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# Weak Hyperbolicity on periodic orbits for polynomials.

## 1. Proof of the theorem.

Fix a polynomial $`P[z]`$ of degree $`d>1`$ and with connected Julia set. Consider a base point $`w_0K(P)`$ to be chosen in Lemma 2 below.

Theorem 1 will be reduced to the following lemma, see  for its proof.

###### Lemma 1.

Let $`\{\omega _n\}_{n1}`$ be an increasing sequence such that $`_{n1}\omega _n^1<\mathrm{}`$. If for every $`n1`$ and every $`zP^n(w_0)`$ we have $`|(P^n)^{}(z)|\omega _n`$, then $`J(P)`$ is locally connected.

Let $`\{\lambda _n\}_{n1}`$ be an increasing sequence and suppose that for every $`n1`$ the repelling periodic points of period $`n`$ have multipliers of norm at least $`\lambda _n>0`$.

The following lemma estimates the derivative at a good portion of preimages of a base point $`w_0K(P)`$. Lemmas 3 and 4 are distortion lemmas that will allow us to estimate derivatives at all preimages of $`w_0`$, as required by Lemma 1.

###### Lemma 2.

Let $`\mu `$ be an invariant probability measure with positive entropy $`h_\mu `$ supported on a hyperbolic set $`KJ(P)`$. Then there is a base point $`w_0K(P)`$, a constant $`C_0=C_0(w_0)>0`$ and a non-decreasing sequence of integers $`\{\mathrm{}(k)\}_{k1}`$ such that the following properties hold.

1. There is $`L=L(K)1`$ such that $`\mathrm{}(k+1)\mathrm{}(k)L`$, for $`k1`$. Moreover for every $`\epsilon _0>0`$ we have $`\mathrm{}(k)(h_\mu ^1+\epsilon _0)\mathrm{ln}k`$, for $`k`$ big enough.
2. For every $`k1`$ there is a point $`xP^{\mathrm{}(k)}(w_0)`$ such that for every $`w^{}P^k(x)`$,

$$|(P^{k+\mathrm{}(k)})^{}(w^{})|C_0\lambda _{k+\mathrm{}(k)}.$$

Proof. Since $`K`$ is a hyperbolic set the following well-known univalent pull-back property holds. There is $`\delta >0`$ such that for every $`z_0K`$ there is $`\zeta _0K`$ such that for every $`r>0`$ small there is a univalent pull-back $`VB(z_0,r)`$ of $`B(\zeta _0,3\delta )`$ whose diameter is comparable to $`r`$. Let $`R>1`$ such that for any $`r>0`$ small and any univalent pull-back of $`B(z_0,Rr)`$, the corresponding pull-back of $`B(z_0,r)`$ has diameter at most $`\delta `$.

Note that for small $`r>0`$ any pull-back of $`B(z_0,r)`$ will be contained in a definite neighborhood $`U`$ of $`J(P)`$. Let $`m_01`$ be such that for every $`\zeta _0J(P)`$ the set $`_{0mm_0}P^m(B(\zeta _0,\delta ))`$ contains $`U`$.

$`1.`$ By Ruelle’s inequality $`\chi _\mu =|P^{}|𝑑\mu \frac{1}{2}h_\mu >0`$ is positive and then $`HD(\mu )=\frac{h_\mu }{\chi _\mu }`$ is also positive, where $`HD(\mu )`$ denotes the infimum of the Hausdorff dimensions of sets $`XK`$ such that $`\mu (X)=1`$; see  or .

$`2.`$ Choose $`\alpha >HD(\mu )^1`$. By a Borel-Cantelli argument for every $`z_0K`$, outside an exceptional set of Hausdorff dimension at most $`\alpha ^1<HD(\mu )`$, there is $`k_0=k_0(z_0)`$ such that for all $`kk_0`$ the ball $`B(z_0,Rk^\alpha )`$ is disjoint form $`_{0ik+m_0}P^i(\mathrm{Crit})`$; here $`\mathrm{Crit}`$ denotes the set of critical points of $`P`$.

So for big values of $`k`$ all pull-backs of $`B(z_0,Rk^\alpha )`$ by $`f^{k+m_0}`$ are univalent.

$`3.`$ Since $`\alpha ^1<HD(\mu )`$ it follows that the set of such points $`z_0K`$ has full $`\mu `$ measure. On the other hand it follows by Birkhoff Ergodic Theorem there is a set of $`\mu `$ positive measure of points in $`K`$ whose Lyapunov exponent is at least $`\chi _\mu =|P^{}|𝑑\mu `$, cf. .

Thus there is such a point $`z_0K`$ having Lyapunov exponent at least $`\chi _\mu `$.

$`4.`$ Let $`\zeta _0K`$ be the corresponding point as explained above and choose any point $`w_0B(\zeta _0,\delta )K(P)`$ as a base point.

For $`k1`$ let $`\mathrm{}(k)`$ be an integer such that there is a univalent pull-back $`VB(z_0,k^\alpha )`$ of $`B(\zeta _0,3\delta )`$ by $`P^{\mathrm{}(k)}`$ with $`\text{diam}(V)`$ comparable to $`k^\alpha `$. We assume that $`\{\mathrm{}(k)\}_{k1}`$ is a non-decreasing sequence. Note that $`\mathrm{}(k+1)\mathrm{}(k)L`$, for $`L1`$ only depending on $`K`$.

$`5.`$ Choose $`\lambda (1,\mathrm{exp}(\chi _\mu ))`$. Since the Lyapunov exponent of $`z_0`$ is at least $`\chi _\mu `$ it follows that for $`k`$ big, $`\mathrm{}(k)\frac{\alpha }{\mathrm{ln}\lambda }\mathrm{ln}k`$. Moreover for every $`\epsilon _0>0`$ we can choose $`\alpha `$ and $`\lambda `$ close enough to $`HD(\mu )^1`$ and $`\mathrm{exp}(\chi _\mu )`$ respectively, so that

$$\frac{\alpha }{\mathrm{ln}\lambda }\frac{HD(\mu )^1}{\chi _\mu }+\epsilon _0=h_\mu ^1+\epsilon _0.$$

$`6.`$ Fix a big integer $`k1`$ and let $`VB(z_0,k^\alpha )`$ be a univalent pull-back of $`B(\zeta _0,3\delta )`$ by $`f^{\mathrm{}(k)}`$ and let $`xV`$ be the corresponding preimage of $`w_0B(\zeta _0,\delta )`$. Let $`w^{}P^k(x)`$ and let $`w^{\prime \prime }B(\zeta _0,\delta )`$ a preimage of $`w^{}`$ by $`P^m`$, for some $`0mm_0`$. Let $`V^{}`$ and $`V^{\prime \prime }`$ be the pull-backs of $`V`$ by $`f^k`$ and $`f^{k+m}`$ containing $`w^{}`$ and $`w^{\prime \prime }`$ respectively. Since the corresponding pull-backs of $`B(z_0,Rk^\alpha )`$ are univalent, it follows that $`\text{diam}(V^{\prime \prime })\delta `$ and therefore $`V^{\prime \prime }B(\zeta _0,2\delta )`$. Thus $`V^{\prime \prime }`$ contains a repelling periodic point of period $`k+\mathrm{}(k)+m`$. By Koebe Distortion Theorem there is a universal constant $`K_1>0`$ such that $`|(P^{k+\mathrm{}(k)+m})^{}(w^{\prime \prime })|K_1\lambda _{k+\mathrm{}(k)+m}`$. Thus letting $`M=sup_U|P^{}|`$ we have,

$`|(P^{k+\mathrm{}(k)})^{}(w^{})|`$ $``$ $`M^{m_0}|(P^{k+\mathrm{}(k)+m})^{}(w^{\prime \prime })|`$
$``$ $`K_1M^{m_0}\lambda _{k+\mathrm{}(k)+m}K_1M^{m_0}\lambda _{k+\mathrm{}(k)}.\mathrm{}`$
Let $``$ be the upper half plane and consider a covering map $`\psi :K(P)`$ with deck transformation $`zz+1`$ and such that $`P(\psi (z))=\psi (dz)`$. In particular $`\psi (z+1)=\psi (z)`$, for $`z`$, and for any $`r`$, $`\psi `$ is injective in $`\{zr<\mathrm{Re}(z)<r+1\}`$. The following are distortion lemmas.

###### Lemma 3.

There is a constant $`D>1`$ such that for all $`\stackrel{~}{w}`$ and $`\stackrel{~}{w}^{}`$ satisfying $`|\mathrm{Im}(\stackrel{~}{w})|=|\mathrm{Im}(\stackrel{~}{w}^{})||\stackrel{~}{w}\stackrel{~}{w}^{}|1/2`$,

$$|\psi ^{}(\stackrel{~}{w})|D(|\stackrel{~}{w}\stackrel{~}{w}^{}|/|\mathrm{Im}(\stackrel{~}{w})|)^4|\psi ^{}(\stackrel{~}{w}^{})|.$$

Proof. Put $`\rho =\mathrm{Re}(\frac{\stackrel{~}{w}+\stackrel{~}{w}^{}}{2})`$, $`s=|\stackrel{~}{w}\stackrel{~}{w}^{}|1/2`$ and $`h=\mathrm{Im}(\stackrel{~}{w})=\mathrm{Im}(\stackrel{~}{w}^{})s`$. Note that $`\psi `$ is univalent in the square

$$S=\{z|\mathrm{Re}(z)\rho |<s\text{ and }\mathrm{Im}(z)<2s\}\{z|\mathrm{Re}(z)\rho |<1/2\}$$

Moreover by hypothesis $`\stackrel{~}{w},\stackrel{~}{w}^{}S_0=\{z|\mathrm{Re}(z)\rho |s/2\text{ and }\mathrm{Im}(z)s\}.`$

Let $`\phi :S𝔻`$ be a conformal representation. By Schwarz’ reflection principle $`\phi `$ extends unvalently to $`\{z|\mathrm{Re}(z)\rho |<s\text{ and }|\mathrm{Im}(z)|<2s\}`$. We normalize $`\phi `$ in such a way that $`\phi (\rho )=i`$ and such that the interval $`I=(\rho s,\rho +s)`$ is mapped to the semi circle $`\{\mathrm{exp}(i\theta )\pi <\theta <2\pi \}`$.

Since $`\stackrel{~}{w}`$, $`\stackrel{~}{w}^{}S_0`$ and $`I\overline{S}_0`$ it follows by Koebe distortion theorem that there is a constant $`K>1`$ such that $`K^1|\phi ^{}(\stackrel{~}{w})||\phi ^{}(\stackrel{~}{w}^{})|K|\phi ^{}(\stackrel{~}{w})|`$ and such that $`\widehat{w}=\phi (\stackrel{~}{w})`$, $`\widehat{w}^{}=\phi (\stackrel{~}{w}^{})\{|z|<1K^1s^1h\}`$.

By Theorem 1.3 of  applied to $`\psi \phi ^1:𝔻`$ there is a universal constant $`K_1>1`$ such that,

$$K^2|\psi ^{}(\stackrel{~}{w})|/|\psi ^{}(\stackrel{~}{w}^{})||(\psi \phi ^1)^{}(\widehat{w})|/|(\psi \phi ^1)^{}(\widehat{w}^{})|K_1(K^1s^1h)^4,$$

so the lemma follows with $`D=K_1K^6`$. $`\mathrm{}`$

###### Lemma 4.

There is a constant $`C_1=C_1(w_0)>1`$ such that the following property holds. Consider an integer $`\mathrm{}1`$ and $`xP^{\mathrm{}}(w_0)`$. Then for every integer $`k1`$ and every $`wP^{(k+\mathrm{})}(w_0)`$ there is $`w^{}P^k(x)`$ such that,

$$|(P^{k+\mathrm{}})^{}(w)|C_1d^4\mathrm{}|(P^{k+\mathrm{}})^{}(w^{})|.$$

Proof. Let $`\stackrel{~}{w}_0`$ and $`\stackrel{~}{w}`$ be such that $`\psi (\stackrel{~}{w}_0)=w_0`$ and $`\psi (\stackrel{~}{w})=w`$. We may choose $`\stackrel{~}{x}`$ such that $`\psi (\stackrel{~}{x})=x`$ and $`|\stackrel{~}{x}d^k\stackrel{~}{w}|1`$. Put $`\stackrel{~}{w}^{}=d^k\stackrel{~}{x}`$ and $`w^{}=\psi (\stackrel{~}{w}^{})P^k(x)`$. Since $`\mathrm{Im}(\stackrel{~}{w}^{})=d^{(k+\mathrm{})}\mathrm{Im}(\stackrel{~}{w}_0)=\mathrm{Im}(\stackrel{~}{w})`$ the previous lemma implies that $`|\psi ^{}(\stackrel{~}{w})|D\mathrm{Im}(\stackrel{~}{w}_0)^4d^4\mathrm{}|\psi ^{}(\stackrel{~}{w}^{})|`$.

On the other hand form the equation $`P(\psi (z))=\psi (dz)`$ it follows that for every $`\widehat{w}`$ such that $`P^{k+\mathrm{}}(\psi (\widehat{w}))=w_0`$,

$$(P^{k+\mathrm{}})^{}(\psi (\widehat{w}))\psi ^{}(\widehat{w})=d^{k+\mathrm{}}\psi ^{}(d^{k+\mathrm{}}\widehat{w})=d^{k+\mathrm{}}\psi ^{}(w_0),$$

which only depends on $`w_0`$. So the lemma follows with $`C_1=D^1\mathrm{Im}(\stackrel{~}{w}_0)^4`$. $`\mathrm{}`$

Note that as the invariant measure $`\mu `$ is chosen with bigger entropy $`h_\mu `$, the (asymptotic) estimate of Lemma 2 is better. The topological entropy of $`P`$ is equal to $`\mathrm{ln}d`$ (see  and ), so by the variational principle $`h_\mu \mathrm{ln}d`$; cf. . On the other hand the harmonic measure of $`P`$ is invariant under $`P`$ and it has metric entropy equal to $`\mathrm{ln}d`$, see  and also  and . It follows by Pesin theory that we can choose an invariant measure $`\mu `$ supported on a hyperbolic set and such that $`h_\mu `$ is as close to $`\mathrm{ln}d`$ as wanted, see .

Proof of the Theorem. Put $`\lambda _n=Cn^{5+\epsilon }`$ and let $`\epsilon _0>0`$ be such that $`(4\mathrm{ln}d)\epsilon _0<\epsilon /3`$. Let $`\mu `$ be an invariant probability measure supported on a hyperbolic set and whose metric entropy $`h_\mu `$ is close enough to $`\mathrm{ln}d`$ so that $`(4\mathrm{ln}d)h_\mu ^1<4+\epsilon /3`$. Let $`w_0K(P)`$, $`C_0=C_0(w_0)>0`$ and $`\{\mathrm{}(k)\}_{k1}`$ be given by Lemma 2. Moreover let $`n1`$ big and $`zP^n(w_0)`$.

Then there is $`k`$ such that $`nk+\mathrm{}(k)n+L+1`$. Let $`wP^{(k+\mathrm{}(k)n)}(z)P^{(k+\mathrm{}(k))}(w_0)`$ and note that $`|(P^n)^{}(z)|M^{(L+1)}|(P^{k+\mathrm{}(k)})^{}(w)|`$, where $`M=sup|P^{}|`$ taken over all preimages of $`w_0`$.

Let $`xP^{\mathrm{}(k)}(w_0)`$ be given by Lemma 2 and let $`w^{}P^k(x)`$ be given by Lemma 4 so that,

$$|(P^{k+\mathrm{}(k)})^{}(w)|C_1d^{4\mathrm{}(k)}|(P^{k+\mathrm{}(k)})^{}(w^{})|C_0C_1d^{4\mathrm{}(k)}\lambda _{k+\mathrm{}(k)}.$$

By part 1 of Lemma 2, if $`k`$ is big enough $`d^{4\mathrm{}(k)}k^{4\mathrm{ln}d(h_\mu ^1+\epsilon _0)}k^{4+2\epsilon /3}`$. Thus

$$|(P^n)^{}(z)|M^{(L+1)}|(P^{k+\mathrm{}(k)})^{}(w)|M^{(L+1)}C_0C_1\lambda _{k+\mathrm{}(k)}k^{(4+2\epsilon /3)}C_2n^{1+\epsilon /3},$$

where $`C_2=M^{(L+1)}CC_0C_1`$. Thus the hypothesis of Lemma 1 is satisfied with $`\omega _n=C_2n^{1+\epsilon /3}`$. $`\mathrm{}`$

### Acknowledgements

I’m grateful to F. Przytycki and S. Smirnov for several remarks and comments.


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# 1 Magnetization and Kertész line in the Ising model.

September 22, 2001 BI-TP 2001/20

Cluster Percolation and

Thermal Critical Behaviour111Plenary talk given at the Europhysics Conference on Computational Physics, Aachen/Germany, Sept. 5 - 8, 2001.

Helmut Satz

Fakultät für Physik, Universität Bielefeld

D-33501 Bielefeld, Germany

Abstract:

Continuous phase transitions in spin systems can be formulated as percolation of suitably defined clusters. We review this equivalence and then discuss how in a similar way, the color deconfinement transition in SU(2) gauge theory can be treated as a percolation phenomenon. In the presence of an external field, spin systems cease to show thermal critical behavior, but the geometric percolation transition persists (Kertész line). For $`H0`$, we study the relation between percolation and pseudocritical behavior, both for continuous and first order transitions, and show that it leads to the necessity of an $`H`$-dependent cluster definition. A viable formulation of this kind could serve as definition of deconfinement in QCD with dynamical quarks.

1. Introduction

Critical phenomena in spin systems and elsewhere are usually described in terms of spontaneous symmetry breaking or of singular behavior of the partition function. On the other hand, the size of domains of parallel spins generally increases near criticality, and so the search for a geometric “connectivity” formulation has been a long standing challenge. For some classes of systems, the problem is solved, and I begin by recalling how this is done.

The Ising model is defined by the Hamiltonian

$$(T,H)=J\underset{<ij>}{}s_is_jH\underset{i}{}s_i;s_i=\pm 1$$
(1)
which is used to calculate the partition function

$$Z(T,H)=\underset{\{s_i\}}{}\mathrm{exp}\{\beta (T,H)\};\beta 1/T;$$
(2)
here $`J`$ denotes the nearest neighbor spin-spin coupling and $`H`$ an external field. Given $`Z(T,H)`$, the magnetization and (isothermal) susceptibility are obtained as

$$m(T,H)=(\mathrm{log}Z/H)_T,\chi (T,H)=(m/H)_T.$$
(3)
For vanishing external field, $`H=0`$, the Ising model leads to a critical point $`T=T_c`$: for $`T<T_c`$, the $`Z_2`$ symmetry of the Hamiltonian $`(T,0)`$ is spontaneously broken by the state of the system. The magnetization becomes the order parameter for the transition and vanishes for $`TT_c`$, while the susceptibility diverges there:

$$m(T,0)(T_cT)^\beta ,TT_c;\chi (T,0)|T_cT|^\gamma .$$
(4)
The critical exponents $`\beta `$ and $`\gamma `$ specify the critical behavior and define the universality class of the transition.

It was shown by Fortuin and Kasteleyn  that the partition function of the model, given in Eq. (2) as sum over spin configurations, can for $`H=0`$ be equivalently written as a sum over configurations of clusters containing $`n`$ lattice points. In the resulting form

$$Z(T,0)=\underset{n}{}\{\underset{<ij>}{\overset{n_{ij}=1}{}}p_b\underset{<ij>}{\overset{n_{ij}=0}{}}(1p_b)2^{c(n)}\},$$
(5)
$`p_b1\mathrm{exp}\{2\beta J\}`$ defines a bond weight between adjacent sites, while $`n_{ij}=1(0)`$ specifies whether two sites are bonded or not. The number of $`n`$-clusters is given by $`c(n)`$.

In percolation theory, the observable corresponding to the order parameter is the percolation strength $`P(T)`$, defined as the probability that a given site belongs to a percolating cluster. In place of the susceptibility we now have the average cluster size $`S(T)`$; in the percolation region only finite clusters are included in the averaging. Using the FK formalism, Coniglio and Klein  showed that the percolation point coincides with the thermal critical temperature $`T_c`$, and that the percolation behavior is governed there by

$$P(T)(T_cT)^\beta ,TT_c;S(T)|T_cT|^\gamma ,$$
(6)
where $`\beta `$ and $`\gamma `$ are the usual thermal Ising exponents. For the Ising model, thermal critical behavior can thus be equivalently described as percolation of FK clusters.

A non-vanishing external field, $`H0`$, explicitly breaks the previous $`Z_2`$ symmetry of the Hamiltonian, and as a result, partition function and thermodynamic observables become analytic: there is no more thermal critical behavior. The magnetization now never vanishes; $`H`$ aligns some spins at any temperature (see Fig. 1).

However, the percolation transition persists also for $`H0`$. For any value of $`H`$ there exists a percolation point $`T_p(H)`$, such that for $`TT_p`$ there is percolation and for $`T>T_p`$ not . The critical behavior along the “Kertész line” $`T_p(H)`$ (see Fig. 1) is now determined by percolation critical exponents, so that the transition is no longer in the Ising universality class.

We note here that the equivalence between thermal and percolation behavior can in fact be restored if clusters are not required to be spatially connected. The introduction of an $`H`$-dependent ghost spin not on the lattice but able to couple to any lattice site allows spatially disjoint sites to form a cluster  and thus leads to percolation for all $`H0`$. We are here interested in the relation between spatial connectivity and thermal behavior; therefore we shall not pursue the ghost spin approach any further.

One major reason for our study is to address critical behavior in finite temperature QCD; let us therefore elaborate a little the problems which arise there. The constituents of strongly interacting matter, the hadrons, are finite size color-neutral bound states of two (mesons) or three (nucleons) colored quarks coupled by colored gluons. At high density, when the hadrons strongly overlap, each quark finds in its immediate vicinity many others, so that a partitioning into subsets of two or three quarks in a given volume no longer makes any sense, suggesting that we now have quark matter. High temperatures lead through particle-antiparticle production to high density. Hence we expect at sufficiently high temperatures a transition from hadronic matter, with color-neutral hadrons as constituents, to a plasma of unbound colored quarks and gluons. One of the basic issues of strong interaction thermodynamics is this quark-hadron transition.

The theory of strong interactions, quantum chromodynamics (QCD), is defined by the QCD Lagrangian $`(m_q)`$, which contains the bare quark mass as an open parameter. In QCD thermodynamics, two limits are of particular interest. For massless quarks, $`m_q=0`$, $`(0)`$ is invariant under chiral transformations. This chiral symmetry is spontaneously broken for $`T<T_\chi `$: through a surrounding gluon cloud, the quarks acquire a dynamically generated ‘constituent quark’ mass $`M_q`$, which essentially determines the mass of the conventional hadrons. Thus the mass of a nucleon as three quark bound state is approximately $`3M_q`$. At $`T=T_\chi `$, chiral symmetry is restored, $`M_q0`$ and hadrons dissolve into quarks and gluons. In the opposite limit, for $`m_q\mathrm{}`$, the quarks drop out and QCD becomes a (non-Abelian) SU(3) gauge theory, which describes a system of interacting gluons. At low temperatures, these bind to form ‘glueballs’ as the hadrons of the theory. The resulting Lagrangian has a global $`Z_3`$ symmetry. For some $`TT_c`$, this symmetry is spontaneously broken; color screening causes the colorless glueballs to dissolve into colored gluons, corresponding to the onset of color deconfinement. QCD thus leads to two genuine phase transitions:

* for $`m_q=0`$, chiral symmetry restoration at $`T_\chi `$, corresponding to the vanishing of the constituent quark mass;
* for $`m_q=\mathrm{}`$, spontaneous $`Z_3`$ breaking at $`T_c`$ corresponding to the onset of color deconfinement in pure gauge theory.

In the real world, $`m_q`$ is small but finite; what happens then? For three massless quark flavors, the $`Z_3`$ transition is first order, so a discontinuity will persist for some range of masses $`m_q^{\mathrm{end}}<m_q`$. For $`m_q<m_q^{\mathrm{end}}`$, there is no further thermal critical behavior, which means that there is no true phase transition separating hadronic matter and quark-gluon plasma (see Fig. 2). Is the transition from one state to the other then just a rapid cross-over? We would like to speculate that it is the Kertész line of QCD, corresponding to the onset of percolation for clusters of deconfined matter , and we have carried out some preliminary studies to address this idea.

2. Percolation and Deconfinement

As a simplified model, we consider here pure SU(2) gauge theory, which describes a system of interacting gluons of three different colors. Given such a medium at temperature $`T`$, we denote by $`V(r,T)`$ the potential between two static color charges $`Q`$ and $`\overline{Q}`$ separated by a distance $`r`$. Below a certain critical temperature $`T_c`$, there is confinement: the potential rises linearly with distance, so that $`V(r,T)\mathrm{}`$ for $`r\mathrm{}`$. Above $`T_c`$, color screening limits the range of the potential, so that now $`V(r,T)g(T)`$ for $`r\mathrm{}`$, with a finite $`g(T)>0`$. The Polyakov loop expectation value, defined by

$$L(T)=\underset{r\mathrm{}}{lim}\mathrm{exp}\{V(r,T)/T\},$$
(7)
thus vanishes for $`TT_c`$, i.e., in the confinement region, and takes on a non-zero value for $`T>T_c`$, when deconfinement set in. Hence it is the deconfinement order parameter.

In the lattice formulation of finite temperature QCD, one studies systems in the usual three space dimensions, with one additional dimension specifying the temperature. A Polyakov loop becomes in lattice SU(2) an up or down spin of arbitrary amplitude, associated to a given spatial lattice site and oriented in the temperature direction; the expectation value $`L(T)`$ is the average over all spatial lattice sites. Polyakov loop configurations on a given spatial lattice thus form something like a continuous spin Ising model, and it was therefore conjectured that the deconfinement transition in SU(2) gauge theory is in the universality class of the Ising model . This conjecture was subsequently confirmed by extensive lattice studies, showing that the critical exponents of the two models agree with remarkable precision .

We now would like to check if the deconfinement transition can also be described as percolation of like-sign Polyakov loop clusters. The first question to be addressed is the generalization of the global FK bond weight $`1\mathrm{exp}\{2J/T\}`$ of the conventional Ising model with $`s_i=\pm 1`$ to the case where the amplitude of the spin becomes a local variable. It was shown in both analytic and numerical studies of the continuous spin Ising model  that percolation and the thermal transition in fact become equivalent if the bond weights are taken to have the local form $`1\mathrm{exp}\{(2J/T)s_is_j\}`$ for adjacent like-sign spins.

Turning to SU(2) gauge theory, we therefore start with the local FK bond weight $`p(i,j)=1\mathrm{exp}\{2\kappa L_iL_j\}`$ expressed in terms of the local values $`L_i,L_j`$ of like-sign Polyakov loops on adjacent spatial lattice sites $`i,j`$; the variable $`\kappa `$ must take into account the temperature dependent Polyakov loop coupling. The generalization to SU(2) thus leads to two basic problems: how can one determine the functional form of $`\kappa (T)`$, and is it justified to approximate the correlations provided by the theory to only nearest neighbor interactions? In the strong coupling limit , one finds for $`N_\tau =2`$ that $`\kappa (T)(\beta (T)/2)^2`$, where $`\beta (T)`$ is the known temperature dependent coupling in the SU(2) gauge theory action. Using this relation, we thus generate SU(2) configurations at different temperatures and study the clustering properties. The results  show overall agreement, but some discrepancies in details; in particular, the critical couplings for the thermal transition and for deconfinement are obtained with very high precision and disagree slightly.

It therefore seems worthwhile to consider a formulation in which the strong coupling approximation and the restriction to nearest neighbor interactions are removed. This can be done in an effective spin description, in which the thermal system is parametrized in a spin model allowing longer range interactions as well, with up to 20 different couplings between different spins . The values of these couplings are then determined numerically near the thermal critical point which in turn provides generalized bond weights $`\kappa _n`$,

$$p(i,i+1)=1\mathrm{exp}\{2\kappa _1L_iL_{i+1}\},p(i,i+2)=1\mathrm{exp}\{2\kappa _1L_iL_{i+2}\},\mathrm{}$$
(8)
The resulting agreement between the critical thermal and percolation parameters is excellent, as seen in Table 1. The approach used here does not solve the question of how to define in general the FK bond weights in terms of the SU(2) Lagrangian; but it does show that the equivalence between thermal and geometric descriptions can be established numerically.

We therefore conclude that color deconfinement in SU(2) gauge theory can be considered either as spontaneous $`Z_2`$ symmetry breaking or as the onset of Polyakov loop percolation. Both phenomena occur at the same critical temperature $`T_c`$ and are described in terms of the same set of critical exponents.

3. Percolation in Non-Critical Thermal Systems

We would like to formulate a percolation description of deconfinement in full QCD with dynamical quarks; again we start with a preliminary study and consider spin systems with a non-vanishing external field $`H0`$. The basic issue here is to generalize the FK bond weights to include a dependence on $`H`$: $`p_b(T,H)`$. This problem is not yet solved; we shall address two closely related questions.

Consider the 2-d Ising model with $`H0`$; the behavior of the magnetization was shown in Fig. 1. Included there is the Kertész line $`T_p(H)`$, separating the percolating ($`TT_p(H)`$) and the non-percolating region ($`T>T_p(H)`$). In addition, one can also consider the pseudocritical line $`T_\chi (H)`$, defined by the temperature value for which the isothermal susceptibility $`\chi _T(m/H)_T`$ peaks for a given $`H`$; for $`H=0`$, it would diverge at $`T_c`$.

We want to compare these two temperature lines ; in all percolation calculations, we use the conventional ($`H`$-independent) FK bond weights introduced in section 1. In terms of the reduced variables $`t(TT_c)/T_c`$ and $`hH/J`$ we find for small $`h`$

$$t_\chi =c_1h^{1/\beta \delta }\mathrm{and}t_p=c_2h^x,$$
(9)
for the pseudocritical Ising line and the Kertész line, respectively, with constants $`c_1`$ and $`c_2`$. For the Ising model, one has the exact result $`1/\beta \delta =8/150.533`$, while a numerical study of percolation gives $`x=0.534(3)`$. For small $`h`$, the two lines thus have the same $`h`$-dependence. However, $`c_1c_2`$, so that the lines do not coincide. For large $`h`$, this is obvious: $`t_p(h)t_b`$ for $`h\mathrm{}`$, where $`t_b`$ is the bond percolation temperature, but $`t_\chi \mathrm{}`$ for $`h\mathrm{}`$, although the susceptibility peak becomes arbitrarily weak in this limit. This illustrates the necessity to obtain field-dependent bond weights $`p_b(T,H)`$ for a reasonable description at $`H0`$. We note here that a comparison with the pseudocritical behavior of the isothermal susceptibility is not a unique way to specify $`p(T,H)`$, since other susceptibilities or the correlation length lead to slightly shifted peak temperatures.

In a second study , we consider the 3-d 3-state Potts model, which shows a first order phase transition for $`H=0`$. When an external field is turned on, the discontinuity in e.g. the magnetization decreases but continues for $`0H<H_0`$, defining a line $`T_{\mathrm{dis}}(H)`$. This ends for some value $`H=H_0`$ at $`T_c(H_0)`$ with a second order phase transition which appears to be in the universality class of the Ising model . For $`H>H_0`$, the partition function is analytic and there is no more thermal critical behavior (see Fig. 2). Using the conventional FK bond weights $`p(T)=1\mathrm{exp}\{2J/T\}`$, we now study the percolation behavior of the model. The result is

* for $`0H<H_0`$, there is a discontinuous onset of percolation at the same $`T_{\mathrm{dis}}(H)`$ at which there is discontinuous thermal behavior;
* at $`H=H_0`$, the percolation and the thermal transition become continuous and occur at the same temperature $`T_c(H_0)`$. In contrast to the Ising-like thermal behavior, the percolation transition leads to exponents which are neither in the Ising nor in the random percolation universality class. This is presumably due to the infinite correlations at $`T_c(H_0)`$, similar to what is found for pure site percolation in the 2-d Ising model at the Curie point .

Thus again there seems to exist a definite relation between percolation and thermal critical behavior, but with the conventional FK weight, there is not real equivalence; a bond weight $`p(T,H)`$ seems to be needed. Here, however, in contrast to the pseudocritical line(s), the problem is well-defined: what $`p(T,H)`$ will put percolation at $`T_c(H_0)`$ into the Ising universality class? This is quite similar to the original question of what $`p(T)`$ would change random percolation enough to map the new clustering pattern onto thermal critical behavior, solved by the FK bond weights. If a correct $`p(T,H)`$ can be determined, one would have full equivalence between percolation and thermal critical behavior both in the first order region and for the continuous transition at the endpoint; beyond that, percolation only would persist. Given such a framework, one could then try to address the similar structure in full QCD (Fig. 2).

4. Outlook

From what we have seen, thermal critical behavior can in many cases be formulated as cluster percolation. The interesting feature is, however, that percolation can persist even when thermal critical behavior stops, such as in spin systems with external field. Here the percolation strength $`P(T)`$ and the cluster size $`S(T)`$ remain singular when the partition function $`Z(T)`$ becomes analytic. This raises some intriguing questions. Can one give a more general definition of critical behavior, such that percolation is included? What physical features distinguish the percolating from the non-percolating phase ? Is it possible to define a more ‘detailed’ partition function $`Z(T,x)`$ at some fixed connectivity measure $`x`$, which results in the usual $`Z(T)`$ after summation or integration over all $`x`$? It seems that all these points could eventually provide a new opening to thermodynamics.

Acknowledgements

Most of the recent results reported on here are based on joint work with Santo Fortunato; it is a great pleasure to thank him for this fruitful collaboration. Thanks go also to Ph. Blanchard, A. Coniglio, D. Gandolfo, J. Kertész and D. Stauffer for helpful discussions. The financial support of the TMR network ERBFMRX-CT-970122 and the DFG Forschergruppe Ka 1198/4-1 is gratefully acknowledged.


text:
# Observation of a Sharp Lambda Peak in the Third Harmonic Voltage Response of High-Tc Superconductor Thin Films.

## 1 Introduction

Harmonic signals created by ac excitation have been used for a long time in the investigation of high temperature superconductors (HTSC) . Particularly, a third harmonic signal is a consequence of non-linear effects and its measurement is a powerful technique to investigate, and moreover, to discriminate between the different possible origins of these non-linearities. Different techniques of third harmonic measurement exist for investigating properties of HTSC devices especially in microwave range -, or for characterizing material properties such as thermal conductivity -, specific heat , current response , or critical temperature .
The existence of a sharp maximum in the third harmonic can be easily understood from a qualitative point of view. At low temperatures the voltage response of the superconducting phase is almost zero. On the other hand, in the normal phase we have with high accuracy an ohmic behaviour and the response at higher frequency harmonics is again small. A sharp maximum related to a viable variety of nonlinear phenomena is expected only close to the critical temperature.
As an example, measurement of the third harmonic of the ac susceptibility revealed the role of interplanar spacing on formation of flux lines and demonstrated that the irreversibility field in Bi2212 is determined by surface barriers , . This is related to vortex motion, which is one of the possible origins of the non-linear effects in electrical properties in HTSC . See also references  and  where a mechanism is discussed for the generation of third harmonics based on the anisotropic scattering rate of normal charge carriers included in the Boltzmann equation.
One of the other possible roots of this non-linear behaviour is given in ref. , where a theoretical derivation is presented to explain non-linear effects in electrical conductivity close to the transition temperature. From this paper , it is expected that the measurement of the third harmonic voltage allows getting hold of superconductor constants of the BCS theory. In addition, the authors , , investigate theoretically the third harmonic voltage generation produced by the thermal response of the film to a harmonic current. Third harmonic response is definitely related to different roots of non-linear effects and should allow one to gather new information about the mechanism of HTSC non-linearity.
In the present paper, systematic measurements of the voltage response to a purely harmonic current crossing HTSC strips patterned in a YBa2Cu3O7-δ (YBCO) thin film and in two La2-xSrxCuO4 (LSCO) thin films with x=0.15 were performed as a function of temperature. First and third harmonics were recorded for the whole temperature range, from room temperature to a few Kelvin below the normal-superconductor transition. A sharp peak was observed in the third harmonic voltage close to the critical temperature, exhibiting a lambda-shaped ($`\lambda `$-shaped) behaviour. This $`\lambda `$-shaped peak was investigated for different current amplitudes and frequencies.
Sample and measurement descriptions are given in part 2 of this paper. Complete experimental data processing and observations are presented in section 3. In section 4, mechanisms of third harmonic signal generation are briefly discussed.

## 2 Experimental setup

Measurements were first performed on two different strips designed in a YBCO thin film, 180 nm thick, deposited by DC sputtering on a MgO substrate, as described in  and . The smallest is 1.59 mm long and 77 $`\mu m`$ wide, and the largest is 2.87 mm long and 474 $`\mu m`$ wide. Both were chemically etched in acid solution. A second set of measurements was performed on 1 mm long and 100 $`\mu m`$ wide strips patterned on two different LSCO films, LSCO1 and LSCO2, both deposited by sputtering on a SrTiO3 substrate. The first one was synthesized at 850C, under 1.83 mbar of pure oxygen, and annealed under pure oxygen at 10 mbar at 850C for half an hour. For the second one, the temperature of deposition and annealing was decreased to 840C.
The samples were placed in a cryostat and exposed to a helium flux. The connection between the electronic equipment and the strip was made via coaxial cables in a four-points geometry (fig. 1). Strips were bias current, the latter being sinusoidally modulated with amplitude $`I_0`$ and frequency $`f`$ $`=`$ $`\omega `$$`/`$$`2\pi `$. The rms current value $`I_0/\sqrt{2}`$ was monitored during the whole experiment by measuring the voltage across the load resistance $`R_L`$, chosen large enough to have negligible variation of the current (less than 10 %). Using a digital lock-in amplifier (model SR830 from Stanford Research Systems), first ($`V_{1\omega }`$) and third ($`V_{3\omega }`$) harmonics of the voltage developed in the sample were successively recorded simultaneously with temperature and time.

As was mentioned in previous papers , , the current has to be much smaller than a maximal value $`I_G`$:

$$I_G=\sqrt{\frac{G}{\left|R^{}\right|}},$$
(1)
where $`R^{}`$ is the first derivative of the electrical resistance with respect to temperature and $`G`$ is the thermal boundary conductance between the strip and the substrate, which is maintained at the temperature of the helium bath. $`G`$ can be expressed through the thermal boundary conductivity $`g`$, the length $`L`$ and the width $`w`$ of the strip:

$$G=gLw$$
(2)
In the case of the YBCO film, calculating $`I_G`$ from standard values of $`g`$ (2000 W/Kcm2) and $`R^{}`$ (1 $`\mathrm{\Omega }`$/K) in the normal state, we found the maximal current to equal 1.6 A for the narrowest strip and 5.2 A for the widest one. In our case, the maximum current used had an amplitude of 7 mA, far enough from the limit given by Eq. (1). Concerning the LSCO films, the biggest current amplitude used was 1.4 mA.

## 3 Experimental observations

### 3.1 Experimental Data processing

Before showing our results, we explain in some detail the experimental data processing, taking as an example the measurements obtained from the YBCO film. The goal of this processing is to calculate the first and the second derivatives of the resistance with respect to temperature, which we need to estimate the thermal conductance $`G`$, as described in ref. . Since our cryogenic system induces strong temperature noise, temperature data were smoothed over time, using a Savitzky-Golay filter , which performs a local polynomial regression to determine the smoothed value for each data point. In our case, $`2^{nd}`$ order polynomial regression was used, taking into account 25 points to the left and 25 points to the right.
The same smoothing was used to filter the electrical resistance of the strip, $`R`$. Since the frequency $`\omega `$ is in the kHz range, we consider the superconducting strip as a purely ohmic device where inductive and capacitive components are negligible. The resistance is then deduced from $`V_{1\omega }`$ by Ohm’s law:

$$R_{1\omega }=\frac{V_{1\omega }}{I_0}$$
(3)
In this case, only 5 points to the left and 5 points to the right were taken into account to perform the local regression, to avoid any big distortion close to the superconducting transition. Exactly the same procedure was applied for smoothing the third harmonic voltage.
Thus, sets of time-dependent smoothed-data were obtained and used to calculate the first and second derivatives of the temperature ($`\dot{T}`$, $`\ddot{T}`$) and resistance ($`\dot{R}`$, $`\ddot{R}`$) with respect to time $`t`$, differentiating using Savitzky-Golay smoothing. For this step, the local smoothing was performed on the smoothed-data sets. The local regression taking into account 21 points for the temperature set and 11 points for the resistance set, allowed to deduce the first and the second derivatives for each data point. Thus, it was straightforward to determine for each point in time, the values of the first and second derivatives of the resistance with respect to temperature $`T`$:

$$R^{}(T)=\frac{\dot{R}}{\dot{T}},R^{\prime \prime }(T)=\frac{\ddot{R}\dot{T}\dot{R}\ddot{T}}{(\dot{T})^3},$$
(4)
All the steps of the experimental data processing are gathered in figures 2 and 3, presenting, respectively, the temperature, the resistance and their respective derivatives obtained for the narrowest strip excited by a current of 4 mA rms. The temperature was shifted by a few Kelvin during the measurements due to the poor thermal conductivity of the sample holder on which our temperature diode and sample were glued; we then shifted all temperature data sets by 4 K in order to have a reasonable $`T_c`$ of 90 K for our YBCO sample.
Figures 4 and 5 give the resistance and its first and second derivatives with respect to smoothed temperature, deduced from the time-dependent data sets shown in figures 2 and 3, with use of eq. 4. These results were used to calculate the thermal conductance $`G`$ between the strip and the heat sink, as described in  and to evaluate the contribution of the thermal effect in the peak observed in the third harmonic voltage $`V_{3\omega }`$, which will be described in the next section.

### 3.2 Lambda shape of the 3rd harmonic voltage $`V_{3\omega }`$

Figure 6 gives the temperature dependence of the third harmonic response of the narrowest strip patterned on the YBCO film to the current excitation with amplitude $`I_0`$ equal to 5.65 mA and a modulation frequency of 1024 Hz.
To have an appreciation of the common behaviour of the third harmonic response for different samples, we performed the same kind of measurement on two LSCO films. Figures 7 and 8 present for each tested sample (LSCO1 and LSCO2) both the resistance and the third harmonic response obtained for currents ranging from 10 $`\mu `$ A rms to about 1 mA rms, as a function of the temperature. The sharp transition of the resistance presented in figure 7a gives rise to a unique lambda-shaped peak in figure 7b. In the case of a sample exhibiting a “double” transition in the resistivity as for LSCO2 (see fig. 8a), we observe two peaks in the third harmonic voltage response, fig. 8b. This puts into evidence the high accuracy of this technique of measurement, firstly, to determine the critical temperature of a material in a very simple way, and further, to differentiate between different phases in a material and to give for each of them the critical temperature.
The behaviour of the shape and the amplitude of the peak with respect to current characteristics has been explored. As we can see on figures 7b and 8b the amplitude of the peak increase with the current. Figure 9 presents the dependence of the peak value of the third harmonic response on the current amplitude in a log-log plot. A power law dependence of the third harmonic peak amplitude on the current intensity is exhibited for each curve. But no clear power law emerges, the power ranging from 1.1 for the LSCO1 film to 3/2 for the YBCO film. We are also not aware of a theoretical prediction of a power law for the peak amplitude versus current. At $`T_c`$, various contributions to the third harmonic play a role and are difficult to estimate.
For $`T`$ $`>`$ $`T_c`$, the situation is easier to analyse theoretically ,  and a power law with an exponent 3 is predicted for the dependence of the third harmonic amplitude on the current. In our experiments, however, a complication arises due to the presence of a parasite current coming from our generator, $`I_{3\omega }`$, which produces a third harmonic signal that plays an important role in this temperature range. This effect hides the real amplitude of the third harmonic signal. Following the theoretical works , , we have adopted a fitting procedure which takes into account this parasite current. In any case, even with these difficulties, it is important to note that the third harmonic signal presented in this paper follows qualitatively the expected lambda-shaped behaviour predicted in .

### 3.3 Experimental Data Analysis

Figure 10 presents the first attempt to connect theory and experiment. It shows the fit of the lambda shape, in the case of the 1 mA rms current excitation, using two different functions. The first one takes into account only the thermal effect. In the second one, both the thermal effect and the nonlinear current generated by the generator, $`I_{3\omega }`$, are considered.
To have an appreciation of the reliability of the fit, the thermal resistivity $`r_h`$ between the film and the heat sink has been calculated from the thermal resistance $`R_h`$ given by the fit, considering the surface of the patterned strip (100 $`\mu `$m $`\times `$ 1 mm). If we consider the case where both the parasitic current $`I_{3\omega }`$ and the thermal conductance effects are pesent, the fit gives a value of $`R_h`$ equal to 580 K/W, which corresponds to a thermal resistivity equal to 5.8 $`\times `$ 10-5 m2K/W at the considered temperature (about 30 K). To our knowledge, no data has been published concerning the thermal boundary resistivity of LSCO thin films at this temperature. Then we compare the obtained value to the one theoretically predicted in  for a YBCO thin film deposited on MgO. The value predicted in the latter  is about 10-6 m2K/W at 30 K. Our experimental value is not far from this theoretically predicted value (about one order of magnitude bigger). Because the nature of substrate and film are different, some difference is to be expected. Furthermore, in the range of temperatures considered (20 K $``$ T $``$ 60 K), the variation of the thermal boundary resistivity is rather large. The dependence of the peak on the current frequency was studied at fixed amplitude current ($`I_0`$ = 1.41 mA). No differences in the peak were observed for frequencies ranging from 114 Hz to 20.6 kHz.

## 4 Discussion and conclusion

The main qualitative property of the third harmonic response is the sharp $`\lambda `$-peak close to the critical temperature. Taking into account the third harmonic signal generated by the thermal oscillations in the film and by the parasite current from the generator, the experimental data have been fitted. From this procedure, we found an acceptable value of the thermal resistivity, $`r_h`$, and a reasonable value of the parasite current, $`I_{3\omega }`$. Thus, we have for the moment a qualitative agreement between experiments and theory.
A more detailed investigation, beyond the partial analysis presented in section 3.3, of the dependence of the height and width of this peak on the current and geometry of the strip (especially the thickness) will be the theme of further research. This should be helpful to discriminate the different contributions to the third harmonic response above $`T_c`$, close to the critical temperature, i.e. the thermal oscillation part and the non-linear conductivity part.
Other third harmonic sources (including the non-linear conductivity) would have to be taken into account to describe more accurately the whole peak. For example, a temperature shift of the peak is not yet explained by the proposed theories , . Also, slightly above $`T_c`$, we observe a disagreement between our fit and the experimental data in the tail of the peak. Let us discuss in brief some mechanisms for the generation of harmonics in different temperature regimes and physical situations, which would have to be taken into account to describe the whole peak with a better accuracy.
At very low temperature, in the vortex pinning regime or in a vortex-free situation, modulation of the superconducting order parameter creates dissipation and harmonic generation  ; the non-linearity is created by the current dependence of the superfluid density which can be easily described within the Ginzburg-Landau model . Non-linear response of the vortex state  can also create higher harmonics. However, the complexity of the pinning mechanisms and the generation of a magnetic field by the applied current makes it very difficult to develop a detailed theory for the low-temperature tail of the $`\lambda `$-shaped maximum. For example, small superconducting grains in a diamond anvil , , or scanning of the surface of a thin film by a terminated coaxial cable  require the solution of different electrodynamics problems. In our paper, we used a narrow strip and the vortices are created near the edges of the sample by the applied current. The generation of vortices can be significantly reduced if a Corbino geometry is used; it is necessary that a superconducting film terminates a coaxial cable.
For temperatures slightly above the critical one, there is significant fluctuation conductivity. Usual ohmic conductivity of normal carriers is perfectly linear but fluctuation conductivity is not and can create an observable part of the harmonic generation .
For higher temperatures, temperature oscillations can create harmonics in the voltage response , , , . It is this mechanism which has been given most attention in our theoretical analysis of the experimental data for T $`>`$ $`T_c`$ (see Fig. 10).
For completeness, we would like to mention that analogously to temperature oscillations well above $`T_c`$, a quite universal mechanism for 3rd harmonic generation at microwave frequencies exists for the superconducting state below $`T_c`$. The density of superfluid particles depends on the applied current and finally the kinetic inductance of the superconducting sample depends on the current $`I=I_0\mathrm{cos}(\omega t)`$

$$L(I)L_0+L_1I^2.$$
(5)
$`L_0`$ gives the linear contribution to the kinetic inductance and $`L_1`$ the non-linear one (see ref. , ). Then, the general formula for the voltage response given by

$$V(t)=L(I)\frac{dI}{dt}$$
(6)
allows to calculate the third harmonic response , :

$$V_{3\omega }=\frac{L_1\omega I_0^3}{4}\mathrm{sin}(3\omega t)$$
(7)
It appears in this formula that the third harmonic response increases linearly with the frequency. This explains that it is typically observed in the microwave range devices. In our range of frequencies (up to 20 kHz), this response is not expected to be observable.
Apart from studying the interface heat resistance, for the fundamental physics of superconductivity of layered cuprates it will be very interesting to investigate the bulk non-ohmic conductivity related to the kinetics of the normal phase. For further theoretical discussion see for example ,  and .
In conclusion, the investigation of the $`\lambda `$-peak of the third harmonic response is a good qualitative method for the detection of the superconducting phase transition. Because of the simplicity of the measurement, it can become a standard method in the materials science of superconductors and also in the industry for testing the quality of the thin films and cables. In order to separate the bulk and interface mechanisms for the third harmonic generation it is necessary to perform detailed investigations of superconducting films with different thicknesses. In this way applied research related to the development of superconducting bolometers can become an indispensable tool for the investigation of the fundamental effects in cuprate superconductors  and . Our work demonstrates that the maximum of the $`\lambda `$-shaped peak as a function of temperature can be very easily observed, even without any special care for signal cleaning.
Because the voltage generator produces some third harmonic signal, if we wish to investigate the third harmonic far from $`T_c`$, we have to compensate the parasite 3$`\omega `$-signal not only at the level of the data analysis, but also electronically. However, a very simple filter will lead to a reduction of the ratio $`I_{3\omega }`$/$`I_0`$ ($``$ 1/500) by a factor of about 10 only, so that the remaining parasite contribution must still be taken into account in the data analysis, as described in the theoretical works (equations (7.10) from  and (3.8) from ).
Detailed investigation of the third harmonic response provides a reliable method for the investigation of superconductor thermal properties like thermal conductivity, thermal boundary resistance and heat capacity. Moreover, if the thermal effects are carefully subtracted, the investigation of the third harmonic signal will provide the opportunity to extract the relaxation time of the superconducting order parameter from the isothermal electric non-linearity. If a Corbino geometry does not create significant heating of the sample, this can be expected to be the best experimental setup for the observation of Cooper-pair depairing non-linearity.

Acknowledgments

Special thanks goes to Patrick Wagner and Johan Vanacken  who provided us with YBCO and LSCO thin films. Also we would like to express our gratitude to Johan Vanacken for assistance with the experiments, and to Gunther Rens for Atomic Force Microscopy characterisation of the film thickness. T.M. would like to thank Valya Mishonova for bringing ref.  to his attention and for Richard Hlubina and Didier Robbes for their correspondence.


text:
# Acknowledgement

## Acknowledgement

I am very much indebt to Prof. G. Gillies and Prof. Ilya Shapiro for helpful discussions on the subject of this paper. Financial support from CNPq. and UERJ is gratefully acknowledged.


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# Observations and models of the embedded phase of high-mass star formation

## 1. Introduction

The first major question in the study of high-mass star formation is whether or not the process is a scaled-up version of the formation of low-mass stars, which are known to form by accretion via a disk, and to disperse their natal envelopes through bipolar outflows. At the other extreme, high-mass stars may form by the coagulation of lower-mass stars or protostellar cores (see reviews by Churchwell and by Evans in this volume). The second major question of high-mass star formation is its relation to clustered star formation: does the stellar density influence the emergent mass spectrum? To what degree do the conditions in the initial molecular cloud determine the properties of the stellar population it produces?

The study of high-mass star formation is hampered by the short time-scale of the process. For example, a late O-type star lasts only $``$1 Myr, equal to the pre-main sequence lifetime of a 1 M star. Moreover, 15% of this time is spent embedded in natal gas and dust that hides the photosphere from optical view. As a consequence, known regions of high-mass star formation lie at distances of several kpc, so that details $`<1000`$ AU are unresolved at typical $`1^{\prime \prime }`$ resolution. The large distances cause considerable confusion in these regions, and make it difficult to construct source samples with a common luminosity and distance, necessary for systematic studies.

To answer these questions, it is necessary to build up a statistically significant sample of regions forming high-mass stars, and to study their physical and chemical properties. This review describes recent studies of molecular material in which stellar groups including high-mass stars are forming. The focus is on detailed studies of small samples; larger source samples are described by Bronfman et al. (1996), Brand et al. (2001) and Sridharan et al. (2001). The first sample consists of nine deeply embedded objects of $`L=10^410^5`$ L, $`d=14`$ kpc, which have strong mid-infrared and weak cm-wave emission. The second set contains nine molecular clumps which have $`L=10^510^6`$ L, $`d=414`$ kpc and weak mid-infrared emission, and are close to ultracompact H II regions. Both samples are characterized by strong submillimeter continuum and line emission, associated H2O and CH3OH masers, and molecular outflows. In many cases, the distances are only kinematic estimates. Better distance estimates may come soon from near-infrared spectroscopy (Hanson et al. 1997; Kaper, this volume).

## 2. Physical structure

The determination of the physical structure of high-mass star-forming regions consists of two parts: first the measurement of the total mass and the temperature structure, and second the determination of the density structure.

### 2.1. Mass and temperature structure

The mass and temperature structure can be obtained by fitting dust models to the broad-band infrared spectrum. Masses derived from molecular line data are less reliable due to uncertain molecular abundances. As illustrated in Fig. 1 (solid line), a single model cannot fit the entire spectrum, so that to measure the mass, the model must be fitted to the optically thin part, at $`\lambda >100\mu `$m. Early models (Wolfire & Cassinelli 1986; Churchwell et al. 1990) mostly fitted the near-infrared part of the spectrum, which indicates $``$5 times lower optical depths than the submillimeter part due to deviations from spherical geometry. This result holds for both bright and weak mid-infrared sources (Harvey et al. 2000; Hatchell et al. 2000).

The source GL 2591 offers a rare opportunity to measure the submillimeter dust opacity by comparing dust masses to those derived from CO isotopic emission. While the CO mass is usually a lower limit since an unknown fraction of CO is frozen out onto dust grains, mid-infrared observations of GL 2591 indicate a ratio of gas-phase to solid-state CO column density of $`>400`$ (Mitchell et al. 1989), reducing the uncertainty in CO abundance to better than a factor of two.

The dust masses of GL 2591 quoted in van der Tak et al. (1999) for Draine and Lee (1984) and Mathis et al. (1983) dust are a factor of 8 too high due to the use of a grain size of $`0.05\mu `$m rather than $`0.1\mu `$m. However, the conclusion that the dust model of Ossenkopf & Henning (1994) matches the mass derived from C17O best is still valid. This model for dust in star-forming regions includes grain coagulation and the formation of ice mantles.

The derived temperature profile indicates $`T`$ $`>`$100 K at $`r`$ $`<`$1000 AU from the central star. Within this radius, ice mantles on the grains should have evaporated. The dotted line in Fig. 1 is a calculation using the coagulated grain model without ice mantles. This model clearly fits the mid-infrared part of the spectrum better than the model with ice mantles.

### 2.2. Density structure

The density structure can be derived either by fitting dust models to the spatial profile of dust continuum emission, or by fitting the line spectrum of a molecule with a high dipole moment (such as CS) that is sensitive to density. The first approach assumes that the grain optical properties do not vary with position; the second that the molecular abundance does not. While either assumption may be invalid, the methods can serve as tests of each other.

Van der Tak et al. (2000a) found the two methods to agree well for six embedded high-mass star-forming regions, while for a seventh, S 140, the assumption of a centrally heated envelope appeared invalid. The good agreement between the dust and CS results may have been fortuitous due to the use of a Gaussian beam shape. Models of the 350 $`\mu `$m dust emission profile of GL 2591 using the actually measured beam shape indicate an $`r^2`$ density profile, steeper than the $`r^1`$ profile found from CS (Mueller et al., this volume). If this result also holds for the SCUBA data and the other sources, it indicates a depletion of CS at small radii. The alternative explanation of enhanced dust emissivity at small radii is not predicted by dust models, in which the main effect would be ice mantle evaporation, which drops the opacity.

## 3. Ionization

The fractional ionization of molecular clouds controls both the influence of magnetic fields on their dynamics and their gas-phase chemistry. In regions shielded from ultraviolet starlight, the main source of ionization is by cosmic rays which produce H$`{}_{3}{}^{}{}_{}{}^{+}`$, followed by proton transfer reactions into HCO+ and H3O+. Current best estimates of the cosmic-ray ionization rate $`\zeta `$ based on the abundances of OH and HD measured in visual absorption toward nearby diffuse clouds have a factor of ten uncertainty (Federman et al. 1996). An alternative approach using the abundances of HCO+ and DCO+ measured through millimeter emission lines towards nearby dark clouds is no more accurate due to uncertain and potentially large depletion of CO and O (Caselli et al. 1998; Williams et al. 1998). At the current sensitivity, both these methods are limited to the solar neighbourhood and cannot give information on variations of $`\zeta `$ on Galactic scales.

The infrared H$`{}_{3}{}^{}{}_{}{}^{+}`$ detections (Geballe & Oka 1996; McCall et al. 1999) for well-characterized lines of sight make the embedded high-mass objects good targets for a more direct determination of $`\zeta `$. Van der Tak & van Dishoeck (2000) combine the temperature and density structure of seven embedded sources with a small chemical network to compute their ionization structure (Fig. 2) and fitted the observed H$`{}_{3}{}^{}{}_{}{}^{+}`$ absorption and H13CO+ emission lines. The mean value of $`\zeta =2.6\times 10^{17}`$ s-1 is consistent with the diffuse and dark cloud estimates, and with recent Voyager and Pioneer spacecraft data at distances of up to 60 AU from the Sun (Webber 1998). The source-to-source spread in $`\zeta `$ of a factor of 2-3 on scales of a few kpc agrees with results from $`\gamma `$ray observations (Hunter et al. 1997). This agreement may be a coincidence since the $`\gamma `$rays are of higher energy ($``$GeV) than the particles providing the bulk of the ionization (a few 10 MeV). Intervening clouds affect the H$`{}_{3}{}^{}{}_{}{}^{+}`$ but not the H13CO+ data.

Alternatively, the spread may be due to shielding against cosmic rays. The data suggest a trend of decreasing $`\zeta `$ with increasing total column density, but not at a significant level. However, HCO+ probes the outer envelopes (Fig. 2), because in regions with $`T>100`$ K, HCO+ reacts with evaporating H2O ice. Using tracers of the innermost parts of a low-mass core, Caselli et al. (2001) found $`\zeta =6\times 10^{18}`$ s-1. Follow-up studies may reveal by how much cosmic rays are attenuated inside dense cores.

## 4. Chemical stratification

The models described in § 2 have allowed us to study the chemical composition of the envelopes of embedded high-mass stars as a function of distance from the central star. The first example is the CH3OH molecule studied by van der Tak et al. (2000b). Modeling of spectra indicates three types of sources (Fig. 3): ‘cold’ sources with CH3OH/H2 $`10^9`$, ‘warm’ sources with CH3OH/H2 $`10^8`$, and sources where the abundance ‘jumps’ from $`10^9`$ to $`10^7`$. This ‘jump’ occurs at $`T100`$ K, where solid H2O, the bulk of icy grain mantles, evaporates. Combined with the high observed abundances of solid CH3OH in these sources, these ‘jumps’ suggest an evolutionary sequence where CH3OH forms on dust grains in ‘cold’ sources, then evaporates into the gas phase in ‘jump’ sources, and is broken down by reactions with ions in ‘warm’ sources. However, gas-phase CH3OH abundances measured in the submillimeter are factors of $`>`$100 lower than those derived from solid-state data. Since the nearby Orion region is an exception, resolution could play a role. Observations of gas-phase CH3OH in infrared absorption with ground-based instruments with high spectral resolution may clarify this point.

A much earlier phase of evolution is probed by the CO molecule. Abundances derived from C17O line emission increase systematically by a factor of $``$3 as $`\overline{T}`$=20$``$40 K, where $`\overline{T}`$ is the average temperature of the envelope, weighted by mass. Since these temperatures are the sublimation points of pure CO and mixed CO–H2O ices, freeze-out and evaporation appear to control the CO abundance (van der Tak et al. 2000a). In low-mass cores, Kramer et al. (1999) found a similar relation of CO abundance with temperature. A third example of depth-dependent chemistry is the enhancement of HCN at temperatures $`>300`$ K (Boonman et al. 2001). On the other hand, the abundance of H2CO was found to be constant within the range $`T=20240`$ K, suggesting that this species is formed either in the gas phase or in CO-dominated ice. The latter idea is consistent with evidence from D2CO (Ceccarelli et al. 2001).

The CO2 molecule may be tracing the thermal history of star-forming regions. While the CO2 ice abundance is high and evaporation of ices is observed, its gas-phase abundance is low, so that CO2 must be rapidly destroyed after it evaporates (van Dishoeck 1998). However, there is no obvious low-temperature destruction path. The required $`T>800`$ K for CO2 destruction is well above measured values, suggesting impulsive heating events in the past. Possibilities include outflow shocks (Charnley & Kaufman 2000), if desorption of the ices is also caused by these shocks. Other options are episodic accretion (Doty et al. 2001a) and the infrared flares discussed by Bally (this volume).

## 5. Envelope evolution

The evolution of the temperature and density structure of embedded objects was studied by van der Tak et al. (2000a). Conventional tracers of physical evolution, used for low-mass objects, do not change much over the narrow age range of the objects studied in detail. In particular, the shape of the spectral energy distribution does not change with time, as most material remains at low temperatures. The radio continuum flux does not seem indicative either, partly due to the unknown contribution of shocks, and partly because the surface temperatures of the ionizing stars are not well known.

However, the embedded objects can be ordered in a temperature sequence, based on the gas/solid ratios of H2O and CO2, the fraction of heated solid 13CO2, the 45/100 $`\mu `$m colour, and the excitation temperatures of CO, C2H2 and CH3OH. These indicators cover a wide range of temperatures and spatial scales, demonstrating that geometry is not an effect. Since crystallization is an irreversible process, the heated 13CO2 ice measures the maximum temperature. Hence, the temperature change must be a systematic increase rather than random fluctuations, although gas-phase CO2 argues the opposite. Still, the sequence may be evolutionary since it is correlated with the ratio of envelope mass to bolometric luminosity. If confirmed through a larger source sample, this correlation indicates the progressive dispersal of the envelope.

As for the time order of particular phenomena, the small body of existing data suggests that CH3OH masers occur first, followed by H2O masers, and later by OH masers. The situation is complex as each kind of maser may trace more than one physical component (Minier et al. 2001). Very massive and energetic outflows occur throughout the embedded phase, like for low-mass objects (Beuther, this volume).

The chemical composition of massive protostellar envelopes may serve as an independent probe of their structure and evolution. A good test case is GL 2591, for which a large body of data has been analyzed, both in submillimeter emission (JCMT, SWAS) and in infrared absorption (ISO-SWS, IRTF). Doty et al. (2001b) coupled the temperature and density structure of GL 2591 by van der Tak et al. (2000) to a complete gas-phase chemical network. It appears that the measured molecular abundances can be reproduced to within factors of a few for a source age of $`3\times 10^4`$ yr.

## 6. Molecular gas near ultracompact H II regions

The results discussed so far pertain to a limited range of ages and luminosities. To see just how limited, we are investigating the set of line-rich molecular line sources near ultracompact H II regions from Hatchell et al. (1998). Observations of CH3OH (Fig. 4) indicate the presence of both cold (20-50 K) and warm (110-500 K) gas. The column density ratio of these components ranges from $`<`$0.1 to $`>`$60, comparable to the values found in the embedded bright mid-infrared sources. The large implied masses of cold gas argue against a more evolved status of these regions, as would seem plausible based on their higher abundances of complex organic molecules. To analyze the data in more detail, we are developing models for the temperature and density structure, based on tracers of dust (SCUBA) and gas (CS lines).

## 7. Conclusions

Regions forming high-mass and low-mass stars have a different observational appearance, but their underlying structure and evolution seem similar. Regions forming massive stars are larger and hence more massive, but their absolute densities and their density distributions are similar to those found in low-mass star-forming regions. The more rapid dispersal of high-mass envelopes may be mainly driven by the faster pace of evolution of the central stars. There is mounting evidence for disks around high-mass stars, outflows are found to be ubiquitous, and compact dust and gas cores seem common as well.

The source samples with and without nearby ultracompact H II regions appear to evolve in parallel, suggesting that the proximity of radio emission and the shape of the spectral energy distribution are not good clocks. However, the excitation and abundance of selected molecules appear excellent tracers of evolution.

#### Acknowledgments.

The author thanks Neal Evans and Ewine van Dishoeck for comments on this paper.

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text:
# Modern calorimetry: going beyond tradition

## I INTRODUCTION

At the turn of the 20th century studies of heat capacity of solids at low temperatures played an important role in revealing the quantum character of nature einstein . This example vividly illustrates the power of calorimetry in science. As a matter of fact calorimetric measurements reveal so great a deal of information about matter that calorimetry, whose name originates from the now obsolete caloric theory of heat described, for example, by Lavoisier lavoisier , has become an indispensable tool for modern day research in chemistry, physics, materials science, and biology wunderlich . This is due to the fact that it allows one to directly monitor the free energy change of a given system as the external parameter such as temperature varies. This unique ability of calorimetry follows from the fact that it measures heat capacity as well as heat itself. Heat capacity at constant pressure is defined thermodynamically by

$$C_p=\frac{dH}{dT}=T\frac{dS}{dT}$$
(1)
where $`T,H`$, and $`S`$ are the temperature, the enthalpy, and the entropy of a given system, respectively. Thus, from the measured heat (such as latent heat, heat of reaction, etc.) and heat capacity, one may be able to reconstruct the free energy of the system as a function of temperature or some other thermodynamic variable.

Despite these positive attributes and historic roles of calorimetry, one may naturally ask a question in the beginning of a new millennium: is there any new scientific aspect in calorimetry which will continue to attract attention and require genuine efforts of researchers in the 21st century? This question appears particularly pertinent if we consider the fact that calorimetry is generally known as an old discipline dealing with thermodynamics of bulk materials, while a large portion of the recent research efforts in various fields seem to be directed to a understanding of the dynamic and/or local properties of matter lahnwitz2000 . In this short paper, I wish to address the question from a personal point of view.

Measurement of a thermodynamic quantity is the usual notion that is tied to calorimetry, since heat capacity is normally recognized as a static thermodynamic quantity as defined above. However, it is possible to go beyond this traditional understanding and generalize heat capacity as a dynamic quantity. Indeed, it is precisely my point that calorimetry should be generalized into the dynamic and/or local regime to be able to deal with new scientific issues in the coming years. In particular, the dynamic generalization should empower calorimetry to deal with dynamic phenomena in condensed matter, and at the same time may even enable it in certain cases to become a local probe. Here, I wish to describe the general principle and practice of dynamic calorimetry (formally defined below), and only briefly touch upon the generalization into the local regime. The details of local calorimetry will be published elsewhere local .

Let us start with the formal definition of generalized dynamic heat capacity. Of course, the term implies that heat capacity is a quantity which may depend on either measuring time or frequency. The concept of dynamic heat capacity appears natural if one recalls that static thermodynamic quantities are time-averaged (or ensemble-averaged). In other words, they are static not because they do not change in time, but because they change too rapidly on the experimental time scale. Suppose, for instance, that a system contains a dynamic process relaxing with a characteristic time $`\tau `$ which lies within our experimental time window, then this will result in a time-dependent heat capacity $`C_p(t)`$ depending on the time scale of measuring. In the frequency domain, this would lead to the complex frequency-dependent heat capacity $`C_p(\omega )`$, and $`C_p(\omega )`$ of this system would show a dispersion in its real part and a peak in its imaginary part at $`\omega \tau `$.

One can utilize the linear response theory to formally define dynamic heat capacity jeong95 , and $`C_p(\omega )`$ can be written in terms of enthalpy correlation function:

$$C_p(\omega )=C_p^0\frac{i\omega }{k_BT^2}_0^{\mathrm{}}𝑑t\mathrm{e}^{i\omega t}<\delta H_R(0)\delta H_R(t)>$$
(2)
where $`C_p^0`$ is the usual static heat capacity, $`\delta H_R`$ is the slowly relaxing portion of enthalpy fluctuation, and $`<>`$ denotes thermal averaging. The static heat capacity can be written as a sum of the fast part $`C_p^{\mathrm{}}`$ (due to phonons in condensed matter which is our concern), and the slow part:

$$C_p^0=C_p^{\mathrm{}}+\frac{<\delta H_R^2>}{k_BT^2}.$$
(3)
From Eq. 2 it is easy to see that the slow relaxation of enthalpy governed by the system dynamics is the origin of the dynamic, or frequency-dependent, heat capacity and therefore one can probe the slow dynamics of the system by measuring the dynamic heat capacity. Of course, it goes without saying that this would be possible only if the slow part of enthalpy fluctuation lies within the experimental time scale. Throughout this paper, I shall use dynamic calorimetry to collectively represent the calorimetric methods which allow the measurements of dynamic heat capacity.

## II GENERAL PRINCIPLE OF DYNAMIC CALORIMETRY

In this section, I briefly expound the general principle of dynamic calorimetry. As usual with any dynamic experiment, dynamic calorimetry can be conducted in either time or frequency domain. The results obtained in the time domain are related to those acquired in the frequency domain by the Fourier transform, and vice versa. It should also be pointed out that there are again two ways, designated as type A and B, of measuring the dynamic heat capacity of a given system in the time domain. (And the same is true in the frequency domain.) In type A, one may attempt to induce a temperature jump in the system by thermally attaching the system to a heat reservoir whose temperature is not at the same value as that of the system, and measure the response $`\delta <H>`$. The variation of the enthalpy of the system can be monitored by watching the heat flow $`\dot{Q}_{fl}`$ from the reservoir to the system, since $`\delta <H>=𝑑t\dot{Q}_{fl}`$ by the first law of thermodynamics. This is the method used in commercial differential scanning calorimeters (DSC) where temperature is varied according to a programmed schedule and the resulting power is measured. The converse situation occurs in the type B: One supplies a known amount of heat to the system and monitors the ensuing temperature response with a sensor.

To expose the difference of the two methods more clearly, a schematic diagram depicting the situation is shown in Fig. 1. Fig. 1(a) illustrates the type A, where the system is in intimate contact with the reservoir. Now suppose that there is a step-like temperature jump $`\delta T`$ in the reservoir. The same $`\delta T`$ shift will be established in the system temperature via the heat flow from the reservoir to the system. If one carefully analyzes $`\dot{Q}_{fl}`$ as a function of time, one will find that it consists of two parts: the instantly responding part, $`\dot{Q}_{fl}^{\mathrm{}}`$, and the more slowly responding part, $`\dot{Q}_{fl}^R`$. In other words, the system takes up $`Q_{fl}^{\mathrm{}}=𝑑t\dot{Q}_{fl}^{\mathrm{}}`$, which is due to the fast degrees of freedom (phonons in most cases of interest), and brings up its temperature (or more accurately its phonon temperature) by $`\delta T`$ instantly. However, it takes time for its slow degrees of freedom to respond and they will absorb $`\dot{Q}_{fl}^R`$ gradually from the reservoir to reach equilibrium slow . The opposite situation is encountered in the type B, depicted in Fig. 1(b), where a constant amount of heat is supplied to the system and the temperature of the system is followed. Here at the instant when heat is supplied, the energy is shared only among the fast degrees of freedom, and then part of energy slowly diffuses into the slow degrees of freedom. Thus, the temperature of the system first shows a step-like jump which is then followed by a gradual decrease as a part of the supplied heat energy is acquired by the slow degrees of freedom.

At this point it is worthwhile to emphasize that what one measures with a sensor and calls the temperature of a system is actually that of the fast degrees of freedom of the system, with which the sensor is in direct thermal contact. In what follows, I shall enumerate various experimental methods which are currently in use to measure dynamic heat capacity. Technical details of these methods, however, are completely left out, and the interested reader should refer to the literature jeong97 .

## III MODULATION CALORIMETRY

### III.1 Traditional ac Calorimetry

Traditional ac calorimetry sullivan ; hatta , which belongs to type B, is a calorimetric technique in which a small amount of oscillating heat is supplied to a sample either by Joule heating or heating by light and in either case the ensuing temperature oscillation is measured. Since this temperature oscillation is inversely proportional to the heat capacity of the sample in the proper regime, one can determine the heat capacity of the sample by carrying out measurements at a judicially chosen frequency. While this method was mainly used to determine static heat capacity of materials, it is natural to extend the technique as a dynamic probe.

Consider a situation where an oscillating power of frequency $`\omega `$ is applied to a sample of typical thickness $`d`$ and thermal diffusivity $`D`$. Then the thermal wavelength $`\lambda =\sqrt{D/\omega }`$ characterize the length over which the temperature oscillation decays, and the condition, $`d<<\lambda `$, must be satisfied in order that the sample may be regarded as oscillating in temperature as a whole, i.e., without a temperature gradient. Since the lack of a temperature gradient in the sample is prerequisite for an ac calorimeter to work as a dynamic calorimeter, one may add metallic wires for a liquid sample to enhance thermal conduction in the sample and may make it as thin as possible for a solid sample. However, there exists an unavoidable limit in this approach due to the fact that the thermal wavelength decreases as frequency increases, and eventually beomes shorter than $`d`$. Since the geometry of a sample here is not particularly well defined, it is very hard to deal with the situation where a temperature gradient exists in the sample. So, the method is usually limited to less than 1 Hz for liquids or dielectric crystals and perhaps tens of Hz for metallic solids.

### III.2 3$`\omega `$ Calorimetry

In order to extend the dynamic range of calorimetry, one has to deal with the temperature gradient effect, rather than try to avoid it. One method, which has been successful, is to take advantage of a well-defined geometry with thickness of a sample much larger than the thermal wavelength. Here one faces a heat-diffusion problem in a semi-infinite medium with a heater on the surface that generates the oscillating power. The well-defined geometry of the sample in this case enables one to solve the heat diffusion equation exactly, and it turns out that the surface temperature oscillation is determined by the thermal properties of the medium. Thus, one can extract the dynamic heat capacity by measuring the surface temperature oscillation as a function of the frequency of the oscillating power.

The 3$`\omega `$ method adopts a clever idea of using a metallic heater on the surface simultaneously as a temperature sensor that measures the surface temperature oscillation birge ; jung ; moon1 . Since the sensor is at the same position as the heater (it is the heater itself), one does not encounter a problem associated with the fact that the temperature oscillation decays within the thermal wavelength which becomes short at high frequencies. Thus, one can raise the upper limit of the dynamic range of modulation calorimetry. The reason why it is called the 3$`\omega `$ method is the following: since one uses Joule-heating by passing an electric current at a certain frequency $`\omega `$ through a metallic heater on the surface of a material, the surface temperature oscillation occurs at 2$`\omega `$. This temperature oscillation induces resistance oscillations in the heater at the same frequency, and then the voltage drop across the heater itself would include a term at 3$`\omega `$. This 3$`\omega `$ signal is detected to yield the dynamic heat capacity of the material at 2$`\omega `$. The currently available frequency in 3$`\omega `$ calorimetry ranges approximately from 0.01 Hz to 50 kHz jung2 .

### III.3 Differential Scanning Temperature Modulated Calorimetry

A differential scanning temperature modulated calorimeter (DSTMC) is a commercially available calorimeter, which allows one to do dynamic calorimetry nomen . Differential scanning calorimeters are distinct from the modulation calorimeters described above in that they belong to type A. A DSC measures the heat flow to a sample, which is necessary to keep up with the prescribed temperature variation, normally linear heating or cooling, of the reservoir (or the block). In DSTMC, this conventional temperature program has a superimposed periodic temperature variation, so that

$$T(t)=T_0+\beta t+A\mathrm{sin}\omega t$$
(4)
where $`T_0`$ is the initial temperature, $`\beta `$ is the underlying heating rate, and $`A`$ and $`\omega `$ are the amplitude and frequency of modulation. By measuring the response of the sample to this temperature variation one can, at least in principle, obtain dynamic information as a function of frequency. Although DSTMC has contributed to the widespread use of modulation calorimetry, there remains some problems to be clarified before it can be used reliably as a dynamic calorimetric tool. A particualrly serious problem is that the signal one gets from DSTMC seems to be not only due to the sample properties, but also due to the calorimeter itself. Currently much effort is being spent on this problem lahnwitz .

### III.4 Peltier Calorimetry

Peltier calorimetry is an ac calorimetric method developed specifically for the heat capacity measurements, dynamic as well as static, of minute samples moon00 . Most conventional calorimetric methods require indispensable addenda (heater and sensor) to be put on a sample and the mass of these addenda may even be greater than that of the sample in case of minute sample masses. The results of this situation are the loss of sensitivity and accuracy in determining the absolute value of heat capacity. In other words, the unavoidable calibration procedure (removing the background due to the addenda) introduces uncertainty in both accuracy and precision. Peltier calorimetry overcomes this difficulty by utilizing the well-known Peltier effect of a thermocouple as an ac power source; the junction of a very thin thermocouple (of diameter 1 mil or less) attached to a sample is so tiny that its mass is totally negligible and therefore it can play the role of an ideal heater. It should be pointed out that a thermocouple can not only heat, but also cool the system, whereas other power sources such as Joule heating or heating by light can only heat the system. The temperature oscillation is sensed with another thermocouple which again does not disturb the system. Peltier calorimetry is superior to other modulation methods in that the experimental setup is simple, the average temperature of a sample is at, not above as in traditional ac calorimetry, the bath temperature, and it directly yields absolute values of the heat capacity of sub-milligram samples without the necessity of a calibration procedure.

A novel extension of Peltier calorimetry is the Peltier thermal microscope, which would enable one to measure local thermophysical properties of matter at small length scales. For this purpose, we have shown that a single junction can be used simultaneously as both power source and sensor local . It must be stressed that this represents a conceptual deviation from the normal notion that a power source and a sensor are required separately in calorimetry and constitutes a major step toward a local calorimeter. Then, substitution of a thermocouple for a tip in an atomic force microscope would constitute a thermal microscope majumdar . A potentially very useful characteristic of the Peltier microscope is that one can change the probing length scale (thermal diffusion length) by changing the frequency of a current in the thermocouple. The successful development of the Peltier thermal microscope would be an exciting and important event for this so-called nano-age where the sub-micrometer local thermophysical properties are in great demand.

## IV ADIABATIC CALORIMETRY

### IV.1 Time Domain Dynamic Calorimetry

One of the most difficult tasks in calorimetry is to contain the leakage of heat, since there does not exist a perfect thermal insulator. Even if there were one, radiation would still have to be contained. In adiabatic calorimetry, heat leak from a sample to the surroundings is controlled to zero as tightly as possible. Since Nernst first constructed an adiabatic calorimeter nernst , adiabatic calorimetry has been the most accurate method of determining static heat capacity. In addition to this capability an adiabatic calorimeter can be used as a means of dynamic calorimetry in time domain wunderlich57 . In time domain dynamic calorimetry, a certain amount of heat is applied instantaneously to a sample and its temperature response is examined in real time. Recall the situation depicted in Fig. 1(b). Since the adiabaticity is maintained all the time, the variation of temperature in time is nothing but time dependent heat capacity. By varying the values of applied energy, one can induce temperature jumps of varying size. While it is not easy to apply a large amount of power to a sample in modulation calorimetry, there is no difficulty in varying the temperature jump sizes in time domain dynamic calorimetry. Thus this feature of the time domain method allows one to study nonlinear temperature relaxation moon97 .

### IV.2 Scanning Adiabatic Calorimetry

One classical method to extract dynamic calorimetric information from a system is to perform scanning experiments. In this method the experimental time scale is set by the scanning rate $`dT/dt`$. Traditionally commercial differential scanning calorimeters have been utilized for this purpose moynihan , but adiabatic calorimeters can also be operated in the scanning mode. Since the adiabatic condition between the sample and the shield must be maintained during operation, it is usual that the scanning mode is adopted in a heating experiment thoen . However, it is necessary to measure heat capacity during cooling as well as heating at various scanning rates to extract dynamic information if a substance shows frequency dependence in heat capacity. This situation motivated us to develop a method to use an adiabatic calorimeter in a rate-scanning mode at variable rates during both heating and cooling moon2 . In the cooling mode, a constant temperature difference is maintained, and then there is a heat flow from the sample to the shield. It turns out that one can control the cooling rate by varying the size of the temperature difference. The heat flow in this case is not a leak, but is used as a negative input power in a controlled fashion. The calorimeter used in this way can be operated in both heating and cooling modes in the scanning range of 0.01 - 2 K/min. It is noted that adiabatic dynamic calorimetry belongs to type B.

## V APPLICATIONS AND FUTURE OUTLOOK

In this paper I have outlined dynamic calorimetric techniques currently in use. Modulation calorimetry of type B, where one supplies a small oscillating heat input to a sample, allows one to measure the dynamic heat capacity in addition to the usual static heat capacity under equilibrium conditions. One can measure dynamic heat capacity directly with a traditional ac calorimeter. However, the dynamic range provided by this method is quite limited, below 1 Hz in many cases with solids as well as liquids. To extend the dynamic range, one can use the 3$`\omega `$ method. While this method raises the upper frequency limit to tens of kHz, one has to pay the price of being involved with thermal conductivity. To get dynamic heat capacity data, one has to perform separate measurements of the thermal conductivity. A commercial DSTMC, which belongs to type A, is a convenient tool for qualitative purposes, but it seems that there remains some problems to be solved before it can become a quantitative dynamic calorimeter. A Peltier calorimeter is an attractive method for obtaining the dynamic heat capacity of minute samples. Currently, a Peltier thermal microscope, a variation of the Peltier calorimeter, is under development. An adiabatic calorimeter is the most accurate tool for heat capacity and latent heat measurements. In particular, the latent heat information is very difficult to obtain with other methods. With the advance in computer control and electronics technology, the operation of adiabatic calorimeters has become less tedious and less time-consuming. This advance has allowed the time domain dynamic calorimetry where one follows the temperature change of the system under adiabatic conditions, after a certain amount of heat is given to a system. Enthalpy relaxation, including nonlinear relaxation, can be studied in real time with adiabatic calorimeters.

As for the future research, one may try to extend the dynamic range of the 3$`\omega `$ method above the current frequency limit, tens of kHz. If successful, then the thermal wavelength can enter the submicrometer regime in dielectric materials. This would allow the characterization of thermal properties of thin films with submicrometer thicknesses. This kind of information is not only scientifically interesting (heat capacity and thermal conductivity of a sample with restricted geometry) but also technologically important (efficient heat transport in thin films). The development of noncontact heating at higher frequencies than is available with the present light chopping would be very helpful in enhancing the applicability of modulation calorimeters. Various techniques for measuring thermophysical properties of thin films utilizing advanced laser technology seem very promising baba . Although we have generalized heat capacity temporally by defining a dynamic heat capacity, one may also attempt to generalize heat capacity spatially by defining a heat capacity which is wavenumber as well as frequency dependent. This full generalization of heat capacity would constitute a challenge theoretically as well as experimentally. Development of local calorimeters with nanoscale or at least sub-micrometer resolution would be an exciting event. This is particularly urgent to keep up with the current technology trend heading toward the nanometer regime.

Even with the current dynamic range, it is recognized that dynamic calorimetry has wide applications in diverse fields. For example, biological systems, where slow dynamics is often an important occurrence, may be suitable to be studied by dynamic calorimetry. Also of keen interest and a good candidate for dynamic calorimetry is the melting phenomenon, where one can expect contributions from time-dependent processes. Here the latent heat effect and specific heat effects are usually entangled in calorimetric measurements to make the interpretation of data obscure; however, by combining various methods presented here one can hope to disentangle them. One can also expect to find use of dynamic calorimeters in situations involving solids: global thermal hysteresis phenomenon in incommensurate ferroelectrics, heat conduction in porous media and so on.

###### Acknowledgements.

This work was supported by KOSEF (1999) and the BK21 program of POSTECH.