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# 1 INTRODUCTION

## 1 INTRODUCTION

Energy-momentum is regarded as the most fundamental conserved quantity in physics, and associated with a symmetry of space-time geometry. According to Noether’s theorem and translations invariance, one could define a conserved energy-momentum $`T^{\mu \nu }`$ as a consequence of its satisfying the differential conservation law $`_\nu T^{\mu \nu }=0`$. However, in a curve space-time where the gravitational field is presented, the differential conservation law becomes

$$_\nu T^{\mu \nu }=\frac{1}{\sqrt{g}}\frac{}{x^\nu }(\sqrt{g}T^{\mu \nu })\frac{1}{2}g^{\nu \rho }\frac{g^{\nu \rho }}{x^\lambda }T^{\mu \lambda }=0,$$
(1)
and generally does not lead to any conserved quantity. Early energy-momentum investigations attempted to determine the conserved energy-momentum for the gravitational field and the matter located in it, and led to energy-momentum complex

$$\mathrm{\Theta }^{\mu \nu }=\sqrt{g}(T^{\mu \nu }+t^{\mu \nu }),$$
(2)
which satisfies the differential conservation equation $`_\nu \mathrm{\Theta }^{\mu \nu }=0`$. Here, $`T^{\mu \nu }`$ is the energy-momentum tensor of matter and $`t^{\mu \nu }`$ is regarded as the contribution of energy-momentum from the gravitational field. There are various energy-momentum complexes, including those of Einstein , Tolman , Papapetrou , Bergmann , Landau and Lifshitz , Møller , and Weinberg . On the other way, a different idea, quasilocal (i.e., associated with a closed 2-surface) was proposed. The Hamiltonian for a finite region,

$$H(N)=_\mathrm{\Sigma }N^\mu _\mu +_{S=\mathrm{\Sigma }}(N),$$
(3)
generates the space-time displacement of a finite spacelike hypersurface $`\mathrm{\Sigma }`$ along a vector field $`N^\mu `$. Noether’s theorem guarantee that $`_\mu `$ is proportional to the filed equation. Consequently, the value depends only on the boundary term $``$, which gives the quasilocal energy-momentum. Moreover, there are also a large number of definitions of quasilocal mass . In their recent article, Chang et al.  showed that every energy-momentum complex can be associated with a particular Hamiltonian boundary term. So the energy-momentum complexes may also be considered as quasilocal.

Though Penrose  points out that a quasilocal mass is conceptually important. However, Bergqvist  studied several different definitions of quasilocal masses for the Reissner- Nordström and Kerr space-times and came to the conclusion that not even two of these definitions gave the same results. On the contrary, several energy-momentum complexes have been showing a high degree of consistency in giving the same energy distribution for a given space-time. Recently, Virbhadra and his collaborators  have investigated that for a given space-time (like as the Kerr- Newman, the Vaidya, the Einstein-Rosen, the Bonnor-Vaidya and all Kerr-Schild class space-time) different energy-momentum complexes (the Einstein, the Landau-Lifshitz, the Papapetrou, the Tolman, The Weinberg, etc.) give the same energy distribution. Moreover some interesting results  led to the conclusion that in a given space-time (the Reissner-Nordström, the Kerr-Newman, the Garfinkle-Horowitz-Strominger, the de Sitter-Schwarzschild, and the charged regular metric, etc.) the energy distribution according to the energy-momentum complex of Møller is different from of Einstein. But in some specific case  (the Schwarzschild, the Janis-Newman-Winicour metric, etc.) there are the same. Recently, the energy distribution in the Weinberg prescription obtained by Virbhadra  using the gamma metric, is given as

$$E=m\gamma .$$
(4)
So, in this letter, we evaluate the energy distribution of the gamma metric by using Møller energy-momentum complex, and compare with the result obtained by Virbhadra with Weinberg energy-momentum complex.

## 2 ENERGY IN THE MØLLER PRESCRIPTION

First, the well-known gamma metric , a static and asymptotically flat exact solution of Einstein vacuum equations, is given as

$$ds^2=(1\frac{2m}{r})^\gamma dt^2(1\frac{2m}{r})^\gamma \left[\left(\frac{\mathrm{\Delta }}{\mathrm{\Sigma }}\right)^{\gamma ^21}dr^2+\frac{\mathrm{\Delta }^{\gamma ^2}}{\mathrm{\Sigma }^{\gamma ^21}}d\theta ^2+\mathrm{\Delta }sin^2\theta d\varphi ^2\right],$$
(5)
where

$`\mathrm{\Delta }`$ $`=`$ $`r^22mr,`$
$`\mathrm{\Sigma }`$ $`=`$ $`r^22mr+m^2sin^2\theta .`$ (6)
For $`\left|\gamma \right|=1`$ the metric is spherically symmetric and for $`\left|\gamma \right|1`$, it is axially symmetric. In the situation $`\left|\gamma \right|=1`$, the gamma metric reduces to the Schwarzschild space-time. However, in another situation $`\left|\gamma \right|1`$, the gamma metric gives the Schwarzschild space-time with negative mass, as putting $`m=M(M>0)`$ and carrying out a coordinate transformation $`rR=r+2M`$ one gets the Schwarzschild space-time with positive mass.

Next, let us consider the Møller energy-momentum complex which is given by

$$\mathrm{\Theta }_\nu ^\mu =\frac{1}{8\pi }\frac{\chi _\nu ^{\mu \sigma }}{x^\sigma },$$
(7)
where the Møller superpotential,

$$\chi _\nu ^{\mu \sigma }=\sqrt{g}\left(\frac{g_{\nu \alpha }}{x^\beta }\frac{g_{\nu \beta }}{x^\alpha }\right)g^{\mu \beta }g^{\sigma \alpha },$$
(8)
are quantities antisymmetric in the indices $`\mu `$, $`\sigma `$. According to the definition of the Møller energy-momentum complex, the energy component is given as

$`E`$ $`=`$ $`{\displaystyle \mathrm{\Theta }_0^{\mathrm{\hspace{0.33em}\hspace{0.33em}0}}𝑑x^1𝑑x^2𝑑x^3}`$ (9)
$`=`$ $`{\displaystyle \frac{1}{8\pi }}{\displaystyle \frac{\chi _0^{\mathrm{\hspace{0.33em}\hspace{0.33em}0}k}}{x^k}𝑑x^1𝑑x^2𝑑x^3},`$
where the Latin index takes values from 1 to 3. However, in the case, the only nonvanishing component of Møller’s superpotential is

$$\chi _0^{\mathrm{\hspace{0.33em}\hspace{0.33em}01}}=2m\gamma sin\theta .$$
(10)
Applying the Gauss theorem to (9) and using (10), we evaluate the integral over the surface of a sphere with radius $`r`$, and find the energy distribution is

$$E=m\gamma .$$
(11)
It is the same result as obtained by Virbhadra in the Weinberg prescription.

## 3 DISCUSSION

It is well-known that the subject of the energy-momentum localization is associated with much debate. In contradiction with Misner et al., Cooperstock and Sarracino  gave their viewpoint that if the energy localization is meaningful for spherical system it is, also, meaningful for all systems. Also, Cooperstock  gave his opinion that the energy and momentum are confined to the regions of non-vanishing energy-momentum tensor of the matter and all non-gravitational fields. Bondi  sustained that a nonlocalizable form of energy is not admissible in relativity so its location can in principle be found.

We calculate the energy distribution of the gamma metric using the energy-momentum complex of Møller. The energy depends on the mass $`m`$. Thus, we get the same result as Virbhadra  obtained using the energy-momentum complex of Weinberg. This result sustains the opinion that different energy-momentum complexes could give the same expression for the energy distribution in a given space-time. As we noted, for some given space-times  the energy distribution according with the energy-momentum complex of Møller is the same as those calculated in the Einstein prescription. Our results sustain the conclusion of Lessner  that the Møller energy-momentum complex is an important concept of energy and momentum in general relativity. Also, the Møller energy-momentum complex allows to make the calculations in any coordinate system.


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# 1 Long-time behaviour of one example. Slow weak oscillations are followed by strong rapid oscillations.

For APFA3, London, Dec. 2001

Nucleation of Market Shocks in Sornette-Ide model

Ana Proykova1, Lena Roussenova2 and Dietrich Stauffer3

1 Department of Atomic Physics, University of Sofia, Sofia-1126, Bulgaria

2 Department of Finance, University of National and World Economy, Sofia, Bulgaria

3 Institute for Theoretical Physics, Cologne University, D-50923 Köln, Euroland

Abstract: The Sornette-Ide differential equation of herding and rational trader behaviour together with very small random noise is shown to lead to crashes or bubbles where the price change goes to infinity after an unpredictable time. About 100 time steps before this singularity, a few predictable roughly log-periodic oscillations are seen.

Bubbles and crashes are a property of market prices since centuries. Some may arise from external perturbations like changes of the interest rate by the central bank, government decisions on war and peace, or for stocks of single companies the introduction of new (un)successful products. Some, like the October 1987 crash on Wall Street, may arise from intrinsic market mechanisms . While we cannot make a clear distinction between external and intrinsic reasons for a crash in reality, we can do so at least in computer simulations. There a single external event can be put in explicitly into the program, the multitude of individual decisions can be approximated by a small random noise while the general rational as well as psychological (“herding”) behaviour of investors and traders can be approximated by deterministic algorithms. We show here that in the Sornette-Ide  approach this small noise can escalate to a singularity (bubble or crash) where the price change goes to $`\pm \mathrm{}`$.

The Sornette-Ide approach  used two different contributions. One is the nonlinear fundamentalist assumption of  that traders buy (sell) if the prices are low (high). Thus a positive difference $`x`$ between the actual and the perceived fundamental price encourages selling and thus causes a downwards tendency in $`v=dx/dt`$ such that $`dv/dt`$ is proportional to $`x^n`$. This effect stabilizes prices. But a rising price, $`v>0`$, creates the hope or illusion that the price will increase further and thus will encourage further buying, with $`dv/dt`$ varying as $`v^m`$; this second term alone leads to a divergence $`v(t_ct)^{1/(m1)}`$ at some critical time $`t=t_c`$ (bubble or crash). The combination of both terms leads to roughly  log-periodic oscillations $`\mathrm{sin}[\mathrm{const}\mathrm{log}(t_ct)]`$ preceding the singularity, which may be used to make profit or to prevent this singularity.

The deterministic nonlinear differential equation for the “return” $`x(t)`$ (the logarithm of the current price $`P`$ to the initial “fundamental” or “equilibrium” price) and its velocity (short-time return) $`v=dx/dt`$ is

$$dv/dt=c_mv^mc_nx^n$$

if $`m`$ and $`n`$ are odd integers. The damped harmonic oscillator has $`m=n=1,c_m<0,c_n>0`$. Suitable absolute values are needed if $`m`$ and $`n`$ are not odd integers . Noise can be introduced here in various ways: Chang et al  added a small random value to $`x`$; then after a long time regular oscillations appeared, of increasing strength and decreasing period, until $`x`$ diverged. While this behaviour is what we want, the assumption about the noise has little justification except that it is close to Langevin equations.

We instead first made $`c_m`$ vary randomly between 0 and +1, but then the curves were too regular, and different initial seeds for the random number generator gave nearly the same curves. This multiplicative assumption was supposed to simulate the volatile psychology of the traders who follow more or less the current trend. When we applied the random noise to $`c_n`$ instead of $`c_m`$ this noise influenced the prices more strongly but we got oscillations right from the beginning while we want them to emerge only later. Also applying noise to $`v`$ did not give satisfactory results.

To get better results, in our second method we made a multiplication for $`x`$ itself, not for a contribution to its time derivatives. Thus the $`x`$ resulting from the discretized differential equation was multiplied by a factor which differed from unity by a small amount between –0.0001 and +0.0001. Since we use multiplication instead of addition, we cannot start with $`x`$ and $`v`$ both zero, and thus took $`x=0,v=0.0001`$ initially, to create some fluctuations. We thus assume that traders decide in a deterministic way on fundamental value through $`c_nx^n`$ and on herding through $`c_mv^m`$, but finally some small randomness also affects the market.

Figure 1 shows a run over all nearly 5000 time steps, Fig.2 is the same run over the last 200 time steps before the crash, together with two other runs using the same parameters but different random numbers. We see that first the prices fluctuate in a rather random way about the fundamental value. In other runs, the noise can make the deviations larger leading to a few nearly regular oscillations which die down again. Finally, again such oscillations occur, but now they become stronger, faster and finally lead to a crash at time = 0. Averaging over thousands of samples gives smooth oscillations before the crash, Fig.3. If we increase the noise, the times needed for a crash to build up get shorter and there are less oscillations; these times are roughly log-normally distributed, Fig.4.

Mathematically it is easy to understand why this second method works better than our first method. In the first method, the noise affects the time derivative only, meaning it changes the curvature or slope of $`x(t)`$ only. Our second method affects $`x`$ directly.

Without any noise, the origin $`x=v=0`$ of the $`(v,x)`$ phase space plays a special role as the unstable fixed point around which spiral structures of trajectories are organized. It corresponds to the case of fundamental prices; there is no trend and the market does not know which direction to take.

Our parameters for this simulation were $`m=3,n=5,c_m=c_n=1`$. We used the leap frog method of molecular dynamics with 1000 iterations per unit time. Thus first we calculate from the above equation the acceleration $`a=d^2x/dt^2`$, from $`a`$ the change $`0.001a`$ in the velocity $`v=dx/dt`$, and finally the new $`x`$ is obtained by first adding $`0.001v`$ to it using the new velocity, and then multiplying $`x`$ by $`1+ϵ`$, with $`ϵ`$ selected randomly between –0.0001 and \+ 0.0001.

The “noise” $`ϵ`$ symbolizes all the new information coming in every day (or every simulation interval). We also tried to simulate insider trading: Half of the market movement uses not today’s noise but the one of tomorrow. Not much is changed since the equations describe the overall market behaviour, not the profits of some at the expense of others.

Of course, this method is similar to that of Chang et al; the main difference is that the present noise in $`x`$ is proportional to $`x`$ while for Chang et al it is independent of $`x`$. An additional linear friction term, $`dv/dt=c_mv^mc_nx^nc_fv,`$ restricts the fluctuations $`x`$ mostly to one sign, except for very small friction coefficients $`c_f`$.

We thank D. Sornette for helpful criticism. This work was supported by the Sofia-Cologne university partnership.

 G.W. Kim and H.M. Markowitz, J. Portfolio Management 16, 45 (fall 1989).

 D. Sornette and K. Ide, cond-mat/0106054; K. Ide and D. Sornette, cond-mat/0106047

 R.B. Pandey and D. Stauffer, Int. J. Pure Appl. Finance 3, 279 (2000)

 D. Sornette and A. Johansen, Quant. Finance 1, 457 (2001).

 I. Chang, D. Stauffer and R. B. Pandey, cond-mat/0108345 (2001).


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# Periodicities in ASCA X-ray observations of Non-Magnetic Cataclysmic Variables

## Periodic X-ray Modulations in Non-Magnetic CVs

X-ray observations of non-magnetic cataclysmic variables probe the inner region of the accretion disc, where material slows from a Keplerian velocity in the disk to accrete onto the white dwarf surface. The Japanese X-ray satellite ASCA made 26 observations of 21 non-magnetic CVs, including 14 dwarf novae and 7 nova likes.

X-ray modulations have possibly been detected in 3 of the targets (WW Cet, EI UMa and IX Vel). Our highest confidence periods are a 9.8 minute periodicity detected in WW Cet, and a 12.4 minute period detected in EI UMa. Both these periods are well separated from the red noise that tends to dominate the low frequency end of the power spectra. The third possible period is a 25.6 minute period detected in IX Vel, but this is well within the red noise range and so it is difficult to access its significance (see figure 1).

Since the X-rays originate from close to the white dwarf, these periods may be due to the rotation of a weakly magnetised white dwarf at the centre of the disk. Although no rotational velocity measurements have been made of our 3 targets, Sion et al. (1994) used HST observations to measure the rotational velocity of the white dwarf in U Gem to be 50-100 km s-1. By assuming the radius of the white dwarf is 109 cm, this implies that the rotational period of the white dwarf is 10-20 minutes, similar to the observed periods presented here (see Sion 1999 for review of white dwarf rotation in CVs). These values are far from breakup rotation rates theory predicts (eg. Livio & Pringle, 1998).

Another possibility is that the modulations arise from a prograde travelling wave in the inner disk, which obscures and/or reprocesses radiation from the central region (Warner & Woudt, 2001).

## References

Livio, M., & Pringle, J.E., ApJ, 505, 339
Sion, E.M., Long, K.S., Szkody, P., & Huang, M. 1994, ApJ, 430, L53, 1994
Sion, E.M., 1999, PASP, 111, 532
Warner, B., & Woudt, P.A, 2001, this volume


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# Cluster Galaxy Populations from 𝑧=0.33-0.83: Characterizing Evolution with CL1358+62

## 1. Introduction

Using both high resolution imaging from HST WFPC2 and spectroscopy from LRIS on Keck, we study the cluster galaxy populations in CL1358+62 using 142 confirmed members. The imaging provides colors, morphological type, and quantitative structural parameters such as bulge/total fraction, bulge and disk scale lengths, half-light radius, galaxy asymmetry, and ellipticity. The spectroscopy provides membership, velocity dispersions ($``$masses), and line indices for measuring recent star formation, e.g. H$`\delta `$ and \[OII\]. With our complementary approach, we can place constraints on the evolution of cluster early-type (E/S0) and post-starburst (E+A) galaxies in CL1358+62.

## 2. Elliptical vs. S0: A Matter of Viewing Angle?

Jorgensen & Franx (1994) suggest that elliptical and S0 galaxies ($`M_B22`$) are of the same galaxy class where E’s are face-on members and S0’s the more edge-on ones, $`i.e.`$ these are the same galaxies where viewing angle is the primary discriminator. If the CL1358+62 sample has ellipticals that are mainly round and S0’s that are elongated while both share a similar bulge fraction ($`B/T`$) distribution, this would support a common parent population for both. We show the ellipticity distributions of E’s and S0’s in Fig. 1 (left). Results from the Kolmogorov-Smirnov tests of the $`B/T`$ and ellipticity distributions for this sample supports a common parent population for ellipticals and S0’s.

## 3. E+A Galaxies: What Do They Become?

E+A galaxies are still a mystery (Dressler et al. 1997). Spectroscopically defined as galaxies that formed stars within the recent past ($`<1.5`$ Gyr; Balogh et al. 1999), they may be the transition between late type spirals and early type systems. If E+A’s are a snapshot in the transformation of the former to the latter, they are a fundamental phase in galaxy evolution.

To test if E+A’s can evolve into the bright, massive early type cluster galaxies observed nearby, we examine the bulge fraction, bulge scale length, and velocity dispersion of E+A’s in CL1358+62. Their scale lengths and velocity dispersions (Fig. 1, right) show a population different from E/S0 galaxies. The E+A’s in CL1358+62 may evolve into early type systems but they cannot become massive ones.

## References

Balogh, M. L., Morris, S. L., Yee, H. K. C., Carlberg, R. G., & Elligson, E. 1999, ApJ, 527, 54

Dressler, A., Oemler, A., Couch, W. J., Smail, I., Ellis, R. S., Barger, A., Butcher, H., Poggianti, B. M., & Sharples, R. M. 1997, ApJ, 490, 577

Jorgensen, I. & Franx, M. 1994, ApJ, 433, 533

Kelson, D. D., Illingworth, G. D., van Dokku, P. G., & Franx, M. 2000, ApJ, 531, 159


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# Measuring Cosmic Defect Correlations in Liquid Crystals

## Abstract

From the theory of topological defect formation proposed for the early universe, the so called Kibble mechanism, it follows that the density correlation functions of defects and anti-defects in a given system should be completely determined in terms of a single length scale $`\xi `$, the relevant domain size, which is proportional to the average inter-defect separation $`r_{av}`$. Thus, when lengths are expressed in units of $`r_{av}`$, these distributions should show universal behavior, depending only on the symmetry of the order parameter, and space dimensions. We have verified this prediction by analyzing the distributions of defects/anti-defects formed during the isotropic-nematic phase transition in a thin layer in a liquid crystal sample. Our experimental results confirm this prediction and are in reasonable agreement with the results of numerical simulations.

The Big-Bang theory of the universe is well established by now, with most of the observations being in good agreement with the predictions of the model. Accurate measurements of the cosmic microwave background radiation (CMBR) have made cosmology into a precision science where competing models of the early universe are put to rigorous tests. One of the models which was very popular earlier for explaining the formation of structure in the universe, such as galaxies, clusters, and superclusters of galaxies, utilized the concept of the topological defects, in particular cosmic string defects . Though recent CMBR anisotropy data is not in agreement with the predictions of topological defects based models of structure formation, it will be premature to completely reject these models due to various unresolved issues regarding these models . Further, topological defects arise in many particle physics models of unification of forces, and their presence in the early universe can lead to other important consequences, such as, production of baryon number below electroweak scale, generating baryon number inhomogeneities at quark-hadron transition, etc. . It is therefore important to deepen our understanding of how these defects form in the universe , and how they evolve. This paper relates to first of these issues.

There are numerous examples of topological defects in condensed matter systems, such as, flux tubes in superconductors, vortices in superfluid helium, monopoles and strings in liquid crystals, etc. It was long known that such defects routinely form during a phase transition. First detailed theory of formation of topological defects in a phase transition (apart from the usual equilibrium process of thermal production) was proposed by Kibble  in the context of the early Universe. It is usually referred to as the Kibble mechanism. It was first suggested by Zurek  that some of the aspects of the Kibble mechanism can be tested in condensed matter systems, such as superfluid 4He. Indeed the basic physical picture of the Kibble mechanism applies equally well to a condensed matter system . Using this correspondence, the basic picture of the defect formation was first observed by Chuang et al. in isotropic to nematic (I-N) transition in liquid crystal systems . Formation and evolution of string defects was observed to be remarkably similar to what had been predicted for the case of the universe, apart from obvious differences such as the velocity of defects, time scales of the evolution of defect network etc. Subsequently, measurements of string density were carried out by observing strings formed in the first order I-N transition occurring via the nucleation of nematic bubbles in the isotropic background . The results were found to be in good agreement with the prediction of the the Kibble mechanism. There have been other experiments, with superfluid helium , and with superconductors , where predictions of Kibble mechanism have been put to test. Yet another quantitative measurement was made of the exponent charactering the correlation between the defects and the anti-defects formed in the I-N transition in liquid crystals, with results in good agreement with the Kibble mechanism .

It is certainly dramatic that there is a correspondence between the phenomenon expected to have occurred in the early universe, during stages when its temperature was about $`10^{29}`$ K, with those occurring in the condensed matter systems at temperatures less than few hundred K. The important question is whether the observations/measurements performed in condensed matter systems provide rigorous tests of the theories being used to predict phenomenon in the early universe, or they simply provide an analogy with the case of the early universe, or at best, examples of other systems where similar theoretical considerations can be made for investigating defect formation. On the face of it, the differences between the two cases seem so profound that a rigorous test of theories underlying the phenomenon taking place in the early universe seems out of question within the domain of condensed matter systems. For example, the description of the matter, transformations between its various phases etc. in the early universe is given in terms of elementary particle physics models, which require the framework of relativistic quantum field theory. Indeed, typical velocities of particle, and even the topological defects formed in such transitions, are close to the velocity of light. On the other hand, in condensed matter systems non-relativistic quantum mechanics provides adequate description of most relevant systems. Typical velocities in such systems are extremely small in comparison. For example, in liquid crystals, typical velocity of string defects is of the order of few microns per second, completely negligible in comparison to the speed of light. Similarly, the value of string tension for the case of the universe is of the order of $`10^{32}`$ GeV2 which is about $`10^{18}`$ tons/cm. In contrast, in condensed matter systems (say, in liquid crystals), the string tension is governed by the scale of the free energy of the order of $`10^2`$ eV. Indeed, it is due to this extremely large string tension (i.e. mass per unit length) of cosmic string defects, that they were proposed to have seeded formation of galaxies, clusters of galaxies etc. via their gravitational effects. Clearly such effects are unthinkable for string defects in liquid crystals, or in superfluid helium etc.

Despite the fact that the two systems look completely dissimilar, it turns out, that there are ways in which specific condensed matter experiments can provide rigorous tests of the theories of cosmic defect formation. This can be done by identifying those predictions of the theory which show universal behavior. As we will discuss below there are several predictions of the Kibble mechanism which show universal behavior when expressed in terms of suitable length scale.

We first describe the basic physics of the Kibble mechanism . For concreteness, we consider the case of a complex scalar order parameter $`\varphi `$, with spontaneously broken U(1) symmetry (as in the case of superconductors, or superfluid 4He). The order parameter space (the vacuum manifold) is a circle $`S^1`$ in this case. In the Kibble mechanism, defects form due to a domain structure arising in a phase transition. This domain like structure arises from the fact that during phase transition, the phase $`\theta `$ of the order parameter field $`\varphi `$ can only be correlated within a finite region. $`\theta `$ can be taken to be roughly uniform within a region (domain) of size $`\xi `$, while varying randomly from one domain to the other. This situation is very natural to expect in a first order phase transition where the transition to the spontaneous symmetry broken phase happens via nucleation of bubbles. Inside a bubble, $`\theta `$ will be uniform, while $`\theta `$ will vary randomly from one bubble to another. Eventually bubbles grow and coalesce, leaving a region of space where $`\theta `$ varies randomly at a distance scale of the inter-bubble separation, thereby leading to a domain like structure. \[In certain situations, e.g. when bubble wall motion is highly dissipative, effective domain size may be larger . In between any two adjacent bubbles (domains), $`\theta `$ is supposed to vary with least gradient. This is usually called the $`geodesicrule`$ and arises naturally from the consideration of minimizing the gradient energy for the case of global symmetry. For gauge symmetry, situation is more complicated . Geodesic rule may not hold in the presence of strong fluctuations . Recently it has been shown , that a defect distribution very different from what is expected in the Kibble mechanism, may arise when defect formation is dominated by magnetic field fluctuations.\]

The same situation happens for a second order transition where the orientation of the order parameter field is correlated only within a region of the size of the correlation length $`\xi `$. This again results in a domain like structure, with domains being the correlation volumes. We mention here that there are non-trivial issues in the case of a second order phase transition, in determining the appropriate correlation length for calculating the absolute initial defect density. It was first pointed out by Kibble  (see also, ) that the appropriate value of $`\xi `$ in this case should depend on the rate of phase transition. It was discussed by Zurek  that the appropriate value of $`\xi `$ should be determined by incorporating the effects of critical slowing down of the dynamics of the order parameter field near the transition temperature. The theory which takes into account of this (for second order transitions) is usually referred to as the Kibble-Zurek mechanism. Here, the absolute defect density is determined by critical fluctuations of the order parameter, and depends on details such as the rate of cooling of the system etc. For a discussion of these issues, see ref.. We emphasize that these considerations of the details of the critical dynamics of the order parameter field during the phase transition are important in calculating the absolute defect density. However, defect density per domain is insensitive to these details.

For the U(1) case which we are discussing, string defects (vortices) arise at the junctions of domains if $`\theta `$ winds non trivially around a closed path going through adjacent domains. Consider a junction P of three domains, as shown in Fig.1. For simplicity, we show here domains as spheres (e.g. bubbles for a first order transition), with the centers of the three nearest bubbles forming an equilateral triangle. The values of $`\theta `$ in these three domains are, $`\theta _1`$, $`\theta _2`$ and $`\theta _3`$. One can show that with the use of the geodesic rule (i.e., the variation of $`\theta `$ in between any two domains is along the shortest path on the order parameter space $`S^1`$), a non-trivial winding of $`\theta `$ (i.e. by $`\pm 2\pi `$) along a closed path, encircling the junction P and going through the three domains A,B,C, will arise only when $`\theta _3`$ lies in the (shorter) arc between $`\theta _1+\pi `$ and $`\theta _2+\pi `$. Maximum and minimum values of the angular span of this arc are $`\pi `$ and 0, with average angular span being $`\pi /2`$. Since $`\theta _3`$ can lie anywhere in the circle, the probability that it lies in the required range is $`p=(\pi /2)/(2\pi )=1/4`$. Thus, we conclude  that the probability of vortex (or antivortex) formation at a junction of three domains (in 2-space dimensions) is equal to 1/4.

It is important to realize that in the above argument, no use is made of the field equations. Thus, whether the system is a relativistic one for particle physics, or a non-relativistic one appropriate for condensed matter physics, there is no difference in the defect production per domain. \[This is so as long as the geodesic rule holds. As we have mentioned above, this may not be true when the field dynamics is dominated by fluctuations . In those situations, defect production will be determined by some different processes, e.g. by a new flipping mechanism , or by fluctuating magnetic fields , again, apart from the usual equilibrium thermal production.\] Therefore, the expected number of defects per domain has universal behavior, in the sense that it only depends on the symmetry of the order parameter and the space dimensions. It is this universal nature of the prediction of defect density (number of defects per domain) in the Kibble mechanism which has been utilized to experimentally verify this prediction (which was originally given for cosmic defect production) in liquid crystal systems . Note that absolute defect density does not show universal behavior since it depends on the domain size $`\xi `$. The entire dependence on the dynamical details of the specific system is through the single length scale $`\xi `$. Thus, when densities are expressed in length scale of $`\xi `$ the prediction acquires a universal character.

Kibble mechanism does not only predict the number density of defects. It also predicts a very specific correlation between the defects and anti-defects. Again, by focusing on specific quantities and choosing proper length scales, this prediction acquires a universal nature which can then be tested experimentally in condensed matter systems. This prediction is important as in many experimental situations it can provide the only rigorous test of the underlying theory of defect formation. This is for the following reason. As we have discussed above, prediction of defect density becomes universal only when expressed in the length units of the domain size. For a first order transition it can be done easily, if the average bubble diameter (assuming small variance in bubble sizes) can be experimentally determined, as in liquid crystal experiments in ref. ). However, this is a highly non-trivial problem for the case of second order transition (or for spinodal decomposition). For experimental situations with second order transition (type II superconductors, superfluid 4He), it has not been possible to make independent determination of the correlation length relevant for defect formation. All one can do is to measure absolute defect density, comparison of which to the prediction from theory becomes dependent on various details of phase transition, which determine the relevant correlation length .

Defect-anti-defect correlations, on the other hand, imply specific spatial distributions of defects, which are independent of the prediction of defect density. Within the framework of the Kibble mechanism, defect density distributions are expected to reflect defect-anti-defect correlations at the typical distance scales of a domain size. At the same time, typical inter-defect separation $`r_{av}`$, as given by $`\rho ^{1/2}`$, where $`\rho `$ is the average defect/anti-defect density, is directly proportional to the domain size $`\xi `$. From this, one can conclude that if defect and anti-defect distributions are expressed in terms of the average inter-defect separation $`r_{av}`$, then these should display universal behavior. The important point being that the same experiment yields the value of average inter-defect separation ($`r_{av}=\rho ^{1/2}`$), and the defect and anti-defect distributions are analyzed by using this length scale. Details such as the bubble size, or the relevant correlation length, therefore, become completely immaterial for testing the predictions regarding correlations.

To understand how this correlation between defects and anti-defects arises, let us go back to Fig.1. With the directions of arrows shown there (which denote values of $`\theta `$), we see that a defect (vortex with winding $`+1`$) has formed at P. Let us address the issue that, given that a defect has formed at P, how does the probability of a defect, or anti-defect, change in the nearest triangular region, say at Q. At Q, the three domains which intersect are A,B, and D. $`\theta `$ already has specific variation in A and B in order to yield a defect at P. From the point of view of Q, this variation in A and B is a partial winding configuration for an anti-vortex. With partial anti-winding present in A and B, it can be seen from Fig.1 that whatever be the value of $`\theta `$ in D, it is impossible to have a vortex at Q (i.e. $`\theta `$ winding by $`+2\pi `$ as we go around Q in an anti-clockwise manner). On the other hand, the probability of an antivortex formation at Q is 1/4 by straightforward repetition of the argument given above to calculate the probability of formation of a vortex or antivortex at a junction of three domains. This is the most dramatic example of correlation between defect and anti-defect formation. If we consider defect formation due to intersection of (say) four domains, this correlation still exists, that is close to a defect, formation of another defect is less likely (though not completely prohibited now) and formation of anti-defect is enhanced. This conclusion, about certain correlation in the formation of a defect and an anti-defect, is valid for other types of defects as well .

To see what this correlation implies, let us consider a two dimensional region $`\mathrm{\Omega }`$ whose area is $`A`$ and whose perimeter L goes through $`L/\xi `$ number of elementary domains (where $`\xi `$ is the domain size). As $`\theta `$ varies randomly from one domain to another, one is essentially dealing with a random walk problem with the average step size for $`\theta `$ being $`\pi /2`$ (the largest step is $`\pi `$ and the smallest is zero). Thus, the net winding number of $`\theta `$ around L will be distributed about zero with a typical width given by $`\sigma =\frac{1}{4}\sqrt{\frac{L}{\xi }}`$, implying that $`\sigma A^{1/4}`$ (see, ref. ). Assuming roughly uniform defect density, we get $`\sigma N^{1/4}`$ (where $`N`$ is the total number of defects in the region $`\mathrm{\Omega }`$), which reflects the correlation in the production of defects and anti-defects. In the absence of any correlations, the net defect number will not be as suppressed, and will follow Poisson distribution with $`\sigma \sqrt{N}`$. In general one may write the following scaling relation for $`\sigma `$,

$$\sigma =CN^\nu $$
(1)
The exponent $`\nu `$ will be 1/2 for the uncorrelated case and 1/4 for the case of the Kibble mechanism. Again, the prediction of $`\nu =1/4`$ is of universal nature, depending only on the symmetry of order parameter and space dimensions. An experimental measurement of this exponent was carried out in ref.. The experimental value of $`\nu `$ was found in ref. to be $`\nu =0.26\pm 0.11`$ which is in a good agreement with the predicted value of 1/4 from the Kibble mechanism, and reflects the correlated nature of defects and anti-defects.

The exponent $`\nu `$ does not give complete information about the correlation which arises between defects and anti-defects when they are produced via the Kibble mechanism. A more detailed understanding of the correlation can be achieved by calculating the density correlation function of the defects and anti-defects. Below, we first discuss theoretical prediction about this, and then describe the experimental measurements.

We have carried out the numerical simulation of defect formation via the Kibble mechanism for the square lattice case (instead of triangular case as shown in Fig.1) where defects will form at the intersection of four domains, see Fig.2. This is because we find slightly better agreement with the experimental results for the square lattice case. We will also quote results for the triangular lattice case. The probability $`p`$ of a defect or an anti-defect per square region (in Fig.2) is obtained to be 0.33. We start with a defect at the origin O of the coordinate system. We then calculate the density of anti-defects $`\rho _{\overline{d}}(r)`$, as well as the density of defects $`\rho _d(r)`$, as a function of the radial distance $`r`$ from the defect at the origin. For this, we count number of anti-defects (defects) in an annular region of width $`\mathrm{\Delta }r`$ centered at distance $`r`$ from the origin, and divide this number by the area of the annular region. An average of these densities (at a given $`r`$) is taken by taking many realizations of the event of defect production. With density in the central square (which has a defect) appropriately normalized, this is the same as the density correlation function. As should be clear by now, all the dynamical details of the specific model are relevant only in determining the domain size $`\xi `$ (i.e., either the bubble diameter for a first order transition case, or the relevant correlation length for a second order transition case, or for spinodal decomposition). For the simulation, we take domain size to be unity, meaning that all lengths are measured in units of domain size. All remaining properties of the defect distributions should now display universal behavior, depending only on the symmetry of the order parameter (U(1) in this case), space dimensions (2 here), and, possibly, fundamental domain structure (square vs. triangular). Another important factor here is that there is no reason to expect that the defect/anti-defect will be exactly at the center of the square formed by the centers of the four bubbles (domains). In realistic situation, the defects can be anywhere in the elementary square, which in some sense represents the collision region of the four correlation domains (bubbles). However, since the correlation domains, by definition, have uniform order parameter, it should be increasingly unlikely that the defect is far from the center of the collision region (i.e. away from O). To take into account of these physical considerations, we have allowed the position of defects/anti-defects to float within a square with an approximately Gaussian probability distribution, centered in the middle of the square, with varying width. By changing the width of this distribution we can change from almost centered defects, to defects with uniform probability in the elementary square region.

With this picture, and with a defect being in the central square, we know that the probability of anti-defect formation should be enhanced in the nearest squares, while the probability of defect formation should be suppressed in these regions. These defects/anti-defects cannot be too close to the central defect as that would imply variation of the order parameter at distance scales much smaller than $`\xi `$. One therefore expects that both $`\rho _{\overline{d}}(r)`$ and $`\rho _d(r)`$ will be almost zero for $`r<<\xi `$ (discounting the central defect at O). Both densities will rise as $`r`$ increases. At a distance of about $`r\xi `$, one expects a peak in $`\rho _{\overline{d}}(r)`$. The height of this peak will determine the suppression in $`\rho _d(r)`$ (compared to the asymptotic value) at that point.

For $`r2\xi `$ one expects both distributions to approach the average density expected asymptotically. This conclusion may appear surprising as one might have expected that increased anti-defect probability in the nearest square may imply suppressed anti-defect probability in the next-nearest square etc., leading to a damped oscillatory behavior of $`\rho _{\overline{d}}(r)`$ and $`\rho _d(r)`$ (similar to density correlation function for a liquid). The reason that this does not happen here is simple, and again, intrinsic to the Kibble mechanism. Recall that the anti-defects were enhanced (and defects suppressed) in the squares nearest to the central square because for each of these four squares, two out of four vertices had $`\theta `$ common to the central square which already had a defect. The probability of defects/anti-defects in these squares was, therefore, affected by the presence of defect in the central square. In contrast, $`\theta `$ at three vertices of the next nearest (corner) squares, and at all vertices further away, are completely random. This implies that the probability of defect and anti-defect must be equal in all such regions, leading to flattening of $`\rho _{\overline{d}}(r)`$ and $`\rho _d(r)`$ for $`r2\xi `$. As we will see below, this theoretical reasoning is well born out by the results of the simulations, and is consistent with the experimental results, within error bars.

We have explained above that this analysis of defect-anti-defect correlations does not require the knowledge of domain size. In fact, the power of this technique is best illustrated in those experimental situations where domains are not identifiable (as in the experiments explained below). The length scale $`\xi `$ is, therefore, not a convenient choice from this point of view. We, instead, will use the inter-defect separation $`r_{av}`$ to define our length scale. If the probability of defect formation per (square) domain is $`p`$, then $`r_{av}`$ and $`\xi `$ are related in the following manner.

$$r_{av}=\frac{\xi }{\sqrt{p}}$$
(2)
In our experiment, we have tried to record the defect distributions as soon as defects form. Note that even if some evolution of defect network occurs by coarsening of domains, Eq.2 still holds. Coarsening of domains only makes the effective correlation domain size $`\xi `$ larger. Since the probability $`p`$ (defects per domain) is also of universal nature, it follows from Eq.(2) that the distributions $`\rho _{\overline{d}}(r)`$ and $`\rho _d(r)`$ will still show universal behavior if $`r`$ is measured in the units of $`r_{av}`$. As $`r_{av}`$ can be directly measured for a given defect distribution, without any recourse to underlying domain structure, we will use it as defining the unit of length. In this unit, the peak in $`\rho _{\overline{d}}(r)`$ will be expected to occur at $`r=\sqrt{p}0.57`$ with $`p=0.33`$ for the square lattice case. (This is when the order parameter space is $`S^1`$, which, as we will discuss below, is the case for our experiment). By $`r=2\sqrt{p}1.14`$, both densities will be expected to flatten out to the asymptotic value of 0.5. The asymptotic value of $`\rho _d`$ and $`\rho _{\overline{d}}`$ is 0.5 since by definition the unit length $`r_{av}`$ is the average separation between defects/anti-defects. The height of the peak for $`\rho _{\overline{d}}`$ (at $`r0.57`$) depends on the weight factor for centering the defects/anti-defects inside square regions. This is simply because perfectly centered defects/anti-defects will lead to large contributions when centers of the squares fall inside the annular regions for calculating densities. While for neighboring values of $`r`$, their contributions will be zero. When defects/anti-defects positions are floated, then the contributions are averaged out. We find that the height of the peak varies from about 1.2 for perfectly centered defects/anti-defects to about 0.75 for the case when defects/anti-defects positions are uniformly distributed inside a square. When comparing with the experimental results, we choose the weight factor appropriately so that the height of the peak in $`\rho _{\overline{d}}`$ from simulation is similar to the one obtained from experiment. (It will be interesting to investigate the physics contained in the peak height resulting from this weight factor for centering the defects in a square, which may depend on the interactions between defects/anti-defects.)

If we take the thickness of the annular region $`\mathrm{\Delta }r`$ (for calculating densities) to be about the domain size (i.e., 0.57 in units of $`r_{av}`$), then one can relate the suppression in $`\rho _d`$ at $`r=\sqrt{p}0.57`$ to the height of the peak in $`\rho _{\overline{d}}`$ at that position. This is done as follows. Note that the values of $`\theta `$ at all the outer 12 vertices of the 8 squares, bordering the central square, are completely random (i.e. they are not constrained by the fact that there is a defect in the central square). Let us consider the distribution of the net winding along the large square shaped path going through all these 12 vertices. Repetition of the earlier argument (in writing Eq.(1)) shows that this net winding should be distributed about the value zero, (and should have a typical width proportional to $`\sqrt{12}`$, but this part is not relevant here). Thus, average number of defects $`n_d`$ inside this large square should be same as the average number of anti-defects $`n_{\overline{d}}`$. However, we are given that the central square always has one defect. With the area of each domain $`\xi ^2=p`$ in the units of $`r_{av}`$, this directly leads to the relation between $`\rho _d`$ and $`\rho _{\overline{d}}`$ at $`r0.57`$ to be

$$\rho _d(r=0.57)=\rho _{\overline{d}}(r=0.57)\frac{1}{8p}\rho _{\overline{d}}(r=0.57)0.39,$$
(3)
for $`p=0.33`$. Here, we have approximated the densities at $`r0.57`$ by dividing the expected number of defects (anti-defects) in the eight squares bordering the central square, by the total area of these squares, even though the corner squares are somewhat further away. (If one accounts for the larger distance of these corner squares, and that defects and anti-defects are equally probably there, then the suppression in $`\rho _d(r=0.57)`$ would be larger.)

Our experiments have been carried out using nematic liquid crystals. For uniaxial nematic liquid crystals (NLC) the orientation of the order parameter in the nematic phase is given by a unit vector (with identical opposite directions) called the director. The order parameter space is $`RP^2(S^2/Z_2)`$, which allows for string defects with strength 1/2 windings. Due to birefringence of NLC, when the liquid crystal sample is placed between crossed polarizers, then regions where the director is either parallel, or perpendicular, to the electric field $`\stackrel{}{E}`$, the polarization is maintained resulting in a dark brush. At other regions, the polarization changes through the sample, resulting in a bright region. This implies that for a defect of strength $`s`$, one will observe $`4s`$ dark brushes . If the cross-polarizer setup is rotated then brushes will rotate in the same (opposite) direction for positive (negative) windings. Equivalently, if the sample is rotated between fixed crossed polarizers, then brushes do not rotate for +1 winding while they rotate in the same direction (with twice the angle of rotation of the sample) for $``$1 winding. We have used this method to determine the windings.

We now describe our experiment. We observed isotropic-nematic (I-N) transition in a tiny droplet (size $``$ 2-3 mm) of NLC $`4^{}`$-Pentyl-4-biphenyl-carbonitrile (98% pure, purchased from Aldrich Chem.). The sample was placed on a clean, untreated glass slide and was heated using an ordinary lamp. The I-N transition temperature is about 35.3 0C. Our setup allowed the possibility of slow heating, and cooling, by changing the distance of the lamp from the sample. We observed the defect production very close to the transition temperature (in some cases we had some isotropic bubbles co-existing with the nematic layer containing defects). For the observations, we used a Leica, DMRM microscope with 20x objective, a CCD camera, and a cross-polarizer setup, at the Institute of Physics, Bhubaneswar. Phase transition process was recorded on a standard video cassette recorder. The images were photographed directly from a television monitor by replaying the cassette.

The I-N transition is of first order. When the transition proceeds via nucleation of bubbles, we observe long horizontal strings (as in ref. ), which are not suitable for our present analysis. We selected those events where the transition seems to occur uniformly in a thin layer near the top of the droplet (possibly due to faster cooling from contact with air). The depth of field of our microscope was about 20 microns. All the defects in the field of view were well focused suggesting that they formed in a thin layer, especially since typical inter-defect separation was about 10 - 40 microns. (For us, the only thing relevant is that the layer be effectively two dimensional over distances of order of typical inter-defect separation). Also, the transition happened over the entire observation region roughly uniformly, suggesting that a process like spinodal decomposition may have been responsible for the transition. This resulted in a distribution of strength $`\pm 1`$ defects as shown in the photograph in Fig.3. Points from which four dark brushes emanate correspond to defects of strength $`\pm `$ 1. Due to resolution limitation the crossings here do not appear as point like. It is practically impossible to use the technique of rotation of brushes to identify every winding in situations such as shown in Fig.3 due to very small inter-defect separation (resulting from high defect density), as well as due to rapid evolution of the defect distribution.

We have developed a particular technique for determining individual windings of defects in situations like Fig.3 where one only needs to determine the winding of one of the defects by rotation in a cross polarizer setup. Windings of the rest of the defects can then be determined using topological arguments, see ref.  for details of this technique. Further, as explained in ref. , the anchoring of the director at the I-N interface  forces the director to lie on a cone, with the half angle equal to about 640. This forces the order parameter space there to become effectively a circle $`S^1`$, instead of being $`RP^2`$, with the order parameter being an angle between 0 and $`2\pi `$. Only defects allowed now are with integer windings which is consistent with the fact that no strength 1/2 defects are seen in our experiment . Therefore the prediction of the Kibble mechanism for the U(1) case, as described above, are valid for this case, with the picture that a domain structure near the I-N interface is responsible for the formation of integer windings (see, ref.  for detailed discussion of these points).

After identifying the windings of all defects (wherever possible) in a picture, we note down the positions (x-y coordinates) of each defect and anti-defect in the picture. We then determine the average defect/anti-defect density $`\rho `$. With the average inter-defect separation $`r_{av}`$ being $`\rho ^{1/2}`$, we convert all coordinate distances into scaled distances by dividing with $`r_{av}`$. We then choose one defect as the origin, making sure that the defect is at least 1 unit (with unit length being $`r_{av}`$ now) away from the boundary of the picture. Density of defects $`\rho _d(r)`$ as well as density of anti-defects $`\rho _{\overline{d}}(r)`$ is now calculated at each $`r`$ (at step size of $`\mathrm{\Delta }r`$) by counting number of defects (anti-defects) within an annular region of thickness $`\mathrm{\Delta }r`$ centered at $`r`$. Different values of $`\mathrm{\Delta }r`$ are used to to get least possible statistical fluctuations, while at the same time, retaining the structure of the peak etc. Same $`\mathrm{\Delta }r`$ is used in numerical simulation for comparison with the experimental data. We will present results for $`\mathrm{\Delta }r=0.25`$ (in the units of $`r_{av}`$). The calculation is repeated by taking other defects as origins, and an average of densities (at a given value of $`r`$) is taken to determine final values of $`\rho _d(r)`$ and $`\rho _{\overline{d}}(r)`$. To increase the statistics, an average of the distributions is taken by combining the results of all pictures. Different pictures have very different values of $`r_{av}`$, ranging from about 5 microns to about 50 microns. However, when expressed in the units of $`r_{av}`$, the densities $`\rho _d`$ and $`\rho _{\overline{d}}`$ show similar behavior for all the pictures (at least those ones which had significant statistics). In all, we have analyzed 17 pictures, with total number of defects and anti-defects being 833.

Fig.4 shows the results. Solid plots shows the results of the simulations. Antidefect distribution clearly shows a peak at $`r0.6`$ as expected from the Kibble mechanism. Defect density is suppressed in that region at $`r0.6`$, with the simulation results not too different from the expected suppression, i.e. $`\rho _d\rho _{\overline{d}}0.40.5`$ (with $`p0.33`$ and $`\rho _{\overline{d}}(r=0.57)0.9`$). (As we mentioned above, accounting for difference between the corner 4 squares from the nearest 4 squares would have led to larger suppression for $`\rho _d(r=0.57)`$.) As expected, both densities reach asymptotic values by $`r1`$. The regular oscillations in the densities is due to the regular lattice structure of the simulations, with defects and anti-defects remaining close to the centers of the domains. If defects/anti-defects are assumed to be strictly at the centers of the domains, then the oscillations in $`\rho _{\overline{d}}(r)`$ and $`\rho _d(r)`$ are even more pronounced and regular. At the other extreme, if the positions of defects/anti-defects are taken to be uniform within respective domains, then these oscillations completely disappear, except for the prominent peak in $`\rho _{\overline{d}}`$ at $`r0.6`$. Here we have taken an intermediate case with the positions of defects/anti-defects weighted by a Gaussian centered at the middle of the elementary square (so that the peak height is similar to the one obtained from the experiment, as discussed above).

Stars show the experimental values. The error bars have been calculated by taking the error in the count $`n`$ of defects or anti-defects within an annular strip (of the same thickness $`\mathrm{\Delta }r=0.25`$ used for the simulation) to be $`\sqrt{n}`$. The peak in the data points of anti-defect density is prominent, and so is the suppression in the defect density for $`r<1.0`$. Data on defect density seems to be in a reasonably good agreement with the simulation results, especially the amount of suppression for $`r<1`$. The position of the anti-defect peak from experimental data seems to be shifted by about 0.25 on right, as compared to the peak from the simulation. With the statistics we have at present, it is not possible to resolve whether this shift is genuine, or whether it is due to statistical fluctuations. We have done following checks to address this point. Instead of square elementary domains, if we take triangular domains in the simulation (with due account of geometrical factors in Eq.(2) etc.), we find the simulation peak at about $`r0.4`$, that is, slightly further shifted towards left compared to the experimental peak. This is consistent with the findings in ref. where it was found that experimental data favored square elementary domains. Again, just as in the case in ref., data in the present analysis also does not have enough statistics to make definitive statements about this issue of preferred shape of elementary domains. Even though, it is possible that the simulation peak may shift further to right for elementary domains with larger number of sides (which increases the probability $`p`$), it is clear from Eq.2 that the position of the peak will always remains at $`r<1`$ (in units of $`r_{av}`$).

With a smaller set of data we had seen that the shift between experimental peak and the simulation peak was larger. With the inclusion of all defects/anti-defects (which could be analyzed using our techniques), the shift reduced, suggesting that it is possible that the shift may reduce further if larger data is available. Even at present, the shift between the two peaks is relatively small. In fact the shift is about the same as the smallest separation between defects and/or anti-defects which we have found in our experiments.

The observation of the peak in $`\rho _{\overline{d}}(r)`$, near $`r0.8`$, is roughly in accordance with the theoretical prediction. What is remarkable is that the data shows a prominent peak near the position where it is expected, and at the same time shows suppression in defect density by about the right amount, at the same point. At large $`r`$ there is not sufficient statistics to say whether the densities approach the asymptotic values at $`r1.1`$, though the data is certainly consistent with this (in the sense that there are no other prominent peaks visible, and the fluctuations are randomly distributed about the asymptotic value). (We note here, that it is intriguing that similar structure of plots has been seen for the scaled radial distribution functions of islands formed on a single crystal substrate . It will be interesting to explore of any possible connection between the two cases.)

We conclude by stressing that our measurements of the density correlation function of defects and anti-defects provide rigorous tests of the theory of cosmic defect formation, as well as defect formation in condensed matter systems. For a liquid crystal system, $`r_{av}`$ is about 10 microns, while $`r_{av}`$ will be about $`10^{30}`$ cm for cosmic defects (those formed at Grand Unified Theory transition). However, when expressed in the scaled length $`r`$ (by dividing by $`r_{av}`$), one expects in both cases, a peak in anti-defect density at $`r0.6`$ and flattening out by $`r1`$ (for U(1) case and for 2 dimensional cross-sections of defect networks). Similarly defect density is predicted to be suppressed by a calculable factor at $`r0.6`$, again flattening out by $`r1`$. Experimental data verifies both these predictions, though fluctuations due to small statistics are large. It is clearly desirable to be able to carry out experimental analysis with significantly larger data set in order to improve the error bars, so that more definitive statements can be made about the comparison between theory and experiments, (e.g., about the apparent shift in the peak position). What is very encouraging and remarkable is that by appropriately focusing on predictions of theory of cosmic defect formation which acquire universal behavior by suitable change of length scales, one is able to rigorously test these theories in ordinary condensed matter experiments.

We are very thankful to Soma Dey, Sanatan Digal, Soma Sanyal, Supratim Sengupta, and Shikha Varma, for useful discussions and comments. AMS would like to acknowledge the hospitality of the Physics Dept. Univ. of California, Santa Barbara while the paper was being written. His work at UCSB was supported by NSF Grant No. PHY-0098395.


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# Network as a Complex System: Information Flow Analysis

## Abstract

A new approach for the analysis of information flow on a network is suggested using protocol parameters encapsulated in the package headers as functions of time. The minimal number of independent parameters for a complete description of the information flow (phase space dimension of the information flow) is found to be about 10 - 12.

Both local and wide area (internet) networks are now intensively used for different kinds of communication and information exchange. A variety of different hardware devices from low level switches and routers to PC’s and to super-computers are involved in this process. The diversity of software to support this process even more impressive including many operating systems (with possible variations of open code ones) and application software. To control the information exchange, many protocols (like currently popular TCP/IT one) have been created. Different protocols (which contain a number of important parameters) are in charge of different processes during information exchange. Even to establish a host-to-host connection between two computers, one needs a multiple exchange of information.

Therefore, information exchange is a very complicated process requiring a careful analysis in order to support network simulations and the optimization of the exchange. The understanding of information flow on the network is necessary for real time network monitoring and for the difficult problem of detectionindet  and prevention of network intrusions in real time. Possible solutions may be much more efficient provided we understand network traffic in detail.

In this letter we consider some problems related to the general properties of information flow on a network. Since, the process of information exchange is extremely complicated, we apply some approaches for analysis of complex systems in physics to the information flow on networks. The first question we would like to address is: how many parameters do we need to describe the information flow on the network? In other words, what is the dimension of the network parameter space? It is also important to know the extent and manner of how this dimension depends on the network topology, its size, and the operating systems involved in the network.

To define the fundamental objects related to information flow we recall that network information is transferred by packages of restricted size which are exchanged between computers. The structure of the packages vary from one to another and depend on the transfer process. In general each package consists of a header and encapsulated data. The header consists of encapsulated protocols related to different layers of communications: from a link layer to an application layer. In this letter we will ignore the encapsulated data, since it does not affect the package propagation through the network. Rather, we are interested in the information contained in the header which controls all network traffic.

Using these packages as fundamental objects for information exchange we apply some methods known in physics as tools for the analysis of complex ergodic systems to the network traffic analysis.

The possibility of reconstructing the dynamics of ergodic systems from an experimental signal (see, for example ref.chaos and references therein) is related to the Mañé theorem mane  and can be briefly stated as follows: If an attractor of the system has finite Hausdorff dimension, then using a sufficient number of variables (less than about twice of the Hausdorff dimension) it is possible to plot trajectories of the attractor in the space of the variables without a self-crossings of these trajectories.

To define the dimension of the information flow on a network we use the approach for analysis of observed chaotic data in physical systems as suggested in papersabar1 ; abar2 (see, also references therein). Any dynamical system with dimension $`N`$ can be described by the system of $`N`$ differential equations of the second order in configuration space or by the system of $`2N`$ differential equations of first order in phase space. We assume that the information flow can be described in terms of ordinary differential equations (or discrete-time evolution rules) for some unknown functions $`\stackrel{}{F}(\stackrel{}{g})`$ in a (parametric) phase space $`\stackrel{}{g}`$

$$\frac{d\stackrel{}{g}(t)}{dt}=\stackrel{}{F}(\stackrel{}{g}(t)).$$
(1)
Here we use for the sake of simplicity, a continuous representation for dynamical systems. The discrete representation does not change any results. (For discussions of well-known relations between continuous and discrete representations see, e.g. refs.chaos ; abar1 .) We do not know the right dynamical variables $`\stackrel{}{g}`$ which describe the motion (development in time) of our system in $`N`$-dimensional phase space. However, we assume that they could be related to some chosen $`\stackrel{}{x}`$ parameter representation as $`\stackrel{}{g}(\stackrel{}{x}(t))`$. (Note that the dimensions of vectors $`\stackrel{}{g}`$ and $`\stackrel{}{x}`$ are different, in general.) Let us assume that we measure a scalar quantity $`s`$ which is a function of these dynamical variables $`s(\stackrel{}{g}(\stackrel{}{x}(t)))=s(t)`$. To extract the dimension of the system phase space from the time-dependance of the variable $`s`$ we construct $`d`$-dimensional vectors for all possible $`n`$

$$y^d(n)=[s(n),s(n+T),s(n+2T),\mathrm{},s(n+T(d1))]$$
(2)
from values of the parameter $`s`$ at equal-distant time intervals $`T`$: $`s(t)s(Tn)s(n)`$, where $`n`$ is an integer numerating $`s`$ values at different times. Building sets of vectors $`y^d(n)`$ for spaces with increasing dimension $`d`$, we calculate the number of nearest neighbors $`\nu ^d(n)`$ for each point represented by the vector $`y^d(n)`$. Imagining that the vector $`\stackrel{}{y}^d`$ corresponds to the system trajectory in $`d`$-dimensional space we are looking for that dimension for which the trajectory will not intersect itself. For the discrete type of trajectory represented in terms of vectors $`\stackrel{}{y}`$, the intersection means the existence of a number of nearest neighbors in the vicinity of the intersection decreases with increasing dimension $`d`$ of the parametric space. Therefore, increasing the dimension $`d`$ step-by-step and plotting the number of false nearest neighbors(FNN), one can reach a point with no FNN. This is because these (false) neighbors arise from the projection of far away parts of the trajectory in higher dimensional space and at the point where there are no FNN we come to the upper limit of the parametric space for our system. This could be illustrated by the simple example for a two-dimensional circle. If we project the circle on a one-dimensional space, we get an interval with two degenerate points along the projection axis. Increasing the dimension by 1 we come to the original two-dimensional circle without the degeneracy. Thus, the degenerate points in 1-dimension which have moved to the opposite sides of the circle in 2-dimensions could be called a false nearest neighbors (FNN). By unfolding the space further, to 3-dimension3, or further, one will no longer get a false nearest neighbors since a higher dimensional space covers the two-dimensional space to which the circle belongs to.

Therefore, if the parameter $`s`$ is sensitive to the system dynamics and if it has been measured for a long enough period of time, provided the time interval $`T`$ was chosen properly, than the number of false nearest neighbors decreases with the increasing of the dimension $`d`$ up to some limit which corresponds to the real dimension of the system under considerationabar1 ; chaos .

To give a general idea why this algorithm is related to the dimensionality of the dynamical system governed by Eq.(1), we recall a simple method for numerical solution of a system of differential equations of $`N`$-th order based on finite differences approach. First of all one can rewrite the system of $`2N`$ differential equations of the first order (1) as a differential equation of $`2N`$-th order for the scalar function $`s(t)`$. To solve it one needs to calculate the function $`s(t)`$ and all its derivatives up to order $`2N`$. One can see from the simplest numerical expressions for derivatives of the function $`s(t)`$

$`{\displaystyle \frac{ds(t)}{dt}}{\displaystyle \frac{s(t+T)s(t)}{T}}`$
$`{\displaystyle \frac{d^2s(t)}{d^2t}}{\displaystyle \frac{s(t+2T)2s(t+T)+s(t)}{2T^2}}`$ (3)
$`\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}`$
that the knowledge of the derivatives leads to the knowledge of the set of parameters $`s(i)`$ on the proper chosen period of time for a sufficiently small interval $`T`$. This set of parameters $`s(i)`$ corresponds exactly to the vector $`\stackrel{}{y}^d(n)`$ in Eq.(2).

To analyze information flow on a network we use “tcpdump” utilities, developed with the standard of LBNL’s Network Research Group tcpd , to monitor local network communications. Also we use tcpdump files for DARPA Intrusion Detection Evaluation from MIT Lincoln Laboratory. It is important for our research that we did not discard apriori any information contained in the binary tcpdump file in order to be able analyze any parameters in the header of packages transferred trough the network. Technically, we use decoding software developed by our research team to extract any combination of the header parameters of the packages (including Ethernet and IP protocols as well as transport layer protocols like, TCP, UDP and ICMP) as functions of time. It should be noted that the procedure of network monitoring allows us to collect information (to dump files) at different points in the networks and to separate incoming, outgoing and internal network traffics.

First at all, we observed that the protocol parameters for host-to-host communication (i.e all information using in protocols) could be divided into two separate groups with respect to the preservation or change in value during the package propagation through the network. We call these two groups of parameters dynamic and static. The dynamic parameters may change during the package propagation through the network (internet). For example, a “physical” address of a computer, which is the MAC parameter of the Ethernet protocol, is a dynamic parameter because it can change if the package has been re-directed by a router. Conversely, the source IP address is an example of static parameter because it does not change its value during a packet propagation. For the purposes of information flow analysis, it is reasonable to use only static parameters since they may carry intrinsic properties of the information flow neglecting the network (internet) structure. From the other hand if we were interested in the influence of the network structure on the packages propagation, the dynamic parameters could be a choice. However, this is out of the scope of this letter.

Now we can apply the above approach to understand the scale of dimension of the information flow and its dependance on network structure. We have done the analysis with randomly chosen static parameters from the protocols in headers of the packages travelling on networks. To illustrate the procedure, let us consider an example for one particular parameter, the density (number of appearance in the fixed interval of time $`\tau `$) of the ACK flag for TCP/IP protocol. The density of the ACK flag as a function of time has been extracted from the measurement (tcpdump file) on the gate of the local network with about 50 computers running under Windows 2000, Windows NT, Linux and Unix operating systems. This function is shown in Fig.1.

It is important that this parameter (like any other parameters from the protocol) can be represented in the form of time-dependant function convenient for numerical analysis. Therefore, we can apply the algorithm for the restoration of the dimension of dynamical systems for determination of the dimension of information flow using this ACK parameter as a scalar function $`s(t)`$ related to the information flow dynamics. As a result, it gives us the dependance of the relative number of false nearest neighbors (FNN) as a function of dimensionality of the unfolding parametric space (see Fig.2 and Fig.3).

One can see that the number of false nearest neighbors rapidly decreases up to about dimension’s value 10 or 12. After that it shows a slow dependance, if any at all, on the dimension. To define the embedded dimension of the information flow on the base of FNN analysis one can use different existing methods. There is the possibility to discriminate real FNN calculated distances of false nearest neighbors and define a threshold - the maximal allowed value for the minimal distances - to count a nearest point as an neighbor (see, e.g. ref.abar1 ). Another method muentr  involves the preliminary optimal choice of the time lag based on the mutual entropy calculation for the signal (in our case the parameter ACK). For the proper analysis, a combination of these methods should be applied. Since we are interested not in the precise Hausdorff dimension of the system (which is probably a fractional one) but rather in the estimation of the number of linear independent parameters for the complete description information flow, we will provide here another criteria which helps us to understand the general features in the behavior of FNN as a function of dimension in Figs. (2) and (3). We use as a guideline the observationrmt1 ; rmt2  that, while a system changes its behavior from integrable to ergodic one, the distribution of the spacing between nearest neighbors of the system eigenvalues moves from a Poisson to Wigner-type distribution. It should be noted that we are taking into account the analogy between a non-correlated Poisson distribution and a Wigner-type distribution with long range correlations for the eigenvalues of the system and for the false nearest neighbors in the phase space but we do not assume a relation between eigenvalues and false nearest neighbors themselves.

From this point of view the distribution of the number of false nearest neighbors as a function of their distances from the points under consideration will depend on the nature of the system behavior. If the false nearest neighbors originate from the projection of a high dimensional system attractor onto a lower dimensional manifold, than one expects randomly independent Poisson distribution of their numbers as a function of distances in the vicinity of the points of under consideration. On the other hand, if the false nearest neighbors originate from chaotic motion due to white noise in the system itself or in surrounding environment (as it may be in our case), one can expect a Wigner-type distribution. To be correct, in the last case the term “ false nearest neighbors” is not a relevant one anymore since the distributions of these neighbors are governed not by the system itself but rather by a noise from the environment. Using this criterion one helps understand the nature of the tails for FNN dependencies on Figs.(2) and (3). For our case the FNN distributions are shown for dimensions 2 and 11 on Figs. (4) and (5). On the Fig. (4) one can see a Poison-like distribution for small ($`d=2`$) dimension of the unfolded space. This distribution continuously transforms into Wigner-like one when the dimension of the unfolded space approaches 11 (see Fig.(5)). It should be noted that our criteria is consistent with the algorithm considered in ref.abar1  since the Wigner-like distribution appears at large distances which are excluded from the region of definition of false neighbors.

Therefore, one can conclude that the above analysis, within the given accuracy, shows that the information flow on the network can be described in a parametric (phase) space with dimension of about 10 to 12, or in other words the information flow dynamics can be described in terms of 12 (or less) independent parameters.

Strictly speaking to make such conclusion we need to know that the chosen parameter (ACK, in the given example) has strong relation to the dynamics of the information flow and that our choice of time lags ($`\tau =5sec`$ in the above case) is adequate for the time scale of the system. We cannot prove the relation of the parameter (ACK) to the system dynamics since there is no a reasonable theory to describe the information flow on the network. What we have done instead is the similar analysis of other (about 10) parameters from IP and TCP protocols. Within the same accuracy ($`\pm 1`$ degree of dimension) we have obtained the result that the dimension of the information flow extracted using different parameters does not depend on the parameter choice and has the same value of 10 to 12. To address the question about the choice of the time lags we changed the parameter $`T`$ from the scale of fractions of seconds to hundreds of seconds (where it was possible). An expected dependance has been observed: by increasing (decreasing) the $`T`$, one could decrease (increase) the chaotic (white noise, or high dimensional) part of distribution shown on Figs. (2) and (3) for large (small) values of the leg $`T`$ with relatively independence of $`T`$ in the wide region around the optimal value.

The next step of our analysis was the study of possible dependency of the obtained dimension of the information flow from network structure: its size, topology, and working operating systems. We used tcpdump files for networks with sizes from several computers up to more than hundred, separated internal and external flows, and used networks with different operating systems: Windows NT, Windows 2000, Linux and Unix. For all these cases the obtained dimension of the information flow was consistent with the value of 10 - 12.

This gives us reason to conclude that the information flow on the network is decoupled from network structure and can be considered as an independent (or almost independent) value with its dynamics described as a trajectory in a phase space with the dimension about 10 - 12. We can consider a rough analogy for the information flow on network with a liquid flow through the systems of pipes. In the last case one can use the Navier-Stokes equation. For the information flow the corresponding equation is unknown. However, it is important to know that one needs not more than 12 parameters to describe it.

###### Acknowledgements.

We thank staff of Advanced Solutions Group for technical support. This work was supported by the DARPA Information Assurance and Survivability Program and is administered by the USAF Air Force Research Laboratory via grant F30602-99-2-0513, as modified.