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# The self-similarity properties of natural images resemble those of turbulent flows

## Abstract

We show that the statistics of an edge type variable in natural images exhibits self-similarity properties which resemble those of local energy dissipation in turbulent flows. Our results show that extended self-similarity remarkably holds for the statistics of the local edge variance, and that the very same models can be used to predict all the associated exponents. These results suggest to use natural images as a laboratory for testing scaling models of interest for the statistical description of turbulent flows. The properties we have exhibited are relevant for the modeling of the early visual system : they should be included in models designed for the prediction of receptive fields.

PACS numbers 42.30.Yc, 47.27.Gs, 05.70.Jk, 42.66.Lc

Physical Review Letters, 80(5), 1098-1101. (1998)

The existence of self-similarity (SS) is well known in both natural images  and fully developed turbulence . Quite recently, there has been an increase of interest in both fields. In turbulent flows, the notion of “extended self-similarity” (ESS)  has been introduced, and several models proposed predicting correctly the relevant SS exponents from only one or two parameters . Our main motivation for studying the statistics of natural images is its relevance for the modeling of the early visual system. In particular, the epigenetic development could lead to the adaptation of visual processing to the statistical regularities in the visual scenes . Most of these predictions on the development of receptive fields have been obtained using a gaussian description of the environment contrast statistics. However non Gaussian properties like the ones found by  could be important. To gain further insight into non Gaussian aspects of natural scenes we investigate whether they exhibit the rich structure found in turbulent flows.

Scaling properties of natural images have been studied by several authors. They have found  that the power spectrum of luminosity contrast follows a power law of the form $`S(f)\frac{1}{|f|^{2\eta }}`$, although the value of $`\eta `$ can have rather large fluctuations . The magnitude of these fluctuations depends on the diversity of the images in the data set. A more detailed - although different - analysis of the scaling properties of image contrast was done by  who also noted analogies with the statistics of turbulent flows. Additional luminosity analysis was also done by D. Ruderman , providing some evidence of multiscaling behaviour. There is however no model to explain the intriguing scaling behavior observed.

On the contrary in turbulent fluids the unpredictable character of signals has led to a large amount of effort in order to develop statistical models (see e.g. ). Qualitative and quantitative theories of the statistical properties of fully developed turbulence elaborate on the original argument of Kolmogorov . The cascade of energy from one scale to another is described in terms of local energy dissipation per unit mass within a box of linear size $`r`$. This quantity, $`ϵ_r`$, is given by:

$$ϵ_r(𝐱)_{|𝐱𝐱^{}|<r}𝑑𝐱^{}\underset{ij}{}[_iv_j(𝐱^{})+_jv_i(𝐱^{})]^2$$
(1)
where $`v_i(𝐱)`$ is the $`i`$th component of the velocity at point $`𝐱`$. Self-Similarity (SS) will hold, if for some range of scales $`r`$ one finds the scaling relation:

$$<ϵ_r^p>r^{\tau _p}$$
(2)
where $`<ϵ_r^p>`$ denotes the $`p`$th moment of the energy dissipation, that is the average of $`[ϵ_r(𝐱)]^p`$ over all possible values of $`𝐱`$. In fluid dynamics this property holds in the so-called “inertial range” . A more general scaling relation, called Extended Self-Similarity (ESS) has been found to be valid in a much larger scale domain, even if the inertial range does not exist . This scaling can be defined by:

$$<ϵ_r^p><ϵ_r^q>^{\rho (p,q)}$$
(3)
where $`\rho (p,q)`$ is the ESS exponent of the $`pth`$ moment with respect to the $`qth`$ moment. Let us notice that if SS holds then $`\tau _p=\tau _q\rho (p,q)`$. In the following we will refer all the moments to $`<ϵ_r^2>`$.

The basic field in turbulence is the velocity from which one defines the local energy dissipation. The largest contributions to $`ϵ_r`$ come from abrupt changes in velocities. For images, the basic field is the contrast $`c(𝐱)`$, that we define as the difference between the luminosity and its average. A natural candidate for a variable analog to the local energy dissipation is a quantity which takes its largest contributions from the places where large changes in contrast occur. This is precisely a measure of the existence of edges below the scale under consideration. Edges are indeed well known to be very important in characterizing images . A recent numerical analysis suggests that natural images are composed of statistically independent edges .

We choose to study two variables, defined at position $`𝐱=(x_1,x_2)`$ and at scale $`r`$. The variable $`ϵ_{h,r}(𝐱)`$ takes contributions from edges transverse to a horizontal segment of size $`r`$, that is from the derivative of the contrast along the horizontal direction:

$$ϵ_{h,r}(𝐱)=\frac{1}{r}_{x_1}^{x_1+r}\left(\frac{c(𝐱^{})}{y}\right)^2|_{𝐱^{}=\{y,x_2\}}dy$$
(4)
A vertical variable $`ϵ_{v,r}(𝐱)`$ is defined similarly from an integration over the vertical direction. From here we see that $`ϵ_{l,r}(𝐱)`$ ( $`l=h,v`$ ) is the local linear edge variance along the direction $`l`$ at scale $`r`$.

We have analyzed the scaling properties of the local linear edge variances in a set of 45 images taken in the wood, of $`256\times 256`$ pixels each (the images have been kindly provided to us by D. Ruderman; see  for technical details concerning these images). On these data one can explore scales up to $`r64`$ pixels.

First we show that SS holds in a range of scales $`r`$ with exponents $`\tau _{h,p}`$ and $`\tau _{v,p}`$. This is illustrated in Fig. (1) where the logarithm of the moments of the vertical and horizontal edge variances (as defined in eq. (4) for the horizontal case) are plotted as a function of $`\mathrm{ln}r`$. Next we test ESS. The results are shown in Fig. (2) where a linear behaviour of $`\mathrm{ln}<ϵ_{l,r}^p>`$ vs $`\mathrm{ln}<ϵ_{l,r}^2>`$ is observed in both the horizontal ($`l=h`$) and the vertical ($`l=v`$) directions. One can see that ESS is valid in a wider range than SS. This is similar to what is found in turbulence, where this property has been used to obtain a more accurate estimation of the exponents of the structure functions (see e.g.  and references therein). The horizontal and vertical exponents $`\rho _h(p,2)`$ and $`\rho _v(p,2)`$, estimated with a least squares regression, are shown on Fig. (3) as a function of $`p`$. From figs. (1-3) one sees that the horizontal and vertical directions have similar statistical properties, which was not expected (e.g. trees tend to increase luminosity correlations in the vertical direction). The SS exponents differ, as can be seen in Fig(1). What is even more surprising is that ESS not only holds for the statistics in both directions, but it does it with the same ESS exponents, i.e. $`\rho _h(p,2)\rho _v(p,2)`$, within our numerical accuracy.

Let us now consider scaling models to predict the $`p`$-dependence of the ESS exponents $`\rho _l(p,2)`$. Since ESS holds, the SS exponents $`\tau _{l,p}`$ can be obtained from the $`\rho _l(p,2)^{}s`$ by measuring $`\tau _{l,2}`$. The simplest scaling hypothesis is that, for a random variable $`ϵ_r(𝐱)`$ observed at the scale $`r`$ (such as $`ϵ_{l,r}(𝐱)`$), its probability distribution $`\overline{P}_r(ϵ_r(𝐱)=ϵ)`$ can be obtained from any other scale $`L`$ by

$$\overline{P}_r(ϵ)=\frac{1}{\alpha (r,L)}\overline{P}_L\left(\frac{ϵ}{\alpha (r,L)}\right)$$
(5)
From this one derives that $`\alpha (r,L)=[\frac{<ϵ_r^p>}{<ϵ_L^p>}]^{1/p}`$ for any $`p`$, and that $`\rho (p,2)p`$. If SS holds, then $`\tau _pp`$: for turbulent flows this corresponds to the Kolmogorov prediction for the SS exponents . The nonlinear behaviour observed on Fig (3) shows that this naive scaling is violated (This is similar to what was observed in turbulence  where the nonlinear behaviour was interpreted as evidence of the multifractal character of the turbulent flows ). This discrepancy becomes more dramatic if eq. (5) is expressed in terms of a normalized variable. Taking $`ϵ_r^{\mathrm{}}=lim_p\mathrm{}<ϵ_r^{p+1}>/<ϵ_r^p>`$ the new variable is defined as $`f_r=ϵ_r/ϵ_r^{\mathrm{}}`$. If $`P_r(f)`$ is the distribution of $`f_r`$ the scaling relation, eq.(5), reads $`P_r(f)=P_L(f)`$. That this identity does not hold can be observed in Fig. (4). A way to generalize this scaling hypothesis is to say that, instead of having one value of $`\alpha `$ as in (5), every value of $`\alpha `$ contributes with a given weight. One then has:

$$P_r(f)=G_{rL}(\mathrm{ln}\alpha )\frac{1}{\alpha }P_L\left(\frac{f}{\alpha }\right)d\mathrm{ln}\alpha $$
(6)
This scaling relation has been first introduced in the context of turbulent flows . One can see that eq. (6) is an integral representation of ESS with general (not necessarily linear) exponents. Once a kernel $`G_{rL}`$ is chosen the $`\rho (p,2)`$’s can be predicted.

The difference between eqs. (5) and (6) can also be phrased in terms of multiplicative processes . Instead of $`f_rf_L`$ we now have $`f_r\alpha f_L`$ where the factor $`\alpha `$ itself becomes a stochastic variable determined by the kernel $`G_{rL}(\mathrm{ln}\alpha )`$. Since the scale $`L`$ is arbitrary (scale $`r`$ can be reached from any other scale $`r^{}`$) the kernel must obey a composition law. This stochastic variable at scale $`r`$ can then be obtained through a cascade of infinitesimal processes $`G_\delta G_{r,r+\delta r}`$.

Specific choices of $`G_\delta `$ define different models of ESS. The She-Leveque (SL)  model corresponds to a simple process such that $`\alpha `$ is 1 with some probability $`1s`$ and is a constant $`\beta `$ with probability $`s`$. One can see that $`s=\frac{1}{1\beta ^2}\mathrm{ln}(\frac{<f_{r+\delta r}^2>}{<f_r^2>})`$ and that this stochastic process yields a log-Poisson distribution for $`\alpha `$ . It also gives ESS with exponents $`\rho (p,q)`$ that can be expressed in terms of a single parameter ($`\beta `$) as follows :

$$\rho (p,q)=\frac{1\beta ^p(1\beta )p}{1\beta ^q(1\beta )q}$$
(7)
We have tested the model with the ESS exponents obtained with the image data set. The resulting fit for the SL model is shown in Fig. (3). Both the vertical and horizontal ESS exponents can be fitted with $`\beta =0.50\pm 0.03`$. Other, more complex processes than log-Poisson, involving more than one parameter have also been studied. We have also tested the model proposed in . For our data, the best fit appears to be with the SL model, which is the simplest non trivial one.

The integral representation of ESS, eq. (6), can also be directly tested on the probability distributions $`P_r(f)`$ and $`P_L(f)`$ evaluated from the data. In Fig. (4) we show the prediction for the distribution at the scale $`r`$ obtained from the distribution at the scale $`L`$. No new parameter is needed for this.

The parameter $`\beta `$ has allowed us to obtain all the ESS exponents $`\rho (p,2)`$. In order to obtain the SS exponents $`\tau _p`$ we need another parameter, e.g. $`\tau _2`$. Let us first notice that, for large $`r`$, $`ϵ_r^{\mathrm{}}r^{\frac{\tau _2}{1\beta }}r^\mathrm{\Delta }`$. From the definition of $`ϵ_r^{\mathrm{}}`$ one sees that it is controlled by the tail of the distribution $`\overline{P}_r(ϵ)`$. This implies that the most singular structure is the set of points where $`ϵ_r=ϵ_r^{\mathrm{}}`$. Now a standard argument on multifractal scaling (see e.g. ) will relate the exponent $`\mathrm{\Delta }`$ to the dimension $`D_{\mathrm{}}`$ of this most singular structure. One finds: $`D_{\mathrm{}}=d\frac{\mathrm{\Delta }}{1\beta }`$ where $`d=2`$ is the dimensionality of the problem. Since $`\tau _p=\tau _2\rho (p,2)`$, a fit of $`\tau _p`$ determines $`\mathrm{\Delta }`$. This was done for both the vertical and horizontal variables obtaining $`\mathrm{\Delta }_h=0.4\pm 0.2`$ and $`\mathrm{\Delta }_v=0.5\pm 0.2`$ and leading to $`D_{\mathrm{},h}=1.3\pm 0.3`$ and $`D_{\mathrm{},v}=1.1\pm 0.3`$. The quoted errors are purely statistical, but other sources of errors (e.g. the onset of the SS behavior) reduce the accuracy. As a result, we can say that $`D_{\mathrm{},v}D_{\mathrm{},h}1`$: the most singular structures are almost one-dimensional, this reflects the fact that the most singular manifold consists of sharp edges.

To conclude we insist on the main result of this work, which is the existence of non trivial scaling properties for the local edge variances. This property appears very similar to the one observed in turbulence for the local energy dissipation. In fact, we have seen that the SL model predicts all the relevant exponents and that, in particular, it describes the scaling behavior of the sharpest edges in the image ensemble. A similar analysis could be performed taking into account color or motion (analysing video sequences). It would also be interesting to have a simple generative model of images which \- apart from having the correct power spectrum as in  \- would reproduce the self-similar properties found in this work.

Acknowledgements

We are grateful to Dan Ruderman for giving us his image data base. We warmly thank Bernard Castaing for very stimulating discussions and Zhen-Su She for a discussion on the link between the scaling exponents and the dimension of the most singular structure. We thank Roland Baddeley and Patrick Tabeling for fruitful discussions. We also acknowledge Nicolas Brunel for his collaboration during the early stages of this work. This work has been partly supported by the French-Spanish program ”Picasso” and an E.U. grant.


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# Compact Frontend–Electronics and Bidirectional 3.3 Gbps Optical Datalink for Fast Proportional Chamber Readout

## 1 Introduction

An optical link and frontend electronics has been developed to read out all 9600 channels of the H1 experiment’s central inner multi–wire proportional chamber (CIP) within the time between two bunch crossings, i.e. $`96\mathrm{ns}`$. The application requires a bidirectional multi–purpose link: the digitized chamber information has to be provided to the trigger system $`40\mathrm{m}`$ away, selected analog pulses should be accessible for monitoring purposes and the whole frontend electronics must be synchronized to the global HERA clock signal. Furthermore, the optical link and readout electronics must fit in the available space of a $`130\mathrm{mm}`$ long open cylinder with inner and outer radii of $`152\mathrm{mm}`$ and $`198\mathrm{mm}`$. No commercial solution for optical links fulfill these requirements in one compact unit.

The custom–made solution is composed of forty identical optical link modules, where a 64–fold multiplexing reduces the number of data lines. Each module performs an optical transmission with a physical rate of $`3.3\mathrm{Gbps}`$. Precisely aligned VCSEL and PIN diode arrays allow for bidirectionality. The bending of optical fibers by $`90^{}`$ within $`2\mathrm{mm}`$ minimizes the overall height of the design.

A short overview of the CIP upgrade is given in Section 2 and the general layout is discussed: Each of the optical link modules consists of an on–detector unit, two optical hybrids with optical cables and a receiver unit. Their functional designs are presented in Sections 3, 4 and 5, respectively. The performance of the optical link and frontend electronics is presented in Section 6.

## 2 CIP Upgrade and General Layout

With the year 2000 upgrade of the HERA electron–proton collider at DESY, an increase in luminosity by a factor of five is anticipated. The expected higher background rate, predominantly beam–wall and beam–gas reactions, necessitates an improvement of the CIP to provide high background rejection efficiency of the $`z`$–vertex trigger .

The redesigned CIP  is built of five concentrical cylinders (layers) with radii from $`152\mathrm{mm}`$ to $`198\mathrm{mm}`$. In the azimuthal angle, each layer is equally subdivided into 16 segments, each consisting of 120 pads111In fact, the CIP uses a projective geometry requiring 119 pads on the innermost layer, and 112, 106, 99 and 93 pads on the following layers, respectively. But for symmetry reasons, each optical link module will be capable of handling 120 pads. along the symmetry axis ($`z`$–axis). Charged particles traversing the chamber are detected by the 9600 pads, which provide space points and timing information. The direction of tracks can be inferred from the pattern of hit pads. For electron–proton collisions intersections of tracks with the $`z`$–axis come mostly from the interaction region, while the dominating background originates from proton beam losses upstream of the experiment. Experience has shown, that such background tracks seen by the H1 experiment are typically intersecting the $`z`$–axis at $`0.5`$ to $`1.5\mathrm{m}`$ upstream of the mean $`ep`$ interaction position. A new trigger system based on the latest FPGA family will identify these upstream events and is presently being commissioned. According to simulations this new trigger will improve the background rejection capability of the first level trigger by an order of magnitude compare to the previous $`z`$–vertex trigger .

The decision has to be made for every bunch crossing. Thus all 9600 pads have to be read out within the time between two bunch crossings, i.e. within $`96\mathrm{ns}`$, corresponding to the bunch crossing frequency of $`10.4\mathrm{MHz}`$ (HERA clock). From the timing information, the bunch crossing number can be deduced.

Each of the forty identical optical link modules is used to read out all $`2\times 120`$ pads of two adjacent segments (a double–segment) of a layer with a rate of $`10.4\mathrm{MHz}`$. The on–detector electronics unit amplifies and shapes the signals from the pads, discriminates and serializes them to $`4\times 15\mathrm{bit}`$ words. After a second level 16–fold multiplexing, this trigger information is transferred to the receiver electronics unit $`40\mathrm{m}`$ away, located outside the main detector. Thus the total digitized information per module sums up to a data rate222In principle, each optical link module is capable to transmit at a data rate of $`4\times 1000\mathrm{Mbps}`$ at maximum. of $`4\times 624\mathrm{Mbps}`$. The on–detector electronics component must be synchronized to the global HERA clock signal therefore the system requires bidirectionality. The receiver electronics provides the global HERA clock and retrieves the multiplexed trigger information, which is de–serialized and distributed to the trigger system. Additionally, analog signals from each pad are transmitted and accessible for monitoring purposes.

To retain high geometrical acceptances for the new CIP and neighbouring detectors in the H1 experiment, the available space for mechanical support structures and electronics is limited to a $`130\mathrm{mm}`$ long open cylinder with inner and outer radii of $`152\mathrm{mm}`$ and $`198\mathrm{mm}`$, respectively, located at the backward end flange333The term “backward” labels the $`z`$ end of the H1 experiment pointing in the direction of the electron beam. of the CIP.

This tight space has to be shared between on–detector electronics, their suspension and cooling, low and high voltage power cables and gas supply lines (Figure 1). The power consumption has to be minimized to avoid an excessive heat dissipation inside the H1 experiment due to limited cooling possibilities.

Only an optical transmission allows high serial data rates, suppresses crosstalk and decouples detector and trigger system, while reducing the number of cables and the power consumption to a minimum. A readout with copper cables as formerly done would increase that volume by a factor of ten, would require even more driving power and would produce an unwanted high contribution to the dead material. In addition, an electrical transmission at the required high rates will likely induce noise into the very sensitive liquid argon calorimeter of the H1 experiment.

The optical link between on–detector electronics and the receiver electronics is established by two optical hybrids which perform opto–electrical (re)conversion of all data lines, i.e. four digital channels for the trigger information, two analog channels and two channels for the HERA clock signal. Experience with opto–mechanics has already been collected in the ETH Zurich group. An analog optical readout for the H1 experiment has been successfully operated since 1995 .

## 3 On–Detector Electronics Unit

Each on–detector unit collects the charge from $`2\times 120`$ pads. Their charge is conducted via micro coax cables  to the rear end flange of the CIP. For each segment, a connector (Fujitsu FCN 298 , 120 contacts, $`500\mu \mathrm{m}`$ pitch, $`2.5\mathrm{mm}`$ height) passes the 120 channel pad information to a pair of analog readout (CIPix) chips. The CIPix chip amplifies, shapes, discriminates and four–fold multiplexes the signals. Further compression is done by two 16–fold multiplexers, each driving a differential high–speed data channel at $`832\mathrm{Mbps}`$. After electro–optical conversion by the optical hybrid, the light pulses are transmitted to the receiver electronics unit. The overall synchronization is done with the global HERA clock signal received by the optical hybrid. A low jitter phase–locked–loop (PLL) unit  generates a $`41.6\mathrm{MHz}`$ clock signal, which is distributed to the multiplexer and — in addition to the HERA clock signal — to the CIPix chip. Furthermore, selected analog signals can be branched off before entering the CIPix discriminator to monitor the CIP. These analog test signals are also transmitted (Figure 2).

For compactness, one optical hybrid serves a double–segment and is mounted on one of the two separate halves of the on–detector unit. The other half holds the PLL unit and houses the voltage regulators. Due to the curvature of the CIP, a thin four layer flex–capton print bridges all signals via striplines to their destinations: The high–speed data channels and analog test signals are transferred from the other segment to the optical hybrid and, in return, the HERA clock signal is provided to the PLL unit. The flex–capton print is sandwiched between each of the halves. This rigid–flex print is produced by Dunkel & Schürholz . It is implemented as an extremely high dense board with microstrip transmission lines and eight layers in total (Figure 3).

Its outer dimensions are $`130\mathrm{mm}`$ in length, $`2\times 49\mathrm{mm}`$ in width and $`9\mathrm{mm}`$ in height. The open length of the capton print, i.e. the distance between both halves, increases proportional to the layer radii.

All on–detector units of one layer are connected via an I2C bus daisy–chain . This allows for a steering of every CIPix chip from a terminal, e.g. all CIPix chips can be initialized layer–wise. In addition, it performs a one–wire serialized temperature measurement .

### 3.1 CIPix IC

The CIPix analog readout chip is custom–made . It amplifies, shapes, discriminates and multiplexes the incoming signals .

For each of the 64 analog input channels, it consists of a charge sensitive preamplifier with a gain of $`20\mathrm{mV}`$ per $`10^5`$ electrons, a CR–RC semi Gaussian shaper with a peak time of $`50`$ to $`70\mathrm{ns}`$ and a comparator. The discriminated signals are synchronized to the HERA clock signal and four adjacent pads are multiplexed (Figure 4).

For monitoring and testing purposes, one of the analog signals can be selected and branched off to an analog output. Test pulses of user–defined pattern and frequency can be internally generated. Comparator thresholds, the selection of channels for analog output and test pulses are programmable via the I2C bus. To protect the bond–wires and the surface, each CIPix chip is sealed (“glob–topped”) with protective glue (Epoxy Technology H70S ).

The analog signals from 60 pads are processed by a single CIPix chip. Synchronously to the $`41.6\mathrm{MHz}`$ clock signal, the CIPix’s 15 digital output channels give four successive words with $`15\mathrm{bits}`$ each. A FirstWord bit tags the first of these words and will make it possible to maintain the synchronization to the HERA clock signal in the trigger system. Together they form the $`16\mathrm{bit}`$ data word. An EmptyDataSet signal, generated in the case of missing inputs on all 60 input pads of the CIPix chip, serves as the EmptyDataSet bit. All 160 EmptyDataSet bits provide a coarse readout and will be used for a trigger decision whether an event is compatible with cosmic ray background or not.

### 3.2 Multiplexing / Demultiplexing

A further reduction of channels is achieved by building a differential high–speed data link for point–to–point communication between the Hewlett–Packard HDMP 1032 transmitter and the HDMP 1034 receiver .

Both bipolar chips provide the transmission of a $`16\mathrm{bit}`$ TTL data word plus one flag bit with a serial data rate of $`221`$ to $`1190\mathrm{Mbps}`$. The rate is chosen by an external reference clock signal synchronous with the incoming word. The HDMP 1032 PLL / clock generator locks onto the reference clock signal and multiplies it up to the high–speed serial clock signal. From the data word a special four bit encoding information is generated on the fly, proceeding the data word. Together they give a $`20\mathrm{bit}`$ packet. On the one hand, the encoding ensures the DC balance of the serial line. The disparity444The disparity is defined as the total number of “high” bits minus the total number of “low” bits. of each data word is determined. Depending on the disparity of the previous data word, an inversion of the actual word is done to keep a $`50\%`$ duty cycle. Additionally, the encoding bits provide an error detection, tagging wrongly transmitted words, and include an user–controlled flag bit. On the other hand, the unique bit pattern of the encoding scheme incorporates the high–speed clock signal and thus saves an additional clock signal line between transmitter and receiver. The packet is serialized and leaves the HDMP 1032 as a differential $`100\mathrm{\Omega }`$ terminated ECL compatible high–speed signal.

The HDMP 1034 receiver’s Clock Data Recovery unit separates encoding bits and data word from the $`20\mathrm{bit}`$ packet, extracts the high–speed serial clock signal and locks to its phase. The data words are (eventually) inverted and then demultiplexed. The Parallel Automatic Synchronization System synchronizes these words to an external reference clock signal. A master–slave mode allows for a synchronization of several HDMP 1034 chips: A deviation of the relative phase of the data word and the reference clock signal generates a shift request, passed to the master. The master controls the delay of all outputs of all slaves.

Each $`16\mathrm{bit}`$ data word is serialized by a HDMP 1032 chip. The EmptyDataSet bit is used as input for the flag bit; the $`41.6\mathrm{MHz}`$ clock signal provides the reference clock signal for both HDMP chips. Therefore the digitized trigger information from 60 pads is transmitted every $`96\mathrm{ns}`$ with a data rate of $`624\mathrm{Mbps}`$. The overall physical rate includes in addition per $`96\mathrm{ns}`$ the four FirstWord bits and $`4\times 4`$ bits of the encoding scheme (with the EmptyDataSet bit) and amounts to $`832\mathrm{Mbps}`$. The receiver chip re–parallelizes the trigger information and extracts the FirstWord bit and EmptyDataSet bit. Four transmitter / receiver chip pairs — one for each CIPix chip — are used per module.

Bits of one high–speed digital channel have been superimposed for the eye–diagram (Figure 5).

The rising and falling edges are well separated. The measurement of the zero–crossing of the rising edge results in a jitter of the data words of $`23\mathrm{ps}`$ before entering the optical hybrid.

## 4 Optical Hybrid

The optical hybrids constitute the interface between the electrical and the optical régime.

Following the signal flow from the CIP to the trigger system, the optical hybrid on the on–detector unit (HIM, High–Speed Interconnection Module) acts as a driver for the outgoing $`20\mathrm{bit}`$ packets and analog test signals and as a receiver for the incoming HERA clock signal. The optical hybrid on the receiver unit side (DeHIM) acts vice versa. The interfacing pins require or deliver differential CMOS logic signals for each data channel, respectively.

Each HIM / DeHIM pair serves one double–segment, i.e. transmits four multiplexed data channels with a physical rate of $`4\times 832\mathrm{Mbps}`$, two analog test signal channels and two HERA clock signal channels via an optical fiber array with eight fibers.

The four data channels are driven by the Helix HXT 2000  chip optimized for vertical cavity surface emitting laser (VCSEL) diodes. The VCSEL diodes convert the electrical signal to light pulses. After $`40\mathrm{m}`$ of optical fibers, conventional PIN diodes reconvert the optical to electrical signals. These are amplified by the Helix HXR 2004 receiver chip and produce four differential data signals. Because of the high data rates, the hybrid boards are impedance controlled and realized in four–layers with layer–to–layer blind–via connections .

For redundancy two HERA clock signals are transmitted in parallel. Standard SZ 125 drivers match their signal levels with respect to the VCSEL diode specifications. Conexant (formerly Microcosm) MC 2007 receivers  convert the PIN diode responses back to voltage–modulated signals. Its active gain control (AGC) ensures a stable output signal above the sensitivity limit at about $`20\mathrm{dBm}`$. The two analog test signals are driven by Maxim MAX 4212 operation amplifiers  and received by Conexant MC 2011 (without AGC) chips. These differential analog signals and the HERA clock signal are finally amplified by Maxim MAX 4212 chips.

### 4.1 Driver and Receiver Circuits

The Helix HXT 2000 driver and the HXR 2004 receiver chips are designed for high–speed optical transmission up to $`1.25\mathrm{Gbps}`$ per channel; the HXT 2000 is optimized for VCSEL diodes at $`800`$ to $`1500\mathrm{nm}`$ wavelength. The differential inputs to the HXT 2000 — four of them enabled — are amplified and current–modulated. External resistors allow to control the average and modulation current collectively for a VCSEL diode array. Thus the working range, i.e. the laser current, of an array of four VCSEL diodes can be optimized for maximum optical output.

The four channel HXR 2004, compatible to $`0.6\mathrm{pF}`$ photodiode arrays, converts the photocurrent from the PIN diodes to differential output voltages. In addition, the average photocurrents can be monitored.

### 4.2 Vertical Cavity Surface Emitting Laser Diodes

Laser diodes convert current–modulated signals into power–modulated light signals.

In a VCSEL diode the light propagates vertically through the structure (Figure 6).

With this orientation the laser cavity can be grown to match the wavelength of the laser light, i.e. $`850\mathrm{nm}`$. The total spectral width of the emission is generally less than $`0.5\mathrm{nm}`$, which ensures a low coherence source. The beam divergence is typically below $`12^{}`$ FWHM. Alternating layers of AlAs and Al0.15Ga0.85As provide the p– and. n–mirror stack surrounding the active region, respectively. With contact to the p–mirror, the VCSEL anode is bonded to the modulating current line, while the GaAs substrate holds the cathode i.e. ground potential . Both, VCSEL and PIN diodes, are grouped in six– and two–diodes dies, respectively, from Truelight Corporation . The specifications for the VCSEL and PIN diode arrays used are given in Table 1.

The VCSEL diodes are specified as “class IIIb laser” in the safety standard ANSI Z136.1  and have to be treated as a potential eye hazard.

Because of a delicate passivation, the softer ball–bond process using golden bond wires has been preferred to the wedge–wedge bonding and to the use of aluminum bond wires. Thus ultrasonic vibrations acting on the VCSEL diodes could be minimized and harm to the passivation could be prevented. Together with the required specifications of at least $`1.5\mathrm{mW}`$ at $`12\mathrm{mA}`$ laser current (i.e. to a slope efficiency of $`0.125\mathrm{W}/\mathrm{A}`$) and an uniform power gain over the VCSEL array, the yield has been tested to be about $`31\%`$.

The lasering of the used VCSEL diodes typically starts at a current of $`4.5\mathrm{mA}`$ (Figure 7).

With appropriate settings for the average and modulation current of the HXT 2000 ($`V_{\mathrm{avg}}=1.74\pm 0.13\mathrm{V}`$ and $`V_{\mathrm{mod}}=1.38\pm 0.08\mathrm{V}`$, respectively) the working range has been optimized. The digital signal levels vary beween $`49.1\pm 4.5\mathrm{dBm}`$ for logical “low” and $`3.7\pm 0.8\mathrm{dBm}`$ for logical “high”, leading to a dynamic range in optical output of approximately $`45\mathrm{dB}`$. The uniformity over a VCSEL diode array is about $`1.3\pm 0.7\mathrm{dB}`$.

### 4.3 Alignment and $`\mathrm{𝟗𝟎}^{\mathbf{}}`$ Bending

In case of the HIM, the sixfold VCSEL and twofold PIN diode arrays are aligned with a precision of $`5\mu \mathrm{m}`$ with respect to each other and with respect to two guiding pins . This provides a pitch of $`250\mu \mathrm{m}`$ in order to match the pitch of conventional fiber ribbon connectors (MTP connectors ). The guiding pins adjust the connector to the diode arrays (Figure 8).

To obtain the desired precision, each diode array is positioned by a custom–made micro manipulator. The manipulator is mounted on an $`xy`$ table, which makes it possible to perform an accurate position measurement and an optical survey. At its final position, the diode array is lowered and glued onto the hybrid. An optimal mechanical and optical performance has been achieved using a two component conductive glue (Epoxy Technology H21D ) with a resistivity of $`310^4\mathrm{\Omega }/\mathrm{}`$ and a bakeout time of $`2\mathrm{h}`$. On the DeHIM side, sixfold PIN and twofold VCSEL diode dies are aligned with the same accuracy.

Since the distance between two CIP layers is less than $`9\mathrm{mm}`$, it is not feasible to mount the MTP connector above the VCSEL / PIN array. Even if the connector is reduced to its inner core, namely the ferrule, adjusting the ferrule perpendicular to the hybrid leaves no space to properly fix the connector to the optical hybrid. In addition, it complicates the installation of the fibers at the end flange. Consequently the ferrule had to be mounted parallel to the optical hybrid, i.e. parallel to the $`z`$–axis. Since the diodes send the light perpendicular to the die, the light needs to be redirected. Therefore the $`62.5/\mathrm{\hspace{0.17em}125}\mu \mathrm{m}`$ fibers are bent within $`2\mathrm{mm}`$ of height by modifying the ferrule and by using special fibers (GGP fibers from ). The performance of the transmission line has been measured to remain stable while the attenuation at each deflection lies below $`2.1\pm 0.9\mathrm{dB}`$. On the DeHIM side, the fibers are conventionally bent within $`10\mathrm{mm}`$.

Each optical hybrid is embedded in an aluminum casing to provide robustness and handiness, to avoid electrical induction from outside and to shield the VCSEL and PIN diodes from dust. Its outer dimensions are $`41\times 33\times 6\mathrm{mm}^3`$. Clamps at the aluminum casing give a proper mechanical connection of the hybrid with the fiber tails of $`600\mathrm{mm}`$ length ($`300\mathrm{mm}`$ at the DeHIM) and prevents outside stress to affect the precise mechanical adjustment of the ferrules to the diodes.

### 4.4 Optical Cables

In guiding the optical fibers out of the main detector, several aspects have to be taken into account. Safety rules demand that all fibers and the sheathings be halogen–free and inflammable, space constraints require low bending radii of the cables, the CIP and parts of the on–detector electronics should be as easy to maintain as possible and all cables need to have a connection at the cable distribution area (CDA) at the backward end of the CIP. For these reasons, the optical transmission line is divided into four parts. Starting at the HIM, its fiber tail is plugged to a $`3\mathrm{m}`$ long fiber ribbon cable ending at the CDA. From there, a $`36\mathrm{m}`$ cable feeds the signals to the electronics cabin outside the main detector and is connected to the tail firmly attached to the DeHIM casing.

The $`600\mathrm{mm}`$ tails, including the $`90^{}`$ bending part, are produced by Schütten Optocommunication . The long distance cables and $`300\mathrm{mm}`$ tails are made by Infineon ; the short distance cables are from Siecor . The specifications of the cables are listed in Table 2.

All cables are assembled with standard MTP connectors (except the ferrule end of the tails) with a typical attenuation of $`0.3`$ to $`0.5\mathrm{dB}`$ at each MTP–MTP connection and three connectors per link. Adapters from AMP  attach two MTP connectors to another. To obtain a predictable timing between different modules, all cables of each type are chosen to have equal length. Measurements give an average length of $`3.12\pm 0.05\mathrm{m}`$ and $`36.03\pm 0.15\mathrm{m}`$, respectively.

## 5 Receiver Electronics Unit

The receiver unit provides the signals of four adjacent pads, i.e. four successive data words and the EmptyDataSet bits, to the trigger system (Figure 9).

The DeHIM receives the high speed data signals and passes them to the four HDMP 1034 demultiplexers regaining the data words. The demultiplexers are used in the master–slave daisy–chain mode to maintain synchronization of all words, at which anyone of the HDMP 1034 can serve as master. Latches feed the four–fold multiplexed data words and the EmptyDataSet bit with a rate of $`41.6\mathrm{MHz}`$ to the backplane that connects the trigger system and the receiver electronics. The incoming global HERA clock signal is received from the backplane and directed via the DeHIM to the on–detector PLL unit. It is also passed to the receiver board’s low jitter PLL unit  producing the HDMP 1034 reference clock signal. This $`41.6\mathrm{MHz}`$ clock signal and the FirstWord bit are used in the trigger system for the synchronization of different receiver units.

The receiver unit board is implemented as a six layer, high density and high speed board with microstrip transmission lines produced by Alwaprint . At the receiver unit’s frontplate, the following signals are available for monitoring purposes: the $`16\mathrm{bit}`$ data word, the EmptyDataSet bit, the differential analog test signals, the HERA– and the $`41.6\mathrm{MHz}`$ clock signal.

## 6 Performance

The optical link modules will be operated inside the H1 experiment in a $`1.16\mathrm{T}`$ magnetic field and only $`15`$ to $`20\mathrm{cm}`$ away from the electron beam. Thus they will be exposed to synchrotron radiation and not be accessible from outside without major effort.

Therefore, the modules needed to be tested beforehand for long–term stability, reliability and robustness. Special attention has been paid to the bit–error rate, the transmission of the analog signals and the power dissipation.

Prototypes of the modules have been successfully operated since November 1999. Neither a break–down of any of the used components nor a decrease in the power output of the VCSEL diodes have been observed.

### 6.1 Link Performance

As soon as the global HERA clock signal is applied, each link module runs autonomously. The PLL unit of the on–detector electronics locks on the HERA clock signal and distributes the HERA– and $`41.6\mathrm{MHz}`$ clock signals to the CIPix chip and multiplexer. After $`650\mu \mathrm{s}`$ the multiplexer has been able to lock on the $`41.6\mathrm{MHz}`$ clock signal and the optical link is established. Frequency changes of the HERA clock signal within a window of $`8.6`$ to $`11.4\mathrm{MHz}`$ have been proven to be tolerable.

For random data words, i.e. words with $`50\%`$ duty cycle, the average light yield has been measured to be $`8.7\pm 1.8\mathrm{dBm}`$ at the DeHIM’s end of the link after $`40\mathrm{m}`$ and three connector pairs. The PIN diodes’ high response of typically $`63\mu \mathrm{A}`$ drives the HXR 2004 receiver into saturation, thus noise is suppressed. From the measurement of the bit–error–rate (see below), the lower limit has been estimated to be approximately $`15\mu \mathrm{A}`$. An eye–diagram of the digital information directly at the demultiplexer’s input is shown in Figure 10.

The rising and falling edges are well separated. The jitter of the $`20\mathrm{bit}`$ packets is about $`83\mathrm{ps}`$. A few percent of the entries shift to earlier crossings, as can be seen in the early sideband of the jitter histogram. The crosstalk between two digital channels and the crosstalk of digital to analog channels lies below $`20\mathrm{dB}`$.

For quantitative tests $`16\mathrm{bit}`$ pseudo–random bit patterns were used to simulate the data words at the multiplexer’s input. After transmission via the full $`40\mathrm{m}`$ link and after demultiplexing, these patterns have been compared with the original input to determine the bit–error–rate. Over a period of ten days, three errors occurred, corresponding to a bit–error–rate below $`10^{14}`$. This lies far below the tolerated rate of $`10^9`$, i.e. one error per second. All errors could be related to instabilities in the external power supply.

Problems with the synchronization between HDMP 1032 and HDMP 1034 have been seen if the data words imitate the bit pattern of the 16–fold multiplexer’s encoding scheme for some hundred periods or if a bit next to an encoding bit is periodical in such a manner that a bit–shift results in another valid encoding bit pattern. In both cases the Clock Data Recovery unit locks on the fake bit pattern instead of the genuine encoding bits. In the operational mode of concern for the H1 experiment, this would require the same pattern of 60 pads of one segment (in a very special arrangement) repeated over many bunch–crossings. This is highly improbable and no reason for concern.

The transmission of the analog signals has been optimized to realize a one–to–one image of the chamber signals. Therefore the amplification of the CIPix chip and of the Maxim drivers in the optical hybrids have been fine–tuned. The peak–time of the analog signal is in the order of $`50\mathrm{ns}`$. From the analog signals, a delay time between CIPix chip input pads and receiver electronics unit frontend of $`230\mathrm{ns}`$ has been measured. This is dominated by the delay in the optical fibers of $`200\mathrm{ns}`$. A summary of the specifications of the optical link module is given in Table 3.

### 6.2 Mechanical Tests

The heat dissipation has been calculated from the measurement of the power consumption of one on–detector unit and gives $`6.2\mathrm{W}`$ per module. The total dissipation at the CIP end flange, i.e. the sum of all 40 modules, is about $`250\mathrm{W}`$, sufficiently low for a water based cooling.

The on–detector electronics has been operated in a magnetic field from $`0`$ to $`2\mathrm{T}`$ to simulate the impact of the H1 experiment’s magnetic field. The optical output of the VCSEL diodes, the threshold of the CIPix chip, the analog pulse heights, the noise level and the total power consumption of the on–detector electronics have shown no variations within the measurable precision. The jitter of the HERA clock signal remains stable, while jitter of the $`41.6\mathrm{MHz}`$ clock signal increases from $`49`$ to $`53\mathrm{ps}`$ with a phase shift of $`18\mathrm{ps}`$. Thus no losses in the performance of the optical link due to the magnetic field are expected.

The irradiation at the CIP end flange and thus at the on–detector electronics is estimated to be less than $`50\mathrm{Gy}`$ per year . The VCSEL diodes have been irradiated to a flux of about $`2\times 10^{14}\mathrm{neutrons}/\mathrm{cm}^2`$, with no measurable change in either threshold or efficiency . After exposure to $`200\mathrm{Gy}\pm 4\%`$ from a 60Co source, the optical fiber tails and the short distance cables have shown no change in the optical behavior. The same is expected for the $`36\mathrm{m}`$ long cables.

### 6.3 Installation

Forty optical link modules have been successfully installed at the CIP rear end flange in April 2001. All spatial requirements are met. No additional noise has been induced into the liquid argon calorimeter. All modules run autonomously with bit–error–rates well below $`10^9`$. Due to contact problems of the chamber connectors and due to broken bonds at the CIPix chip inputs $`0.8\%`$ of all channels are lost. Another $`0.9\%`$ inefficiency results from the failure of two VCSEL diodes providing digital signals. For the same reason, one analog channel cannot be monitored.

## 7 Summary

A fast and compact frontend electronics has been developed to transfer $`40\times 4\times 832\mathrm{Gbps}`$ trigger information from the H1 experiment’s central inner multiwire proportional chamber to the corresponding trigger system. Forty identical modules have been successfully installed at the chambers end flange and fulfill the tight spatial constraints, while the power dissipation is only about $`250\mathrm{W}`$. The optical transmission has been optimized and is functioning reliably. The bit–error–rate for each module is around $`10^{14}`$.

## Acknowledgments

The optical link project has been supported by the Swiss National Science Foundation.


text:
# Photons as Ultra High Energy Cosmic Rays ?

## Introduction.

Measurements of the spectra of the Ultra High Energy Cosmic Rays (UHECR)  show that the Greisen-Zatsepin-Kuzmin (GZK) cutoff  is absent. The resolution of the arising puzzle seems to be impossible without invoking new physics or extreme astrophysics, for reviews see Refs. . Clearly, the GZK cutoff is avoided if the distribution of sources is peaked in our local cosmological neighborhood, or if the primary particles are immune to the Cosmic Microwave Background Radiation (CMBR). First possibility can be realized e.g. in the model of decaying superheavy dark matter clustered in the galaxy halo . Second possibility requires either new hypothetical particle , or violation of the Lorentz invariance , or extreme neutrino luminosity if Z-burst model is employed .

In this Letter we address the question: is it really impossible to avoid the GZK-cutoff within frameworks of the standard physics if the distribution of (astrophysical) sources is homogeneous ? At a first glance, the answer is negative. However, one should be more careful and recall that in the models of decaying topological defects the sources are homogeneously distributed throughout the Universe while the products of the decay are all standard particles. Nevertheless, the model proves to be working . Prime reasons for success are specific injection spectra and a large fraction of UHE photons. Can the same work for astrophysical sources ? One can argue against this conjecture that topological defects are invisible, except of their UHECR flux, and therefore it is possible that the distance to the closest fraction of the decaying defect network is not large. This fraction may make a dominant contribution even if the network itself is homogeneous. In contrast to this, there are no suitable astrophysical sources within the GZK sphere. This argument is valid, but not without a caveat. Astrophysical sources may be “invisible” as well. Among suggested candidates are gamma-ray bursts  and “dead” quasars . Both form a homogeneous population and were assumed to work without invoking new physics. Prime motivation was invisibility of these sources which resolves the puzzle that rays do not point back to any visible candidate sources within the GZK sphere. However, because of the homogeneous distribution of respective sources these models should exhibit the GZK cut-off in general. The analysis of whether it is possible to avoid the cut-off and under which conditions was not carried out. The same danger exists in Z-burst models as well. Indeed, Z-bursts occur homogeneously throughout the Universe (unless background neutrino are extremely clumped) which provides a homogeneous source of protons and photons and therefore the model is subject to the GZK cut-off in principle.

Recently, highly significant correlations of arrival directions of the UHECR with BL Lacertae were found . Distances to more than a half of BL Lacs are not known. Closest BL Lacertae with known redshifts are at $`z0.03`$ and therefore outside of the GZK sphere. Do such correlations require new physics ? To be sure one should first firmly exclude standard model particles without making strong assumptions on the injection spectra.

## Methods.

We use numerical code which was developed in . We calculate propagation of protons and photons using standard dominant processes (for details see ). For protons we took into account single and multiple pion production, and $`e^\pm `$ pair creation. For photons we considered $`e^\pm `$ pair production, inverse Compton scattering and double pair production processes. For electrons and positrons we took into account Compton scattering, triple pair production and synchrotron energy loss on EGMF. Propagation of protons and photons is calculated self-consistently. Namely, secondary (and higher generation) particles arising in all reactions are propagated alongside with the primaries. UHE protons and photons lose their energy in interactions with the electro-magnetic background, which consist of CMBR, radio, infra-red and optical components, as well as Extra Galactic Magnetic Fields (EGMF). Protons are sensitive essentially to CMBR only, while for photons all components of the electro-magnetic background are important. We take a minimal model for the radio background . For calculating the infra-red/optical background we used the same approach as in . For the extragalactic magnetic field only the upper bound is established observationally, $`B<10^9\mathrm{G}(l_c/\mathrm{Mpc})^{1/2}`$ . It is believed that galactic magnetic fields can be generated from the extragalactic “seed” if the later has magnitude in the range $`B=10^{12}10^9G`$, but in some regions it can be much smaller (voids) or larger (sheets). In our simulations we vary magnetic field strength in the range $`B=10^{12}10^9G`$, assuming an unstructured field along the propagation path.

## Results.

Astrophysical sources imply acceleration mechanism of the UHECR production, therefore protons always exist as primaries. We study their propagation first. We assume power law injection spectra, $`JE^\alpha `$. To start with, we study the dependence of the observed spectra on the value of $`\alpha `$ assuming homogeneous distribution of sources, no evolution in comoving volume, and we place no restrictions on the distance to the nearest source. Resulting spectra are shown in Fig 1.

The GZK cut-off is clearly seen in all cases, but its impact is different depending on $`\alpha `$. “Hard” injection spectra, $`\alpha <1.5`$, can be nearly reconciled with the data provided some other component of cosmic rays (Galactic) exists at $`E<10^{19}`$ eV. Note that injection spectra arising in the Z-burst model can be roughly approximated by $`\alpha <1`$ while those arising in the decaying topological defects model can be approximated by $`\alpha 1.5`$. Astrophysical acceleration mechanisms often result in $`\alpha >2`$ , however, harder spectra, $`\alpha <1.5`$ are also possible, see e.g. .

Different models of UHECR generation can be discriminated if sources are identified and distances to them are known. Unfortunately, identity of particular sources is lost in the overall spectrum of Fig. 1 and one has to construct the observed spectra of individual sources as a function of the distance. This procedure was carried out in Ref. , however, the wealth of information arising with this treatment may be prohibitive for presentation in a Letter. We represent it in the following way. First we construct individual spectra as a function of z. For each given spectra we find the value of energy at which the number of particles per decade of energy becomes smaller than the freely propagated particle flux by a given factor. (3, 10, etc.) We plot energy thus obtained as a function of z. Results are presented in Fig. 2. We see that curves with an increasing dumping factor converge rapidly in the range $`0.01<z<0.5`$, therefore, if the redshift to the source is in this range, Fig. 2 allows to determine maximal proton energies expected from this source.

The horizontal line at $`E=E_{\mathrm{GZK}}4\times 10^{19}`$ eV corresponds to the formal beginning of the GZK cut-off. Attenuation length at this energy is $`l_a10^3`$ Mpc. This may give a false impression that protons with $`E=E_{\mathrm{GZK}}`$ reach us from the sources located at $`l=l_a`$. Contribution of these protons is negligible as can be seen from Fig. 2: for $`z>0.2`$ bulk of the protons have $`E<4\times 10^{19}`$ eV.

We conclude that the contribution of protons to the UHE spectrum from distant sources with $`z>0.5`$ is negligible above AGASA ankle $`E>10^{19}`$ eV, and it is negligible for sources with $`z>0.2`$ in the highest energy region $`E>4\times 10^{19}`$ eV.

Let us discuss now the propagation and expected spectra of photons. Again we consider $`\alpha `$ as a free parameter. Results are very sensitive to its value. Interacting with electro-magnetic backgrounds, photons cascade to low energies which may lead to overproduction of “soft” gamma-rays. Main constraint is given by the EGRET observations in the energy range $`10^8`$ eV - $`10^{10}`$ eV . We find that injection power law spectra with indexes $`\alpha 2`$ cannot lead to a sizable contribution to the UHECR and obey the EGRET bound simultaneously. This is valid even for vanishing EGMF. Therefore, in what follows we consider spectra with $`\alpha <2`$. With this restriction the value of EGMF becomes a crucial parameter.

We have studied the dependence of the resulting photon spectra on EGMF and on the maximum energy of injected photons for different values of $`\alpha `$. Our first requirement was that the spectra describe highest energy cosmic ray data well. Our second requirement was that the conflict with EGRET bound does not appear. For each value of $`\alpha `$ and $`E_{\mathrm{max}}`$ this gives maximum possible value of EGMF strength, $`B`$, at which conflict does not appear. This maximum value of B does not depend significantly on the spectral shape in the range of $`\alpha `$ we have considered, $`1<\alpha <1.75`$, and is plotted in Fig. 3. Parameter space below line with a given value of $`\alpha `$ is allowed for this $`\alpha `$ and leads to resolution of the GZK puzzle with photons being primaries.

Note that the dimensionality of the parameter space is actually very large. In this letter we present only significant dependencies, while dependence e.g. on cosmological parameters (we assumed $`H_0=70\mathrm{km}/\mathrm{s}/\mathrm{Mpc}`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$) and on the evolution of sources (we assumed no evolution having in mind possible correlations with BL Lacertae) are weak. These less essential dependensies will be discussed elswere, .

In constructing photon spectra which lead to Fig. 3, we made no restrictions on the distance to the nearest source. With such restrictions, i.e. if there are no close sources, parameter space is more narrow. In particular, if there are no sources of UHECR in the GZK volume as in the case of BL Lacertae, one could think that UHE photons cannot reach us without significant energy loss. Indeed, attenuation length of photons is less then 10 Mpc for energies $`10^{19}\mathrm{eV}<E<3\times 10^{20}`$ eV, therefore one can think that there should be no UHE photon events with such energies. However, this is not true if the photon injection spectrum extends to large energies, $`E10^{21}`$ eV. For photons of this energy the attenuation length is as large as several hundred Mpc. This means that UHE photons originating with highest energies at these distances will still be cascading at energies above the GZK cut-off while approaching us. As a result they will be continuously recreating secondary photons with energies $`10^{19}\mathrm{eV}<E<3\times 10^{20}`$ eV as well. Interestingly, we find that these secondary photons in this energy range have a power law spectrum $`1/E^2`$ regardless of the value of $`\alpha `$ of the initial injection spectrum.

An example of a resulting UHECR spectrum with crussial assumtion of absence of sources withing GZK volume is presented in Fig. 4. Here we have assumed that the closest source in the distribution obeys the condition $`z>0.03`$ and EGMF is small, $`B=10^{12}G`$. We also assume injection spectrum $`\alpha =1.5`$ for both protons and photons. Resulting proton and photon contributions are shown separately by thin solid and short-dashed lines respectively. We describe the low end of the spectra by independent Galactic contribution which is modeled by the power law $`1/E^{3.16}`$ at small energies with an exponential drop at energies around the ankle, $`E10^{19}`$ eV. The solid line in Fig. 4 shows the sum of all components. Photons starts to dominate total UHECR spectrum with effective power law $`1/E^2`$ at energies $`E56\times 10^{19}`$ eV. Interestingly, this is the value of energy where the clustering (small angle autocorrelations) in AGASA data set  becomes most significant .

The ratio of photons to protons at injection (at given energy) which leads to the best fit; in the case of Fig. 4 is $`N_\gamma /N_p=3`$. Restrictions on this parameter and on the maximal energy of injected photons are presented in Table I for different values of $`\alpha `$. Smaller values of $`E_{\mathrm{max}}<10^{22}`$eV do not work (unrealistically large number of photons per proton is required) because of the rapid decrease of the attenuation length for photons. Minimum distance to the closest source at $`z=0.1`$ still works with the same value of EGMF. However, this nice picture is destroyed if the EGMF is larger than a few $`\times 10^{12}`$ G.

## Conclusions

We have studied spectra of the UHECR assuming primaries are protons and photons and injection spectrum is a power law $`E^\alpha `$. With a homogeneous distribution of sources and a hard injection spectra, $`\alpha <1.5`$, we find that protons can account for the observed flux at highest energies producing only a shallow dip around the GZK energy. Magnitude of the effect is not in strong disagreement with the data at the level of current statistics. Presence of (invisible) sources within GZK sphere is required, however, if protons are the only primaries. Individual sources located at $`z>0.2`$ make negligible contribution into proton component at $`E>4\times 10^{19}`$ eV. Inclusion of photons makes agreement with the data better. In this case even distant sources with $`z>0.03`$, such as BL Lacertae, can contribute to observed rays in the energy range $`E>10^{19}`$ eV with the effective power law spectrum $`1/E^2`$, if injection spectrum extends up to $`E_{\mathrm{max}}>10^{22}`$ eV and EGMF does not exceeds $`10^{12}`$ G . Photon component becomes dominant at $`E>5\times 10^{19}eV`$. In the case when there are sources at $`z<0.1`$, the suggested scenario is more economical than the Z-burst model which requires acceleration of primaries to even higher energies $`E_{max}>10^{23}`$ eV. In addition, the Z-burst model requires extremely large fluxes of neutrino, while it is enough to have photon flux at the source to be larger than the proton flux by a factor of only a few.

We conclude that the GZK cut-off can be avoided with photons as primaries making perfect fit to the data. Parameter space is rather large if there are no restriction to the distance to the nearest source, see Fig. 3. We cannot rule out photons as primaries even in the case when production sites are BL Lacertae , which (with known redshifts) are all outside the GZK volume. To rule it out one needs a source-by-source study taking into account the concrete configuration of extragalactic magnetic fields.

## Acknowledgments

We are grateful to V.S. Berezinsky, G.Sigl and P. Tinyakov for valuable comments and discussions. This work is supported by INTAS grant 99-1065.


text:
# Diagonals in Tensor Products of Operator Algebras

## 1. Introduction.

Let $`A`$ be a complex algebra with unit 1. A diagonal in $`AA`$ is an element $`u=a_ib_i`$ such that $`a_ib_i=1`$ and $`(aa_i)b_i=a_i(b_ia)`$ for every $`aA`$. For example, if $`𝕄_n`$ denotes the algebra of $`n\times n`$ complex matrices and $`E_{ij}`$ denotes the standard matrix units, then $`_{i=1}^nE_{i1}E_{1i}`$ is easily seen to be a diagonal in $`𝕄_n𝕄_n`$.

It is fairly well-known that the existence of a diagonal is equivalent to the vanishing of the first Hochschild cohomology, $`H^1(A,X)`$ for every $`A`$-bimodule $`X`$. Since this fact is elementary, we quickly recall a proof, for clarity. First, assume that we have a diagonal $`u`$, as above, and that we are given an $`A`$-bimodule $`X`$ and a derivation $`\delta :AX.`$ If we set $`x=\delta (a_i)b_i,`$ then it is easily checked that $`\delta (a)=xaax`$ and so every derivation into $`X`$ is inner. That is, $`H^1(A,X)=0`$, for every $`X.`$ To prove the converse, one simply considers the $`A`$-bimodule $`AA`$ and lets $`X`$ be the submodule which is the kernel of the product map. The map $`\delta :AX`$ given by $`\delta (a)=a11a`$ is easily seen to be a derivation. If $`wX`$ is the element that implements this necessarily inner derivation, then is is easily checked that $`u=11w`$ is the desired diagonal.

The above proof easily extends to the case of various topological algebras, where the module actions and derivations are restricted to those which are continuous in some appropriate sense. The only change that must be made is that the algbraic tensor product of $`A`$ with itself is replaced by its completion in some appropriate topology.

In this setting, Helemskii, , and Selivanov, , proved that a $`C^{}`$-algebra $`A`$ has the property that every bounded derivation into every bounded $`A`$-bimodule is inner if and only if $`A`$ is finite dimensional. By the above remarks this can be seen to be equivalent to characterizing those $`C^{}`$-algebras $`A`$ which possess a diagonal in the projective tensor product of $`A`$ with itself. The first author extended this result, , by proving that a $`C^{}`$-algebra $`A`$ has the property that every completely bounded derivation into every operator $`A`$-bimodule is inner if and only if $`A`$ is finite dimensional. Again by the above remarks, this latter result is equivalent to proving that the only $`C^{}`$-algebras $`A`$ which possess a diagonal in the Haagerup tensor product of $`A`$ with itself are the finite dimensional $`C^{}`$-algebras. Because the projective tensor norm is larger than the Haagerup tensor norm, this latter result implies the result of Helemskii and Selivanov.

Unfortunately, all of the proofs cited above relied on non-trivial results. In particular, the proof in  relied on deep results about nuclear and injective C\*-algebras. The purpose of this paper is to state a more general result, and to give a short, self-contained proof using only properties of the Haagerup tensor product. Specifically, we show that if $`A`$ is any algebra of operators on a Hilbert space with a diagonal in the Haagerup tensor product of $`A`$ with itself, then $`A`$ is necessarily isomorphic to a finite direct sum of matrix algebras.

## 2. Main Results

In this section we present our main results. Let $`H`$ be a Hilbert space and let $`B(H)`$ denote the algebra of bounded linear operators on $`H.`$ We let $`A`$ be any subalgebra of $`B(H)`$ which contains the identity operator. We shall call each such algebra an algebra of operators, and we note that we do not require it to be self-adjoint.

We briefly recall the definition of the Haagerup tensor product. Given $`wAA`$ we set

(2.1)
$$w_h=\mathrm{inf}\left\{a_ia_i^{}^{1/2}b_i^{}b_i^{1/2}\right\}$$

where the infimum is taken over all ways to express $`w`$ as a finite sum $`a_ib_i`$ of elementary tensors. This quantity defines a norm on $`AA`$ called the Haagerup tensor norm and the completion of $`AA`$ in this norm is called the Haagerup tensor product of $`A`$ with itself and is denoted $`A_hA.`$

This tensor norm has two very nice properties that we shall use. The first is that any $`w`$ in the completion has a representation as a norm convergent series, $`w=_{i=1}^{\mathrm{}}a_ib_i`$ with $`_{i=1}^{\mathrm{}}a_ia_i^{}`$ and $`_{i=1}^{\mathrm{}}b_i^{}b_i`$ both finite. The second is that such a representation may be chosen so that $`\{a_i\}_{i=1}^{\mathrm{}}`$ and $`\{b_i\}_{i=1}^{\mathrm{}}`$ are both strongly independent sets in the following sense. A sequence of elements $`\{a_i\}_{i=1}^{\mathrm{}}`$ which defines a bounded operator $`(a_1,a_2,\mathrm{})B(H^{\mathrm{}},H)`$ is strongly independent if the equation $`_{i=1}^{\mathrm{}}\lambda _ia_i=0`$, where $`\{\lambda _i\}_{i=1}^{\mathrm{}}\mathrm{}^2`$, can only be satisfied by $`\lambda _i=0`$, $`i1`$. An equivalent formulation, \[1, Lemma 2.2\], is that the subspace

$$\{(\varphi (a_1),\varphi (a_2),\mathrm{}):\varphi A^{}\}$$

is norm dense in $`\mathrm{}^2`$. For these facts about the Haagerup tensor product we refer the reader to .

###### Theorem 2.1.

Let $`A`$ be an algebra of operators on a Hilbert space. If there is a diagonal in $`A_hA`$, then $`A`$ is finite dimensional.

Proof. Let $`u=_{i=1}^{\mathrm{}}a_ib_i`$ be a diagonal, where the series is norm convergent and $`\{a_i\}_{i=1}^{\mathrm{}}`$ and $`\{b_i\}_{i=1}^{\mathrm{}}`$ are strongly independent. Since

(2.2)
$$\underset{i=1}{\overset{\mathrm{}}{}}a_ib_i=1$$

is a norm convergent series, we may choose $`M`$ so that

(2.3)
$$\underset{i=1}{\overset{M}{}}a_ib_i1<1/2,$$

and we set $`c=(_{i=1}^Ma_ib_i)^1`$. From the Neumann series we know that $`c<2`$. Now define two constants $`k`$ and $`\epsilon `$ by

(2.4)
$$k=\mathrm{max}\{\underset{i=1}{\overset{\mathrm{}}{}}a_ia_i^{}^{1/2},\underset{i=1}{\overset{\mathrm{}}{}}b_i^{}b_i^{1/2}\},\epsilon =(8Mk^2)^1.$$

Since, for each $`xA`$, the series

(2.5)
$$\underset{i=1}{\overset{\mathrm{}}{}}xa_ib_i=\underset{i=1}{\overset{\mathrm{}}{}}a_ib_ix$$

are norm convergent, we may apply, by \[3, Prop. 3.7\], an element $`\varphi A^{}`$ to (2.5) to obtain

(2.6)
$$\underset{i=1}{\overset{\mathrm{}}{}}\varphi (xa_i)b_i=\underset{i=1}{\overset{\mathrm{}}{}}\varphi (a_i)b_ix.$$

From the strong independence of $`\{a_i\}_{i=1}^{\mathrm{}}`$, we may choose linear functionals $`\varphi _jA^{}`$, $`1jM`$, such that

(2.7)
$$(\varphi _j(a_1),\varphi _j(a_2),\mathrm{})e_j_2<\epsilon ,1jM,$$

where $`\{e_j\}_{j=1}^{\mathrm{}}`$ denotes the canonical orthonormal basis for $`\mathrm{}^2`$.

It now follows that

(2.8)
$$b_jx\underset{i=1}{\overset{\mathrm{}}{}}\varphi _j(a_i)b_ix\epsilon \underset{i=1}{\overset{\mathrm{}}{}}x^{}b_i^{}b_ix^{1/2}\epsilon kx,$$

for $`1jM,`$ and for all $`xA`$. Using (2.6), we have that

(2.9)
$$b_jx\underset{i=1}{\overset{\mathrm{}}{}}\varphi _j(xa_i)b_i\epsilon kx,$$

for $`1jM`$, and for all $`xA`$.

Since $`\mathrm{lim}_n\mathrm{}_{i=n}^{\mathrm{}}a_ia_i^{}=0`$, we may choose $`N`$ sufficiently large that

(2.10)
$$b_jx\underset{i=1}{\overset{N}{}}\varphi _j(xa_i)b_i2\epsilon kx$$

holds for $`1jM`$, and for all $`xA`$. The inequality $`a_jk`$ follows from (2.4), and so the relation

(2.11)
$$\underset{j=1}{\overset{M}{}}\left[a_jb_jx\underset{i=1}{\overset{N}{}}\varphi _j(xa_i)a_jb_i\right]2\epsilon Mk^2x$$

is a consequence of multiplying the expression in (2.10) on the left by $`a_j`$ and summing over $`j`$. Now multiply (2.11) on the left by $`c`$ and use (2.4) to obtain

(2.12)
$$x\underset{j=1}{\overset{M}{}}\underset{i=1}{\overset{N}{}}\varphi _j(xa_i)ca_jb_i4\epsilon Mk^2xx/2,xA.$$

Define a finite dimensional subspace of $`A`$ by

$$B=\mathrm{Span}\{ca_jb_i:1jM,1iN\}.$$

The inequality (2.12) implies that the Banach space quotient map from $`A`$ to $`A/B`$ has norm at most $`1/2`$, which can only happen when $`A=B`$. We conclude that $`A`$ is finite dimensional.

Ruan,  has introduced another Hochschild cohomology for operator algebras which uses a family of maps called the jointly completely bounded maps. The relevant tensor norm for this cohomology is called the operator space projective tensor norm.

###### Corollary 2.2.

Let $`A`$ be an algebra of operators on a Hilbert space. If there is a diagonal in either the projective or operator space projective tensor product of $`A`$ with itself, then $`A`$ is finite dimensional.

Proof. For any element in the algebraic tensor product $`AA`$, we have that its projective tensor norm is at least as large as its Haagerup norm. Thus, the identity map on $`AA`$ extends to a contractive map from the projective tensor product to the Haagerup tensor product. It is easily checked that if $`u`$ is a diagonal in the projective tensor product, then its image under this map is a diagonal in the Haagerup tensor product, and the result follows from Theorem 2.1. A similar argument applies to the operator space projective tensor product.

Note that, since any $`A`$ as above is finite dimensional, the algebraic tensor product is complete in every tensor norm. Thus we are reduced to the purely algebraic problem of determining those finite dimensional complex algebras $`A`$ that have a diagonal in $`AA`$, which is essentially Burnside’s theorem. We supply a simple proof below that is based on the ideas that we have already introduced.

###### Theorem 2.3.

Let $`A`$ be a finite dimensional, unital, complex algebra. If $`A`$ has a diagonal in $`AA`$, then $`A`$ is isomorphic to a direct sum of matrix algebras.

Proof. Since $`A`$ can be represented as the algebra of left multiplication operators on itself, we may assume that $`A`$ is a subalgebra of $`𝕄_n`$ for some $`n`$.

Now suppose that $`p`$ is an invariant orthogonal projection for $`A`$, that is, $`pap=ap`$ for all $`a`$ in $`A`$. Then it is easily seen that $`Xp𝕄_n(1p)`$ is an $`A`$-bimodule, and that the equation

(2.13)
$$\delta (a)pa(1p)=paap$$

defines a derivation of $`A`$ into $`X`$. By hypothesis, there exists $`xX`$ such that

(2.14)
$$\delta (a)=axxa,aA.$$

Combining these last two equations, we see that $`(p+x)`$ commutes with $`A`$. Since $`x^2=0`$, the element $`y1+x`$ is invertible in $`𝕄_n`$ with inverse $`y^1=1x`$.

The equations

(2.15)
$$p(1+x)a(1x)=(p+x)a(1x)=a(p+x)(1x)=ap$$

and

(2.16)
$$(1+x)a(1x)p=(1+x)ap=(1+x)pap=pap=ap$$

show that $`p`$ commutes with $`yAy^1`$, and thus reduces this algebra.

By inductively choosing such projections $`p`$ and conjugating by the corresponding invertible elements, we may assume that the representation $`\pi :A𝕄_n`$ is a finite direct sum of representations, $`\pi _i:A𝕄_{n_i},i=1,\mathrm{},k`$, where the image $`\pi _i(A)`$ is a subalgebra of $`𝕄_{n_i}`$ that has no non-trivial invariant projections. Thus, $`\pi _i(A)`$ is a transitive subalgebra, and hence $`\pi _i(A)=𝕄_{n_i}`$ by Burnside’s theorem, \[6, Cor. 8.6\].

Using the simplicity of each matrix algebra, it is now easy to argue that $`A`$ is isomorphic to a finite direct sum of matrix algebras. To see this, note that if $`J_i=ker(\pi _i)`$, then $`\pi _j(J_i)`$ is either $`𝕄_{n_j}`$ or $`(0)`$ and argue by induction on $`k`$.

###### Corollary 2.4.

If $`A`$ is an algebra of operators and $`A`$ has a diagonal in one of the Haagerup, projective, or operator space projective tensor products of $`A`$ with itself, then $`A`$ is isomorphic to a finite direct sum of matrix algebras.

We end by formally stating the equivalent theorems in terms of Hochschild cohomology. If $`A`$ is any Banach algebra, then by an $`A`$-bimodule $`X`$ we mean any Banach space $`X`$ equipped with an $`A`$-bimodule action satisfying, $`axbcaxb`$, for some constant $`c.`$ An $`A`$-derivation is a bounded linear map $`\delta :AX`$ satisfying $`\delta (ab)=a\delta (b)+\delta (a)b`$. An $`A`$-derivation is inner if there exists $`x`$ in $`X`$ such that $`\delta (a)=axxa`$. Finally, $`H^1(A,X)`$ denotes the quotient of the space of all bounded derivations by the space of inner derivations.

###### Corollary 2.5.

Let $`A`$ be a Banach algebra, which has a bounded faithful representation as an algebra of operators on a Hilbert space. Then $`H^1(A,X)=0`$ for every bounded $`A`$-bimodule $`X`$ if and only if $`A`$ is isomorphic to a finite direct sum of matrix algebras.

###### Remark 2.6.

Similar results hold for the completely bounded Hochschild cohomology of an operator algebra. For the definitions and results see .


text:
# Two Modes of Solid State Nucleation — Ferrites, Martensites and Isothermal Transformation Curves

When a crystalline solid such as iron is cooled across a structural transition, its final microstructure depends sensitively on the cooling rate. For instance, an adiabatic cooling across the transition results in an equilibrium ‘ferrite’, while a rapid cooling gives rise to a metastable twinned ‘martensite’. There exists no theoretical framework to understand the dynamics and conditions under which both these microstructures obtain. Existing theories of martensite dynamics describe this transformation in terms of elastic strain, without any explanation for the occurence of the ferrite. Here we provide evidence for the crucial role played by non-elastic variables, viz., dynamically generated interfacial defects. A molecular dynamics (MD) simulation of a model 2-dimensional (2d) solid-state transformation reveals two distinct modes of nucleation depending on the temperature of quench. At high temperatures, defects generated at the nucleation front relax quickly giving rise to an isotropically growing ‘ferrite’. At low temperatures, the defects relax extremely slowly, forcing a coordinated motion of atoms along specific directions. This results in a twinned critical nucleus which grows rapidly at speeds comparable to that of sound. Based on our MD results, we propose a solid-state nucleation theory involving the elastic strain and non-elastic defects, which successfully describes the transformation to both a ferrite and a martensite. Our work provides useful insights on how to formulate a general dynamics of solid state transformations.

We study a 2d model system which exhibits exactly two distinct equilibrium solid phases — a square and a triangular phase (with a rhombic unit cell) using an MD simulation on particles (‘atoms’) interacting with an effective 2- and 3-body potential (see Fig. 1). By tuning the potential parameters, we induce a square-to-triangular solid-state transformation at constant temperature. Figure 1 shows two typical ‘quenches’ (referred to as high temperature $`T_1`$ and low temperature $`T_2`$ quenches) starting from the equilibrium square phase. In both cases following the quench, the product phase is formed by a process of nucleation and growth (Fig. 1 (inset)), but while the $`T_1`$ nucleation is homogeneous, the $`T_2`$ nucleation needs to be seeded by a single defect (heterogeneous). Nucleation of a triangular region within the square phase gives rise to vacancies/interstitials due to atomic mismatch, which relax with a temperature dependent diffusion coefficient. Note that (a) the use of effective potentials rather than ‘realistic’ atomic potentials allows us to probe late times and large sizes ; (b) the experimentally more accurate quench schedule is a cut through the $`Tv_3`$ plane, however the essential physics is unaltered by our constant $`T`$ quench allowing for a more transparent interpretation of the MD results.

In an earlier paper, we had presented a coarse-graining procedure which starts from a microscopic description of a solid and constructs continuum variables relevant for a description of the solid at larger length scales. Thus we define coarse-grained dynamical elastic variables from the instantaneous displacements $`𝐮`$ of the particles from the ideal square lattice — nonlinear strain $`ϵ_{ij}=1/2(_iu_j+_ju_i+_iu_l_ju_l)`$, density fluctuation about the mean $`\rho `$, $`\varphi =(\rho \rho )/\rho `$ (we shall refer to this as the vacancy/interstitial field) and dislocation density (density of 5-7 disclination pairs).

In the $`T_1`$ quench the vacancies/interstitials diffuse fast and annihilate each other, thus encouraging the triangular phase to grow isotropically (Fig. 2a) with a size $`R`$ that grows linearly with time $`t`$. The critical nucleus is untwinned leading to a polycrystalline triangular solid (‘ferrite’).

In the $`T_2`$ quench the seed vacancy does not diffuse away ; dominant fluctuations correspond to a coordinated movement of a line segment of atoms along the square axes (Fig. 3a). Once these fluctuations get large enough, they grow into a twinned critical nucleus with the twinning plane along one of the square axes. The twinned nucleus grows anisotropically, with a constant tip speed roughly equal to that of longitudinal sound (Fig. 3b). The vacancies and interstitials while staying separated from each other, are found concentrated at the interface of the growing nucleus (Figs. 3c). In the direction transverse to the twinning ‘plane’, the nucleus grows by step formation (Fig. 3a).

The MD simulation highlights the crucial role played by defects in determining the mode of nucleation and the nature of the critical nucleus. From these simulations we learn that the relevant variables to describe the dynamics of nucleation should include both the strain $`ϵ_{ij}`$ and the defect density $`\varphi `$. We now describe an analytic theory of solid-state nucleation for which the simplest dimensionless free-energy functional describing the first-order square ($`<ϵ_{xy}>=0`$) to rhombus ($`<ϵ_{xy}>=\pm e_0`$) transition at a fixed degree of undercooling $`a`$ has the form,

$$F=_{x,y}(w_{ij})^2+aϵ_{xy}^2+bϵ_{ii}^2ϵ_{xy}^4+ϵ_{xy}^6+\gamma \varphi ^2+C\varphi ϵ_{ii}$$
(1)
where $`w_{ij}_iu_j`$ is the deformation tensor. A quench across this transition to where the square phase is metastable, nucleates a small ‘droplet’ of the rhombus. Following the MD, we simultaneously create an envelope of $`\varphi `$ around the droplet ; this is the initial condition for the dynamical equations in the displacements $`𝐮`$ and $`\varphi `$ : $`_t\varphi +𝐯\varphi =D_v^2(2\gamma \varphi +Cϵ_{ii})`$, where the microscopic vacancy diffusion coefficient has an Arrenhius form $`D_v=D_{\mathrm{}}\mathrm{exp}(A/k_BT)`$, with an activation energy $`A`$. The velocity field $`𝐯=\dot{𝐮}+\mathrm{\Gamma }C\varphi `$, where $`\mathrm{\Gamma }`$ is the microscopic kinetic coefficient of $`𝐮`$.

For a high temperature quench $`D_v`$ is large, so $`\varphi `$ relaxes much faster than the time for the critical nucleus to form ; subsequently the nucleus grows isotropically into an equilibrium triangular solid (‘ferrite’) with $`Rt`$.

For intermediate temperature quenches $`D_v`$ is smaller ; the nature of the critical nucleus is determined by computing the time taken for critical nucleation $`\tau _n`$ (‘first-passage-time’). Apriori we do not know whether the critical nucleus is twinned or not, and so we perform a variational calculation for both cases ; the ‘true critical nucleus’ is the one for which $`\tau _n`$ is smaller.

In the linearised equation for $`\varphi `$, the velocity field (ignoring lattice vibrations) reduces to the front velocity $`𝐯=v_f\widehat{𝐧}\delta (𝐫𝐑(t))`$, where $`𝐑(t)`$ is the position of the moving interface and $`\widehat{𝐧}`$ is the unit outward normal to the interface. Thus in the reference frame of the interface, the dynamics of $`\varphi `$ is diffusive. Since the relaxation time to the local minima of Eq. (1) is smaller than barrier hopping times, we may treat $`ϵ_{ij}`$ as ‘slaved’ to $`\varphi `$ in the calculation of the barrier height. We then use a Kramers’ formula to evaluate $`\tau _n`$, thus apart from unknown prefactors, $`\tau _n=\mathrm{\Gamma }^1\mathrm{exp}(\mathrm{\Delta }E^{}/k_BT)`$, where $`\mathrm{\Delta }E^{}`$ is the $`\varphi (𝐫,t)`$-dependent critical barrier energy. Figure 4 clearly shows that for high temperature quenches (low undercooling), the true critical nucleus is a ‘ferrite’, while for a low temperature quench it forms a twinned bicrystal. We successfully reproduce two distinctive features of the well known $`0`$% isothermal transformation curves of martensites — the horizontal transformation curve beyond a well defined ‘start’ temperature $`M_s`$ independent of $`D_{\mathrm{}}`$, and a ferrite nose. It should be remarked that such a calculation could not even be addressed within the conventional viewpoint.

What happens after the twinned critical nucleus is formed ? It is difficult to say based on our early time MD studies, whether the growing nucleus will eventually add on more twins or whether it will continue as a bicrystal with a single twin interface. On the other hand we may analyse the late time dynamics within our analytic formalism. In the limit $`D_v0`$ when $`\varphi `$ remains frozen at the moving interface, a constrained variational calculation, shows that the growing nucleus finds it favourable to add more twins. The free energy of an anisotropic inclusion of length $`L`$ and width $`W`$, with $`N`$ twins along the length is given by $`F=\mathrm{\Delta }FLW+\sigma _{pp}(L+W)+\sigma _{tw}NW+\beta (L/N)^2N`$, where $`\mathrm{\Delta }F<0`$ is the free energy difference between the square and triangular phases, $`\sigma _{pp}`$ and $`\sigma _{tw}`$ are the surface tensions of the square-rhombus and the twin interfaces respectively, and the last term is the $`\varphi `$ contribution at the square-rhombus interface. Minimization with respect to $`N`$ gives $`L/NW^{1/2}`$, a relation that is empirically known for 2d martensites like In-Tl. Moreover the energy of the nucleus is smaller when oriented along specific directions, the habit ‘planes’.

The square-rhombus interface is studded with an array of vacancies such that $`\varphi 0`$ on an average, with a separation equal to the twin size. Thus the strain decays exponentially from the interface over a distance of order $`L/N`$. This ‘fringing field’ arises dynamically in our calculation, rather than from an imposed boundary condition. Indeed throughout our analysis we do not impose specific interfacial conditions, preferring to allow the solid to choose its own dynamical path.

The theoretical formalism just presented may be generalised to aribitrary solid-state transformations. We have found that in order to develop a general theory for solid state nucleation, it is necessary to go beyond nonlinear elasticity theory. More specifically, the complete set of relevant dynamical variables should include non-elastic degrees of freedom like defect fields. Such non-elastic degrees of freedom should be relevant whenever a solid undergoes large shear deformations. Our work provides a framework to understand the dynamics of solid state transformations and the conditions under which various microstructures obtain. The methodology of translating from microscopic simulations to coarse-grained dynamical fields should be useful in other problems in material science such as brittle-ductile transitions. We are currently generalising our theory to include the dynamics of dislocations, substituitional and interstitial impurities and a coupling to external stress to study the dynamics of shape-memory alloys.

Acknowledgements We are grateful to S. Mayor and S. Sastry for a careful reading of the manuscript. We thank the participants of the 1999 workshop on ‘Mathematical methods in solid mechanics and material science’ at the Isaac Newton Institute, Cambridge, for several illuminating discussions. MR thanks the Department of Science and Technology, India for the award of a Swarnajayanthi fellowship.

Correspondence and requests for materials should be addressed to M. R. (e-mail: madan@rri.ernet.in)

Figure Caption

Fig. 1 Phase diagram in the $`Tv_3`$ plane at a density $`\rho =1.05`$ using an MD simulation in the $`NVT`$ ensemble. The particles interact via an effective potential consisting of a 2-body $`V_2(r_{ij})=v_2\left(\sigma /r_{ij}\right)^{12}`$ and a short range 3-body $`V_3(𝐫_i,𝐫_j,𝐫_k)=v_3[\mathrm{sin}^2(4\theta _{ijk})+\mathrm{sin}^2(4\theta _{jki})+\mathrm{sin}^2(4\theta _{kij})]`$. Particles $`i`$ and $`j`$ are separated by a distance $`r_{ij}`$. $`\theta _{ijk}`$ is the bond angle at $`j`$ between triplets $`(ijk)`$. $`V_2`$ favours a triangular lattice ground state while $`V_3`$ is minimised when $`\theta _{ijk}=0,\pi /4,\pi /2`$ and so favours a square lattice. The units of length and energy are set by $`\sigma `$ and $`v_2`$ respectively, making the unit of time $`\sigma \sqrt{m/v_2}`$, where $`m`$ is the particle mass. The MD time step is $`0.001`$ corresponding roughly to a real time of $`1`$ fs. The order parameter $`\mathrm{\Omega }=`$$`(\mathrm{\Omega }_0N)^1_{ijk}\mathrm{sin}^2(4\theta _{ijk})`$ takes values $`0`$($`1`$) in the square(triangular) phases respectively. The phase diagram was obtained by equilibrating a system of $`N=1024`$ particles at various values of $`T`$ and $`v_3`$. Arrows marked $`T_1`$ and $`T_2`$ are constant temperature quenches at $`T_1=1`$ and $`T_2=0.15`$. The values of $`v_3`$ to which the solid is quenched is $`v_3=3`$ and $`v_3=1.2`$ respectively, which lie in the region of the phase diagram where the square is metastable (within the dotted line). Inset shows the time evolution of $`\mathrm{\Omega }`$ for the two quenches, $`T_1`$ (thin line) and $`T_2`$ (thick line), indicating a typical nucleation process.

Fig. 2 MD snapshot at $`t=10^4`$ following a $`T_1`$ quench: ‘Ferrite’ nucleus grows isotropically as a polycrystalline triangular region. The colours code the local values of $`\mathrm{\Omega }`$ going from red in the square region to blue in the triangular region. Inset shows x-y trajectories for $`5\times 10^3<t<25\times 10^3`$ of $`5`$ particles chosen to lie along a row ($`x`$-axis) at $`t=0`$. At these times the particles are part of the growing nucleus, and their trajectories reveal significant diffusive motion. Number of unit cells of the square in each direction is $`110`$. The vacancy/interstitial density $`\varphi `$ relaxes fast and quickly averages to $`0`$.

Fig. 3 MD snapshot at $`t=6\times 10^3`$ following a $`T_2`$ quench: (a) Twinned nucleus grows anisotropically. Colour coding as in Fig. 2. Inset shows trajectories for $`10^3<t<16.5\times 10^3`$ of $`5`$ particles chosen to lie along a row ($`x`$-axis) at $`t=0`$ (movement from bottom to top of inset). At these times the particles are part of the growing nucleus, and their trajectories reveal highly coordinated, ‘military’ motion characteristic of martensites. Number of cells is the same as above. (b) Positions of $`5`$ particles chosen to lie along a twin-column ($`y`$-axis) as a function of time. Apart from thermal oscillations, the particle postions change only when they encounter the moving front at $`t=t_s`$. A plot of the position of the $`i`$th particle $`y_i`$ as a function of $`t_s`$ gives the front-velocity $`v_f=9.7`$. This compares well with the sound velocity calculated from the bulk modulus in the square phase. (c) The vacancy/interstitial density $`\varphi `$ integrated over $`x`$ as a function of $`y`$ (along the twinning plane) at times $`t_1=2000`$ and $`t_2=5000`$. The arrow shows the direction of the displacement field resulting in an increased density at one end of the nucleus and a reduced density at the other. Inset shows the shear strain $`ϵ_{xy}`$ integrated over $`y`$ showing the twin boundary at $`t_1,t_2`$.

Fig. 4 First-Passage-Times versus degree of undercooling $`a`$ for a twinned and untwinned critical nuclei. The calculation proceeds by recognising that a perfect triangular solid is obtained from a perfect square by the deformation, $`R_i^{}=(\delta _{ij}+ϵ_{ij})R_j`$, involving a shear $`ϵ_{xy}=ϵ_{yx}=ϵ`$ and volume compression $`ϵ_{xx}=ϵ_{yy}=ϵ^2/2`$. We therefore parametrize $`ϵ_{ij}`$ by the single function $`ϵ(𝐫,t)`$. This admits a variational ansatz for (1) ‘ferrite’: $`ϵ=0`$ outide a grain of size $`L`$ and $`ϵ=e_0`$ inside, with a smooth interpolation of width $`\xi `$ and (2) ‘twinned nucleus’: $`ϵ=0`$ outide a rectangular grain of length $`L`$, width $`W`$ and $`ϵ=\pm e_0`$ inside, connected by smooth interpolations. The diffusion equation, $`_t\varphi =D_v^2(2\gamma \varphi +Cϵ_{ii})`$ is solved with the initial condition $`\varphi (𝐫,0)=\mathrm{\Delta }𝐮\widehat{𝐧}`$ ($`\mathrm{\Delta }𝐮`$ is geometrical mismatch at the square-triangle interface and is proportional to the length of the interface). Note that $`\mathrm{\Delta }𝐮=0`$ at the twin interface. The free-energy of the grain at time $`t`$, $`E(L,W,t;\{\xi _i\})`$ is obtained from Eq. (1), which we minimize with respect to the widths $`\{\xi _i\}`$ for every $`L`$, $`W`$ and $`t`$. The barrier energy $`\mathrm{\Delta }E^{}`$ and size $`L^{},W^{}`$ of the critical nucleus at every time $`t`$, is determined by the saddle-point. The energy of the critical nucleus decreases with time, and so a crude but easily calculable estimate of the first-passage-time is obtained by a self consistent solution of $`\tau _n=\mathrm{\Gamma }^1\mathrm{exp}(\mathrm{\Delta }E^{}(\tau _n))`$. The curves have been calculated for $`D_{\mathrm{}}=10^{14}`$, $`A=7`$, $`\gamma =0.2`$ and $`C=0`$. The upper dotted line represents the equilibrium transition temperature (zero undercooling). At small undercooling $`\varphi `$ relaxes fast and the critical nucleus is a ‘ferrite’, the first-passage-time for which goes through a minimum. At larger undercooling, the single twin nucleates faster (bold line) than the untwinned grain (lower dotted line). The arrow shows the degree of undercooling $`M_s`$ below which the twinned nucleus forms (‘martensite start’ temperature).