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# Stochastic resonance in a model of opinion formation on small-world networks

## I Introduction

Many mathematical models of social processes, inspired by analogies with physical systems, have recently been formulated in order to describe a wide spectrum of phenomena weid . Economic and financial processes, disease spreading and information propagation, and evolution of social structures, among others, have been analyzed along such lines. Weidlich weid  has proposed a model of public opinion formation which, in the simplest variant, considers that the individuals can adopt two different opinions. The opinion of a given individual may be influenced by that of the neighbors, making it to change with a certain probability. In the present work, we analyze a similar model of social influence and opinion formation. In contrast with previous studies of this class of models, however, we are interested at taking into account the network of social interactions. Specifically, we model the underlying social structure of the population as a small-world network. Small-world networks ws  incorporate two main features of real social interactions. First, they are highly clustered, which means that any two neighbors of a given site have a relatively large probability of being in turn mutual neighbors. Second, the mean number of intermediaries between any two sites is quite small, and increases very slowly as the total number of sites grows barrat . This is precisely the small-world property, originally discussed by Milgram as a typical feature of social communities and relationships milgram . Small-world networks can be considered as partially disordered structures. The construction procedure makes it possible to control the degree of disorder of a given network, ranging from ordered lattices to completely disordered graphs. Among many other applications, these networks have been used as a model of social structures in the study of disease ws ; MN ; KA ; SV ; ZC  and rumor propagation Z .

As pointed out in the next section, our model is an Ising-like system whose dynamics is driven by the majority rule. Equilibrium properties of Ising systems on small-world networks have been studied in detail. It has been shown that, in asymptotically large systems, even an infinitesimal amount of disorder on a one-dimensional Ising lattice is sufficient for the system to undergo a ferromagnetic phase transition as the temperature varies barrat . Here, instead, we consider the case where the system is maintained out of equilibrium by an external modulation. In the frame of the problem of opinion formation, this modulation plays the role of a periodic “fashion” wave, as actually observed in certain real situations babi . The combination of this modulation with noise—which, in equilibrium, would play the role of the temperature—leads naturally to the consideration of stochastic resonance srrmp . In the phenomenon of stochastic resonance, an enhancement of the response of a system to an external modulation is obtained by an adequate choice of the noise level. This effect has attracted great interest due to both its potential technological applications and its connection with biological detection mechanisms. The range of possible applications in science includes paleoclimatology BEN , electronic circuits elect1 ; elect2 , lasers laser ; laser2 , chemical chem  and biological systems biol ; biol2 . Stochastic resonance in Weidlich’s model of opinion formation has already been studied babi . In the present work, we analyze this phenomenon in a closely related model of social imitation, incorporating a small-world network as the underlying structure of social interactions.

## II The model

As advanced in the Introduction, we consider an Ising-like model on a network with a controlled degree of disorder, namely, a small-world network. The network is constructed as follows ws . We start with an $`N`$-node one-dimensional ordered lattice with periodic boundary conditions, where each node is linked to its $`2K`$ nearest neighbors ($`K`$ clockwise and $`K`$ counterclockwise). The network is then disordered, rewiring each of the $`K`$ clockwise connections of each node $`i`$ to a randomly chosen node $`j`$, with probability $`p`$. Double and multiple connections are forbidden, and realizations where the network becomes disconnected are discarded. The final degree of disorder, or randomness, is determined by the probability $`p`$. As a result of the disordering process, some shortcuts between otherwise distant regions are created. Note that, independently of the value of $`p`$, the average number of links per site is always $`2K`$.

Each site of the small-world network is occupied by an individual with two possible states, $`\mu _i=\pm 1`$. At each time step, an individual $`i`$ is selected at random from the whole population, and the following three evolution rules are successively applied to its state $`\mu _i`$. First, $`\mu _i`$ is changed according to the majority rule, i.e.

$$\mu _i\text{sign}\underset{j\{i\}}{}\mu _j,$$
(1)
where the sum runs over the neighborhood of site $`i`$. If the sum equals zero, $`\mu _i`$ is left unchanged. Second, we apply the external modulation. The effect of this modulation is prescribed by a harmonic function of time, $`f(t)=A\mathrm{cos}(2\pi t/\tau )`$, with $`0<A<1`$. Namely, the state of individual $`i`$ changes according to

$$\mu _i\text{sign }f(t),$$
(2)
with probability $`\mathrm{\Pi }_r(t)=|f(t)|`$. Finally, noise is applied as follows. With constant probability $`\mathrm{\Pi }_n`$ the state $`\mu _i`$ is left unchanged. With the complementary probability $`1\mathrm{\Pi }_n`$, $`\mu _i`$ is assigned one of the two possible values $`\pm 1`$, chosen at random with probability $`1/2`$. We call $`\eta =1\mathrm{\Pi }_n`$ the noise intensity.

In the absence of modulation, at low noise levels, and for moderate and large randomness $`p`$, our population evolves towards an almost homogeneous state, where $`\mu _i`$ is the same at practically all sites. The average of $`\mu _i`$ over the population, $`\overline{\mu }=N^1_{i=1}^n\mu _i`$, is close to $`\pm 1`$. Due to the effect of noise, occasional transitions between states with opposite signs are observed. For sufficiently small $`p`$, on the other hand, $`\overline{\mu }`$ fluctuates around zero with relatively small amplitude. These two regimes correspond, respectively, to the ferromagnetic and paramagnetic phases predicted for equilibrium small-world Ising systems barrat . In our simulations, we will mainly consider randomness and noise levels for which the nonmodulated system is in the ferromagnetic-like phase. All the cases with $`p>0`$ will in fact correspond to that phase. In this situation, the noiseless version of our system exhibits bistability. The paramagnetic-like phase will only be encountered in the special case $`p=0`$.

The effect of the external modulation on the ferromagnetic-like phase consists of a periodic modification in the transition probability between the two states with $`\overline{\mu }\pm 1`$. In the paramagnetic-like phase, on the other hand, $`\overline{\mu }`$ oscillates around zero at the same frequency as the modulation. In both cases, of course, the modulation is combined with the random fluctuations of noise. It is this nontrivial interplay, which may result in the enhancement of the system response, that we focus on in our numerical simulations.

## III Numerical results

We have performed extensive numerical simulations of the model presented in the previous section, considering small-world networks of $`N=10^3`$ nodes with $`K=3`$. The time interval assigned to an evolution step is $`\mathrm{\Delta }t=N^1`$ so that, on the average, the state of each site is updated once during each time unit. Each realization starts with the generation of the random network and the random initialization of the state of all the elements. The evolution is analyzed after a transient of $`10^5`$ time units, during which the system is found to reach a steady large-time behavior. In particular, we record the residence times $`t_r`$, i. e. the intervals between two consecutive changes of sign in the average state $`\overline{\mu }`$. Note that the external modulation is expected to induce changes in the sign of $`\overline{\mu }`$ with a typical period close to $`\tau /2`$. The values of $`t_r`$ are used to construct a histogram, showing the frequency of occurrence of each residence time. Throughout all the calculations we considered $`t_r=400`$.

Figure 1 illustrates this histogram for fixed modulation and small-world randomness, and three levels of noise. For low noise, the histogram shows a peak at $`t_r=\tau /2`$, as expected, but several odd harmonics, $`t_r=k\tau /2`$ with $`k=3,5,7,\mathrm{}`$, are also observed. These harmonics correspond to residence intervals during which the modulation fails, one or more times, at inducing the transition. At intermediate noise levels, corresponding to the resonance intensity, only the pick around $`t_r=\tau /2`$ is important. For higher noise levels the transitions are disordered and highly frequent, so that the residence times are usually very short and the histogram shows a peak near $`t_r=0`$. We stress that the analysis of these patterns has been employed as a quantitative description of stochastic resonance in other systems srrmp ; cast , as an alternative to the study of the signal-to-noise ratio srrmp . In fact, a measure of the sensitivity to the external modulation is given by the area $`I`$ under the peak around $`\tau /2`$ in the (normalized) histogram. Below, we refer to the area $`I`$ as the response of the system.

First, we analyze the behavior of our system as the modulation amplitude $`A`$ is varied. Fixing the intensity of noise $`\eta `$ we observe, for $`p>0`$, the existence of a threshold in $`A`$ below which the system is not able to respond to the modulation. We find that, as the randomness $`p`$ increases, the threshold amplitude grows as well. Figure 2 shows the response $`I`$ for a noise intensity $`\eta =0.1`$ as a function of $`A`$, for several values of $`p`$. The nature of this threshold phenomenon is clarified in Fig. 3, where we plot $`I`$ in logarithmic scale as a function of the inverse amplitude for three values of $`p`$. The approximately linear dependence for small $`I`$ suggests the functional form

$$I(A)=I_0\mathrm{exp}(A_0/A).$$
(3)
This form is reminiscent of Kramers formula for the transition frequency $`\omega `$ between equilibrium states under the action of thermal noise $`T`$, $`\omega \mathrm{exp}(T_0/T)`$, where $`T_0`$ is related to the potential barrier separating the equilibria Kramers . In our case, for a fixed noise level, the role of temperature—as the factor that induces the transition—is played by the external modulation. Exploiting this analogy, our model can be thought of, at the macroscopic level, as a system subject to an effective bistable potential, with a barrier proportional to the slope $`A_0`$. It is apparent from Fig. 3 that the slope depends on the small-world randomness. As $`p`$ grows from $`0.1`$ to $`0.9`$, the slope increases by a factor of about $`2.5`$, indicating that the minima in the effective potential become deeper for larger randomness.

Taking into account the results shown in Figs. 2 and 3, in our study of dependence of the response $`I`$ on the noise intensity $`\eta `$ we fix $`A=0.2`$ which, for the values of $`p`$ and $`\eta `$ considered in our simulations, is always above the detection threshold. In Fig. 4, we show $`I`$ as a function of $`eta`$ for several values of $`p`$. The existence of a resonance as the noise intensity is varied is apparent. At the same time, an effect related to the variation of the randomness $`p`$ is observed. Namely, the higher is $`p`$, the broadest is the resonant interval in the $`eta`$. In other words, accurate tuning of the noise level in order to enhance the response is less important in more disordered networks.

Figure 5 presents a quantitative characterization of the broadening of the resonance peaks as $`p`$ grows. First, we show the area $`S`$ of the peaks as a function of $`p`$. Moreover, we show the length $`L_M`$ of the intervals of noise intensity where the response $`I`$ is above the level $`I_M=0.01M`$, for several values of $`M`$.

## IV Conclusion

We have presented an Ising-like model of opinion formation by imitation on a small-world network, subject to the action of an external modulation and noise. The study is focused on the phenomenon of stochastic resonance, which underlies the macroscopic behavior of this system. The main control parameters in our analysis are the amplitude $`A`$ of the external modulation, the intensity of noise $`\eta `$, and the small-world randomness $`p`$. The first aspect studied here is the existence of a threshold in the amplitude of the external signal, below which the system is not able to detect the modulation. This threshold is higher as the disorder of the network increases, and disappears for $`p=0`$. This fact suggests that the existence of a threshold in $`A`$ is directly related to the bistable nature of the effective potential which acts on the system in its ferromagnetic-like phase, i. e. for moderate and large randomness. It is interesting to mention that the increase of the threshold amplitude with the randomness, which amounts to a growth in the effective potential barrier, has a well-known correlate in social imitation processes subject to the action of noise damian . The resistance to collective changes of opinion grows drastically when long-range social interactions are allowed. A population restricted to local interactions, instead, is susceptible to global opinion transitions by diffusive-like propagation.

As expected, the analysis of the response of the system as a function of the noise intensity $`\eta `$—provided that the amplitude $`A`$ is above the detection threshold—reveals the occurrence of a resonance phenomenon. Though the response of the system at the resonance is practically independent of the randomness $`p`$, an enhancement of the phenomenon is apparent from the broadening of the resonance curves as a function of $`\eta `$ (Figs. 4 and 5). The convenience of broadening the stochastic-resonance peak to avoid noise tuning has been discussed in connection with a variety of systems cast ; bowi ; claudio .

The existence of stochastic resonance in a model of opinion formation yields the appealing implication that there is an optimal noise level for a population to respond to an external “fashion” modulation babi . Lower noise intensities lead to the dominance of the majority’s opinion, irrespectively of the external influences, while sufficiently stronger fluctuations prevent the formation of a definite collective opinion. We have here shown that, in this phenomenon, the underlying structure of social interactions plays a role, allowing for a looser tuning of the resonance noise intensity as the disorder grows.

Let us finally mention that we have tested the robustness of these results by studying a few variations of our model. For instance, we have considered the case where the external modulation acts only when it is not possible to define an individual’s state by the majority rule, i. e. when the sum in Eq. (1) equals zero. In this case, the individual adopts the state dictated by the “fashion” wave with probability $`\mathrm{\Pi }_r(t)`$, defined in Sect. II, or preserves the previous state with the complementary probability. In all cases we got consistent results, qualitatively similar to those presented here. Though our model is an oversimplified caricature of any real process, the results illustrate the complex interplay between fluctuations, external influences, and interaction structure that is expected to take place in actual societies.

###### Acknowledgements.

The authors thank H. S. Wio for fruitful suggestions. MK thanks Fundación Antorchas for financial support.


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# 1 Introduction

## 1 Introduction

Three topics with relation to color superconductivity in strange quark matter are discussed. 1) The $`r`$-mode instability in strange stars, which is consistent with the existence of “ordinary” strange quark matter stars but inconsistent with strange stars in a pure color-flavor locked state. 2) Color-flavor locked strangelets, which are more bound than normal strangelets, and have a different charge-mass relation. 3) Estimates of the strangelet flux in cosmic rays, which is relevant for strangelet detections in upcoming cosmic ray space experiments.

## 2 $`r`$-mode instabilities in strange stars

As discussed in several talks during this conference, it is not an easy task to distinguish observationally between neutron stars and strange stars, and it is even more difficult to tell the difference between “ordinary” strange stars and strange stars composed of color-flavor locked (CFL) quark matter and/or quark matter with a two-flavor color superconducting phase (2SC). Precise mass and radius measurements may offer a way because strange stars are generally more compact than neutron stars. Differences in neutrino cooling properties could be another possibility. While some data can be interpreted as being in favor of at least a few objects being strange stars, the situation is still not convincingly settled .

Another phenomenon in compact stars has turned out to be a sensitive probe of quark matter properties. This is the $`r`$-mode instability, which is a generic instability in all rotating compact stars in the absence of viscous forces . The instability involves horisontal mass-currents in the stellar fluid. These currents couple to gravitational wave emission (like magnetic quadropole radiation). In a rotating star there are $`r`$-modes which are counter-rotating as seen from the stellar rest frame, but forward-rotating as seen from infinity. Gravitational wave emission taps positive energy and angular momentum from the mode, which strengthens the mode in the stellar frame, so the mode is inherently unstable for any rate of rotation.

Viscosity may, however, prevent the mode from growing. In ordinary neutron stars, the combination of shear and bulk viscosities, and in particular the effect of “surface rubbing”  between the inner fluid and the solid part of the stellar crust dampens the $`r`$-mode instability significantly, leaving an interesting regime only for very high temperature and rotation rates close to the mass-shedding limit (the so-called Kepler limit, where the equatorial centripetal and gravitational accelerations are equal).

“Ordinary” strange stars may also have solid crusts of nuclear matter, held afloat by a strong electrostatic potential at the surface of the quark phase (the electrons are not as strongly bound as the quarks, so they form a thin “atmosphere”, corresponding to a strong outward directed electrostatic potential), but the maximal crust density is much smaller than for neutron stars, only $`10^{11}\mathrm{g}\mathrm{cm}^3`$, and therefore the surface rubbing is far less important.

In fact, data on pulsar rotation are consistent with the strange star hypothesis if the quark matter is non-superfluid , and if the strange stars are either completely bare (making them invisible in x-rays), or have a very thick crust (to assure an internal temperature much higher than the surface temperature; otherwise the most rapid millisecond pulsars would be in a regime with significant spin-down due to the $`r`$-mode instability, contrary to observations).

In contrast strange stars purely in a color-flavor locked phase are not permitted by pulsar data . The main contribution to bulk viscosity in strange quark matter is the weak reaction $`\mathrm{u}+\mathrm{d}\mathrm{s}+\mathrm{u}`$, whereas shear viscosity is governed by strong quark-quark scattering. If the quark pairing energy gap is $`\mathrm{\Delta }`$, the characteristic time-scales for viscous damping of $`r`$-modes are exponentially increased by factors of $`\mathrm{exp}(2\mathrm{\Delta }/T)`$ and $`\mathrm{exp}(\mathrm{\Delta }/(3T))`$ respectively for bulk and shear viscosity. As the relevant temperature regime in pulsars is $`T1`$ MeV (except in the first few seconds after the supernova explosion) this means that viscous damping of $`r`$-modes essentially disappears for $`\mathrm{\Delta }>1`$ MeV, and all color-flavor locked strange matter pulsars would spin down within hours in sharp contrast to observations. Figure 1 illustrates the situation for $`\mathrm{\Delta }=1`$ MeV. Values of $`\mathrm{\Delta }`$ as high as 100 MeV are often assumed; for such values the entire diagram would be $`r`$-mode unstable.

Thus, the $`r`$-mode instability seems to firmly rule out that pulsars are color-flavor locked strange stars. (In  I showed how electron shear viscosity and/or surface rubbing on a CFL strange star crust might stop the spin-down at rotation periods of order 10 milliseconds at intermediate temperatures. This would still be far too slow to be consistent with observations of pulsars and low-mass x-ray binaries, but even these viscous mechanisms are ruled out by the realisation, that CFL strange quark matter is charge neutral , with equal numbers of up, down, and strange quarks, and no electrons. Such a system is without the electron “atmosphere” needed to sustain a crust; thus color-flavor locked strange stars would only exist in a “bare” variety, but these would not be able to rotate at all because of the $`r`$-mode instability, and are therefore not the pulsars or low-mass x-ray binaries observed).

For strange quark matter in the 2SC phase the situation is less conclusive. Now only some of the strong and weak reaction channels responsible for shear and bulk viscosities are exponentially suppressed, and the resulting viscous timescales for $`r`$-mode damping are increased in a much less dramatic fashion than for the CFL-phase, by factors of 9 and $`(9/5)^{1/3}`$ respectively for bulk and shear viscosity . As seen in Figure 2 it becomes difficult to reconcile pulsar and LMXB data with 2SC-calculations, but it would be premature to rule it out.

The discussion above focused on strange stars, i.e. on the assumption of absolutely stable strange quark matter. If quark matter is only metastable CFL and/or 2SC phases could exist in the interior of hybrid stars, with mixed phases and ordinary hadronic matter in the outer parts. While no explicit $`r`$-mode studies have been performed for such systems, it is clear that the results will resemble those for ordinary neutron stars. This is because $`r`$-modes are located mainly in the outer parts of the star, and they are significantly damped by the boundary condition stemming from the fact that the $`r`$-modes cannot propagate in a solid crust.

Even pure quark matter stars could have significant substructure which could make them resemble neutron or hybrid stars in terms of $`r`$-mode instabilities. For instance, if the density profile of the star is such that only the central region is in the CFL phase, but the outer part in 2SC, then crystalline like structures like the LOFF-phase could form , and a surface rubbing effect might appear, suppressing the $`r`$-modes.

Finally magnetic fields and the exact nature of the superfluid vortices could be important. However, the conclusion that pure CFL strange stars are ruled out by the $`r`$-mode studies appears to be robust.

## 3 Color-flavor locked strangelets

If quark matter is in a color-flavor locked phase, it is because this phase has lower energy than other possible phases. In particular, this means that metastability or even absolute stability of strange quark matter becomes more likely than hitherto assumed, based on calculations for “ordinary” strange quark matter . For relevant ranges of strange quark mass, the gain in energy per baryon for bulk strange quark matter is roughly 100 MeV at fixed bag constant for $`\mathrm{\Delta }=100`$ MeV.

This also makes it relevant to reconsider the properties of finite size quark matter lumps, strangelets, for color superconducting strange quark matter. A first attempt in this direction was a study of color-flavor locked strangelets within the framework of the multiple-reflection expansion of the MIT bag model . In this approach the total energy (mass) of a strangelet can be written as

$$E=\underset{i}{}(\mathrm{\Omega }_i+N_i\mu _i)+(\mathrm{\Omega }_{\mathrm{pair},V}+B)V,$$
(1)
where the sum is over flavors, $`B`$ is the bag constant, $`N_i`$ and $`\mu _i`$ are quark number and chemical potential, $`\mathrm{\Omega }_{\mathrm{pair},V}3\mathrm{\Delta }^2\mu ^2/\pi ^2`$ is the binding energy from pairing ($`\mu `$ is the average quark chemical potential), and the thermodynamic potential of quark flavor $`i`$ is a sum of volume, surface, and curvature terms derived from a smoothed density of states.

Apart from the pairing energy another crucial difference relative to non-CFL strangelet calculations is the equality of all quark Fermi momenta in CFL strange quark matter. This property, which leads to charge neutrality in bulk without any need for electrons , is due to the fact that pairing happens between quarks of different color and flavor, and opposite momenta $`\stackrel{}{p}`$ and $`\stackrel{}{p}`$, so it is energetically favorable to fill all Fermi seas to the same Fermi momentum, $`p_F`$.

As illustrated in Figure 3, color-flavor locked strangelets have an energy per baryon, $`E/A`$, that behaves much like that of ordinary strangelets as a function of $`A`$. For high $`A`$ a bulk value is approached, but for low $`A`$ the finite-size contributions from surface tension and curvature significantly increases $`E/A`$, making the system less stable. The main difference from ordinary strangelet calculations is the overall drop in $`E/A`$ due to the pairing contribution, which is of order 100 MeV per baryon for $`\mathrm{\Delta }100`$ MeV for fixed values of $`m_s`$ and $`B`$. Since $`\mathrm{\Omega }_{\mathrm{pair},V}\mathrm{\Delta }^2`$, the actual energy gain is of course quite dependent on the choice of $`\mathrm{\Delta }`$.

A significant distinction between the properties of ordinary strangelets and CFL strangelets lies in the charge properties. They have in common a very small charge per mass unit relative to nuclei, but the exact relation is quite different, and this may provide a way to test color-flavor locking experimentally if strangelets are found in accelerator experiments or (perhaps more likely) in cosmic ray detectors. Ordinary strangelets have (roughly)

$$Z0.1\left(\frac{m_s}{150\mathrm{MeV}}\right)^2A;A10^3;$$
(2)
$$Z8\left(\frac{m_s}{150\mathrm{MeV}}\right)^2A^{1/3};A10^3.$$
(3)
In contrast, CFL strangelets are described by

$$Z0.3\left(\frac{m_s}{150\mathrm{MeV}}\right)A^{2/3}.$$
(4)
This relation can easily be understood in terms of the charge neutrality of bulk CFL strange quark matter  with the added effect of the suppression of s-quarks near the surface, which is responsible for (most of) the surface tension of strangelets. This leads to a reduced number of negatively charged s-quarks in the surface layer; thus a total positive quark charge proportional to the surface area or $`A^{2/3}`$.

In fact, a similar effect becomes important even in ordinary strangelets, meaning that the standard $`A^{1/3}`$-result breaks down at very high $`A`$ . And even more important, this effect is large enough to rule out a potential disaster scenario, where negatively charged strangelets produced in heavy ion colliders could grow by nucleus absorption and swallow the Earth. While ordinary strange quark matter can be negatively charged in bulk if the one-gluon exchange $`\alpha _S`$ is very prominent , the added positive surface charge due to massive s-quark suppresssion is sufficient to make the overall quark charge positive for a large range of $`A`$, thus preventing any such disaster .

Naturally, only first steps have been made in the effort to describe properties of color-flavor locked strangelets. First of all, the MIT bag model is a phenomenological approximation to strong interaction physics; it is not QCD. Secondly, while finite-size effects were included in the free quark energy calculations, such (unknown) higher order terms were not taken into account in the pairing energy. This approximation seems warranted as long as $`\mathrm{\Omega }_{\mathrm{pair}}`$ itself is a perturbation to $`\mathrm{\Omega }_{\mathrm{free}}`$. And thirdly, quark level shell effects were only taken into account in an average sense via the smoothed density of states described as a sum of volume, surface and curvature terms. While this is an excellent approximation to the average strangelet properties , it misses the interesting stabilizing effects near closed shells  that could make certain baryon number states longer lived than one might expect from a glance at Figure 3. A first attempt at approaching finite size effects in 2SC quark matter in a completely different manner is discussed in .

## 4 Strangelet flux in cosmic rays

Two cosmic environments could in principle harbor strangelet formation. The cosmological quark-hadron phase transition $`10^5`$ seconds after the Big Bang, and the high density conditions in compact supernova remnants, which may be strange stars composed of quark matter rather than neutron stars.

Cosmologically produced strangelets were for a time believed to be natural dark matter candidates . In that case a significant background of largely neutral strangelets (quark core charge neutralized by electrons) would be moving in our galactic halo at typical speeds of 3–400 km/sec, corresponding to the depth of the galactic gravitational potential. Several experiments have placed limits on the abundance of these nonrelativistic strangelets (sometimes called quark nuggets), but it now seems unlikely that they could form in or survive from the very hot ($`T100`$ MeV) environment in the early Universe. A similar problem faces strangelet production in ultrarelativistic heavy ion collisions; it has been compared to making ice cubes in a furnace.

### 4.1 Strangelet production in collisions of strange stars

A more likely origin of cosmic ray strangelets is from collisions of binary compact star systems containing strange stars. If strange quark matter is the ground state of hadronic matter at zero pressure, it will be energetically favorable to form strange stars rather than neutron stars, and it would be expected that all the objects normally associated with neutron stars (pulsars and low-mass x-ray binaries) would actually be strange stars.

Several pulsars are observed in binary systems containing another compact star; the most famous such system called PSR1913+16 delivered convincing evidence for gravitational wave emission. Such binaries typically move in elliptical orbits, spiraling closer to each other because the system loses energy by gravity wave emission. The remaining lifetime can be estimated, and combined with estimates of the number of these binaries in our galaxy, the expected rate of binary collisions is of order $`10^4\mathrm{year}^1`$.

Several numerical studies have been performed in the literature to follow the late stages of inspiral in systems composed of two neutron stars or neutron stars orbiting black holes or white dwarfs, especially to derive the gravitational wave signatures, which are of importance for upcoming gravity wave detection experiments. No detailed calculations have been done for systems containing strange stars, and since there are significant differences in the equation of state it may be dangerous to rely on existing models. Nevertheless, certain features seem robust. While details depend on assumptions about the orbit, most collisions seem to release a fraction of the total mass (of order $`10^4`$$`10^1M_{}`$, where $`M_{}`$ is the solar mass) in connection with the actual collision and via tidal disruption in the late stages of inspiral.

No realistic estimates exist at present of the mass spectrum of quark matter lumps released during the actual collision. Lumps of matter released during the tidal disruption phase are expected to be very large. Balancing the tidal force trying to disrupt the star with the surface tension force of strange quark matter leads to a typical fragment baryon number of $`A4\times 10^{38}\sigma _{20}a_{30}^3`$, where $`\sigma _{20}1`$ is the surface tension in units of 20 MeV/fm3 and $`a_{30}`$ is the distance between the stars in units of 30 km.

A significant fraction of the tidally released material is originally trapped in orbits around the binary stars. The typical orbital speeds of the lumps are here $`0.1c`$, and collisions among lumps are abundant. Assuming the kinetic energy in these collisions mainly goes to fragmentation of the lumps into smaller strangelets (i.e. that the kinetic energy is used to the extra surface and curvature energies necessary for forming $`N`$ lumps of baryon number $`A/N`$ from the original baryon number $`A`$), it can be shown for typical bag model parameters that the resulting strangelet distribution peaks at mass numbers from a few hundred to about $`10^3`$. This is well within the interesting regime for the upcoming cosmic ray experiment Alpha Magnetic Spectrometer AMS-02 on the International Space Station  (a prototype AMS-01 was flown on the Space Shuttle mission STS-91 in 1998). AMS-02 is a roughly 1 m2 sterad detector which will analyze the flux of cosmic ray nuclei and particles in unprecedented detail for three years or more following deployment in 2005. It will be sensitive to strangelets in a wide range of mass, charge and energy .

### 4.2 Strangelet flux at AMS-02

Strangelet propagation in the Milky Way Galaxy is in many ways expected to be similar to that of ordinary cosmic ray nuclei. Except for a possible background of slow-moving electrically neutral quark nuggets confined solely by the gravitational potential of the Galaxy, strangelets are charged and are therefore bound to the galactic magnetic field. They lose kinetic energy by electrostatic interactions with the interstellar medium, and they gain energy by Fermi acceleration in shock waves, for example from supernovae. Even if accelerated to relativistic speeds, scatterings on impurities in the magnetic field makes the motion resemble a diffusion process. The solar wind as well as the Earth’s magnetic field become important for understanding the final approach to the detector. Also, strangelets may undergo spallation in collisions with cosmic ray nuclei, nuclei in the interstellar medium, or other strangelets.

Detailed studies of all of these phenomena have recently been started in order to understand strangelet propagation in more detail. Much depends on the charge-to-mass relation, but the details of propagation are not even well understood for ordinary nuclei, so clearly some uncertainty in the expectations for the strangelet flux at AMS is inevitable.

In the following it will be assumed that strangelets share two of the features found experimentally for nuclei, namely a powerlaw energy distribution: $`N(E)dEE^{2.5}`$, and an average confinement time in the galaxy of $`10^7`$ years. Assuming strangelets to move close to the speed of light, and ascribing one baryon number, $`A`$, to them all, the strangelet flux at AMS-02 would be

$$F=3\times 10^{12}A^1(\mathrm{m}^2\mathrm{y}\mathrm{sterad})^1\times R_4\times M_2\times V_{100}^1\times t_7\times \mathrm{GCfraction}$$
(5)
where $`R_4`$ is the number of strange star collisions in our Galaxy per $`10^4`$ years, $`M_2`$ is the mass of strangelets ejected per collision in units of $`10^2M_{}`$, $`V_{100}`$ is the effective galactic volume in units of $`100\mathrm{kpc}^3`$ over which strangelets are distributed, and $`t_7`$ is the average confinement time in units of $`10^7`$ years. All these factors are of order unity if strange matter is absolutely stable, though each with significant uncertainties. Finally, GCfraction is the fraction of strangelets surviving the geomagnetic cutoff. Taking this cutoff to be at rigidity 6 GeV/c, assuming the standard $`E^{2.5}`$ powerlaw for the energy distribution with a cutoff at $`\beta v/c=0.01`$, and assuming a charge-mass relation $`Z=0.3A^{2/3}`$ as derived for color-flavor locked strangelets, the resulting strangelet flux at AMS-02 becomes

$$F=5\times 10^5(\mathrm{m}^2\mathrm{y}\mathrm{sterad})^1\times R_4\times M_2\times V_{100}^1\times t_7.$$
(6)
By coincidence, this result (valid for $`A<6\times 10^6`$; for larger $`A`$ GCfraction equals 1 and the previous expression applies) is independent of strangelet mass.

As should be evident from the discussion above, there are many uncertainties involved in the calculation of the strangelet flux at AMS-02. A systematic study of these issues has been initiated and should significantly improve our understanding of the strangelet production and propagation. But ultimately we must rely on experiment. So far it is reassuring, that the simple flux estimates above lead us to expect a very significant strangelet flux in the AMS-02 experiment.

A discovery of strangelets would of course be a very significant achievement in itself. Getting data on the charge-to-mass relation may even allow an experimental test of color-flavor locking in quark matter.

This work was supported in part by The Danish Natural Science Research Council, and The Theoretical Astrophysics Center under the Danish National Research Foundation. I thank Jack Sandweiss and Dick Majka for discussions and collaboration on strangelet detection with AMS-02.

Discussion

F. Weber (Notre Dame): In your flux determination, did you assume that all neutron stars are in fact strange stars or that there exist two separate families of compact stars?

Madsen: All compact stars were assumed to be strange stars. Coexistence of two separate families is very unlikely if strange matter is the ground state at zero external pressure, since the Galaxy would be “polluted” by quark lumps from binary pulsar collisions. These lumps would trigger transition to strange stars in supernova cores.

F. Sannino (Nordita): How do you disentangle (CFL) or strange droplets experimentally? What is the signature?

Madsen: Strangelets have very low charge for a given baryon number compared to nuclei. CFL-strangelets have a charge-mass relation that differs from “ordinary” strangelets.

J.E. Horvath (Sao Paulo): A low charge-to-mass ratio for strangelets would not allow substantial acceleration in supernova shocks, thus the spectrum (and also the confinement time) is not necessarily the one measured in cosmic rays. How does this change the estimates of the rates in the expected range of center-of-mass energies?

Madsen: Clearly the propagation in the Galaxy requires further study, and we are trying to address the relevant mechanisms in detail. One should keep in mind, though, that these issues are not fully understood even for ordinary cosmic ray nuclei.


text:
# Experimental investigation of the initial regime in fingering electrodeposition: dispersion relation and velocity measurements

## I Introduction

It is sometimes believed, that all interesting phenomena in the universe happen at interfaces Binnig . Following this line of thought, we believe that the study of the dynamics of interfaces provides a key for understanding generic features of non-equilibrium phenomena. The electrochemical deposition of metals from aqueous solutions in quasi-two-dimensional geometries is an easily accessible growth phenomenon of such an interface. The emerging structures show a broad variety of growth patterns including fractals, seaweed or dendrites. For a recent review see Sagués et al. (2000) and references therein.

The focus of this paper is on the electrodeposition of finger deposits Trigueros et al. (1994): after the addition of a small amount of an inert electrolyte like sodium sulphate to a copper sulphate solution, the morphology of copper deposits changes from a typical fractal or dense-branched red copper structure to some fine-meshed texture with a fingerlike envelope. Figure 1 gives an example of the early stage of a deposit formed under these circumstances. The underlying mechanism is believed to be qualitatively understood. The increase of the electric conductivity enables alternative reaction paths like the reduction of $`\mathrm{H}_20`$. The resulting increase of the $`p`$H value triggers the formation of a copper hydroxide gel ($`\mathrm{Cu}_m(\mathrm{OH})_n^{(2mn)+}`$) in front of the advancing deposit Lòpez-Salvans et al. (1996, 1997a). When considering, that the fluid between the copper filaments contains no gel, the ensuing situation resembles the Saffman-Taylor instability, where a more viscous fluid is pushed by a less viscous one and their interface develops the same type of fingering (see Ref. McCloud and Maher (1995) for a recent survey).

The Saffman-Taylor instability is strongly influenced by the surface tension of the interface. In this paper we use that idea to measure the strength of an effective surface tension associated to the hydrogel-water interface by analyzing the dispersion relation. It should be remarked, that the nature of surface tension between miscible fluids is still an active area of research Fernandez et al. .

Another necessary ingredient for the occurrence of fingers are density-driven convective currents in front of the growing deposit: If convection is suppressed by turning the electrodeposition cell in a vertical configuration, fingers are not longer formed Lòpez-Salvans et al. (1996, 1997a). For that reason it appears to be essential to understand the nature of the convection field in our experiment, which we examine using particle image velocimetry (PIV).

The organization of the paper is the following: In Section II we introduce the experimental setups. Section III is devoted to the dispersion relations, with III.1 covering some technical aspects and III.2 presenting the measured dispersion relations and analyzing the results for a textured electrode. In Section IV we discuss the PIV measurements: IV.1 is devoted to the anode while IV.2 summarizes our results for the cathode. Finally, Section V contains our conclusions.

## II Experimental Setups

The electrodeposition is performed in a cell with two glass plates of 8 x 8 $`\mathrm{cm}^2`$ area as side-walls. Two parallel copper wires (99.9 %, Goodfellow) separated by a distance of 4 cm serve as electrodes and spacers. Their diameter $`d`$ ranges between 125 $`\mu `$m and 300 $`\mu `$m. Figure 2 a) shows a sketch of this setup. We use a coordinate system where the x axis is parallel to the electrode, the y axis points from the cathode to the anode and the z axis is perpendicular to the glass plates.

The space between the electrodes is filled with an aqueous solution of 50 mM $`\mathrm{CuSO}_4`$ and 4 mM $`\mathrm{Na}_2\mathrm{SO}_4`$ for the measurements of the dispersion relations and 50 mM $`\mathrm{CuSO}_4`$ and 7 mM $`\mathrm{Na}_2\mathrm{SO}_4`$ for the PIV experiments. All solutions are prepared from Merck p.a. chemicals in non deaerated ultrapure $`\mathrm{H}_2\mathrm{O}`$.

All measurements are performed with constant (within 0.4 %) potential between the electrodes ranging between 12 V and 19 V. The average current density is below 35 $`\mathrm{mA}/\mathrm{cm}^2`$.

The two targets of our investigation require two different ways of illumination (sketched in Fig. 2 (b) and (c)) and image acquisition (summarized in table 1). Since the measurements of the dispersion relation demand a high spatial resolution we used a Kodak Megaplus 6.3i CCD-camera with 3070 x 2048 pixel mounted on a Nikkor SLR macro lens with 105 mm focal length and a spacer ring. To take full advantage of the spatial resolution of 7.9 $`\mu `$m per pixel it was necessary to employ a Köhler illumination Göke (1988) using filtered light with a wave length of 405 nm from a tungsten lamp. Images are taken in intervals $`\mathrm{\Delta }t_{aq}`$ of 5 s and are directly transferred with a frame-grabber card to the hard disk of a PC.

To visualize the velocity field inside the cell, we added latex tracer particles to the electrolyte. We used particles with 0.3 $`\mu `$m diameter, which stay suspended due to Brownian motion. Since we cannot resolve these particles with our optical system, we used dark-field microscopy: only light scattered from objects inside the cell falls into the lens. Image 3 gives an example, the white area at the bottom represents the growing deposit, the points above correspond to tracer particles.

We did not observe electro-osmosis as reported in Huth et al. (1995), but the particles show some tendency to coagulate and settle to the bottom plate. This problem is handled in later stages of the image processing.

Images were acquired using an Olympus SZH stereo microscope and a Sony XC 77RR CE CCD-camera with 512 x 512 pixels which resulted in a spatial resolution of 17 $`\mu `$m per pixel. $`\mathrm{\Delta }t_{aq}`$ was 2 s and images were also directly transferred to a PC.

## III Dispersion relation

To characterize the instability of a pattern forming systems there is a quite common method: starting with the uniform system, one adds a small sinusoidal perturbation of wavenumber $`k`$ and amplitude $`A_0`$ and investigates its temporal evolution. As long as the system is in the linear regime the perturbation will grow or shrink exponentially:

$$A(k,t)=A_0e^{\sigma (k)t}$$
(1)
The dependency of the growth rate $`\sigma `$ on the wavenumber $`k`$ is called dispersion relation.

In the context of electrodeposition dispersion relations have been measured for the initial phase of compact Kahanda et al. (1992) and ramified de Bruyn (1996) growth and calculated to explain the stability of the dense radial morphology Grier and Mueth (1993).

### III.1 Image processing

In order to measure the dispersion relation the first step is to track down the temporal evolution of the front: in the image taken at time $`t`$ we identify for each column $`x`$ the height $`h(x,t)`$ of the deposit. This is done in two steps: First we search for the pair of pixels with the highest gray value gradient in each column. Second we perform a sub-pixel interpolation by calculating the point of inflexion between these two pixels. By evaluating a stationary edge, we could demonstrate that the error of this algorithm is smaller than 0.1 pixel. However the random fine structure of the deposit acts like the addition of shot noise to $`h(x,t)`$. We try to mitigate this effect by applying a median filter with 7 pixel width Jähne (1997). Figure 4 shows $`h(x,t)`$ for 4 various times of an experiment.

Our next aim is to do a Fourier decomposition of $`h(x,t)`$ to examine the dynamics of the amplitudes $`A(t,m)`$ of the individual modes $`m`$. Because our initial conditions are random noise, which can be understood as a superposition of various modes with different wavelengths $`\lambda `$, we encounter a leakage problem: We observe our system in a window of width $`w_0`$. The ratio $`w_0/\lambda `$ of the dominant modes is almost always fractional. This has a very unpleasant consequence for the Fourier transformation, which computes the amplitudes for integer mode numbers: power of the dominant modes is transfered to other less excited modes and spoils the measurement of the growth rates there.

A common answer to this issue is the usage of a windowing function Harris (1978), which does not eliminate leakage, but restricts it to neighboring mode numbers. The price to be paid is, that this leakage will now occur even if $`w_0`$ is a common multiple of all wavelengths contained in the initial signal.

In this paper we use a different approach, which is illustrated in Fig. 4: we cut out a part of $`h(x,t)`$ of width $`w`$ and offset $`o`$ and use only this part for the subsequent analysis. $`o`$ and $`w`$, which are constant for the whole run of the experiment, are chosen such that the left and the right end of the cut-out have the same height:

$$h(o,t)h(o+w,t)=0$$
(2)
and the same slope:

$$\frac{h(o,t)}{x}\frac{h(o+w,t)}{x}=0$$
(3)
Fulfilling Eq. 2 and Eq. 3 for all times is for all practical purposes identical to the statement that $`w`$ is a common multiple of all wavelengths contained in $`h(x,t)`$, that is the condition under which no leakage occurs.

In practice, Eq. 2 and Eq. 3 can be satisfied only approximately. The algorithm followed to select $`o`$ and $`w`$ minimizes the sum over the height differences according to Eq. 2 while it assures, that the sum over the slope differences according to Eq. 3 does not exceed a threshold. The average height difference obtained in that way is $``$ 3 pixels while the slope difference threshold was 1 pixel/pixel, both values correspond to the noise level of $`h(x,t)`$. The final step is a standard Fourier decomposition of the cut-out parts of $`h(x,t)`$.

### III.2 Results

For each Fourier amplitude we tried to fit the temporal evolution with the exponential growth law given by Eq. 1. Fig. 5 gives an example for two modes, corresponding to the experiment displayed in Fig. 4. The time interval for the exponential fits is indicated by the solid symbols. The start time is set by the time the hydrogel layer needs to build up; before that point no instability or destabilization of the growing interface is clearly evidenced. In the experiment shown in Fig. 4 this point corresponds to an elapsed time of about 150 s. However some modes need longer until they are grown to an amplitude which can be distinguished from the measurement background noise. At the other end the fit is limited by the onset of deviations from the exponential growth law due to nonlinear effects becoming important.

To test the dependence of the dispersion relation on the applied potential, we performed measurements with 15 V and 19 V using electrodes of 250 $`\mu `$m diameter. The results are displayed in Fig 6, each is averaged over three experiments. Both dispersion relations show a limited band of positive amplitude growth rates with $`k`$ between zero and $`k_{\mathrm{crit}}`$ and a wave number $`k_{\mathrm{max}}`$ where the growth rate is maximal.

The increase of $`U`$ from 15 V to 19 V is accompanied by an increase of the average growth velocity $`v`$ from 13.3 $`\mu `$m/s to 15.9 $`\mu `$m/s. The distinct shift of $`k_{\mathrm{max}}`$ to higher wave numbers is in conformity with measurements of the number of incipient fingers as a function of $`v`$ reported in Lòpez-Salvans et al. (1996). The decrease of $`k_{\mathrm{crit}}`$ could originate from a change of the physicochemical properties of the copper hydrogel.

Negative “growth rates” can only be measured if the initial amplitude of the corresponding mode is strong enough. To enforce this we prepared a textured electrode which stimulates the initial growth at a wavenumber of 62.8 $`\mathrm{cm}^1`$. It consists of a synthetic substrate of 120 $`\mu `$m height with a 35 $`\mu `$m copper plating. The copper layer was etched to derive a comb-like structure with copper stripes of width 0.75 mm and spacings of 0.25 mm. Islands of growing deposit evolve at the tips of the copper stripes and amalgamate after some time. Fig. 7 gives an example. The temporal evolution of two Fourier modes of this experiment is shown in Fig. 8.

The dispersion relation of the textured electrode is displayed in Fig 9 together with results for cell thickness of 125 $`\mu `$m and 250 $`\mu `$m. Within the scope of our experimental errors no influence of $`d`$ is observable. In principle a decrease of $`d`$ is accompanied by a decrease of the surface tension forces, which should result in a higher $`k_{\mathrm{crit}}`$. However as discussed in chapter IV convection will also be significantly reduced. This will result in a steeper transition between the hydrogel and the electrolyte, which increases the surface tension $`\gamma `$ Smith et al. (1981). Presumably these two effects cancel each other.

While we are not claiming that the Saffman-Taylor dispersion relation:

$$\sigma =\frac{(\eta _{\mathrm{g}el}\eta _{\mathrm{H}_20})v}{\eta _{\mathrm{g}el}+\eta _{\mathrm{H}_20}}k\frac{d^2\gamma }{12(\eta _{\mathrm{g}el}+\eta _{\mathrm{H}_20})}k^3$$
(4)
gives a full explanation of this fingering phenomenon, we do believe that it captures the essentials of the physical mechanism, especially the damping effects due to an effective surface tension. Therefore we performed a fit of Eq. 4 to the dispersion relation of the textured electrode, which is shown in Fig. 9. As results we find a viscosity of the hydrogel $`\eta _{\mathrm{g}el}`$ of 2.4 $`10^3`$ kg/ms which is about twice the viscosity of water $`\eta _{\mathrm{H}_20}`$. The effective surface tension $`\gamma `$ turns out to be 3.5 $`10^7`$ N/m. This is about five magnitudes lower than the surface tension at the water-air interface, which is presumably due to the fact, that the gel and the water are miscible fluids.

## IV Velocity measurements

Electrodeposition is often accompanied by buoyancy-driven convection rolls Rosso et al. (1994); Barkey et al. (1994); Huth et al. (1995); Linehan and de Bruyn (1995); Chazalviel et al. (1996); Argoul et al. (1996); Lòpez-Salvans et al. (1997b); Dengra et al. (2000). The driving force for the convection are the concentration changes at the electrodes: at the anode the ion concentration and therefore the density of the electrolyte increases. While it descends, lighter bulk solution flows in and a convection roll as sketched in Fig 2 (c) starts to grow.

To visualize the growing deposit in the $`x`$-$`y`$ plane, we observe the cells from above. As apparent from Fig. 2 (c) the plane defined by the convection roll is the $`y`$-$`z`$ plane. This results in the uncomfortable situation, that the observed tracer particles move simultaneously towards and away from the electrode, which obviates the use of standard correlation techniques Raffel et al. (1998) for the PIV.

We therefore developed a software package capable to keep track of the motion of individual particles. This is done in two steps: First we identify the particles in each image and insert their center of mass into a database. Then we construct contiguous histories for individual particles using five consecutive time-steps. In this way we are able to measure the $`v_\mathrm{x}`$ and $`v_\mathrm{y}`$ components of the flow. The software is published under the GNU Public License and can be downloaded from a URL dow .

### IV.1 Anode Results

All velocity measurements were performed in cells with thickness $`d`$ = 300 $`\mu `$m applying a potential of 12 V. At the anode a convection roll is clearly visible: while having no relevant velocity component in the $`x`$-direction, the tracer particles in a distinct zone move towards or away from the electrode. Fig. 10 gives the $`v_\mathrm{y}`$ components of all particles detected in one image as a function of their distance $`y`$ to the anode.

Due to the big depth of focus of our optical system, we observe particles in all heights $`z`$ of the cell simultaneously. As the particle velocity is a function of $`z`$, we find for a given $`y`$ all velocities between $`\pm v_{\mathrm{max}}(y,t)`$.

#### IV.1.1 Theory

It is known that some time after the start of an experiment vertical diffusion starts to smear out the concentration differences between the flows to and away from the electrode. Chazalviel and coworkers Chazalviel et al. (1996) proposed a two-dimensional description for this diffusion-hindered spreading (DHS) regime. The velocity component perpendicular to the electrode $`v_\mathrm{y}`$ should obey exc :

$`v_\mathrm{y}(y,z,t)=`$ $`k_1\left[\left(1{\displaystyle \frac{y}{k_2\sqrt{t}}}\right)^{1/2}{\displaystyle \frac{1}{12}}\left(1{\displaystyle \frac{y}{k_2\sqrt{t}}}\right)^{3/2}\right]`$ (5)
$`\left(z^3z{\displaystyle \frac{d^2}{4}}\right)`$
with

$$k_1=13.1\left(\frac{i\mu _\mathrm{a}\frac{\rho }{c}g}{z_\mathrm{c}F(\mu _\mathrm{a}+\mu _\mathrm{c})\eta }\right)^{1/3}\frac{D^{1/3}}{d^{8/3}}$$
(6)
and

$$k_2=0.222\left(\frac{i\mu _\mathrm{a}\frac{\rho }{c}g}{z_\mathrm{c}F(\mu _\mathrm{a}+\mu _\mathrm{c})\eta }\right)^{1/3}\frac{d^{4/3}}{D^{1/6}}$$
(7)
$`i`$ denotes the current density (25 $`\pm `$ 3 mA/$`\mathrm{cm}^2`$), $`\frac{\rho }{c}`$ is the dependency of the density on the ion concentration, which we measured to be 0.156 $`\pm `$ 0.008 kg/Mol for $`\mathrm{CuSO}_4`$ using a density measurement instrument DMA 5000 from Anton Paar. $`\mu _\mathrm{a}`$ and $`\mu _\mathrm{c}`$ represent the mobility of the anions (8.3 $`10^8`$ $`\mathrm{m}^2`$/sV) and cations (5.6 $`10^8`$ $`\mathrm{m}^2`$/sV), respectively. $`F`$ is the Faraday constant (9.6 $`10^4`$ As/Mol), $`g`$ the acceleration due to gravity and $`z_\mathrm{c}`$ the charge number of the cation (2). $`\eta `$ represents the dynamic viscosity ($`10^3`$ kg/ms) of the solution and $`D`$ the ambipolar diffusion constant (8.6 $`10^{10}`$ $`\mathrm{m}^2`$/s for $`\mathrm{CuSO}_4`$ Lide (1994)). Because $`D`$ and $`\eta `$ are weakly concentration dependent, we assign them errors of 10 % in the subsequent calculations, further on we assume a 5 % error in the determination of $`d`$. Eq. 5 assumes, that the glass plates are at $`z=\pm d/2`$ and $`y`$ = 0 at the anode.

Within this theory the extension $`L`$ of the convection roll is given by the point, where $`v_\mathrm{y}(y,t)`$ drops to zero:

$$L=k_2\sqrt{t}$$
(8)
The maximal velocity $`v_{\mathrm{max}}`$ occurs at the heights $`z=\pm d/2\sqrt{3}`$, in the immediate neighborhood of the electrode $`(y=0)`$, and is time independent:

$$v_{\mathrm{max}}=0.63\left(\frac{i\mu _\mathrm{a}\frac{\rho }{c}gdD}{z_\mathrm{c}F(\mu _\mathrm{a}+\mu _\mathrm{c})\eta }\right)^{1/3}$$
(9)
However the authors state that due to problems with the boundary conditions at the electrode their solution might be not applicable in the region $`0<y<d`$.

#### IV.1.2 Test of the theory

In principle the theory should describe directly our experimental results, however due to the uncertainties in the parameters we decided to perform a fit. Because we measure a two-dimensional projection of velocities, we concentrate on an average velocity $`v_{\mathrm{avg}}(y,t)`$, which we calculate from all particles with absolute velocities of at least half the velocity of the fastest particle in this distance. In Fig 10 this corresponds to all particles not lying between the two solid lines. This restriction is necessary to remove the contribution of particles which have already settled to the bottom glass plate.

From Eq. 5 we derive our fit function:

$$v_{\mathrm{avg}}(y,t)=v_0\left[\left(1\frac{y}{L}\right)^{1/2}\frac{1}{12}\left(1\frac{y}{L}\right)^{3/2}\right]$$
(10)
The fit of Eq. 10 to $`v_{\mathrm{avg}}(y,t)`$ is successful for the whole run of the experiment, especially the roll length $`L`$ is determined very precisely. Fig. 11 illustrates the temporal evolution of $`L`$ obtained from the fit. After 70 s $`v_{0,\mathrm{exp}}`$ becomes constant at a value of 24.7 $`\pm `$ 0.5 $`\mu `$m/s. Integrating Eq. 5 yields $`v_{0,\mathrm{theo}}`$ = 30.8 $`\pm `$ 2.1 $`\mu `$m/s.

The next step is testing Eq. 8, which predicts the growth law of $`L`$. A fit of our experimental $`L`$ for times greater 75 s using equation $`L(t)=k_{2,fit}t^b`$ yields a slope of 0.543 $`\pm `$ 0.001, which is slightly above the square root law suggested by Eq. 8. Higher exponents have also been reported by other groups: Argoul et al. Argoul et al. (1996) found 0.56 $`\pm `$ 0.01 and Dengra et al. Dengra et al. (2000) measured 0.54 $`\pm `$ 0.02. The coefficient $`k_{2,fit}`$ was found to be 141 $`\pm `$ 1 $`\mu `$m/$`\mathrm{s}^{1/2}`$. If we insert our experimental parameters in Eq. 7 we obtain $`k_2`$ = 134 $`\pm `$ 12 $`\mu `$m/$`\mathrm{s}^{1/2}`$ in agreement with the fit.

Fig. 13 (b) shows the experimental results for the maximal fluid velocity, which is located in the vicinity of the anode. After a sharp rise at the beginning of the experiment follows a slightly inclined plateau. A linear fit yields a velocity of 25.5 $`\pm `$ 0.1 $`\mu `$m/s for $`t`$ = 0, which increases at a rate of 1 % per minute. Inserting the experimental parameters into Eq. 9 results in a constant velocity of 37.1 $`\pm `$ 2.5 $`\mu `$m/s. This discrepancy can be attributed to the unphysical boundary conditions used in the model.

Summarizing it can be stated, that the theory presented in Chazalviel et al. (1996) provides a qualitatively and semi-quantitatively good description of the anodic convection roll in the DHS regime.

#### IV.1.3 Initial phase of development

Apart from the DHS regime, Fig. 11 also shows a growth law $`Lt^{0.7}`$ for times between 12 s and 75 s. The exponent of 0.7 $`\pm `$ 0.01 indicates a faster growth originating from a different mechanism. In the very beginning of an experiment convective fluid transport is faster than the diffusive equalization between the copper ion enriched electrolyte and the bulk electrolyte. Therefore the concentrated electrolyte at the electrode sinks down and spreads along the bottom plate without significant mixing. In this so called immiscible fluid (IF) regime the length $`L`$ of the convection zone is expected to grow with $`t^{4/5}`$. This has been shown for gravity currents Chen (1980); Huppert (1982) and was successfully adapted for electrodeposition Huth et al. (1995); Chazalviel et al. (1996). As explained in detail below, the range of applicability of this theory requires in our case $`L<`$ 470 $`\mu `$m, which is out of our measured range. Thus we observe a transitional period between the IF and the DHS regime and not the IF regime itself.

To distinguish between the IF and the DHS regime a scaling analysis based on the vertical diffusion time was used in Huth et al. (1995). We would like to advocate a different approach, using the similarity of the driving mechanism with the well-investigated case of a side heated box filled with fluid Cormack et al. (1974); Imberger (1974); Patterson and Imberger (1980). While in this case the density changes are due to thermal expansion, there exist also two flow regimes: In the so called convective regime small layers of fluid spread along the confining plates with a stagnant core in the middle of the cell. The conductive regime is characterized by a cell filling convection roll and iso-density lines which are almost vertical. These flows can be described by the Rayleigh number $`Ra=\alpha \mathrm{\Delta }T\rho gd^3/\kappa \eta `$ and the aspect ratio $`A=d/W`$. $`\alpha `$ is the thermal expansion and $`\kappa `$ the thermal diffusivity of the fluid. $`W`$ denotes the distance, $`\mathrm{\Delta }T`$ the temperature difference between hot and cold side wall. Boehrer Boehrer (1997) pointed out, that $`RaA^2`$, which equals the ratio between the timescales for vertical diffusion and horizontal convection, is the dimensionless control parameter of this transition. For high values of $`RaA^2`$ one observes the convective regime, for small values the conductive one.

If we transfer this analysis to our situation, we have to substitute the thermal density difference $`\alpha \mathrm{\Delta }T\rho `$ with the density difference due to concentration changes $`\frac{\rho }{c}c_0`$ and the thermal diffusivity $`\kappa `$ with the ambipolar diffusivity $`D`$. This yields a concentration-dependent Rayleigh number $`Ra_\mathrm{c}`$ expressed by:

$$Ra_\mathrm{c}=\frac{\frac{\rho }{c}c_0gd^3}{D\eta }$$
(11)
The aspect ratio is calculated using the length of the convection roll: $`A=d/L`$. Analyzing the results presented in Fig 10 of Ref. Huth et al. (1995) this interpretation provides a necessary condition given by:

$$Ra_\mathrm{c}A^2>1000$$
(12)
to observe the IF regime. In our experiment $`Ra_\mathrm{c}A^2`$ will only be larger than 1000 for $`L<`$ 470 $`\mu `$m , which is out of our measured range.

### IV.2 Cathode Results

At the cathode the situation is more complex due to the growing deposit. In Fig. 12 the solid line describes the position of the most advanced point of the deposit in a width of 2.3 mm in $`x`$-direction, while the dotted line corresponds to the minimum in the same interval. The border of the convection roll was measured using a threshold: the open circles mark the foremost position, where the $`v_y`$ component of a particle exceeded 4.3 $`\mu `$m/s.

While the convection roll develops immediately, no growth of the deposit is observable in the first 40 s, because the copper deposits in a planar compact way, which is not observable with our optical resolution. During this so called Sand’s time, the ion concentration at the cathode drops to zero, which subsequently destabilizes the planar growth mode Argoul et al. (1996).

In the next phase (40 s $`<t<280`$ s) a depth of the deposit (distance between the most advanced and most retarded parts of the growing deposit) becomes measurable and finally reaches a constant size. The advancing deposit significantly compresses the size $`L`$ of the convection roll as given by the distance between the dots and the solid line. Within this time interval the hydrogel layer is established, which can be seen by visual inspection.

The third phase ($`t>280`$ s) is characterized by the appearance of the finger development. The front minimum (dashed line) and maximum (solid line) in Fig. 12 coincide to the finger tip and the neighboring valley. The length $`L`$ of the convection roll in front of the finger tip tends to converge to a constant size, which has also been observed in the absence of a gel Huth et al. (1995); Chazalviel et al. (1996); Dengra et al. (2000). The dispersion relations studied in chapter III.2 were obtained in this phase.

Fig. 13 is devoted to a comparison between the flow behavior at the two electrodes. The developments of $`L`$ displayed in Fig. 13 (a) differ significantly from each other. However the comparison of the maximal fluid velocities in Fig. 13 (b) show similarities with respect to the absolute value and the approximate temporal constance. The fit at the cathode yields a velocity of 23.6 $`\pm `$ 0.3 $`\mu `$m/s for $`t`$ = 0 s, which decreases 0.9 % per minute.

From Fig. 13 (a) we infer, that the theoretical description presented in Chazalviel et al. (1996) cannot be applied to the cathode. Indeed three prerequisites of the theory are not fulfilled: Most importantly, it does not consider the moving boundary originating from the growth process. Moreover this model can lead to unphysical negative concentrations at the cathode due to its inherent simplifications. Finally the theory is two-dimensional in the $`y`$-$`z`$ plane and therefore not able to describe the influence of the ramified deposit, which evolves in the $`x`$-$`y`$ plane.

Remarkably enough our measurements show that the presence of hydrogel does not prevent convection. For a better understanding of the contribution of the flow field to the finger morphogenesis, we visualize it in Fig. 14 for two different times of the same experiment. The solid line denotes the interface of the deposit, and the arrows indicate the velocity of individual particles. It is apparent that convection is restricted to a small zone in front of the growing deposit. The hydrogel occurs also in the immediate vicinity of the front, however its extension could not be investigated in any detail here.

To examine the orientation of the flow field with respect to the interface we first computed the distribution of the angle $`\alpha `$ between the velocity vectors $`𝐯_i`$ of the particles and the $`y`$ axis. These data correspond to the thin lines shown in Fig. 15. The distribution clearly broadens with time and exhibits two distinct maxima for the fully developed fingers analyzed in Fig. 15 (c).

Then we identified for each particle an associated point of the finger envelope by prolonging $`𝐯_i`$. The angle between the normal vector at this meeting point and the $`y`$ axis is labeled $`\beta `$. The angle difference $`\alpha \beta `$ is a measure for the mismatch between the deposit and the convection roll and is displayed as the thick line in Fig. 15.

Fig. 15 (b) reveals that the convection field has a mismatch of about 15 degrees to the front during the initial phase of finger development. Thus we conclude that the development of the convection field lags behind the development of the front. After the fingers are fully developed, the convection field readjusts again perpendicularly to the interface as shown in Fig. 15 (c), which is a sign of the concentration gradient adapting to the geometry of the deposit.

Due to the lack of comparable measurements of other electrodeposition systems we can not judge if this effect is due to hydrogel or a generic feature of the cathodic convection roll.

## V Summary and conclusions

We measured the dispersion relation in the linear regime of the finger morphology and their dependence on cell thickness and applied potential. By means of a textured electrode, we were able to measure negative growth rates. The striking feature of the smooth finger envelope is connected with the existence of a limited band of wavenumber between 0 an $`k_{\mathrm{crit}}`$ with positive growth rates. The damping of all perturbations with higher wavenumbers can be attributed to an effective surface tension associated with a hydrogel boundary in front of the deposit A fit of the dispersion relation yields some estimates for the effective surface tension and the viscosity of the copper hydrogel.

Furthermore we performed PIV measurement at both electrodes. At the anode we could confirm the $`t^{1/2}`$ growth law for the length $`L`$ of the convection roll. We determined $`L`$ by fitting the suggested analytic expression for the velocity field and could therefore successfully test the model proposed by Chazalviel and coworkers.

At the cathode the maximal fluid velocity inside the convection roll is of the same order as at the anode, but the temporal evolution of $`L`$ differs strongly. An analysis of the orientation of the velocity vectors reveals the existence of some mismatch between the development of the convection roll and the deposit front while the system is in the linear regime. In the fully developed finger regime, the velocity vectors are again perpendicular to the envelope of the deposit.

Our results provide a reasonable explanation why in the absence of gravity-driven convection rolls the fingering instability cannot be observed: without convective mixing, the concentration gradient at the hydrogel interface can be assumed to be steeper, which will increases the effective surface tension. In consequence $`k_{\mathrm{crit}}`$ shifts to smaller wavenumbers and the overall growth rates decrease, which will suppress the evolution of fingers.

An alternative explanation assumes two zones within the hydrogel layer. One part of the hydrogel in immediate vicinity of the deposit will be mixed by the convection roll and the consequential shear thinning will decrease its viscosity. In front of it there is a zone of quiescent hydrogel of higher viscosity, at the interface between this two the instability takes place. In this scenario $`k_{\mathrm{crit}}`$ is determined by the length of the convection roll $`L`$.

A fully quantitative theoretical analysis remains to be done.

###### Acknowledgements.

We want to thank Marta-Queralt Lòpez-Salvans, Thomas Mahr, Wolfgang Schöpf, Bertram Boehrer, Ralf Stannarius and Peter Kohlert for clarifying discussions. We are also indebted to Niels Hoppe and Gerrit Schönfelder, which were instrumental in the density measurements and Jörg Reinmuth for preparing the textured electrodes. This work was supported by the Deutsche Forschungsgemeinschaft under the projects En 278/2-1 and FOR 301/2-1. Cooperation was facilitated by the TMR Research Network FMRX-CT96-0085: Patterns, Noise & Chaos.