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# Ruthenocuprates RuSr2(Eu,Ce)2Cu2O10-y: Intrinsic magnetic multilayers

## I Introduction

Coexistence of superconductivity and long-range magnetic order, and the types of magnetic order compatible with superconductivity, are problems of widespread interest map . Such systems include the ruthenocuprates, which exhibit superconductivity in the CuO2 planes tok  with some type(s) of long-range magnetic order that involves at least the RuO2 planes fel1 ; ber . One of the main issues for the ruthenocuprates is the nature of long-range magnetic order coexisting with superconductivity. The issue is complicated because, as previous work (muon spin rotation ber , magnetic resonance fei , and neutron diffraction lyn ) has shown, there is evidence- even in the simple Ru-1212 material- for both ferromagnetic ber ; fei  and antiferromagnetic lyn  ordering. Both magnetization wil  and NMR tok  studies of Ru-1212 materials confirm the presence of a ferromagnetic component of the low temperature magnetic order. Theoretical calculations nak  of the electronic structure predict antiferromagnetic order for Ru-1212.

There is an implicit assumption that all ruthenocuprates will possess the same long-range magnetic order. As we show below, this is not the case for the data we measured, comparing Ru-1212 and Ru-1222, nor is it the case for the existing literature. Neutron diffraction measurements have not been reported for Ru-1222. Magnetization, low frequency susceptibility, and Mössbauer/NQR reports fel1 ; wil1  indicate a pronounced- perhaps even a dominant- role of ferromagnetism in the spontaneous magnetic order of Ru-1222. The main result of our report is that Ru-1222 samples exhibit unexpected dynamical magnetic features in very low magnetic fields. We have measured the AC susceptibility while varying the dc magnetic field either continuously or in steps. We found a pronounced susceptibility ‘switching’, logarithmic time relaxation, and hysteretic, inverted-in-sense, susceptibility butterfly loops. While these properties have been individually reported earlier in other, non-superconducting magnetic systems, the Ru-1222 system exhibits all of these properties. The inverted butterfly hysteresis represents, to our knowledge, the first observation of this phenomenon in a bulk magnetic system. The contrast between Ru-1222 and Ru-1212 (or SrRuO3) samples is marked: neither Ru-1212 nor SrRuO3 exhibit any of these dynamical magnetic properties. Following the data, we present a model in which we argue that the magnetic ordering of Ru-1222 involves both ferromagnetic and antiferromagnetic coupling, and that Ru-1222 is a rare example of an intrinsic, naturally grown magnetic multilayer system with the layers coupled with antiferromagnetic interactions, similar to that inferred of the (La,Sr)3Mn2O7 colossal magnetoresistance manganite wel .

## II Experimental

Polycrystalline samples of Ru-1222, Ru-1212 and SrRuO3 were fabricated as published elsewhere fel1 ; berg . Two Eu/Ce stoichiometries of Ru-1222 were synthesized: ’superconducting’ (Ce content x= 0.5) and ’insulating’ (Ce content x=1.0). SrRuO3 served as a three dimensional, ferromagnetic reference material. In all three materials, magnetic order stems from the RuO6 octahedra. We used x-ray diffraction (data not shown) to establish that all samples were crystallographically single phase. We measured the sample microstructure using scanning electron microscopy (SEM), with results shown in Figure 2. AC susceptibility data were taken using a CryoBIND system cry  calibrated for absolute susceptibility results. The AC susceptibility measurements used a frequency of 230 Hz, an ac magnetic field of 0.15 Oe, and a dc magnetic field between 0-100 Oe. DC susceptibility measurements of some samples were obtained using a Lake Shore vibrating-sample magnetometer (VSM).

## III Results

Figure 1 illustrates the Ru-1222 unit cell. Notice the large separation along the c-axis between RuO2 planes; we return to this point below. Figure 2 illustrates the microstructure.

Ru-1222 (x=1.0) samples exhibit a dense structure with almost no isolated grains and very small intergranular regions; grain boundaries were difficult to identify. Ru-1222 (x=0.5) and Ru-1212 samples, by contrast, exhibit well-defined grains (size typically $`12\mu m`$) and pronounced grain boundaries. As we note further below, there are marked, qualitative differences between the Ru-1212 samples and Ru- 1222 samples of either stoichiometry. Fig. 2 is thus important because it rules out grain structure as the source of these qualitative differences.

Figure 3 shows the AC susceptibility data of Ru-1212, Ru-1222 (x=0.5) and Ru-1222 (x=1.0). Ru-1212 exhibits a single maximum at TN=133 K. By contrast, both Ru-1222 samples exhibit peaks at lower temperature TM (= 85 K (x=0.5) and 117 K (x=1.0)) and a broad feature between 120-140 K, followed by non-Curie-Weiss behavior extending up to 180K. We discuss possible interpretations of the broad features and non-Curie-Weiss behavior separately ari .

In this work we primarily focus the magnetically ordered (T$`<`$TM) phase of both ruthenocuprates and report hysteretic and highly nonlinear magnetic dynamics characterizing Ru-1222, but not Ru-1212, samples.

Figures 4-10 illustrate different aspects of the AC susceptibility response of Ru-1222, pointing out the differences in the equivalent response of Ru-1212 under similar experimental conditions.

Although we show only the results for x=0.5 or x=1.0 compositions of the Ru-1222 ruthenocuprate in a particular figure, both stoichiometries exhibit the same qualitative behavior in all respects. We first report on AC susceptibility temperature dependence in small ($`<`$ 100 Oe) applied dc magnetic fields. Figs. 45 illustrates a sequence of temperature dependences of zero-field cooled (ZFC) AC susceptibility measurement in several dc magnetic fields at temperatures near the peak value for Ru-1222 (x=0.5 and x=1.0) samples. These figures show that there is a range of dc magnetic field values, and temperatures, for which the AC susceptibility of Ru-1222 samples increases as the dc magnetic field increases. By contrast, Ru-1212 and SrRuO3 samples exhibit ‘normal’ behavior: at all temperatures, the AC susceptibility monotonically decreases for increasing dc magnetic fields. Qualitatively, ‘normal’ behavior is easy to interpret: AC susceptibility measures how free the magnetic moments are to perform forced oscillations imposed by the ac magnetic field. Therefore, any superimposed dc magnetic field introduces a further restriction on the oscillations, and the AC susceptibility decreases. Fig. 5 illustrates AC susceptibility for Ru-1222 (x=1.0) samples. Note the common qualitative trend shown in Fig. 4: below TM the AC susceptibility versus dc magnetic field exhibits non-monotonic behavior with increasing dc magnetic field, while for temperatures above TM the AC susceptibility decreases monotonically with increasing dc magnetic field.The unexpected increase in AC susceptibility from zero dc field to the ‘turning field’ (= the dc field at which the AC susceptibility is a maximum) reaches as much as 15% for Ru-1222 (x=1.0). It is much less ($``$ 0.5%) for Ru-1222 (x=0.5), and the magnitude of the turning field is lower for Ru-1222 (x=0.5) than for Ru-1222 (x=1.0).

For some samples we also noted small, quasi-periodic jumps in the temperature dependence of the AC susceptibility below TM, similar to the jumps recently reported for certain manganite samples mur1 . Because the occurrence of these oscillations/jumps were not reproducible in repeated measurements, we did not perform any systematic studies of this effect on our samples.

### III.1 Time dependence of AC susceptibility

We measured the time response of the AC susceptibility to different dc magnetic fields at several fixed temperatures. We would zero-field cool the sample to a fixed temperature, apply a dc field and take the measurement of time dependence, then- in zero dc magnetic field- raise the temperature to above 180K and lower the temperature (to the same or another fixed temperature) before repeating the measurement with different dc field. Fig. 6 illustrates some of the results. The inset of Fig. 6a shows how the dc magnetic field was abruptly turned on and off. Figs. 6a) and b) shows that the AC susceptibility sharply increaseses (‘switches’) when the dc magnetic field is turned on. After the AC susceptibility switch, there is a gradual decrease. In Figs. 6a) and b), note that even after 2000 sec. the AC susceptibility has not returned to the initial value. The AC susceptibility exhibits a strong time relaxation. Such relaxation -often called disaccommodation kro ; mur \- has been reported previously for other magnetic systems kro . The data in Figs. 6a) and b) are, however, surprising in certain respects: the AC susceptibility increases above the ZFC value when a dc magnetic field is applied. As Fig. 6c shows, the AC susceptibility relaxes slowly, and logarithmically, and does not return to the ZFC value on the time scale of at least one day (the longest period we measured at one dc field and temperature). The data indicate:

a) A step-like change of the dc magnetic field causes i) the AC susceptibility to switch to a new value, and ii) the ZFC equilibrium state changes to a metastable magnetic state. The magnitude of the AC susceptibility change $`(\mathrm{\Delta }\chi )`$ (Fig. 6a,b) is positive when Hdc is turned on, and can be either positive or negative when Hdc is turned off. The metastable magnetic state exhibits logarithmic relaxation, a phenomenon variously ascribed to disaccommodation kro ; mur  or magnetic aftereffect str . It is particularly noteworthy, as Fig. 7 illustrates, that Ru- 1212 samples do not exhibit any indication of AC susceptibility relaxation;

b) The AC susceptibility relaxation is logarithmic in time for both Hdc on and Hdc off, and follows the functional form $`\chi (t)=\chi _0[1\alpha ln(tt_0)]`$. The parameters $`\chi _0`$ and the relaxation rate $`\alpha `$ depend on temperature, Hdc, and the magnetic history (whether Hdc was turned on or off);

c) For $`|`$Hdc$`|`$ above a threshold value of 40 Oe, when Hdc is turned off there is a pronounced ‘overshoot’ phenomenon with a sizeable positive $`(\mathrm{\Delta }\chi )`$ (see Fig. 6b);

d) Surprisingly, applying a rectangular field pulse results in a magnetic state with an increased AC susceptibility (Fig. 6). The logarithmic relaxation over several decades of time incdicates that the excited AC susceptibility persists.

### III.2 AC susceptibility in sweeping magnetic field: Observation of inverted hysteresis

We also swept the dc magnetic field in an almost continuous fashion, with increments typically of 1 Oe. The most striking behavior, as shown in Fig. 8, is observing an inverted hysteresis phenomenon for Ru-1222 that is also entirely absent for Ru-1212 or SrRuO3.

To measure the classic magnetization hysteresis, one ramps the applied magnetic field (H) from positive to negative and back, and continuously measures the magnetization M(H). In a similar, ‘butterfly’ hysteresis technique sal , the AC susceptibility $`\chi _{ac}(H)`$, is measured rather than the magnetization. Generally, these two hysteresis loops yield similar information fus2 . For instance, the characteristic maxima in butterfly hysteresis (Figs. 89) define the coercive field sal . Fig. 8a shows typical butterfly hysteresis data taken for Ru-1222 and Ru-1212 samples. The data establish that the two types of ruthenocuprates exhibit qualitatively different responses. There are also pronounced differences between the Ru-1222 data and the results for SrRuO3 (Fig. 9a). The most striking difference is the inverted sense of loop circulation for Ru-1222: the AC susceptibility signal is consistently larger for the field-decreasing branch compared to the field-increasing branch. To our knowledge, this is the first observation of inverted butterfly loops in a bulk magnetic system. The numerical integration of the butterfly hysteresis is shown for Ru-1222 (Fig. 8b) and SrRuO3 (Fig. 9b).

While the results for SrRuO3 exhibit the counter-clockwise pattern of the usual magnetization hysteresis, the integrated butterfly of the Ru-1222 sample exhibits an inverted (clockwise) hysteresis loop. It is noteworthy that the vibrating-sample magnetometer measurements on the same Ru-1222 (Fig. 8c) shows the dc magnetization hysteresis loop with a ‘normal’ (counter- clockwise) sense of circulation. Therefore, the inverted hysteresis phenomenon represents a unique, dynamical feature of the Ru-1222 system, arising from the field-induced and AC magnetic field-assisted metastable magnetic states observed in Fig. 6. Other noteworthy features of the Ru-122 butterfly hysteresis include: i) the presence of a maximum even in the ZFC (virgin) curve, ii) pronounced dependence on the observing time used to obtain the data, and iii) the presence of two- rather than the expected one- maxima per field- increasing or field-decreasing branch. As Fig. 8a shows, the virgin branch exhibits a maximum at a characteristic dc magnetic field (Hsf). In simple ferromagnets, the virgin curve typically does not exhibit a maximum fus3  because the remanence, and thus coercive field fus2 , builds up only after the first field swing, as shown for SrRuO3 (Fig. 9a). The quantitative size of the butterfly hysteresis loop depends on the observation time, which is another indication that the metastable magnetic states are involved. Qualitatively, though, over the range of sweep times we studied (one minute to one day), the inverted butterfly loops exhibit the same features. Also noteworthy is that the field Hsf is close to the minimum field needed to apply in order to obtain closed butterfly loops: if the range of sweeping field was narrower than ($``$Hsf,$`+`$Hsf) no closed loops would be observed whatever. Instead, the AC susceptibility signal would merely systematically diminish from cycle to cycle.

Fig. 10a illustrates how Hsf and $`\alpha _{off}`$, the logarithmic relaxation rate, change with temperature. The two parameters-logarithmic relaxation and inverted hysteretic behavior- exhibit virtually identical temperature dependence, indicating that the two phenomena have a common origin in Ru-1222. Another indication that the two phenomena are interrelated is shown in Fig. 10b. $`\alpha _{off}`$ changes rapidly in small dc magnetic fields, but saturates at Hdc $``$ Hsf. Another commonality is the change of $`\mathrm{\Delta }\chi `$ with Hdc (Fig. 6b, inset). $`\mathrm{\Delta }\chi `$ becomes positive above Hsf and thereafter monotonically increases with increasing Hdc. Again, these qualitative changes in relaxation parameters are connected to the inverse hysteretic behavior.

## IV discussion

The first step to interpreting these results is to determine whether the results are intrinsic or extrinsic. The samples are polycrystalline, so extrinsic sources can include magnetic dynamics of single domain grains with intergranular magnetic interactions. A similar question has arisen gup ; hwa  in studies of polycrystalline (La,Sr)3Mn2O7. For our samples, the microstructure (Fig. 2) indicates that the phenomena are intrinsic. The largest effects were measured on Ru-1222 (x=1.0) samples having barely detectable grain boundaries with large and densely packed crystalline grains. The effects are present in Ru-1222 (x=0.5) but absent in Ru-1222, although these samples have very similar microstructures with grain size of $`12\mu m`$ and pronounced grain boundaries. We conclude that the phenomena reported in Figs.3- 10 are predominantly intrinsic, due to magnetic interactions within the unit cell. The non-monotonic ZFC AC susceptibility for different dc magnetic fields (Fig. 45) can be naturally interpreted as indicating the coexistence of antiferromagnetic (AFM) and ferromagnetic (FM) magnetic ordering in Ru-1222, with the magnetic order spontaneously occurring below TM. As discussed further below, we argue that a small dc magnetic field partially cancels the AFM component, which increases the magnetization of the sample. This behavior leads to first an increase in AC susceptibility, with a decrease as Hdc increases further. A pronounced dependence of AC susceptibility on the balance between FM and AFM correlations has recently been reported pat  in (La,Sr)3Mn2O7. Ref. pat,  reports the onset and growth of AFM correlations, accompanied by a remarkable drop in the AC susceptibility, which is consistent with our interpretation. One noteworthy difference between this report and Ref. pat,  is that in Ru-1222, the AFM contribution is tuned by the dc magnetic field, while in Ref. pat,  the AFM correlations are controlled by varying the stoichiometry. By contrast to Ru-1222, Ru- 1212 exhibits a monotonic decrease of the AC susceptibility with increasing dc magnetic field. In Ru-1212, Ref. lyn,  argues from neutron scattering data that there is a G-type AFM spontaneous magnetic order. We argue that applying a small (0- 100 Oe) dc magnetic field to Ru-1212 is not large enough to induce any FM order, while such small fields are sufficient in Ru-1222. The butterfly hysteresis data provides information about the nature of the AFM component of magnetic order. For Ru-1222, the hysteresis loop from AC susceptibility data is inverted. A theoretical model for such inverted hysteresis loops aha  indicate that inverted hysteresis loops can arise in exchange-coupled layered magnetic ‘sandwiches’ provided that the intralayer coupling is significantly larger than the interlayer coupling. The demagnetizing boundary effects, present in any real finite-size sample, was explicitly taken into account and shown to be crucial for the model predictions. Ref. aha,  also calculated the conditions needed to assure that such inverted hysteresis loops not to violate the second law of thermodynamics. Previous experimental reports of inverted hysteresis loops pou ; cou  have been limited to magnetic multilayers and nanoscale magnetic films. Ref. pou,  argues that in their samples adjacent layers have magnetic moments with AFM coupling between adjacent layers. Ref. pou,  also demonstrated that the inverted hysteresis loop behavior disappears in their samples if the AFM interlayer coupling is changed to a FM interlayer coupling. The present report, to our knowledge, is the first to show inverted hysteresis loops for bulk magnetic systems. We argue that the presence of such inverted hysteresis loops in Ru-1222 arises from RuO2 layers with FM magnetic moments, combined with AFM coupling between the RuO2 planes. A similar conclusion has recently been made for the layered manganite (La,Sr)3Mn2O7 based on magneto- optical wel  and neutron diffraction per  data; in this compound the MnO2 plays the role of the FM layers.

Observing inverted hysteresis loop behavior provides support for a magnetic multilayer scenario in Ru-1222. Arguing for AFM interlayer coupling, however, requires more specific experimental support. The most direct support would be evidence of a spin flop transition through which the net magnetization of adjacent, weakly AFM coupled, layers increases die . Unfortunately, there are no single crystal samples of Ru-1222 available to obtain such direct evidence, e.g., by neutron diffraction. We argue, however, that our results support the presence of a spin flop transition at the characteristic field Hsf in favorably oriented grains of our polycrystalline Ru- 1222 samples. It is important to note that the butterfly hysteresis loops we measured would close only for applied fields larger than Hsf , which is consistent with a spin flop transition and the onset of irreversible behavior. We attribute the maxima in the initial AC susceptibility data (Fig. 8a) to a spin flop transition. This assignment is quite similar to a recent report on AFM ordered chain-ladder compounds iso . In Ref. iso, , the position of the susceptibility peak defines the spin flop field. This field is substantially higher in Ref. iso,  than in this report due to the different nature of AFM interactions in the two systems. However, our experimental values of a spin flop field below 100 Oe is compatible with the field values measured in magnetic trilayer and multilayer systems, which are several order of magnitude smaller than bulk AFM systems die .

### IV.1 Model for magnetic coupling in Ru-1222

While our report does not include any determination of the magnetic structural order, the results are compatible with a simple model, shown schematically in Fig. 11. We start with the generally accepted model for the magnetic structure of the more thoroughly

investigated, and simpler, Ru-1212. It is well established lyn ; jor  that the dominant magnetic order is a G- type antiferromagnetic structure in which the Ru moments are aligned antiparallel in all crystallographic directions. The details of the magnetic order, and the stability of a particular ground state nak  can be interpreted only by explicitly including rotations and tilting of the RuO6 octahedra and considering the orientation of the magnetic moments. A weak ferromagnetism originates from canting of the Ru moments fel1 . The canting arises from the Dzyaloshinsky-Moriya mor  antisymmetric superexchange interaction which, by symmetry, follows from the fact that the RuO6 octahedra tilt away from the crystallographic c direction; there is still a controversy as to whether the tilting around the axis perpendicular to the c-axis is actually observed wil1 ; jor ; mcl . In Ru-1212 samples containing magnetic (Gd) ions, the dipolar field of the in-plane ferromagnetic components induces an additional ferromagnetic component wil ; jor . Very recently, results of a structural investigation of the Ru-1222 compound (x=1.0) indicates that there are no important differences in rotation or tilting angles between the Ru-1212 and Ru-1222 (x=1.0) compounds wil1 , in spite of Ru-1212 exhibiting dominant antiferromagnetic and Ru-1222 dominant ferromagnetic spontaneous magnetic order. We suggest that the magnetic ordering in both compounds is a variation of the G-type antiferromagnetism, while variation in dc magnetic properties, particularly in low fields, arises from small differences in the Ru-Ru interaction within their respective unit cells. The unit cells are different: in Ru-1222 there is a structural phase shift of half of the RuO2 planes that leads to an approximate doubling of the unit cell. The phase shift arises from the presence of the fluorite- structure block Eu2-xCexO2 replacing the rare earth ion in Ru-1212. Thus, in Ru-1222, nearest neighbor (Ru) ions are not vertically aligned, while they are in Ru-1212. This difference in structure naturally leads, in Ru-1222, to having the relative alignment of the in-plane components in adjacent RuO2 planes antiparallel, which is energetically favored by a bare dipole-dipole interaction. Fig. 11 shows the magnetization tilting scheme we propose for Ru-1222. Our experimental results fit quite naturally with such a picture: since the dipole interaction is very weak- the energy needed to reverse the in-plane Ru moment component is small- a small applied magnetic field can easily transform the spontaneous AF order, via a spin flop mechanism, into a ferromagnetic orientation. This is exactly what our measurements indicate. Our model is, apart from the unusual dipole-dipole interaction, the same as the models used to explain weakly AF coupled magnetic multilayers die ; pri . We note that our model does not take into account the role of the (Ce), which is expected to have a non-zero magnetic moment. Our model is, however, of use in understanding the qualitative features of the Ru-1222 experimental data.

The most unusual feature of our model is the pronounced role of the dipole-dipole interaction; various magnetic exchange interactions (e.g., superexchange, double exchange) are more commonly employed to explain magnetic coupling. We argue that a dipole-dipole interaction makes sense because the nearest RuO2 layers are far apart, with insulating and non-magnetic layers in between. Experimentally, the logarithmic time dependence of the magnetic relaxation (Fig. 6c) argues for the long-range dipole-dipole interaction; it is well known lot  that such a long-range interaction can account for a logarithmic relaxation behavior without further assumptions. We also considered the possibility that the logarithmic relaxation behavior might be due to domain-wall stabilization (disaccommodation) involving a broad range of activation energies, as has been recently applied to data in a perovskite manganite mur1 ; mur . However, one of us (IF) and colleagues have performed temperature-dependent x- ray diffraction studies of Ru-1222. The measurements indicate no structural change with temperature- such changes are necessary for disaccommodation fel3 . Thus both the weak AF coupling and the logarithmic susceptibility relaxation support our model.

## V conclusion

In summary, we have presented data indicating that Ru-1222 exhibits qualitatively new magnetic behavior, including magnetic logarithmic relaxation, inverted hysteresis loops, and metastable magnetic states. None of these behaviors are observed in Ru-1212. Our results are interpreted within a model for the magnetic structure for Ru-1222 that, assuming a G-type AF global magnetic order known to describe Ru-1212, attributes the interlayer magnetic coupling to a dipole-dipole interaction. We interpret the hysteretic behavior as similar to that reported for magnetic multilayers, trilayers, and some manganites, due to spin flop transitions converting the spontaneous (H = 0) AF order between components into a ferromagnetic order.

###### Acknowledgements.

We benefited from conversations with Robert Joynt. We also thank K. Zadro for the VSM measurements. Financial support was partially provided by the U.S.- Israel Binational Science Foundation, the U.S. D.O.E., the SCOPES program of the Swiss National Science Foundation, Fonds National Suisse de la Recherche Scientifique and EPFL. Note added: After completion of this work and after the original version of the manuscript was submitted in short form ziv , we became aware of two reports that are related to our report, including the work by Ohkoshi et.al. ohk  on spin flip transitions in bulk materials, and by Y.Y. Xue et.al. xue  on RuSr2(Gd,Ce)2Cu2O10-y using magnetization.


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# AMiBA, XMM, and Cluster Surveys

## 1. Introduction

AMiBA (Array for Microwave Background Anisotropy) is a telescope funded in Jan. 2000 by the Ministry of Education and National Science Council in Taiwan. The project is a collaboration between ASIAA in Taiwan, the National Taiwan University and several international groups. One of the main scientific aims of the telescope is to conduct surveys of clusters of galaxies using the Sunyaev-Zel’dovich effect.

The Sunyaev-Zel’dovich (SZ) effect is the distortion of the Cosmic Microwave Background (CMB) along the line of sight towards a hot cluster of galaxies because of the inverse Compton scattering of the CMB photons by electrons in the cluster medium (Sunyaev & Zel’dovich 1972). It is proportional to the integral of pressure along the line of sight. The SZ effect is redshift ($`z`$) independent because the $`(1+z)^4`$ dimming of surface brightness is compensated by the $`(1+z)^4`$ increase in the CMB energy density. The redshift-independent nature of the SZ effect makes it good for finding very distant clusters where conventional optical and X-ray methods fail because of strong $`(1+z)^4`$ dimming of surface brightness. A flux limited catalogue of clusters detected through the SZ effect is effectively a mass-limited catalogue of high-redshift clusters.

The importance of the SZ effect as a probe for cluster physics and cosmology has been review by Rephaeli (1995) and Birkinshaw (1999). Here we will only give a brief summary:

* $`H_0`$
The angular diameter distance to a cluster can be estimated from a combined analysis of SZ profile, X-ray surface brightness and temperature profile. A cluster Hubble diagram of angular diameter distance versus redshift can be constructed from a sample of clusters with well measured SZ, X-ray surface brightness and temperature profiles. The Hubble constant can be deduced from the low redshift ($`z<0.2`$) linear part of the cluster Hubble diagram. A Hubble constant thus obtained offers an independent check on conventional methods based on standard candles in the local Universe.
* $`\mathrm{\Lambda }_0`$
The high redshift part of the cluster Hubble diagram provides a constraint on $`\mathrm{\Lambda }_0\mathrm{\Omega }_m`$ which is roughly orthogonal to that imposed by the CMB primary anisotropy results. Hence $`\mathrm{\Lambda }_0`$ can be determined in combination with the CMB anisotropy results in much the same fashion as the supernova Ia results. The CMB primary anisotropy probes the CMB at $`z1000`$, but both the supernova Ia and cluster methods probe the CMB at $`z<5`$, thus providing independent constraints.
* Cluster formation and evolution
Since a flux-limited catalogue of clusters detected by the SZ effect corresponds to a mass-limited catalogue of high redshift clusters, we can probe the epoch of cluster formation. A mass-limited cluster abundance as a function of redshift is a direct measure of cluster evolution.
* $`\sigma _8`$ and $`\mathrm{\Omega }_m`$
The cluster abundance as a function of redshift is sensitive to the normalisation of the power spectrum $`\sigma _8`$, and to a lesser extent the matter density $`\mathrm{\Omega }_m`$ (e.g. Fan & Chiueh 2001, Holder et al. 2000).
* Baryon fraction
The ratio of the gas mass deduced from the integrated SZ effect and the mass deduced from gravitational lensing provides a reliable lower limit to the baryonic fraction of a cluster. If clusters are fair samples of the Universe, this is one of the most precise and model-independent methods for determining the baryon fraction of the Universe.
* Cluster astrophysics
Since the SZ effect has a different dependency on the electron density and temperature than to the X-rays from a cluster, it provides extra constraints on gas properties, such as clumpiness of the gas, if we assume that the cosmology is known.

Up to the present time, work on the SZ effect has been limited by the existing technology: there are only about 20 clusters with reported SZ effects after about 20 years of effort. Most of the early work was based on single dish radio observations. However, demonstrations over the past eight years have shown that interferometers are effective at measuring SZ effects (Jones et al. 1993; Carlstrom et al. 1996). The advantages of interferometers over single dishes are: 1) less effect from the atmosphere since interferometers will resolve out most of the smooth atmosphere; 2) no correlated ground spill-over effects and less effect from man-made interference since interferometers register only correlated signals; 3) the ability to make measurements at different spatial scales simultaneously and thus allowing efficient mapping and the subtraction of discrete radio sources. Conventional interferometers such as the VLA are generally designed to achieve high resolution and high point source sensitivity. However, the SZ effect from clusters are diffuse and extended, and it is not the point source sensitivity but the brightness sensitivity that is need for detection. A telescope is most sensitive at detecting a cluster when its beam is well matched to the size of the cluster. Conventional interferometers tend to resolve out the diffuse SZ effect. So far even the “adapted” SZ instruments such as the Ryle Telescope at 15 GHz, and BIMA and OVRO at 30 GHz are capable of detecting the $`50`$ brightest clusters in the sky. A purpose built array of a large number of small dishes is necessary for blank SZ cluster surveys. It is on this basis that the AMiBA project was initiated. AMiBA is the first fully funded SZ effect specific array. Two other arrays: SZA at 30 GHz, and AMI at 15 GHz have also been funded recently. The availability of the XMM and Chandra orbiting X-ray observatories and the new generation of purpose built SZ telescopes, provides an exciting opportunity for achieving some of the science goals described above.

## 2. AMiBA as a SZ instrument

AMiBA is designed to have 19 dishes co-mounted on a steerable platform, operating at 95 GHz with a bandwidth of 20 GHz and full polarisation capability. There will be 2 sets of dishes, 1.2 m and 0.3 m for the SZ cluster survey and CMB polarisation anisotropy measurements. The expected system temperature is 75 K, so that AMiBA will achieve a flux density sensitivity of 1.4 mJy/beam in 1 hour with the 1.2 m dishes assuming a telescope efficiency of 0.6.

The operating frequency of 95 GHz was chosen because it is the frequency window believed to have the least confusion from astronomical sources, and it is the lowest frequency at which enough antennas of the right dish size toned to the optimum angular scale for cluster surveys can be fit on a platform (e.g. a 30 GHz array would require dish size $`>2`$ m for efficient cluster surveys, hence the required platform size would be too large for it to be practical). The advantages of platform arrays are the reduced cost and complexity in the correlator design and the ability to close pack the dishes to achieve the best brightness sensitivity without shadowing (see Fig. 1). At 95 GHz, the contribution from discrete astronomical sources as extrapolated from low frequency (8 GHz and 30 GHz) source counts is negligible. We have investigated the statistical confusion noise from faint SZ sources below the detection limit through mock observations of simulated SZ sky (e.g. Da Silva et al. 2000), and found that the contribution is negligible even for a 40hr deep integration. The main source of confusion is expected to be from the primary CMB anisotropy itself (see Subrahmanyan this volume), however since the power spectrum of the CMB drops exponentially with decreasing scale, it can be effectively filtered out in the $`l`$-space without significant loss of sensitivity.

Telescopes such as MAP and the CBI have relatively large beam ($`10^{^{}}`$) and are only suitable for shallow surveys of nearby, massive clusters. The class of “adapted” SZ telescopes such as Ryle, BIMA and OVRO have small beam size of $`1^{^{}}`$ which is good for mapping the $`50`$ brightest clusters, but not suitable for blank surveys. The new generation of dedicated SZ survey telescopes, AMiBA, SZA and AMI are designed such that they are most suitable for deep surveys of low mass clusters. The 3 telescopes complement each other in frequency and have comparable sensitivity and beam size.

## 3. SZ cluster survey strategy

We plan to survey clusters in 3 modes (an observing efficiency of 75% is assumed in the following calculations):

* Deep
This survey is geared towards detecting low-mass and high-redshift clusters to probe the epoch of cluster formation and to measure the curvature of the Universe. We plan to survey 5 deg2 over $`7`$ months, i.e. on average 20 hrs per field. This survey is expected to be complete to a mass limit of $`1.5\times 10^{14}`$ M. Figure 2 shows a simulated AMiBA deep survey map.
* Medium
This survey is matched in survey area to the XMM-LSS survey. We plan to cover a total of 70 sq. degrees in $`7`$ months (average $`1.5`$ hrs per field), reaching a mass completeness limit of $`3.5\times 10^{14}`$ M.
* Shallow
A total of 175 sq. degrees will be surveyed in $`6`$ months (average of $`30`$ mins per field) down to a mass limit of $`5\times 10^{14}`$ M.

We calculate the mass limits using two methods. The most widely used method assumes that clusters follow self-similar scaling. Here we use the self-similar scaling $`M_{200}T`$ relation (Eke et al. 1996) normalised to a relaxed nearby cluster (Mohr et al. 1999), assume a constant gas fraction of $`0.2h_{50}^{3/2}`$ and a $`\mathrm{\Lambda }`$CDM universe of $`H_0=65`$ km s-1 Mpc-1, $`\mathrm{\Omega }_m=0.3`$, $`\mathrm{\Lambda }_0=0.7`$. However, self-similar scaling with constant gas fraction ($`f_{gas}`$) is not consistent with observed clusters, for example based on the evidence of the $`L_xT`$ relation (Arnaud & Evrard 1999), and the $`MT`$ relation for nearby clusters (Mohr et al. 1999). Hence, for comparison we have also calculated the mass limits by assuming that the locally determined $`MT`$ and $`f_{gas}T`$ relations (Mohr et al. 1999) are applicable to clusters at all redshifts. In this case, we have assumed for convenience an Einstein-de Sitter universe with $`H_0=50`$ km s-1 Mpc-1 ($`\mathrm{\Omega }_m=1.0`$, $`\mathrm{\Lambda }_0=0`$). The mass limits for the surveys are shown as a function of redshift in Fig. 3 for both sets of assumptions.

## 4. A complementary X-ray survey – XMM LSS survey

The XMM LSS survey (Large Scale Structure survey) aims to map the large scale structure of the Universe out to redshift $`z12`$ using cluster and quasar populations (Pierre et al. 2000, 2001, XMM-LSS WEB page111http://vela.astro.ulg.ac.be/themes/spatial/xmm/LSS/index\_e.html). The survey involves deep XMM mapping down to $`5\times 10^{15}`$ ergs cm-2 s-1 (0.5-2.0 keV) of a $`8^{}\times 8^{}`$ field near declination zero with follow-up optical identifications. It is expected to find 300 sources per square degree, out of which 15-20 are expected to be clusters, 200 QSOs, and the remainder, stars and galaxies. The optical follow-up includes wide-field imaging with MegaCam at CFHT (the XMM-LSS is the priority target of the CFH Legacy Survey222 http://cdsweb.u-strasbg.fr:2001/Instruments/Imaging/Megacam/MSWG/forum.html) and a spectroscopic survey with VIRMOS at VLT. The optical spectroscopy will enable the construction of the cluster redshift distribution and thus, for the first time, the computation of the cluster correlation function in the $`0.5<z<1`$ interval. The wide-field imaging with MegaCam will also provide maps of mass distribution from weak lensing analysis. Expected cosmological constraints from the XMM-LSS cluster survey are discussed in detail by Refregier, Valtchanov & Pierre (2001).

By surveying the same region with AMiBA, we can target well-matched clusters to construct a cluster Hubble diagram, and probe cluster physics and the baryon fraction by combining SZ measurements with X-rays and lensing analysis. The XMM-LSS survey expects to find a total of $`50`$ clusters (mostly $`z<0.5`$) for which it will obtain temperature measurements without further X-ray follow-ups.

While optical and X-ray surveys are efficient at finding a large number of clusters, i.e. they have a high rate of detection, they do not produce a statistically unbiased sample of clusters unlike the SZ effect where a flux limited sample is mass-limited at high redshift. Figure 3 shows the mass limit as a function of redshift for the AMiBA surveys as well as the XMM-LSS survey. The AMiBA deep survey is more sensitive than the XMM-LSS survey at finding $`z>0.8`$ clusters. The XMM-LSS survey will serve as a valuable data base for the identification of clusters found in the AMiBA deep and medium surveys. We can essentially set a lower limit to the redshift of any unidentified cluster found in the AMiBA surveys. Deeper targeted optical and X-ray observations can then be expected to identify many of those unidentified AMiBA clusters.

## 5. Conclusions

The next generation of SZ telescopes, such as AMiBA, can detect clusters down to mass limits of $`10^{14}`$ M up to the epoch of cluster formation. At last these telescopes will use the SZ effect to produce catalogues of thousands of clusters, nearly 2 orders of magnitude more than have previously been detected by the SZ effect. The combination of AMiBA surveys and large optical and X-ray surveys such as the XMM-LSS survey provides an exciting opportunity to conduct detailed measurements of cosmological parameters and studies of cluster physics. AMiBA is expected to be operational by 2004.

## References

Arnaud M., Evrard A., 1999, MNRAS, 305, 631

Birkinshaw M., 1999, Phys. Rept., 310, 97

Carlstrom J. et al., 1996, ApJ, 456, L75

Da Silva A. et al., 2000,MNRAS, 317, 37

Eke V., Cole S., Frenk C., 1996, MNRAS, 282, 263

Fan Z., Chiueh T., 2001, ApJ, 550, 547

Holder G. et al., 2000, ApJ, 544, 629

Jones M. et al., 1993, Nature, 365, 320

Mohr J., Mathiesen B., Evrard A., 1999, ApJ, 517, 627

Pierre M., Bryan G., Gastaud R., 2000, A&A, 356, 403

Pierre M., 2001, ESO Messenger 105, 32

Rephaeli Y., 1995, ARA&A, 33, 541

Refregier A., Valtchanov I., Pierre M, 2001, astro-ph/0109529

Sunyaev R.A., Zel’dovich Ya. B., 1972, Comm. Astrophys. Sp. Phys., 4, 173

### Acknowledgments.

I would like to thank the AMiBA team, Mark Birkinshaw, Marguerite Pierre and Ivan Valtchanov for valuable contribution. AMiBA is funded by the Ministry of Education and National Science Council in Taiwan.


text:
# Time Delay Between Gravitational Waves and Neutrino Burst From a Supernova Explosion: a Test for the Neutrino Mass

## Abstract

Published in LETTERE AL NUOVO CIMENTO $`VOL.31,N.15,p.499500;`$
8 August 1981.

Neutrino – UHE cosmic rays – Gravitational waves

The gravitational collapse of a massive star is one of the most powerful mechanisms of simultaneous emission of neutrinos and gravitational waves. Almost all the present models for a supernova explosion predict a typical outburst of $`10^{53}`$ $`erg`$ in its neutrino flow (namely electronic anti-neutrinos or neutrino pairs) with an average energy of 15 MeV for each neutrino. Most of these models predict that a relevant fraction of the neutrinos should be emitted by the supernova on a time scale of 0.1 s 111J. SHRAMM: D. N. Proceedings of Neutrino ’79 (Bergen, 1979), p. 503 or even in shorter pulses of $`10^3s`$ 222C. CASTAGNOLI, P. GALEOTTI and O. SAAVERDRA: Astophys. Space Sci., 55 , 511 (1978). The gravitational waves emitted in stellar collapse have the same characteristic time scale, since both processes are due to the same physical mechanism, i.e. a time of $`10^3÷10^1s`$. Therefore, two signals, of different nature, originated within 0.1 s from the super nova explosion will be radiated in the outer space. If the neutrinos (as well as the gravitons) are massless particles, than the original interval (it any) between the two signals will be freezed forever. On the contrary, if the neutrinos have a mass, the time delay will increase during the propagation because of the slower velocity of the neutrinos with respect to the massless gravitons: namely for a neutrino mass $`m_\nu =15\eta eV`$ ($`\eta 1`$) , with an emission energy $`E_\nu =15MeV`$, and for a source (the supernova) located in our Galaxy at a distance $`L=10kpc`$ from us, the time delay between the two signals detected on the Earth will increase by a factor

$$\mathrm{\Delta }\tau \frac{L}{2c}\left(\frac{m_\nu }{E_\nu }\right)^2=0.5\eta ^2s$$
(1)
For extra-galactic sources at $`L=10^2÷10^3`$ kpc the delay will be $`\mathrm{\Delta }\tau (5÷50)\eta ^2s`$. Since the sensibility of the present neutrino detectors and gravitational antennae permit us to observe supernova events within our Galaxy (and in the near future even within near group of galaxies) 333E. AMALDI and G. PIZZELLA: Astrofisica e cosmologia, gravitazione, quanti e relativit (Firenze, 1979), p. 283 ,444J. LEARNED and D. EICHLER: Scientific American (February 1981), p. 104. C) since their time accuracy is roughly $`10^3s`$, the time delay measure is possible and it could give an estimate of the neutrino mass. No appreciable time delay will infer strong limits to the neutrino mass. Analogous arguments for a time correlation between optical events 4 and neutrino burst or neutrino-neutrino bursts 555N. CABIBBO: Astrophysics and Elementary Particles, Common Problems (Roma, 1980), p. 229. at different energies (originated by a supernova explosion) seem to be, at the moment, less praticable or less conclusive. The author wishes to thank Dr. C. COSMELLI, Prof. N. CABIBBO and Prof. J. LINSLEY for stimulating conversation and Prof. E. AMALDI for kind encouragement.


text:
# Random spreading phenomena in annealed small world networks

## I Introduction

During the last few years an overwhelming amount of evidence has been accumulated about diverse networks showing “small world” properties. This means that on the average an arbitrarily selected node can be reached from another node in very few steps despite the fact that only relatively small number of links are present . Such networks include social nets , the internet , the www of linked documents , scientific cooperation relations  etc. Watts and Strogatz were the first to suggested a simple mathematical model, which reflects the small world phenomenon: Take a regular lattice and introduce (few) random links between any pairs of sites . This Small World Network (SWN) model interpolates between regular graphs or lattices and the so called Erdős-Rényi random graphs .

Real networks are commonly characterized by a number of parameters but perhaps the most important measure is the average distance between their nodes. It has turned out that there is a rich family of models with the small world property but they differ in many other respects. For example, the degree distribution of the nodes is Poissonian for the SWN while many real networks are often scale free (with a power law decay in the degree distribution) for which preferential growth models have been introduced . Thus SWN’s are very interesting graphs not only because of these properties but also because they are simple with nontrivial behavior but provide possibilities for exact solutions  and they seem to have a direct application in polymer physics .

I addition to static structural properties of networks there is ever growing interest in the dynamics processes in networks. In spite of this, relatively few results have sofar been published on the dynamics of small world models. It is expected that the underlying network topology should have a major impact on practically any phenomenon taking place on it. This is supported by the recent results on the the spectral density of the adjacency matrix of small world models, which show that these graphs produce a dramatic deviation from the semi-circle law of random graphs .

It is our belief that spreading phenomena are perhaps the most direct examples of dynamical processes reflecting the small world properties. In direct spreading of e.g. a disease the nodes of the graph get infected by the rule that infection propagates each time step to all uninfected neighbors of already infected sites . Then the simplest example of non-trivial dynamics could be that of a diffusing particle on the SWN. This in turn is related to the intensively studied process of random walks in random environments . Recently some related papers have been published, for example the study of spectral properties of the Laplacian on the SWN . While some numerical and analytic results were given in  for the spreading phenomenon being characterized by the average access time to the sites of the system, Jasch and Blumen  published simulation results for spreading on SWN using random walk dynamics with the main quantity of interest being the average number of distinct sites vistited at a given time.

In all these studies a simple version of the SWN was considered: A one-dimensional ring consisting of $`N`$ nodes with $`k`$-neighbor interactions was assumed where, in addition, $`Np`$ new links were introduced between arbitrarily chosen, but not yet connected nodes. The result by Jasch and Blumen  is intuitively very clear: whenever there is however small ratio of long range links present in the graph, $`S(t)`$ changes its asymptotic behavior from the $`\sqrt{t}`$ relationship characteristic for the one-dimensional case to $`t`$ representing the long range interconnected graph. In  a crossover formula was presented by relating the probability of long range links $`p`$ to a characteristic time $`t^{}`$, where the crossover sets in ($`p^\alpha t^{}=`$const). Again, one would intuitively expect that $`\alpha =2`$ and that the numerically found discrepancies were occuring most probably due to limited system sizes. In fact we found  in our numerical simulations that $`\alpha =2`$. This turned out to be true not only for $`S(n)`$ but also for the so called return probability $`P_{00}`$ .

In their original form the SWN is defined with quenched disorder represented by the long range links. However, it is interesting to ask to what extent the small world properties of the dynamics depend on the quenched character of disorder. In order to find some answers we are in this paper setting to study the annealed version of the dynamics on SWN’s, where the links are not frozen in but the walker has at any site the choice to make either a long range jump (with probability $`p`$) or to continue the random walk in the regular part of the lattice (with probability $`(1p)`$). Such a model was studied in this context by Pandit and Amritkar , where the average access time was calculated. Here we will concentrate to determine through analytical theory and simulations the average number of distinct sites visited and the return probability.

The paper is organized as follows: In the next section we introduce the model and present the solution. In Section 3 we discuss a modified version of the model where the crossover time scales as $`p^2`$ as in the quenched case. Finally we present a discussion and a summary.

## II The basic model and its solution

In order to visualize the model let us consider a ring with first and second neighbor connections ($`k=2`$), the sites of which being numbered from 0 to $`N1`$. In this system we let a random walker to start at site 0 at time $`t=0`$. Before the first step sets in the four links of site 0 are rewired by moving the other endpoint to any of the other sites with probability $`p`$. Then the walker moves to one of the sites newly linked to its position with equal probability. Let us call this site $`i`$. After the walker arrives the site $`i`$ the original lattice is restored, the four links for $`i`$ are rewired as before, etc. In this way the small world property is maintained but we have got rid of the problems of quenched randomness.

The movement of the random walk is governed by the simple master equation:

$$_tP_i(t)=\underset{j=1,N}{}T_{ij}P_i(t)$$
(1)
where the continuum time limit has been applied. Here $`P_i(t)`$ is the probability that the walker is at site $`i`$ at time $`t`$ and

$$T_{ij}=W_{ij}\delta _{ij}$$
(2)
with $`W_{ij}`$ being the transition matrix, which has the following form:

$$𝐖=(1p)𝐖^{(S)}+p𝐖^{(L)}.$$
(3)
Here $`(S)`$ and $`(L)`$ refer to short and long range jumps, respectively. The zeroth row of $`𝐖^{(S)}`$ reads as follows

$$W_0^{(S)}=\frac{1}{2k}(0,\underset{k\text{ times}}{\underset{}{1,\mathrm{},1}},\underset{N2k1\text{ times}}{\underset{}{0,\mathrm{},0}},\underset{k\text{ times}}{\underset{}{1,\mathrm{},1}}).$$
(4)
A similar equation holds for the $`𝐖^{(L)}`$:

$$W_0^{(L)}=\frac{1}{N2k1}(\underset{k+1\text{ times}}{\underset{}{0,\mathrm{},0}},\underset{N2k1\text{ times}}{\underset{}{1,\mathrm{},1}},\underset{k\text{ times}}{\underset{}{0,\mathrm{},0}}).$$
(5)
The $`i^{th}`$ rows are then obtained by cyclically shifting the $`0^{th}`$ rows to the right. All W and T matrices have the Toeplitz form, i.e., $`T_{ij}`$ depends only on the difference $`(ij)`$. Therefore, the right hand side of Eq. (1) is a convolution which leads after spatial Fourier transform to the following form

$$_t\widehat{P}_q(t)=(\widehat{W}_q(t)1)\widehat{P}_q(t).$$
(6)
With the initial condition

$$P_i(0)=\delta _{0i}$$
(7)
the formal solution is as follows

$$\widehat{P}_q(t)=\mathrm{exp}[_0^t(\widehat{W}_q(u)1)𝑑u].$$
(8)
This solution can be easily evaluated for the matrix W given in Eqs (3)-(5).

### A Return probability and spreading rate

Let $`F_{ij}(t)`$ denote the probability of the random walker visiting site $`j`$ at time $`t`$ having started from site $`i`$. Then we can write

$$P_{ij}(t)=_0^tF_{ij}(u)P_{jj}(tu)𝑑u,$$
(9)
where $`P_{ij}(t)`$ is the probability for the random walker to move from $`i`$ to $`j`$ during the time $`t`$. From this we get through the Laplace transform the following equation

$$\stackrel{~}{F}_{ij}(z)=\frac{\stackrel{~}{P}_{ij}(z)}{\stackrel{~}{P}_{jj}(z)}.$$
(10)
Now let us take $`s(t)`$ as the probability of observing a new site, or as the *spreading rate* at time $`t`$ when the random walker started from site 0:

$$s(t)=\underset{i=0}{\overset{N1}{}}F_{0i}(t)$$
(11)
By taking the *return probabilities* $`P_{ii}(t)`$ to be the same for all $`i`$ the equation (11) reads as follows

$$\stackrel{~}{s}(z)=\frac{1}{\stackrel{~}{P}_{00}(z)}\underset{i=0}{\overset{N1}{}}\stackrel{~}{P}_{0i}(z)=\frac{1}{z\stackrel{~}{P}_{00}(z)}$$
(12)
As stated before the quantity of interest is the average number of distinct sites visited, $`S(t)`$, which is expressed as

$$S(t)=_0^ts(u)𝑑u.$$
(13)
Then by using Eq. (12) we obtain $`S(t)`$ by the inverse Laplace transform of the function $`\stackrel{~}{s}(z)/z`$. It is noted that $`S(t)`$ could physically be intepreted as the amount of spreading the random walker has covered at time $`t`$.

### B Results

In order to obtain the return probability and the mean number of visited sites as a function of the probability $`p`$ we have solved numerically the set of equations (8) and (12) given above. For the purpose of checking the validity of these solutions we compare them with discrete time simulations both for $`P_{00}(t)`$ and $`S(t)`$. As depicted in Figs 1 and 3 the agreement for both these quantities is excellent, apart from the short time behavior, which is a consequence of the difference between the discrete and continuum time versions of the system.

Fig. 1 shows the return probability $`P_{00}`$ as a function of time. It is clearly evident from this figure that the simulation results agree very well with analytical calculations. In Fig. 2 we present a scaling plot of this data, i.e. $`(P_{00}1/N)\sqrt{t}`$ vs. scaled time $`pt`$, where $`1/N`$ represents the long time limit. This scaling obeys the following functional form:

$$P_{00}(t)=t^{1/2}\phi (tp^\alpha )$$
(14)
where $`\phi `$ is a universal scaling function with the the property that $`\phi (x)const`$ for $`x1`$ and it decays rapidly for $`x>1`$. The exponent $`\alpha `$ is unity (see Fig. 2) which is easily understood, because the short time characteristic for the one-dimensional case is valid until the walker makes a long jump. This takes the time $`1/p`$, on the average, which goes as a characteristic time into the argument of the function $`f`$. This is in contrast with the behavior of the quenched model, where in order to make a long jump, the distance proportional to $`1/p`$ has to be abbridged by diffusive motion on a one-dimensional topology of the system leading to a characteristic time behavior of $`(1/p)^2`$ .

In Fig. 3 we show the simulation and analytical results for the mean number of distinct sites visited, i.e. $`S(t)`$ as a function of time. Again, the good agreement between the simulation results and theoretical analysis is clear. The scaling form corresponding to (14) would now read as

$$S(t)=t^{1/2}f(tp^\alpha )$$
(15)
where the universal scaling function $`f`$ is of the following form

$$f(x)\{\begin{array}{cc}\hfill \text{const}\text{for}& x1\hfill \\ \hfill \sqrt{x}\text{for}& x1\hfill \end{array}$$
(16)
Here the short time behavior is $`St^{1/2}`$ while for long times it becomes proportional to $`t`$. As seen from the scaling plot of Fig. 4, the same $`\alpha =1`$ applies to this case as for the return probability.

## III The self–consistent model

Next we ask the question whether it is possible to modify the annealed model in a way that the crossover is shifted such that $`\alpha =2`$ would be obtained. This behavior is achieved by assuming a time dependent transition probability, as discussed below.

Since the scaling of the transition occurs in the quenched system later (as $`p^2t`$) we replaced the multiplier $`p`$ of $`𝐖^{(L)}`$ in Eq. (3) with $`ps(t)`$ to simulate the situation where the walker has a probability of making a long range leap only when visiting a previously unseen site:

$$𝐖=(1p)𝐖^{(S)}+ps(t)𝐖^{(L)}.$$
(17)
The corresponding master equation cannot be solved explicitly but we can still estimate the solution with arbitrary accuracy by numerical iteration scheme. In Fig. 5 we show the resulting time dependent behavior of the random walk spreading for the self-consistent model and simulated quenched system. Apart from the short times the agreement between these results seem to be quite good.

In Fig. 6 we show the scaling plot with $`\alpha =2`$ for the self-consistent model. Apart from early times the scaling seems to hold.

Hence the numerical results justify the choice of Eq. (17) which reflects the fact that in the quenched model one dimensional random walk has to be carried out between two long jumps.

## IV Summary

We have shown that the annealed random walk model with rare long jumps reflects some aspects of the quenched SWN’s. In the simplest case, with time independent transition probabilities, the model can be solved. However, as expected, only qualitative agreement between the quenched and the annealed models can be observed. With properly chosen time dependent transition probabilities we obtain even the proper exponent $`\alpha =2`$. We think that it is quite interesting that the behavior of the spreading can be estimated by an annealed model.

## Acknowledgements

This research was partially supported by OTKA T029985 and the Academy of Finland, project No. 1169043 (Finnish Centre of Excellence Programme 2000-2005).


text:
# Temperature and magnetic field dependence of superconductivity in nanoscopic metallic grains

We study pairing correlations in ultrasmall superconductor in the nanoscopic limit by means of a toy model where electrons are confined in a single, multiply degenerate energy level. We solve the model exactly to investigate the temperature and magnetic field dependence of number parity effect (dependence of ground state energy on evenness or oddness of the number of electrons). We find a different parity effect parameter to critical temperature ratio ($``$4 rather than 3.5) which turns out to be consistent with exact solution of the BCS gap equation for our model. This suggest the equivalence between the parity effect parameter and the superconducting gap. We also find that magnetic field is suppressed as temperature increases.

Single electron tunnelling experiments of Ralph, Black and Tinkham  (RBT) initiated interest on the possibility of superconductivity in a nanometer size Al grain. Although existence of superconductivity in a very small metallic particle has been discussed long time ago  it has been possible to investigate such small systems only recently with experiments of RBT. Anderson’s criterion, that superconductivity ceases when discrete energy level spacing becomes comparable with superconducting gap is correct in general, should be treated carefully at such small scales.

Instead of macroscopic properties like zero resistance and Meissner effect, superconductivity in nanometer size metallic grain manifests itself as an odd-even or number parity effect, i.e. dependence of physical properties on whether grain has odd or even number of electrons in it. Evaluation of discrete energy spectrum using BCS model or exact diagonalization of finite systems has been the main subject of theoretical studies . (For a review see Ref. ).

For parabolic energy dispersion, which is the case for a grain with perfect symmetry, discrete energy levels are multiply degenerate . Figure 25.1 of Ref.  and Fig. 1 of Ref.  show explicitly that for parabolic dispersion degeneracy of energy levels can be very large. For example, the number of solutions satisfying $`n^2=n_1^2+n_2^2+n_3^2`$, all being integer, can approach to 40 for $`n100`$. Although disorder and irregular shape split the degeneracy, as long as they are weak, we can still talk about near degeneracy. The main point is that typical scale of dimensional energy quantization $`\delta _1=\mathrm{}\upsilon _F/L`$ is, $`L`$ being the size of the grain, much larger than level spacing $`\delta _2E_F/N`$, where $`E_F`$ is fermi energy and $`N`$ is the total number of electrons, even for disordered samples. If attractive electron-electron interaction is much less than $`\delta _1`$, but yet larger than $`\delta _2`$, we can approximate the system as a single, multiply degenerate energy level provided that disorder is not too strong. A single energy level is certainly drastic approximation. Our aim is to find out possibility of superconductivity, or pairing correlations, in this extreme limit. Physical systems are probably between bulk BCS model and the nanoscopic (or quantum) limit. By examining the behavior of a superconductor at both ends we expect to figure out properties of real systems. Finally, our earlier works  show that exact solution of multi-level model agrees very well with single energy level model in the large level spacing (or nanoscopic) limit. The formula, obtained in the single level approximation, for the ratio of the number parity effect parameters for odd and even cases gives results within one percent neighborhood of the exact solution when level spacing is about ten times larger than the superconducting energy gap.

Our starting point is a single, multiply degenerate energy level. We consider $`d`$ states and assume that electrons in the same state are paired. Therefore the model Hamiltonian becomes

$$H=g\underset{n,n^{}=1}{\overset{d}{}}a_n^{}^{}a_n^{}^{}a_na_n,$$
(1)
where $`a_{n\sigma }^{}`$ $`(a_{n\sigma })`$ creates (annihilates) an electron in state $`n`$ with spin $`\sigma `$. Such a model has already been used long time ago by Mottelson to study pairing of nucleons . In our case $`n`$ describes a state where time-reversed partner is itself. Hence, we assume that electrons occupying the same state are paired and they can be scattered into anyone of the unoccupied states together with the same amplitude. It is an immediate consequence of the form of the interaction that singly occupied states give vanishing matrix elements. Single electrons simply block a state from any scattering event. Therefore, their mere effect is to eliminate certain states in the Hamiltonian. On the other hand, doubly occupied and empty states can be denoted in pseudo-spin representation  which allows us to diagonalize the Hamiltonian easily.

Pseudo-spins s are introduced by the definition $`s_{n+}=a_n^{}a_n^{}`$ and $`s_{nz}=\frac{1}{2}(a_n^{}a_n+a_n^{}a_n1)`$ which allows us to write the Hamiltonian as $`H=gS_+S_{}`$ where $`𝐒=_n𝐬_n`$ is the total spin and $`S_\pm `$ are corresponding raising and lowering operators. Finally, when it is written as $`H=g(𝐒^2S_z^2+S_z)`$, we obtain energy eigenvalues as

$$E(s)=\frac{g}{4}(Ns)(2dsN+2)$$
(2)
where

$`s=\{\begin{array}{c}0,2,4,\mathrm{},2dN,\mathrm{},N\text{for N even}\\ 1,3,5,\mathrm{},2dN,\mathrm{},N\text{for N odd.}\end{array}`$ (5)
Here, seniority number $`s=d2S`$ has been introduced to simplify the expressions. We note that for a given number of electrons $`N`$, $`z`$-component $`S_z`$ of the pseudo-spin is fixed and hence eigenvalues are labelled by only one quantum number $`S`$. Degeneracy of each $`S`$, i.e. several different ways of obtaining the same total spin value, makes the problem nontrivial. Therefore, we have have to find the total number of states $`\mathrm{\Omega }(s)`$ having the same seniority number $`s`$ to evaluate thermodynamical quantities. Let us start with the ground state which corresponds to the largest possible total spin $`S`$ or equivalently the smallest possible seniority $`s`$. For even $`N`$, $`s=0`$ state is unique whereas for odd $`N`$, due to un-paired electron there is 2$`d`$-fold degeneracy. Here, we assume that the grain interacts with a heat bath where spin flip is possible which gives the factor 2.

Next, we consider the excited states which can be created not only by pair breaking (single particle excitations) but also by changing total spin value with fixed number of pairs (collective excitations). Single particle and collective excitations turn out to have the same energy spectrum. Hence, the total degeneracy $`\mathrm{\Omega }(s)`$ can be obtained by summation of degeneracies of each configuration. Contribution of un-paired electrons to degeneracy is nothing but the number of combinations of $`d`$ states taken $`s`$ at a time. Including spin degree of freedom results in a factor $`2^s`$. Different ways of obtaining the same total spin $`S`$ with $`N`$ spin-1/2 particles, which is given by

$$\left(\begin{array}{c}N\\ N/2S\end{array}\right)\left(\begin{array}{c}N\\ N/2S1\end{array}\right),$$
(6)
brings an additional contribution. Total degeneracy is found by proper use of the two formulae. Summation over all possible configurations having the same seniority gives us the total degeneracy

$$\mathrm{\Omega }(s)=\underset{i=0}{\overset{I}{}}\left[\left(\begin{array}{c}ds+2i\\ i\end{array}\right)\left(\begin{array}{c}ds+2i\\ i1\end{array}\right)\right]\left(\begin{array}{c}d\\ s2i\end{array}\right)2^{s2i}$$
(7)
where $`I`$ is equal to $`\frac{s}{2}`$, $`\frac{(s1)}{2}`$ for even $`N`$ and odd $`N`$, respectively .

Before going to evaluate thermodynamical quantities let us calculate the ground state energy as a function of number of electrons $`N`$, for a given degeneracy $`d`$. Figure. 1 shows $`d=`$20 case. For $`N=`$20, the level is half-filled and we reach the minimum. This is an expected result since both the number of pairs and the number of the empty states into which they scatter are maximized to have the optimum energy. Zig-zag structure of the curve is due to the parity effect. When $`N`$ is odd there is a unpaired electron which is neither scattered out and nor allows any pair to be scattered into the state it occupies. This blocking effect effectively decreases the number of states by one.

Noting the fact that Zeeman energy shifts of discrete levels are much more important than orbital diamagnetism  we can immediately write down energy eigenvalues in the presence of a uniform magnetic field as

$$E_H=E_{H=0}\mu _BH(n_{}n_{}),$$
(8)
where $`n_{}`$ and $`n_{}`$ denote the number of spin-up and spin-down electrons, respectively. Although, we find $`E_H`$ easily, degeneracy expression is no more simple but instead changes with magnetic field. However, for small number of states it is not difficult to count the energy levels to find degeneracy of each energy eigenvalue.

Having degeneracy of each state we can evaluate specific heat $`C_v=\frac{E}{T}`$ as a function of temperature where

$$E=\frac{_sE(s)\mathrm{\Omega }(s)e^{E(s)/kT}}{_s\mathrm{\Omega }(s)e^{E(s)/kT}}.$$
(9)
Observation of specific heat variation is one of the most direct ways to find critical temperature $`T_c`$ and magnetic field $`H_c`$.

Figure. 2 shows variation of $`C_v(T)`$ with temperature for different number of electrons. Discontinuity in the specific heat, which is a indication of a second order phase transition in macroscopic systems, now manifests itself as a relatively fast variation in $`C_v(T)`$ curve. Absence of a sharp change results in ambiguity in determination of $`T_c`$. We are going to identify the temperature at which the maximum of $`C_v(T)`$ curve is reached as $`T_c`$. We note that the linear background, i.e. contribution to $`C_v(T)`$ which is of the form $`const.T`$, is absent. This is because linear term is a result of Fermi-Dirac distribution and continuous spectrum near Fermi energy. Since in our case, we have a single level, $`C_v(T)`$ curve has a flat background.

In Fig. 3 we plot critical temperature for different magnetic fields as a function of number of electrons. Higher value of $`T_c`$ for even number of electrons is an indication of number parity effect which can be defined as

$$\mathrm{\Delta }_P=\left|E^{2N+1}\frac{E^{2N}+E^{2N+2}}{2}\right|$$
(10)
where $`E^{2N}`$ is the ground state energy for $`2N`$ electrons. $`\mathrm{\Delta }_P`$ has no $`N`$ label because for our model it can be shown that $`\mathrm{\Delta }_P=gd/2`$, independent of $`N`$. However, at finite temperature $`\mathrm{\Delta }_P`$ should be redefined. One possibility is to replace ground state energies by thermal averages where we obtain $`\mathrm{\Delta }_P(T)`$ as a decreasing function of temperature . We note that for $`H=0`$, $`kT_c/g2`$ while $`\mathrm{\Delta }_P/g=5`$ which gives $`2\mathrm{\Delta }_P/kT_c=5`$. With increasing $`d`$ we observe that ratio decreases. For $`d=100`$, which is not plotted due to invisibility small odd-even dependence, $`2\mathrm{\Delta }_P/kT_c=4.6`$. Here the interesting point is that BCS gap equation

$$\mathrm{\Delta }_\text{k}=\underset{\text{l}}{}V_{\text{kl}}\frac{\mathrm{\Delta }_\text{l}}{2E_\text{l}}\mathrm{tanh}\frac{E_\text{l}}{2kT}$$
(11)
can be solved analytically, with $`V_{\text{kl}}=g`$, $`E_\text{k}=E`$ and $`\mathrm{\Delta }_\text{k}=\mathrm{\Delta }`$, to give $`kT_c/g=d/4=\mathrm{\Delta }_0/2g`$, and we find $`2\mathrm{\Delta }_0/kT_c=4`$ (rather than 3.5).

Finally, in Fig. 4, we plot critical magnetic as a function of temperature. We attribute the feature at low temperatures to slightly ambiguity in the definition of critical temperature. In interpreting $`H_c(T)`$ curve we should keep in the mind that the critical magnetic field is determined by Zeeman splitting. For a different geometry, for example for a ring shaped conductor, orbital coupling can also play an important role.

In conclusion, we can understand basic physics of thermal and magnetic properties of a nanoscopic superconductor using our very simple model which can be solved exactly. In the extreme nanoscopic limit where a single degenerate or nearly degenerate energy level is left we predict a different gap to critical temperature ratio. Our results, with increasing number of levels, approach to exact solution of the BCS gap equation which gives $`2\mathrm{\Delta }_0/kT_c=4`$ (rather than 3.5). This suggest the equivalence between the parity effect parameter $`\mathrm{\Delta }_P`$ and the superconducting gap $`\mathrm{\Delta }`$. Finally, we observe that the critical magnetic field is suppressed with increasing temperature.

###### Acknowledgements.

We gratefully acknowledge useful discussions with Prof. I. O. Kulik.


text:
# Level correlations in integrable systems

## I Introduction

In the quantum limit, classically integrable systems are often described as those with ”level bunching” or, alternatively, absence of level correlations, while classically chaotic ergodic systems are described as exhibiting ”level rigidity”. We will argue here, however, that such descriptions are overly simplistic and apply only in certain energy intervals. In fact, since the total number of levels must be conserved, both integrable and chaotic systems exhibit various degrees of rigidity depending on the energy scales.

The main difference between the chaotic and integrable systems lies in the relevant length and energy scales. Chaotic systems are characterized by their diffusive behavior and the relevant energy scales are the mean level spacing $`\mathrm{\Delta }`$, the Thouless energy $`E_c=D/L^2`$, and the inverse scattering time $`\tau ^1=D/\mathrm{}^2`$, where $`Dv_F\mathrm{}`$ is the diffusion coefficient, $`v_F`$ is the Fermi velocity, $`\mathrm{}`$ is the mean-free-path, and $`L`$ is the system size ($`\mathrm{}=c=1`$ below). The Thouless scale is associated with the diffusion to the system boundary and can be written as***In what follows, we consider only 2D systems. $`E_c\sqrt{ϵ_F\mathrm{\Delta }}\left(\mathrm{}/L\right)`$, where $`ϵ_F`$ is the Fermi energy.

For chaotic systems, on energy scales $`E`$ $`\mathrm{\Delta }`$, the level rigidity statistics $`\mathrm{\Delta }_3`$, which is based on the cumulative level distribution function (see e.g.), is

$$\mathrm{\Delta }_3\frac{E}{\mathrm{\Delta }}$$
(1)
indicating the lack of level correlations. The onset of rigidity occurs at $`E\mathrm{\Delta }`$ (and, hence, also known as level repulsion) and for $`\mathrm{\Delta }EE_c`$

$$\mathrm{\Delta }_3\mathrm{ln}\frac{E}{\mathrm{\Delta }}$$
(2)
This energy range corresponds to length scales between $`L`$ and $`\sqrt{D/\mathrm{\Delta }}`$ and the rigidity is related to the diffusive character of the multiple traversals of the system. On scales such that $`E_cE\tau ^1`$, which correspond to lengths between $`\mathrm{}`$ and $`L`$ and to uncorrelated diffusion in different parts of the system, the level structure is much less rigid,

$$\mathrm{\Delta }_3\frac{E}{E_c}\frac{1}{g}\frac{E}{\mathrm{\Delta }}$$
(3)
where $`gE_c/\mathrm{\Delta }1`$ is the dimensionless conductance. The existence of the above regimes is, nonetheless, in complete agreement with the global rigidity (level number conservation) which can be expressed in the following form:

$$_{\mathrm{}}^{\mathrm{}}𝑑\omega \delta \nu \left(ϵ\right)\delta \nu \left(ϵ+\omega \right)=0$$
(4)
where $`\nu \left(ϵ\right)`$ is the level density, $`\delta \nu \left(ϵ\right)=\nu \left(ϵ\right)\nu `$ and $`\nu `$ the mean level density.(Here $`ϵ`$ is the ”running” value of energy which below will be used interchangeably with $`ϵ_F`$). This relationship has been discussed, for instance in, but without taking account of diffusion modes. The diffusion modes are only known to be treated perturbatively, but even then the above relationship is satisfied as can be easily seen with the help of eq. (32) in .

In integrable systems (4) must also be satisfied; otherwise even the notion of the mean level density $`\mathrm{\Delta }`$ would be dubious. However, the only relevant scale in this case is

$$\epsilon \sqrt{ϵ_F\mathrm{\Delta }}$$
(5)
In what follows, we shall derive the expression for the level correlation function $`\delta \nu \left(ϵ\right)\delta \nu \left(ϵ+\omega \right)`$ in integrable systems that satisfies (4) and illustrate it on an example of a rectangle with incommensurate sides (a generic integrable system). Applying this expression to evaluation of the $`\mathrm{\Delta }_3`$-statistics, we will find that for $`E\epsilon `$

$$\mathrm{\Delta }_3\frac{E}{\mathrm{\Delta }}\left(1O\left(\left(\frac{E}{\epsilon }\right)^3\right)\right)$$
(6)
and for $`E\epsilon `$

$$\mathrm{\Delta }_3\frac{\epsilon }{\mathrm{\Delta }}\left(1O\left(\frac{\epsilon ^2}{E^2}\right)\right)$$
(7)
that is $`E`$-independent. The latter indicates that the spectrum becomes more rigid at large scales, the fact obviously related to (4). The leading terms in (6) and (7) were a subject of extensive numerical and analytical study in  and . However, the evaluation in the present paper of the level correlation function over the entire energy range allows for the evaluation over the entire energy range of $`\mathrm{\Delta }_3`$\- and $`\mathrm{\Sigma }`$-statistics (and other characterizations of the spectrum) also.

## II Level correlation function

We approach the derivation of the level-correlation function in two different ways, which will later be shown to be equivalent. First, we utilize the semiclassical formalism wherein the level density is expressed as a sum over periodic orbits,. In such a formalism, the Fourier transform of the level correlation function is given by

$$\varphi \left(t\right)=\underset{j}{}A_j^2\delta \left(tT_j\right)$$
(8)
where $`A_j`$ and $`T_j`$ are the periodic orbit amplitudes and periods respectively. To simplify the calculation, we will express all energies in terms of $`\mathrm{\Delta }`$ so that $`\mathrm{\Delta }`$ will be dropped below. It is known that (see (58) in)

$$\varphi \left(t\mathrm{}\right)=1/2\pi $$
(9)
and it is clear that $`\varphi \left(t\right)=0`$ for $`t<T_{\mathrm{min}}`$, where $`T_{\mathrm{min}}`$ ($`\epsilon ^1`$ in 2D) is the shortest periodic orbit. Based on these limiting behaviors, we propose a very simple ansatz, namely,

$$\varphi \left(t\right)=\begin{array}{ccc}1/2\pi ,\hfill & & t>T_{\mathrm{min}}\hfill \\ 0,\hfill & & t<T_{\mathrm{min}}\hfill \end{array}$$
(10)
Clearly, this ansatz is applicable in any dimension.

Since the correlation function should be symmetrical with respect to the $`\omega \omega `$ transformation, the FT should be symmetrical with respect to the $`tt`$ transformation. The obvious generalization of (8) would be via the substitution $`\delta \left(tT_j\right)\left[\delta \left(tT_j\right)+\delta \left(t+T_j\right)\right]`$ and the ansatz (10) is generalized be means of

$$\varphi \left(t\right)=\frac{1}{2\pi }\left[1+\frac{sign\left(tT_{\mathrm{min}}\right)}{2}\frac{sign\left(t+T_{\mathrm{min}}\right)}{2}\right]$$
(11)
which satisfies $`\varphi \left(t\right)=\varphi \left(t\right)`$. With such definition, the correlation function becomes

$$\delta \nu \left(ϵ\right)\delta \nu \left(ϵ+\omega \right)=\delta \left(\omega \right)\frac{\mathrm{sin}\left(\omega T_{\mathrm{min}}\right)}{\pi \omega }$$
(12)
Consider now a rectangle whose sides $`L_1`$ and $`L_2`$ are such that

$$L_1^2/L_2^2=\alpha $$
(13)
is irrational. It is also assumed that $`\alpha 1`$ (this assumption is opposite to the assumption $`\alpha 1`$ in ,). We also have

$$ϵ_F=N\mathrm{\Delta }=\frac{2\pi }{mA}$$
(14)
where $`A=L_1L_2`$ is the area and $`N`$ is the mean number of levels below the Fermi level. With these definitions, the shortest periodic orbit is the one with length $`2L_1`$ and

$$T_{\mathrm{min}}=\frac{2L_1}{v_F}=\frac{2\pi ^{1/2}\alpha ^{1/4}}{\sqrt{ϵ_F}}$$
(15)
The level correlation function for this integrable system is then

$$\delta \nu \left(ϵ\right)\delta \nu \left(ϵ+\omega \right)=\delta \left(\omega \right)\frac{\mathrm{sin}\left(2\pi \omega /\epsilon \right)}{\pi \omega }$$
(16)
with the definition

$$\epsilon =\sqrt{\pi ϵ_F}/\alpha ^{1/4}$$
(17)
(compare this definition with eqs. (7) and (43) in ).

The alternative way of derivation is specific to a rectangle (since it is based on the energy spectrum specific to the rectangular box) and involves a slight modification of a derivation for a square in Appendix B of. It is shown there that the level density can be written as

$$\delta \nu \left(ϵ\right)=\sqrt{\frac{2}{\pi }}\underset{m_1,m_2=\mathrm{}}{\overset{\mathrm{}}{}}\frac{\mathrm{cos}\left(kL_\sigma \right)}{\left(kL_\sigma \right)^{1/2}}$$
(18)
The term $`m_1=m_2=0`$ is excluded. (In fact, this term gives the mean level density ). In (18), $`k=\sqrt{2mϵ}`$, $`kL1`$ and

$$L_\sigma =2\sqrt{\left(m_1L_1\right)^2+\left(m_2L_2\right)^2}$$
(19)
Notice that reducing the summation to only positive $`m_1`$,$`m_2`$ demonstrates that (18) is a summation over periodic orbits whose length is given by (19). Omitting the rapidly oscillating terms, we find

$$\delta \nu \left(ϵ\right)\delta \nu \left(ϵ+\omega \right)=\frac{1}{\pi }\frac{\mathrm{cos}\left(\mathrm{\Delta }kL_\sigma \right)}{\left(kL_\sigma \right)^{1/2}}$$
(20)
The sum can be converted to an integral in polar coordinates,

$$\delta \nu \left(ϵ\right)\delta \nu \left(ϵ+\omega \right)=\frac{1}{2kL_1L_2}\left[_{\mathrm{}}^{\mathrm{}}\mathrm{exp}\left(2i\mathrm{\Delta }k\rho \right)𝑑\rho _{\rho _{\mathrm{min}}}^{\rho _{\mathrm{min}}}\mathrm{cos}(2\mathrm{\Delta }k\rho )𝑑\rho \right]$$
(21)
whereMore consistently, the variable of integration should be a dimensionless $`L_1\kappa 1`$; introducing the latter, however, does not affect the final result. $`\rho _{\mathrm{min}}L_1`$. The appearance of $`\rho _{\mathrm{min}}`$ above is related to the fact that the term $`m_1=m_2=0`$ is excluded in (18). It has the meaning of the length of the shortest periodic orbit, which is in direct relation to ansatz (11). (Notice that when $`\alpha 1`$, $`\rho _{\mathrm{min}}L_1L_2`$ and the combination of the cut-off and polar coordinates becomes a more tenable approximation). Integrating (21) and substituting $`\mathrm{\Delta }k=\omega m/k`$, we recover the previously obtained result (16).

## III $`\mathrm{\Delta }_3`$\- and $`\mathrm{\Sigma }`$-statistics

We now proceed to apply (16) to the evaluation of $`\mathrm{\Delta }_3`$\- and $`\mathrm{\Sigma }`$-statistics. For $`\mathrm{\Delta }_3`$-statistics, we begin with

$`\mathrm{\Delta }_3\left(E\right)`$ $`=`$ $`2{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dt}{t^2}}\varphi \left(t\right)G\left(Et/2\right)`$ (22)
$`G\left(y\right)`$ $`=`$ $`1F^2\left(y\right)3\left(F^{}\left(y\right)\right)^2\text{}F\left(y\right)=\mathrm{sin}y/y`$ (23)
(compare with eq. (20) in). Substituting (11) into (22), we find

$$\mathrm{\Delta }_3\left(E\right)=\frac{E}{2\pi }_{ET_{\mathrm{min}}/2}^{\mathrm{}}𝑑t\frac{G\left(t\right)}{t^2}$$
(24)
This is easily evaluated analytically in terms of algebraic, trigonometric and sine integral functions. However, of greater interest are the limiting cases:

$$\mathrm{\Delta }_3\left(ET_{\mathrm{min}}^1\epsilon \right)\frac{1}{15}E\left[1\frac{\left(T_{\mathrm{min}}E\right)^3}{144\pi }\right]$$
(25)
and

$$\mathrm{\Delta }_3\left(ET_{\mathrm{min}}^1\epsilon \right)\frac{1}{\pi T_{\mathrm{min}}}\left[1\frac{8}{3\left(T_{\mathrm{min}}E\right)^2}\right]$$
(26)
For the rectangular, upon substitution of (15), the first term in (26) becomes

$$\mathrm{\Delta }_3^{(rect)}\left(E\epsilon \right)=\frac{1}{2\pi ^{3/2}\alpha ^{1/4}}\sqrt{ϵ_F}$$
(27)
Remarkably, for $`\alpha 1`$, the constant in front of the radical is close ($`5`$ percent) to the value in (45) of which was obtained by exact summation over all periodic orbits. This supports the utility of the ansatz (11) for the level correlation function.

For completeness we give the results for $`\mathrm{\Sigma }`$-statistics as well. In the same limiting cases, we find

$$\mathrm{\Sigma }\left(ET_{\mathrm{min}}^1\epsilon \right)E\left[1\frac{\left(T_{\mathrm{min}}E\right)}{\pi }\right]$$
(28)
and

$$\mathrm{\Sigma }\left(ET_{\mathrm{min}}^1\epsilon \right)\frac{2}{\pi T_{\mathrm{min}}}\left[1+\frac{\mathrm{sin}\left(T_{\mathrm{min}}E\right)}{T_{\mathrm{min}}E}\frac{2\mathrm{cos}\left(T_{\mathrm{min}}E\right)}{\left(T_{\mathrm{min}}E\right)^2}\right]$$
(29)
We observe that the accuracy of $`\mathrm{\Delta }_3`$ in the limiting cases is higher than that of $`\mathrm{\Sigma }`$. This is because $`\mathrm{\Delta }_3`$ describes the cumulative behavior of the levels in the spectrum and is thus a more appropriate characteristic for the rigidity. We also observe that the last two terms in (29) are rapidly oscillating. The most interesting feature of both statistics for large energy intervals is that the leading terms are $`E`$-independent (but do depend on $`ϵ`$).

## IV Discussion

The central result of this work is (12). This simple form of the correlation function is in excellent agreement with the limiting behavior of the $`\mathrm{\Delta }_3`$-statistics for both small and large energy scales and is consistent with the overall spectral rigidity (4). Having a closed-form correlation function, applicable at all energy scales, allows for the evaluation of the closed-form expressions for $`\mathrm{\Delta }_3`$\- and $`\mathrm{\Sigma }`$-statistics as well, with the corrections in the appropriate regimes given by eqs. (25)-(26) and eqs. (28)-(29) respectively.

The significance of the corrections to the leading terms in (25) and (28) is that they describe the onset of level correlations at small scales, which are dominated by the $`\delta `$ -function in (12) (corresponding to the absence of correlations in the zeroth order). The corrections to the leading terms at large scales, (26) and (29), are also of interest especially in view of the issues related to the symmetry-breaking perturbations (see below). For verification purposes, we are presently working on the numerical evaluation of $`\mathrm{\Sigma }`$-statistics which will be reported elsewhere.

We emphasize that (12) was obtained both via ansatz (11) and, for the specific case of a rectangle with incommensurate sides, by a direct evaluation in the energy space. In both circumstances the small inaccuracy is related to the continuous nature of the approximation used versus the discrete behavior in the limit of short orbits.

Clearly, if a term $`\delta \varphi \left(t\right)`$, such that $`\delta \varphi \left(T<T_{\mathrm{min}}^{}\right)=0`$ and $`\delta \varphi \left(\pm \mathrm{}\right)=0`$, is added to (11), eq. (4) will still be satisfied and the leading terms in (25) and (28), determined by the $`\delta `$-function in (12), will remain unchanged. Furthermore, since the relevant scales are $`T_{\mathrm{min}}^{}T_{\mathrm{min}}`$, the corrections introduced at large energy scales will have the same functional form as, and will be of the order of, (26) and (29). The question of $`\delta \varphi \left(t\right)`$ may be relevant in discussion of the effect of time-reversal symmetry-breaking terms, such as magnetic field. We hope to address this question in a future publication.

## V Acknowledgments

We are grateful to B. Goodman for many helpful discussions and for careful reading of the manuscript.