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# An Architecture for Security and Privacy in Mobile Communications

## 1 Introduction

As the use of mobile communications devices has increased, many people have become more concerned with the privacy of such conversations. Most recently, talk about location-based services has raised the issue even further, particularly as more people realize that mobile phones are easily tracked—in fact, the current architecture of mobile phone systems essentially requires that they be tracked.

As the global telecommunications system has evolved, including the mobile communications system, successive improvements have typically not been designed with security and privacy in mind. For example, technological and economic choices by telecommunications providers often made it possible for governments (and others, in some cases) to eavesdrop on conversations and obtain call history information. Over the past hundred years, in fact, bodies of government laws and regulations have grown up to institutionalize these abilities, despite changes in the underlying technology.

The privacy issues become more acute with mobile systems. For example, it is now much easier for an individual to eavesdrop on cell phones (although doing so is regulated). Location-based services remind mobile phone users that they can be tracked. New threats are appearing, and old threats are becoming more visible.

Discussions about how to improve the privacy of the mobile communications network typically focus either on regulatory approaches or layered technologies. While it is certainly important to consider and enact policies to protect privacy, such regulations essentially mean: “we know you have this information, but you may only disclose it to specified parties under specified circumstances.” From a user’s point of view, such protection is, of course, rather limited.

An alternative approach to protecting privacy is to make it difficult, if not impossible, for anyone to collect the information in the first place. The means to do this are primarily technological, but not entirely. Layered technology approaches, such as encrypting phones, are one approach, but their effectiveness is limited by the underlying infrastructure.

In this article, we propose a communications network architecture designed for security and privacy. The architectural approach is to separate the network (providing connectivity) from the service (providing authentication, billing, and so forth). Common carriers provide the network, while the user can choose among many service providers based on their pricing, provisions for privacy, and service offerings. Security and privacy are provided because the network cannot know the identity of the users, the service cannot know the user location, and (by virtue of end-to-end encryption), no one but the correspondents can know the content of their communications.

An important goal of this work is to explore the limits on how much security and privacy can be achieved in a large communications network. Even if the system is unrealistic, or simply impractical to deploy in place of the existing system, such an exploration can help Understanding these limits helps to measure the effectiveness of other approaches

In order to focus our discussion, we focus mainly on the technologies and policies in the United States, although the fundamental issues of both are global in nature. We also focus primarily on mobile voice communications, although many of these ideas can clearly be applied to stationary phones and to data networks, whether stationary or mobile.

## 2 Mobile Communications Today

The current wireless networks in North America are based on “cells”, which divide a telephone service territory into small regions for efficient use of low-power transmitters with minimum interference. The end user devices are generally dumb (indeed, the industry calls them ”terminals”) and intelligence—that is, call management, routing, and other services—is lodged in the network. A simplified architecture of the cellular network is shown in Figure 1. A much longer discussion of current telecommunications systems can be found in Tomlinson .

When a cell phone is turned on, it locates a nearby cell, which tells it what channels to use and what transmit power to use. As a phone moves, it will repeat this process as it enters new cells. Phones identify themselves to the network using a unique ID, called an *electronic serial number*, or (ESN). The ID is mapped to a phone number within the network. A common attack on cell phone systems to obtain fraudulent service is known as “cloning,” in which the ESN is duplicated for another phone.

For billing, the network where the phone is located sends a billing record to the phone’s service provider. The raw call detail records are translated according to rates and plans into particular charges for the end user. The carriers also settle accounts with each other for the services incurred on the other’s network. End users typically pay a combination of monthly service charge and per-minute charges, although prepaid plans with only per-minute charges are becoming more popular.

The various wireless network technologies in current use have very different approaches to security. Early analog cell phones have essentially no security capabilities. The North American digital standards have voice privacy using encryption, but the system is notoriously weak. The European GSM standards also support voice encryption, but they are subject to a variety of straightforward attacks.

In the U.S., the Federal Communications Commission (FCC) has required that location information be available for all mobile phones by October 31, 2001. While the FCC’s regulation was primarily intended to be used for locating a phone used to call for help in an emergency, service providers are looking for ways to take advantage of the information to generate revenue.

## 3 Security and Privacy in Mobile Communications

Every day, telephones are used millions of times for private discussions, whether business secrets or personal affairs. Most of the time, the speakers give little thought to the security or privacy of their communications. What are the issues in a typical call?

First, the parties do not necessarily have a good idea who the other one is. When speaking to others they know, people can identify them by voice. Beyond that, there is no real authentication in the system. Many people easily accept any identification given to them on the phone: “I’m from the IRS, and we’re just checking up on a problem with your tax return. Could you give me your Social Security number?” Similarly, there is no certainty that calling a phone number gets to the right person or organization, though it is admittedly harder to persuade someone to call a spoofed number.

Second, someone else may be eavesdropping on the conversation, whether by a wiretap or by intercepting a conversation broadcast by a cell phone or cordless phone.111Note: in this paper we do not address the security or privacy of communications between cordless phones and their base stations. Existing standards for voice privacy on digital (but not analog) phones provide some protection, but not against a determined attacker. In practice, the technology discourages simple scanning and opportunistic eavesdropping.

Third, billing records provide an audit trail held by the service provider of calls made and received, and the phone number (though not the actual personal identity) of the other party. These records are often used by law enforcement, and sometimes in other circumstances as well.

Fourth, caller ID (CID) and automatic number information (ANI) reveals the phone number of the caller to the recipient. While we don’t dispute the usefulness of caller ID, it does reveal information that the caller may wish to keep private. Symmetrically, having a single phone number used for multiple calls, or by different callers, may link together information that the recipient may wish to keep private.

Fifth, the weak authentication of devices in the system makes fraud possible. The mobile telecommunications industry has spent an enormous amount of money to combat fraud by putting more intelligence in the network. Here it is important to note a critical distinction about authentication: devices (e.g., phones) can be authenticated to the network as legitimate, and users can be authenticated to each other, regardless of the phones they are using. In fact, it is only important for the device to be authenticated to the network to link it to a billing account in the current architecture. We will return to this problem below.

Finally, it is important to note that solving many of these security problems requires an *end-to-end* approach. That is, the security relationship exists between the end users (or, at least, the end devices), not with parts of the network. For example, consider a system that encrypts the signal between a wireless phone and the cellular base station, and then encrypts the signal from the base station through the phone network. The security is not end-to-end, because the an intermediate system—the base station—has access to the clear version. This approach to system design is described in more detail by Saltzer et al .

These problems of security and privacy are fundamental aspects of the telecommunications system, and we can measure the effectiveness of a given system for security by how well it eliminates each threat.

## 4 Legal Environment

Historically, in the United States, security and privacy of mobile communications has passed through a number of phases. Section 605 of the Communications Act of 1934 says:

> …no person not being authorized by the sender shall intercept any communication and divulge or publish the existence, contents, substance, purport, effect, or meaning of such intercepted communication to any person…

In other words, it was not illegal to listen to a call, but it was illegal to tell anyone about it. Scanner and short-wave enthusiasts had free rein of the airwaves for the next fifty years. In 1984, however, the Electronic Communications Privacy Act (ECPA) changed the situation to make it illegal to “intentionally intercept…any wire, oral, or electronic communication..” While the act does provide for some exceptions, the law essentially made it illegal to listen to another’s conversation without authorization. Later, the Telecommunications Disclosure & Dispute Resolution Act of 1992 made it illegal to manufacture or sell equipment that was capable of receiving cellular or cordless telephones.

Notwithstanding these U.S. restrictions on the public intercepting wireless communications, the 1994 Communications Assistance for Law Enforcement Act (CALEA) requires that carriers implement and as necessary modify their equipment to facilitate the ability of the government to intercept communications. An FCC report on the law stated:

> Specifically, section 103(a) of CALEA requires that “a telecommunications carrier shall ensure that its equipment, facilities, or services that provide a customer or subscriber with the ability to originate, terminate, or direct communications” are capable of (1) expeditiously isolating the content of targeted communications transmitted by the carrier within its service area; (2) expeditiously isolating information identifying the origin and destination of targeted communications; (3) transmitting intercepted communications and call identifying information to law enforcement agencies at locations away from the carrier’s premises; and (4) carrying out intercepts unobtrusively, so that targets are not made aware of the interception, and in a manner that does not compromise the privacy and security of other communications. .

In a sense, the primary purpose of CALEA was to preserve the ability of the U.S. government and other law enforcement organizations to conduct wiretaps and trace telephone calls, an ability that was jeopardized by evolving technology. Much more background on wiretaps and communications policy can be found in Diffie and Landau .

Separately, the U.S. government has historically discouraged the use of encryption. While the official policy of the U.S. government is that no restrictions be placed on the ability of its citizens to use encryption technology, it has long placed fairly stringent controls on the export of encryption technology. This has effectively discouraged the sale of encryption systems in the U.S. market as well. Both the export regulations and the market conditions for encryption system have changed in recent years, but such devices as encrypting phones are still not widely available.

In summary, while it is not illegal for end users to communicate securely, government policies effectively discourage such systems. In particular, telecommunications carriers are prohibited from offering secure services to a broad market, leaving the burden of security entirely on the end users.

## 5 Requirements and Desiderata

Now we turn to the requirements for a secure and private mobile communications system. In addition to the basic security requirements described earlier in section 3, there are several important requirements for the different players in the communications network. For our simplified architecture, we look at required and desired properties for four kinds of participants: end users (including application providers), carriers, and governments.

### 5.1 For End Users

In this system, the category of “end users” includes people who make and receive telephone calls, as well as *application providers*. Applications providers are those who are providing some service (that is, an application) over the communications network. We use the term “application provider” instead of “service provider” to avoid confusion with those providing telecommunications services (*i.e.*, carriers). The simplest case of an application provider is just a person answering a telephone call, but other applications may be quite different.

System requirements for end users include:

1. No one else should be able to bill calls to another account. In addition, a stolen phone should be useless, thus discouraging theft.
2. The network should keep no record of calls sent or received, but the user should have access to complete call detail information. This implies that there are no records about uses of digital information services.
3. It should not be possible to record a clear version of a conversation or data session.
4. It should not be possible to discover the location of a user, but the user should be able to release her location as desired. For example, a stalker with access to the network should not be able to track an individual.
5. It should not be possible to identify the end user or the end device. For example, a device should not have a static ESN. 222This does not rule out “fingerprinting” the device based on its transmission characteristics, although it is possible to build devices that alter their characteristics over time, making fingerprinting difficult, if not impossible.
6. Location information is not normally available to anyone, except that the network does know the location of a device that is transmitting at a particular time. Users can choose to release location information to application providers, or it can be automatically released for a call to emergency services.

In a sense, these are the most important requirements in the system, because it is the security and privacy of the end users that concerns us here. Of course, some of them imply a requirement for end-to-end security, since the network is not trusted.

### 5.2 For Carriers

Telecommunications carriers obviously have many requirements for the systems that they will build and operate, and they must certainly be concerned with building scalable, reliable systems. For the architectural discussion here, we focus on some fundamental requirements that make it possible to operate the service as a business.

1. Carriers should be paid for providing services.
2. The system should have adequate defenses against fraud.
3. There must be mechanisms for naming and addressing end devices, and for routing the communications.
4. It should be possible to provide add-on features, such as voice mail, call forwarding, etc.

We are specifically omitting many aspects of regulated telecommunications services, such as universal service, regulated pricing, etc., since they are not directly relevant to this architectural proposal.

### 5.3 For Governments

The primary requirements for governments and telecommunications systems are as follows:

1. Provide location information for emergency services
2. Provide access to communications and information about communications for law enforcement
3. Provide a robust infrastructure for use in emergencies

Satisfying the first requirement is an important aspect of the architecture described below. The second is problematic. Certainly society has an interest in catching criminals, but we strongly oppose the notion that everyone’s privacy must suffer to make law enforcement’s job easier. We believe that the benefits to society given by removing security and privacy from the network are outweighed by the risks of giving the government too much power. The current executive and judicial branches and their agencies are, we are sure, staffed only by people with the highest honor and integrity, but it has not always been so, and may not be again.

## 6 An Architectural Proposal

Our proposed architecture has three main components: the wireless device (phone), the network, and the service. The role of the network is to provide the raw communications fabric among wireless devices and between wireless devices and wireline carriers. The network does not know the identity of the users and does not have a persistent identifier for the devices. The role of the service is to provide a directory linking the identity of the users to the transient identifiers of wireless devices and to provide for billing and other advanced features. The role of the phone is to manage the end-to-end encryption of communications. A high-level diagram of the system architecture is shown in Figure 2.

The easiest way to introduce the architecture is to follow the life cycle of a call.

When a device (phone) first becomes active, it establishes an anonymous relationship with the network. In effect the network assigns a transient ESN, or TESN, to the device. The TESN will be used by the device for as long as it wants. A privacy-conscious device might change its TESN for every call, in order to avoid linking the TESN to an identifiable succession of calls.

Because service has not yet been established, the device cannot make general connections (except perhaps for emergency calls). However, the device is allowed a digital connection to the service supplier of its choice (for convenience, these are identified by URLs). The connection between the device and the service supplier is made over an end-to-end encrypted channel, so neither other users nor the network itself can intercept the communications.

The service provider and the device agree on services and payments. The service provider will, in turn, pay the network fees for the activities of the device with the particular TESN.

In order to make a call, the originating device uses the dialed identifier (the phone number) to look up the service provider of the destination device in a directory. That service provider is in a position to supply the destination device’s current network provider and the current TESN within that network. The originating device can now establish an end-to-end encrypted connection to the destination device.

### 6.1 Naming, addressing, and routing

In older telephone networks, names, addresses, and routes were essentially the same: a telephone number. One dialed a particular number (naming), that number was assigned to a particular phone somewhere (addressing), and the number included information on how to route the call (country code, area code, exchange, local identifier). Human-sensible naming was handled outside the system through paper directories.

In the modern wireless network, names are represented by telephone numbers, addresses by ESNs, and routing is managed by the network. Human-sensible names are still handled outside the system through paper directories and increasingly through online directories. In addition, almost every device has a built-in local directory for speed dialing.

We propose a complete dissociation of naming, addressing, and routing that is quite analogous to the methods used by Internet electronic mail (see sidebar).

#### 6.1.1 Naming

Naming will be handled by multiple layers of directories. Devices will have a search path of directories. The dialed name is given to each directory in the search path in turn, until a directory either responds with a translation into a new name, a translation into an address, or a new directory to try. A directory will typically be identified by a URL that responds to the directory lookup protocol. Thus, the “normal” path through the name lookup system will typically require the following steps:

* Look up a name in local device directory (*e.g.,* the speed dial directory), which will translate the dialed name “Mom” into her public 333public in the sense of open to anyone directory entry.
* Look up the public directory entry in the given public directory to obtain Mom’s service provider and her ID within that provider.
* Look up mom’s service-provider-specific-id in the service provider’s directory to obtain mom’s current address.

This design provides a number of interesting opportunities:

* A person does not need to place an entry in a public directory. Instead, one can place an entry in private directories of one’s own choosing.
* Directory entries can be have limited access, so that only people with appropriate permissions can call you. Indeed, the full power of directory systems such as LDAP can be brought to bear, so that it is easy, for example, to grant calling permission to groups, not just to individuals. Of course, such a system would require authentication in order to make a decision about access.
* A person can have many directory entries, in the same or different directories. This makes it easy to, for example, to give individual names to different callers, which in turn makes it possible control, route, or avoid calls from particular callers.
* The lookup process can be delegated to servers on the network, so that the process can avoid multiple round trips to wireless devices with lower bandwidth and greater latency.

By disassociating names in this way, the mechanism becomes both more flexible and more private, particularly because names can be created for short-term use and for giving to specific callers for future use.

#### 6.1.2 Addressing and Routing

Addresses in this system are anonymous and transient. End devices can change addresses as often as desired simply by informing their network (to enable routing and billing) and by informing their service provider (to enable name translation and billing). An address has the form $`<`$network identifier:TESN$`>`$, which provides the carrier network with enough information to handle routing.

Routing will be the province of the networks, and it is their responsibility to deliver data to the correct device given its address.

### 6.2 Payment

The end user pays the service provider under whatever terms and using whatever mechanism they have negotiated, whether that be billing, credit card, or digital cash. Similarly, the service provider pays the network using a negotiated mechanism. In this system, it is possible for service providers to pay in near real-time using a digital cash system. By doing so, it is possible to have service providers who need not keep billing records, and therefore leave no information about what calls were made.

By separating the payment stages in this way, the connection between the end user and the network is broken: the network cannot identify the end-user. While the end-user may have limited choice of networks, he can choose from many alternative service providers, selecting one based on price, privacy, services offered, or quality of customer service.

### 6.3 Call privacy

Security of the content of calls will be based on end-to-end encryption. For the purposes of the current paper, we will assume that the encryption algorithm for call content is secure, so that the primary problem is agreement on a session key. This is more difficult than it sounds because while two remote devices can easily agree on a key, using the Diffie-Hellman key exchange algorithm, for example, the process is subject to man-in-the-middle attacks unless the end devices have a way to authenticate each other. Alice is trying to call Bob, but man-in-the-middle Martin pretends to be Bob to Alice, and pretends to be Alice, to Bob. In other words, unless we exercise sufficient care, the caller will get a secure connection, but maybe not to the correct destination.

There are several approaches to this problem, all of which are embodied in various other systems today:

* Meet in person. Any two phones, if brought together so that their owners can authenticate each other, can agree on keys for use in future calls.
* Public key certificates signed by a certificate authority and stored in a directory. A certificate attests to the binding between a key and a name.’ Because these certificates are signed by a well known public key (that of the CA), anyone can check them and tampering in the directory is difficult.
* PGP (Pretty Good Privacy) certificates are similar to the public key certificates referred to previously, except that there is no Certificate Authority. Instead, PGP relies on a “web of trust”. Anyone can sign a key and the software will look for a chain of signatures leading to a signature you recognize. If you call the same folks frequently, it is easy to build up to high-quality authentication.
* Self-signed certificates. A self-signed certificate is a way of tying together a name and a key, but anyone can create a self-signed certificate for any name they choose and place it in a directory. The defense against this attack is for devices to periodically check their own entries to assure their accuracy. In case the bad guys have subverted the directory to respond correctly only to such queries, devices should use a proxy to check the directory entries.
* Anonymous key exchange. While subject to man-in-the-middle attacks, this approach prevents eavesdropping attacks. Authentication could be accomplished by other means over the secure channel.
* SSH approach. In the SSH (“secure shell”) approach, the web Secure Session Layer algorithm is used, but with self-signed certificates for each end of the connection. There is no special attempt to authenticate the initial connection (beyond trusting the naming and addressing systems) but since SSH remembers the certificates, it is easy to re-authenticate.

Ultimately, the end devices themselves (with some help from the end users) are responsible for the privacy of the communications. Service providers or the network itself might facilitate authentication, though the end users would obviously be required to trust them to some extent.

### 6.4 Service Provider

The service provider fulfills two essential functions:

* Mapping directory entries to transient network addresses
* Providing payment to the network carrier

The service provider may also provide value added services such as

* Providing a customer statement with call detail
* Forwarding calls for privacy
* Voice mail

Let us consider two examples of service providers, occupying opposite ends of the privacy spectrum.

#### 6.4.1 Traditional Service Provider

The traditional service provider makes wireless service under the new architecture look much like current service. The phone is given a more or less permanent number, and the service provides a directory which translates that number into the phone’s current transient ESN. The service provider accepts billing records from network carriers for the phone’s activities, pays the carriers, and provides a traditional detailed billing statement for the end user. The identity of the end-user is well known.

#### 6.4.2 High-Privacy Service Provider

The high-privacy service provider goes to extreme lengths to safeguard the privacy of the end-user. This service provider is much like a current phone card operator, except that the user can receive calls as well as place them.

* The service provider does not know the end-user identity, instead having a (digital) cash relationship with the customer.
* The provider creates, as requested, any number of single-use ids which map to the phone’s transient ESN. The end-user can give out a different “phone number” to every correspondent.
* The service provider can operate a relay service, so that calls are relayed through a static location, thus concealing from the remote end even the transient ESN. The relay does not have access to call content - that is still end-to-end encrypted.
* The service provider can pay network carriers with cash, and consequently have no need to retain billing records.
* The service provider does not provide statements.

Between these two extremes is a wide variety of opportunities for service providers to stake out markets based on price, payment options, privacy of customer records, etc.

## 7 Can we get there from here?

Is this a realistic system? Is it one that could be deployed as an evolution of the current infrastructure? From a technical point of view, we think the answer is yes. The major changes needed to implement this architecture are in the billing and directory systems, and in the deployment of devices that are capable of secure communications. Because wireless networks are already capable of managing call routing to ESNs that suddenly appear on their network, the core infrastructure does not change much. It should also be possible to phase in many of the changes proposed here, so it is not necessary to have a brand-new system deployed at once.

The economic case is somewhat harder. In part, this is because the architecture depends somewhat on separating some functions—the service provider and the carrier network—that are often combined today (albeit ones that are interconnected with other carriers). There is no obvious incentive for companies to unbundle their current services to implement the proposed architecture. A second problem is that changing the system to improve security would likely cost more for customers, and it is not clear that customers would value the security and privacy improvements enough to pay for them.

Finally, as we have noted, the legal and regulatory systems, in the U.S. as well as other countries, discourage secure communications. In fact, carriers implementing the proposals described here might possibly be in violation of CALEA.

## 8 Conclusions

Today’s mobile communication system provides few assurances about the security and privacy of one’s communications. In this paper, we have proposed a high-level system architecture for a communications system that does provide strong guarantees for security and privacy for end users. We believe that the architecture is technologically feasible to deploy on a large scale, but the current market and legal environments will certainly not encourage its use.

This proposal demonstrates, however, that it is possible to have such strong guarantees. Therefore, when technologists, policy makers, and businesspeople are evaluating options to increase security and privacy in the telecommunications network, they can use the strong guarantees as a benchmark for comparison in how effective the options are.


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# Spectroscopy and Doppler tomography of BZ Ursae Majoris in quiescence

## 1. Introduction

BZ UMa is a little-studied, very infrequently outbursting dwarf nova with mean intervals longer than 5.2 yr, whose orbital period has been determined as 97.8 minutes (Ringwald, Thorstensen, & Hamway 1994).

BZ UMa was observed on January 08, 1995 using the SP-124 spectrograph of the 6-m telescope of the Special Astrophysical Observatory. A total of 39 spectra were taken in the wavelength range 3950-5000 Å with a dispersion of 1.1 Å/channel. Individual exposure times were 200-300 s, the total duration of the observations was about 4.5 hours.

The mean spectrum of BZ UMa at first sight is typical for cataclysmic variables (Fig. 1, top panel). However it is possible to detect some peculiarities. First of all we note unusual strong Balmer lines: we found equivalent widths and relative intensities for Hβ of more than 150 Å and 7.5 respectively. Secondly, BZ UMa shows the triple-peaked lines profiles, which consist of the usual double-peaked profiles from an accretion disk, and of additional narrow component at the lines center (Fig. 1, bottom panel). The visibility of the latter improves from Hβ to Hϵ. The origin of this component is unclear. Key for understanding of nature of the emission source of the spike is the study of its radial velocities.

## 2. Results

First of all, we have determined the radial velocity semi-amplitude of the white dwarf and $`\gamma `$-velocity of the system. Our best fit parameters are $`\gamma `$=-73 $`\pm `$ 13 km s-1 and K1=57 $`\pm `$ 2 km s-1. Velocity parameters of the central spike measured after fitting the profile of the Hδ line with multiple gaussian functions are following: $`\gamma `$=41 $`\pm `$ 12 km s-1 and K=79 $`\pm `$ 18 km s-1. It can be seen, that the semi-amplitude K is consistent with the measurement based upon the whole emission lines and their wings, while $`\gamma `$-velocity of the central spike is much more.

The spike at the center of all the lines is an unusual puzzling feature of BZ UMa. At present the only one binary is known, namely double-degenerate binary GP Com, whose spectra demonstrate the like triple-peaked profiles of the emission lines. In GP Com the central spike has been ascribed to emission from a nebula or the accretion white dwarf (Marsh 1999). Really, any other part of the binary moves too fast or would form too broad a profile. Our measurements support the accretor origin for the central spike. Nevertheless, both the accretor and the nebula hypotheses have complexities, which Marsh in detail considers.

Now we can make a conclusion, that GP Com is the nearest equivalent of BZ UMa. Of course, GP Com is binary, which both members are degenerate, whereas BZ UMa is classical dwarf nova where a secondary is the normal M5.5 dwarf star (Ringwald et al. 1994). However both systems have a number of the unusual puzzling but similar observation properties. New more long and qualitative observations are extremely necessary for their explanation.

## References

Marsh T.R. 1999, MNRAS, 304, 443

Ringwald, F. A., Thorstensen, J. R., Hamway, R. M. 1994, MNRAS, 271, 323


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# Numerical Quantum Field Theory on the Continuum and a New Look at Perturbation TheoryPresented by G. Guralnik at Lattice ’01, Berlin.

## 1 SOURCE GALERKIN METHOD

To analyze a theory, we start with a Lagrangian in the presence of external sources. The functional differential equations satisfied by $`Z`$ are generated in the usual way. The Source Galerkin technique is a systematic, iterative algorithm to solve these equations to increasing accuracy. The lowest order solution is given by an ansätz which is an expansion over the external sources of the theory,

$$Z^{}=\mathrm{exp}\left(j_xG_{xy}j_y+j_\omega j_xH_{\omega xyz}j_yj_z+\mathrm{}\right)$$

We choose $`G_{xy}`$ and $`H_{\omega xyz}`$ so that the residual associated with the equation(s) of motion, $`\widehat{E}Z^{}=R(j)`$, is as small as possible. We do this systematically by using weighted residuals . We introduce a set of test functions $`\{j(x),j(x)j(y),j(x)j(y)j(z),\mathrm{}\}`$ and the measure

$$[dj]\mathrm{exp}\left[𝑑xj(x)^2/ϵ^2\right].$$

We determine parameters of our expansion by imposing the constraints,

$$[dj]e^{\left[j^2/ϵ^2\right]}j(x_i)\mathrm{}j(x_j)\left[\widehat{E}Z^{}\right]=0,$$

where the number of constraints matches the number of free parameters. If $`Z^{}`$ is equal to the exact generating functional, $`Z`$, then these conditions are always true.

The integrals we encounter are of the form

$$[dj]e^{j^2/ϵ^2}P(j)=[dj]P\left(\frac{}{B}\right)e^{\left[\frac{j^2}{ϵ^2}+jB\right]}|_{B=0}$$

Fermions are dealt with in essentially the same way, using anticommuting sources . This method can be used in two or fewer dimensions, but memory requirements become outrageous in higher dimensions . To surmount this obstacle, the problem needs to be broken into smaller pieces and we must utilize the symmetries of the action. We do this by rewriting the usual two point Green’s function, observing that any exact two point function can be represented as a sum of free two point functions:

$$G(x,y)=𝑑k^2G_{\mathrm{free}}(k^2,xy)B(k^2).$$

Introducing $`\mathrm{\Lambda }`$ as a cutoff, these are represented as

$$G_{\mathrm{free}}(x)=\frac{1}{(2\pi )^d}𝑑p\frac{e^{p^2/\mathrm{\Lambda }^2+ipx}}{p^2+m^^2}.$$

Using Sinc functions , we can write this in a more numerically tractable form,

$`G_{\mathrm{free}}(x)`$ $`G_0{\displaystyle \underset{k=N}{\overset{N}{}}}c(k)\mathrm{exp}\left[{\displaystyle \frac{x^2}{4(e^{kh}+1/\mathrm{\Lambda }^2)}}\right],`$
$`c(k)`$ $`={\displaystyle \frac{1}{e^{kh}}}\left[{\displaystyle \frac{\pi }{e^{kh}+1/\mathrm{\Lambda }^2}}\right]^{d/2}\mathrm{exp}\left[e^{kh}m^^2\right]`$
Reducing the free propagator to sums over Gaussians suggests a parameterization of $`Z^{}`$. We write $`\mathrm{ln}Z^{}`$ as a Feynman sum of graphs with external legs replaced by sources but, unlike a perturbation theory expansion, the free propagators have arbitrary mass and normalization. The method has been applied to various field theories on the lattice and on the continuum. The ansätz is Poincaré invariant and will obey other symmetries of the theory by construction, giving ample freedom to span the solution space. The procedure can be summarized as follows:

1. Start with an ansätz solution $`Z^{}`$ and derive the Source Galerkin equations by inserting the ansätz into the Schwinger–Dyson equations, and set the parameters. This involves functional and space-time integrals and produces nonlinear equations.
2. To improve the ansätz, expand $`Z^{}`$ with more terms and “iterate”.

A full account of the Source Galerkin approach is currently in preparation. We have made significant progress beyond the initial lattice implementation of Source Galerkin method . We now can calculate on the continuum. Applications to the $`\mathrm{\Phi }^4`$ in $`D=1`$ and $`2`$, and four fermion calculations  give excellent results, even with simple $`Z^{}`$’s which include only two terms. The two-dimensional nonlinear $`\sigma `$-model  results are compared to $`1/N`$ calculations and the leading order $`\beta `$ function calculations are identical. Moreover, treating this model provided a laboratory for investigating renormalization issues in Source Galerkin calculations. A study of the symmetry-breaking sector of Higgs model is planned for the future.

## 2 PERTURBATION THEORY

The Sinc function representation used above also leads to a new method for numerical evaluation of Feynman diagrams in conventional perturbation theory. In turn, the perturbative analysis is a powerful guide to “exact” Source Galerkin calculations. This approach uses generalized Sinc functions to approximate the propagators as infinite sums whose spatial or momentum dependence appears only in terms like $`\mathrm{exp}(x^2)`$. Consequently, all integrations over internal momenta or vertex locations are reduced to Gaussian integrals, which can be performed analytically. To compute the diagram one has to numerically evaluate a rapidly converging sum with dimensionality equal to the number of propagators in the graph. The Sinc function representation has been applied to scalar and fermionic field theories in . Here we review the application of this approach to QED calculations.

As shown in , the fermion propagator is approximated as

$`S_{Fh}(p,\mathrm{\Lambda })={\displaystyle \frac{h}{M^2}}{\displaystyle \underset{k_1=\mathrm{}}{\overset{+\mathrm{}}{}}}\mathrm{exp}\left(k_1he^{k_1h}{\displaystyle \frac{m^2}{M^2}}\right)`$
$`\times \left(m\gamma ^\mu p_\mu \right)\mathrm{exp}\left({\displaystyle \frac{p^2}{M^2}}\alpha \left(k_1\right)\right)`$
while the Feynman gauge photon propagator is

$`D_h^{\mu \nu }(p,\mathrm{\Lambda })=\delta ^{\mu \nu }{\displaystyle \frac{h}{M^2}}{\displaystyle \underset{k_1=\mathrm{}}{\overset{+\mathrm{}}{}}}\mathrm{exp}\left(k_1he^{k_1h}{\displaystyle \frac{m_v^2}{M^2}}\right)`$
$`\times \mathrm{exp}\left({\displaystyle \frac{p^2}{M^2}}\alpha \left(k_1\right)\right).`$
The accuracy and speed of any computation performed using these expressions are governed by three factors. First, some error is introduced through the Sinc function method itself. This error decreases exponentially with $`h`$ and for $`h0`$ the approximation becomes exact. Additional error comes from the truncation of the infinite sums in the approximate versions of the propagators. The general term of the sum, and thus the truncation error, decreases exponentialy with the summation parameter $`k`$. Finally, finite numerical precision limits the maximum accuracy achievable in any computation. Setting a value of $`h`$ fixes the expected precision of the result. Since both errors due to truncation of sums and the Sinc expansion decrease exponentially with corresponding parameters, the accuracy of the whole computation improves exponentially as $`h`$ decreases while amount of work necessary to perform the summations with required precision increases linearly.

In order to test this method we have evaluated several second and fourth order diagrams. The results of computation of second order contribution to the anomalous magnetic moment of an electron are shown in Table 1. This illustrates that accuracy as high as one part in $`10^{13}`$ can be achieved using the method in question on 64-bit hardware, and this limit dominates for $`h0.3`$. Performing the same calculation with 32-bit accuracy yields a maximum accuracy of one part in $`10^6`$, for $`h=0.6`$.

Our initial tests show that the Sinc representation method is capable of producing results whose accuracy is limited only by numerical precision of the hardware in a fraction of the time required to obtain matching results by more conventional methods.

## 3 SUMMARY

The Source Galerkin method promises to tackle a range of problems which are difficult or impossible to formulate using conventional Monte Carlo approaches. Our methods work on the continuum and avoid most of the usual fermionic problems. They are well suited for calculation in any phase of a theory and are not susceptible to the “sign problem”.

Sinc function representations can be used as a universal tool for performing conventional perturbation theory calculations. Accuracy as high as one part in $`10^{15}`$ was achieved during testing. The method is extremely fast and can be used to quickly obtain estimates of the final result. High precision computations done using the Sinc representation take significantly less time than comparable calculations performed by with Monte Carlo methods. We are working on the tasks of automating this method and applying it to higher order diagrams, as well as higher iterations of Source Galerkin.

Computational work was performed at the Theoretical Physics Computing Facility at Brown University and the National Energy Research Scientific Computing Center. This work is supported by DOE contract DE–FG0291ER40688, Tasks A and D.


text:
# Metastable states in ultrathin magnetic films

## Abstract

The equilibrium phase diagram of a two-dimensional Ising model with competing exchange and dipolar interactions is analyzed using a Monte Carlo simulation technique. We consider the low temperature region of the $`(\delta ,T)`$ phase diagram ($`\delta `$ being the ratio between the strengths of the exchange and dipolar interactions) for the range of values of $`\delta `$ where striped phases with widths $`h=1`$ and $`h=2`$ are present. We show that the transition line between both phases is a first order one. We also show that, associated with the first order phase transition, there appear metastable states of the phase $`h=2`$ in the region where the phase $`h=1`$ is the thermodynamically stable one and viceversa.

The physics of ultrathin films and quasi-two-dimensional systems is of current interest because of its many technological applications. For instance, metal-on-metal films are used in electronics, data storage and catalysis. In particular, the use of ultrathin magnetic films as data storage devices requires a high degree of accuracy and spatial resolution in the magnetization control. Hence, a lot of experimental and theoretical effort has been devoted in the last years to understand both the equlibrium and out-of-equilibrium properties of these kind of systems. Realistic theoretical descriptions of these systems include both the exchange and the dipolar interactions between the microscopic spins. The competition between long ranged antiferromagnetic dipolar interactions and short ranged ferromagnetic exchange interactions can give rise to a variety of unusual and interesting macroscopic phenomena. Works in two dimensional uniaxial spin systems, where the spins are oriented perpendicular to the lattice and coupled with these kind of interactions, have shown a very rich phenomenological scenario concerning both its equilibrium statistical mechanics and non-equilibrium dynamical properties. In particular, some of these results showed the existence of different types of slow relaxation dynamics when the system is quenched from a high-temperature configuration to a subcritical temperature, depending on the relative strenghts of the dipolar and exchange interactions. This change in the relaxation properties could be an effect of a change in the low temperature equilibrium properties of the system, such as the presence of metastable states. In this work we investigate in detail the low temperature phase diagram of that system in the region where the change in the relaxation properties has been observed.

The above mentioned system is described by the Ising like Hamiltonian

$$H=\delta \underset{<i,j>}{}\sigma _i\sigma _j+\underset{(i,j)}{}\frac{\sigma _i\sigma _j}{r_{ij}^3}$$
(1)
where the spin variable $`\sigma _i=\pm 1`$ is located at the site $`i`$ of a square lattice, the sum $`_{<i,j>}`$ runs over all pairs of nearest neighbor sites and the sum $`_{(i,j)}`$ runs over all distinct pair of sites of the lattice; $`r_{ij}`$ is the distance (in crystal units) between sites $`i`$ and $`j`$; $`\delta `$ represents the quotient between the exchange $`J_0`$ and dipolar $`J_d`$ coupling parameters, where the energy is measured in units of $`J_d`$, which is always assumed to be antiferromagnetic ($`J_d>0`$). Hence, $`\delta >0`$ means ferromagnetic exchange coupling.

The overall features of the the finite temperature phase diagram of this model were described by MacIsaac and coauthors by means of Monte Carlo calculations on $`16\times 16`$ lattices and analytic calculations of the ground state.

They found that the ground state of Hamiltonian (1) is the antiferromagnetic state for $`\delta <0.425`$. For $`\delta >0.425`$ the antiferromagnetic state becomes unstable with respect to the formation of striped domain structures, that is, to state configurations with spins aligned along a particular axis forming a ferromagnetic stripe of constant width $`h`$, so that spins in adjacent stripes are anti-aligned, forming a super lattice in the direction perpendicular to the stripes. They also showed that striped states of increasingly higher thickness $`h`$ become more stable as $`\delta `$ increases from $`\delta =0.425`$. Moreover, they showed that the striped states are also more stable than the ferromagnetic one for arbitrary large values of $`\delta `$, suggesting such a phase to be the ground state of the model for $`\delta >0.425`$. Monte Carlo calculations on finite lattices at low temperature gave further support to this proposal, at least for intermediate values of $`\delta `$. Furthermore, such simulations have shown that striped phases of increasingly higher values of $`h`$ may become thermodynamically stable at finite temperatures for intermediate values of $`\delta `$. These results are in agreement with other analytic ones. For low values of $`\delta `$ the system presents an antiferromagnetic phase at low temperatures. At high temperatures, of course, the system always becomes paramagnetic. Specific heat calculations showed that the transition between the paramagnetic and the striped phases is a second order one, while the nature of the transitions between the different striped phases was not clearly determined.

We performed Monte Carlo simulations of Hamiltonian (1) on square lattices up to $`48\times 48`$ sites using periodic boundary conditions and heat bath dynamics. Our calculations focused on the low temperature region of the $`(\delta ,T)`$ phase diagram for values of $`\delta `$ between $`0.4`$ and $`2`$, which includes the transition line between the $`h=1`$ (h1) and the $`h=2`$ (h2) striped phases.

First we calculated through the energy fluctuations the specific heat $`C`$ as a function of the temperature for different values of $`\delta `$ and different system sizes up to $`48\times 48`$ sites. The typical behaviour of $`C`$ is shown in Fig.1 for $`\delta =1.1`$. By considering the peaks in the specific heat we obtained the second order critical line between the paramagnetic and the low temperature ordered phases (h1 and h2). These results (triangles in Fig.4) slightly improve those obtained by MacIsaac and coauthors for $`16\times 16`$ lattices, thus showing a fast convergence of the critical temperature for increasing sistem sizes, at least for small values of $`\delta `$.

Next, we analized the transition between the h1 and h2 phases. To do this we introduced the staggered magnetization

$$m_{h1}=\frac{1}{N}\underset{x,y=1}{\overset{N}{}}(1)^x\sigma _{xy},$$
(2)
where $`N`$ is the total number of lattice sites; $`m_{h1}`$ equals one in the ground state corresponding to the striped phase with $`h=1`$. We calculated the thermal average $`M_{h1}<m_{h1}>`$ as a function of $`T`$ as well as the fluctuations of this quantity through the associated staggered susceptibility

$$\chi _{h1}=m_{h1}^2m_{h1}^2.$$
(3)
In a similar way we defined the staggered magnetization $`M_{h2}`$ and its associated susceptibility $`\chi _{h2}`$, corresponding to the striped phase h2. We simulated the heating of the system from $`T=0`$ to a temperature higher than the critical one for different values of $`\delta `$ and starting from different initial configurations. To analize the stability of both phases in the different parts of the phase diagram we first calculated the staggered magnetization $`M_{h1}`$ and susceptibility $`\chi _{h1}`$ starting from a striped configuration h1; we also calculated the staggered magnetization $`M_{h2}`$ and susceptibility $`\chi _{h2}`$ starting in a striped configuration h2. The typical behaviours are shown in Fig.2 for $`\delta =1`$ (Fig.2a), where the ground state corresponds to h1, and for $`\delta =2`$ (Fig.2b), where the ground state corresponds to h2. For $`\delta =1`$ we see that $`M_{h1}`$ falls down to zero at the critical temperature while $`\chi _{h1}`$ shows a sharp peak at the same temperature, as expected for the order parameter and its conjugated susceptibility at this type of transition. On the other hand, $`M_{h2}`$ remains stable up to some temperature $`T_2<T_c`$, where it losses stability and falls down abrubtly to zero, while $`\chi _{h2}`$ is zero for almost every temperature, except near $`T=T_2`$. A similar behavior is observed for $`\delta =2`$, but with $`(M_{h1},\chi _{h1})`$ and $`(M_{h2},\chi _{h2})`$ interchanged. In this case the phase h1 losses stability at some temperature $`T_1<T_c(\delta )`$.

All these results show the existence at low temperatures of metastable states h2 in the region of the phase diagram corresponding to the stable phase h1 and viceversa. The numerical calculation of stability lines $`T_1(\delta )`$ and $`T_2(\delta )`$ is depicted in Fig.4 by means of circles and squares respectively. We see that these lines cross at a certain value $`\delta 1.26`$ where they join smoothly with the second order critical lines.

All these results suggest the existence of a first order phase transition line separating the phases h1 and h2. To verify this we considered the free energy

$$F=UT_0^T\frac{C(T^{})}{T^{}}𝑑T^{}$$
(4)
where $`U=H`$. We then calculated the free energy of both phases h1 and h2 by heating the system from $`T=0`$ up to a fixed value of temperature $`T`$, starting from two different initial configurations corresponding to the ground state of h1 and h2, and for different values of $`\delta `$. In Fig.3 we see an example of this calculation for $`T=0.2`$. The free energy of the phase h1 was calculated for increasing values of $`\delta `$, starting from some small value well inside the region where this phase is stable, up to the the value of $`\delta `$ corresponding to the stability line of h1 at the given temperature. The same calculation was repeated a the same temperature for the free energy of the phase h2, but for values of $`\delta `$ ranging from the stability line up to some value well inside the region where h2 is stable. The observed continuous change of the minimal free energy from one phase to the other, with a discontinuous change in the slope as $`\delta `$ is varied is a clear evidence of a first order phase transition. Also the multivalued nature of the free energy gives further evidence of the metastable nature of these phases in some parts of the phase diagram. Repeating these calculations for different values of $`T`$ we obtained the almost vertical first order transition line between the two phases, showed in Fig.4 by means of diamonds. The shaded region in Fig.4 indicates the presence of metastable states.

Finally, we considered the relaxation of the system in the metastable region starting from a non-uniform initial configuration. We prepared the system in a configuration with one half of the system in the h1 phase and the other half in the h2 phase, as shown in Fig.5. This particular configuration facilitates the nucleation of the stable phase whatever it be (h1 or h2). In the same figure we show also the time evolution of the energy for two different values of $`\delta `$ located at both sides of the transition line $`\delta =1.26`$. We see that the energy evolves towards the mean energy of h1 ($`E_{h1}`$) at the corresponding temperature when $`\delta <1.26`$, while it relaxes to the mean energy of h2 ($`E_{h2}`$) when $`\delta >1.26`$. This shows that indeed the metastable configurations are unstable agains the nucleation of the corresponding stable phase.

Summarizing, we presented numerical evidence of the existence of metastable states in the model described by Hamiltonian (1) in the low temperature region of the $`(\delta ,T)`$ phase diagram where the transition between h1 and h2 phases takes place. We also showed that these metastable states are associated with a first order phase transition line between both phases. The presence of these metastable states may alter the normal domain growth process when the system is quenched from high temperatures into the ordered phase, by pinning the walls of the stable phase domains. Such process could slow down the normal coarsening dynamics, depending on whether the quench drops the system into the metastable region or not, thus explaining the observed change in the relaxation dynamics in this region of the phase space. Some work along this line is in progress and will be published elsewhere. Another point that deserves further investigation is the possible presence of more complex metastable states for higher values of $`\delta `$, as observed in a related three-dimensional model with competing nearest neighbors ferromagnetic interactions and long-range antiferromagnetic Coulomb-like interactions.

This work was partially supported by grants from Consejo Nacional de Investigaciones Científicas y Técnicas CONICET (Argentina), Agencia Córdoba Ciencia (Córdoba, Argentina) and Secretaría de Ciencia y Tecnología de la Universidad Nacional de Córdoba (Argentina).


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# Monte Carlo simulation of electromigration phenomena in metallic lines

## 1 Introduction

In recent times, the study of breakdown phenomena in electrical devices has received a lot of attention, mainly for the increasing level of miniaturization which makes failure problems more and more crucial . Failure occurs in many cases by the degradation of metallic interconnects (thin films) which, because of electromigration (EM), lose their conducting properties. EM arises from the transport of matter at the atomic level driven by a high current density . More precisely, the damage, consisting in the formation and growth of voids and hillocks in different regions of the film, is due to a non-steady atomic trasport associated with a nonvanishing divergence of the atomic flux. A fundamental ingredient in the description of the EM damage of the interconnects in electronic devices is represented by the granular structure of the materials employed, Al, Cu, Al alloys, etc. In fact, it has been observed  that the atomic transport through the grain boundaries (transport channels) far exceeds that through the grain bulks. Therefore, it is generally possible to neglect mass transport everywhere except within these channels and to describe the film as an interconnected grain boundary network . Futhermore, a high degree of disorder is usually present in alloy films due to compositional effects (CE) and to thermal gradients . Finally, it must be underlined the rôle of mechanical stress. Indeed, the depletion and accumulation of mass in different regions of the film, implies also the growth of mechanical stress, which contrasts the atomic flux due to EM . On the basis of the above description, we have developed a model which describes the EM damage of interconnects in terms of two competing biased percolations taking place in a Random Resistor Network (RRN) . Monte Carlo simulations allow us to explore a variety of relevant aspects of EM degradation as: damage patterns, the distribution of the time to failures, early stage resistance change in the presence of compositional effects, Black’s law, geometrical effects, etc. The paper is organized as follows. Section 2 describes the model used and the numerical procedure of simulations. Section 3 reports the results and compares theory with well accepted phenomenological behaviors. Major conclusions are drawn in Sec. 4.

## 2 Model

A metallic line of length $`L`$ and width $`w`$ is described as a two-dimensional rectangular-lattice network of regular resistors, $`r_{reg}`$. The network lies on an insulating substrate at temperature $`T_0`$ acting as a thermal reservoir. The total number of elementary resistors in the network is given by: $`N_{tot}=2N_LN_w+N_LN_w`$, where $`N_L`$ and $`N_w`$ determine the length and the width of the network. To reduce the computational efforts, long lines are simulated by assuming that only a portion of the line is responsible of the resistance variations. The network represents this portion and its length is taken $`1/F`$ times smaller than the line length. Thus, the relative resistance variation of the whole line is obtained by multiplying the relative resistance variations of the network by the factor $`F`$. The resistance of the $`n`$-th resistor depends on temperature according with:

$$r_{reg,n}(T_n)=r_{ref}[1+\alpha (T_nT_{ref})]$$
(1)
where $`\alpha `$ is the temperature coefficient of resistance (TCR), $`T_n`$ is the local temperature, $`T_{ref}`$ and $`r_{ref}`$ are the reference values for the TCR. The network is contacted at the left and right hand sides to perfectly conducting bars through which a constant stress current $`I`$ is applied. The Joule heating induced by $`I`$ is taken into account by defining $`T_n`$ as :

$$T_n=T_0+A\left[r_ni_n^2+\frac{B}{N_{neig}}\underset{m=1}{\overset{N_{neig}}{}}\left(r_{m,n}i_{m,n}^2r_ni_n^2\right)\right],$$
(2)
where $`A`$ is the thermal resistance of the single resistor and $`N_{neig}`$ the number of first neighbours of the $`n`$-th resistor. The value $`B=3/4`$ is chosen to provide a uniform heating for the perfect network . By taking this expression we are assuming an istantaneous thermalization. In the presence of a current stress, the EM damage is simulated by allowing the breaking of regular resistors, i.e. by replacing $`r_{reg}r_{OP}`$, $`r_{OP}=10^9r_{ref}`$. We remark that $`r_{OP}`$ represents an open circuit (OP) associated with the formation of voids inside the line. Simultaneously, a recovery process which allows the healing of the broken resistors, is also considered. The complete failure of the line is thus associated with the existence of at least one continuous path of OP between the upper and lower sides of the network (percolation threshold) . The probability $`W_{OP}`$ for the $`n`$-th resistor to become OP is taken as:

$$W_{OP}=\mathrm{exp}(E_{OP}/k_BT_n)$$
(3)
where $`E_{OP}`$ is a characteristic activation energy and $`k_B`$ the Boltzmann constant. A similar expression is taken for the recovery process probability $`W_{RE}`$, with $`E_{OP}`$ replaced by $`E_{RE}`$. Accordingly, the elimination of resistors represents the mass transport due to an electron wind, and the recovery of resistors, the back-up flow of atoms due to the mechanical stress. The two activation energies control the competition between these two opposite processes.

### 2.1 Compositional effects (CE)

In Al alloys (Al-Cu, Al-Si) CE are observed at the early stages of EM test of metallic lines. Here, we limit ourself to study the CE due to: (i) a sample heating, (ii) an intrinsic defectiveness of the manifactured samples. To simulate the CE induced by heating, we take into account the actual thermal treatment undergone by the lines just before the EM test. Here, we consider one specific EM experiment which is performed with standard techniques on Al-0.5%Cu lines. For these lines, the last thermal treatment occurred during fabrication was a high temperature annealing followed by a rapid cooling. This treatment left a non-equilibrium concentration of Cu dissolved into the Al matrix. Therefore, in the early stage of the EM test, the heating associated with the stress conditions allows a relaxation toward the equilibrium concentration of the Cu atoms and gives rise to the formation of CuAl2 precipitates. The variation of the line composition is simulated by changing, with probability $`W_{ri}`$, the resistance of the $`n`$-th resistor from $`r_{reg}`$ to $`r_{imp}`$ (impurity resistors), where we take:

$$W_{ri}=\mathrm{exp}(E_{ri}/k_BT_n)$$
(4)
being $`E_{ri}`$ an activation energy characterizing this process. The mechanism of Cu dissolution into the Al matrix, antagonist to the precipitation, is simultaneously considered by taking a similar expression for the probability of the reverse process $`r_{imp}r_{reg}`$, which is determined by an activation energy $`E_{ir}`$. As a consequence of the two competing processes, a steady state concentration of $`r_{imp}`$ is achieved on a time scale much shorter than that of EM. The intrinsic defectiveness of the samples manifests itself by the existence of samples of the same material and geometry but with drastically different failure times. To simulate this second case of CE, we have considered the evolution of networks with different initial concentration $`p_{ini}`$ of OP resistors. Accordingly, we have assumed $`p_{ini}`$ randomly distributed, and chosen values of $`r_0`$ in such a way to keep nearly the same resistance value of similar undefected samples.

### 2.2 Numerical procedure

The network evolution is obtained by Monte Carlo simulations which are carried out according with the flowchart shown in Fig. 1. (i) Starting from the initial network, we calculate $`i_n`$ and the network resistance $`R`$ by solving Kirchhoff’s loop equations. Moreover, we calculate $`T_n`$ by using Eq. (2). (ii) OP and $`r_{imp}`$ are generated with the corresponding probabilities $`W_{OP}`$ and $`W_{ri}`$, while the remaining $`r_{reg}`$ are changed according to $`T_n`$. Then, $`i_n`$ and $`T_n`$ are recalculated. (iii) OP and $`r_{imp}`$ are recovered. (iv) $`i_n`$, $`T_n`$ and $`R`$ are recalculated. This procedure is iterated from (ii), thus the loop (ii)-(iv) corresponds to an iteration step, which is associated with a unit time step on an arbitrary time scale to be calibrated by comparison with experiments. The iteration proceeds until, depending on the values of the model parameters, the following two possibilities are achieved: irreversible failure or steady-state evolution. The irreversible failure can be established by a criterion for the increase of resistance over its initial value as suggested by experiments (typically of 20 %).

## 3 Results

To check the ability of the model to describe EM experiments, simulations are performed on Al-0.5%Cu lines . A significant aspect related to the electrical failure is the damage pattern, which evidences the correlations among different failing regions just before the complete failure. Figure 2 reports a typical damaged pattern obtained for a network of sizes $`40\times 40`$ with the following parameters chosen according to the experimental conditions of Ref. : $`I=1.1\times 10^2A`$, $`T_0=219^oC`$, $`T_{ref}=0^oC`$, $`r_{ref}=296\mathrm{\Omega }`$, $`\alpha =3.6\times 10^3{}_{}{}^{o}C_{}^{1}`$. To provide for an initial heating of the network of about 15 $`{}_{}{}^{o}C`$, the value of the thermal resistance $`A`$ is taken as: $`1.5\times 10^6{}_{}{}^{o}C/W`$; to account for an initial defectiveness of the line we take $`p_{ini}0.01`$. Moreover, to save computational time, we choose F=30 and for the activation energies responsible of EM we use values smaller than those found in experiments, as: $`E_{OP}`$ = $`E_{RE}`$ = 0.43 eV. We have tested that, by scaling the value of $`E_{OP}`$ in the range $`0.2÷0.6`$ eV, the median time to failure (MTF) changes over more than two orders of magnitude while its relative standard deviation remains constant within a factor of two. Consistently with this choice, to account for the different characteristic times of the two processes, also the activation energies responsible of CE have been reduced: we take $`E_{ri}=0.22eV`$ and $`E_{ir}`$=0.17 eV. Moreover, for the impurity resistor we use $`r_{imp}=350\mathrm{\Omega }`$. We note that the damage pattern in Fig. 2 well reproduces the experimental pattern observed by SEM in metallic lines .

The results of simulation for the resistance evolutions are reported in Fig.3. All the parameters are the same used for Fig. 2, except for the network sizes, that are now $`N_L=N_w=70`$. The insert shows the early stage resistance decrease due to the thermal CE. The simulations reproduce satisfactorily the experimental evidence of both the early stage and the pre-failure regime of the resistance evolution . To investigate the rôle of the intrinsic defectiveness of the line, we have simulated the evolution of the network with a different initial concentration of OP resistors randomly distributed. Moreover, we have chosen $`r_{ref}=229\mathrm{\Omega }`$ to have nearly the same resistance of the networks considered in Fig. 3. We report in Fig. 4 the relative variations of the resistance as function of time for the two sets of simulations: continuous curves are the same of Fig. 3 ($`p_{ini}0.1`$), the other ones corresponding to $`p_{ini}0.3`$. We show in the insert the results of the experiments  performed on samples with the same geometry and comparable resistance but exhibiting completely different failure times. The simulations well reproduce the experiments .

EM tests are performed in the so-called “accelerate conditions”, i.e. the current density, $`J`$, and the stress temperature, $`T`$, are much higher than those corresponding to normal operation conditions. This is an obliged choice to obtain results on a time scale of days or weeks, whereas, in normal conditions, the failure times are of the order of years. Therefore, the evaluation of the failure times in normal conditions, comes from the existence of a scaling relation connecting accelerate conditions with normal ones. This relation is provided by the well known Black’s law  for the median time to failure (MTF):

$$\mathrm{MTF}^1J^nT^2\mathrm{exp}\left[\frac{E}{k_BT}\right]$$

where $`E`$ is the activation energy for EM. For moderate stress conditions the value of $`n`$ is found between 1 and 2, while higher values are found for extreme stress conditions. Several models have been proposed to explain this law with contradictory predictions concerning the value of the exponent $`n`$ . Therefore, we have calculated the MTF as a function of the applied current and the results are shown in Fig. 5. The simulations are performed on rectangular networks with sizes $`12\times 400`$ by taking the same values of $`T_0`$, $`T_{ref}`$, $`\alpha `$ used before and the results are shown in Fig. 5. The values of the other parameters are the following: $`r_{ref}=0.048\mathrm{\Omega }`$, $`r_{imp}=0.016\mathrm{\Omega }`$, $`A=2.7\times 10^8{}_{}{}^{o}C/W`$, $`p_{ini}=0`$, $`F=200`$, $`E_{OP}=0.41`$ eV, $`E_{RE}=0.35`$ eV, $`E_{ri}=0.22`$ eV and $`E_{ir}=0.17`$ eV. From Fig. 5 we can see that experimental behaviors are naturally reproduced by our simulations, i.e. $`n1`$ for low bias, and $`n`$ grows up to 5.8 for extreme bias values.

It is interesting to consider the distribution of the times to failure (TTF) of a set of identical samples in the same stress conditions. Therefore we report in Figure 6 the distribution of the TTF obtained by simulations, at increasing values of the stressing current (going from the right to the left). All the parameters are the same of that used for Fig. 5. For each current value, 20 realizations have been considered. Precisely, in the figure the cumulative failure percentage is reported as a function of the logarithm of the TTF and a transformation has been applied to the ordinate axis in such a manner that a log-normal distribution would be a straight line. From the figure we can conclude that the distribution of the simulated TTF is log-normal (within errors) and that the shape factor (the log-normal standard deviation) is independent of the applied current. These conclusions well agree with the experiments . As a result of the competition between the electromigration and the backflow of mass determined by stress gradients, the failure can occur or not depending on the length of the line. As a consequence, it is possible to consider this geometrical effects on the value of the MTF. Figure 7 shows the simulated MTF as function of the length to width ratio of the network (with fixed width). We remark that the MTF diverges for small lengths, according with the experimental results . Experiments also show that for a line of given length it exists a critical value of the current density below which there is no electromigration. Moreover, this breakdown value is inversely proportional to the length . Our simulations well reproduce also this behavior as shown in Fig. 8, where the breakdown current is reported as a function of the width to length ratio (again at width fixed).

## 4 Conclusions

We have developed a Monte Carlo approach to electrical breakdown phenomena, with particular attention on its applications to the study of electromigration in metallic lines. Simulations are performed on a RRN whose configuration is evolving because of two competing percolations driven by an external current. The results of the simulations well agree with the experimental findings concerning several features of the electromigration phenomenon, including compositional and geometrical effects. The flexibility of the approach allows wide possibilities of further extentions of the model. Future goals are the extraction of information about precursor effects of the electical breakdown phenomena.


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# The theory of the scattering-induced feeding-in in bent crystals

## 1 Introduction

Steering of particle beams by means of channeling in bent crystals  is rapidly evolving technique for particle accelerators . The particle motion in a crystal is influenced by a series of collisions with the crystal constituents, which may cause particle transitions between channeled and random states. For any trajectory of a particle in a crystal a time-reversed trajectory is possible. The starting point of a trajectory becomes the final one, and vice versa. This leads to the idea of reversibility of transition processes . In the depth of a crystal, besides the particles leaving the channeling mode (dechanneling or feeding out), there may be particles entering the channeling mode (respectively, feeding in, also known as volume capture). The mechanisms, responsible for these two opposite processes, are essentially the same. Here we only discuss the scattering-induced transitions. Another mechanism of feeding-in, namely the centrifugal effects, is discussed elsewhere .

The feed-out process is well described by both the analytical theory and the computer simulations (Ref.  and references therein). The feed-in has been studied numerically, while the analytical theory was missing. Here we derive an explicit formula for the efficiency of the scattering-induced feeding-in in bent crystals.

## 2 Feed-in efficiency in bent crystals

Let us consider a beam with a uniform angular distribution, 1/2$`\mathrm{\Phi }`$, incident on a bent crystal with curvature 1/$`R`$. The fraction of beam channeled is a function of the crystal depth $`z`$:

$$f(z)=\frac{2x_c}{d_p}\frac{\pi }{4}\frac{\theta _c}{\mathrm{\Phi }}A_B(pv/R)F_D(z)$$
(1)
where $`A_B(pv/R)`$ describes the reduction of the bent-crystal acceptance for a particle with momentum $`p`$ and velocity $`v`$; $`\theta _c`$ and $`x_c`$ are the critical angle and transverse position, respectively; $`d_p`$ is the interplanar spacing. The factor $`\pi /4`$ is exact in a harmonic case; for the realistic potential it should be replaced with $``$0.8. The $`F_D(z)`$ describes the feed-out of the channeled particles due to scattering; usually one writes $`F_D(z)`$ as $`\mathrm{exp}(z/L_D)`$ ($`L_D`$ is the dechanneling length), and so $`F_D^{}(z)=F_D(z)/L_D`$.

The number of particles dechanneled over the length $`\delta z`$ equals

$$\frac{df(z)}{dz}=\frac{2x_c}{d_p}\frac{\pi }{4}\frac{\theta _c}{\mathrm{\Phi }}A_B(pv/R)F_D^{}(z)=\frac{2x_c}{d_p}\frac{\pi }{4}\frac{\theta _c}{\mathrm{\Phi }}A_B(pv/R)\frac{F_D(z)}{L_D}$$
(2)
The particles dechanneled over $`dz`$ are exiting in the angular range $`d\theta =dz/R`$. Therefore the angular distribution downstream of the crystal is

$$\frac{df}{d\theta }=R\frac{df(z)}{dz}=\frac{2x_c}{d_p}\frac{\pi }{4}\frac{\theta _c}{\mathrm{\Phi }}A_B(pv/R)\frac{R}{L_D}F_D(z)$$
(3)
We don’t take into account a small extra spreading, $`\pm \theta _c`$, of the dechanneled particles. Therefore, for big $`R`$ (when $`L_D/R`$ is comparable to $`\theta _c`$), Eq. (3) overestimates the phase density.

Let us now consider the same beam incident on the same crystal in the reverse direction. Now the particles with the upstream parameters ($`x_i,\theta _i`$) equal to the downstream parameters ($`x_f,\theta _f`$) of the dechanneled particles from the preceding case, are captured along the same (reversed) trajectories. By consideration, the number of particles which have experienced transitions from the channeled states in the former case, is equal to the number of transitions to the channeled states in the latter case (as the trajectories are the same).

Therefore the number of particles captured from the interval $`d\theta `$ and then transmitted in the channeled states (over the length $`z`$) to the crystal face, is given by Eq. (3). We write this number as $`w_SF_D(z)`$, the product of the capture probability and the transmission factor. The transmission factor $`F_D(z)`$, for particles channeled in the same states, is the same irrespective of the direction of motion. Normalizing Eq. (3) to the number of particles incident on the crystal in this angular range, $`d\theta /2\mathrm{\Phi }`$, one obtains the capture probability:

$$w_S=2\mathrm{\Phi }\frac{df(z)}{d\theta }\frac{1}{F_D(z)}=\frac{\pi x_c}{d_p}\frac{R\theta _c}{L_D(pv/R)}A_B(pv/R)$$
(4)
For a harmonic potential, $`A_B`$$`=`$$`(1R_c/R)^2`$ where $`R_c`$ is the critical radius; at the same time, $`L_D`$ is reduced in a bent crystal by the same factor $`(1R_c/R)^2`$ relative to $`L_D`$ in unbent crystal . For a realistic potential the ratio of the two factors is $``$1. Hence we can omit $`A_B`$ in (4) and imply $`L_D`$ value for a straight crystal; another simplification is $`x_c/d_p`$1/2. One obtains:

$$w_S=\frac{\pi x_c}{d_p}\frac{R\theta _c}{L_D}\frac{\pi }{2}\frac{R\theta _c}{L_D}$$
(5)
The fact that $`w_S`$ should be of the order of $`R\theta _c/L_D`$ has been earlier found from a simple qualitative consideration . To see the explicit dependence of Eq. (5) on the properties of crystal and the particle energy, one can use the formulas for $`\theta _c`$

$$\theta _c=\left(\frac{4\pi Nd_pZ_iZe^2a_{TF}}{pv}\right)^{1/2},$$
(6)
and for $`L_D`$

$$L_D=\frac{256}{9\pi ^2}\frac{pv}{\mathrm{ln}(2m_ec^2\gamma /I)1}\frac{a_{TF}d_p}{Z_ie^2},$$
(7)
where $`N`$ is the volume density of atoms, $`Z`$ the atomic number, $`Z_ie`$ the particle charge, $`a_{TF}`$ the Thomas-Fermi screening distance, $`m_e`$ the electron rest mass, $`I16Z^{0.9}`$ eV is the ionization potential, $`\gamma `$ the particle Lorentz factor. Eq. (5) takes the form:

$$w_S=\frac{9\pi ^{7/2}}{256}\left(\frac{Z_i}{pv}\right)^{3/2}R\frac{N^{1/2}Z^{1/2}e^3}{d_p^{1/2}a_{TF}^{1/2}}\left(\mathrm{ln}(2m_ec^2\gamma /I)1\right).$$
(8)
It should be mentioned that the length $`L_D`$ for dechanneling from the ’stable states’ is well defined and has been measured in many experiments, in good agreement with Eq. (7) . Therefore, the rate of feeding-in to the same states is an equally-well defined quantity.

The feed-in rate has been studied in bent crystals experimentally at up to 70 GeV . It was found that $`w_S`$ is proportional to $`R`$ and to $`p^{3/2}`$, which is in perfect agreement with Eq. (5). The Table 1 shows the probabilities of capture into the ’stable states’ (which dechannel by exponential law) measured in the experiment at 70 GeV , found in the Monte Carlo simulation , and calculated by Eq. (5). There is agreement within $``$10–20 %, i.e. within the errors of the experiment and simulation.

Few remarks on Eq. (5). The feed-out rate 1/$`L_D`$ at a very small depth in crystal is larger due to the ’short-lived’ states with high transverse energies. Then we find from our consideration that the feed-in rate $`w_SR\theta _c/L_D`$ to such states is respectively larger, which is qualitatively obvious.

With $`R`$ increase, Eq. (5) may become $`>1`$. The reason is the neglect of the $`\pm \theta _c`$ spreading in Eq. (3). If one sums quadratically the divergences, $`\pm \theta _c`$ and that from (3), then the capture probability does not exceed 1. However, notice that $`w_S`$ is as small as $``$1 % in the experimental practice.

The reversibility relation (5) is valid irrespective of the mechanism of feeding-out (-in). In the presence of dislocations, $`L_D`$ is small and there should be a high rate of feeding-in, in accordance with Eq. (5). This relation was observed indeed in the experiment  with dislocation-contaminated crystal of germanium and the 70 GeV proton beam.

## 3 Applications

Although the feed-in processes cannot increase the beam bending efficiency, they contribute to a wide angular acceptance ($`\theta _c`$) crystal deflector. The bending efficiency of such deflector can be designed, and be varied in a broad range of values. Moreover, this efficiency is independent of the incident beam divergence (in contrast to the regular case of the entry-face capture). This may be valuable, when the beam attenuation, stability, and low background are important issues. Obviously, the secondary particles produced in collisions with crystal nuclei can be captured into the channeling mode (from the crystal bulk) through the feed-in processes only. This may be applicable, e.g., in some ideas of crystal application for experiments in particle physics .