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# Illuminating Dense Quark Matter

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## Abstract

We imagine shining light on a lump of cold dense quark matter, in the CFL phase and therefore a transparent insulator. We calculate the angles of reflection and refraction, and the intensity of the reflected and refracted light. Although the only potentially observable context for this phenomenon (reflection of light from and refraction of light through an illuminated quark star) is unlikely to be realized, our calculation casts new light on the old idea that confinement makes the QCD vacuum behave as if filled with a condensate of color-magnetic monopoles.

PACS numbers:

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At high enough baryon density and low temperature, the ground state of QCD with three flavors of quarks is the color-flavor locked (CFL) phase . In this phase, quarks of all three colors and all three flavors form Cooper pairs, meaning that all fermionic quasiparticles are gapped. The gap $`\mathrm{\Delta }`$ is likely of order tens to 100 MeV at astrophysically accessible densities, with quark chemical potential $`\mu (350500)`$ MeV . The condensate is charged with respect to eight of the nine massless gauge bosons (eight gluons, one photon) of the ordinary vacuum, meaning that eight gauge bosons get a mass. Chiral symmetry is spontaneously broken, and so is baryon number (i.e., the material is a superfluid.) At asymptotic densities, the effective coupling is weak and the properties of the ground state and its low-energy excitations can be determined quantitatively by adapting methods used in the theory of superconductivity (BCS theory).

The CFL phase persists for finite masses and even for unequal masses, so long as the differences are not too large . It is very likely the ground state for real QCD, assumed to be in equilibrium with respect to the weak interactions, over a substantial range of densities. Throughout the range of parameters over which the CFL phase exists as a bulk (and therefore electrically neutral) phase, it consists of equal numbers of $`u`$, $`d`$ and $`s`$ quarks and is therefore electrically neutral in the absence of any electrons . The equality of the three quark number densities is enforced in the CFL phase by the fact that this equality maximizes the pairing energy associated with the formation of $`ud`$, $`us`$, and $`ds`$ Cooper pairs. This equality is enforced even though the strange quark, with mass $`m_s`$, is heavier than the light quarks .

In the CFL phase, there is an unbroken $`U(1)_{\stackrel{~}{Q}}`$ gauge symmetry and a corresponding massless photon given by a linear combination of the ordinary photon and one of the gluons . $`U(1)_{\stackrel{~}{Q}}`$ is generated by $`\stackrel{~}{Q}=Q+T_8/\sqrt{3}`$, where $`Q`$ is the conventional electromagnetic charge generator and the color hypercharge generator $`T_8`$ is normalized such that, in the representation of the quarks, $`T_8/\sqrt{3}=\text{diag}(\frac{2}{3},\frac{1}{3},\frac{1}{3})`$ in color space. The CFL condensate is $`\stackrel{~}{Q}`$-neutral, the $`U(1)`$ symmetry generated by $`\stackrel{~}{Q}`$ is therefore unbroken, the associated $`\stackrel{~}{Q}`$-photon remains massless, and within the CFL phase the $`\stackrel{~}{Q}`$-electric and $`\stackrel{~}{Q}`$-magnetic fields satisfy Maxwell’s equations. The massless combination of the photon and the eighth gluon, $`A_\mu ^{\stackrel{~}{Q}}`$, and the orthogonal massive combination which experiences the Meissner effect, $`A_\mu ^X`$, are given by

$`A_\mu ^{\stackrel{~}{Q}}`$ $`=`$ $`\mathrm{cos}\theta A_\mu +\mathrm{sin}\theta G_\mu ^8,`$ (1)
$`A_\mu ^X`$ $`=`$ $`\mathrm{sin}\theta A_\mu +\mathrm{cos}\theta G_\mu ^8.`$ (2)
The mixing angle $`\theta `$ (called $`\alpha _0`$ in Ref. ) which specifies the unbroken $`U(1)`$ is given by

$$\mathrm{cos}\theta =\frac{g}{\sqrt{g^2+e^2/3}}.$$
(3)
$`\theta `$ is the analogue of the Weinberg angle in electroweak theory. At accessible densities, the gluons are strongly coupled ($`g^2/4\pi 1`$) and the photons are weakly coupled ($`e^2/4\pi 1/137`$), so $`\theta `$ is small, perhaps of order $`1/20`$. The “rotated photon” consists mostly of the usual photon, with only a small admixture of the $`G^8`$ gluon.

All elementary excitations in the CFL phase are either $`\stackrel{~}{Q}`$-neutral or couple to $`A_\mu ^{\stackrel{~}{Q}}`$ with charges which are integer multiples of the $`\stackrel{~}{Q}`$-charge of the electron $`\stackrel{~}{e}=e\mathrm{cos}\theta `$, which is less than $`e`$ because the electron couples only to the $`A_\mu `$ component of $`A_\mu ^{\stackrel{~}{Q}}`$. The only massless excitation (the superfluid mode) is $`\stackrel{~}{Q}`$-neutral. Because all charged excitations have nonzero mass and there are no electrons present, the CFL phase in bulk is a transparent insulator at low temperatures: $`\stackrel{~}{Q}`$-magnetic and $`\stackrel{~}{Q}`$-electric fields within it evolve simply according to Maxwell’s equations, and low frequency $`\stackrel{~}{Q}`$-light traverses it without scattering.

Imagine shining light on a chunk of dense quark matter in the CFL phase. If CFL matter occurs only within the cores of neutron stars, cloaked under kilometers of hadronic matter , the thought experiment we describe here in which light waves travelling in vacuum strike CFL matter can never arise in nature. If, however, the fact that quark matter features many more strange quarks than ordinary nuclear matter renders it stable even at zero pressure, then one may imagine quark stars in nature . Such a quark star may be made of CFL quark matter throughout, or may have an outer layer in which a less symmetric pattern of pairing occurs. For example, quarks of only two colors and flavors may pair, yielding the 2SC phase which was the first color superconducting phase studied . Some of the remaining quarks with differing Fermi momenta may also form a crystalline color superconductor . As in the CFL phase, the 2SC condensate leaves a (slightly different) $`\stackrel{~}{Q}`$-photon massless. However, the 2SC phase is a good $`\stackrel{~}{Q}`$-conductor because of the presence of unpaired quarks and electrons. Thus, 2SC matter is opaque and metallic rather than transparent and insulating. Illuminating it would result in absorption and reflection, but no refraction. We shall assume that the quark matter we illuminate is in the transparent CFL phase all the way out to its surface.

Consider, then, an enormously dense, but transparent, illuminated quark star. Some light falling on its surface will reflect, and some will refract into the star in the form of $`\stackrel{~}{Q}`$-light. We shall calculate the reflection and refraction angles and the intensity of the reflected light and refracted $`\stackrel{~}{Q}`$-light. The partial Meissner effect induced by a static magnetic field has been analyzed previously . We analyze a time-varying electromagnetic field. As a bonus, our analysis allows us to use well understood properties of dense quark matter in the CFL phase to learn about the (less well understood) QCD vacuum.

We assume that the light has $`\omega `$ and $`k`$ both much less than the energy needed to create a charged excitation in the CFL phase. This means $`\omega ,k\mathrm{\Delta }`$, where $`\mathrm{\Delta }`$ is the fermionic gap, to avoid the breaking of pairs and the creation of quasiparticles. It also means $`\omega ,km_{\pi ^\pm },m_{K^\pm }`$, where $`\pi ^\pm `$ and $`K^\pm `$ are the charged pions and kaons of the CFL phase. Their masses are of order $`\stackrel{~}{e}\mathrm{\Delta }`$ in the chiral limit , and the contribution to their masses due to finite quark masses has also been evaluated .

In vacuum the electromagnetic fields obey the free Maxwell’s equations

$`𝐃`$ $`=`$ $`0,\times 𝐄={\displaystyle \frac{𝐁}{t}},`$ (5)
$`𝐁`$ $`=`$ $`0,\times 𝐇={\displaystyle \frac{𝐃}{t}},`$ (6)
where $`𝐃=ϵ_0𝐄`$ and $`𝐁=\mu _0𝐇`$, and $`ϵ_0`$ and $`\mu _0`$ are the vacuum dielectric constant and magnetic permeability, respectively, such that the velocity of light $`c=1/\sqrt{\mu _0ϵ_0}`$. Deep in the CFL phase, the rotated fields $`\stackrel{~}{𝐄}`$ and $`\stackrel{~}{𝐁}`$ obey the same field equations, but with dielectric constant

$$\stackrel{~}{ϵ}=ϵ_0\left(1+\frac{8\alpha }{9\pi }\mathrm{cos}^2\theta \frac{\mu ^2}{\mathrm{\Delta }^2}\right),$$
(7)
where $`\alpha `$ is the electromagnetic fine structure constant and $`\mu `$ is the chemical potential. This expression for $`\stackrel{~}{ϵ}`$ is valid to leading order in $`\alpha `$, and for $`\omega ,k\mathrm{\Delta }`$. The dependence of $`\stackrel{~}{ϵ}`$ on $`\omega `$ arises only in corrections to (7) which are suppressed by $`\omega ^2/\mathrm{\Delta }^2`$, and we therefore neglect dispersion in this letter. The magnetic permeability in the CFL phase remains unchanged to leading order, $`\stackrel{~}{\mu }=\mu _0`$. The index of refraction of CFL quark matter thus reduces to $`\stackrel{~}{n}=\sqrt{\stackrel{~}{\mu }\stackrel{~}{ϵ}/\mu _0ϵ_0}=\sqrt{\stackrel{~}{ϵ}/ϵ_0}`$. If we apply (7) for $`\mu /\mathrm{\Delta }(410)`$, we obtain $`\stackrel{~}{n}(1.021.1)`$.

We take the surface of the CFL matter to be planar, with the CFL phase at $`z>0`$ and vacuum at $`z<0`$. (That is, we assume any curvature of the surface is on length scales long compared to the wavelength of the light.) For an ordinary dielectric, the analogous problem is solved in Ref. . The complication here is that we must match the ordinary electric and magnetic fields in vacuum onto $`\stackrel{~}{Q}`$-electric and $`\stackrel{~}{Q}`$-magnetic fields within the CFL phase. The properties of the reflected and refracted waves will therefore depend upon both the dielectric constant $`\stackrel{~}{ϵ}`$ and the mixing angle $`\theta `$.

We are only interested in the reflected and refracted waves, and not in the detailed field configurations very close to the interface. This means that we can follow the strategy of Ref.  and encapsulate the physics of the interface into boundary conditions relating $`𝐄`$ and $`𝐁`$ on the vacuum side of the interface to $`\stackrel{~}{𝐄}`$ and $`\stackrel{~}{𝐁}`$ on the CFL side. On the CFL side, the massive $`X`$ fields can be neglected as long as $`z`$ is greater than some $`\lambda ^{\mathrm{CFL}}`$, while on the vacuum side, the confined gluon fields can be neglected as long as $`|z|`$ is greater than some $`\lambda ^{\mathrm{QCD}}`$. $`\lambda ^{\mathrm{QCD}}`$ is a length scale characteristic of confinement. For the non-static fields of interest, and in the weak coupling regime, $`\lambda ^{\mathrm{CFL}}`$ is of order $`1/\mathrm{\Delta }`$, longer than the inverse Meissner mass $`g\mu `$ . In order to describe light whose wavelength is long compared to $`\lambda ^{\mathrm{QCD}}`$ and $`\lambda ^{\mathrm{CFL}}`$, we need boundary conditions relating $`𝐄`$ and $`𝐁`$ at $`z=\lambda ^{\mathrm{QCD}}`$ to $`\stackrel{~}{𝐄}`$ and $`\stackrel{~}{𝐁}`$ at $`z=+\lambda ^{\mathrm{CFL}}`$.

$`X`$-magnetic fields experience a Meissner effect in the CFL phase, meaning that supercurrents in the CFL matter within $`\lambda ^{\mathrm{CFL}}`$ of the interface screen the $`X`$-component of any ordinary magnetic field parallel to the interface on the vacuum side, yielding the boundary condition

$$\stackrel{~}{𝐇}_{}(t,x,y,\lambda ^{\mathrm{CFL}})=\mathrm{cos}\theta 𝐇_{}(t,x,y,\lambda ^{\mathrm{QCD}}).$$
(8)
The CFL condensate is charged with respect to the $`X`$ gauge boson, meaning that if there is an ordinary electric field perpendicular to the interface on the vacuum side, the $`X`$ component of the electric flux will terminate in the CFL phase within $`\lambda ^{\mathrm{CFL}}`$ of the interface, yielding

$$\stackrel{~}{𝐃}_{}(t,x,y,\lambda ^{\mathrm{CFL}})=\mathrm{cos}\theta 𝐃_{}(t,x,y,\lambda ^{\mathrm{QCD}}).$$
(9)
We expect that the confined QCD vacuum should behave as if it is a condensate of color-magnetic monopoles . That is, in the vacuum color magnetic field lines end: if there is a $`\stackrel{~}{Q}`$-magnetic field perpendicular to the interface on the CFL side, the vacuum will ensure that only the ordinary magnetic field is admitted. Thus,

$$𝐁_{}(t,x,y,\lambda ^{\mathrm{QCD}})=\mathrm{cos}\theta \stackrel{~}{𝐁}_{}(t,x,y,\lambda ^{\mathrm{CFL}}).$$
(10)
Finally, color magnetic currents on the vacuum side of the interface should exclude the color component of any $`\stackrel{~}{Q}`$-electric field parallel to the interface on the CFL side, ensuring that

$$𝐄_{}(t,x,y,\lambda ^{\mathrm{QCD}})=\mathrm{cos}\theta \stackrel{~}{𝐄}_{}(t,x,y,\lambda ^{\mathrm{CFL}}).$$
(11)
At sufficiently high density, the property of CFL matter from which (8) and (9) follow, namely the Meissner effect for $`X`$-bosons, is a weak-coupling phenomenon which can be understood analytically. The properties of the QCD vacuum used to deduce (10) and (11) follow from a reasonable and familiar description of confinement as a dual Meissner effect, but confinement is not yet understood analytically. It is therefore of interest that our analysis below provides a derivation of (10) and (11) from (8).

Consider an incident wave, with wave vector $`𝐤=\frac{\omega }{c}(\mathrm{sin}i,0,\mathrm{cos}i)`$, so that

$$𝐄=𝓔e^{i(𝐤𝐫\omega t)},𝐁=\sqrt{\mu _0ϵ_0}\frac{𝐤}{k}\times 𝐄.$$
(12)
There are two orthogonal linear polarizations, shown in Fig. 1, which we will treat separately. In the first, the vector $`𝓔`$ is parallel to the interface while in the second, $`𝓔`$ lies in the plane of incidence. The reflected wave is

$$𝐄^{}=𝓔^{}e^{i(𝐤^{}𝐫\omega t)},𝐁^{}=\sqrt{\mu _0ϵ_0}\frac{𝐤^{}}{k^{}}\times 𝐄^{},$$
(13)
with wave vector $`𝐤^{}=\frac{\omega }{c}(\mathrm{sin}i^{},0,\mathrm{cos}i^{})`$, while the refracted wave is

$$\stackrel{~}{𝐄}_r=\stackrel{~}{𝓔}_re^{i(𝐤_𝐫𝐫\omega t)},\stackrel{~}{𝐁}_r=\sqrt{\stackrel{~}{\mu }\stackrel{~}{ϵ}}\frac{𝐤_𝐫}{k_r}\times \stackrel{~}{𝐄}_r,$$
(14)
with wave vector $`𝐤_𝐫=\omega \sqrt{\stackrel{~}{\mu }\stackrel{~}{ϵ}}(\mathrm{sin}r,0,\mathrm{cos}r)`$.

The boundary conditions must be obeyed at all times, which immediately implies that the frequency of all the waves is the same, as above. The boundary conditions must be obeyed at all points on the planar interface. For $`1/k\lambda ^{\mathrm{CFL}},\lambda ^{\mathrm{QCD}}`$ this implies that $`𝐤𝐫=𝐤^{}𝐫=𝐤_𝐫𝐫`$ at $`z=0`$, independent of details of the boundary conditions. To satisfy this kinematic constraint, all three wave vectors must lie in a plane and $`k\mathrm{sin}i=k^{}\mathrm{sin}i^{}=k_r\mathrm{sin}r`$. Since $`k=k^{}`$, we must have $`i=i^{}`$: that is, the angle of incidence is the same as the angle of reflection. Since $`k_r=\stackrel{~}{n}k`$, we also reproduce Snell’s law

$$\mathrm{sin}i=\stackrel{~}{n}\mathrm{sin}r.$$
(15)
The kinematics of the reflection and refraction of light on CFL quark matter are unaffected by the mixing angle $`\theta `$.

We now use the boundary conditions to find the intensities of the reflected and refracted radiation. For the first polarization in Fig. 1, (8) and (11) yield

$`\mathrm{cos}\theta (^{})\sqrt{{\displaystyle \frac{ϵ_0}{\mu _0}}}\mathrm{cos}i`$ $`=`$ $`\stackrel{~}{}_r\sqrt{{\displaystyle \frac{\stackrel{~}{ϵ}}{\stackrel{~}{\mu }}}}\mathrm{cos}r,`$ (16)
$`+^{}`$ $`=`$ $`\mathrm{cos}\theta \stackrel{~}{}_r,`$ (17)
and, using Snell’s law, (10) is equivalent to (11) in this case. Solving, we find

(19)
$`{\displaystyle \frac{\stackrel{~}{}_r}{}}`$ $`=`$ $`{\displaystyle \frac{2\mathrm{cos}\theta \mathrm{cos}i}{\mathrm{cos}^2\theta \mathrm{cos}i+\frac{\mu _0}{\stackrel{~}{\mu }}\stackrel{~}{n}\mathrm{cos}r}},`$ (20)
$`{\displaystyle \frac{^{}}{}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{cos}^2\theta \mathrm{cos}i\frac{\mu _0}{\stackrel{~}{\mu }}\stackrel{~}{n}\mathrm{cos}r}{\mathrm{cos}^2\theta \mathrm{cos}i+\frac{\mu _0}{\stackrel{~}{\mu }}\stackrel{~}{n}\mathrm{cos}r}},`$ (21)
where $`r`$ is easily eliminated using Snell’s law in the form $`\stackrel{~}{n}\mathrm{cos}r=\sqrt{\stackrel{~}{n}^2\mathrm{sin}^2i}`$. To the order we are working, $`\stackrel{~}{\mu }=\mu _0`$. For the second polarization of Fig. 1, (11) and either (8) or (9) yield

$`(^{})\mathrm{cos}i`$ $`=`$ $`\mathrm{cos}\theta \stackrel{~}{}_r\mathrm{cos}r,`$ (22)
$`\mathrm{cos}\theta \sqrt{{\displaystyle \frac{ϵ_0}{\mu _0}}}(+^{})`$ $`=`$ $`\sqrt{{\displaystyle \frac{\stackrel{~}{ϵ}}{\stackrel{~}{\mu }}}}\stackrel{~}{}_r,`$ (23)
and hence

$`{\displaystyle \frac{\stackrel{~}{}_r}{}}`$ $`=`$ $`{\displaystyle \frac{2\stackrel{~}{n}\mathrm{cos}\theta \mathrm{cos}i}{\frac{\mu _0}{\stackrel{~}{\mu }}\stackrel{~}{n}^2\mathrm{cos}i+\stackrel{~}{n}\mathrm{cos}r\mathrm{cos}^2\theta }},`$ (25)
$`{\displaystyle \frac{^{}}{}}`$ $`=`$ $`{\displaystyle \frac{\frac{\mu _0}{\stackrel{~}{\mu }}\stackrel{~}{n}^2\mathrm{cos}i\stackrel{~}{n}\mathrm{cos}r\mathrm{cos}^2\theta }{\frac{\mu _0}{\stackrel{~}{\mu }}\stackrel{~}{n}^2\mathrm{cos}i+\stackrel{~}{n}\mathrm{cos}r\mathrm{cos}^2\theta }}.`$ (26)
Upon setting $`\mathrm{cos}\theta =1`$, the relations (Illuminating Dense Quark Matter) and (Illuminating Dense Quark Matter) reproduce results for reflection and refraction off standard dielectric media (see Ref. ). Decreasing $`\mathrm{cos}\theta `$ decreases the $`A_\mu `$ component of $`A_\mu ^{\stackrel{~}{Q}}`$, and thus favors reflection over refraction. For $`\theta `$ as small as in nature, the changes introduced by $`\theta 0`$ are small. In the (unphysical) limit in which $`\mathrm{cos}\theta =0`$, $`A_\mu ^{\stackrel{~}{Q}}`$ would be orthogonal to $`A_\mu `$ making the CFL phase a superconductor with respect to ordinary electromagnetism. In this limit, we expect and find zero refraction and perfect reflection for both polarizations.

The value of Brewster’s angle is modified by a non-vanishing $`\theta `$. This is the incident angle for which there is no reflected wave if the polarization is parallel to the plane of incidence. We find

$$i_B=\mathrm{arctan}\left(\frac{\stackrel{~}{n}}{\mathrm{cos}^2\theta }\sqrt{\frac{\stackrel{~}{n}^2\mathrm{cos}^4\theta }{\stackrel{~}{n}^21}}\right).$$
(27)
We can also imagine sending a $`\stackrel{~}{Q}`$ electromagnetic wave from CFL matter into vacuum. Doing this calculation yields the same results, but with $`\stackrel{~}{n}`$ replaced by $`1/\stackrel{~}{n}`$. As usual, Snell’s law then implies that for incident angles bigger than $`\mathrm{arcsin}(1/\stackrel{~}{n})`$, the $`\stackrel{~}{Q}`$-light cannot escape from the CFL matter.

Are the solutions (Illuminating Dense Quark Matter) and (Illuminating Dense Quark Matter) consistent with energy conservation? The Poynting vector $`𝐒=\frac{1}{2}\left(𝐄\times 𝐇\right)`$ measures the energy flow per unit area and time. Continuity of the $`z`$-component of the Poynting vector requires

$$^2\sqrt{\frac{ϵ_0}{\mu _0}}\mathrm{cos}i=(^{})^2\sqrt{\frac{ϵ_0}{\mu _0}}\mathrm{cos}i+(\stackrel{~}{}_r)^2\sqrt{\frac{\stackrel{~}{ϵ}}{\stackrel{~}{\mu }}}\mathrm{cos}r,$$
(28)
a relation which is indeed satisfied by both (Illuminating Dense Quark Matter) and (Illuminating Dense Quark Matter).

Notice that in our analysis of each of the two polarizations, one boundary condition was irrelevant and Snell’s law could be used to eliminate a second. If we had used energy conservation in the form (28) in our derivation instead of just as a check, we could have derived all our results from the single boundary condition (8). That is, given only the boundary condition (8) which is easily derived, Snell’s law (15) which is kinematic, and energy conservation (28), we can derive our solutions describing the reflection and refraction of light of both polarizations and, from these electromagnetic fields, we can then derive the remaining boundary conditions (9), (10) and (11). This means that we have derived the boundary conditions motivated above by the idea that the QCD vacuum behaves like a dual superconductor filled with a condensate of color-magnetic monopoles . Having analyzed the illumination of dense quark matter, we find that in addition we have illuminated our understanding of the QCD vacuum.

We thank D. Son for a stimulating conversation. CM thanks the MIT CTP for hospitality during an early stage of this work. The work of CM is supported by the European Community through Marie Curie Grant #HPMF-CT-1999-00391. The work of KR is supported in part by the DOE under agreement #DF-FC02-94ER40818 and an OJI grant, and by the A. P. Sloan Foundation.


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# Andreev reflection in Au/La2-xSrxCuO4 point-contact junctions: separation between pseudogap and phase-coherence gap

## Abstract

We made point-contact measurements with Au tips on La2-xSrxCuO4 samples with $`0.08x0.20`$ to investigate the relationship between superconducting gap and pseudogap. We obtained junctions whose conductance curves presented typical Andreev reflection features at all temperatures from 4.2 K up to $`T_\mathrm{c}^\mathrm{A}`$ close to the bulk $`T_\mathrm{c}`$. Their fit with the BTK-Tanaka-Kashiwaya model gives good results if a ($`s+d`$)-wave gap symmetry is used. The doping dependence of the low temperature dominant isotropic gap component $`\mathrm{\Delta }_\mathrm{s}`$ follows very well the $`T_\mathrm{c}`$ vs. $`x`$ curve. These results support the separation between the superconducting (Andreev) gap and the pseudogap measured by angle-resolved photoemission spectroscopy (ARPES) and tunneling.
Keywords: A. ceramics, A. superconductors, D. superconductivity

The possibility of an experimental investigation of the relationship between superconducting gap and pseudogap in high-$`T_\mathrm{c}`$ cuprates directly arises from the hypothesis, first suggested by G. Deutscher Deutscher , of a really different nature of these two energy gaps. Nowadays the idea is becoming more and more accepted that the pseudogap is a property of the normal state, maybe a precursor of the opening of the superconducting gap which is due to the achievement of the phase coherence in the condensate. Thus, different spectroscopic tools can be used to detect them. Andreev reflection, being strictly related to the phase coherence, is a probe of the superconducting state and therefore can be used to measure the coherence gap. On the contrary, tunneling and angle-resolved photoemission spectroscopy (ARPES) are expected to be able to detect the energy gap in the quasiparticle excitation spectrum, even in the absence of phase coherence.

In the particular case of La2-xSrxCuO4 (LSCO), few experiments have been performed to investigate the Andreev gap ref6b ; ref8 , while some tunneling and ARPES evidences exist supporting a monotonical increase of the low-temperature gap amplitude at the decrease of doping ref4 ; ref6 .

In this paper we present a thorough study of the doping and temperature dependence of the superconducting gap in LSCO extracted from the conductance vs. voltage curves of point-contact junctions between Au tips and LSCO polycrystalline samples with six different Sr concentrations ranging from strongly underdoped ($`x=0.08`$) to slightly overdoped ($`x=0.20`$).

Details on the sample preparation are given elsewhere nostro . The good quality of the LSCO samples was evidenced by XRD powder diffraction Napoletano  and EDS microprobe analysis. AC susceptibility and resistivity measurements gave bulk critical temperatures in good agreement with the standard curve of $`T_\mathrm{c}`$ vs. $`x`$ for LSCO Takagi . The Au tip was obtained by electro-chemical etching with HNO3+HCl of a 0.2 mm diameter Au wire.

Figure 1 shows some representative low-temperature $`I`$-$`V`$ characteristics (solid lines) obtained in samples with $`x`$=0.08 (a) and $`x`$=0.12 (b), together with the d$`I`$/d$`V`$ vs. $`V`$ curves (dashed lines).

Figure 2 reports an example of the low-temperature conductance curves (open circles) for the six values of $`x`$ here considered, normalized so that d$`I`$/d$`V`$=1 in the normal state, and vertically shifted for clarity.

These curves and all the others presented in the following were actually selected among a great number of data sets. We fixed selection criteria so as to ensure that the measurement was spectroscopically meaningful and that the result was not affected by spurious effects. In particular, we required the absence of any voltage-dependent heating effect and the thermal stability of the junction. In principle, comparing the conductance curves to those predicted by the BTK model BTK  provides by itself a good probe of the fulfillment of the ideal measurement conditions. Our experimental curves are indeed fairly similar to the ideal BTK ones obtained with a finite potential barrier, although their maximum value is less than that expected and the shape is not always compatible with a pure *s*-wave gap symmetry. The oscillations of d$`I`$/d$`V`$ at $`|V|`$ 10 mV are not “classic” as well, but are often observed in high-$`T_\mathrm{c}`$ compounds ref11b .

The absence of heating effects is a key point of our discussion. As well known, point-contact measurements give reliable spectroscopic information provided that the contact radius $`a`$ is smaller than the mean free path $`\mathrm{}`$ in both materials (ballistic regime). Since any control on the contact dimension is impossible from the experimental point of view, one usually evaluates $`a`$ from the normal-state junction resistance $`R_\mathrm{N}`$ Jansen . In our case, the values of $`R_\mathrm{N}`$ reported in Fig. 2 give 146Å$`a`$800Å, whereas the (evaluated) mean free path $`\mathrm{}`$ ranges from 40 to 70Å from underdoped to overdoped. These values would rather indicate that the contact is in the thermal (Maxwell) regime, characterized by strong heating phenomena. Nevertheless, in the curves we chose the variation of the normal-state conductance with bias is very small and well within that expected in the ballistic regime Srikanth . The exceedingly low contact resistances are thus very likely to be due to the presence of several parallel ballistic contacts between sample and tip Aminov . Anyway, there’s no doubt that the features shown in Fig.s 1 and 2 can only be produced by Andreev reflection at the S-N interface.

Even at a first glance, the curves in Fig. 2 show that the gap amplitude increases up to a maximum and then decreases again when one moves from underdoped to overdoped samples. The simplest way of evaluating the gap is to identify its edges with the positions of the conductance maxima. The resulting gap values are shown in Fig. 3 as a function of doping, together with those measured by tunneling ref4 . The two measures almost coincide in the overdoped region, but differ more and more when the doping is reduced.

To investigate in greater detail the doping dependence of the Andreev gap, we compared the experimental curves to the theoretical ones predicted by the BTK-Tanaka-Kashiwaya model BTK-T-K , in which we also introduced the quasiparticle lifetime broadening $`\mathrm{\Gamma }`$. If one restricts the analysis to the low-temperature data of Fig. 2, different possible symmetries of the order parameter ($`s`$, $`s+d`$, $`s+`$i$`d`$, *anisotropic s*) give curves which agree almost equally well with the experimental ones. Actually, no experimental probes sensible to the gap symmetry support an *anisotropic s*-wave symmetry in LSCO, and therefore we won’t consider it.

Further information about which gap symmetry is the most suitable for the fit can be found in the temperature dependence of the conductance curves. An example of this dependence for three different doping contents ($`x=0.08`$ (a), $`x=0.10`$ (b) and $`x=0.20`$ (c)) is shown in Fig. 4, which actually reports for clarity only some of the curves we measured.

First of all, a result worth to mention is that the Andreev features always disappear at a temperature $`T_\mathrm{c}^\mathrm{A}`$ close to the bulk $`T_\mathrm{c}`$ or slightly lower. At $`T>T_\mathrm{c}^\mathrm{A}`$, the conductance curves are identical to those expected in a N-N point-contact ballistic junction Srikanth . The fact that Andreev reflection gives no evidence of gap above $`T_\mathrm{c}`$ confirms that it measures the “true” superconducting gap, due to the phase coherence.

The information on the gap symmetry we were looking for can be obtained by fitting the conductance curves in the whole temperature range (from 4.2 K up to $`T_\mathrm{c}^\mathrm{A}`$) with the BTK-T-K model. The free parameters, in the general case of mixed symmetry, are: the isotropic and anisotropic gap components ($`\mathrm{\Delta }_{\mathrm{is}}`$ and $`\mathrm{\Delta }_{\mathrm{an}}`$), the parameter $`Z`$ (proportional to the potential barrier height), the lifetime broadening $`\mathrm{\Gamma }`$ and the angle $`\alpha `$ between the $`a`$ axis and the normal to the S-N interface BTK-T-K  ($`\alpha `$ is unknown because our samples are polycrystalline). Actually, some constraints reduce the number of adjustable parameters. First, since $`R_\mathrm{N}`$ changes very little with $`T`$, we assumed $`Z`$ to be constant and we extracted it from the fits in the various symmetries of the lowest-temperature curves. We obtained very low values of $`Z`$ ($`0.3`$), which make the choice of $`\alpha `$ have little influence on the values of $`\mathrm{\Delta }_{\mathrm{is}}`$ and $`\mathrm{\Delta }_{\mathrm{an}}`$ determined by the fit, independently of the symmetry used nostro . Therefore, we could choose $`\alpha =0`$ without loss of generality. The remaining parameters $`\mathrm{\Delta }_{\mathrm{is}}`$, $`\mathrm{\Delta }_{\mathrm{an}}`$ and $`\mathrm{\Gamma }`$ were varied in order to fit the data, but always keeping $`\mathrm{\Gamma }`$ as small as possible.

A good agreement between the theoretical curves and the experimental data *in the whole temperature range* is only obtained if a ($`s+d`$)-wave gap symmetry is used nostro . This provides the missing information about the symmetry to be used for the fit at low temperature, and allows us to refine the rough evaluation of the doping dependence of the gap sketched in Fig. 3. The ($`s+d`$)-wave theoretical curves which best fit the low-temperature data in Fig. 2 are shown in the same figure as solid lines. The results are consistent with those obtained in LSCO by Deutscher *et al.* ref6b . Although the general symmetry is $`s+d`$, for some values of $`x`$ the weight of the $`d`$ component is zero - that is, the actual symmetry is pure $`s`$-wave (but *only* at low temperature). In all cases the $`s`$-wave component is dominant and thus is the more representative one. Also notice that it is a very robust parameter, since its value would change very little if other gap symmetries were considered. Table I resumes all the values of the parameters related to the curves of Fig. 2.

In Fig. 5 the doping dependence of the *low-temperature* $`\mathrm{\Delta }_\mathrm{s}`$ (solid circles) obtained from our fit is compared to those of the ARPES leading-edge shift (LE) recently determined in LSCO ref6  (open circles) and of the gap determined by tunneling measurements (open squares) ref4 . The doping dependence of the isotropic gap component $`\mathrm{\Delta }_\mathrm{s}`$ determined by the fit of our Andreev data confirms our previous evaluation. In fact, it follows surprisingly well the $`T_\mathrm{c}`$ vs $`x`$ curve (thick solid line) Takagi . On the contrary, both the ARPES LE and the tunneling gap increase monotonically at the decrease of $`x`$ and, in the underdoped region, reach values very larger than those of the superconducting gap. As a further support to our results, the Andreev gap almost coincides with the tunneling gap in overdoped samples.

In conclusion, we found that the gap measured by Andreev reflection spectroscopy in LSCO closes at $`T_\mathrm{c}`$, and we obtained a spectroscopic information supporting a mixed $`s+d`$-wave symmetry for the order parameter in LSCO. Finally, we found that the doping dependence of the isotropic component of the low-temperature Andreev gap clearly follows the $`T_\mathrm{c}`$ vs. $`x`$ curve, in contrast with both the tunneling gap and the ARPES LE.

In our opinion, these results support the separation between pseudopap and phase-coherence (superconducting) gap first claimed by Deutscher. Within this picture, the pseudogap is a property of the non-superconducting state of LSCO, independently of its origin. Although we make no hypothesis about the mechanisms which govern the opening of the pseudogap, our results are very well described by some models appeared in literature Perali ; Benfatto .

This work has been done under the Advanced Research Project “PRA-SPIS” of the Istituto Nazionale di Fisica della Materia (INFM). One of the authors (V.A.S.) acknowledges the partial support by the Russian Foundation for Basic Research (grant No 99-02-17877) and by the Russian Ministry of Science and Technical Policy within the program “Actual Problems of Condensed Matter Physics” (grant No 96001).


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# Low-Ionization BAL QSOs in Ultraluminous Infrared Systems

## 1. Introduction

Broad absorption line (BAL) QSOs comprise $`12`$% of the QSO population in current magnitude-limited samples. The standard view is that the BAL clouds have a small covering factor as seen from the QSO nucleus, implying that essentially all radio-quiet QSOs would be classified as BAL QSOs if observed from the proper angle.

An even rarer class comprising only $`1.5\%`$ of all radio-quiet QSOs in optically-selected samples, the low-ionization BAL (hereafter lo-BAL) QSOs, pose serious problems to orientation-based models. Lo-BAL QSOs have considerably different broad emission line properties, are substantially redder than non-BAL QSOs, and are intrinsically X-ray quiet (Weymann et al. 1991; Sprayberry & Foltz 1992; Green 2001). In addition, the radio properties of lo-BAL QSOs may indicate that no preferred viewing orientation is necessary to observe BAL systems in the spectra of quasars since BALs are present in both flat and steep spectrum quasars, i.e., objects that are presumably viewed along the jet axis and at high inclination respectively (Brotherton 2001; Becker et al. 2000; Gregg et al. 2000). Thus lo-BAL QSOs are thought to constitute a different class of QSOs, having more absorbing material and more dust (Voit et al. 1993; Hutsémekers et al. 1998).

## 2. A Sign of Youth?

An intriguing possibility is that the lo-BAL phenomenon may represent a stage in the early life of QSOs, either in the form of young QSOs “in the act of casting off their cocoons of gas and dust” (Voit et al. 1993; see also Egami et al. 1996, and Hazard et al. 1984), or as the result of outflows driven by supermassive starbursts (Lípari 1994; Shields 1996).

We have carried out deep Keck spectroscopic observations of the host galaxies of the four lo-BAL QSOs that are currently known at $`z<0.4`$: PG 1700+518 (Canalizo & Stockton 1997), Mrk 231 and IRAS 07598+6508 (Canalizo & Stockton 2000), and IRAS 14026+4341 (Canalizo & Stockton 2001, in preparation). These objects have nuclear properties that are relatively rare in the classical QSO population (e.g., Boroson & Meyers 1992; Turnshek et al. 1997): (1) strong Fe II emission, with the flux ratio Fe II $`\lambda 4570`$/H$`\beta `$ $``$ 1, and (2) very weak or no \[O III\] emission (see Table 1). In addition, we have found the following properties in the low redshift sample: (3) every lo-BAL QSO resides in an ultraluminous infrared galaxy (ULIG; i.e., log $`L_{ir}/L_{}12`$); (4) they have a small range in far infrared (FIR) colors, intermediate between those characteristic of ULIGs and QSOs; (5) the host galaxies show signs of strong tidal interaction, and they appear to be major mergers (Fig. 1); (6) spectra of their host galaxies (Fig. 2) show unambiguous interaction-induced star formation, with post-starburst ages $`<250`$ Myr.

The spatially resolved spectra of the hosts clearly show a concentration of material towards the central regions in timescales that are consistent with the dynamical age for the tidal interaction (Canalizo & Stockton 2000; Table 1). Thus, it is clear that there has been a recent flow of gas towards the central regions which fueled the centrally concentrated starbursts in each of these objects. Moreover, there is strong evidence that these QSOs have been recently fueled (either for the first time, or simply rejuvenated). In agreement with this scenario, Mathur et al. (2001) find that the X-ray flux of the lo-BAL QSO PHL 5200 is highly absorbed with a very steep power-law slope of $`\alpha =1.7\pm 0.4`$ (compared to the mean slope for non-BAL QSOs of $`\alpha =0.67\pm 0.11`$). Such a steep slope may be the result of a high accretion rate close to the Eddington limit, which may in turn be indicative of a recent fueling of the black hole (i.e., a young QSO).

## 3. Proposed Model

Our results support those interpretations of the lo-BAL phenomenon which imply young systems. Here we propose a model that accounts for the observed properties in the four low-redshift lo-BAL QSOs. A major merger between galaxies of similar mass triggers intense bursts of star formation. As the gas concentrates in nuclear regions, the QSO activity is ignited. Along with the gas, dust is concentrated in the central 1 or 2 kpc, resulting in a dust-enshrouded QSO. The dust cocoon shields the narrow line region from the ionizing radiation coming from the central continuum source. The resulting low ionization parameter and the dusty environment increases the relative prominence of Fe II emission. A lo-BAL phase comes next, consisting of widespread outflows whereby the QSO expels the shroud of gas and dust (e.g. Voit, Weymann, & Korista 1993). As the ionizing photons are able to escape through holes on the cocoon poked by the outflows, nuclear and extended \[O III\] appear. A cocoon with holes may explain the different lightpaths in some BAL QSOs inferred from polarimetric studies, where some continuum is seen to escape without passing through dust (e.g. Hines & Wills 1995). Powerful QSOs, especially powerful radio sources, are able to break through the dust cocoon more rapidly, and this is why we do not see many strong radio-loud quasars in cocoon phase (Canalizo & Stockton 2001; Gregg et al. 2000).

## 4. Biases and Future Work

What keeps the evidence from having more weight is the fact that the sample of lo-BAL QSOs at $`z<0.4`$ is incomplete and may be significantly biased. Only a fraction of low-redshift QSOs have been observed in the UV (where the BAL features are evident), and these observations have different biases. For example, Turnshek et al. (1997) conducted an HST FOS survey of low-z BALs in a sample of QSOs with weak \[O III\] (and strong Fe II). These two properties have an unusually high incidence in young IR-loud QSOs (Canalizo & Stockton 2001). The Turnshek et al. sample may then be biased towards young objects. We are therefore obtaining further spectroscopic and high resolution imaging observations of the host galaxies of BAL QSOs at somewhat higher redshifts (for which the BAL features appear in the optical).

The possibility that the lo-BAL phenomenon represents a short phase in the early life of QSOs is of great interest because it could potentially provide a method to answer one of the fundamental questions regarding QSOs, namely, how long does the QSO activity last? Determining the ages of starbursts that are related to the fueling of QSOs in a sample of objects could place limits on the duration of the BAL phase. This, along with an estimate of the fraction of QSOs go through a lo-BAL phase (as seen from our line of sight) would place upper limits on the mean lifetime of the QSO activity.

### Acknowledgments.

Part of this work was performed under the auspices of the U.S. Department of Energy, National Nuclear Security Administration by the University of California, Lawrence Livermore National Laboratory under contract No. W-7405-ENG-48, and was also partially supported by NSF under grant AST 95-29078. Based on observations with the NASA/ESA Hubble Space Telescope, obtained from the data archive at the Space Telescope Science Institute, which is operated by the Association of Universities for Research in Astronomy, Inc. under NASA contract No. NAS5-26555.

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# 1 Introduction

## 1 Introduction

What do a high pressure tank on a rocket, a seismic fault and a busy market have in common? Recent research suggests that they can all be described in much the same basic physical terms : as self-organising systems which develop similar patterns over many scales, from the very small to the very large. And all three have the potential for extreme behaviour : rupture, quake or crash.

Similar characteristics are exhibited by other crises that often present fundamental societal impacts and range from large natural catastrophes such as volcanic eruptions, hurricanes and tornadoes, landslides, avalanches, lightning strikes, catastrophic events of environmental degradation, to the failure of engineering structures, social unrest leading to large-scale strikes and upheaval, economic drawdowns on national and global scales, regional power blackouts, traffic gridlock, diseases and epidemics, etc. Intense attention and efforts are devoted in the academic community, in goverment agencies and in the industries that are sensitive to or directly interested in these risks, to the understanding, assessment, mitigation and if possible prediction of these events.

A central property of such complex systems is the possible occurrence of coherent large-scale collective behaviors with a very rich structure, resulting from the repeated non-linear interactions among its constituents: the whole turns out to be much more than the sum of its parts. It is widely believed that most complex systems are not amenable to mathematical, analytic descriptions and can only be explored by means of “numerical experiments”. In the context of the mathematics of algorithmic complexity , many complex systems are said to be computationally irreducible, i.e. the only way to decide about their evolution is to actually let them evolve in time. Accordingly, the “dynamical” future time evolution of complex systems would be inherently unpredictable. This unpredictability does not prevent however the application of the scientific method for the prediction of novel phenomena as exemplified by many famous cases (prediction of the planet Neptune by Leverrier from calculations of perturbations in the orbit of Uranus, the prediction by Einstein of the deviation of light by the sun’s gravitation field, the prediction of the helical structure of the DNA molecule by Watson and Crick based on earlier predictions by Pauling and Bragg, etc.). In contrast, it refers to the frustration to satisfy the quest for the knowledge of what tomorrow will be made of, often filled by the vision of “prophets” who have historically inspired or terrified the masses.

The view that complex systems are inherently unpredictable has recently been defended persuasively in concrete prediction applications, such as the socially important issue of earthquake prediction (see the contributions in ). In addition to the persistent failures to find a reliable earthquake predictive scheme, this view is rooted theoretically in the analogy between earthquakes and self-organized criticality . In this “fractal” framework, there is no characteristic scale and the power law distribution of earthquake sizes reflects the fact that large earthquakes are nothing but small earthquakes that did not stop. They are thus unpredictable because their nucleation is not different from that of the multitude of small earthquakes which obviously cannot be all predicted .

Is it really impossible to predict all features of complex systems? Take our personal life. We are not really interested in knowing in advance at what time we will go to a given store or drive on a highway. We are much more interested in forecasting the major bifurcations ahead of us, involving the few important things, like health, love and work that count for our happiness. Similarly, predicting the detailed evolution of complex systems has no real value and the fact that we are taught that it is out of reach from a fundamental point of view does not exclude the more interesting possibility of predicting phases of evolutions of complex systems that really count, like the extreme events.

It turns out that most complex systems in the natural and social sciences do exhibit rare and sudden transitions, that occur over time intervals that are short compared to the characteristic time scales of their posterior evolution. Such extreme events express more than anything else the underlying “forces”, usually hidden by an almost perfect balance and thus provide the potential for a better scientific understanding of complex systems.

It is essential to realize that the long-term behavior of these complex systems is often controlled in large part by these rare catastrophic events: the universe was probably born during an extreme explosion (the “big-bang”); the nucleosynthesis of all important heavy atomic elements constituting our matter results from the colossal explosion of supernovae (these stars heavier than our sun whose internal nuclear combustion diverges at the end of their life); the largest earthquake in California repeating about once every two centuries accounts for a significant fraction of the total tectonic deformation; landscapes are more shaped by the “millenium” flood that moves large boulders rather than the action of all other eroding agents; the largest volcanic eruptions lead to major topographic changes as well as severe climatic disruptions; according to some contemporary views, evolution is probably characterized by phases of quasi-stasis interrupted by episodic bursts of activity and destruction ; financial crashes, which can destroy in an instant trillions of dollars, loom over and shape the psychological state of investors; political crises and revolutions shape the long-term geopolitical landscape; even our personal life is shaped in the long run by a few key decisions or events.

The outstanding scientific question that needs to be addressed in order to guide prediction is how large-scale patterns of a catastrophic nature might evolve from a series of interactions on the smallest and increasingly larger scales, where the rules for the interactions are presumed identifiable and known. For instance, a typical report on an industrial catastrophe describes the improbable interplay between a succession of events. Each event has a small probability and limited impact in itself. However, their juxtaposition and chaining lead inexorably to the observed losses. A common denominator of the various examples of crises is that they emerge from a collective process: the repetitive actions of interactive nonlinear influences on many scales lead to a progressive build-up of large-scale correlations and ultimately to the crisis. In such systems, it has been found that the organization of spatial and temporal correlations does not stem, in general, from a nucleation phase diffusing accross the system. It results rather from a progressive and more global cooperative process occurring over the whole system by repetitive interactions.

For hundreds of years, science has proceeded on the notion that things can always be understood–and can only be understood–by breaking them down into smaller pieces, and by coming to know these pieces completely. Systems in critical states flout this principle. Important aspects of their behaviour cannot be captured knowing only the detailed properties of their component parts. The large scale behavior is controlled by their cooperativity and scaling up of their interactions. This is the key idea underlying the four examples that illustrate this new approach to prediction : rupture of engineering structures, earthquakes, stock market crashes and human parturition (birth).

## 2 Prediction of rupture in complex systems

### 2.1 Nature of the problem

The damage and fracture of materials are technologically of major interest because of their economic and human cost. They cover a wide range of phenomena such as cracking of glass, aging of concrete, the failure of fiber networks, and the breaking of a metal bar subject to an external load. Failures of composite systems are of upmost importance in the naval, aeronautics and space industries. By the term composite, we include both materials with constrasted microscopic structures and assemblages of macroscopic elements forming a super-structure. Chemical and nuclear plants suffer from cracking due to corrosion either of chemical or radioactive origin, aided by thermal and/or mechanical stress. More exotic but no less interesting phenomena include the fracture of an old painting, the pattern formation of the cracks of drying mud in deserts, and rupture propagation in earthquake faults.

Despite the large amount of experimental data and the considerable effort that has been undertaken by material scientists, many questions about fracture and fatigue have not yet been answered. There is no comprehensive understanding of rupture phenomena, but only a partial classification in restricted and relatively simple situations. This lack of fundamental understanding is reflected in the absence of proper prediction methods for rupture and fatigue, that can be based on a suitable monitoring of the stressed system.

### 2.2 The role of heterogeneity

In the early sixties, the Japanese seismologist K. Mogi  noticed that the fracture process depends strongly on the degree of heterogeneity of materials : the more heterogeneous, the more warnings one gets ; the more perfect, the more treacherous is the rupture. The failure of perfect crystals thus appears to be unpredictable while the fracture of dirty and deteriorated materials may be forecast. For once, complex systems could be simpler to comprehend! However, since its inception, this idea has not been developed because it is hard to quantify the degrees of “useful” heterogeneity, which probably depend on other factors such as the nature of the stress field, the presence of water, etc. In our work on the failure of mechanical systems, we have solved this paradox quantitatively using concepts inspired from statistical physics, a domain where complexity has long been studied as resulting from collective behavior. The idea is that, upon loading a heterogeneous material, single isolated microcracks appear and then, with the increase of load or time of loading, they both grow and multiply leading to an increase in the number of cracks. As a consequence, microcracks begin to merge until a “critical density” of cracks is reached at which time the main fracture is formed. It is then expected that various physical quantities (acoustic emission, elastic, transport, electric properties, etc.) will vary. However, the nature of this variation depends on the heterogeneity. The new result is that there is a threshold that can be calculated : if disorder is too small, then the precursory signals are essentially absent and prediction is impossible. If heterogeneity is large, rupture is more continuous.

To obtain this insight, we used simple mechanical models of masses and springs with local stress transfer . This class of models provides a simplified description in order to identify the different regimes of behavior. The scientific enterprise is paved with such reductionism that has worked surprisingly well. We were thus able to quantify how heterogeneity plays the role of a relevant field : systems with limited stress amplification exhibit a so-called tri-critical transition, from a Griffith-type abrupt rupture (first-order) regime to a progressive damage (critical) regime as the disorder increases. This effect was also demonstrated on a simple mean-field model of rupture, known as the democratic fiber bundle model. It is remarkable that the disorder is so relevant as to change the nature of rupture. In systems with long-range elasticity, the nature of the rupture process may not change qualitatively as above, but quantitatively : any disorder may be relevant in this case and make the rupture similar to a critical point; however, we have recently shown that the disorder controls the width of the critical region . The smaller it is, the smaller will be the critical region, which may become too small to play any role in practice. For realistic systems, long-range correlations transported by the stress field around defects and cracks make the problem more subtle. Time dependence is expected to be a crucial aspect in the process of correlation building in these processes. As the damage increases, a new “phase” appears, where micro-cracks begin to merge leading to screening and other cooperative effects. Finally, the main fracture is formed leading to global failure. In simple intuitive terms, the failure of compositive systems may often be viewed as the result of a correlated percolation process. The challenge is to describe the transition from the damage and corrosion processes at the microscopic level to the macroscopic rupture.

### 2.3 Scaling, critical point and rupture prediction

Motivated by the multi-scale nature of the second class of ruptures and analogies with the percolation model, physicists working in statistical physics started to suggest in the mid-eighties that rupture of sufficiently heterogeneous media would exhibit some universal properties, in a way similar to critical phase transitions. The idea was to build on the knowledge accumulated in statistical physics on the so-called $`N`$body problem and cooperative effects in order to describe multiple interactions between defects. However, most of the models were quasi-static with very simple loading rules. Scaling laws were found to describe size effects and damage properties.

In 1992, we proposed the first model of rupture with a realistic dynamical law for the evolution of damage, modelled as a space dependent damage variable, a realistic loading and with many growing interacting micro-cracks . We found that the total rate of damage, as measured for instance by the elastic energy released per unit time, increases as a power law of the time-to-failure on the approach to the global failure. In this model, rupture was indeed found to occur as the culmination of the progressive nucleation, growth and fusion between microcracks, leading to a fractal network, but the exponents were found to be non-universal and a function of the damage law. This model has since been found to describe correctly experiments on the electric breakdown of insulator-conducting composites . Another application is damage by electromigration of polycristalline metal films .

In 1993, we extended these results by testing on engineering composite structures the concept that failure in fiber composites may be described by a critical state, thus predicting that the rate of damage would exhibit a power law behavior . This critical behavior may correspond to an acceleration of the rate of energy release or to a deceleration, depending on the nature and range of the stress transfer mechanism and on the loading procedure. We based our approach on a theory of many interacting elements called the renormalization group. The renormalization group can be thought of as a construction scheme or “bottom-up” approach to the design of large scale structures. Since then, other numerical simulations of statistical rupture models and controlled experiments have confirmed that, near the global failure point, the cumulative elastic energy released during fracturing of heterogeneous solids follows a power law behavior.

Based on an extension of the usual solutions of the renormalization group and on explicit numerical and theoretical calculations, we were thus led to propose that the power law behavior of the time-to-failure analysis should be corrected for the presence of log-periodic modulations . Since then, this method has been tested extensively during our continuing collaboration with the French Aerospace company Aérospatiale on pressure tanks made of kevlar-matrix and carbon-matrix composites embarked on the European Ariane 4 and 5 rockets. In a nutshell, the method consists in this application in recording acoustic emissions under constant stress rate and the acoustic emission energy as a function of stress is fitted by the above log-periodic critical theory. One of the parameters is the time of failure and the fit thus provides a “prediction” when the sample is not brought to failure in the first test. Improvements of the theory and of the fitting formula were applied to about 50 pressure-tanks. The results indicate that a precision of a few percent in the determination of the stress at rupture is obtained using acoustic emission recorded $`20\%`$ below the stress at rupture. These successes have warranted an international patent and the selection of this non-destructive evalution technique as the routine qualifying procedure in the industrial fabrication process. See  for a recent synthesis and reanalysis.

This example constitutes a remarkable case where rather abstract theoretical concepts borrowed from the rather esoteric field of statistical and nonlinear physics have been applied directly to a concrete industrial problem. This example is remarkable for another reason that we would like to describe now.

### 2.4 Discrete scale invariance, complex exponents and log-periodicity

During our research on the acoustic emissions of the industrial pressure tank of the European Ariane rocket, we discovered the existence of log-periodic scaling in non-hierarchical systems. To fix ideas, consider the acoustic energy $`E(t_ct)^\alpha `$ following a power law a function of time to failure. Suppose that there is in addition a log-periodic signal modulation

$$E(t_ct)^\alpha [1+C\mathrm{cos}[2\pi \frac{\mathrm{log}(t_ct)}{\mathrm{log}\lambda }]].$$
(1)
We see that the local maxima of the signal occur at $`t_n`$ such that the argument of the cosine is a multiple to $`2\pi `$, leading to a geometrical time series $`t_ct_n\lambda ^n`$ where $`n`$ is an integer. The oscillations are thus modulated in frequency with a geometric increase of the frequency on the approach to the critical point $`t_c`$. This apparent esoteric property turns out to be surprisingly general both experimentally and theoretically and we are probably only at the beginning of our understanding. From a formal point of view, log-periodicity can be shown to be nothing but the concrete expression of the fact that exponents or more generally dimensions can be “complex”, i.e. belong to these numbers which when squared give negative values.

In Fig.2, we illustrate how log-periodicity helps us to understand the time dependence of signals precursors to global failure in a numerical network of discrete fuses. This so-called time-to-failure analysis is based on the detection of an acceleration of some measured signal, for instance acoustic emissions, on the approach to the global failure. Fig.2 shows another application using (1) to fit the cumulative energy released by small earthquakes prior to a major rockburst in a deep South African mine, where the data are of particularly good quality .

Encouraged by our observation of log-periodicity in rupture phenomena, we started to investigate whether similar signatures could be observed in other systems. And looking more closely, we were led to find them in many systems in which they had been previously unsuspected. These structures have long been known as possible from the formal solutions of renormalization group equations in the seventies but were rejected as physically irrelevant. They were studied in the eighties in a rather academic context of special artificial hierarchical geometrical systems. Our work led us to realize that discrete scale invariance and its associated complex exponents and log-periodicity may appear “spontaneously” in natural systems, i.e. without the need for a pre-existing hierarchy. Examples that we have documented  are diffusion-limited-aggregation clusters, rupture in heterogeneous systems, earthquakes, animals (a generalization of percolation) among many other systems. Complex scaling could also be relevant to turbulence, to the physics of disordered systems, as well as to the description of out-of-equilibrium dynamical systems. Some of the physical mechanisms at the origin of these structures are now better understood. General considerations using the framework of field theories, the framework to describe fundamental particle physics and condensed matter systems, show that they should constitute the rule rather than the exception, similarly to the realization that chaotic (non-integrable) dynamical systems are more general that regular (integrable) ones. In addition to a fascinating physical relevance of this abstract notion of complex dimensions, the even more important aspect in our point of view is that discrete scale invariance and its signatures may provide new insights in the underlying mechanisms of scale invariance and be very useful for prediction purposes.

## 3 Towards a prediction of earthquakes?

### 3.1 Nature of the problem

An important effort is carried out world-wide in the hope that, maybe sometimes in the future, the grail of useful earthquake prediction will be attained. Among others, the research comprises continuous observations of crustal movement and geodetic surveys, seismic observations, geoelectric-geomagnetic observations, geochemical and groundwater measurements. The seismological community has been criticized in the past for promising results using various prediction techniques (e.g. anomalous seismic wave propagations, dilatancy diffusion, Mogi donuts, pattern recognition algorithms, etc.) that have not delivered to the expected level. The need for a reassessment of the physical processes has been recognized and more fundamental studies are persued on crustal structures in seismogenic zones, historical earthquakes, active faults, laboratory fracture experiments, earthquake source processes, etc.

There is even now an opinion that earthquakes could be inherently unpredictable . The argument is that past failures and recent theories suggest fundamental obstacles to prediction. It is then proposed that the emphasis be placed on basic research in earthquake science, real-time seismic warning systems, and long-term probabilistic earthquake hazard studies. It is true that useful predictions are not available at present and seem hard to get in the near future, but would it not be a little presumptuous to claim that prediction is impossible? Many past examples in the development of science have taught us that unexpected discoveries can modify completely what was previously considered possible or not. In the context of earthquakes, the problem is made more complex by the societal implications of prediction with, in particular, the question of where to direct in an optimal way the limited available ressources.

We here focus on the scientific problem and describe a new direction that suggests reason for optimism. Recall that an earthquake is triggered when a mechanical instability occurs and a fracture (the sudden slip of a fault) appears in a part of the earth’s crust. The earth’s crust is in general complex (in composition, strength, faulting) and groundwater may play an important role. How can one expect to unravel this complexity and achieve a useful degree of prediction?

### 3.2 Large earthquakes

There is a series of surprising and somewhat controversial studies showing that many large earthquakes have been preceded by an increase in the number of intermediate sized events. The relation between these intermediate sized events and the subsequent main event has only recently been recognized because the precursory events occur over such a large area that they do not fit prior definitions of foreshocks . In particular, the $`11`$ earthquakes in California with magnitudes greater than $`6.8`$ in the last century are associated with an increase of precursory intermediate magnitude earthquakes measured in a running time window of five years . What is strange about the result is that the precursory pattern occured with distances of the order of $`300`$ to $`500`$ km from the future epicenter, i.e. at distances up to ten times larger that the size of the future earthquake rupture. Furthermore, the increased intermediate magnitude activity switched off rapidly after a big earthquake in about half of the cases. This implies that stress changes due to an earthquake of rupture dimension as small as $`35`$ km can influence the stress distribution to distances more than ten times its size. This result defies usual models.

This observation is not isolated. There is mounting evidence that the rate of occurrence of intermediate earthquakes increases in the tens of years preceding a major event. Sykes and Jaume  present evidence that the occurrence of events in the range $`5.05.9`$ accelerated in the tens of years preceding the large San Francisco bay area quakes in 1989, 1906, and 1868 and the Desert Hot Springs earthquake in 1948. Lindh  points out references to similar increases in intermediate seismicity before the large 1857 earthquake in southern California and before the 1707 Kwanto and the 1923 Tokyo earthquakes in Japan. More recently, Jones  has documented a similar increase in intermediate activity over the past $`8`$ years in southern California. This increase in activity is limited to events in excess of $`M=5.0`$; no increase in activity is apparent when all events $`M>4.0`$ are considered. Ellsworth et al.  also reported that the increase in activity was limited to events larger than $`M=5`$ prior to the 1989 Loma Prieta earthquake in the San Francisco Bay area. Bufe and Varnes  analysed the increase in activity which preceded the 1989 Loma Prieta earthquake in the San Francisco Bay area while Bufe et al  document a current increase in seismicity in several segments of the aleutian arc.

Recently, we have investigated more quantitatively these observations and asked what is the law, if any, controlling the increase of the precursory activity . Inspired by our previous considerations of the critical nature of rupture and extending it to seismicity, we have invented a systematic procedure to test for the existence of critical behavior and to identify the region approaching criticality, based on a comparison of the observed cumulative energy (Benioff strain) release and the accelerating seismicity predicted by theory. This method has been used to find the critical region before all earthquakes along the Californian San Andreas system since 1950 with $`M6.5`$. The statistical significance of our results was assessed by performing the same procedure on a large number of randomly generated synthetic catalogs. The null hypothesis, that the observed acceleration in all these earthquakes could result from spurious patterns generated by our procedure in purely random catalogs, was rejected with $`99.5\%`$ confidence . An empirical relation between the logarithm of the critical region radius (R) and the magnitude of the final event (M) was found, such that $`\mathrm{log}R0.5M`$, suggesting that the largest probable event in a given region scales with the size of the regional fault network.

### 3.3 Log-periodicity?

We must add a third and last touch to the picture, which uses the concept of discrete scale invariance, its associated complex exponents and log-periodicity, as discussed above. In the presence of the frozen nature of the disorder together with stress amplification effects, we showed that the critical behavior of rupture is described by complex exponents, in other words, the measurable physical quantities can exhibit a power law behavior (real part of the exponents) with superimposed log-periodic oscillations (due to the imaginary part of the exponents). Physically, this stems from a spontaneous organization on a fractal fault system with “discrete scale invariance”. The practical upshot is that the log-periodic undulations may help in “synchronizing” a better fit to the data. In the above numerical model, most of the large earthquakes whose period is of the order of a century can be predicted in this way $`4`$ years in advance with a precision better than a year. For the real earth, we do not know yet as several difficulties hinder a practical implementation, such as the definition of the relevant space-time domain. A few encouraging results have been obtained but much remains to test these ideas systematically, especially using the methodology presented above to detect the regional domain of critical maturation before a large earthquake .

While encouraging and suggestive, extreme caution should be exercized before even proposing that this method is useful for predictive purpose (see  for potential problems and  for positive evidence) but the theory is beautiful in its self-consistency and, even if probably inacurate in details, it may provide a useful guideline for the future.

## 4 Turbulence and intermittent climate change

Turbulence is of special interest, both for its applications in astrophysics and geophysics and its theoretical properties. Its main characteristic property is the formation of and interaction between coherent structures or vortices. To illustrate the possible existence and importance of specific features with potential application in geophysical modelling, we identify a novel signature of turbulent flows in two dimensions . In Figures 4 and 4, we analyze freely decaying 2-D turbulence experiments  and document log-periodic oscillations in the time evolution of the number of vortices $`n(t^{})`$, their radius $`r(t^{})`$ and separation $`a(t^{})`$, which are the hallmarks of a discrete hierarchical structure with a prefered scaling ratio. Physically, this reflects the fact that the time evolution of the vortices is not smooth but punctuated, leading to a prefered scale factor found equal roughly to $`1.3`$. Fig.4 shows the logarithm $`\mathrm{ln}(a(t^{}))`$ of the separation in the range $`[0.95:1.96]`$, the logarithm $`\mathrm{ln}(r(t^{}))`$ of the radius in the range $`[0.51:0.11]`$ and the logarithm $`\mathrm{ln}(n(t^{}))`$ of the number of vortices in the range $`[2.1:4.1]`$, as a function of the logarithm of rescaled time. A straight line corresponds to a power law. We see that the predictions of the usual scaling theory  are approximately verified but that significant structures are superimposed on the linear behavior. Fig.4 shows the spectrum of these structures. Synthetic tests show that the common peak at a log-frequency around $`4`$ is significant .

Demonstrating unambiguously the presence of log-periodicity and thus of discrete scale invariance in more general three-dimensional turbulent time-series would provide an important step towards a direct demonstration of the Kolmogorov cascade or at least of its hierarchical imprint. For partial indications of log-periodicity in turbulent data, we refer the reader to fig. 5.1 p.58 and fig. 8.6 p.128 of Ref. , fig.3.16 p. 76 of Ref., fig.1b of Ref. and fig. 2b of Ref. . See  for a proposed mechanisn in which scale invariant equations that present an instability at finite wavevector $`k`$ decreasing with the field amplitude may generate naturally a discrete hierarchy of internal scales.

Relying on the well-known analogies between 2-D and quasi-geostrophic turbulence , this example illustrates the potential of our approach for geophysical flows and climate dynamics , as well as for abrupt change of weather regimes. Indeed, considerable attention has been given recently to the likelihood of fairly sudden, and possibly catastrophic, climate change . Climate changes on all time scales , although no simple scaling behavior has been detected in climate time series. This demands a careful study of records of climate variations with more sophisticated statistical methods. Interactions among multiple space and time scales are typical of a climate system that includes the ocean’s  and atmosphere’s turbulent motions .

On the time scale of $`10^410^6`$ years, it was held for about two decades that climate variations are fairly gradual, and mostly dictated by secular variations in the Earth’s orbit around the Sun; the latter being quasi-periodic, with a few dominant periodicities between 20,000 and 400,000 years. More recently, however, it has become clear that the so-called mid-Pleistocene transition, at about 900,000 years before the present, involved a fairly sudden jump in the mean global ice volume and sea-surface temperatures, accompanied by a jump in the variance of proxy records of these quantities . A subcritical Hopf bifurcation in a coupled ocean-atmosphere-cryosphere model has been proposed as an explanation for the suddenness of this transition ( and references therein).

At the other end of the paleoclimate-variability spectrum, sudden changes in the ocean’s thermohaline circulation have been associated with the so-called Heinrich  events of rapid excursions in the North Atlantic’s polar front, about 6000-7000 years apart. These could arise from threshold phenomena that accompany highly nonlinear relaxation oscillations in the same coupled model mentioned above , or in variations thereof.

On the time scales of direct interest to a single human life span, a fairly sharp transition in Northern Hemisphere instrumental temperatures and other fields has been claimed for the mid-1970s . This might, in turn, be related to changes in the duration or frequency of occurence of weather regimes within a single season . The episodic character of weather patterns and their organization into persistent regimes has been associated with multiple equilibria  or multiple attractors  in the equations governing large-scale atmospheric flows.

Sudden transitions, i.e., transitions that occur over time intervals that are short compared to what is otherwise the characteristic time scale of the phenomena of interest, are obviously harder to predict than the gradual changes on that time scale. We suggest that the use of methods discussed here could be useful for developing forecasting models for rapid climatic transition.

## 5 Predicting financial crashes?

Stock market crashes are momentous financial events that are fascinating to academics and practitioners alike. Within the efficient markets literature, only the revelation of a dramatic piece of information can cause a crash, yet in reality even the most thorough post-mortem analyses are typically inconclusive as to what this piece of information might have been. For traders, the fear of a crash is a perpetual source of stress, and the onset of the event itself always ruins the lives of some of them, not to mention the impact on the economy.

A few years ago, we advanced the hypothesis - that stock market crashes are caused by the slow buildup of powerful “subterranean forces” that come together in one critical instant. The use of the word “critical” is not purely literary here: in mathematical terms, complex dynamical systems such as the stock market can go through so-called “critical” points, defined as the explosion to infinity of a normally well-behaved quantity. As a matter of fact, as far as nonlinear dynamic systems go, the existence of critical points may be the rule rather than the exception. Given the puzzling and violent nature of stock market crashes, it is worth investigating whether there could possibly be a link.

In doing so, we have found three major points. First, it is entirely possible to build a dynamic model of the stock market exhibiting well- defined critical points that lie within the strict confines of rational expectations, a landmark of economic theory, and is also intuitively appealing. We stress the importance of using the framework of rational expectation in contrast to many other recent attempts. When you invest your money in the stock market, in general you do not do it at random but try somehow to optimize your strategy with your limited amount of information and knowledge. The usual criticism addressed to theories abandoning the rational behavior condition is that the universe of conceivable irrational behavior patterns is much larger than the set of rational patterns. Thus, it is sometimes claimed that allowing for irrationality opens a Pandora’s box of ad hoc stories that have little out-of-sample predictive powers. To deserve consideration, a theory should be parsimonious, explain a range of anomalous patterns in different contexts, and generate new empirical implications.

Second, we find that the mathematical properties of a dynamic system going through a critical point are largely independent of the specific model posited, much more so in fact than “regular” (non-critical) behavior, therefore our key predictions should be relatively robust to model misspecification.

Third, these predictions are strongly borne out in the U.S. stock market crashes of 1929 and 1987 : indeed it is possible to identify clear signatures of near-critical behavior many years before the crashes and use them to “predict” (out of sample) the date where the system will go critical, which happens to coincide very closely with the realized crash date. We also discovered in a systematic testing procedure a signature of near-critical behavior that culminated in a two weeks interval in May 1962 where the stock market declined by $`12\%`$. The fact that we “discovered” the “slow crash” of 1962 without prior knowledge of it just be trying to fit our theory is a reassuring sign about the integrity of the method. Analyses of more recent data showed a clear maturation towards a critical instability that can be tentatively associated to the turmoil of the US stock market at the end of october 1997. It may come as a surprise that the same theory is applied to epochs so much different in terms of speed of communications and connectivity as 1929 and 1997. It may be that what our theory addresses is the question : has human nature changed?

### 5.1 The Crash

A crash happens when a large group of agents place sell orders simultaneously. This group of agents must create enough of an imbalance in the order book for market makers to be unable to absorb the other side without lowering prices substantially. One curious fact is that the agents in this group typically do not know each other. They did not convene a meeting and decide to provoke a crash. Nor do they take orders from a leader. In fact, most of the time, these agents disagree with one another, and submit roughly as many buy orders as sell orders (these are all the times when a crash does not happen). The key question is: by what mechanism did they suddenly manage to organize a coordinated sell-off?

We propose the following answer: all the traders in the world are organized into a network (of family, friends, colleagues, etc) and they influence each other locally through this network. Specifically, if I am directly connected with $`k`$ nearest neighbors, then there are only two forces that influence my opinion: (a) the opinions of these $`k`$ people; and (b) an idiosyncratic signal that I alone receive. Our working assumption here is that agents tend to imitate the opinions of their nearest neighbors, not contradict them. It is easy to see that force (a) will tend to create order, while force (b) will tend to create disorder. The main story that we are telling in here is the fight between order and disorder. As far as asset prices are concerned, a crash happens when order wins (everybody has the same opinion: selling), and normal times are when disorder wins (buyers and sellers disagree with each other and roughly balance each other out). We must stress that this is exactly the opposite of the popular characterization of crashes as times of chaos.

We claim that models of a crash that combine the following features:

1. A system of noise traders who are influenced by their neighbors;
2. Local imitation propagating spontaneously into global cooperation;
3. Global coperation among noise traders causing a crash;
4. Prices related to the properties of this system;
5. System parameters evolving slowly through time;

would display the same characteristics as ours, namely prices following a power law in the neighborhood of some critical date, with either a real or complex critical exponent. What all models in this class would have in common is that the crash is most likely when the locally imitative system goes through a critical point.

Strictly speaking, these renormalization group equations developed to describe the approach to a critical market crash are approximations valid only in the neighborhood of the critical point. We have proposed a more general formula with additional degrees of freedom to better capture the behavior away from the critical point. The specific way in which these degrees of freedom are introduced is based on a finer analysis of the renormalization group theory that is equivalent to including the next term in a systematic expansion around the critical point and introduce a log-periodic component to the market price behavior.

### 5.2 Extended efficiency and systemic instability

Our main point is that the market anticipates the crash in a subtle self-organized and cooperative fashion, hence releasing precursory “fingerprints” observable in the stock market prices. In other words, this implies that market prices contain information on impending crashes. Our results suggest a weaker form of the “weak efficient market hypothesis” , according to which the market prices contain, in addition to the information generally available to all, subtle informations formed by the global market that most or all individual traders have not yet learned to decipher and use. Instead of the usual interpretation of the efficient market hypothesis in which traders extract and incorporate consciously (by their action) all informations contained in the market prices, it may be that the market as a whole can exhibit an “emergent” behavior not shared by any of its constituants. In other words, we have in mind the process of the emergence of intelligent behaviors at a macroscopic scale that individuals at the microscopic scale have no idea of. This process has been discussed in biology for instance in animal populations such as ant colonies, or in connection with the emergence of conciousness . The usual efficient market hypothesis will be recovered in this context when the traders learn how to extract this novel collective information and act on it.

Most previous models proposed for crashes have pondered the possible mechanisms to explain the collapse of the price at very short time scales. Here in contrast, we propose that the underlying cause of the crash must be searched for years before it in the progressive accelerating ascent of the market price, the speculative bubble, reflecting an increasing built-up of the market cooperativity. From that point of view, the specific manner by which prices collapsed is not of real importance since, according to the concept of the critical point, any small disturbance or process may have triggered the instability, once ripe. The intrinsic divergence of the sensitivity and the growing instability of the market close to a critical point might explain why attempts to unravel the local origin of the crash have been so diverse. Essentially all would work once the system is ripe. Our view is that the crash has an endegeneous origin and that exogeneous shocks only serve as triggering factors. We propose that the origin of the crash is much more subtle and is constructed progressively by the market as a whole. In this sense, this could be termed a systemic instability. This understanding offers ways to act to mitigate the build-up of conditions favorable to crashes.

A synthesis on the status of this theory as well as all available tests on more than 20 crashes are reported in .

## 6 Predicting human parturition?

Parturition is the act of giving birth. While not usually considered as catastrophic, it is arguably the major event in a life (apart from its termination) and it is interesting that our theoretical approach extends to this situation. This is not so surprising in view of the commonalities with the previous examples.

Can we predict parturition? Notwithstanding the large number of investigations on the factors that could trigger parturition in superior mammals (monkeys and humans), we still do not have a clear signature in any of the measured variables. This is in contrast with the situation for inferior mammals such as cats, cows, etc, for which the secretion of a specific hormone can be linked unambiguously to the triggering of parturition.

Knowledge of precursors and predictors of human parturition would be important both for our understanding of the controlling mechanisms and for practical use for detection and diagnostic of various abnormalities of the birth process. They involve a multitude of genetic, metabolic, nutritional, hormonal and environmental factors. Present research is however hindered by the lack of a clear recognized correlation between the time evolution of these various variables with the initiation of parturition.

### 6.1 Critical theory of parturition

In collaboration with a team of obstetricians, we have proposed  a coherent logical framework which allows us to rationalize the various laboratory and clinical observations on the maturation, the triggering mechanisms of parturition, the existence of various abnormal patterns as well as the effect of external stimulations of various kinds. Within the proposed mathematical model, parturition is seen as a “critical” instability or phase transition from a state of quietness, characterized by a weak incoherent activity of the uterus in its various parts as a function of time (state of activity of many small incoherent intermittent oscillators), to a state of globally coherent contractions where the uterus functions as a single macroscopic oscillator leading to the expulsion of the baby. Our approach gives a number of new predictions and suggests a strategy for future research and clinical studies, which present interesting potentials for improvements in predicting methods and in describing various prenatal abnormal situations.

We have proposed to view the occurrence of parturition as an instability, in which the control parameter is a maturity parameter (MP), roughly proportional to time, and the order parameter is the amplitude of the coherent global uterine activity in the parturition regime. This idea is summarized by the concept of a so-called supercritical “bifurcation”. This simple view is in apparent contradiction with the extreme complexity of the fetus-mother system, which can be addressed at several levels of descriptions, starting at the highest level from the mother, the fetus and their coupling through the placenta. For example, in the mother, the myometrium plays an important role in pregnancy, maturation and onset of labor. It is now well-established that the human myometrium is an heterogeneous tissue formed of several layers which differ in their embryological origin and which exhibit quite different histological and pharmalogical properties. In the uterine corpus, one must distinguish the outer (longitudinal) and the inner (circular) layers. These two layers composed mainly of smooth muscle cells are separated by an intermediate layer containing a large amount of vascular and connective tissues, but poor in smooth muscle cells. The inner and outer muscle layers have different patterns of contractility and differ in their response and sensitivity to contractile and relaxant agents. This is just an example of the complexity which goes on down to the molecular level, with the action of many substances providing positive and negative feedbacks evolving as a function of maturation. The basis of our simple theory relies on many recent works in a variety of domains (mathematics, hydrodynamics, optics, chemistry, biology, etc) which have shown that a lot of complex systems consisting of many nonlinear coupled subsystems or components may self-organize and exhibit coherent behavior of a macroscopic scale in time and/or space, in suitable conditions. The Rayleigh-Bénard fluid convection experiment is one of the simplest paradigms for this type of behavior. The coherent behavior appears generically when the coupling between the different components becomes strong enough to trigger or synchronize the initially incoherent subsystems. There are many observations in human parturition where an increasing “coupling” is associated with maturation of the fetus leading to the cooperative synchronized action of all muscle fibers of the uterus characteristic of labor.

### 6.2 Predictions

Perhaps, the most vivid illustration of the increasing coupling as maturation increases is provided by monitoring the uterine activity, using standard external tocographic techniques. Away from term, the muscle contractions during gestation are generally weak and characterized by local bursts of activity both in time and space. Increasing uterine activity is observed when the term is approaching, culminating in a complete modification of behavior where regular globally coherent contractions reflects the spatial and time coherence of all the muscles constituting the uterus. The transition between the premature regime and the parturition regime at maturity is characterized by a systematic tendency to increasing uterine activity, both in amplitude, duration of the bursts and spatial extension of the activated uterine domains. The susceptibility of the fetus-mother system (to influence the uterine response) to external perturbations or stimulations seems to increase notably on the approach of parturition, since important modifications and reactions of the uterus may result from relatively small stimulii from the mother or fetus.

The main prediction is that, on the approach to the critical instability, one expects a characteristic increase of the fluctuations of uterine activity. Other quantities that could be measured and which are related to the uterine activity are expected to present a similar behavior. The cooperative nature of maturation and parturition proposed here rationalizes the present inability to establish unequivocally predictive parameters of the biochemical events preceeding myometrical activity and/or cervical ripening involved in preterm labor. Our theory suggests a precise experimental methodology in order to obtain an early diagnosis, essential for the efficient treatment of prematurity, which still constitutes the major cause of neonatal morbidity and mortality. In particular, monitoring muscle tremors or vibrations as a function of time of muscle fibers of the uterus would provide quantitative tests of the theory with respect to the spatio-temporal build-up of contractile fluctuations. Our theory also correctly accounts for the observations that external factors affecting the mother such as heavy work and psychologic stress are able to modify the maturity of the uterus measured by the progressive modification of the cervix and more frequent uterine contractions. These external factors, in addition to produce direct contraction stimulations, could also be able to modify the post-maturity parameter and control the susceptibility of the fetus-mother system to small influences which can trigger the change from discordant contrations to concordant contractions of a premature or post-mature labor.

We note finally that the whole policy for the description of risk factors has been based on an implicit and unformalized hypothesis of a critical transition which is explicited in our theoretical framework. The prevention program for preterm deliveries  was also based on the hypothesis of such a critical transition and the understanding that a small reduction of a triggering factor could be enough to prevent the uterus from beginning its critical phase of activity. The high susceptibility of the fetus-mother system to various factors is also at the origin of the fact that the conventional system of calculation of the risk factors does not explain the real success of the prevention which has been observed . Effectively applied in France, our system, which is based on this idea of a critical transition, was able to reduce significantly the rate of preterm births for all french women measured on Haguenau population of pregnant women from 1971 to 1982, or on randomized samples of all french births.

## 7 Summary

We have proposed that catastrophes, as they occur in various disciplines, have similarities both in the failure of standard models and the way that systems evolve towards them. We have presented a non-traditional general methodology for the scientific predictions of catastrophic events, based on the concepts and techniques of statistical and nonlinear physics. This approach provides a third line of attack bridging across the two standard strategies of analytical theory and brute force numerical simulations. It has been successfully applied to problems as varied as failures of engineering structures, stock market crashes and human parturition, with potential for earthquakes.

The review has emphasized the statistical physics point of view, stressing the cascade across scales and the interactions at multiple scales. Recently, a simple two-dimensional dynamical system has been introduced  which reaches a singularity (critical point) in finite time decorated by accelerating oscillations due to the interplay between nonlinear positive feedback and reversal in the inertia. This dynamical system has been shown to provide a fundamental equation for the dynamics of (1) stock market prices going to a crash in the presence of nonlinear trend-followers and nonlinear value investors, (2) the world human population with a competition between a population-dependent growth rate and a nonlinear dependence on a finite carrying capacity and (3) the failure of a material subject to a time-varying stress with a competition between positive geometrical feedback on the damage variable and nonlinear healing. The rich fractal scaling properties of the dynamics have been traced back to the self-similar spiral structure in phase space unfolding around an unstable spiral point at the origin. We expect exciting new developments in this field using a combination of statistical physics and dynamical system theory.

Let us finally mention possible extensions of this approach for future research on the prediction of societal breakdowns, terrorism, large scale epidemics, and of the vulnerability of civilisations .

Acknowledgments: I am grateful to my co-authors listed in the bibliography for stimulating and enriching collaborations and to D. Turcotte for a careful reading of this manuscript. This work was partially supported by NSF-DMR99-71475 and the James S. Mc Donnell Foundation 21st century scientist award/studying complex system.