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# Reduction of Josephson critical current in short ballistic 𝑆𝑁𝑆 weak links

## Abstract

We present fully self-consistent calculations of the thermodynamic properties of three-dimensional clean $`SNS`$ Josephson junctions, where $`S`$ is an $`s`$-wave short-coherence-length superconductor and $`N`$ is a clean normal metal. The junction is modeled on an infinite cubic lattice such that the transverse width of the $`S`$ is the same as that of the $`N`$, and its thickness is tuned from the short to long limit. Both the reduced order parameter near the $`SN`$ boundary and the short coherence length depress the critical Josephson current $`I_c`$, even in short junctions. This is contrasted with recent measurements on $`SNS`$ junctions finding much smaller $`I_cR_N`$ products than expected from the standard (non-self consistent and quasiclassical) predictions. We also find unusual current-phase relations, a “phase anti-dipole” spatial distribution of the self-consistently determined contribution to the macroscopic phase, and an “unexpected” minigap in the local density of states within the $`N`$ region.

Over the past decade, both experimental and theoretical interest in the superconductivity of inhomogeneous systems have been rekindled, thereby leading to a reexamination of even well-charted areas from the mesoscopic point of view.  For example, the Josephson effect in a superconductor–normal-metal–superconductor ($`SNS`$) weak link was known to be the result of the macroscopic condensate wave function leaking from the $`S`$ into the $`N`$ region. The induction of such superconducting correlations in the $`N`$, the so-called proximity effect, has been given a new real-space interpretation through the relative phase-coherence of quasiparticles, correlated by Andreev reflection at the $`SN`$ interface.  Moreover, the realization of the importance of tracking the phase-coherence of single particle wave-functions in proximity-coupled metals of mesoscopic size has also unearthed new phenomena, such as quantization of the critical current in ballistic mesoscopic short $`SNS`$ junctions at low enough temperature.  In short clean junctions, as $`T0`$, the critical supercurrent $`I_c=e\mathrm{\Delta }/\mathrm{}`$ carried by a single conducting channel depends only on the superconducting energy gap $`\mathrm{\Delta }`$ as the smallest energy scale $`\mathrm{\Delta }<E_{\mathrm{Th}}=\mathrm{}v_F^N/L`$ (in the long junction limit $`I_cE_{\mathrm{Th}}`$ is set  by the “ballistic” Thouless energy $`E_{\mathrm{Th}}<\mathrm{\Delta }`$, which is a single quasiparticle property determined by the Fermi velocity $`v_F^N`$ in the $`N`$ interlayer of length $`L`$). Thus, both mesoscopic and “classical” clean point-contact $`SNS`$ junctions, with ballistic transport $`\mathrm{}>L`$ ($`\mathrm{}`$ is the mean free path), are predicted to exhibit the same $`I_cR_N=\pi \mathrm{\Delta }/e`$ product at $`T=0`$. This has been known for quite some time as the Kulik-Omelyanchuk (KO) formula,  where $`R_N`$ is the Sharvin point contact resistance $`R_N=h/2e^2M`$ of the ballistic $`N`$ region containing $`M`$ conducting channels.

Recent experimental activity  on highly transparent  ballistic short $`SNS`$ junctions, where both $`I_c`$ and $`R_N`$ are independent of the junction length, reveals much lower values of $`I_cR_N`$ than the KO formula (similarly, the critical current steps found in an attempt  to observe discretized $`I_c`$ are much smaller than the predicted $`e\mathrm{\Delta }/\mathrm{}`$). However, a proper interpretation of these results demands a clear understanding of the relationship between relevant energy and length scales. The criterion for the short junction limit $`\mathrm{\Delta }<E_{\mathrm{Th}}`$ introduces a “coherence length” of the junction $`\xi _0=\mathrm{}v_F^N/\pi \mathrm{\Delta }`$; i.e., the maximum KO limit can be expected only for $`L\xi _0`$. The relation between $`k_BT`$ and $`E_{\mathrm{Th}}`$ defines the high- ($`k_BT>E_{\mathrm{Th}}`$) versus low- ($`k_BT<E_{\mathrm{Th}}`$) temperature limits, which is equivalently expressed in terms of the junction thickness as $`L>\xi _N`$ versus $`L<\xi _N`$, respectively, with $`\xi _N=\mathrm{}v_F^N/2\pi k_BT`$ being the normal metal coherence length. The $`\xi _N`$ sets the scale over which two quasiparticles in the $`N`$, correlated by Andreev reflection, retain their relative phase coherence (i.e., superconducting correlations imparted on the $`N`$ region at finite temperature decay exponentially with $`\xi _N`$, while at zero temperature $`\xi _N\mathrm{}`$ and the condensate wave function decays inversely in the distance from the interface ). Therefore, the simple exponential decay of $`I_c\mathrm{exp}(L/\xi _N)`$ appears only in the high-temperature limit, while in the opposite low-temperature limit $`\xi _N`$ ceases to be a relevant length scale and the decay is slower than exponential. The aforementioned experiments on clean $`SNS`$ junctions  are conducted on Nb/InAs/Nb junctions which are tuned to lie in the regime where $`\xi _S<L<\xi _0\xi _N`$ ($`\xi _S=\mathrm{}v_F^S/\pi \mathrm{\Delta }`$ is the bulk superconductor coherence length). Thus, the large difference between $`\xi _S`$ and $`\xi _0`$ means that there is a substantial Fermi velocity mismatch (typically an order of magnitude ), which must generate normal scattering at the $`SN`$ interface in addition to Andreev reflection. This, together with other possible sources of scattering at the $`SN`$ boundary, like imperfect interfaces  or charge accumulation layers  (typical of Nb/InAs contact), cannot be detected by only observing the independence of $`I_c`$ and $`R_N`$ on interelectrode separation (for intermediate  $`L`$). Nevertheless, this is frequently the criterion used in experiments  to ensure that the transport is ballistic. Therefore, the ideal maximum value for $`I_c`$ could be achieved only for $`\xi _S=\xi _0`$ ($`v_F^S=v_F^N`$) and with a perfectly transparent interface, where the junction thickness satisfies $`L\xi _S`$. Even in this case it is possible that the current in short junctions is smaller than expected due to a depressed value of the order parameter on the $`SN`$ boundary when the transverse width of the $`S`$ and $`N`$ regions are the same.  Such junctions cannot be treated by simplified approaches  assuming a step function for $`\mathrm{\Delta }(z)`$ because the order parameter varies within the $`S`$ due to the self-consistency.

Here we undertake an idealized study of different intrinsic properties of three-dimensional $`SNS`$ junctions which can be detrimental to $`I_c`$, without invoking any sample-fabrication dependent additional scattering at the $`SN`$ interface. Two such effects are known: (i) the requirements of self-consistency, which become important for specific junction geometries delineated below, depresses the order parameter near the $`SN`$ boundary and therefore the current in short junctions; (ii) a finite ratio $`\mathrm{\Delta }/\mu `$ (where $`\mu `$ is the Fermi energy measured from the bottom of the band) generates intrinsic normal scattering at the $`SN`$ boundary (without the presence of impurities or barriers at the interface).

Therefore, even a clean junction (with ballistic transport above $`T_c`$) might not be in the ballistic limit  below the superconducting transition temperature $`T_c`$, unless the filling is tuned to the energy of the transmission resonances. Our principal result for the evolution of $`I_cR_N`$ as a function of $`L`$ is shown in Fig. 1. The $`I_cR_N`$ drops by about an order of magnitude at $`L\xi _N`$, thus showing how the characteristic voltage can be reduced dramatically in moderate length junctions, even in the low-temperature limit (to which our junctions belong). The reduction of $`I_c`$ in our short junctions is determined by the depression of the order parameter in the $`S`$, as demonstrated by the inset in Fig. 1 where $`\mathrm{\Delta }(z)`$ at the $`SN`$ interface decreases asymptotically to a limiting value reached at $`L2\xi _S`$ with $`I_cR_N/\mathrm{\Delta }(z=SN\mathrm{interface})`$ being nearly a constant for $`L<2\xi _S`$. For the junctions thicker than $`2\xi _S`$ the decay of the critical current $`I_c1/L`$ scales as  $`E_{\mathrm{Th}}`$, while at non-zero temperatures and for long enough junctions $`L>\xi _N`$ it changes into a simple exponential decay. Thus, in the general case $`\xi _S<\xi _N`$, $`I_c`$ can be independent of $`L`$ only for $`2\xi _S<L<\xi _0`$, as observed in the experiments. However, such thickness-independent $`I_c`$ can be substantially below $`Me\mathrm{\Delta }/\mathrm{}`$, as defined by the inevitable ($`v_F^Sv_F^N`$) interface scattering and/or reduced $`\mathrm{\Delta }`$, with its lowest value being set at $`L2\xi _S`$ by the “inverse proximity effect” on the $`S`$ side of a $`SN`$ structure. We believe that ballistic behavior could be found in our junctions at even lower $`T`$, where $`\xi _N2\xi _S`$, but such calculations are technically more involved at present.

The $`SNS`$ Josephson junction is modeled by a Hubbard Hamiltonian

$`H`$ $`=`$ $`{\displaystyle \underset{ij\sigma }{}}t_{ij}c_{i\sigma }^{}c_{j\sigma }`$ (2)
$`+{\displaystyle \underset{i}{}}U_i\left(c_i^{}c_i{\displaystyle \frac{1}{2}}\right)\left(c_i^{}c_i{\displaystyle \frac{1}{2}}\right),`$
on a simple cubic lattice (with lattice constant $`a`$). Here $`c_{i\sigma }^{}`$ ($`c_{i\sigma }`$) creates (destroys) an electron of spin $`\sigma `$ at site $`i`$, $`t_{ij}=t`$ (the energy unit) is the hopping integral between nearest neighbor sites $`i`$ and $`j`$. The $`SNS`$ structure is comprised

of stacked planes  where $`U_i<0`$ is the attractive interaction for sites within the superconducting planes (inside the $`N`$ region $`U_i=0`$). In the Hartree-Fock approximation (HFA), this leads to a BCS mean-field superconductivity in the $`S`$ leads, where for $`U_i=2`$ and half-filling we get $`\mathrm{\Delta }=0.197t`$ ($`T_c=0.11t`$) and $`\xi _S=\mathrm{}v_F^S/\pi \mathrm{\Delta }4a`$. The lattice Hamiltonian (2) of the inhomogeneous $`SNS`$ system is solved by computing a Nambu-Gor’kov matrix Green function. The off-diagonal block of this matrix is the anomalous average which quantifies the establishment of superconducting correlations in either the $`S`$ \[$`\mathrm{\Delta }(z)=|U(z)|F(z)`$, where $`F(z_i,z_i,\tau =0^+)`$ is the pair-field amplitude\] or the $`N`$ region. For the local interaction treated in the HFA, computation of the Green function reduces to inverting an infinite block tridiagonal Hamiltonian matrix in real space. The Green functions are thereby expressed through a matrix continued fraction (technical details are given elsewhere ). The final solution is fully self-consistent in the order parameter $`|\mathrm{\Delta }(z)|e^{i\varphi (z)}`$ inside the part of the junction comprised of the $`N`$ region and the first 30 planes inside the superconducting leads on each side of the $`N`$ interlayer.

Our Hamiltonian formulation of the problem and its solution by this Green function technique is equivalent to solving a discretized version of the Bogoliubov-de Gennes  (BdG) equations formulated in terms of Green functions,  but in a fully self-consistent manner—by determining the off-diagonal pairing potential $`\mathrm{\Delta }(z)`$ in the BdG Hamiltonian  after each, iteration until convergence is achieved. The tight-binding description of the electronic states also allows us to include an arbitrary band structure (which is rarely taken into account ), or more complicated pairing symmetries. The calculation is performed at $`T=0.09T_c`$ where $`\xi _N=40a`$, which is a low-temperature limit for almost all of our junction thicknesses.

This technique is different from the quasiclassical use of a coarse-grained microscopic Gor’kov Green function, through either the Eilenberger equations (clean limit) or Usadel equations (dirty limit),  or non-self-consistent solutions of the BdG equations  which are applicable only for special geometries where the left and right $`S`$ leads can be characterized by a constant phase $`\varphi _L`$ and $`\varphi _R`$, respectively. This neglects the phase gradient $`(d\varphi /dz)_{\mathrm{bulk}}`$ inside the $`S`$, thereby violating current conservation. Such an assumption is justified when the critical current of the junction is limited by, e.g., a point contact geometry, which requires a much smaller gradient than $`1/\xi _S`$ at the critical current density in the bulk, while the Josephson current is determined by the region within $`\xi _S`$ from the junction.  Since we choose the $`S`$ and $`N`$ layers of the same transverse width, $`I_c/I_c^{\mathrm{bulk}}`$ can be close to one for thin junctions. In such cases, current flow affects appreciably the superconducting order parameter \[i.e., $`F(z)`$ both inside and outside the $`N`$\] and a self-consistent treatment becomes necessary (as is the general case of finding the critical current of a bulk superconductor ). Since for a clean $`SNS`$ junction $`R_Na^2=[(2e^2/h)(k_F^2/4\pi )]^11.58ha^2/2e^2`$ is just the Sharvin point contact resistance (i.e., inverse of the conductance, at half-filling, per unit area $`a^2`$ of our junction with infinite cross section), the absolute limit of the characteristic voltage is $`I_c^{\mathrm{bulk}}R_\mathrm{N}=1.45\mathrm{\Delta }/e`$ set by the bulk critical current $`I_c^{\mathrm{bulk}}`$ of the $`S`$ leads,  as shown in Fig. 1. In three-dimensional (3D) junctions $`I_c^{\mathrm{bulk}}=1.09en\mathrm{\Delta }/\mathrm{}k_F`$ (per unit area $`a^2`$, at half-filling) is slightly higher than the current density determined by the Landau depairing velocity $`v_{\mathrm{depair}}=\mathrm{\Delta }/\mathrm{}k_F`$, at which superfluid flow breaks the phase coherence of Cooper pairs,  because of the possibility of gapless superconductivity at superfluid velocities slightly exceeding  $`v_{\mathrm{depair}}`$. Although our $`I_cR_N`$ is always smaller than the ideal KO limit, it is still above the experimentally measured values  in the intermediate junction thicknesses, which are about hundred times smaller than the KO limit. This suggests that additional scattering confined to the interface region is indeed necessary to account for such small values.

Since self-consistent calculations require a phase gradient inside the $`S`$ (which we choose to be a boundary condition in the bulk of the superconductor), we must carefully define how to parameterize the Josephson current. There are two possibilities: either a global phase change across the $`N`$ region  or the phase offset  which is related to the phase change by a nontrivial scale transformation. We use a global phase change which in a discrete model like (2) requires a convention. The thickness of the junction is defined to be the distance measured from the point $`z_L`$, in the middle of the last $`S`$ plane on the left (at $`z_L^S`$) and the first adjacent $`N`$ plane (at $`z_L^N=z_L^S+1`$), to the middle point $`z_R`$ between the last $`N`$ and first $`S`$ plane on the right. Since $`\varphi (z)`$ is defined within the planes, we set $`\varphi (z_L)=[\varphi (z_L^S)+\varphi (z_L^N)]/2`$ to be the phase at $`z_L`$, and equivalently for $`\varphi (z_R)`$. The phase change across the barrier is then given by

$$\varphi =L\left(\frac{d\varphi }{dz}\right)_{\mathrm{bulk}}+\delta \varphi (z_R)\delta \varphi (z_L),$$
(3)
where $`\delta \varphi (z)`$ is the “phase deviation” which develops self-consistently on top of the imposed linear background variation of the phase. The current versus phase change relation is plotted in Fig. 2. Non-self consistent calculations predict that $`I_c`$ occurs at $`\varphi _c=\pi `$ for both  $`ScS`$ and long $`SNS`$ junctions (at $`T=0`$).  However, the self-consistent analysis leads to a sharp deviation from these notions,  which is most conspicuous in our $`SNS`$ geometry with a single normal plane. Moreover, even in the long junction limit ($`L=60a15\xi _0`$) we find $`\varphi _c\pi /2`$. The non-negligible $`\mathrm{\Delta }/\mu `$ also leads to a lowering of $`\varphi _c`$ (and a washing out of the discontinuities in $`I(\varphi )`$ at $`T=0`$), but comparison with non-self consistent calculations, which take such normal scattering into account,  shows that this is negligible compared to the impact of the self-consistency.

The macroscopic phase of the order parameter $`\varphi (z)`$ varies monotonically (i.e., almost linearly) across the self-consistently modeled part of the junction. However, the plot of $`\delta \varphi (z)`$, obtained after the linear background is subtracted from $`\varphi (z)`$, reveals a peculiar spatial distribution which depends on the thickness of the junction (Fig. 3). In the short and intermediate junction limits, $`\delta \varphi (z)`$ gives a negative contribution to $`\varphi (z)`$, which turns into a positive one upon approaching $`I_c`$. For thick enough junctions (e.g., $`L=20a`$ in Fig. 3) a small bump as the remnant of this behavior, persists at the $`SN`$ boundary, but is completely washed out in the long junction limit. Thus, $`\delta \varphi (z)`$ forms a “phase anti-dipole” (i.e., its spatial distribution has positive and negative parts opposite to that of the phase dipole, introduced in Ref. ), which is a self-consistent response to a supercurrent applied in the bulk. From the scaling feature of the phase-antidipole we conclude that such counterintuitive behavior of the “phase pile up” around the $`SN`$ interface is generated by the finite $`\mathrm{\Delta }/\mu `$ effects.

Finally, we examine the local density of states (LDOS) $`\rho (\omega ,z_i)`$ on the central plane of the $`L=10a`$ junction, as shown in Fig. 4. At zero Josephson current we find peaks in the LDOS, which are of finite width, corresponding to the Andreev bound states  (ABS). Moreover, instead of a non-zero LDOS all the way to the Fermi energy at $`\omega =0`$ (vanishing linearly as $`\omega 0`$), which stems from quasiparticles traveling almost parallel the $`SN`$ boundary, a minigap $`E_g\mathrm{\Delta }^2/\mu `$ is found which appears to be the consequence of finite $`\mathrm{\Delta }/\mu `$ induced scattering.  The quantized bound states are the result of an electron (with energy below $`\mathrm{\Delta }`$) being retroreflected into a hole at the $`SN`$ interface, while a Cooper pair is injected into the superconductor, and vice versa. The hole is in turn transformed into an electron on the opposite surface, so that in the semiclassical picture, a bound state forms corresponding to a closed quasiparticle trajectory (i.e., an infinite loop of Andreev reflections electron$``$hole$``$electron …). The time-reversed ABS carries current in the opposite direction, and the two bound states are degenerate and decoupled (if there is no interface scattering). When the phase gradient is set within the $`S`$ leads, a phase change appears across the junction (i.e., DC Josephson current), and the degenerate ABS split due to the Doppler shift. On the other hand, the minigap changes only slightly with increasing $`\varphi `$. The two Doppler split peaks drift apart monotonically until a bulk phase gradient corresponding to $`I_c/2`$, when one of them reaches the BCS gap edge, while the other one approaches the minigap edge. The motion of the ABS for larger current becomes more intricate and is described in detail elsewhere.


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# 1 Introduction

## 1 Introduction

We present combined results from the ALEPH, DELPHI, L3 and OPAL Collaborations on searches for the charged Higgs boson predicted by extensions of the Standard Model with two Higgs field doublets. The results are obtained by combining the data collected in the year 2000 at centre-of-mass energies between 200 and 209 GeV with data collected earlier at energies of 189 GeV and larger . The total luminosity used in this combination is 2500 $`\mathrm{pb}^1`$Ṫhe new data represent an integrated luminosity of approximately 870 $`\mathrm{pb}^1`$ in total, with about 510 $`\mathrm{pb}^1`$ above 206 GeV.

The cross-sections, branching ratios and other physics quantities used in this combination of data are calculated within the HZHA program package .

Each experiment has generated Monte Carlo event samples for the Higgs signal and the various background processes, typically at 202, 204, 206, 208 and 210 GeV energies. Cross-sections, branching ratios, distributions of the reconstructed mass and other discriminating variables relevant to the combination have been interpolated to the energies which correspond to the data sets. It has been checked that the interpolation procedures do not add significantly to the final systematic errors.

The statistical procedure adopted for the combination of the data and the precise definitions of the confidence levels $`CL_b,CL_{s+b},CL_s`$ by which the search results are expressed, have been previously described  . The main sources of systematic error affecting the signal and background predictions are included. This is done using an extension of the method of Cousins and Highland  where the confidence levels are the averages of a large ensemble of Monte Carlo experiments. The correlations between search channels, LEP energies and individual experiments have not been taken into account, but these correlations are estimated to have only small effects to the final results.

## 2 Combined searches for the charged Higgs boson

Charged Higgs bosons are predicted by models with two Higgs field doublets (2HD models), of which the MSSM is a particular case with supersymmetry. At LEP2 energies charged Higgs bosons are expected to be produced mainly through the process $`\mathrm{e}^+\mathrm{e}^{}`$$``$$`\mathrm{H}^+`$$`\mathrm{H}^{}`$. In the MSSM, at tree-level, the $`\mathrm{H}^\pm `$ is constrained to be heavier than the W<sup>±</sup> bosons, but for specific choices of the MSSM parameters, loop corrections can drive the mass to lower values. Thus, any signal for $`\mathrm{H}^+`$$`\mathrm{H}^{}`$ would indicate either new physics beyond the MSSM or a rather extreme set of MSSM parameter values.

In 2HD models the $`\mathrm{H}^\pm `$ mass is not predicted, and the tree-level cross-section is fully determined by the mass . The searches are carried out under the assumption that the two decays $`\mathrm{H}^+`$$``$$`\mathrm{c}\overline{\mathrm{s}}`$ and $`\mathrm{H}^+`$$``$$`\tau ^+`$$`\nu `$ exhaust the $`\mathrm{H}^+`$ decay width, but the relative branching ratio is free. Thus, the searches encompass the following $`\mathrm{H}^+`$$`\mathrm{H}^{}`$ final states: ($`\mathrm{c}\overline{\mathrm{s}}`$)($`\overline{\mathrm{c}}\mathrm{s}`$), ($`\tau ^+`$$`\nu `$)($`\tau ^{}`$$`\overline{\nu }`$) and the mixed mode ($`\mathrm{c}\overline{\mathrm{s}}`$)($`\tau ^{}`$$`\overline{\nu }`$)+($`\overline{\mathrm{c}}\mathrm{s}`$)($`\tau ^+`$$`\nu `$). The combined search results are presented as a function of the branching ratio B($`\mathrm{H}^+`$$``$$`\tau ^+`$$`\nu `$).

Details of the searches of the individual experiments can be found in . These are summarised in Table 1, together with the 95% CL lower bounds, expected and observed. In the current combination, the OPAL search in the mixed channel is not included since it is still under scrutiny. In the table we quote the mass limits separately for B($`\mathrm{H}^+`$$``$$`\tau ^+`$$`\nu `$) = 0, 1, and a limit independent of the branching ratio. It should be noted that L3 observes an excess of events in the pure hadronic and the semi-leptonic channels in the mass region around 68 GeV . This behaviour is reproduced when the combination protocoll is applied to the L3 data only, but is not seen when applied to the ALEPH, DELPHI and OPAL data, see Figure 1. Indeed, ALEPH data show a clear deficit around that mass. The compatibiliy of the L3 and the three other experiments observations in the vicinity of 68 GeV is under investigation.

Assuming that a statistical combination is justified, Figure 2 shows the background confidence level $`1CL_b`$ as a function of $`m_{\mathrm{H}^\pm }`$, expected and observed, for B($`\mathrm{H}^+`$$``$$`\tau ^+`$$`\nu `$)=1 and 0. The observed confidence level is everywhere within the light-shaded $`\pm 2\sigma `$ bands of the background prediction.

The mass limits expected and observed are shown in Figure 3. To obtain the limits, the branching ratio B($`\mathrm{H}^+`$$``$$`\tau ^+`$$`\nu `$) has been scanned in steps of 0.05, and the limit setting procedure repeated for each step. In the hadronic channel and for masses close to $`m_{\mathrm{W}^\pm }`$, the sensitivity is suppressed by the large $`\mathrm{e}^+\mathrm{e}^{}`$$``$$`\mathrm{W}^+\mathrm{W}^{}`$ background. There is a regain of sensitivity at higher masses, as signalled by the excluded “islands” above 84 $`\mathrm{GeV}/c^2`$.

The combined 95% CL bounds are listed in Table 2 for B($`\mathrm{H}^+`$$``$$`\tau ^+`$$`\nu `$)=0, 1, and for the weakest limit, valid for any value of B($`\mathrm{H}^+`$$``$$`\tau ^+`$$`\nu `$). Taking the lowest of the observed limits from Table 2, we quote a 95% CL lower bound of 78.6 $`\mathrm{GeV}/c^2`$ for the mass of the charged Higgs boson. The inclusion of systematic errors has shifted the observed mass limits downwards by 600, 600, and 200 $`\mathrm{MeV}/c^2`$ for B($`\mathrm{H}^+`$$``$$`\tau ^+`$$`\nu `$)=0, 0.5 and 1, respectively. A major source of systematic error comes from the measurement of the W mass, since a shift of 50 $`\mathrm{MeV}/c^2`$ in that value induces a shift of 200 $`\mathrm{MeV}/c^2`$ in the limits when these limits are around the W mass.

As a cross-check of the confidence level calculation procedures, the expected and observed limits have been cross-checked using another test-statistic (Method C in ).

Figure 4 shows the 95% CL upper bound on the cross-section (with $`\pm `$ 1$`\sigma `$ and $`\pm `$ 2$`\sigma `$ bands) for the hadronic decay topology $`\mathrm{H}^+`$$``$$`\mathrm{c}\overline{\mathrm{s}}`$ . The dotted line corresponds to the 2HD model prediction at 206 GeV. Its intersections with the observed bound (full line) define the excluded regions in Figure 3 for B($`\mathrm{H}^+`$$``$$`\tau ^+`$$`\nu `$)=0. The relation between the features of Figure 2(lower part) and Figure 4 is apparent.

## 3 Summary

The searches of the four LEP experiments for charged Higgs bosons predicted by models with two Higgs field doublets were combined. These assume that the two decays $`\mathrm{H}^+`$$``$$`\mathrm{c}\overline{\mathrm{s}}`$ and $`\mathrm{H}^+`$$``$$`\tau ^+`$$`\nu `$ exhaust the $`\mathrm{H}^+`$ decay width. In the absence of a signal, mass limits are obtained as a function of the branching ratio B($`\mathrm{H}^+`$$``$$`\tau ^+\nu `$). The most general lower limit, valid at the 95% confidence level for any value of the branching ratio, is 78.6 $`\mathrm{GeV}/c^2`$.

ALL THE RESULTS QUOTED IN THIS NOTE ARE PRELIMINARY.


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# The Shapes of Galaxies and Their Halos as Traced by Stars: The Milky Way Dark Halo and The LMC Disk

## 1 Introduction

A large variety of tracers can be used to study the three-dimensional shapes of galaxies and their dark halos. Other contributions to this volume discuss the use of cold gas (e.g., HI), hot gas (X-rays), globular clusters, planetary nebulae, satellite galaxies, and gravitational lensing (both weak and strong) to study this important topic. By contrast, the present review focuses on the constraints that can be obtained from studies of stars and their kinematics. It is not possible in the context of this relatively short paper to review this topic fully for all possible classes of galaxies. So instead I focus here on two subjects for which studies of stars and their kinematics are particularly relevant: the three-dimensional shape of the Milky Way dark halo, and the intrinsic shape of the Large Magellanic Cloud.

## 2 The Shape of the Milky Way Dark Halo

The Milky Way consists of various separate components, including the thin disk, thick disk, central bulge, central black hole, metal-poor halo and dark halo. The general structure of the Milky Way and its various components has been reviewed by many previous authors, including, e.g., Freeman (1987), Gilmore, Wyse & Kuijken (1989), Gilmore, King & van der Kruit (1990), Majewski (1993) and Binney & Merrifield (1998). Here I focus on the shape of the Galactic Dark Halo, a subject previously reviewed by Sackett (1998).

### 2.1 Constraints from Metal-Poor Halo Star Kinematics

The density distribution of the metal-poor halo has been studied using blue horizontal branch stars, RR Lyrae stars, stars counts and globular clusters. These studies have shown that the metal-poor halo is approximately a spheroidal system with an axial ratio $`q_{\mathrm{MWH}}`$ and a mass density profile that falls radially as a power-law, $`\rho r^n`$. An unweighted average of the many determinations available in the literature (as cited in, e.g., Chen et al. 2001) yields $`q_{\mathrm{MWH}}=0.73\pm 0.11`$ and $`n=2.95\pm 0.37`$ (where the quoted errors are the RMS variations between different studies). In the solar neighborhood one can determine the three-dimensional stellar velocity ellipsoid of the metal-weak halo stars, because both line-of-sight velocities and proper motions can be measured. An unweighted average of determinations in the literature (as cited in, e.g., Martin & Morrison 1998) yields $`(\sigma _R,\sigma _\varphi ,\sigma _z)=(155\pm 16,105\pm 7,97\pm 7)\mathrm{km}\mathrm{s}^1`$. One can show that these observations yield a lower limit on the axial ratio $`q_{\mathrm{DH}}`$ of the Milky Way dark halo. Hydrostatic equilibrium in an oblate collisionless system requires that there is more pressure parallel to the equatorial plane than perpendicular to it, i.e., $`(\sigma _R^2+\sigma _\varphi ^2)/2\sigma _z^2>1`$. The flatter the Milky Way dark halo, the smaller the ratio $``$ for the metal-weak halo stars must be to sustain a system of axial ratio $`q_{\mathrm{MWH}}`$. An analysis based on the Jeans equations as in van der Marel (1991) yields the strict limit that $`q_{\mathrm{DH}}>0.4`$, with all larger values allowed (depending on the unknown details of the stellar phase-space distribution function). This rules out certain models for galactic dark halos, such as those in which the dark matter all resides in the disk (e.g., Pfenniger, Combes & Martinet 1994).

### 2.2 Constraints from Disk Star Kinematics

Observations of the kinematics of stars in the Milky Way disk have been used to estimate that the total surface mass density of material within $`1.1\mathrm{kpc}`$ from the equatorial plane is $`\mathrm{\Sigma }_{\mathrm{tot}}=71\pm 6\mathrm{M}_{}/\mathrm{pc}^2`$ (Kuijken & Gilmore 1991). Approximately half of this mass can be accounted for by the known luminous components of the Milky Way. From star count analyses Kuijken & Gilmore (1989) find that $`\mathrm{\Sigma }_{\mathrm{lum}}=35\pm 5\mathrm{M}_{}/\mathrm{pc}^2`$, while Gould, Bahcall & Flynn find $`\mathrm{\Sigma }_{\mathrm{lum}}=26\pm 4\mathrm{M}_{}/\mathrm{pc}^2`$. For any family of dark halo models that reproduce the Milky Way rotation curve, the amount of dark matter $`\mathrm{\Sigma }_{\mathrm{dark}}`$ within $`1.1\mathrm{kpc}`$ from the equatorial plane increases as $`q_{\mathrm{DH}}`$ is decreased. Given that $`\mathrm{\Sigma }_{\mathrm{tot}}=\mathrm{\Sigma }_{\mathrm{lum}}+\mathrm{\Sigma }_{\mathrm{dark}}`$, this yields a constraint on $`q_{\mathrm{DH}}`$ (Olling & Merrifield 2000). However, this constraint is not much more stringent than $`q_{\mathrm{DH}}=0.7\pm 0.3`$, given the uncertainties in $`\mathrm{\Sigma }_{\mathrm{lum}}`$ and the Galactic constants $`R_0`$ (the solar distance to the Galactic center) and $`V_0`$ (the circular velocity at the solar radius).

Other kinematical properties of disk stars provide the only useful constraints on the in-plane ellipticity $`(b/a)_{\mathrm{DH}}`$ of the Milky Way dark halo. Evidence for non-circularity derives primarily from the local value of $`\sigma _\varphi /\sigma _R`$ for thin disk stars, and from discrepancies between the Galactic rotation curve at $`R>R_0`$ when estimated using stellar and gaseous tracers respectively. Kuijken & Tremaine (1994) conclude tentatively from this evidence that the gravitational potential has an ellipticity of $`0.08`$, with the sun positioned roughly along the minor axis. The gravitational potential of a mass distribution is always rounder than the density distribution, and the in-plane ellipticity of the dark halo density must therefore be $`(b/a)_{\mathrm{DH}}0.2`$. This would be somewhat surprising, given that studies of other disk galaxies have found that their ellipticities do not typically exceed $`0.1`$ (Franx & de Zeeuw 1992; Rix & Zaritsky 1995; Schoenmakers, Franx & de Zeeuw 1997).

### 2.3 Constraints from Tidal Streams of Stars in the Halo

When an infalling satellite is tidally disrupted by a galaxy, the tidally stripped material will phase-mix along the satellite orbit. This gives rise to tidal streamers (Johnston, Hernquist & Bolte 1996). It has been suggested that much of the metal-weak halo was built up in this way (Searle & Zinn 1978), and evidence for this is now accumulating (Helmi et al. 1999). In a circular potential the tidal stream will move in a planar orbit, and will appear to an observer approximately as a great circle on the sky. By contrast, in an axisymmetric potential the orbit will precess, and the projected distribution on the sky will be considerably more spread out. Using a study of carbon stars, Ibata et al. (2001) recently found a stream that is associated with the Sagittarius dwarf galaxy. They argue that the stream has only a small width on the sky, and from numerical simulations it is inferred that this implies $`q_{\mathrm{DH}}>0.7`$ for the Milky Way dark halo. However, the stream has so far been delineated by only 38 carbon stars. So while this is a promising new method for studying the Milky Way dark halo shape, the resulting constraint on $`q_{\mathrm{DH}}`$ should be considered somewhat tentative at present, given the limited statistics.

### 2.4 Constraints from Other Tracers

Although this review focuses on stars and their kinematics, it is useful in the present context to discuss what other tracers and methods can be used to constrain the shape of the Milky Way dark halo.

\[HI flaring\] The thickness of the HI layer of the Milky Way increases with galactocentric distance. The exact amount of disk flaring is directly related to the axial ratio of the dark halo through the equations of vertical hydrostatic equilibrium, as modeled in detail by Olling & Merrifield (2000). Unfortunately, the results of this analysis depend sensitively on the poorly known Galactic constants $`R_0`$ and $`V_0`$. When acceptable margins on these constants are taken into account, the observed HI flaring can be fit with models in which $`q_{\mathrm{DH}}`$ is anywhere between $`0.5`$ and prolate values $`>1`$. This degeneracy can be lessened when the models are required to also fit the constraints from the stellar kinematics of the thin disk, as described in Section 2.2 (because the latter have a different functional dependence on the Galactic constants). Olling & Merrifield (2000) advocate $`q_{\mathrm{DH}}0.8`$ as their best-fit value, but this is obtained for values $`R_07.6\mathrm{kpc}`$ and $`V_0190\mathrm{km}\mathrm{s}^1`$ that differ considerably from the commonly accepted values. In the absence of accurate independent determinations of $`R_0`$ and $`V_0`$ these results therefore remain tentative.

\[Microlensing\] In a dark halo composed of massive compact halo objects (MACHOs) the optical depth for microlensing in different directions will depend on the axial ratio $`q_{\mathrm{DH}}`$ of the dark halo. Sackett & Gould (1993) argued that the ratio of the optical depths towards the LMC and the SMC can thus be used to estimate $`q_{\mathrm{DH}}`$. Although surveys towards the LMC and the SMC have indeed detected microlensing, the prospects for a determination of $`q_{\mathrm{DH}}`$ are not promising. The latest results from the MACHO collaboration indicate that only $`20`$% of the dark halo is composed of MACHOs (Alcock et al. 2000). Hence, microlensing can only yield constraints on $`q_{\mathrm{DH}}`$ if the MACHOs trace the rest of dark halo material, and this is unclear as long as the nature of the MACHOs remains unknown. In addition, there remains controversy concerning the contribution of LMC and SMC self-lensing to the observed optical depths (e.g., Sahu 1994; Afonso et al. 2000), which complications any interpretation of the data.

## 3 The Intrinsic Shape of the LMC

The LMC is our nearest significant neighbor galaxy. While for the Milky Way the shape of the dark halo continues to be one of the outstanding questions, for the LMC it is still an important question what the shape of the stellar component itself is. This is of fundamental importance for several issues, including the study of the Milky Way dark halo through modeling of the Magellanic Stream and the tidal disruption of the Magellanic Clouds (e.g., Moore & Davis 1994; Lin, Jones & Klemola 1995; Gardiner & Noguchi 1996) and the study of compact objects in the dark halo through microlensing studies (e.g., Sahu 1994; Alcock et al. 2000).

### 3.1 The Vertical Structure of the LMC

The LMC is believed to be approximately planar. This is supported by: (a) the small vertical scale height ($`<0.5\mathrm{kpc}`$) indicated by the line-of-sight velocity dispersion of Long Period Variables (Bessell, Freeman & Wood 1986), star clusters (Freeman, Illingworth & Oemler 1983; Schommer et al. 1992), planetary nebulae (Meatheringham et al. 1988) and carbon-rich AGB stars (Alves & Nelson 2000); and (b) the relatively small scatter in the period-luminosity-color relationships for Cepheids (Caldwell & Coulson 1986) and Miras (Feast et al. 1989). There is some evidence for an increasing scale height at large radii (Alves & Nelson 2000). There is no evidence for a halo component in the LMC comparable to that of our own Galaxy (Freeman et al. 1983), although it has been a topic of debate whether the LMC contains secondary populations that do not reside in the main disk plane (e.g., Luks & Rohlfs 1992; Zaritsky & Lin 1997; Zaritsky et al. 1999; Weinberg & Nikolaev 2000; Zhao & Evans 2000).

### 3.2 The Viewing Angles of the LMC Disk Plane

It has only very recently been possible to accurately determine the viewing angles of the LMC disk plane: the inclination angle $`i`$ and the line-of-nodes position angle $`\mathrm{\Theta }`$. The method relies on the fact that one side of the LMC disk plane is closer to us than the other, which causes stars on one side of the LMC to be brighter than those on the opposite side. Van der Marel & Cioni (2001) detected this effect using an analysis of spatial variations in the apparent magnitude of features in the color-magnitude diagrams extracted from the near-IR surveys DENIS (e.g., Cioni et al. 2000a) and 2MASS (e.g., Nikolaev & Weinberg 2000). Sinusoidal brightness variations with a peak-to-peak amplitude of $`0.25`$ mag were detected as function of position angle. The same variations are detected for asymptotic giant branch (AGB) stars (using the mode of their luminosity function) and for red giant branch (RGB) stars (using the tip of their luminosity function), and these variations are seen consistently in all of the near-IR DENIS and 2MASS photometric bands. The best fitting geometric model of an inclined plane yields an inclination angle $`i=34.7^{}\pm 6.2^{}`$ and line-of-nodes position angle $`\mathrm{\Theta }=122.5^{}\pm 8.3^{}`$.

### 3.3 The Shape of the LMC Disk

The LMC morphology has been studied with many different tracers (reviewed by Westerlund 1997), including e.g. stellar clusters, HII regions, supergiants, planetary nebulae, HI emission and non-thermal radio emission. However, near-IR surveys provide the most accurate view because of the large statistics and insensitivity to dust absorption. van der Marel (2001) used the 2MASS and DENIS data to construct a star count map of RGB and AGB stars. The resulting LMC image shows the well-known bar, but indicates that the intermediate-age/old stellar component is otherwise quite smooth (see also Nikolaev & Weinberg 2000, Cioni et al. 2000b). This contrasts with the younger populations that dominate the light in optical images. Ellipse fitting shows that the position angle and ellipticity profile have large radial variations at small radii, but converge to $`\mathrm{PA}_{\mathrm{maj}}=189.3^{}\pm 1.4^{}`$ and $`ϵ=0.199\pm 0.008`$ for $`r>5^{}`$.

Van der Marel (2001) stressed the importance of the fact that $`\mathrm{\Theta }`$ differs from $`\mathrm{PA}_{\mathrm{maj}}`$. This indicates that the LMC disk is not circular. Deprojection of the near-IR starcount map yields an intrinsic ellipticity $`0.31`$ in the outer parts of the LMC. This elongation had not been previously recognized, because traditionally the line of nodes position angle $`\mathrm{\Theta }`$ had generally been determined under the (incorrect) assumption that the LMC is circular (as discussed and reviewed in van der Marel & Cioni 2001).

### 3.4 The Tidal Effect of the Milky Way

The elongation of the LMC is considerably larger than typical for disk galaxies (see the discussion in Section 2.2). Weinberg (2000) recently stressed the importance of the Galactic tidal field for the structure of the LMC. To lowest order one would expect the main body of the LMC to become elongated in the direction of the tidal force, i.e., towards the Galactic Center. By contrast, material that is tidally stripped will phase mix along the orbit (see Section 2.3). For an orbit that is not too far from being circular, one thus expects the elongation of the main body to be perpendicular to any tidal streams that emanate from it (a generic feature of satellite disruption that is often seen in numerical simulations and observations, e.g., Johnston 1998; Odenkirchen et al. 2001). The results of van der Marel (2001) show indeed that LMC is elongated in the general direction of the Galactic center, and is elongated perpendicular to the Magellanic Stream and the velocity vector of the LMC center of mass. This suggests that the elongation of the LMC has been induced by the tidal force of the Milky Way.

## 4 Conclusions

Stars and their kinematics provide an important tool for the study of the shapes of galaxies and their dark halos. The discussions in this review show that while for the nearest galaxies some important lessons have been learned, other issues continue to be poorly understood. The Milky Way dark halo cannot be very flattened, but otherwise its axial ratio is not well constrained. For the LMC we have only recently learned that its disk is quite elongated, and that the tidal effect of the Milky Way on LMC structure may be larger than previously believed. It appears that detailed studies of tidal effects and tidal streams have the potential to improve our understanding of both the Milky Way dark halo and the structure of satellite galaxies such as the LMC.

## References


text:
# Probing the physics of relativistic jets through X-ray observations

## 1. Introduction

It is now generally accepted that the blazar ”phenomenon” (highly polarised and rapidly variable radio/optical continuum) is due to a relativistic jet pointing close to the line of sight (Blandford and Rees, 1978). We further propose that, rather than trying to define a dividing line between objects with or without emission lines (flat spectrum quasars vs. BL Lacs) or between radio bright and X-ray bright BL Lacs, the most productive approach at present is to emphasize the continuity of properties within a single blazar population.

Here and in the following we will assume that Quasars with Flat Radio Spectrum (FSQs, which include OVVs and HPQs) and BL Lac objects are essentially ”similar” objects in the sense that the nature of the central engine is similar apart from some basic scales. Our aim is to start from a (common) physical comprehension of the phenomenology with the goal of understanding the role of more fundamental parameters, like the central black hole mass, angular momentum and accretion rate, in determining the properties of the jets and of the associated disks.

## 2. The Unified Framework for the SEDs of blazars.

It was noted early on that the SEDs of blazars exhibited remarkable systematic properties (Landau et al. 1986, Sambruna et al. 1996). The subsequent discovery by the Compton Gamma Ray Observatory of gamma-ray emission from blazars (a summary can be found in Mukherjee et al. 1997) was a major step forward, showing that in many cases the bulk of the luminosity was emitted in this band and questioning the importance of previous studies of the SEDs at lower frequencies.

A systematic investigation on the SEDs of the main complete samples of blazars (X-ray selected, radio-selected and Quasar-like, Fossati et al. 1998) including gamma-ray data showed that the systematic trends found previously indeed persisted, suggesting a continuity of spectral properties (spectral sequence). All the SEDs show two broad components with peaks in the $`10^{13}10^{18}`$Hz and $`10^{21}10^{25}`$Hz ranges respectively. Both peaks appear to shift to higher frequencies with decreasing luminosity. We will call red and blue the objects at the different extremes of the sequence.

Beamed synchrotron and inverse Compton emission from a single population of relativistic electrons accounts very well for the observed SEDs except in the radio to mm range where effects of selfabsorption and inhomogeneity are important (see also Kubo et al. 1998 ). We recall that the relativistic particle spectrum must be ”curved” in order to explain the peaks observed in the SEDs. The curvature is often modelled with a broken power law. The model predicts that the synchrotron and IC emissions should vary in a correlated fashion, especially at frequencies near the peaks. Despite the difficulty of getting adequate data, this has been verified at least in some well studied objects. In the following we will assume that this emission model holds in general.

Ghisellini et al. 1998 derived the physical parameters of jets of different luminosities along the sequence applying the above model with seed photons of internal (SSC) as well as external (EC) origin. The results suggest that i) the importance of external seed photons increases with increasing jet luminosity ii) the ”critical” energy of the radiating electrons decreases with increasing (total) radiation energy density. The latter dependence is physically plausible since the radiation energy density determines the energy losses of relativistic particles. If the critical electron energies were determined by a balance between injection/acceleration and cooling processes the latter dependence could be understood.

This ”unified” theoretical scheme, needs to be tested in many respects. One can think of at least two ways of doing so : i) determine the physical parameters in individual objects with improved data ii) understand the mechanisms of particle acceleration and injection from detailed variability studies.

More indirectly, if FSQs and BL Lacs contain ”similar” jets (at least close to the nucleus) as suggested by the continuity of the SEDs, we still need to understand the differences in emission line properties. Also in this respect continuity could hold in the sense that the accretion rate may decrease continuously along the sequence but the emission properties of the disk may not simply scale with the accretion rate.

## 3. Studies of individual objects.

For red blazars the study of the synchrotron component is difficult, because the Synchrotron peak, falls in the poorly covered IR - FIR range. Furthermore the study of the gamma-ray component in the MeV-GeV region of the spectrum has been difficult in the last few years due to the loss of efficiency of EGRET and is now impossible after reentry of CGRO. Thus relatively little progress has been made lately.

We show in Fig. 1 the case of one of the best studied sources, 3C 279, observed with $`Beppo`$SAX in January 1997 simultaneously with CGRO (Hartman et al. 2000, ) and close in time (December 1996) with ISO (Haas et al. 1998). The source was found to be in a rather low state, not far from the low state observed in 1993 (also shown) (Maraschi et al. in preparation). Also shown for comparison are the two highest states recorded in 1991 and 1996l .

A general correlation of the optical X-ray and $`\gamma `$-ray fluxes is apparent as predicted. The synchrotron peak however, which would help a lot constraining models, is difficult to localize. The ISO data are consistent with those at higher and lower frequencies (Jan 1997) at the two ends of the ISO range but suggest an additional, highly luminous (of order $`10^{46}`$ erg s-1 thermal component. The origin of such component is not easy to assess.

The situation is better for blue blazars. In several sources of this class the Synchrotron component peaks in the X-ray band, where numerous satellites can provide good data. In few bright extreme BLLac objects the high energy $`\gamma `$-ray component is observable from ground with TeV telescopes (for a general account see Catanese & Weekes 1999). In these particular cases the contemporaneous X-ray/TeV monotoring demonstrated well the correlation between the Synchrotron and the IC components. A very good example is Mkn 421 for which we obtained the observation of a simultaneous TeV/X-ray flare with Whipple and BeppoSAX in 1998, probing for the first time the existence of correlation on short (hour) time scales (Maraschi et al. 1999; see also Takahashi et al. 1999, Catanese & Sambruna 2000). When the position of the two peaks can be well determined observationally, as is possible in this type of sources, robust estimates of the physical parameters of the jet can be obtained (e.g. Tavecchio et al. 1998). This was done for both Mkn 421 and Mkn 501 (Maraschi et al. 1999, Pian et al. 1997, Tavecchio et al., submitted).

The broad band response of $`Beppo`$SAX allows a reliable determination of the position of the synchrotron peak, $`E_{\mathrm{peak}}`$, if it falls between 0.1 and 100 keV. We could verify that during the flare of Mkn 421 mentioned previously $`E_{\mathrm{peak}}`$, moved to higher energies with increasing intensity (Fossati et al. 2000). The same behaviour was exhibited in a more dramatic way by Mkn 501. Its synchrotron peak moved to $`E>100`$ keV during the extraordinary activity in April 1997 (Pian et al. 1998). Subsequent snapshot spectra obtained with $`Beppo`$SAX showed a systematic decrease of $`E_{\mathrm{peak}}`$ down to $`0.1`$ keV in June 1999 while the source was fading. Over this two year period the X-ray light curve as measured by the ASM aboard XTE was not monotonic with an overall decay interrupted by flares. Thus our observations show that $`E_{\mathrm{peak}}`$ correlates with luminosity not only along individual flares but also on much longer timescales.

The $`E_{\mathrm{peak}}`$ vs. luminosity relation observed (higher $`E_{\mathrm{peak}}`$ for higher luminosity) is opposite to that found in the “spectral sequence”, where the peak falls at lower frequencies for objects of higher luminosity.

One way to reconcile the two types of behaviour is the following. Suppose that the Lorentz factor of particles emitting at the peak $`\gamma _\mathrm{p}`$ is determined by a balance between cooling and acceleration processes.

Given that $`t_{\mathrm{cool}}=\mathrm{const}/U\gamma `$, where $`U`$ is the total energy density, and using the general expression $`t_{\mathrm{acc}}(\gamma )=\gamma t_{\mathrm{o},\mathrm{acc}}`$, found in the theory of diffusive shock acceleration (see e.g. Kirk et al. 1998) one obtains $`\gamma _\mathrm{p}\left(Ut_{\mathrm{o},\mathrm{acc}}\right)^{1/2}`$.

This expression is consistent with the correlation found by Ghisellini et al. (1998), $`\gamma _\mathrm{p}U^{1/2}`$ provided that the basic acceleration timescale $`t_{\mathrm{o},\mathrm{acc}}`$ is, on average, similar in all sources. Flares in single sources can be interpreted as due to the temporaneous decrease of $`t_{\mathrm{o},\mathrm{acc}}`$ due to changes in the strength of the acceleration process. The latter scenario seems to apply quite well to Mkn 501 (Tavecchio et al. 2000, submitted), for which it is possible to reproduce the observed variability with the only change of $`\gamma _\mathrm{p}`$.

## 4. Jet power vs. accretion power

Finally we wish to report on work in progress on luminous blazars with emission lines observed with BeppoSAX. These are at the high-luminosity end of the sequence, with the Synchrotron peak in the FIR region. In these sources the X-ray emission is believed to be produced through the IC scattering between soft photons external to the jet (produced and/or scattered by the Broad Line Region) and electrons at the low energy end of their energy distribution. Thus measuring the X-ray spectra and adapting a broad band model to their SEDs yields reliable estimates of the total number of relativistic particles involved, which is dominated by those at the lowest energies. This is interesting in view of a determination of the total energy flux along the jet (e.g. Celotti et al. 1997, Sikora et al. 1997). The ”kinetic” luminosity of the jet can be written as

$$L_\mathrm{j}=\pi R^2\beta cU\mathrm{\Gamma }^2$$
(1)
(e.g. Celotti et al. 1997) where $`R`$ is the jet radius, $`\mathrm{\Gamma }`$ is the bulk Lorentz factor and $`U`$ is the total energy density in the jet, including radiation, magnetic field, relativistic particles and eventually protons. If one assumes that there is 1 (cold) proton per relativistic electron the proton contribution is usually dominant.

In high luminosity blazars the UV bump is often directly observed and/or can be estimated from the measurable emission lines, yielding direct information on the accretion process in the hypothesis that the UV emission derives from an accretion disk. Thus the relation between accretion power and jet power can be explored. This approach was started by Celotti et al. (1997) but their estimates of $`L_{\mathrm{jet}}`$ were obtained applying the SSC theory to VLBI radio data which refer to larger scales. Our study involves the analysis of the BeppoSAX data, modeling the overall SED and deriving the physical parameters for the jet. For three sources the results have been already published (Tavecchio et al. 2000). For other 6 sources the results used here are preliminary.

As an example of the quality of the data we are using, the SEDs of 2251 +158 and 1641+339 are shown in Fig. 2. The adopted models are also plotted. Note that 1641+339 was not detected by EGRET. Nevertheless its medium to hard X-ray spectrum and overall SED indicate that a gamma-ray component similar to other sources is likely to be present.

In addition to the 9 emission line blazars recently observed we included in the analysis 3C 279 and four BL Lac objects for which we had previuos good quality BeppoSAX data (namely BL Lac, ON231, Mkn 501 and Mkn 421) (Tagliaferri et al. 2000a, Tagliaferri et al. 2000b, Tavecchio et al. 2000 submitted, Maraschi et al. 1999).

In all cases physical parameters were estimated by means of a homogeneous SSC+EC model and the kinetic luminosity of the jet including protons, $`L_\mathrm{P}`$, as well as the total luminosity radiated by the jet in the observer frame ($`L_{\mathrm{rad}}`$) were derived accordingly. The luminosity of the disk could be estimated for all objects except the latter three BL Lac, for which we could set only upper limits on the luminosity of their putative accretion disks. For 3C 279 and BL Lac, the presence of broad Lyα and Hα respectively allowed to estimate the ionizing continuum (e.g. Corbett et al. 2000).

The comparison between the total radiative luminosity $`L_{\mathrm{rad}}`$ and the kinetic luminosity of the jet $`L_\mathrm{P}`$ is shown in Fig 3a. The ratio between these two quantities gives directly the ”radiative efficiency” of the jet, which turns out to be $`\eta 0.1`$, though with large scatter. The line traces the result of a least-squares fit: we found a slope $`1`$, indicating a rather constant radiative efficiency along the Blazar sequence (note that the data cover a wide range of about 5 orders of magnitude).

In Fig. 3b we compare the luminosity of the jet, $`L_{\mathrm{rad}}`$, which is a lower limit to $`L_{\mathrm{jet}}`$, with the luminosity of the disk, $`L_{\mathrm{disk}}`$.

The first important result is that on average the minimal power transported by the jet is of the same order as the luminosity released in the accretion disk. This result poses an important condition for models elaborated to explain the formation of jets.

Two main lines of approach consider either extraction of rotational energy from the black hole itself or magnetohydrodynamic winds associated with the inner regions of accretion disks. Let us parametrize the two possibilities as follows. Blandford & Znajek (1977) summarize the result of their complex analysis in the well known expression:

$$P_{BZ}B_0^2r_g^2a^2c$$
(2)
Assuming maximal rotation for the black hole ($`a=1`$), the critical problem is the estimate of the intensity reached by the magnetic field threading the event horizon, which must be provided by the accreting matter. Using a spherical free fall approximation with $`B_0^2/8\pi \rho c^2`$ one can write

$$P_{BZ}g\dot{M}c^2$$
(3)
where $`P_{acc}=\dot{M}c^2`$ is the accretion power and $`g`$ is of order 1 in the spherical case but in fact it is a highly uncertain number since it also depends on the field configuration. Several authors have recently discussed this difficult issue: the arguments discussed by Ghosh & Abramovicz (1997) (GA; see also Livio, Ogilvie & Pringle 1999) plus equipartition within an accretion disk described by the Shakura and Sunyaev (1973) model lead to $`g1`$ when gas pressure dominates. Unfortunately at high accretion rates when radiation pressure dominates its growth is limited. Frame dragging by the rotating hole may however increase $`g`$ to values even larger than 1 (Meier 1999).

As argued strongly by Livio et al. the accretion flow itself may power jets through a hydromagnetic wind. However for consistency only some fraction $`f\dot{M}c^2`$ can be used to power the jet. Further recall that the luminosities observed from the jet and disk are related to their respective powers by efficiency factors $`L_{rad}=\eta P_{jet}`$ ; $`L_{disk}=ϵP_{acc}`$.

Using the condition that $`P_{jet}(P_{BZ}+fP_{acc})`$ together with the previous relations we finally find

$$L_{rad}\frac{\eta (g+f)}{ϵ}L_{disk}.$$
(4)
One can account for the observed relation between $`L_{rad}`$ and $`L_{disk}`$ if for instance $`\eta ϵ0.1`$ and $`f`$ or $`g`$ or both are close to 1. It is also possible that $`ϵ<<0.1`$ if the optically thick emission derives from radii larger than $`3r_G`$ or if the disk is optically thin as may happen at low accretion rates (Blandford 1990). This may be necessary at low luminosities to explain why disks are not seen (upper limits). However at high luminosities there is an additional condition deriving from the total luminosities observed. At $`10^{47}`$ erg s-1 the Eddington luminosity implies a mass of $`10^9`$ $`M_{}`$ and an accretion rate of $`10`$ $`M_{}`$ y-1 for $`ϵ=10^1`$. It seems then difficult to invoke lower efficiencies.

For comparison we show in Fig 3b the estimates for the rotational power derived by GA for various values of the mass of the central black hole as a function of the luminosity observed from the disk. The latter is related to the accretion rate which appears in the formulae of GA adopting $`ϵ0.1`$. Clearly the model fails to explain the large power observed in the jets of bright quasars, even for BH masses ($`M10^9M_{}`$). This is because in the radiation pressure dominated region of the disk the pressure used to estimate the magnetic field via equipartition does not increase with the accretion rate.

## 5. Conclusions

The study of broad band SEDs and their variability is essential for understanding blazars. A unified approach is possible and should be tested. While the phenomenological framework is suggested to be ”simple” (e.g. ”red” blazars are highly luminous, have low average electron energies and emit GeV gamma-rays while ”blue” blazars have low luminosity, high average electron energies and emit TeV gamma-rays) we do not yet know what determines the emission properties of jets of different power nor what determines the jet power in a given AGN. There is however the exciting prospect that such problems can be tackled with data that can be gathered in the near future.

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text:
# Oxygen impurities in NiAl: relaxation effects

\[

## Abstract

We have used a full-potential linear muffin-tin orbital method to calculate the effects of oxygen impurities on the electronic structure of NiAl. Using the supercell method with a 16-atom supercell we have investigated the cases where an oxygen atom is substitutionally placed at either a nickel or an aluminum site. Full relaxation of the atoms within the supercell was allowed. We found that oxygen prefers to occupy a nickel site over an aluminum site with a site selection energy of 138 mRy (21,370 K). An oxygen atom placed at an aluminum site is found to cause a substantial relaxation of its nickel neighbors away from it. In contrast, this steric repulsion is hardly present when the oxygen atom occupies the nickel site and is surrounded by aluminum neighbors. We comment on the possible relation of this effect to the pesting degradation phenomenon (essentially spontaneous disintegration in air) in nickel aluminides.

\]

Nickel aluminides are potentially important industrial alloys in high-temperature structural applications, such as gas turbine engines, because they possess many desired physical properties. Among these are their low density, high strength, and good thermal conductivity, the last being an important factor in dissipating the heat generated by the engines. The great interest in these alloys has resulted in a large body of literature.

Many properties of NiAl have been intensely investigated using various computational electronic structure methods. The band structure of NiAl has been experimentally studied using photoemission and calculated using the linear augmented Slater-type orbital method by Lui et al.  They found that NiAl behaves like a good itinerant metal: the self-energy corrections in NiAl are significantly less than in pure ferromagnetic nickel. Band structure results should therefore provide a good description of the electronic properties of NiAl. Kim et al. also calculated the band structure of NiAl using a semirelativistic linearized augmented plane wave method and compared the result with the experimental optical spectra.  Their result agreed with the result of Lui, and they found no need to incorporate self-energy corrections into the spectrum in order to fit their experimental data. This is markedly different from the result for CoAl where the corrections are needed to make a good fit. One can therefore put some confidence in the band-structure results for NiAl.

Most research on nickel aluminides has been devoted to the effort to understand the complex effects of impurities and other kinds of crystal defect. Uses of nickel aluminides, especially in polycrystalline form, as structural materials are limited by their brittleness at high temperature (over 800 C) where they become prone to brittle intergranular fracture and by their low ductility at intermediate temperatures. Certain additive impurities have been found to greatly improve the room-temperature intergranular cohesion and the tensile ductility. The most notable of these cohesion enhancers is boron which can improve the tensile ductility by an order of magnitude and change the fracture mode from intergranular to transgranular. Sun et al.  have studied the effects of boron and hydrogen on the cohesion of Ni3Al using a full-potential linear muffin-tin orbital (FP-LMTO) method. They concluded that boron improves the local cohesion by reducing the bonding charge directionality around the nickel atoms and by inducing an increase of the interstitial bonding charge.

At intermediate to high temperature, nickel aluminides, and many other intermetallics, exhibit brittle intergranular fracture due to the oxygen-induced embrittlement. At high temperature, the oxidation will selectively attack the least noble constituent, which is aluminum, and form the oxide product Al2O3. In some cases, these oxide products can provide a stable oxide layer that protects the alloy underneath it from further oxygen attack. NiAl is one of the intermetallics that are able to form a protective oxide layer and therefore is used as a coating for other intermetallic alloys.

The oxidation resistance decreases as we move toward the nickel-rich part of the Ni-Al phase diagram. The most damaging effect of oxygen occurs when it causes the pesting degradation phenomenon (essentially spontaneous disintegration in air). Some intermetallic compounds that form protective coatings at high temperature literally disintegrate when heated in the intermediate temperature range. This occurs only on polycrystalline samples, so it is sometimes also termed intergranular attack. Among nickel aluminides, pesting phenomenon has been observed in NiAl and Ni3Al.

Despite the extreme effects that it can cause, we are unaware of any previous ab-initio study performed on the effects of oxygen in nickel aluminides. Moreover, most studies of other impurities are limited by not allowing the atoms within the supercell to relax. Relaxation effects are especially relevant to the case of impurity atoms located at the grain boundary where they can be relatively free to move and bond to certain constituent atoms of the host alloy.

In this work we have used a full-potential linear muffin-tin orbital method within the local density approximation (LDA) to study the effects of oxygen impurities on the electronic structure of NiAl. The details of this method have been documented elsewhere.  For the work reported in this paper, we use nine ($`spd`$) orbitals for each atom in the supercell and assign three LMTO basis functions for each orbital, corresponding to $`\kappa `$ = $`1.50`$,$`0.50`$, and $`1.00`$, respectively. Here $`\kappa `$ is the wave-number parameter; the square of $`\kappa `$ is the absolute value of the energy of the basis function, measured relative to the muffin-tin zero, while its sign is equal to the sign of the energy. The large number of basis functions used provides our full-potential method with good flexibility to find the lowest-energy density.

The 16-atom supercell that was used in the computation is shown in Fig. 1. Pure NiAl crystallizes in the B2 structure with lattice constant of 5.4450 a.u. The calculated equilibrium lattice constant using our FP-LMTO method is 5.3451 a.u which agrees with the experimental value within 2%. The supercell is constructed from $`2^3`$ unit cells of NiAl. The oxygen impurity atom is placed at the center of the supercell, replacing a nickel or an aluminum atom. For a given supercell lattice constant, we allow the atoms in the unit cell to relax to find the minimum total energy for that lattice constant. By symmetry, only the eight nearest neighbors of the oxygen atom are allowed to relax, and they can only move radially away or toward the center oxygen atom (we do not consider the possibility of symmetry breaking). Only one parameter is needed to describe the relaxation, namely the distance of these neighboring atoms from the central oxygen atom.

The computed total energies for the relaxed 16-atom supercell are shown in Fig. 2 and compared with the curves for the unrelaxed supercell. Each continuous curve shown in Fig. 2 is obtained by fitting 8–9 LMTO data points computed around the minimum-energy lattice constant using an eight-parameter fitting function. The calculated relaxation energies $`E_R`$ are listed in Table I. We use the following definition for the relaxation energy

$$E_R=E_r(a_r)E_u(a_u),$$
(1)
with $`a_u`$ and $`a_r`$ being the lattice constant that give the minimum energy for the unrelaxed ($`E_u`$) and relaxed ($`E_r`$) configurations, respectively. The computed energy curves lie very close to each other, and the relaxation energies are relatively small, being about 100 K and 200 K (in equivalent temperature scale) for oxygen at the Al and Ni sites, respectively. These numbers are about the same as the accuracy of the LMTO-LDA method, which has been estimated at about 1 mRy (158 K).  Numerically, however, our FP-LMTO method did not produce any notable fluctuation and we believe that some confidence can be placed in these numbers.

The computed relaxation data are shown in Fig. 3 where we track the nearest-neighbor distances between the atoms in the unit cell on the (011) plane as we change the supercell lattice constant. Figure 3(b) displays the results for the case of oxygen at the Ni site. Shown are d(Al$``$O), which is the distance between the central O atom and one of its eight nearest-neighbor Al atoms, and d(Ni$``$Al), which is the distance between the Al atom and its nearest neighbor Ni atom (at one of the corners of the supercell). Without relaxation, the oxygen atom will be at $`(0,0,0)`$, the aluminum atom at, e.g., $`(\frac{1}{4},\frac{1}{4},\frac{1}{4})`$, and the nickel atom at $`(\frac{1}{2},\frac{1}{2},\frac{1}{2})`$. As we vary the lattice constant $`a`$, the distances scale linearly with it: d(Al$``$O) = d(Ni$``$Al) = $`a\sqrt{3}/4`$. This relation is still approximately followed when we relax the atoms, as shown in Fig. 3, with the aluminum atoms only attracted slightly more toward the central oxygen atom.

A significantly different situation occurs if we place the oxygen atom at the Al site, as shown in Fig. 3(a). In this case, the nearest neighbors of the central O atom are Ni atoms, the distance between them is d(Ni$``$O), and each of these Ni atoms neighbors an Al atom at its nearest corner of the supercell, where the distance between them is denoted by d(Ni$``$Al). Under pressure, for lattice constants smaller than the equilibrium value, the Ni atoms slightly relax toward the central oxygen atom, away from the corner Al atoms. However, as the lattice constant is increased above the equilibrium value, the intervening Ni atoms very quickly start to move away from the central oxygen atom and relax closer to their neighboring Al atoms. We view this as reflecting a mutual repulsion between the oxygen and nickel atoms in the NiAl environment. Experimentally, the formation rate of aluminum oxide during exposure of nickel aluminides to oxygen is known to be much higher than that of nickel oxide.

The relaxation behavior of the atoms is thus seen to differ markedly depending on whether the impurity oxygen atom occupies an Al or a Ni site, especially in the stretched-supercell case, where the atoms have greater freedom to move around. This may have some relevance to the case of oxygen attack on polycrystalline nickel aluminides (pesting). We believe this reflects a situation where the oxygen atoms cause a sort of “wedge effect”, seeping into the grain boundaries to reduce the intergranular cohesion and opening up the polycrystal wider for more infiltration of oxygen. This provides a self-propelling mechanism for oxygen atoms to infiltrate a polycrystal of nickel aluminide and, along the way, destroy the intergranular cohesion between the grains, effectively disintegrating the polycrystal. In this scenario the pesting phenomenon can be seen to be fueled by the combination of two major factors: the thermal intergranular diffusion of oxygen and the strongly preferential bonding of oxygen with one of the components of the alloy (aluminum in nickel aluminides). More insights into this phenomenon can perhaps be obtained by performing a molecular-dynamics (MD) simulation using microscopic parameters that are extracted from an ab-initio calculation such as reported in this paper. Campbell et al. have performed such an MD simulation for the oxidation of aluminum nanoclusters.

The energetics of the preferential bonding of oxygen in NiAl can be studied by calculating the site selection energy. The total energy for pure bulk metal (per atom) is used to provide a reference energy for the constituent species. In our case, these are the total energies of fcc Ni and fcc Al. These have been calculated using the same FP-LMTO method and their values are

$$E(\mathrm{Ni})=3,036.8304\mathrm{Ry},$$
(2)
$$E(\mathrm{Al})=483.8440\mathrm{Ry}.$$
(3)
The total energies for the 16-atom supercell with one oxygen atom replacing a Ni or an Al atom are listed in Table I. We list the minimum of the total energy of the relaxed supercell. The site selection energy is defined to be the difference between the following two values:

$$E_{\mathrm{Ni}}=E(\mathrm{Ni})+E(\mathrm{Ni}_7\mathrm{Al}_8\mathrm{O})=28,315.7204\mathrm{Ry},$$
(4)
$$E_{\mathrm{Al}}=E(\mathrm{Al})+E(\mathrm{Ni}_8\mathrm{Al}_7\mathrm{O})=28,315.5827\mathrm{Ry}.$$
(5)
Taking the difference, an oxygen atom in NiAl will prefer to occupy a nickel site with the site selection energy of

$$\mathrm{\Delta }E=137.7\mathrm{mRy}=21,730\mathrm{K}.$$
(6)
That oxygen will prefer to occupy a nickel site over an aluminum site seems to contradict one’s expectation based on the atomic radii of the constituent atoms. Since the atomic radius of oxygen is closer to that of aluminum rather than nickel, one would expect that the oxygen would prefer to occupy an aluminum site over the nickel site. To understand our result, we need to recall the previously deduced mutual repulsion between oxygen and nickel in the NiAl environment. An oxygen atom will therefore prefer to be surrounded by nearest neighbors of aluminum, rather than nickel, atoms. It will achieve this simply by occupying a nickel site.

Finally, in Fig. 4 we show the total density of states (DOS) for the two supercell systems that we study in this work, Ni8Al7O and Ni7Al8O, calculated from the FP-LMTO energy bands using the tetrahedron method. For comparison, we also show the corresponding total DOS for pure NiAl. The dominant feature of the NiAl DOS is the existence of the sharp peaks due to the $`d`$-orbitals of nickel, which hybridize only weakly with the other orbitals. Placing the oxygen atom at the Al site in Ni8Al7O allows for some hybridization between these $`d`$-orbitals and the delocalized $`p`$-orbitals of oxygen. This results in reduced sharpness of the Ni $`d`$-state peaks in the DOS without essentially any shift in the position of the peaks, as can be seen in Fig. 4(a). On the other hand, if we place the oxygen impurity at the Ni site, then the nickel atoms will not have the oxygen atom as their nearest neighbor. The oxygen atom will have the aluminum atoms as its nearest neighbors. Being the more electronegative element, oxygen will interact with the valence electrons of Al and will localize a portion of those electrons around itself. This depletes the Ni sites of some of the electrons from the Al that was formerly occupying its site in the pure NiAl case. The end result of this is a lower electrostatic potential at the Ni sites and the reduction of the onsite energies of the $`d`$-orbitals of Ni, without much change in their spatial extent. This translates to an almost rigid downward shift in the position of the Ni $`d`$-state peaks in the DOS without much alteration in their width. This downward shift of about 25 mRy can quite readily be discerned in Fig. 4(b).

Acknowledgements. This work benefited from much discussion with our late colleague David L. Price. A large part of the computational work for this project was performed at the Maui High Performance Computing Center (MHPCC). This work was supported by AF-OSR Grant F49620-99-1-0274.


text:
# Aging, phase ordering and conformal invariance

\[

## Abstract

In a variety of systems which exhibit aging, the two-time response function scales as $`R(t,s)s^{1a}f(t/s)`$. We argue that dynamical scaling can be extended towards conformal invariance, obtaining thus the explicit form of the scaling function $`f`$. This quantitative prediction is confirmed in several spin systems, both for $`T<T_c`$ (phase ordering) and $`T=T_c`$ (non-equilibrium critical dynamics). The $`2D`$ and $`3D`$ Ising models with Glauber dynamics are studied numerically, while exact results are available for the spherical model with a non-conserved order parameter, both for short-ranged and long-ranged interactions, as well as for the mean-field spherical spin glass.

. \]

Aging phenomena are observed in a broad variety of systems with slow relaxation dynamics . Aging behaviour is known to be more fully revealed by two-time quantities, rather than by one-time quantities (see  for reviews). The most commonly studied two-time quantities are the correlation function $`C(t,s)=\varphi (t)\varphi (s)`$ and the response function $`R(t,s)=\delta \varphi (t)/\delta h(s)`$, where $`\varphi `$ is the order-parameter field at some point, and $`h`$ is the conjugate local magnetic field, while $`s`$ is the waiting time and $`t`$ the observation time.

Consider for definiteness, instead of a genuine glassy system, the situation of a ferromagnetic model, evolving at fixed temperature $`T`$ from a disordered initial state. In the high-temperature phase ($`T>T_c`$), the relaxation time is small, so that the system relaxes rapidly to equilibrium, where $`C(\tau )`$ and $`R(\tau )`$ are time-translation invariant (they depend only on the difference $`\tau =ts`$) and obey the fluctuation-dissipation theorem: $`TR(\tau )=\mathrm{d}C(\tau )/\mathrm{d}\tau `$. In the low-temperature phase ($`T<T_c`$), where coarsening takes place, both $`C(t,s)`$ and $`R(t,s)`$ depend non-trivially on the ratio $`x=t/s`$ in the self-similar regime of phase ordering . Similar features are also observed in the late stages of critical dynamics $`(T=T_c)`$ . The distance from equilibrium of an aging system is usually characterized by the fluctuation-dissipation ratio $`X(t,s)`$ , such that $`TR(t,s)=X(t,s)C(t,s)/s`$.

In the scaling regime where $`s`$ and $`\tau =ts`$ are simultaneously much larger than the microscopic time scale (set to unity), the scaling laws

$$C(t,s)s^bF(t/s),R(t,s)s^{1a}f(t/s)$$
(1)
are found to hold for a broad range of models . Moreover, for $`x1`$, i.e., $`1st`$, both scaling functions usually fall off as

$$F(x)f(x)x^{\lambda /z},$$
(2)
where $`z`$ is the dynamic critical exponent and $`\lambda `$ is the autocorrelation exponent . For a ferromagnetic model, with scalar non-conserved order parameter, (1) holds at criticality ($`T=T_c`$, with $`a=b=2\beta /(\nu z)=(d2+\eta )/z`$, where $`\beta `$, $`\nu `$, $`\eta `$ are static exponents, while $`z`$ is known from equilibrium critical dynamics. In the phase-ordering regime ($`T<T_c`$), (1) only holds in the aging regime, where $`C(t,s)`$ decays from its plateau value $`q_{\mathrm{EA}}=M_{\mathrm{eq}}^2`$ to zero ($`M_{\mathrm{eq}}`$ is the spontaneous magnetization). One has $`b=0`$ and $`F(1)=q_{\mathrm{EA}}`$. There seems to be no general result for the response exponent: $`a=1/2`$ for the Glauber-Ising model, both in one dimension  and in higher dimensions , while $`a=d/21`$ for the spherical model in dimension $`d>2`$ . We stress that the specific scaling forms (1,2) only hold for a completely disordered initial state. If there are correlations in the initial state, similar but different scaling forms hold .

At present, there is no general principle to predict the form of correlation and response functions in non-equilibrium systems. On the other hand, for an equilibrium critical point (where formally $`z=1`$), scale invariance can be extended to conformal invariance . Scale invariance implies that correlators transform covariantly under dilatations, i.e., scale transformations which are spatially uniform. Conformal transformations are local scale transformations with a position-dependent dilatation factor $`b=b(𝐫)`$, but such that angles are conserved. This is already enough to fix the form of an equilibrium correlator at criticality in any space dimension. Furthermore, $`2D`$ conformal invariance yields exact values for the entire set of critical exponents, the exact form of all $`n`$-point correlators, a classification of the universality classes, and much more  (see  for reviews).

Is a similar extension of the scale invariance of (1) also available for non-equilibrium systems? Indeed, we shall present evidence that this might be so. First, we argue  that the two-time response function $`R(t,s)`$ should transform covariantly under the action of conformal transformations in time. This assumption is then shown to imply the scaling form

$`R(t,s)`$ $``$ $`r_0(t/s)^{1+a\lambda /z}(ts)^{1a},`$ (3)
$`\text{i.e.,}f(x)`$ $`=`$ $`r_0x^{1+a\lambda /z}(x1)^{1a}.`$ (4)
The scaling function $`f(x)`$ is thus entirely fixed, up to the normalization constant $`r_0`$, by the two exponents $`a`$ and $`\lambda /z`$ entering (1) and (2). This explicit scaling form (4) of the response function is the main result of this Letter. It is expected to hold throughout the aging regime, for any value of the ratio $`x=t/s>1`$. The power law (2) is recovered for well-separated times ($`x1`$) .

The prediction (4) will be corroborated by numerical simulations in the $`2D`$ and $`3D`$ Ising model with Glauber dynamics. In addition, exact results for the spherical model with a non-conserved order parameter (including spatially long-ranged interactions and/or quenched disorder) also reproduce (4. This confirmation provides, for the first time, evidence for conformal invariance in nonequilibrium and aging phenomena.

We now sketch the line of reasoning leading to (4). The full calculation will be given elsewhere . To begin, we ask: what space-time symmetries are consistent with dynamical scale invariance $`tb^zt`$, $`𝐫b𝐫`$, where $`z`$ is the dynamical exponent ? A similar question has already been successfully raised for equilibrium systems with strongly anisotropic scaling . While in equilibrium systems the correlation functions (of quasiprimary operators ) are expected to transform in a simple way, for non-equilibrium systems it is rather the response functions which will take this role, as argued long ago . We expect the requested extension of dynamical scaling to contain the Möbius transformations of time: $`tt^{}=(\alpha t+\beta )/(\gamma t+\delta )`$, with $`\alpha \delta \beta \gamma =1`$, since these occur in the two known special cases, namely conformal invariance for $`z=1`$ and Schrödinger invariance for $`z=2`$. It turns out that this condition is already sufficient to fix the form of the infinitesimal generators. In one space dimension, to which we restrict for notational simplicity, it can be shown that for non-equilibrium systems one may write

$`X_1`$ $`=`$ $`_t,X_0=t_t(1/z)r_r,`$ (5)
$`X_1`$ $`=`$ $`t^2_t(2/z)tr_r\beta r^2_r^{2z},`$ (6)
where $`\beta `$ is a constant related to “mass” . The generators $`X_n`$ satisfy the commutation relations $`[X_n,X_m]=(nm)X_{n+m}`$ (with $`n,m\{1,0,1\}`$) of the Lie algebra of the conformal group.

Equation (6) forms the basis for the derivation of (4). Time translations are generated by $`X_1`$. In order to make the above construction applicable to non-equilibrium situations, we must discard the latter, and only require covariance under the subalgebra $`𝒮`$ generated by $`X_0`$ and $`X_1`$ (see ). It is clear from the form of the generators that the initial line $`t=0`$ is invariant under the action of $`𝒮`$. Now, consider a general response function $`G=\varphi _1(t_1,r_1)\stackrel{~}{\varphi }(t_2,r_2)`$, where the field $`\varphi _1`$ is characterized by its scaling dimension $`x_1`$ and “mass” $`\beta _1`$, and the response field $`\stackrel{~}{\varphi }_2`$ (see e.g. ) has scaling dimension $`x_2`$ and “mass” $`\beta _2`$. Then the covariance of $`G`$ under the local scale transformations in $`𝒮`$ is expressed by the conditions  $`X_0G=(\zeta _1+\zeta _2)G`$, $`X_1G=(2\zeta _1t_1+2\zeta _2t_2)G`$, where $`\zeta _i=x_i/z`$ ($`i=1,2`$). Moreover, we require spatial translation invariance, thus $`G=G(t_1,t_2;r_1r_2)`$. This is always satisfied if $`\beta _1+(1)^{2z}\beta _2=0`$. We can now set $`r=r_1r_2=0`$ and obtain the response function $`G=R(t_1,t_2)`$. Then the generators (6) reduce to the standard conformal generators (see e.g. ), and $`R`$ satisfies the differential equations

$`(t_t+s_s+\zeta _1+\zeta _2)R(t,s)`$ $`=`$ $`0,`$ (7)
$`(t^2_t+s^2_s+2\zeta _1t+2\zeta _2s)R(t,s)`$ $`=`$ $`0,`$ (8)
hence $`R(t,s)=r_0(t/s)^{\zeta _2\zeta _1}(ts)^{\zeta _1\zeta _2}`$. An identification of exponents with (1), (2) yields (4).

The prediction (4) will now be checked against results for various model systems. We begin with a novel numerical investigation of the Ising model, on square or cubic lattices, with periodic boundary conditions, and Glauber or heat-bath dynamics. Because the instantaneous response function $`R(t,s)`$ is too noisy to be measured in a simulation, we consider instead the integrated response function

$$\rho (t,s)=T_0^sduR(t,u)\left(T/h\right)M_{\mathrm{TRM}}(t,s),$$
(9)
where $`M_{\mathrm{TRM}}(t,s)`$ is the thermoremanent magnetization, i.e., the magnetization of the system at observation time $`t`$ obtained after applying locally a small magnetic field $`h`$ between the initial time $`t=0`$ and the waiting time $`t=s`$. This quantity can be readily measured, either in TRM experiments, or in numerical simulations . The data shown in Figures 1 and 2 have been obtained in this way, and averaged over at least 1000 different realizations of systems with $`300\times 300`$ spins in $`2D`$ and $`50\times 50\times 50`$ spins in $`3D`$. Larger systems were also simulated, in order to check for finite-size effects. Table I contains the numerical values of exponents used in the subsequent analysis.

Figure 1 displays our results for $`\rho (t,s)`$ in the scaling regime at criticality (data corresponding to $`1\tau s`$ have been discarded). From (1) we expect a data collapse if $`s^a\rho (t,s)`$ is plotted against $`x=t/s`$, and this is indeed the case. Having thus confirmed the expected scaling, we can compare with the prediction (4). We find complete quantitative agreement, after adjusting only one parameter, the overall normalization constant $`r_0`$. Figure 2 shows our results in $`2D`$ and $`3D`$, in the scaling regime and for a fixed temperature below $`T_c`$. As $`a=1/2`$ , we expect that $`s^{1/2}\rho (t,s)`$ only depends on $`t/s`$. This is indeed the case in $`3D`$, but for $`2D`$ the situation is more complicated. Analytical calculations in the spirit of the OJK approximation  reveal the presence of extra logarithms: $`\rho (t,s)s^{1/2}\mathrm{ln}sf(t/s)`$ . Logarithmic corrections to scaling are not so rare, even in the realm of $`2D`$ equilibrium conformal theories. We therefore propose the heuristic ansatz

$$\rho (t,s)s^{1/2}\left(r_0+r_1\mathrm{ln}s\right)E(t/s),$$
(10)
where $`r_0`$, $`r_1`$ are non-universal constants, and $`E(x)`$ is a scaling function. It is apparent from Figure 2(a) that we thus obtain a satisfactory scaling. We have checked that the same scaling form holds in the entire low-temperature phase, where $`r_0`$, $`r_1`$ depend on $`T`$. We again find complete agreement between the form of the scaling function $`E(x)`$ and the prediction (4).

We now turn to confirmations of (4) by means of available analytical results. For the ferromagnetic spherical model , which can alternatively be described in terms of a continuum field theory , the scaling expression of the response function has been derived in any dimension $`d>2`$. It reads $`R(t,s)(4\pi s)^{d/2}f(x)`$, where the scaling function is, in the ordered phase ($`T<T_c`$,

$$f(x)=x^{d/4}(x1)^{d/2},$$
(11)
and at the critical point ($`T=T_c`$,

$$f(x)=\{\begin{array}{cc}x^{1d/4}(x1)^{d/2}\hfill & (2<d<4),\hfill \\ (x1)^{d/2}\hfill & (4<d).\hfill \end{array}$$
(12)
These expressions are in full agreement with (4). The second expression of (12), corresponding to the mean-field situation, coincides with the result for a free (Gaussian) field , as could be expected.

The spherical model has the peculiarity that the dynamical exponent $`z=2`$ throughout. In that case, the response functions are expected to transform covariantly under the Schrödinger group . The full space-time dependent response reads

$$\varphi (t,𝐫_1)\stackrel{~}{\varphi }(s,𝐫_2)=R(t,s)\mathrm{exp}\left(\frac{}{2}\frac{(𝐫_1𝐫_2)^2}{ts}\right),$$
(13)
with $`R(t,s)`$ given by (4), and where the “mass” $``$ is a constant (in (6), $`\beta =/2`$ for $`z=2`$). A comparison with the exact spherical model results, both at and below $`T_c`$ , also permits to confirm this fully .

Recently, correlation and response functions have been calculated exactly for the spherical model with long-range interactions of the form $`J(𝐫)|𝐫|^{d\sigma }`$ . For $`d>2`$ and $`\sigma >2`$, the spherical model with short-ranged interactions, discussed above, is recovered. On the other hand, for $`d>2`$ and $`0<\sigma <2`$, or $`d2`$ and $`0<\sigma <d`$, the dynamical exponent reads $`z=\sigma `$ below criticality, while the response function scales as

$$R(t,s)r_0(t/s)^{d/(2\sigma )}(ts)^{d/\sigma },$$
(14)
which again agrees with (4). This example illustrates that spatially long-ranged interactions need not destroy conformal invariance in non-equilibrium situations, in contrast to the situation of conformal invariance at equilibrium. Moreover, for the mean-field spherical spin glass , the response function reads $`R(t,s)(t/s)^{3/4}(ts)^{3/2}`$ in the low-temperature aging regime. This result also agrees with (4). It coincides with (11) for $`d=3`$, as a consequence of the known similarity between the $`3D`$ spherical ferromagnet and mean-field spin glass . Finally, note that for the simple random walk $`R(t,s)=r_0=\text{cste.}`$ for $`t>s`$, see , which is consistent with (4) with exponents $`a=1`$ and $`\lambda /z=0`$.

In conclusion, the dynamical scale invariance realized in non-equilibrium aging phenomena apparently generalizes towards (a subgroup of) conformal invariance. As a first consequence, we obtained the explicit scaling expression (4) for the two-time response function $`R(t,s)`$, whose functional form only depends on the values of the exponents $`a`$ and $`\lambda /z`$. Our prediction (4) has been checked against analytical and numerical results for several spin systems with a non-conserved order parameter. The entire evidence available at present comes from classical systems with a disordered initial state. Different initial conditions may lead to a modified scaling behaviour  and the applicability of conformal invariance to these remains to be studied. The problem of identifying the full set of physical conditions on the systems which obey (4) remains open. However, validity of (4) might extend to a broader class of systems than studied here, possibly including some realistic glassy systems. Finally, it appears that the conditions for the applicability of conformal invariance in non-equilibrium situations (such as the value of $`z`$, or the presence of long-ranged interactions) are less restrictive than for conformal invariance at equilibrium critical points. We hope that the ideas presented might shed some light on some of the standing questions of aging phenomena .

MH thanks the SPhT Saclay, where this work was started, for warm hospitality. We thank the CINES Montpellier for providing substantial computer time (projet pmn2095).