. Therefore, all the $`r_0`$ quoted below were transformed with $`\gamma =1.8`$.

Our results can be compared with those obtained locally, for two different samples, by Guzzo et al. (1997, the Perseus Pisces redshift survey) and Willmer et al. (1998, the SSRS2 redshift survey). Both estimate the clustering of bright early type galaxies with $`M_B<19.5+5logh`$, corresponding to $`L\stackrel{>}{}L^{}`$. Guzzo et al. measure scales up to about 10 $`h^1`$ Mpc and find $`r_0=11.3\pm 1.3`$ $`h^1`$ Mpc, while Willmer et al. measure up to about 20 $`h^1`$ Mpc and find $`r_0=7.6\pm 1.2`$. The two measurements are only consistent with each other at the 2$`\sigma `$ level, but it should be noted that the Perseus Pisces redshift survey has a higher abundance of local clusters. It may be implied by Fig. 10 of Willmer et al. 1998 that they would obtain a larger amplitude if limited to smaller separations. For further constraints we note that local radio galaxies, known to be hosted by bright ellipticals, have $`r_0=11\pm 1.2`$ $`h^1`$ Mpc (Peacock & Nicholson 1991). Therefore a correlation length in the range $`r_09`$–11 $`h^1`$ Mpc can be regarded as a reasonable estimate for the clustering amplitude of local $`L\stackrel{>}{}L^{}`$ ellipticals.

Our estimate of $`r_0=12\pm 3`$ $`h^1`$ Mpc then implies that the clustering amplitude of bright ellipticals does not significantly decrease from to $`z11.5`$ to the present. The stable clustering scenario (i.e. $`ϵ=0`$, if $`r_0(z)=r_0(z=0)(1+z)^{(\gamma 3ϵ)/\gamma }`$) that is known to fit many observations of clustering evolution to $`z1`$ (e.g. Peebles 1980, Le Fevre et al. 1996, Carlberg et al. 1997), would predict $`r_06`$ $`h^1`$ Mpc at our inferred effective redshift of $`z_{\mathrm{eff}}1.1`$ and hence it is not in good agreement with our measurement of the ERO clustering. A negative value for $`ϵ`$ is supported by our analysis.

### 6.2 Comparison to theoretical predictions

The evolution of the correlation function is popularly characterized as:

$$\xi (z,r)=D^2(z)b^2(z)\xi _{mass}(0,r)$$
(13)
where the purely linear growth $`D(z)`$ of density perturbations, $`\mathrm{\Delta }\rho (z)/\rho (z)`$ is separated from the bias evolution b(z). In the linear case the bias evolution can be expressed with the Tegmark & Peebles (1998) prescriptions and well known expressions for the linear growth factor can be assumed (Peebles 1980, Treyer & Lahav 1996). In our case the linear assumptions are not likely to be correct, as for EROs we are mapping angular comoving scales similar to the inferred $`r_0`$, thus sampling a region with $`\xi 1`$, so that this prescription can be considered as a rough benchmark picture in the absence of the complexities affecting small scale growth (Kauffmann et al. 1999, Somerville et al. 2001).

The simplest and most clear model of bias evolution of ellipticals is provided by the so called galaxy conservation scenario (Fry et al. 1996, Tegmark & Peebles 1998, Moscardini et al. 1998, Magliocchetti et al. 1999, Lacy 2000), that holds if the galaxy population is conserved over the cosmic time (i.e. no new elliptical forms and no one disappears). This scenario implies the assumption that all the ellipticals were formed at high redshift and simply follow the growth of perturbations without the additional non-linear effects such as virial collapse and merging expected at small scales (below $`r_0`$ of the mass auto-correlation function). It is therefore relevant as a limiting case for comparison with our observations. Here the positive evolution of the bias which increases with redshift is more than compensated by the decline of linear growth, i.e. $`D(z)`$ wins and a net decline of the clustering amplitude with increasing redshift is expected in the linear regime beyond $`r_0`$ of the mass-autocorrelation function.

In Fig. 11 ($`\mathrm{\Lambda }`$-flat case) we see that normalizing the linear predictions to the $`r_0`$ and bias of local ellipticals (such bias was computed assuming $`r_0=10`$ $`h^1`$ Mpc and the normalization $`\sigma _8^{mass}=0.9`$, from Eke Cole & Frenk 1996), the predicted trend is slightly decreasing in comoving units, reaching values around $`r_07`$–8 $`h^1`$ Mpc at $`z=1.1`$. Given the large uncertainties, this scenario cannot be rejected with great confidence, but it is disfavored by our findings.

If the galaxy conservation model predictions, both for the bias and for $`r_0`$, are extended to higher $`z`$, they do intercept the measurements for the LBGs clustering by Giavalisco et al. (1998) and Adelberger et al. (1998) (see Fig. 11 for the $`\mathrm{\Lambda }`$-flat case). This kind of argument had led to previous suggestions that LBG’s could evolve into present-day bright ellipticals (e.g. Adelberger 2000). An important confirmation of this picture would be to find that distant (i.e. $`z1`$) ellipticals have intermediate clustering strength between the local ones and the LBGs. Our findings, taken at face value, disfavor such an interpretation as they seem to suggest that the clustering of ellipticals is not decreasing enough from $`z0`$ to $`z1`$ to reproduce the clustering at $`z=3`$, at least for the LBGs with absolute luminosity similar to those in the Giavalisco et al. (1998) and Adelberger et al. (1998) samples.

Alternative more complex models for the clustering evolution have been constructed to deal with nonlinear effects and may be termed the galaxy merging scenario for bias evolution (e.g. Mo & White 1996, Moscardini et al. 1998), in which the bias grows with $`z`$ with some law of the kind $`\mathrm{\Delta }b(1+z)^{1.8}`$, which is stronger than the growth of perturbations, with the net effect that $`r_0`$ increase with $`z`$. Such models are in better agreement with the ERO clustering, especially if the large favored $`r_012`$ $`h^1`$ Mpc will be confirmed. Similar predictions for the clustering evolution of the ellipticals in the $`\mathrm{\Lambda }`$CDM semianalytic model of Kauffmann et al. (1999) and Somerville et al. (2001) are also consistent with the trend inferred here (see Fig. 11) and include further refinements such as luminosity evolution.

A difficulty one might expect of strong bias evolution models is that they may contradict the observational evidence of the lack of evolution of the comoving density of ellipticals, which appears not to decrease significantly to $`z=1`$ and beyond (see Daddi Cimatti & Renzini 2000). However, depending on the details of the semi-analytical approach, it is possible to accommodate substantial bias evolution of the dark matter without perturbing either the apparent space density or clustering amplitude of elliptical galaxies for the $`\mathrm{\Lambda }`$CDM model (Kauffmann et al. 1999; Somerville et al. 2001, see also Bullock et al. 2001) and the main difference between these models and the conservation scenario would seem to be the inclusion of a suitable prescription for merging. As discussed in Daddi Cimatti & Renzini (2000), the small amount of density evolution required by the $`\mathrm{\Lambda }`$CDM models could be consistent with the ERO number counts once it is required that merging does not produce significant star formation (that would make the objects bluer than our color cuts), i.e. red merging is required. This indeed is claimed to have been observed in clusters (van Dokkum et al. 2001).

## 7 Summary and conclusions

The main results presented in this paper are:
$``$ The real space correlation length of EROs (with $`RKs>5`$) is much larger that the correlation of $`z1`$ star-forming galaxies for any reasonably large selection function, strengthening the previous suggestions that most EROs at $`Ks19`$ are early-type galaxies.
$``$ Assuming that EROs are predominantly early-type galaxies and hence that their selection function is reasonably described by passive evolution, then the spatial correlation length we obtain is rather large, not less than 7–8 $`h^1`$ Mpc, with the most probable estimate of $`12\pm 3`$ $`h^1`$ Mpc, applying to an effective redshift of $`z1.2`$.
$``$ At face value this implies no significant evolution of clustering of this population relative to the present day when measured in comoving coordinates, and a strong bias increase from $`z=0`$ to 1.
$``$ Realistic simulations were used to constrain $`r_0`$ from the observed angular clustering of EROs. Two main results follow from the simulations that can be of general interest for the analysis of the angular clustering: (1) the amplitude $`A`$ of the angular two-point correlation function fluctuates on the sky according to $`\sigma _A/A=\sqrt{AC}`$, and (2) a possible systematic overestimate of $`r_0`$ could follow from the inversion of the angular clustering measurements based on Limber equation. Both effects are strongly enhanced in the limits of strong angular clustering and/or small fields of view.

Taken at face value, our result on the ERO correlation length challenges the simple conservation models of clustering growth for massive haloes, but it may be reconciled with more complex schemes for the bias which incorporate more parameters to describe non-linear effects such as merging, so that although evolution of the underlying mass function strongly declines with redshift, the observer will, it is claimed, find the opposite of the expected behavior, namely an increase in the observed correlation length of early-type galaxies with redshift and no corresponding strong decline in their number density with increasing redshift (Kauffmann et al. 1999, Somerville et al. 2001). We rule out a high degree of density evolution of early type galaxies to $`z1`$. This is inconsistent with the ERO clustering because strong density evolution would significantly narrow the width of the selection function by removing the high-z tail resulting in a reduction of the inferred estimate of $`r_0`$. This is counter to the strongly increasing correlation amplitude that would be expected with increasing redshift for such a highly biased model. A modest reduction in density at $`z>1`$ can be accommodated given the present uncertainties in lookback time and star formation which fold into the construction of the selection function. Indeed some change in density through merging is suggested by our results when we combine the constraints on both density and correlation length evolution.

Before discarding the galaxy conservation scenario for the clustering evolution of early type galaxies some possible concerns should anyway be carefully considered, that could make the measurement of clustering spuriously high. Firstly if somehow the volume sampled by EROs is over-abundant in rich clusters with respect to the local samples, this would increase $`r_0`$. In D2000 we discuss this point, suggesting that it is unlikely and our simulations here support this. Secondly if the EROs are somehow confined to a narrower redshift range than expected on the basis of passive evolution, then the estimate of $`r_0`$ should be lowered (McCarthy et al. 2000). This would also have the effect of increasing the comoving density, meaning in turn positive density evolution which would be hard to imagine. Finally, we have evaluated the cosmic variance with our modeling of the true external error bars showing that we cannot rule out that both our result and that claimed by McCarthy et al. (2000) are consistent with the galaxy conservation scenario, representing a $`1.5\sigma `$ high deviation from a true lower correlation length. On the other hand, anyway, if a significant fraction of dusty objects is present among EROs this would probably imply that the correlation length of the genuine early-type fraction could be larger than our estimate.

Much larger areas have to be observed to reduce the error on $`r_0`$. Our simulations have shown that the variance of $`A`$ from spikes is a slowly decreasing function of the area, while the statistical uncertainty in each single $`A`$ measurement seems to decrease faster, with the square root of the number of the objects, suggesting that the best strategy to get rid of the eq. 12 variance (and to increase thus the precision on the estimate of $`r_0`$) is to observe many independent and relatively large fields. At the same time the redshifts of complete samples of EROs should be obtained to constrain their selection function. From Fig. 6 we estimate that to observationally establish a detailed ERO selection function will reasonably require thousands ERO redshifts to overcome the problems linked to the existence of clumps.

###### Acknowledgements.

We would like to thank the referee, Eelco van Kampen, Martin Kümmel and Lucia Pozzetti for useful comments. G.Z. acknowledges partial support by ASI (contracts ASI-ARS-99-15 and ASI I/R/35/00) and MURST (Cofin 99).


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# Observation of Andreev reflection in the 𝑐-axis transport of Bi2Sr2CaCu2O8+x single crystals near 𝑇_𝑐 and search for the preformed-pair state

## I Introduction

It is now widely accepted that the dominant order parameter (OP) of high-$`T_c`$ superconductors (HTSC’s) has a $`d_{x^2y^2}`$-wave ($`d`$-wave) symmetry,DJ ; twin ; Ng ; Wei  along with other minor components.twin ; Covington ; Mossle  The existence of nodes and the azimuthal phase alternation of the $`d`$-wave OP in the superconducting Cu-O bilayers leads to novel phenomena in the electrical transport such as the formation of $`\pi `$-junctions DJ ; twin ; Schulz  and zero-bias conductance peak.Ng ; Wei ; Tanaka  In general, the zero-bias conductance peak is observed in normal-metal$`/`$HTSC junctions with the tunneling direction along the plane of a Cu-O bilayer. It results from a coherent interference of incident and reflected quasiparticles with energies lower than the superconducting gap of a HTSC electrode near the junction interface. The coherent state in the $`d`$-wave superconductor, which is called the Andreev bound state (ABS), occurs when the quasiparticles in the Cu-O bilayer experience sign changes of OP upon reflection at the interface. Thus, the ABS effect is more pronounced for a junction which is normal to one of the node directions of the $`d`$-wave OP. A resonant tunneling of quasiparticles in the normal-metal electrode to the ABS of the HTSC crystal leads to the zero-bias conductance peak. In contrast to the conventional Andreev reflection (AR) effect,Andreev ; BTK  where maximum zero-bias conductance enhancement is obtained for negligible interfacial barrier strength, a finite scattering barrier at the interface is essential for the observation of the zero-bias conductance peak through the ABS.Tanaka

The $`c`$-axis electrical transport properties of the HTSC’s can be well understood in terms of $`c`$-axis stacking of intrinsic Josephson junctions (IJJ’s), where the Cu-O bilayers serve as thin superconducting electrodes and the layers in-between as insulating layers. The $`c`$-axis tunneling current-voltage characteristics (IVC) of the HTSC’s such as Bi2Sr2CaCu2O8+x (Bi2212) exhibit the features of stacked DID ($`d`$-wave-HTSC/insulator/$`d`$-wave-HTSC) IJJ’s at temperatures well below the superconducting transition temperature $`T_c`$.IJJ  However, the insulating layer acts as a strong interfacial scattering barrier and thus hinders the observation of a conventional AR along the $`c`$-axis direction in HTSC junctions. Moreover, the quasiparticles which are reflected from the transverse boundary of Cu-O bilayers experience no sign change and thus the observation of the zero-bias conductance peak by the formation of the ABS in the $`c`$-axis tunneling cannot be expected.Tanaka  In this study, we report observation of the conventional AR in Bi2212 single crystals for the $`c`$-axis transport at temperatures very close to the bulk superconducting transition temperature $`T_c`$. In our previous work,Kim  it has been shown that the superconductivity of the surface Cu-O bilayer in a Bi2212 single crystal is suppressed when the surface layer is in contact with a normal-metal electrode. Such suppression leads to the formation of a natural NID junction at the crystal surface, the “surface junction”, in the temperature range $`T_c^{}<T<T_c`$, where $`T_c^{}`$ and $`T_c`$ are the transition temperatures of the surface and inner Cu-O bilayers, respectively. In this surface NID junction, N represents the surface Cu-O bilayer with suppressed superconductivity and the normal-metallic Au electrode, I is the non-superconducting layers between adjacent Cu-O bilayers, and D is the neighboring inner superconducting Cu-O bilayers with $`d`$-wave OP symmetry. As the temperature is raised and approaches $`T_c`$, the differential conductance near the zero-bias voltage of the surface junction develops from tunneling-like depression to an AR-like enhancement in a continuous manner. Such development points to gradual weakening of the barrier strength between adjacent Cu-O bilayers with increasing temperature. We show that the transitional feature can be confirmed numerically, at least in a qualitative level, using the formalism by Blonder, Tinkham, and Klapwidjk (BTK) for $`d`$-wave symmetry.Tanaka

Recently, it has been proposed by Choi, Bang, and Campbell Choi  that, if the pseudogap state above $`T_c`$ in the HTSC’s is described in terms of the phase-incoherent preformed pairs,Emery  the AR can take place from such preformed pairs. They suggest that experimental observation of the resulting conductance enhancement in an $`ab`$-planar normal-metal/HTSC junction would provide unambiguous confirmation of the preformed pairs in the pseudogap state. Along with the suggestion of Ref. 13, we utilized the appearance of the AR effect along the c-axis direction near $`T_c`$ to investigate the existence of the preformed pairs in the pseudogap state. We observed the zero-bias conductance enhancement (ZBCE) in junctions prepared on the surface of as-grown overdoped Bi2212 single crystals over a-couple-of-degrees temperature window even above $`T_c`$. However, no appreciable ZBCE has been observed above $`T_c`$ in underdoped crystals, although theoretical consideration of Ref. 13 suggests an even wider temperature window of ZBCE. Our result is consistent with the recent observation of the nonexistence of the AR effect in ab-planar normal-metal/HTSC junctions by Dagan et al. Dagan  and seems to provide negative perspective to the existence of the preformed pairs in the pseudogap state.

## II Experiment

In this study, we used Bi2212 single crystals of different doping levels. As-grown overdoped crystals were prepared by the conventional solid-state-reaction method. Crystals in the underdoped level were grown first by traveling solvent floating zone methods. Reducing doping level was done by annealing the crystals in a low-concentration ($``$0.1$`\%`$) oxygen gas mixed with nitrogen gas. The superconducting transition temperatures of the as-grown overdoped and underdoped crystals used were about 90 K and 83 K, respectively. For mesa fabrication, a-few-thousand-Å-thick Au film was deposited first on the surface of a freshly cleaved single crystal. Mesa structure was then formed by photolithographic micropatterning and ion-beam etching. Additional process of photolithographic patterning, metal deposition, and lift-off was done to attach contact leads to the small mesa area. Details of the mesa fabrication are described elsewhere.Kim ; Kim2  Finally, the central mesa (refer to the insets of Fig. 1) of typical lateral dimension of 10$`\times `$45 $`\mu `$m2 was divided into equal halves by further etching it with the contact leads as masks. The dimension of each smaller mesa thus prepared in the central mesa was 10$`\times `$13 $`\mu `$m2. We adopted the configurations in the left and right insets of Fig. 1 for the four- and three-terminal measurements, which were used to probe the lower and upper stacks of intrinsic junctions in the central mesa, respectively. The four-terminal configuration was used to monitor the intrinsic properties of the junctions, while the three-terminal configuration prepared on the same crystal was used to monitor the properties including the surface junction. The total thickness of the central mesa was usually less than 200 Å and the upper stack contained about 5-6 intrinsic junctions. The temperature dependence of the $`c`$-axis resistance $`R_c(T)`$ and the differential conductance $`dI/dV`$ were obtained by standard ac lock-in technique.

## III Results and Discussion

Fig. 1 shows the typical $`c`$-axis tunneling resistance $`R_c(T)`$ of a mesa (UD2) fabricated on the surface of an underdoped Bi2212 single crystal in a three-terminal configuration. The bulk transition temperature $`T_c`$ should be close to the temperature of maximum $`R_c(T)`$ curve, that is 82.5 K. As Kim et al. reported earlier Kim  the superconductivity of the surface Cu-O bilayer of a Bi2212 single crystal, which is in contact with normal-metallic Au electrode, is significantly suppressed. The resulting formation of the surface NID junction is apparent as illustrated in Fig. 1 by the strongly semiconducting temperature dependence of the $`R_c`$ curve below $`T_c`$. For the mesa UD2 in the underdoped regime the superconducting transition of the surface Cu-O bilayer was not observed down to $``$4.2 K, which was in contrast to previous observations in slightly overdoped crystals,Kim ; Kim2 ; Doh1  where the surface bilayers usually showed the superconducting transition at $`T_c^{}3040`$ K. We believe that, in the case of underdoped crystals, the reduced hole doping of the surface Cu-O bilayer pTc ; Mossle2  contributes to the suppression of the superconductivity in addition to the proximity-induced suppression.

A set of differential conductances ($`dI/dV`$) of the mesa UD2 for various temperatures are shown in Fig. 2. The conductance was measured in the first branch of the IVC, which was from the surface junction of the mesa. The $`dI/dV`$ curves at the lower temperature range in Fig. 2(a) display distinct gap-like features. An intrinsic Josephson junction in the supercurrent branch of its IVC usually switches prematurely to the quasiparticle branch before the bias voltage reaches the gap edge. The sudden jumps of the differential conductance at finite voltages in Fig. 2(a) were caused by this premature switching, where the Josephson coupling of the inner junctions broke down before the gap edge of the inner Cu-O bilayer in the surface NID junction was reached. More details of the situation are illustrated in the inset of Fig. 2(b) for $`T`$ 65.2 K, where the IVC for biases below 16.5 mV and above 27 mV represent the first and the second quasiparticle branches, respectively. The shaded area in-between approximately marks the region of the voltage jump in the IVC. As the temperature is raised the depression of the differential conductance near the zero bias becomes shallower (Fig. 2(a)), and the conductance gradually exhibits an zero-bias enhancement (Fig. 2(b)) between 75.9 K and 79.6 K for this mesa. However, as shown in Fig. 2(b), in the middle of the superconducting transition slightly above 79.6 K, the magnitude of the zero-bias peak decreases with increasing temperature and finally vanishes near $`T_c`$. The oscillations of the $`dI/dV`$ curve with rather regular periodicity at $`T`$75.9 K are believed to be caused either by the fluctuating Josephson coupling in the inner junctions underneath the surface junction near $`T_c`$ or by the coherent interference of boundary-reflected quasiparticles in the normal-metal electrode of the surface junction.Rowell ; Nesher

The appearance of the zero-bias enhancement of the differential conductance of this c-axis tunneling at temperatures just below $`T_c`$ is very surprising. It is in clear contrast to most of earlier results of $`c`$-axis tunneling measurements in HTSC’s,Wei ; cat1 ; cat2 ; Miya1 ; Miya2  where at all temperatures explored, even very close to $`T_c`$, only gap-like features have been observed. A very few cases of conductance enhancement in the $`c`$-axis transport were reported Ng ; Ishibashi  but with much less pronounced peaks than those observed in this study, so that earlier observation of the c-axis ZBCE was accounted for by leakage ab-plane tunneling through some surface defects.

The transition from gap-like depression to enhancement of the differential conductance was observed earlier in STM measurements on conventional superconductors.Sri ; Chuang  By reducing the spacing between the normal STM tip and the superconductor surface the conduction characteristics of the system turned from tunneling-like to a weak-link behavior until the direct contact was made between the STM tip and the superconductor surface. The barrier strength parameter $`Z`$ decreased correspondingly, along with the decrease of the tunneling resistance. Also, in a junction of Au$`/`$Bi2Sr2CuO6(Bi2201)$`/`$Bi2212 single crystal, which was fabricated by sequential deposition of Bi2201 and Au films on a Bi2212 single crystal, Matsumoto et al. SAR  observed excess zero-bias conductance with the temperature approaching $`T_c`$ from below. It was argued that the observed excess zero-bias conductance was caused by the conventional AR effect, where the effective $`Z`$ value was reduced with increasing temperature by the semiconducting temperature dependence of the Bi2201 film. We suppose that the conventional AR effect with decreasing effective $`Z`$ value slightly below $`T_c`$ was also responsible for the observed ZBCE in our measurements. One should note, however, that the increase of the resistance below $`T_c`$ in Fig. 1 was caused mainly by the temperature dependence of $`f(EeV)/(eV)`$ in Eq. (3) in the zero-bias limit, $`V=0`$. Thus, the additional weak temperature dependence of $`Z`$ should be determined from a careful fitting as described below. The possibility of an AR between Au layer and surface Cu-O bilayer can be ruled out, since the latter is non-superconducting at all temperatures under consideration. We assume that the reason for the scarcity of observation of the ZBCE in the $`c`$-axis transport measurements of HTSC’s except for the cases of Refs. 3 and 26 was mainly because most of the previous measurements were focused on the temperature range sufficiently lower than $`T_c`$ with resultant strong barrier potential.

In order to confirm the possible appearance of the AR effect in the $`c`$-directional conduction we followed the extended BTK formalism by Tanaka and Kashiwaya.Tanaka  The BTK kernel for $`d`$-wave HTSC’s in the case of pure $`c`$-axis tunneling without any planar momentum components is given by

$$1+|A|^2|B|^2=\frac{16(1+|\mathrm{\Gamma }|^2)+4Z^2(1|\mathrm{\Gamma }^2|^2)}{|4+Z^2(1\mathrm{\Gamma }^2)|^2},$$
(1)
where $`\mathrm{\Gamma }=E/\mathrm{\Delta }(T,\varphi )\sqrt{\left(E/\mathrm{\Delta }(T,\varphi )\right)^21}`$. To account for the $`d`$-wave OP of Bi2212 $`\mathrm{\Delta }(T,\varphi )=\mathrm{\Delta }(T)\mathrm{cos}(2\varphi )`$ was chosen with $`\varphi `$ as the azimuthal angle in the Cu-O layer.Won  For the temperature dependence of OP magnitude of the underdoped crystal used the following empirical approximation gapftn  was adopted.

$$\mathrm{\Delta }(T)=\mathrm{\Delta }(0)\mathrm{tanh}(3.2\sqrt{T_c/T1}),$$
(2)
The above expression for the gap of the underdoped Bi2212 crystal was obtained by fitting the temperature dependence of the gap used in Ref. 31 to the data in Ref. 25 for underdoped Bi2212 crystals with $`T_c`$=83 K, where we used Oda  $`\mathrm{\Delta }(0)`$ 40 meV as the maximum value of the OP at zero temperature. Equation (2) agrees very well with the numerical solution of the BCS gap function except near $`T_c`$, where underdoped samples are known to render a larger gap.Miya1 ; Miya2  Using these parameters the normalized conductance was calculated according to the BTK formula BTK  as

$$\sigma (E)=\frac{4}{4+Z^2}_{\mathrm{}}^{\mathrm{}}\frac{1}{2\pi }_0^{2\pi }[1+|A|^2|B|^2]𝑑\varphi \times [\frac{f(EeV)}{eV}]𝑑E,$$
(3)
where $`f(E)`$ is the Fermi distribution function. The values of the barrier strength parameter $`Z`$ at different temperatures were chosen by fixing the calculated conductance of Eq. (3) for $`V`$=0 to the measured differential conductance in Fig. 2. As shown in the inset of Fig. 3 the values of $`Z`$ determined in this way are proportional to the logarithm of $`R_c(T)`$, which is consistent with earlier observations.Chuang  In addition, the temperature dependence of $`Z`$ agrees with the scenario of gradually weakening barrier strength with increasing temperature. Figure 3 displays the results of Eq. (3) corresponding to the $`dI/dV`$ curves of Fig. (2) for $`T`$=52.1$``$79.6 K. The overall qualitative features of the calculated normalized conductance curves have almost one to one correspondence to the experimental data. At low temperatures, where the $`Z`$ value is supposed to be relatively large, the calculated curves show gap-like features which are qualitatively similar to the observed ones. With increasing temperature the barrier strength parameter $`Z`$ decreases and both the calculated and experimental conductance curves develop an AR-like enhancement near the zero-bias voltage in a continuous manner. The most pronounced discrepancy between the two sets of curves, however, is the width of the AR enhancement at higher temperatures; the measured widths are significantly narrower than the calculated ones. The discrepancy was caused mainly by the above-mentioned premature switching of a junction state to the quasiparticle branch; the switching took place before the voltage reached the gap edge and thus the width of the conductance enhancement was made narrower. Other possibilities are the decrease of the AR process itself due to thermal excitation of sub-gap-energy particles to the state above the gap and the thermal smearing of the gap edge at temperatures very close to $`T_c`$. Both effects may decrease the effective OP magnitude experienced by the quasiparticles to a value smaller than that of Eq. (2).

We also observed similar gradual reduction of the barrier potential $`Z`$ in a mesa (OD1) fabricated on an as-grown overdoped crystal (data are not shown). At temperatures sufficiently below $`T_c`$ ($``$ 89 K) the IVC exhibited typical quasiparticle branches with high hysteresis. Thus, in the low temperature range, intrinsic junctions behaved as tunneling junctions with a high barrier potential. Approaching $`T_c`$, however, the hysteresis gradually disappeared and the IVC became more or less SNS-junction like. This strongly suggests that the intrinsic junctions near $`T_c`$ may satisfy the clean interface condition and one may be able to observe the ZBCE by the AR in the c-axis conduction measurements.

Taking the presence of $`c`$-axis AR for granted near $`T_c`$, we carefully investigated the existence of the $`c`$-axis ZBCE above $`T_c`$ of mesas fabricated on single crystals of varied doping levels. The inset of Fig. 4(b) shows the resistive transition of another overdoped mesa OD3, taken in a four-terminal configuration. The mesa contained only several IJJ’s. The superconducting transition is relatively sharp and the temperature of maximum $`R_c(T)`$, which should be close to $`T_c`$,Tc  is about 90.3 K. Since measurements in a four-terminal configuration do not include the surface effect, $`R_c(T)`$ does not exhibit a finite resistance below $`T_c`$ as in Fig. 1. Thus, the inset of Fig. 4(b) illustrates the intrinsic transition properties of the inner junctions. As will be described below, the two arrows denote the temperatures above which the ZBCE in the four- (left arrow) and three-terminal (right arrow) configurations disappears.

Fig. 4(a) illustrates the differential conductance measured in the four-terminal configuration at temperatures very close to $`T_c`$. The zero-bias peak at each temperature was caused by the Josephson pair tunneling over the stacked intrinsic junctions. With slightly increasing temperature the conductance peak reduces rapidly and disappears completely at 90.9 K, which is defined as the intrinsic value of $`T_c`$ of the crystal. We notice that the value of $`T_c`$ turns out to be slightly higher than the temperature of maximum $`R_c(T)`$. The concave background conductance represents the existence of the pseudogap in this temperature range.Parker  The conductance data measured in a three-terminal configuration from the same central mesa are shown in Fig. 4(b). One should note that in this case the properties of the junctions in one of the smaller mesas including the surface junction were measured. At 90.9 K, where the pair-tunneling zero-bias conductance peak completely vanishes in the corresponding four-terminal measurements, a clear ZBCE still persists, although its magnitude is much smaller than the four-terminal counterpart. With increasing temperature the ZBCE gradually reduces and disappears completely only around 91.9 K. Thus, in this three-terminal configuration, one has a 1-K temperature window of ZBCE above the $`T_c`$ measured by the four-terminal configuration. In a different mesa (OD2) fabricated on another overdoped crystal, a 2-K temperature window of ZBCE above $`T_c`$ was obtained (data not shown). We believe that the ZBCE was caused by an AR in the surface junction between the normal electrode consisting of the Au film and the surface Cu-O bilayer with suppressed superconductivity, and the ”superconducting” electrode of the first inner Cu-O bilayer. Since the inner Cu-O bilayer is no more superconducting above 90.9 K, the AR effect in Fig. 4(b) is either from the thermally fluctuating superconducting order fluct  or from the proposed preformed pairs in the pseudogap state. Then the significantly reduced magnitude of the ZBCE in the three-terminal configuration in Fig. 4(b) compared to the one in the four-terminal configuration in Fig. 4(a) is easily explicable, because both the thermally fluctuating pairs and the preformed pairs in the pseudogap region are in phase-incoherent states.

If the AR was genuinely from the preformed pairs as suggested by Ref. 13, the temperature window of the three-terminal ZBCE above $`T_c`$ should get wider for underdoped crystals. In the three-terminal configuration in Fig. 2, the ZBCE in the mesa of UD2 disappeared at 82.1 K, which was in fact even lower than the transition temperature ($`T_c`$=83.5 K) determined from the four-terminal conductance measurements (not shown) on the same crystal. We suppose that this unphysical behavior obtained in UD2 was caused by the possible doping inhomogeneity along the depth of the mesa (lower doping near the surface of crystals), which was introduced during the annealing process of lowering the doping level. Due to this doping inhomogeneity the larger lower mesa probed by the four-terminal configuration may have shown even higher temperature of disappearing ZBCE than the upper mesa probed by three-terminal configuration. No doping inhomogeneity is supposed to develop in as-grown overdoped crystals. Since in UD2 the top Cu-O bilayer of the lower mesa was located only six layers below the surface Cu-O bilayer,inhomogeneity  however, the effect of doping inhomogeneity should have been marginal. Thus the lack of the conductance enhancement in this underdoped crystal in the three-terminal configuration cannot be explained by the doping inhomogeneity only. We conclude that, contrary to the theoretical expectation, we have observed no appreciable ZBCE above $`T_c`$ in the underdoped crystal in the three-terminal configuration.

The great advantage of this measurement technique is in the fact the three- and four-terminal configuraions were prepared on the same ”central” mesa in an identical piece of single crystal. This geometry enabled us to determine the temperature, $`T_c`$, where the pair tunneling ceases to exist in a four-terminal configuration. Then a delicate change of the temperature near $`T_c`$ in the three-terminal configuration, where the ZBCE due to the possible AR from phase-incoherent Cooper pairs starts disappearing, can be monitored very accurately.

In summary, we report that an AR has been observed in Au$`/`$Bi2212 single crystal junctions with the transport current along the $`c`$ axis of the Bi-2212 HTSC’s, in both underdoped and overdoped states. The features of the differential conductance curves changed from gap-like depression at low temperatures to an AR-like enhancement near $`T_c`$. We attribute such continuous evolution to the AR between the proximity-suppressed surface Cu-O bilayer and the superconducting inner one as the barrier potential decreases with the temperature approaching $`T_c`$ from below. We utilized this appearance of the AR effect near $`T_c`$ to investigate the existence of the preformed pairs in the psudogap state above $`T_c`$. In as-grown overdoped mesas we have observed maximally a 2-K temperature range where the three-terminal measurements exhibit the AR-induced ZBCE above $`T_c`$ which was determined in a four-terminal configuration. On the other hand, no appreciable ZBCE above $`T_c`$ has been detected in single crystals which were deep in the underdoped state, although theoretical consideration suggests a wider temperature range of ZBCE above $`T_c`$. In the light of the results from underdoped crystals the ZBCE itself above $`T_c`$ in overdoped crystals may have been the thermal fluctuation effect of the superconducting order. If that is the case we have observed in this work no ZBCE by the AR from preformed pairs in the pseudogap state. Our results then agree with the recent report Dagan  which negates the AR effect in $`ab`$-planar junctions by the preformed pairs in the pseudogap state but are in disaccordance with the observation of thermoelectrically induced vortices Nernst  in a wide temperature range above $`T_c`$ in underdoped La2-xSrxCuO4. We believe that, more rigorous examination is also required on the validity of the suggested observationChoi  of the AR effect from phase-incoherent preformed pairs.

## Acknowledgements

One of us (H.-J. Lee) appreciates helpful private communications with Y. Bang and H.-Y. Choi, and Y. Bang’s critical reading of the manuscript. Useful discussion with Y.-J. Doh is also appreciated. The underdoped single crystals were provided by N. Momono and M. Ido in Hokkaido University. This work was supported by Korea Research Foundation, the center for excellency (SRC) administered by Korea Science and Engineering Foundation, and Basic Science Research Institute in POSTECH.


text:
# On the Dynamical Invariants and the Geometric Phases for a General Spin System in a Changing Magnetic Field

## 1 Introduction

In Ref. , the authors construct a dynamical invariant  for the Heisenberg spin system in a changing magnetic field.111See also . This invariant involves two auxiliary functions that satisfy a system of coupled first order differential equations. These same differential equations arise in the construction of a dynamical invariant for the dipole interaction of a single spin in a changing magnetic field. This observation together with the more recent results of Ref.  on the characterization of the quantum systems admitting the same dynamical invariant are the main motivation for the present study.

The Hamiltonian $`H_{\mathrm{Heisenberg}}`$ for the Heisenberg spin system in a changing magnetic field $`\stackrel{}{B}(t)`$ is a special case of the spin Hamiltonians of the form

$$H_s(t)=H_0(t)+H^{}(t),$$
(1)
where $`H_0(t)`$ is the dipole interaction Hamiltonian given by

$$H_0(t):=\stackrel{}{B}(t)\underset{i=1}{\overset{N}{}}\stackrel{}{S}_i=\underset{i=1}{\overset{N}{}}\underset{\alpha =1}{\overset{3}{}}B^\alpha (t)S_i^\alpha ,$$
(2)
$`\stackrel{}{S}_i=(S_i^1,S_i^2,S_i^3)`$ is the spin operator for the $`i`$-th particle, $`N`$ is the number of particles, and $`H^{}(t)`$ is the Hamiltonian corresponding to the internal spin interaction of the system. For $`H_{\mathrm{Heisenberg}}(t)`$, $`H^{}(t)`$ is a time-independent Hamiltonian given by

$`H_{\mathrm{Heisenberg}}^{}`$ $`=`$ $`AH_1,H_1:={\displaystyle \underset{i_1,i_2}{}}{\displaystyle \underset{\alpha _1,\alpha _2}{}}Q_{i_1,i_2}^{\alpha _1\alpha _2}S_{i_1}^{\alpha _1}S_{i_2}^{\alpha _2},`$ (3)
$`Q_{i_1i_2}^{\alpha _1\alpha _2}`$ $`:=`$ $`\{\begin{array}{cc}\delta _{\alpha _1,\alpha _2}& \text{if }i_1\text{ and }i_2\text{ label particles that are nearest neighbors}\\ 0& \text{otherwise,}\end{array}`$ (6)
where $`A`$ is a constant and $`\delta _{a,b}`$ denotes the Kronecker delta function.

The purpose of this article is to show that any Hamiltonian of the form (1) admits a dynamical invariant that is also a dynamical invariant of the dipole Hamiltonian (2) provided that $`H^{}(t)`$ has rotational invariance.

First, we recall that by definition a dynamical invariant $`I(t)`$ for a Hamiltonian $`H(t)`$ is a (nontrivial) solution of the Liouville-von-Neumann equation:

$$\frac{d}{dt}I(t)=i[I(t),H(t)],$$
(7)
and that any dynamical invariant satisfies

$$I(t)=U(t)I(0)U^{}(t),$$
(8)
where $`U(t)=𝒯e^{i_0^tH(t^{})𝑑t^{}}`$ is the evolution operator generated by the Hamiltonian $`H(t)`$ and $`𝒯`$ is the time-ordering operator.

It is well-known  that one can construct a dynamical invariant $`I_i(t)`$ for a spin in a changing magnetic field using the ansatz $`I_i(t)=\stackrel{}{R}(t)\stackrel{}{S}_i`$. Substituting this expression for $`I(t)`$ in Eq. (7) and using the relation $`H(t)=\stackrel{}{B}(t)\stackrel{}{S}_i`$ for the Hamiltonian and the $`su(2)`$ algebra: $`[S_i^\alpha ,S_i^\beta ]=i_{\gamma =1}^3ϵ_{\alpha \beta \gamma }S_i^\gamma `$, one obtains a system of first order differential equations for the functions $`R^\alpha (t)`$, . This invariant can also be expressed in the form $`I_i(t)=W_i(t)S^3W_i^{}(t)`$ where $`W_i(t)`$ belongs to the (spin representation of the) group $`SU(2)`$ generated by $`S_i^\alpha `$ and satisfies $`W_i(0)=1`$. It is also not difficult to see that in view of Eq. (8), the evolution operator $`U_i(t)`$ generated by $`H(t)`$ satisfies $`U_i(t)=W_i(t)Z_i(t)`$ where $`Z_i(t)`$ is a unitary operator commuting with $`S_i^3`$, . These results can be directly employed for the Hamiltonian $`H_0(t)`$ of Eq. (2). Specifically, this Hamiltonian admits the invariant

$$I(t)=\underset{i=1}{\overset{N}{}}I_i(t)=\stackrel{}{R}(t)\underset{i=1}{\overset{N}{}}\stackrel{}{S}_i=W_0(t)\left(\underset{i=1}{\overset{N}{}}S_i^3\right)W_0^{}(t)=U_0(t)\left(\underset{i=1}{\overset{N}{}}S_i^3\right)U_0^{}(t)=U_0(t)I(0)U_0^{},$$
(9)
where $`W_0(t)=_{i=1}^NW_i(t)`$ and $`U_0(t)=_{i=1}^NU_i(t)`$ and

$$I(0)=\underset{i=1}{\overset{N}{}}S_i^3.$$
(10)
Note that because $`S_i^\alpha `$ with different values of $`i`$ commute, $`[W_i(t),W_j(t)]=[U_i(t),U_j(t)]=0`$. Furthermore, we have $`U_i(t)=e^{iM_i(t)}`$, $`M_i(t):=\stackrel{}{\rho }(t)\stackrel{}{S}_i`$, and $`U_0(t)=e^{iM(t)}`$ where $`\stackrel{}{\rho }(t)`$ are determined in terms of $`\stackrel{}{R}(t)`$ and $`M(t):=\stackrel{}{\rho }(t)_{i=1}^N\stackrel{}{S}_i.`$

Now, consider a spin Hamiltonian of the form (1) and suppose that $`H^{}(t)`$ is rotationally invariant, i.e., for all $`\alpha \{1,2,3\}`$,

$$[H^{}(t),\underset{i=1}{\overset{N}{}}S_i^\alpha ]=0.$$
(11)
Then

$`[H_0(t),H^{}(t)]`$ $`=`$ $`0,`$ (12)
$`[I(t),H^{}(t)]`$ $`=`$ $`0.`$ (13)
In view of Eqs. (1) and (13) and the fact that $`I(t)`$ is a dynamical invariant for $`H_0(t)`$, we have

$$\frac{d}{dt}I(t)=i[I(t),H_0(t)]=i[I(t),H_0(t)+H^{}(t)]=i[I(t),H_s(t)].$$

Hence $`I(t)`$ is also a dynamical invariant for the Hamiltonian $`H_s(t)`$. Furthermore, according to Eqs. (1) and (12), the evolution operator $`U_s(t)`$ generated by $`H_s(t)`$ is the product of those generated by $`H_0(t)`$ and $`H^{}(t)`$, i.e.,

$$U_s(t)=U_0(t)U^{}(t),$$
(14)
where $`U^{}(t)=𝒯e^{i_0^tH^{}(t^{})𝑑t^{}}.`$

As we mentioned earlier, the Heisenberg spin Hamiltonian $`H_{\mathrm{Heisenberg}}`$ considered in Refs.  is a special case of $`H_s(t)`$. It can also be easily checked that $`H_{\mathrm{Heisenberg}}^{}`$ is rotationally invariant. Hence $`H_{\mathrm{Heisenberg}}`$ also admits the invariant $`I(t)`$ of Eq. (9). The invariant constructed in Ref.  differs from the invariant (9) by a constant term that commutes with the Hamiltonian. Therefore, this term drops from both sides of the defining equation (7). The only effect of this additional term is to change the degeneracy of the eigenvalues of the invariant. In fact, the most general dynamical invariant for the Hamiltonian $`H_s(t)`$ (and in particular for $`H_{\mathrm{Heisenberg}}`$) is given by

$$I_s(t)=U_s(t)I(0)U_s^{}(t)=U_0(t)U^{}(t)I(0)U_{}^{}{}_{}{}^{}(t)U_0^{}(t),$$

where $`I(0)`$ is a constant Hermitian operator. The invariant (9) corresponds to the choice (10) for $`I(0)`$. The invariant constructed in Ref.  corresponds to the choice

$$I(0)=\underset{i=1}{\overset{N}{}}S_i^3+H_1.$$
(15)
As mentioned in Ref. , the eigenvectors of the invariant corresponding to (15) are not known. This means that an explicit solution of the time-dependent Schrödinger equation using this invariant is not possible. Unlike this invariant the eigenvectors of the invariant (9) are easily calculated; they are (tensor) products of the eigenvectors of $`I_i(t)`$, i.e., $`W_i(t)|n_i`$ where $`|n_i`$ are the eigenvectors of $`S_i^3`$ with eigenvalue $`n_i=\pm 1/2`$.

We wish to conclude this article with the following remarks.

* Because it is the dynamical invariants that determine the geometric phases , the geometric phases obtained for the Hamiltonian $`H_s(t)`$ coincide with those of the dipole Hamiltonian $`H_0(t)`$. This is the reason why the expression obtained in Ref.  for the geometric phases of a Heisenberg spin system in a changing magnetic field is essentially the same as the one for the geometric phases of a single spin in the same magnetic field.
* We can construct more general internal interaction Hamiltonians $`H^{}(t)`$ that are rotationally invariant and thus the corresponding total Hamiltonian $`H_s(t)`$ admits the same dynamical invariant as $`H_0(t)`$. For example, we can set

$`H^{}(t)`$ $`=`$ $`{\displaystyle \underset{n}{}}\lambda _n(t)H_n,`$ (16)
$`H_n`$ $`:=`$ $`{\displaystyle \underset{i_1,\mathrm{},i_{2n}=1}{\overset{N}{}}}{\displaystyle \underset{\alpha _1,\mathrm{},\alpha _{2n}=1}{\overset{3}{}}}Q_{i_1\mathrm{}i_{2n}}^{\alpha _1\mathrm{}\alpha _{2n}}S_{i_1}^{\alpha _1}\mathrm{}S_{i_{2n}}^{\alpha _{2n}},`$ (17)
where $`n`$ takes positive integer values, $`\lambda _n`$ are real-valued functions of $`t`$, and $`Q_{i_1\mathrm{}i_{2n}}^{\alpha _1\mathrm{}\alpha _{2n}}`$ are real coupling constants satisfying certain symmetry conditions. In order to state these conditions, we introduce the following abbreviated notation

$$\stackrel{~}{Q}_{i_ji_k}^{\mu ,\nu }:=Q_{i_1\mathrm{}i_j\mathrm{}i_k\mathrm{}i_{2n}}^{\alpha _1\mathrm{}\alpha _j\mathrm{}\alpha _k\mathrm{}\alpha _{2n}}\mathrm{with}\alpha _j=\mu ,\alpha _k=\nu .$$

Then the above mentioned conditions take the form

$`\mathrm{for}i_j=i_k:`$ $`\stackrel{~}{Q}_{i_ji_k}^{\mu \nu }=\stackrel{~}{Q}_{i_ji_k}^{\nu \mu },`$ (18)
$`\mathrm{for}i_ji_k:`$ $`\delta _{\mu ,\gamma }\left(\stackrel{~}{Q}_{i_ji_k}^{\beta \nu }+\stackrel{~}{Q}_{i_ki_j}^{\nu \beta }\right)+\delta _{\nu ,\gamma }\left(\stackrel{~}{Q}_{i_ji_k}^{\mu \beta }+\stackrel{~}{Q}_{i_ki_j}^{\beta \mu }\right)`$ (19)
$`\delta _{\mu ,\beta }\left(\stackrel{~}{Q}_{i_ji_k}^{\gamma \nu }+\stackrel{~}{Q}_{i_ki_j}^{\nu \gamma }\right)\delta _{\nu ,\beta }\left(\stackrel{~}{Q}_{i_ji_k}^{\mu \gamma }+\stackrel{~}{Q}_{i_ki_j}^{\gamma \mu }\right)=0.`$
These relations must be satisfied for all possible values of the labels $`j,k,i_j,i_k,\beta ,\gamma ,\mu `$, and $`\nu `$. They follow from the requirement that $`H_1`$ commutes with the total spin operators $`_{i=1}^NS_i^\alpha `$ and the identities

$`S_i^\alpha S_i^\beta `$ $`=`$ $`{\displaystyle \frac{1}{4}}\delta _{\alpha ,\beta }+{\displaystyle \frac{i}{2}}{\displaystyle \underset{\gamma =1}{\overset{3}{}}}ϵ_{\alpha \beta \gamma }S_i^\gamma ,`$
$`S_i^\alpha S_j^\beta `$ $`=`$ $`S_j^\beta S_i^\alpha \mathrm{for}ij.`$
It is not difficult to generalize the conditions obtained for $`H_1`$ to $`H_n`$.

Perhaps the simplest nontrivial example that fulfils conditions (18) and (19) is $`Q_{i_1i_2}^{\alpha _1\alpha _2}`$ of Eq. (6).

## Acknowledgment

I would like to thank Professor Alden Mead for his most invaluable comments and suggestions.


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# MgB2 tunnel junctions and 19 K low-noise dc superconducting quantum interference devices

## Abstract

Point contact junctions made from two pieces of MgB2 can be adjusted to exhibit either superconductor-insulator-superconductor (SIS) or superconductor-normal metal-superconductor (SNS) current-voltage characteristics. The SIS characteristics are in good agreement with the standard tunneling model for s-wave superconductors, and yield an energy gap of (2.02 $`\pm `$ 0.08) meV. The SNS characteristics are in good agreement with the predictions of the resistively-shunted junction model. DC Superconducting QUantum Interference Devices made from two SNS junctions yield magnetic flux and field noise as low as 4 $`\mu \mathrm{\Phi }_0`$Hz-1/2 and 35 fT Hz-1/2 at 19 K; $`\mathrm{\Phi }_0`$ is the flux quantum.

The discovery of superconductivityNagamatsu2001  in MgB2 at 39 K has generated considerable interest with regard to both fundamental issues and practical applications. An important tool in both respects is the tunnel junction. To measure the energy gap, a number of tunneling experiments with normal contacts have been performed.Karapetrov2001 ; Schmidt2001 ; Rubio2001 ; Kohen2001 ; Plecenik2001 ; Szabo2001 ; Sharoni2001  These measurements reveal values of the low-temperature energy gap, $`\mathrm{\Delta }(0)`$, that range from 2 to 7 meV; by contrast, the weak-coupling Bardeen-Cooper-Schrieffer (BCS) value $`\mathrm{\Delta }(0)`$ = 1.76 $`k_BT_c`$ is 5.9 meV, where $`T_c`$ is the transition temperature. Other experiments have been performed with both electrodes made of MgB2. Gonnelli et al.Gonnelli2001  used MgB2 break junctions to observe a Josephson supercurrent, a nonhysteretic current-voltage (I-V) characteristic, and microwave-induced steps. Brinkman et al.,Brinkman2001  using nanobridges patterned in thin films of MgB2, observed Josephson-like I-V characteristics and oscillations in the characteristics of dc Superconducting QUantum Interference Devices (SQUIDs) as a function of applied magnetic field.

In this Letter, we report experiments on all-MgB2 point contact junctions that can produce either superconductor-insulator-superconductor (SIS) or superconductor-normal metal-superconductor (SNS) I-V characteristics. The I-V characteristics of the SIS junctions are well fitted by the BCS tunneling model with a reduced energy gap. The SNS junctions display I-V characteristics in good agreement with the resistively-shunted junction (RSJ) model,StewMcCumb1968  and are used to make dc SQUIDs with low noise at 19 K.

Compact samples of MgB2 were formed from high purity amorphous B powder and Mg metal, and had a typical Tc of 39 K. Point contact junctions were made from flakes of MgB2, typically 0.5 mm thick, with no further surface treatment. The sharp point of one piece was pressed against a second with an adjustable screw arrangement. The assembly was immersed in liquid 4He or raised above the bath to increase its temperature. Three such junctions were made, and each was adjusted many times to obtain a wide variety of I-V characteristics.

Figure 1 shows two representative four-terminal I-V characteristics for junctions with a resistance $`R`$ at high voltages ($``$ 2$`\mathrm{\Delta }/e`$) of approximately 2.9 k$`\mathrm{\Omega }`$. The current is small for low voltages, and increases steeply at a voltage 2$`\mathrm{\Delta }/e`$. The absence of any discernible Josephson supercurrent is explained by the large values of the noise parameter, $`\mathrm{\Gamma }_N=4eRk_BT/\mathrm{\Phi }_0`$ $``$ 0.33 and 0.67 in Figs. 1(a) and (b), respectively, which ensure that thermal fluctuations effectively quench the Josephson effect.Ambegaokar1969  The curves through the data are fits toDynes1978

$$I=\frac{G_{NN}}{e}_{\mathrm{}}^{\mathrm{}}\rho (E)\rho (E+eV)[f(E)f(E+eV)]𝑑E\text{,}$$
(1)
where GNN is the normal-state conductance fitted at voltages above 3$`\mathrm{\Delta }/e\text{}\rho (E)=Re\left\{(Ei\mathrm{\Gamma })/[(Ei\mathrm{\Gamma })^2\mathrm{\Delta }^2]^{1/2}\right\}`$ is the modified BCS density of states, $`\mathrm{\Delta }(T)`$ is the fitted energy gap, $`\mathrm{\Gamma }(T)`$ is a fitted gap-smearing parameter,Dynes1978  and $`f(E)`$ is the Fermi function. Figure 1 also shows the differential conductances, $`dI/dV`$, obtained by differentiating the I-V curve, together with the theoretical prediction. The peak around zero voltage arises from the gap smearing which produces an enhanced quasiparticle population at low energies. The good agreement between theory and experiment confirms that tunneling occurs between two superconductors, rather than between a superconductor and a normal metal.

The inset in Fig. 1(a) shows $`\mathrm{\Delta }(T)`$, extracted from a series of plots like those in Fig. 1, versus temperature. Within the scatter in the data, the weak-coupling BCS prediction with a reduced gap (solid line) is a reasonably good fit. However, the low temperature asymptote, $`\mathrm{\Delta }(0)`$ = (2.02 $`\pm `$ 0.08) meV, is substantially below the value predicted by weak-coupling BCS theory and observed in some tunneling experiments to normal metal contacts,Karapetrov2001 ; Schmidt2001 ; Plecenik2001 ; Szabo2001 ; Sharoni2001  and the fit to the data indicates a $`T_c`$ of about 29 K. These lowered values of $`\mathrm{\Delta }(0)`$ and Tc are possibly associated with a surface layer that has a reduced value of $`T_c`$ or is even normal, with a gap induced by the proximity effect. However, the observed value of $`\mathrm{\Delta }(0)`$ is still substantially below the BCS value predicted for $`T_c`$ = 29 K, about 4.4 meV.

By increasing the pressure between the two MgB2 surfaces, we obtain much lower resistances and nonhysteretic I-V characteristics with a Josephson supercurrent. Figure 2 shows an example along with the fit to the prediction of the noise-free resistively shunted junction model, $`V=(I^2I_0^2)^{1/2}R\text{}I_0`$ is the critical current. The noise parameter, $`\mathrm{\Gamma }_N`$ 0.0021, is small and the noise rounding is minor.Dynes1978  The good fit indicates that there are no evident excess currents. One inset in Fig. 2 shows microwave induced stepsGonnelli2001  at voltages $`m\mathrm{\Phi }_0f_m`$ ($`m`$ = 0, $`\pm `$ 1, $`\pm `$ 2$`\mathrm{}`$) induced by several values of microwave power at frequency $`f_m`$. The second inset shows the existence of a critical current and steps at 35 K, well above the value of $`T_c`$ inferred from the temperature dependence of the energy gap in Fig. 1(a). Possibly the SNS junctions have a much lower resistance because surface layers of the MgB2 have been penetrated to reveal bulk MgB2.

We used the same technique to make dc SQUIDs. The adjustable flake of MgB2, typically 1.5 $`\times `$ 4.5 mm2, was selected to have two nearby points that were pressed against the surface of the flat piece. We attempted to make five SQUIDs in this way; three of them functioned well. Figure 3 shows the I-V characteristic of one of them, with the magnetic flux $`\mathrm{\Phi }`$ threading the loop adjusted to be $`n\mathrm{\Phi }_0\text{ and }(n+1/2)\mathrm{\Phi }_0`$, where $`n`$ is an integer. The inset in Fig. 3 shows the voltage versus applied magnetic flux. As a function of the bias current $`I_B`$, the peak-to-peak voltage of the oscillations peaks smoothly at a maximum of about 60 $`\mu `$V. The oscillations are somewhat asymmetric, suggesting that the critical currents and resistances of the two junctions were unequal or the junctions were not placed symmetrically on the superconducting loop.Tesche1977  At a bias current of 13.5 $`\mu `$A, the average maximum transfer coefficient, $`V_\mathrm{\Phi }=|V/\mathrm{\Phi }|_{I_B}`$, is approximately 280 $`\mu \text{V}/\mathrm{\Phi }_0`$.

We now make a rough comparison of the measured and predicted values of $`V_\mathrm{\Phi }`$. For the I-V characteristic in Fig. 3, the maximum critical current is 2$`I_0\text{16}\mu `$A, so that $`\mathrm{\Gamma }_N`$ 0.1 and the asymptotic resistance $`R/211\mathrm{\Omega }`$, where $`R`$ is the resistance (assumed to be equal) per junction. The peak-to-peak swing in the critical current is $`\mathrm{\Delta }I_08\mu `$A, yielding $`\mathrm{\Delta }I_0/2I_01/2`$. Computer simulationsTesche1977  for ideal, identical Josephson junctions indicate that the corresponding value of $`\beta _L2LI_0/\mathrm{\Phi }_0`$ 1, where $`L`$ is the inductance of the SQUID loop, implying that $`L`$130 pH. The predicted maximum value of the transfer coefficient is $`V_\mathrm{\Phi }R/L\text{ 350 }\mu V/\mathrm{\Phi }_0`$, in quite good agreement with the average measured value.

To measure the noise of our dc SQUIDs, we operated each in turn, surrounded by a high-permeability shield, in a flux-locked loop. Figures 4(a) and 4(b) show the measured flux noise spectrum $`S_\mathrm{\Phi }^{1/2}(f)`$ for two different SQUIDs at 19K. In Fig. 4(a), we observe a frequency independent (“white”) flux noise at frequencies down to about 500 Hz, with a value of about 4 $`\mu \mathrm{\Phi }_0\text{Hz}^{1/2}`$. As the frequency is lowered, the noise increases with a slope of roughly -1/4 down to about 3 Hz, and then increases steeply at lower frequencies. The noise below 3 Hz is almost certainly due to ambient magnetic field fluctuations, and possibly due to mechanical instabilities in the point contact junctions. The origin of the excess noise between 3 Hz and 500 Hz is less clear, and may or may not be intrinsic to the device. The temperature of the SQUID was not well regulated, and fluctuations or drifts in temperature may well have contributed to the excess noise. The right-hand ordinate shows the magnetic field noise, $`S_B^{1/2}(f)=S_\mathrm{\Phi }^{1/2}/A_{eff}`$; the effective area of the SQUID $`A_{eff}`$ 0.16 mm2 was found by measuring the magnetic field along the axis of the SQUID loop required to generate one flux quantum in the SQUID. In the white noise region $`S_B^{1/2}(f)`$ 50 fT Hz-1/2.

Figure 4(b) shows the noise for another SQUID. The white noise, about 10 $`\mu \mathrm{\Phi }_0\text{Hz}^{1/2}`$, extends down to about 1 kHz; $`S_\mathrm{\Phi }^{1/2}(f)`$ scales approximately as $`1/f`$ at frequencies between about 100 Hz and 2 Hz. The effective area $`A_{eff}`$ 0.60 mm2, yielding a white magnetic field noise of 35 fT Hz-1/2. For both SQUIDs, operation of the flux-locked loop with bias current reversalKoch1983  \- which reduces the low frequency noise due to fluctuations in the critical current - had no effect on the noise spectrum.

To compare the white flux noise for the SQUID in Fig. 4(a) with theory,Tesche1977  we estimate $`\beta _L`$ 3, $`L`$ 50 pH, $`R`$ 20 $`\mathrm{\Omega }`$ and $`\mathrm{\Gamma }_N`$ 0.04 to predict $`S_\mathrm{\Phi }^{1/2}(f)(16k_BT/R)^{1/2}L\text{ 0.4 }\mu \mathrm{\Phi }_0\text{Hz}^{1/2}`$. A similar estimate for the SQUID in Fig. 4(b) yields 1$`\mu \mathrm{\Phi }_0\text{Hz}^{1/2}`$. The fact that the measured white noise for both devices is an order of magnitude higher than predicted may be due to asymmetric devices, poor radio-frequency shielding, and non-optimal matching of the SQUID resistance to the preamplifier.

Our observation of SIS-tunneling characteristics and the demonstration that thin films of MgB2 can be depositedBrinkman2001  suggest that it may be feasible to fabricate thin film tunnel junctions with grown or deposited barriers. Such junctions could possibly extend the upper frequency ($`\text{ 2}\mathrm{\Delta }/h`$) at which SIS mixersWengler1992  may be used. In the case of the dc SQUIDs, the low-frequency noise is 2-3 orders of magnitude lower than that of YBa2Cu3O7-x SQUIDs early in their development. This result suggests that low frequency noise due to thermal activation of trapped flux vortices is less of an issue in MgB2 SQUIDs than in their high-Tc counterparts.

This work was supported by the Director, Office of Science, Office of Basic Energy Services, Material Sciences Division of the U.S. Department of Energy under Contract Nos. DE-AC03-76SF00098 and W-31-109-ENG-38.