text:
# Quantum Bit String Commitment

## I Introduction

As is by now well known, quantum information can guarantee classically unattainable security in a variety of important cryptographic tasks. Some no-go results have also been obtained, showing that quantum cryptography cannot guarantee perfect security for every task. We do not presently have a good characterisation of the tasks for which perfectly secure quantum protocols exist. In fact, we are not yet even able to characterise the range of cryptographic tasks for which perfectly secure quantum protocols might possibly exist. The main reason is that quantum cryptography involves more than devising quantum protocols for tasks known to be useful in classical cryptography. The properties of quantum information allow one to devise new and cryptographically useful tasks, which have no classical counterpart. Moreover, reductions and relations between classical cryptographic tasks need not necessarily apply to their quantum equivalents. This means that there is a wider range of tasks to consider, and that no-go theorems may not necessarily be quite as powerful as classical reasoning would suggest.

These remarks apply particularly to bit commitment, an important cryptographic protocol whose potential for physically secure implementation has been extensively investigated. It is known that unconditionally secure quantum bit commitment is impossible for non-relativistic protocols: that is, protocols in which the two parties are restricted to single pointlike sites, or more generally, in which the signalling constraints of special relativity are ignored. On the other hand, unconditionally secure bit commitment is thought to be possible between parties controlling appropriately separated pairs of sites, when the impossibility of superluminal signalling is taken into account.

While sustaining a bit commitment indefinitely via relativistic protocols is practical with current technology, the constraints it imposes are not always desirable. Both parties have to maintain separated secure locations, and communications have to continue throughout the duration of the commitment. A further motivation for continued study of non-relativistic protocols is that it is theoretically interesting to characterise which secure quantum protocols can be implemented without relying on relativity. With these motivations in mind, we restrict attention to non-relativistic protocols in the rest of this paper. Rather than insert the word “non-relativistic” throughout, we generally take the restriction as understood below.

Some variants of bit commitment, for which non-relativistic protocols are not known to be impossible, have previously been studied. This paper considers a different type of generalisation, bit string commitment, in which one party commits many bits to another in a single protocol. Two non-relativistic bit string commitment protocols, which offer classically unattainable levels of security against cheating, are described.

## II Bit string commitment

Consider the following classical cryptographic problem. Two mistrustful parties, A and B, need a protocol which will (i) allow A to commit a string $`a_1a_2\mathrm{}a_n`$ of bits to B, and then, (ii) at any later time of her choice, reveal the committed bits. The protocol should prevent $`A`$ from cheating, in the sense that she should have negligible chance of unveiling bits $`a_i^{}`$ different from the $`a_i`$ without B being able to detect the attempted detection. In other words, A should be genuinely committed after the first stage. The protocol should also prevent $`B`$ from being able to completely determine the bit string. More precisely, it must guarantee that, before revelation, $`B`$ has little or no chance of obtaining more than $`m`$ bits of information about the committed string, for some fixed integer $`m<n`$.

This $`(m,n)`$ bit string commitment problem is a generalisation of the standard bit commitment problem, for which $`n=1`$ and $`m=0`$. Clearly, a protocol for bit commitment would solve this generalised problem, since the protocol could be repeated $`n`$ times to commit each of the $`a_i`$, and $`B`$ would be able to obtain no information about the committed string. Conversely, classical reasoning implies that a protocol for the generalised problem, for any integers $`m`$ and $`n`$ with $`m<n`$, could be used as a protocol for standard bit commitment. For $`A`$ and $`B`$ could use any coding of a single bit $`a=f(a_1,\mathrm{},a_n)`$ in terms the $`n`$ bit string such that none of the $`m`$ bits available to $`B`$ is correlated with $`a`$, and then use the protocol to commit $`A`$ to $`a`$.

Classically, then, $`(m,n)`$ bit string commitment is essentially equivalent to bit commitment. At first sight, allowing $`A`$ and $`B`$ to use quantum information may seem to make no difference. But there are subtleties. One is that extracting information from a quantum state can generally be done in many different ways. Each of these generally disturbs the quantum state, so that different ways of information extraction are generally incompatible: after method one has been applied, method two may no longer give as much (or any) information. This leaves open the possibility of bit string commitment protocols in which $`B`$ can obtain some $`m`$ bits of information about the committed $`n`$ bit string in many different ways, without $`A`$ necessarily knowing which $`m`$ bits of information are obtained. A second subtlety is that if $`A`$ commits a mixed state, a protocol can leave her almost perfectly committed to each bit in a string, in the sense that she is essentially unable to vary the probabilities of revealing $`0`$ or $`1`$ for any given bit, while leaving the actual bit values undetermined until a measurement at the revelation stage. For a long enough string, this might be doable in such a way as to leave $`A`$ almost completely uncommitted to the value of some joint functions of the string bits.

Any attempt to use a secure quantum bit string protocol to commit a single bit by redundant coding could thus fail: it could be that, for any given coding, either $`A`$ or $`B`$ can cheat. In other words, there is no obvious equivalence between quantum $`(m,n)`$ bit string commitment and quantum bit commitment. The impossibility of unconditionally secure quantum bit commitment does not necessarily imply that unconditionally secure quantum bit string commitment, with an analogous definition of security, is impossible. We now show it can be achieved.

## III Protocol 1

Define qubit states $`\psi _0=|0`$ and $`\psi _1=\mathrm{sin}\theta |0+\mathrm{cos}\theta |1`$. We take $`\theta >0`$ to be small; $`\theta `$ and $`r=nm`$ are security parameters for the protocol.

Commitment: To commit a string $`a_1\mathrm{}a_n`$ of bits to $`B`$, $`A`$ sends the qubits $`\psi _{a_1},\mathrm{},\psi _{a_n}`$, sequentially. Unveiling: To unveil, $`A`$ simply declares the values of the string bits, and hence the qubits sent. Assuming that $`B`$ has not disturbed the qubits, he can test the bit values $`a_i^{}`$ claimed by $`A`$ at unveiling by measuring the projection onto $`\psi _{a_i^{}}`$ on qubit $`i`$, for each $`i`$. If he obtains eigenvalue $`1`$ in each case, he accepts the unveiling as an honest revelation of a genuine commitment; otherwise he concludes $`A`$ cheated. (As usual, we assume noiseless channels.) Security against A: Whatever strategy $`A`$ follows, once she transmits the qubits to $`B`$, their respective density matrices $`\rho _i`$ are fixed. Let $`p_i^j=\psi _j|\rho _i|\psi _j`$ be the probability of $`B`$ accepting a revelation of $`j`$ for the $`i`$-th bit. We have

$$p_i^0+p_i^1\mathrm{cos}^2((\pi 2\theta )/4)+\mathrm{sin}^2((\pi +2\theta )/4),$$
(1)
which is $`1+\theta `$ for small $`\theta `$. This is the standard definition of security against $`A`$ for an individual bit commitment, with security parameter $`\theta `$. In other words, $`A`$’s scope for cheating on any bit of the string is limited to slightly increasing the probability of revealing a $`0`$ or $`1`$, by an amount $`\theta `$, which can be made arbitrarily small by choosing the security parameters appropriately. $`A`$ is committed to each individual bit, in this standard sense, although of course the protocol does not prevent her committing quantum superpositions of bits or bit strings. Security against B: We assume that prior to commitment $`B`$ has no information about the bit string: to $`B`$, all string values are equiprobable. He thus has to obtain information about a density matrix of the form

$$\rho =2^n\underset{a_1\mathrm{}a_n}{}|\psi _{a_1}\mathrm{}\psi _{a_n}\psi _{a_1}\mathrm{}\psi _{a_n}|.$$
(2)
Holevo’s theorem tells us that the accessible information available to $`B`$ by any measurement on $`\rho `$ is bounded by the entropy

$$S(\rho )=(H(\frac{1+\mathrm{sin}\theta }{2}))^n$$
(3)
For any fixed $`\theta >0`$, we have $`S(\rho )<n`$. For any fixed $`r`$, by taking $`n`$ sufficiently large, we can ensure $`nS(\rho )>r`$. So we can ensure that, however $`B`$ proceeds, on average at least $`r`$ bits of information about the string will remain inaccessible to him.

By choosing $`n`$ suitably large, we can also ensure that the probability of $`B`$ obtaining more than $`nr`$ bits of information about the string is smaller than any given $`\delta >0`$. A simple bound follows from considering the probability of $`B`$ identifying all $`n`$ bits. As each bit is equiprobably $`0`$ or $`1`$, $`B`$’s probability of identifying it is no more than $`H(\frac{1+\mathrm{sin}\theta }{2})`$; his probability of identifying all $`n`$ is no more than $`(H(\frac{1+\mathrm{sin}\theta }{2}))^n`$. If he obtains more than $`nr`$ bits of information about the string, his probability of identifying all $`n`$ bits is greater than $`2^r`$. Hence $`\delta 2^r(H(\frac{1+\mathrm{sin}\theta }{2}))^n`$.

## IV Protocol 2

Protocol 1 ensures bit-wise security against $`A`$, but uses a rather inefficient bit string coding which allows $`B`$ to obtain almost all of the bit string before revelation. For large $`n`$, more efficient codings allow the security against $`B`$ to be greatly enhanced, though with a weakened notion of security against $`A`$.

We again take the security parameter $`\theta >0`$ to be small and write $`ϵ=\mathrm{sin}\theta `$. For any $`\theta >0`$ and sufficiently large $`n`$, explicit constructions are known for sets $`v_1,\mathrm{},v_{f(n)}`$ of vectors in $`H^n`$ such that $`|v_i|v_j|<\mathrm{sin}\theta `$ for all $`ij`$, with the property that $`f(n)=O(\mathrm{exp}(Cn))`$, where $`C`$ is a positive constant that depends on $`\theta `$. (The use of these constructions for efficient quantum coding of classical information has previously been noted by Buhrman et al., who describe efficient quantum fingerprinting schemes which reduce communication complexity in the simultaneous message passing model.) A string of $`O(Cn)`$ bits can thus be encoded by vectors in $`H^n`$, such that the overlap between the code vectors for two distinct strings is always less than $`\mathrm{sin}\theta `$, suggesting the following bit string commitment protocol.

Commitment: Let $`N`$ be the number of bits that can be encoded in $`H^n`$ by the above construction. To commit a string $`a_1\mathrm{}a_N`$ of bits to $`B`$, $`A`$ sends the state $`v_{a_1\mathrm{}a_N}`$, treating the index as a binary number. Unveiling: To unveil, $`A`$ declares the values of the string bits, and hence the state sent. Assuming $`B`$ has not disturbed the qubits, he can test $`A`$’s claim by measuring the projection onto $`v_{a_1\mathrm{}a_N}`$. If he obtains eigenvalue $`1`$, he accepts the unveiling as an honest revelation of a genuine commitment; otherwise he concludes $`A`$ cheated. Security against A: As before, once $`A`$ transmits a quantum state to $`B`$, its density matrix $`\rho `$ is fixed. Consider some set $`i_1,\mathrm{},i_r`$ of bit strings which $`A`$ might wish to maintain the option of revealing after commitment. Let $`P_i`$ be the projection onto $`v_i`$, let $`p_i=\mathrm{Tr}(\rho P_i)`$ be the probability of $`A`$ successfully revealing string $`i`$, and write

$$Q=P_{i_1}+\mathrm{}+P_{i_r}.$$
(4)
We want to bound $`\mathrm{Tr}(\rho Q)`$ for any density matrix $`\rho `$. This can be done by first maximising $`Q_w=\frac{w|Q|w}{w|w}`$ for any vector $`|w`$. Writing $`|w=_jw_j|v_{i_j}+|v^{}`$, where $`v^{}|v_{i_j}=0`$ for $`j`$ from $`1`$ to $`r`$, clearly $`|v^{}=0`$ maximises $`Q_w`$. So without loss of generality we can write $`|w=_jw_j|v_{i_j}`$ with $`_j|w_j|^2=1`$.

Now

$$Q_w=\frac{1+2S_2+S_3}{1+S_2},$$

where

$$S_2=\underset{ij}{}\overline{w_i}w_j(1\delta _{ij})v_i|v_j$$

and

$$S_3=\underset{ijk}{}\overline{w_i}w_k(1\delta _{ij})(1\delta _{jk})v_i|v_jv_j|v_k.$$

The Cauchy-Schwarz inequality gives us that

$$S_2ϵ(r1)S_3ϵ^2(r1)^2.$$

Both bounds are simultaneously attainable, by setting $`w_j=\frac{1}{\sqrt{r}}`$ for all $`j`$ and $`v_{i_j}|v_{i_k}=ϵ`$ for all $`j,k`$. Also, it is easy to see that, provided $`(r1)ϵ<1`$ (which we assume), the maximum of $`Q_w`$ is attained when $`S_2`$ and $`S_3`$ are simultaneously maximised. (Geometrically, the largest possible eigenvalue of $`Q`$ arises when the $`v_{i_j}`$ bunch as closely as possible, and then the corresponding eigenvector is the sum of the $`v_{i_j}`$.) We thus have that

$$Q_w1+(r1)ϵ.$$

More generally, since any state $`\rho `$ can be written as a mixture of pure states, we have for all states

$$\mathrm{Tr}(\rho Q)1+(r1)ϵ.$$
(5)
In other words,

$$p_{i_1}+\mathrm{}+p_{i_r}1+(r1)ϵ,$$
(6)
and for any fixed $`r`$, this can be made as close to $`1`$ as desired by choosing $`\theta `$ suitably small.

So, if $`A`$ is determined to reveal a bit string from some finite set of size $`r`$, her scope for cheating is limited to increasing the probability of revealing any given element of the set by a fixed amount. For any fixed $`r`$, that amount can be made arbitrarily small by choosing the security parameters appropriately. If $`B`$’s concern is to prevent cheating of this type, for some predetermined $`r`$, the protocol can guarantee him security. Security against B: Holevo’s theorem implies that the information about the $`NCn`$ bit string accessible to $`B`$ is at most $`\mathrm{log}n`$ bits.

## V Discussion

The bit string commitment protocols above use the properties of quantum information to guarantee strong levels of security to both the committer and receiver. They highlight another cryptographic application of quantum information: no (non-relativistic) classical protocol can guarantee such security. They also highlight the fact that quantum cryptography can introduce distinctions between tasks which are classically equivalent, such as bit commitment and bit string commitment.

As a metaphor for the cryptographic uses of bit string commitment — in particular, of the second type of protocol — consider a situation in which $`A`$ knows the combination to a lock, wants to be able to prove to $`B`$ in future that she knows it now, but does not want to give $`B`$ the ability to open the lock now. If she sends a bit string commitment of the combination now, she can prove her present knowledge later by opening the commitment. However, $`B`$, who can only get partial information about the committed string, will not be able to deduce the combination from it. If the combination is sufficiently long, the security parameters for the bit string commitment are appropriately chosen, and $`A`$ knows how fast $`B`$ can try possible combinations, she can ensure that $`B`$ remains sufficiently ignorant about the combination to be almost certainly unable to break the lock during some fixed interval of her choice.

As another illustration, suppose that $`A`$ has just obtained a very high resolution image of something of interest to, but kept secret from, $`B`$. She may wish to be able to prove to $`B`$ later that she had the image today — so that he will take her seriously enough to purchase her services in future — without revealing too much detailed information to $`B`$ for free. A quantum bit string commitment protocol with suitable parameters could meet this need.

One might think that both these applications could also be implemented securely classically, simply by allowing $`B`$ to choose a random subset of the combination or image and asking $`A`$ to provide the data corresponding to that subset. However, this would persuade $`B`$ only that $`A`$ is able to compute or obtain a dataset of the size of the subset. She might be able to do this with a device that extracts the combination digit by digit, or with an imaging device of restricted field, without actually being able to obtain all the data at the time she claims to have it.

More generally, bit string commitment allows a sort of partial knowledge proof, in which $`A`$ can establish to $`B`$ her possession of some information — the factorisation of a number, the proof of a theorem, $`\mathrm{}`$ — while restricting the amount of information $`B`$ can obtain. It also illustrates the general possibility in quantum cryptography of iterating a protocol a number of times with a partial security guarantee that allows the parties to be certain that many or most of the bits involved are appropriately controlled. Practical cryptographic applications that require bit commitment almost always involve strings of bits, and perfect security of the entire string may often not be essential. Moreover, quantum bit string commitment can be used on top of classical bit commitment schemes, offering an extra layer of classically unobtainable security with a partial but unconditional security guarantee. It thus seems likely to be rather useful.

## VI Acknowledgements

This work was partly supported by the European collaborations EQUIP and PROSECCO. I thank Serge Massar and Alain Tapp for helpful discussions.


format: text

text:
# Disorder-induced zero-energy spectral singularity for random matrices with correlations

## Abstract

A zero-energy mid-band singularity has been found in the energy spectrum of random matrices with correlations between diagonal and off-diagonal elements typical of vibrational problems. Two representative classes of matrices, characterizing the instantaneous configurations in liquids and mechanically unstable lattices (which mimic the former) have been analysed. At least for disordered lattice models, the singularity is universal and its origin can be explained within the mean-field treatment.

Many physical phenomena can be described by the Anderson Hamiltonian with off-diagonal disorder (see e.g. Brouwer\_00  and references therein). Stochastic transport Webman\_81 , atomic vibrations in disordered structures (see e.g. Taraskin\_01:PRL  and references therein) and instantaneous normal mode (INM) analysis in liquids and glasses Keyes\_97:review  (called below ”vibrational” problems) are among these. However, there is one key point which distinguishes vibrational problems from the standard electron problems: there exist strong sum-rule correlations between the off-diagonal and diagonal elements (the sum of all the elements for a particular row is zero) of the relevant random matrices for the vibrational problem.

In different dimensions ($`D=13`$), the energy spectrum of the electron Anderson Hamiltonian with pure off-diagonal disorder defined on the simple (hyper) cubic lattice (but not, as we have checked, on the f.c.c. lattice) exhibits a peculiar feature: a disorder-induced, mid-band (zero-energy) singularity occurs Cain\_99 ; Brouwer\_00 . Normally, disorder smears out sharp features in a spectrum (e.g. van Hove singularities), but in this case it creates a singularity, the origin of which in different dimensions is still controversial. However, can disorder induce a similar (or different) singularity for vibrational problems and, if so, can its origin be revealed? In this Letter, we demonstrate the existence of a mid-band zero-energy singularity in the spectrum of dynamical matrices involved in an INM analysis of a model of a monatomic liquid, and investigate analytically and numerically the nature of this zero-energy singularity in the spectrum of random matrices with sum-rule correlations, appearing in disordered lattices which mimic topologically disordered liquids.

We have observed the occurrence of a singularity by numerical experiment, in which structural models of a liquid with predominantly icosahedral order (similar to those discussed in Ref. Simdyankin\_01 ) and of glassy and liquid silica (similar to those discussed in Ref. Taraskin\_00:PRB\_IR1 ) have been constructed at different temperatures, $`T`$, by slow molecular dynamics quenches (by constant volume and temperature steps). The INM spectra of the dynamical matrix are shown in Fig. 1. A zero-energy singularity is clearly present in the energy spectrum, $`g(\epsilon )`$, for the icosahedral liquid and possibly in silica (at least, the tendency of the change of the DOS around zero is consistent with the model presented below). Similar zero-energy peaks have been found but not explained in liquid theories Wu\_92 ; Wan\_94  and in simulations of a binary Lennard-Jones liquid Sastry\_01 . Normally, the density of states (DOS) in the frequency domain, $`g_\omega =2\sqrt{|\epsilon |}g(\epsilon )`$, is of interest in the INM analysis, but the singularity is masked there by the linear factor $`2\omega `$, and that is, probably, why it has not been carefully studied before.

Therefore, there exists a peculiarity in the spectrum of random matrices with sum-rule correlations (instantaneous dynamical matrices) and its origin can be revealed analytically as follows. Consider a Hamiltonian describing both the electron and vibrational problems:

$$\widehat{𝐇}=\underset{i}{}(\epsilon _i\gamma \underset{ji}{}t_{ij})|ii|+\underset{i,ji}{}t_{ij}|ij|,$$
(1)
where $`\epsilon _i`$ and $`t_{ij}`$ stand for the random on-site energies and the random transfer integrals between sites $`i`$ and $`j`$, respectively. The parameter $`\gamma `$ controls the correlations between diagonal and off-diagonal matrix elements. The standard electron Anderson Hamiltonian with pure off-diagonal disorder corresponds to $`\gamma =0`$ and $`\epsilon _i=0`$, with $`t_{ij}`$ being random variables taken, for example, from a uniform (box) distribution of width $`2\mathrm{\Delta }`$ centred around $`t_0=1`$, $`t_{ij}[t_0\mathrm{\Delta },t_0+\mathrm{\Delta }]`$. The vibrational (scalar) problem corresponds to $`\gamma =1`$ with the other parameters being the same. For atomic vibrations, the Hamiltonian corresponds to the dynamical operator, transfer integrals to the force constants and energy to the squared frequency, $`\epsilon =\omega ^2`$ Taraskin\_01:PRL .

We have calculated by the kernel polynomial method (KPM) Silver\_97  the spectrum of the ”vibrational” Hamiltonian (1) (see the thin lines in Fig. 2) for $`\gamma =1`$ and $`\epsilon _i=0`$, defined on the f.c.c. lattice (actually, of its more general version for vector vibrations; see Taraskin\_01:PRL  for more detail). For sufficiently large degrees of disorder, $`\mathrm{\Delta }>\mathrm{\Delta }_0`$ ($`\mathrm{\Delta }_01.41.5`$), the zero-energy singularity is evident (Fig. 2). Moreover, the shape of the singularity is similar to that found for the topologically disordered models (Fig. 1), indicating its possible universality (see below). We have also calculated the DOS for the same problem within a mean-field approach (the single-bond coherent potential approximation (CPA) Webman\_81 ), and found remarkably good agreement with the precise numerical (KPM) results (cf. thick and thin lines in Fig. 2) in the singularity region for $`\mathrm{\Delta }\mathrm{\Delta }_0`$, ($`(\mathrm{\Delta }_0\mathrm{\Delta }_{})/\mathrm{\Delta }_{}1`$, see below for a discussion of $`\mathrm{\Delta }_{}`$), i.e. when the localization threshold is far enough below zero energy. This agreement is surprising (at first sight), because it is commonly believed (see e.g. Jarrell\_01 ) that mean-field theories fail to reproduce sharp features in a spectrum. For example, the most successful homomorphic cluster CPA Yonezawa\_79 ; Li\_88  well reproduces the whole spectrum for the electron problem with pure off-diagonal disorder ($`\gamma =0`$), except for the zero-energy singularity. Below, we explain why the CPA reproduces the zero-energy singularity for vibrational problems but not for the electron one, and we use this insight to reveal the physical origin of the singularity.

The zero-energy singularity occurs for $`\gamma =1`$ and disappears if $`\gamma 1`$, i.e. when the exact sum-rule correlations of elements in the dynamical matrix break down. The functional form of the zero-energy singularity observed is universal (i.e. independent of the type of distribution of the force constants, the reference lattice symmetry, scalar or vector type of vibrations, etc.) for the class of Hamiltonians given by Eq. (1) with $`\gamma =1`$ and $`\epsilon _i=0`$, and depends only on the dimensionality of the problem. For sufficiently large disorder, the (parity-independent) singularity occurs in the mid-band region of the spectrum, far from the localized states in the $`3D`$-case (as checked by multifractal analysis) and in the range of prelocalized states for lower dimensions. The analytic mean-field solution shows that its appearance is dictated by the universal non-analytic behaviour of the spectral-density operator in the plane-wave basis and, essentially, is a consequence of the fact that zero-energy (long-wavelength) plane waves contribute anomalously (but not solely) to the disordered eigenstates with energies around zero.

The DOS, $`g(\epsilon )`$, for a disordered lattice is the trace of the spectral-density operator, $`\widehat{𝐀}(\epsilon )=\delta (\epsilon \widehat{𝐇})`$, taken in the convenient orthonormal basis of crystalline eigenstates $`|𝐤,\beta `$ ($`𝐤`$ is the wavevector of a plane wave from the branch $`\beta `$) of the same Hamiltonian, but without disorder ($`\mathrm{\Delta }=0`$), and averaged ($`\mathrm{}`$) over the distribution of random variables $`t_{ij}`$, $`g(\epsilon )=𝐤,\beta |\widehat{𝐀}(\epsilon )|𝐤,\beta g^{\mathrm{cryst}}(\epsilon _{𝐤\beta })d\epsilon _{𝐤\beta }`$, with $`g^{\mathrm{cryst}}(\epsilon _{𝐤\beta })`$ being the crystalline VDOS. The diagonal matrix element of the spectral-density operator, $`A(\epsilon ,\epsilon _{𝐤\beta })𝐤,\beta |\widehat{𝐀}(\epsilon )|𝐤,\beta `$, can be found within the CPA Elliott\_74 ; Ehrenreich\_76 ; Economou\_83:book ; Taraskin\_01:PRL  via the complex effective interaction field $`z(\epsilon )=z^{}(\epsilon )+\mathrm{i}z^{\prime \prime }(\epsilon )`$, so that

$$g(\epsilon )=\frac{1}{\pi }\frac{(\epsilon _{𝐤\beta }/\epsilon )\mathrm{\Gamma }(\epsilon )}{(\epsilon _{𝐤\beta }\overline{\epsilon }(\epsilon ))^2+\mathrm{\Gamma }^2(\epsilon )}g^{\mathrm{cryst}}(\epsilon _{𝐤\beta })d\epsilon _{𝐤\beta },$$
(2)
with

$$\overline{\epsilon }(\epsilon )=\epsilon z^{}(\epsilon )/|z(\epsilon )|^2\text{and}\mathrm{\Gamma }(\epsilon )=\epsilon z^{\prime \prime }(\epsilon )/|z(\epsilon )|^2.$$
(3)
The effective interaction field, $`z(\epsilon )`$, is found from the solution of the self-consistent CPA equation (see Taraskin\_01:PRL ). The real part, $`z^{}(\epsilon )`$, fluctuates around its crystalline value $`z_0^{}=1`$, and the imaginary part is smooth and negative in the region of the non-vanishing disordered spectrum, and zero otherwise. The spectral density, $`A(\epsilon ,\epsilon _{𝐤\beta })`$, as a function of $`\epsilon _{𝐤\beta }`$, has the shape of a peak, characterized by a width parameter, $`\mathrm{\Gamma }(\epsilon )`$, located at an energy, $`\epsilon _{\mathrm{peak}}=|\epsilon ||z(\epsilon )|^1=\left[\overline{\epsilon }(\epsilon )+\mathrm{\Gamma }(\epsilon )\right]^{1/2}`$ (see Fig. 3).

As follows from Eq. (2), the disordered DOS is generically related to the crystalline DOS for the reference system convolved with the peak-shaped spectral density, $`A(\epsilon ,\epsilon _{𝐤\beta })`$. For small disorder ($`\mathrm{\Delta }0`$), the spectral density is very narrow and close in functional form to $`\delta (\epsilon \epsilon _{𝐤\beta })`$, so that the disordered DOS strongly resembles its crystalline counterpart. With increasing disorder but for $`\mathrm{\Delta }\mathrm{\Delta }_{}`$ (where the spectrum of the Hamiltonian is still non-negative and the lattice is mechanically stable Taraskin\_01:PRL ), the spectral-density peak becomes broader and washes out all the van Hove singularities in the crystalline spectrum, except the boundary singularity around the lowest band edge, $`\epsilon _{\mathrm{min}}=0`$.

When the disorder exceeds the critical CPA value, $`\mathrm{\Delta }>\mathrm{\Delta }_{}`$, the number of negative force constants becomes so large that the system is no longer mechanically stable even in the mean-field limit, and negative eigenvalues appear in the spectrum (as in instantaneous configurations of liquids Keyes\_97:review ), i.e. the lower boundary of the CPA spectrum moves below zero energy, $`\epsilon _{\mathrm{min}}<0`$. Exactly in this regime, the mid-band zero-energy singularity in the disordered CPA spectrum evolves. Indeed, if we look at the evolution of the spectral-density width parameter, $`\mathrm{\Gamma }(\epsilon )`$, with increasing disorder (see the inset in Fig. 3), we can clearly see that the peak width is still zero at zero energy, $`\mathrm{\Gamma }(0)=0`$, being a consequence of Eq. (3), even though the value of the effective field becomes finite at this point ($`z^{\prime \prime }(0)0`$). This means that the spectral density, $`A(\epsilon =0,\epsilon _{𝐤\beta })`$, as a function of the crystalline energy, $`\epsilon _{𝐤\beta }`$, has a singularity at $`\epsilon _{𝐤\beta }=0`$ (see Fig. 3). The zero-energy point, in this regime ($`\mathrm{\Delta }>\mathrm{\Delta }_{}`$), belongs to the mid-band region. The finite value of $`z^{\prime \prime }(0)`$ immediately gives rise to a different singular shape of the spectral density, $`A(0,\epsilon _{𝐤\beta })\pi ^1(z^{\prime \prime }(0)/|z(0)|^2)\epsilon _{𝐤\beta }^1`$ (see Fig. 3), as compared to the $`\delta `$-functional shape of the spectral density for the $`\mathrm{\Delta }<\mathrm{\Delta }_{}`$ regime, where both $`\mathrm{\Gamma }(0)`$ and $`z^{\prime \prime }(0)`$ are zero. The $`\delta `$-functional shape of the spectral density reproduces the crystalline van Hove singularity, $`g(\epsilon )\epsilon ^{(D/2)1}`$, at the lower band edge, but the $`\epsilon _{𝐤\beta }^1`$-shape of the spectral density at $`\epsilon =0`$, convolved with the crystalline DOS (see Eq. (2)), results in a singularity of a different type in the disordered DOS which is not related to the crystalline van Hove singularity at $`\epsilon =0`$ (see below).

The shape of the mid-band zero-energy singularity can be obtained analytically within the CPA by splitting the integration region in Eq. (2) into a low-energy part, $`\epsilon _{𝐤\beta }<\epsilon _0`$, where $`g^{\mathrm{cryst}}(\epsilon )\chi _D\epsilon ^{(D/2)1}`$ (the Debye law), and the rest of the band, $`\epsilon _{𝐤\beta }>\epsilon _0`$ (irrelevant for the shape of the singularity). The final result for the disordered DOS ($`3D`$-case) in the limit $`|\epsilon |0`$ is the following:

$$g(\epsilon )\frac{C\mathrm{sin}\varphi (\epsilon )}{\pi |z(\epsilon )|}+\frac{\chi _3|\epsilon |^{1/2}}{|z(\epsilon )|^{3/2}}\mathrm{sin}\left[\frac{3\varphi (\epsilon )}{2}+\theta (\epsilon )\frac{\pi }{2}\right],$$
(4)
where $`C=\left[g^{\mathrm{cryst}}(\epsilon )/\epsilon \right]d\epsilon `$ is a model-dependent constant, $`\varphi (\epsilon )\mathrm{arg}\left[z(\epsilon )\right]`$ is the phase of the effective field and $`\theta (\epsilon )`$ is the Heavyside function, $`\theta (\epsilon <0)=0`$ and $`\theta (\epsilon >0)=1`$. Bearing in mind that the effective field is a smooth function of energy around zero, we can conclude from Eq. (4) that, in the $`3D`$-case, the disordered DOS is a continuous function around zero but its derivative shows $`\epsilon ^{1/2}`$ singular behaviour (see Figs. 12).

The expression (4) for $`g(\epsilon )`$ has been obtained in the limit $`|\epsilon |0`$ for any degree of disorder. The evolution of the singularity with disorder (see Fig. 2) is determined by the dependence on $`\mathrm{\Delta }`$ of the effective field at zero energy. The phase, $`\varphi (0;\mathrm{\Delta })`$, varies in a critical manner with disorder (see the inset in Fig. 2(a)), being zero below the critical disorder, $`\mathrm{\Delta }\mathrm{\Delta }_{}`$, when the zero-energy singularity is just a lower band-edge van Hove singularity. Above the critical disorder, $`\mathrm{\Delta }>\mathrm{\Delta }_{}`$, the derivative of the DOS becomes singular from both sides about $`\epsilon =0`$. If the disorder is not too large, $`\mathrm{\Delta }_{}<\mathrm{\Delta }<\mathrm{\Delta }_{}`$, the sign of the derivative is positive on both sides of the singularity and the DOS is monotonic in the singularity range (see the upper curve in Fig. 2(b)). For higher disorder, $`\mathrm{\Delta }>\mathrm{\Delta }_{}`$, the derivative changes sign at the singularity and the disordered DOS exhibits a sharp maximum at zero energy (see the lower curve in Fig. 2(b)). The characteristic value of disorder, $`\mathrm{\Delta }=\mathrm{\Delta }_{}`$, at which such a transformation of the shape of the singularity occurs (the solid line in Fig. 2), can be found from the solution of the equation $`\varphi (0;\mathrm{\Delta }_{})=\pi /3`$ (see the inset in Fig. 2(a)), resulting from the condition, $`g^{}(\epsilon 0+)=0`$.

The physical significance of this transition is related to the fact that, at $`\mathrm{\Delta }\mathrm{\Delta }_{}`$, the peak width of the spectral density around the singularity becomes comparable with the peak position. This means that $`\mathrm{\Delta }_{}`$ corresponds to the Ioffe-Regel crossover for the propagation of plane waves characterized by the energies $`\epsilon _{𝐤\beta }0`$ Taraskin\_00:PRB\_IR1 . In other words, for $`\mathrm{\Delta }\mathrm{\Delta }_{}`$, there is a finite low-energy interval of the weak-scattering regime for plane-wave propagation, but for $`\mathrm{\Delta }\mathrm{\Delta }_{}`$, all plane waves propagate in the regime of strong scattering.

Similar CPA analyses can be performed for lower dimensions, and they result in zero-energy singularities as well. In $`2D`$ (for $`\mathrm{\Delta }>\mathrm{\Delta }_{}`$), a logarithmic singularity, $`g(|\epsilon |0)\pi ^1(z^{\prime \prime }(\epsilon )/|z(\epsilon )|^2)\chi _2\mathrm{ln}|\epsilon |`$, evolves on the background of the van Hove band-edge singularity. In $`1D`$, the divergence of the disordered DOS from both sides of zero energy is even more pronounced: $`g(\epsilon )\chi _1|\epsilon |^{1/2}|z(\epsilon )|^{1/2}\mathrm{sin}(\varphi (\epsilon )/2\theta (\epsilon )\pi /2)`$.

The link between lattice models and topologically disordered liquids and glasses is, of course, not straightforward. The above mean-field analysis for disordered lattices uses the existence of an orthonormal plane-wave basis, which is absent in topologically disordered systems. Nevertheless, an orthogonalized basis resembling a plane-wave basis, at least in the region of zero energy, can readily be constructed Taraskin\_00:PRB\_IR1 , so that it might be expected that the same universal singular behaviour of the DOS around $`\epsilon =0`$ should also occur for topologically disordered systems. Indeed, the singularity is evident for a model liquid with predominantly icosahedral order (Fig. 1(a)), and it is remarkable that the evolution of the shape of this singularity with decreasing temperature mirrors that found in the lattice models with decreasing force-constant disorder (Fig. 2(b)). Both regimes of the singular behaviour are evident from the numerical experiment (Fig. 1(a)): (i) the high-temperature liquid state (circles) can be characterized by relatively large disorder ($`\mathrm{\Delta }\mathrm{\Delta }_{}`$); (ii) the state just above the glass-transition temperature (solid curve) can be associated with the intermediate disorder regime ($`\mathrm{\Delta }_{}\mathrm{\Delta }\mathrm{\Delta }_{}`$). The situation for vitreous silica (Fig. 1(b)) is different. At both temperatures, below and above glass transition, the models stay in the regime $`\mathrm{\Delta }\mathrm{\Delta }_{}`$, which is not surprising because silica is a very strong glass-forming liquid (especially in comparison with the fragile system shown in Fig. 1(a)), and is characterized by well-defined and stable local tetrahedral order even at very high temperatures (this means that the disorder, i.e. $`\mathrm{\Delta }`$, is relatively small). A more detailed analysis (including the glass-transition region) will be presented elsewhere.

In conclusion, we have demonstrated the presence of a mid-band zero-energy singularity in the spectrum of the instantaneous dynamical matrices of topologically disordered structural models of liquids and of the dynamical matrices of disordered lattices which well mimic the former. The presence of exact sum-rule correlations between the diagonal and off-diagonal elements in the disordered dynamical matrix causes this singularity. The shape of the disorder-induced singularity, at least in lattice models, is universal and depends only on the dimensionality of the model. Such a universality is related to the universal $`\epsilon _{𝐤\beta }^1`$-behaviour of the spectral density in the plane-wave basis, which is due to the multiplicative nature of the effective interaction mean field (the mean-field energy of the quasi-particles, $`\stackrel{~}{\epsilon }_{𝐤\beta }`$, is the product of the dimensionless effective interaction, $`z(\epsilon )`$, and the bare crystalline energy, $`\epsilon _{𝐤\beta }`$, i.e $`\stackrel{~}{\epsilon }_{𝐤\beta }=z(\epsilon )\epsilon _{𝐤\beta }`$). This property distinguishes the above class of Hamiltonians from those with pure on-site energy disorder, characterized by an additive effective field Elliott\_74 , which do not exhibit a zero-energy singularity. Thus, the failure of the homomorphic effective field (containing both additive and multiplicative contributions) in reproducing the zero-energy singularity for the Anderson Hamiltonian with pure off-diagonal disorder without correlations in simple cubic lattices can be explained. A successful effective field for such a problem should not contain the additive part, at least at zero energy, but its construction is still an open question.


text:
# Critical phenomena of thick branes in warped spacetimes

## Abstract

We have investigated the effects of a generic bulk first-order phase transition on thick Minkowski branes in warped geometries. As occurs in Euclidean space, when the system is brought near the phase transition an interface separating two ordered phases splits into two interfaces with a disordered phase in between. A remarkable and distinctive feature is that the critical temperature of the phase transition is lowered due to pure geometrical effects. We have studied a variety of critical exponents and the evolution of the transverse-traceless sector of the metric fluctuations.

The physics of branes in higher dimensional theories has been the subject of renewed interest in the past years, mostly, because they provide a novel approach for resolving the cosmological constant and the hierarchy problems Arkani-Hamed et al. (1998); Randall and Sundrum (1999a). An intriguing feature of this type of scenario is the possibility of localizing a massless graviton on the brane, and then reproducing effectively four-dimensional gravity at large distances, due to the warp geometry of the spacetime Randall and Sundrum (1999b). Furthermore, these models have also inspired the idea in which our universe is the result of the continuous collisions of branes Khoury et al. (2001). A fundamental ingredient of this cosmological model is the nucleation and splitting of branes. Then, it is interesting to consider the universal aspects of thick branes DeWolfe et al. (2000) splitting in a warped bulk. In this work we present a field theory description for a feasible realization of such a mechanism. Using superpotential techniques DeWolfe et al. (2000); Skenderis and Townsend (1999), some exact solutions of the equations of motion for the coupled scalar field plus gravity system have been studied in Gremm (2000a). Analytical solutions for giving potentials have been described in Bonjour et al. (1999). The probability of tunneling has been considered in Gorsky and Selivanov (2000) and some geometrical aspects of brane collisions have been pointed out in Perkins (2001); Neronov (2001).

In this letter, we provide a qualitative description of the splitting of thick Minkowski branes due to a first-order phase transition in a warped geometry. For this purpose we have considered a generic potential for a complex scalar field that captures the universal aspects of the phase transition in the bulk. As the system is brought near the critical temperature an interface interpolating two bulk phases breaks into two separated interfaces, and a layer of a new phase appears between them. This effect is known in condensed matter physics as complete wetting Lipowsky (1982, 1984). It also appears at the deconfinement phase transition of SU($`3`$) Yang-Mills theory Frei and Patkós (1989); Trappenberg and Wiese (1992) and supersymmetric QCD Campos et al. (1998a). Our analysis shows the existence of a new effective critical temperature for complete wetting due to the effective negative bulk cosmological constant. This phenomenon reveals a remarkable relationship between geometry and the critical behavior of interfaces. We have been able to characterize the universal aspects of this critical phenomenon computing the critical exponents for some relevant quantities. And finally, we have also studied the behavior of the metric fluctuations. In particular, we have found that the zero mode delocalizes, high energy modes are scarcely affected, and for low energy modes the phase changes and the amplitude starts to grow at the moment of the splitting. It is interesting to point out that we are going to use a numerical approach and thereby our solutions do not depend on any specific superpotential.

We start with a metric of the form

$$ds^2=e^{2A(r)}\eta _{ij}dx^idx^jdr^2,$$
(1)
where $`i=0,1,2,3`$, $`\eta _{ij}=(1,1,1,1)`$, and the warp factor $`A(r)`$ depends only on the coordinate of the extra dimension $`r`$. This choice of metric preserves Poincaré invariance in the four-dimensional submanifolds of constant $`r`$. To build up the thick brane we consider an auxiliary complex scalar field $`\mathrm{\Phi }`$ coupled to gravity through the five-dimensional action

$$S=d^4x𝑑r\sqrt{|g|}(\frac{1}{4}R+\frac{1}{2}g^{\mu \nu }_\mu \mathrm{\Phi }^{}_\nu \mathrm{\Phi }V(\mathrm{\Phi })\mathrm{\Lambda }),$$

where $`R`$ is the scalar curvature and $`\mathrm{\Lambda }`$ is a bulk parameter that fixes the minimum of the scalar potential $`V(\mathrm{\Phi })`$. In flat backgrounds $`\mathrm{\Lambda }`$ is a free parameter that can always be used to set the minimun of the potential to zero. In contrast, this is not always possible if one is concerned to find out soliton solutions of the equations of motion in curved spacetimes. Since we are particularly interested in the universal aspects of first-order phase transitions in the bulk we are going to consider the generic scalar field potential

$$V(\mathrm{\Phi })=a|\mathrm{\Phi }|^2b\varphi _R(\varphi _R^23\varphi _I^2)+c|\mathrm{\Phi }|^4,$$
(2)
where $`\varphi _R`$ and $`\varphi _I`$ are, respectively, the real and the imaginary part of the scalar field $`\mathrm{\Phi }`$. This potential has quartic self-interactions and respects $`_3`$ symmetry. The action for a scalar field with a potential of this type belongs to the same universality class as the effective action for theories describing the $`_N`$ center symmetry of a $`SU(N)`$ gauge field Trappenberg and Wiese (1992). So, they can be easily realized if the model supports a bulk field with a gauge symmetry. To ensure stability the parameter $`c`$ must be positive. For $`a>0`$ the potential has a local minimum at $`\mathrm{\Phi }^{(1)}=0`$ corresponding to a disordered bulk phase. For $`b>0`$ and $`a<9a_c/8`$ there are three additional degenerate global minima corresponding to ordered bulk phases, say $`\mathrm{\Phi }^{(2)}=\varphi _o`$, $`\mathrm{\Phi }^{(3)}=(\frac{1}{2}+i\frac{\sqrt{3}}{2})\varphi _o`$, and $`\mathrm{\Phi }^{(4)}=(\frac{1}{2}i\frac{\sqrt{3}}{2})\varphi _o`$, where

$$\varphi _o=\frac{3b}{8c}\left(1+\sqrt{1\frac{8}{9}\frac{a}{a_c}}\right),$$
(3)
and $`a_c=b^2/4c`$. These three minima coexist with the disordered phase when $`a=a_c`$. Then fixing $`b`$ and $`c`$ lead us to interpret $`a`$ as a bulk temperature parameter where $`a_c`$ is the critical temperature. The actual variation of $`a`$ will strongly depend on the particular realization of the effective theory. But, since we are studying the universal aspects of the phase transition, we can treat this parameter as an independent variable. Note that the effective five-dimensional cosmological constant is not $`\mathrm{\Lambda }`$ but $`\mathrm{\Lambda }_{eff}=\mathrm{\Lambda }+V(a)`$, where $`V(a)`$ indicates the value of the scalar potential at the global minima, i.e. $`V(\mathrm{\Phi }^{(n)})\varphi _o^2(ab\varphi _o+c\varphi _o^2)`$ with $`n`$ taking values $`2`$, $`3`$ or $`4`$.

The classical equations of motion for planar field configurations read as follows DeWolfe et al. (2000),

$`\varphi _R^{\prime \prime }`$ $`=`$ $`4A^{}\varphi _R^{}+{\displaystyle \frac{V}{\varphi _R}},`$ (4)
$`\varphi _I^{\prime \prime }`$ $`=`$ $`4A^{}\varphi _I^{}+{\displaystyle \frac{V}{\varphi _I}},`$ (5)
$`A^{\prime \prime }`$ $`=`$ $`{\displaystyle \frac{2}{3}}(\varphi _R^2+\varphi _I^2),`$ (6)
$`3A^2`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\varphi _R^2+\varphi _I^2)V(\mathrm{\Phi })\mathrm{\Lambda },`$ (7)
where the prime denotes differentiation with respect to the coordinate $`r`$. The soliton equations for the flat case are recovered by taking the warp factor $`A(r)`$ to be constant Trappenberg and Wiese (1992) (see Campos et al. (1998a) for a supersymmetric generalization). Note also that Eqs. (6) and (7) imply that $`\mathrm{\Lambda }<|V(a)|`$ and then the effective five-dimensional cosmological constant $`\mathrm{\Lambda }_{eff}`$ is always negative. We have solved numerically the system of ordinary differential equations (4)-(6) for $`\varphi _R(r)`$, $`\varphi _I(r)`$, and $`A(r)`$ with boundary conditions $`\mathrm{\Phi }(\mathrm{})=\mathrm{\Phi }^{(4)}`$, $`\mathrm{\Phi }(\mathrm{})=\mathrm{\Phi }^{(3)}`$, $`A(0)=A^{}(0)=0`$ (see Fig. 1). Then, Eq. (7) has been used in order to fix the parameter $`\mathrm{\Lambda }`$ for different values of the parameter $`a`$ as the interface configuration is brought near the phase transition. Because of the $`_3`$ symmetry there will be equivalent solutions for other choices of ordered phases.

Our results reveals that, equivalently to what happens when the background spacetime is Euclidean, the ordered-ordered domain wall splits into two separated ordered-disordered interfaces, and a layer of disordered phase appears and completely wets the two ordered phases as the the phase transition is approached. Although in both cases this behavior looks quite similar there is an important distinctive feature. For a geometry with a warp factor complete wetting does not occur for the critical temperature $`a_c`$ but for a smaller effective temperature $`a_{}`$. As we will see, this effect is closely related to the fact that asymptotically the spacetime is Anti-deSitter. In order to understand why this effective critical temperature appears it is necessary to know the behavior of the Euclidean energy $`E(r)\frac{1}{2}(\varphi _R^2+\varphi _I^2)V(\mathrm{\Phi })`$ as the temperature parameter $`a`$ increases. It is very easy to see, using the equations of motion (4) and (5), that the derivative of this energy along the orthogonal direction to the domain wall is $`E^{}(r)=4A^{}(\varphi _R^2+\varphi _I^2)`$. Then, it has a minimun at $`r=0`$, $`E(0)=\mathrm{\Lambda }`$, and it reaches its maximun value at infinity $`E(\pm \mathrm{})=|V(a)|`$. In fact, it has the same shape as $`3A^2`$ but is displaced vertically. On the other hand, one also has to take into account that the stability of a configuration with three coexisting phases implies that an interface of two ordered phases can only be completely wet by a disordered phase. This means that in order to have a disordered phase between our initial ordered phases $`\mathrm{\Phi }(0)\mathrm{\Phi }^{(1)}`$ and $`\mathrm{\Phi }^{}(0)0`$ when $`a`$ increases. Moreover, $`E(0)`$ should tend to zero as well as $`\mathrm{\Lambda }`$ for complete wetting to occur. If the background is Euclidean, the energy is a positive constant, $`E=|V(a)|`$, for each value of the temperature parameter $`a`$. So, since $`E`$ is zero for $`V(a=a_c)=0`$, complete wetting happens with a critical temperature $`a_c`$. However, in the warped case and because $`\mathrm{\Lambda }`$ is always smaller than $`|V(a)|`$, the coexistence of the three phases occurs for a critical value $`a_{}<a_c`$. This inmediately translates into the fact that the effective bulk cosmological constant asymptotically reaches a constant negative value

$$\mathrm{\Lambda }_{eff}^{}=V(a)|_a_{}<0.$$
(8)
Then, one could revert the argument and say that the existence of a nonzero negative cosmological constant is responsable for lowering the critical temperature of complete wetting. One would expect intuitively that the value of $`a_{}`$ is very close to the critical value $`a_c`$. In this case, it can be easily seen that $`\mathrm{\Lambda }_{eff}^{}`$, $`a_c`$, and $`a_{}`$ are related by,

$$\mathrm{\Lambda }_{eff}^{}\frac{a_c}{c}(a_ca_{}).$$
(9)
It is worth noticing that the existence of an effective critical temperature prevents the global geometry for becoming flat as the phase transition is reached. If the contrary would have occurred, it would have been a puzzling feature of brane models. In the example plotted in Fig. 1 the critical temperature is $`a_c=1`$. In this case, we have obtained the effective critical temperature $`a_{}=0.9223822740`$ for $`\mathrm{\Lambda }<10^7`$ and an effective bulk cosmological constant $`\mathrm{\Lambda }_{eff}^{}0.08`$.

The universal aspects of this critical behavior are characterized by several critical exponents. In Fig. 2 we have plotted the numerical results for the determination of the critical exponents of several parameters of the phase transition. As one would expect from the discussion above, the parameter $`\mathrm{\Lambda }`$ is proportional to the deviation from the effective critical temperature, $`(a_{}a)/a_{}\mathrm{\Lambda }`$. On the other hand, the width of the disordered phase layer, $`r_o`$, wetting the two ordered phases diverges logarithmically $`r_o\mathrm{log}(\mathrm{\Lambda })`$. In addition, for the order parameters at the center of the wetting layer we obtain $`A^{\prime \prime }(0)\mathrm{\Lambda }`$, $`\varphi _R(0)\mathrm{\Lambda }^{1/2}`$, and $`\varphi _I^{}(0)\mathrm{\Lambda }^{1/2}`$. In condensed matter physics, this type of critical behaviour corresponds to systems with short-range interactions Lipowsky (1984).

Now, let us consider the metric fluctuations with respect to this background solution. In the axial gauge $`h_{i4}=0=h_{44}`$ the perturbed metric can be written as

$$ds^2=e^{2A(r)}(\eta _{ij}+h_{ij})dx^idx^jdr^2.$$
(10)
The transverse and traceless (TT) sector of the perturbations, $`\overline{h}_{ij}`$, decouples from the scalar field perturbations and satisfies the equation DeWolfe et al. (2000),

$$\left(_r^2+4A^{}_re^{2A}\mathrm{}\right)\overline{h}_{ij}=0.$$
(11)
This equation can be transformed into a Schr$`\ddot{\mathrm{o}}`$dinger-like equation by changing to the coordinate $`dz=e^Adr`$ and introducing the new variable $`H_{ij}=e^{ikx}e^{(3A/2)}\overline{h}_{ij}`$,

$$_z^2H_{ij}=\left(U(z)k^2\right)H_{ij}.$$
(12)
Here, the potential is

$$U(z)=\frac{9}{4}\dot{A}^2+\frac{3}{2}\ddot{A}=\frac{3}{4}e^{2A}\left(2A^{\prime \prime }+5A^2\right),$$
(13)
where the dot now stands for the derivative with respect to the new coordinate $`z`$. The zero mode $`k=0`$ has the analytical solution $`H_{ij}=N_{ij}e^{(3A/2)}`$, with $`N_{ij}`$ a normalization factor. As shown in Fig. 3, away from the phase transition the potential in the Schr$`\ddot{\mathrm{o}}`$dinger equation for the TT sector of the metric perturbations has the shape of a volcano potential. However, after the wall splits off, the shape becomes that of a double-well-type potential with a depth decreasing as the two walls separate. One can observe that the critical behavior delocalizes the zero mode, but it does not introduce any gap between the zero mode and the continuum spectrum. Furthermore, the zero mode is the lowest energy eigenstate and then there are no instabilities coming from tachyonic modes.

In Fig. 4, we have also plotted the wave functions of two different types of nonzero modes. In Fig. 4(b), we have considered the case of modes with energy larger than the maximun of the volcano potential, and in Fig. 4(a), those with a smaller energy. The first thing to note is that the wave functions get broader as the mode has lower energy. Modes with larger energy barely get affected by the splitting of the interfaces. On the contrary, the phases of the waves for modes with a small energy change at the moment of the nucleation, increasing their amplitude afterwards.

In conclusion, we have investigated the critical behavior of coexisting interfaces in an asymptotically anti-de Sitter bulk. Because a film of disordered phase is formed between two ordered phases, this mechanism of complete wetting gives a generic field theory description of the splitting of a thick domain wall, which is a fundamental ingredient for the brane cosmological models discussed in Khoury et al. (2001). Moreover, we have found that naturally an effective critical temperature shows up due purely to the global geometry. This is a remarkable result because it shows a direct link between geometry and the universal aspects of a critical process. Nevertheless, there still are a few interesting questions that deserve a deeper investigation. For instance, what is the behavior of the non-TT and the scalar field perturbation sectors during the splitting of the thick brane? How does the critical behavior found here change if we consider de Sitter or anti-de Sitter branes instead of Poincaré branes? Is, then, multilocalization of the zero mode possible? Which is the effect of a bulk scalar field?

The author is deeply in debt to C. F. Sopuerta and very thankful to his former collaborators K. Holland and U.-J. Wiese. This work has been supported by the Marie Curie Fellowship HPMF-CT-1999-00158.


text:
# Ultrafast Spin Dynamics in GaAs/GaSb/InAs Heterostructures Probed by Second Harmonic Generation

\[

## Abstract

We report the first application of pump-probe second harmonic generation (SHG) measurements to characterize optically-induced magnetization in non-magnetic multilayer semiconductors. In the experiment, coherent spins are selectively excited by a pump beam in the GaAs layer of GaAs/GaSb/InAs structures. However, the resulting net magnetization manifests itself through the induced SHG probe signal from the GaSb/InAs interface, thus indicating a coherent spin transport across the heterostructure. We find that the magnetization dynamics is governed by an interplay between the spin density evolution at the interfaces and the spin dephasing.

\]

Ultrafast spin-sensitive spectroscopy provides unique information about spin decoherence in semiconductor heterostructures as well as spin-polarized transport across interfaces. Knowledge of the processes governing spin dynamics is essential for designing novel multifunctional electronic and optoelectronic devices, including base components for quantum computing. Among the wide variety of multilayer semiconductor systems, GaSb/InAs heterostructures are especially promising because of their unusual band alignment.

The excitation of an ensemble of coherent spins by a circularly polarized laser light at the photon energy just above the bandgap gives rise to a net magnetization. The techniques typically used to monitor the spin dynamics, such as polarized photoluminescence spectroscopy, pump-probe transmission/reflection, and time-resolved Faraday or Kerr rotation, all rely on the linear response of the spin subsystem to the probing light. On the other hand, the nonlinear optical effects, such as second harmonic generation (SHG), are known to be highly sensitive to local magnetic fields occurring at magnetized surfaces and at interfaces in magnetic-semiconductor-based multilayers.

In this Letter we report the first application of ultrafast pump-probe SHG measurements to characterize optically-induced magnetization in non-magnetic GaAs/GaSb and GaAs/GaSb/InAs heterostructures. A normally-incident circularly polarized pump beam of 150-fs pulse duration is used to selectively create an excess of spin-polarized electrons in the GaAs epilayer. A linearly polarized probe beam from the same source is used to measure SHG signal in reflection geometry. The pump-induced SHG signal, which is monitored as a function of probe-to-pump delay times, is due to interfacial electric and magnetic fields created by the pump-excited carriers. Only the GaAs/GaSb/InAs samples show a significant induced magnetization, indicating a coherent spin transport across the heterostructure. The temperature dependence of the induced SHG signals in the range from 4.3 to 300 K reveals two distinct processes that affect the magnetization dynamics: the evolution of the local spin density at the interfaces and the spin dephasing.

We have investigated four heterostructures grown by molecular beam epitaxy: (1) GaAs/GaSb(400 nm); (2) GaAs/GaSb(20 nm); (3) GaAs/GaSb(500 nm)/InAs(20 nm), with an InSb interface between GaSb and InAs layers; and (4) GaAs/GaSb(500 nm)/InAs(20 nm), with a GaAs interface between GaSb and InAs. All samples were grown on semi-insulating (100) GaAs substrates. Prior to GaSb or GaSb/InAs deposition the substrates were cleaned in situ by oxide desoprtion, by heating to 600 C, after which a 100 nm GaAs buffer layer was grown at 590 C. In deposition of the overlayers, we used 490 C for GaSb growth and 450 C for InAs. All optical measurements were carried out in a liquid helium cryostat. The initial beam of 150-fs pulses from a mode-locked Ti:Al2O3 laser (Mira 900) at the wavelength of 800 nm (1.55 eV) and a repetition rate of 76 MHz was split into pump and probe beams. The probe beam of 120-mW-average power has passed through an optical delay stage. The pump beam chopped at a frequency of 400 Hz was of the same average power. The overlap spot of the pump and probe beams on the sample was $`100`$ $`\mu `$m in diameter. The pump beam was incident normally on the sample with either left- or right-handed circular polarization ($`\sigma ^{}`$ or $`\sigma ^+`$, respectively). The probe beam was linearly-polarized (p or s), and was directed to the sample surface at the angle of 85. The SHG signal was optically separated from the reflected fundamental probe beam and measured by a photomultiplier tube through a “lock-in” amplifier triggered by the chopped pump pulses.

Figure 1 shows the pump-induced SHG signals taken on the GaAs/GaSb heterostructure (Sample 1) at a temperature $`T=4.3`$ K. No significant difference was observed between signals measured with $`\sigma ^{}`$ or $`\sigma ^+`$-polarized pump light \[Figs. 1(a) and 1(b), respectively\]. Note that only the p-linearly-polarized (in the plane of incidence) probe light contributes to the induced signal, in agreement with SHG measurements on magnetized surfaces. The measured signal was fitted by a combined exponential rise/decay function, as shown in Figs. 1(a) and 1(b). The signal intensity increases with a time constant of $`\tau _{R1}3`$ ps, followed by a decay with $`\tau _D100`$ ps. The induced signal completely disappears at room temperature \[Fig. 1(a)\]. The temperature dependence of the peak intensity in the range from 4.3 to 300 K reveals two drops, at $`40`$ and $`170`$ K \[Fig. 1(c)\]. The rise-time constant $`\tau _{R1}`$ decreases with temperature, reaching $`300`$ fs above 200 K. In contrast, the decay-time $`\tau _D`$ is almost unchanged over the entire range \[Fig. 1(d)\]. The signal becomes completely undetectable when the thickness of GaSb layer is reduced to 20 nm (Sample 2), indicating that GaSb is essential for the process in question.

The behavior of the induced SHG signal from GaAs/GaSb/InAs samples is more complex. The signal appears to be stronger in the heterostructure with an InSb interface, as compared to that with a GaAs interface \[Figs. 2(a) and 3(a)\]. Additionally, now a long-lived $`\tau _{R2}15`$ ps rise-time component arises, resulting in a shift of the signal peak towards longer times with respect to those for the GaAs/GaSb samples. Moreover, the SHG signal intensities for $`\sigma ^{}`$ and $`\sigma ^+`$ pump polarizations are now different, indicating the presence of an induced magnetization. A striking feature is a rapid increase of the peak intensity with temperature in the range from 4.3 to 50 K, followed by a plateau and a subsequent decrease above 100 K \[Figs. 2(c) and 3(c)\]. The temperature behavior of the initial rise-time constant closely matches that of $`\tau _{R1}`$ in the GaAs/GaSb samples. However, the decay-time constant noticeably decreases for $`T180`$ K, reaching $`20`$ ps at room temperature.

Comparison of SHG signals taken for GaAs/GaSb sample with different pump polarization shows no marked induced magnetization (Fig. 1), so the induced signal is due to the electric field at the interfaces. The interfacial electric fields caused by a charge separation among photoexcited carriers are known to strongly enhance the SHG response. In sharp contrast, the measured SHG signal for GaAs/GaSb/InAs samples shows a significant net magnetization, which we ascribe to the presence of coherent spins in the InAs layer. Since the spins were excited in the GaAs layer, this indicates an interlayer coherent spin transport. Correspondingly, the long-lived $`\tau _{R2}15`$ ps rise-time component characterizes the rate of spin transfer to the InAs layer, which slightly increases with temperature \[Figs. 2(d) and 3(d)\].

Retaining only linear terms in the induced electric field, $`(t)`$, and magnetic field, $`M(t)`$, the nonlinear pump-probe polarization can be presented as

$$P_\pm ^{NL}(2\omega ,t)=\left[\chi ^{(2)}+\chi _e^{(3)}(t)\pm \chi _m^{(3)}M(t)\right][E(\omega )]^2,$$
(1)
where $`E(\omega )`$ is the electric field component of the incident probe light, and $`\chi ^{(2)}`$, $`\chi _e^{(3)}`$, and $`\chi _m^{(3)}`$ are the corresponding nonlinear susceptibilities. The alternate signs in Eq. (1) correspond to the two possible directions of the induced magnetic field normal to the interface. The magnetic- and electric-field-induced contributions are then extracted from the pump-induced SHG signal intensity, $`\mathrm{\Delta }I_\pm ^{(2\omega )}(t)`$, as

$`\mathrm{\Delta }I_{}^{(2\omega )}\mathrm{\Delta }I_+^{(2\omega )}M(t),\mathrm{\Delta }I_{}^{(2\omega )}+\mathrm{\Delta }I_+^{(2\omega )}(t).`$ (2)
Remarkably, the extracted induced magnetization curves \[Figs. 2(b) and 3(b)\] are similar for samples with either type of interface between GaSb and InAs layers, although total intensities differ considerably. The profile of the extracted electric-field-induced signal closely follows that measured for the GaAs/GaSb samples, but the amplitude is different. Thus the electric- and magnetic-field-induced contributions appear to be additive, indicating that the higher-order nonlinear terms, neglected in Eq. (2), are indeed small.

Because the laser light was tuned just above the GaAs bandgap, spin-polarized electrons excited in the smaller bandgap GaSb and InAs layers are much more energetic (0.74 and 1.11 eV, respectively). These electrons lose their spin coherence on the time scale of the pump pulse duration due to the strong $`E^3`$ energy dependence of the Dyakonov-Perel (DP) spin-orbit scattering process. Due to the band alignment of GaAs/GaSb/InAs heterostructure, the incoherent electrons accumulate in the GaAs and InAs regions while the holes, which lose coherence much faster than the electrons, are amassed in the GaSb layer. This leads to a charge separation at the interfaces (Fig. 4). The rise of the interfacial electric fields manifests itself in the initial growth of the SHG signal ($`3`$ ps at 4.3 K). The rise-time decreases to $`300`$ fs for $`T>200`$ K, matching the typical room-temperature values. The induced electric fields at the interfaces bend the initial energy profile, lowering the barrier at the GaAs/GaSb interface (Fig. 4). As negative charges overcome the barrier and transfer to the InAs layer, the electric field at the GaAs/GaSb interface decreases, while it increases at the GaSb/InAs interface. This redistribution of negative charges occuring on the time scale of $`15`$ ps is similar to that of coherent spins. A subsequent relaxation of the interfacial electric fields manifests itself as the $`\tau _D100`$ ps decay of the induced SHG signal. The residual electric field at the interfaces contributes to the signal as a long-time constant background observed for GaAs/GaSb/InAs samples. Note that in the GaAs(100 nm)/GaSb(20 nm) sample the carriers are accumulated predominantly in the GaAs layer, so the interfacial fields are insignificant and the corresponding SHG signal becomes undetectable.

The fraction of the spin-polarized electrons in the GaAs layer was about 50%, since the relative concentration of excited heavy and light holes is estimated as 3:1. The fraction reduces to less than 8% when incoherent electrons from other layers are taken into account. Due to the smallness of this fraction, the magnetization in GaAs/GaSb samples is weak. However, the GaAs/GaSb/InAs samples show a relatively strong magnetization. This results from the large electric field gradient confining the spins at the GaSb/InAs interface.

The measured temperature dependence of the SHG signal supports the above interpretation. For both GaAs/GaSb and GaAs/GaSb/InAs samples, the amplitudes of the induced signal exhibit a rather remarkable behavior in the range from 4.3 to 100 K. For GaAs/GaSb samples, the peak intensity drops sharply to a certain level, while it grows and then stabilizes for GaAs/GaSb/InAs samples \[Figs. 1(c), 2(c), and 3(c)\]. We attribute these features to the ability of thermally activated electrons in GaAs to overcome the GaAs/GaSb interface barrier. Since the efficiency of this process increases with temperature, the signal amplitude in GaAs/GaSb samples experiences a drop as the interfacial electric field weakens. Correspondingly, in GaAs/GaSb/InAs samples, the magnetic field at the GaSb/InAs interface increases with temperature because of the arrival of additional spins. Further decrease in the induced SHG intensity in the temperature range from 100 to 300 K indicates a weakening of the interfacial fields as the electron wave-functions become more extended, effectively reducing the charge density at the interface.

Since electrons with uncompensated spin in GaAs occupy higher-lying energy levels, the effective barrier for them is lower than that for incoherent electrons. The activation of spin-polarized electrons leads to the initial rise of the signal peak intensity with temperature in GaAs/GaSb/InAs samples \[Figs. 2(c) and 3(c)\]. The subsequent signal stabilization in the range from 50 to 100 K is due to the competing process involving a decrease in the interfacial electric field as the incoherent electrons begin to pass through the barrier. Correspondingly, the induced magnetization grows near-linearly with temperature in the range from 4.3 to 100 K. Using a simple model, which takes into account the thermal activation of carriers at the interface, the effective barrier height values were estimated as $`2`$ meV and $`8`$ meV for spin-polarized and incoherent electrons, respectively. Note that the induced signal in GaAs/GaSb samples also shows a plateau in the range from 100 to 170 K. This can be attributed to the thermal activation of electrons previously trapped at the impurity centers in bulk GaAs.

The temperature dependence of decay-time constants offers a clearer view as of which processes contribute to the magnetization dynamics. For all the samples, the decay times for both electric- and magnetic-field-induced signals are stable (at $`\tau _D100`$ ps) in the temperature range from 4.3 to 180 K \[Figs. 1(d), 2(d), and 3(d)\]. At higher temperatures, however, $`\tau _D`$ sharply decreases for the GaAs/GaSb/InAs samples, while it remains unchanged for the GaAs/GaSb samples. The dominant source for spin-flip relaxation at $`T100`$ K is known to be the DP mechanism, which yields $`T^3`$ dependence of the spin-orbit scattering rate. Assuming the above dependence, the measured 20 ps decay-time constant at room temperature scales to $`100`$ ps when the temperature is reduced to 180 K, indicating that the DP mechanism is prevalent in the range from 180 to 300 K. Below 180 K, a decrease in the spin density at the GaSb/InAs interface due to the decay of interfacial electric fields dominates over the spin dephasing, being a primary source of the magnetization dynamics.

In summary, pump-probe SHG measurements for non-magnetic GaAs/GaSb/InAs semiconductor heterostructures revealed interlayer coherent spin transport. We found that the optically-induced magnetization dynamics in such structures originates from two distinct sources: one of them related to the evolution of the local spin density at the interfaces, and the other one arising from the spin dephasing. The extreme sensitivity of the SHG to the interfacial fields, which allowed us to distinguish between these two mechanisms, makes it a unique tool for studying the spin and carrier dynamics in multilayer semiconductors.

This work was supported by ONR and by the DARPA/SPINS Program.


text:
# First Clear Signature of an Extended Dark Matter Halo in the Draco Dwarf Spheroidal

## 1 INTRODUCTION

The central velocity dispersions of many Local Group dwarf spheroidal (dSph) galaxies are significantly larger than expected for self-gravitating systems (e.g. Mateo 1998). Assuming virial equilibrium, the implied $`M/L`$ ratios reach as high as $`250`$, making the dSphs among the most dark matter dominated systems in the universe. Given the apparent absence of dark matter in globular clusters (e.g. Dirsch & Richtler 1995), dSphs are also the smallest dark matter dominated stellar systems in the universe. As such, they have emerged as crucial testing grounds for competing theories of dark matter.

Despite their importance, dynamical models of dSphs to date have been very simple. Most analyses have relied on the use of single mass, isotropic King models, with their associated assumptions that mass-follows-light and that the stellar velocity distribution is isotropic (though see Pryor & Kormendy 1991 and Lokas 2001 for more general models). Hitherto, the validity of such assumptions has remained unchallenged because of the small size of the data sets. When only small numbers of radial velocities are available, there is a well-known degeneracy between mass and velocity anisotropy (e.g., Binney & Tremaine 1987). An increase in the line of sight velocity dispersion at large radii may by due to either (1) the presence of large amounts of mass at large radii, or (2) tangential anisotropy in the velocity distribution. The primary motivation of this Letter is to break this degeneracy for Draco by means of improved modelling and a larger data set with many more stars in the outer parts.

## 2 DATA

Observations were conducted from June 23 to 26 2000 at the 4m William Herschel Telescope using the AF2/WYFFOS multifibre positioner and spectrograph. A total of 284 stars were observed, spanning the magnitude range $`V17.0`$ to $`V19.8`$. Of these, 159 were Draco members (extending to $`25^{}`$) with spectra of sufficient quality to be included in our dynamical analyses. The median velocity uncertainty for these 159 stars was $`1.9\mathrm{kms}^1`$. Of our stars, 62 were previously observed by Olszewski, Pryor & Armandroff (1996): the agreement between our data and the previous data is consistent with a binary fraction of $`40\%`$. Full details of the data are presented in Kleyna et al. (2001).

Previous studies (e.g., Hargreaves et al. 1996) have reported weak evidence of net rotational motion in Draco. N-body simulations show that tidal disruption of dSphs leads to an apparent rotation about an axis perpendicular to the orbit of the dSph (Oh, Lin & Aarseth 1995; Klessen & Zhao 2001). In our data set, we find that Draco appears to rotate at $`6\mathrm{kms}^1`$ at a radius of $`30^{}`$, with a rotation axis position angle (PA) of 62. However, a Monte-Carlo analysis shows that this rotation signal is not statistically significant (Kleyna et al. 2001). Further, the solar rest-frame proper motion of Draco (Scholz & Irwin 1994) implies that the axis for tidally induced apparent rotation should have a PA of $`138_{23}^{+23}`$. The $`3\sigma `$ disagreement with the observed rotation axis argues against Draco having been significantly influenced by tides, a conclusion supported by the lack of alignment between the PA of Draco’s major axis ($`88\pm 3^{}`$, Odenkirchen et al. 2001, henceforth OD01) and its orbit.

From our data set, it is possible to measure the line of sight velocity dispersion profile for a strongly dark matter dominated dSph for the first time. We divide the data into radial bins and use Bayes’ theorem to obtain the probability distribution and uncertainties of the velocity dispersion $`v^2^{1/2}`$ in each radial bin (see Kleyna et al. 2001 for details). The top panel of Figure 1 shows a plot of the radial variation of $`v^2^{1/2}`$. The velocity dispersion is clearly flat or gently rising with increasing radius. This plot already rules out the best-fit mass-follows-light King model (OD01), for which the dispersion falls to zero at $`r_{\mathrm{tidal}}=49.4^{}`$, and should have fallen to $`0.59`$ times the central dispersion (or $`5\mathrm{kms}^1`$) by $`22^{}`$.

## 3 MODELLING

### 3.1 Jeans Equations

The Jeans equations for a spherical stellar system lead directly to a model-independent mass estimator (see Binney & Tremaine 1987, Eq. 4-55 & 4-56) requiring only knowledge of the velocity anisotropy and the true radial velocity dispersion $`v_r^2`$. Assuming spherical symmetry, it is straightforward to obtain $`v_r^2`$ from the line of sight velocity dispersion $`v^2`$ using Abel integrals. We consider two dispersion profiles which bracket the true situation: (1) a flat profile with amplitude $`9.3\mathrm{kms}^1`$ (2) a profile rising linearly from $`8.5\mathrm{kms}^1`$ in the centre to $`11.25\mathrm{kms}^1`$ at $`22^{}`$. The light is assumed to follow a Plummer law with a core radius $`r_0=9.7^{}`$, as this is an excellent fit to the star count data (Kleyna et al. 2001). The solid and dotted curves in the lower panel of Figure 1 show the mass profiles obtained based on these two dispersion profiles, assuming velocity isotropy. The mass enclosed within three core radii ranges from $`6.318.0\times 10^7`$M, implying $`M/L`$ ratios of $`3501000`$, where the V-band luminosity of Draco is $`1.8\times 10^5`$L⊙,V (Irwin & Hatzidimitriou 1995, henceforth IH95).

Fig. 1.– Top: Line of sight velocity dispersion as a function of projected radius $`R`$. Tick marks show the $`1`$ and $`2\sigma `$ errorbars assuming a binary fraction of $`40\%`$. Bottom: Three-dimensional mass profiles for Draco obtained using the Jeans equations.

Fig. 2.— Likelihood contours of the fit of our Draco data to the two-parameter $`\alpha ,\nu `$ models of Wilkinson et al. (2001). The contours are at enclosed two-dimensional $`\chi ^2`$ probabilities of 0.68, 0.90, 0.95, and 0.997. The most likely value is indicated by a plus sign. The top and right panels represent the probability distributions of $`\alpha `$ and $`\nu `$, respectively; the median of each distribution is represented by a square, and the triangles show the $`1\sigma `$, $`2\sigma `$ and $`3\sigma `$ limits. The $`3\sigma `$ limits are omitted from the projection of $`\alpha `$ as the upper limit is strongly determined by the cut-off at $`\alpha =1`$. A $`40\%`$ binary fraction is assumed.

### 3.2 Halo Models and Distribution Functions

We now use a two parameter family of models which spans a range of possibilities for the halo of Draco. The halo potential $`\psi (r)`$ is given by

$$\psi (r)=\{\begin{array}{cc}\psi _0(1+r^2/r_0^2)^{\alpha /2}\hfill & \text{if }\alpha 0,\hfill \\ (v_0^2/2)\mathrm{log}\left[1+r^2/r_0^2\right]\hfill & \text{if }\alpha =0.\hfill \end{array}$$
(1)
The parameter $`\alpha `$ determines the mass distribution of Draco’s halo. If $`\alpha =1`$, the dark matter has the same density distribution as the light. In models with $`\alpha =0`$, the halo has an asymptotically flat rotation curve. Finally, when $`\alpha =2`$, the visible dwarf lies in the approximately harmonic core of a much larger halo. The distribution functions for dSph density profiles in potentials (1) are derived in Wilkinson et al. (2001). They contain a second parameter $`\nu `$ which measures the velocity anisotropy. Isotropic models have $`\nu =0`$ and models with radial (tangential) anisotropy have $`\nu >0`$ ($`\nu <0`$). We generate line profiles from our models by numerically integrating the distribution functions over all transverse velocities. The line profile is then convolved with a binary distribution and Gaussian velocity measurement uncertainty profile of width $`\sigma `$ to give $`\stackrel{~}{L}(v,R,\sigma ;\alpha ,\nu )`$. The probability of observing an ensemble of points $`R_i`$ with velocity $`v_i`$ and velocity uncertainty $`\sigma _i`$ is then given by the product of the $`\stackrel{~}{L}(v_i,R_i,\sigma _i;\alpha ,\nu )`$ values.

Figure 2 shows the likelihood contours for the model parameters $`\alpha ,\nu `$ assuming a $`40\%`$ binary fraction. The most likely values are $`\alpha =0.34`$ and $`\nu =0.18`$, indicating a model with significant dark matter at large radii and a tangentially anisotropic velocity distribution. We rule out both a mass-follows-light ($`\alpha =1`$) and a harmonic core ($`\alpha =2`$) model at the $`2.5\sigma `$ confidence level. Our best fit model implies a mass inside 3 core radii of $`8_2^{+3}\times 10^7`$M. The implied V-band $`M/L`$ ratio of Draco (within 3 core radii, or $`29^{}`$) is $`440\pm 240`$. This mass profile lies between the two curves in Figure 1.

All our halo models (1) have cores. Cosmological simulations favor cusped halos, such as the Navarro-Frenk-White (NFW) profile. The present data are insufficient to discriminate strongly between cored and cusped profiles for Draco’s dark halo – unlike the case of the Milky Way galaxy (Binney & Evans 2001). Cosmological implications of data sets of dSph radial velocities are discussed elsewhere (Wilkinson et al., in prep.).

### 3.3 Perigalacticon and Tidal Cut-off

Fig. 3.— Perigalacticon of Draco’s orbit versus orbital eccentricity. Contours are $`1\sigma `$, $`2\sigma `$ and $`3\sigma `$ confidence levels. Overplotted solid curves show the relationship between perigalacticon and eccentricity assuming the labelled values of the tidal radii and our best-fit model for the halo of Draco. The dotted curve shows the earlier King model fit to Draco. The solid curves in the top and right panels are the probabilities of $`e`$ and $`D_p`$, respectively, and the dashed curve in the right panel shows the distribution of $`D_p`$ assuming no proper motion information.

### 3.4 Perigalacticon and Tidal Cut-off

A dSph in orbit about the Milky Way is truncated by the Galactic tidal field during perigalacticon passages (Oh & Lin 1992). Based on SDSS images of Draco, OD01 find no evidence for a tidal tail of Draco beyond $`50^{}`$ and no break in its luminosity profile. Thus it seems likely that the actual tidal truncation radius of Draco is $`>1^{}`$.

We use the radial velocity and proper motions to generate possible Draco orbits. The proper motions are given by Scholz & Irwin (1994) as: $`\mu _\alpha \mathrm{cos}\delta =0.09\pm 0.05^{\prime \prime }`$ cent-1, $`\mu _\delta =0.1\pm 0.05^{\prime \prime }`$ cent-1. The line of sight velocity (corrected for the solar motion) is $`98\pm 1\mathrm{kms}^1`$, while the distance of Draco is $`82\pm 7`$ kpc (Mateo 1998). We represent the Galactic potential by $`\psi (r)=v_0^2\mathrm{log}[(\sqrt{a^2+r^2}+a)/r]`$ (e.g., Wilkinson & Evans 1999) where the scale length $`a170`$kpc and the normalization $`v_0`$ is obtained by taking the circular speed to be $`220\mathrm{kms}^1`$ at the solar radius. We assume log-normal errors on $`a`$ with $`3\sigma `$ range $`44`$kpc to $`489`$kpc; these limits correspond to masses within $`100`$kpc of $`4.6\times 10^{11}`$M and $`1.1\times 10^{12}`$M, respectively. Assuming Gaussian errors on all other observed quantities, we generate sets of initial conditions consisting of a position and velocity for Draco and a scale length for the Milky Way. Each set is integrated in the Galactic potential for a few orbital periods and the perigalacticon $`D_\mathrm{p}`$ and eccentricity $`e`$ of the orbit is determined. Dynamical friction is unimportant on such short time scales. The contours in Figure 3 show the $`1`$, $`2`$ and $`3\sigma `$ limits on the perigalacticon and eccentricity of Draco’s orbit. While the distribution of eccentricities is roughly flat in the range $`[0.3,0.95]`$, the distribution of perigalacticons is strongly peaked at $`75`$ kpc. This suggests that Draco is presently at or close to perigalacticon.

The tidal radius for a dSph moving in the above Galactic potential is given by (c.f. King 1962)

$$r_\mathrm{t}^3=\frac{M_\mathrm{D}(r_\mathrm{t})D_\mathrm{p}^3}{M_\mathrm{g}(1e)}\left[\frac{(1+e)^2}{2ev_0^2}\left(\psi _\mathrm{p}\psi _\mathrm{a}\right)+\frac{a(a^2+2D_\mathrm{p}^2)}{(a^2+D_\mathrm{p}^2)^{3/2}}\right]^1,$$
(2)
where $`M_\mathrm{D}(r_\mathrm{t})`$ is the mass of Draco within radius $`r_t`$, $`M_\mathrm{g}`$ is the total mass of the Galaxy, and $`\psi _\mathrm{p}`$ and $`\psi _\mathrm{a}`$ are the values of the potential at perigalacticon and apogalacticon. The solid curves in Figure 3 show the variation of $`D_\mathrm{p}`$ with $`e`$ assuming a range of values for $`r_\mathrm{t}`$. Only models with $`r_t>3^{}`$ fall within the $`1\sigma `$ contour of Draco’s perigalacticon and eccentricity derived from its space velocity.

If Draco had recently been subject to strong tidal forces, we would expect significant elongation of the stellar distribution, in conflict with the roundish ($`ϵ=0.3`$) appearance of Draco on the sky and the absence of tidal tails (OD01). Chance alignment effects (e.g. Kroupa 1997) are unlikely to be responsible for Draco’s regular appearance. Since any tidal extension of Draco should be aligned with its orbit, elongation approximately along the line of sight would require Draco’s orbit to be similarly aligned. However, Monte Carlo sampling of the orbital velocities using the observational errorbars rules out alignment within $`45^{}`$ with $`98\%`$ confidence, assuming that the prior (no proper motion information) probability of the line of sight angle is uniform. The absence of statistically significant apparent rotation argues further against line of sight elongation.

## 4 MOND AND DRACO

As an alternative to dark matter, Milgrom (1983) proposed a modification to Newton’s law of gravity (MOND) at low accelerations. A number of attempts have been made to apply MOND to the dSphs of the Milky Way (Gerhard 1994, Milgrom 1995). These used only the global velocity dispersion to obtain a MOND $`M/L`$ ratio and were unable to construct an unambiguous case for or against MOND. Lokas (2001), using published velocities, obtained MOND fits to the dispersion profiles of several dSphs, treating the global MOND acceleration scale as a free parameter.

We model the luminosity density $`I(r)`$ of Draco using a Plummer sphere with core radius $`r_0`$. The velocity anisotropy parameter $`\beta `$ (Binney 1981) is assumed to vary with radius as $`\beta (r)=(\gamma /2)r^2/(r_0^2+r^2)`$ yielding a velocity distribution which approaches isotropy in the centre and becomes increasingly radial (tangential) if $`\gamma `$ is positive (negative). With these assumptions, the Jeans equations can be integrated to obtain the radial velocity dispersion $`\sigma _r^2(r)`$ as

$$\sigma _r^2(r)=\frac{1}{I(r)(r_0^2+r^2)^{\gamma /2}}_r^{\mathrm{}}(r_0^2+r^2)^{\gamma /2}I(r)g_\mathrm{M}(r)dr,$$
(3)
where $`g_\mathrm{M}(r)`$ is the MOND acceleration due to the mass interior to radius $`r`$. The central projected V-band luminosity density $`I_0`$ is $`2.2\times 10^6`$L$`{}_{}{}^{}\mathrm{kpc}_{}^{2}`$ (IH95). Since all the mass in the MOND picture is provided by the stars, the Newtonian acceleration $`g_\mathrm{N}(r)`$ is given simply by $`g_\mathrm{N}(r)=GM_{}(r)/r^2`$, where the stellar mass $`M_{}(r)`$ is obtained from $`I(r)`$ and depends on the $`M/L`$ ratio of the stars. The MOND acceleration is then obtained via $`g_\mathrm{M}=g_\mathrm{N}/\mu (g_\mathrm{M}/a_0)`$, where $`a_0=2\times 10^8`$ cm s-2 is the MOND acceleration scale, $`\mu (x)1`$ for $`x1`$ and $`\mu (x)x`$ for $`x0`$. Our assumed $`a_0`$ is an upper limit to the likely value (Sanders & Verheijen 1998), and favors models with lower stellar $`M/L`$ ratios.

Our analysis assumes that Draco is an isolated MOND stellar system. This is justified by noting that for stars between $`1.7^{}`$ and $`20^{}`$ the acceleration due to the baryonic mass of the Milky Way disk ($`6\times 10^{10}`$M) at the distance of Draco is smaller than the internal accelerations. Since only $`10\%`$ of our sample lies outside $`20^{}`$ the assumption of isolation is reasonable. Representing a slightly flattened light distribution by a spherical model has greater impact when applying MOND since all the mass is in the stars. However, in the case of Draco this effect is not significant as our spherical model underestimates the mass interior to radius $`r`$ by $`20\%`$, resulting in $`M/L`$ ratios which are at most $`20\%`$ overestimated.

From the projected dispersions, we obtain the MOND line profiles (assumed Gaussian) which we convolve with the binary velocity distribution and the error distribution to obtain the observable line profiles. Using these profiles, we analyse the velocity data set as in Section 3.2, except that the model parameters are now the stellar $`M/L`$ ratio and the velocity anisotropy. Figure 4 shows the contours in the space of $`M/L`$ and $`\nu `$. Again, we find that some tangential anisotropy is required to reproduce the flat projected velocity dispersion profile. More interestingly, the most likely $`M/L`$ ratio is 19 with a $`3\sigma `$ lower limit of 8.6. The assumed value of $`I_0`$ implies a total luminosity of $`3.2\times 10^5`$L out to $`3r_0`$, approximately the $`2\sigma `$ upper limit of the V-band luminosity (IH95). Our lower bound is therefore a true lower limit on the MOND $`M/L`$ ratio of Draco.

Estimates of the $`M/L`$ ratio of Draco’s stellar population based on comparison with globular clusters have a $`3\sigma `$ range of $`14.3`$ (Parmentier & Gilmore 2001, Feltzing, Gilmore & Wyse 1999). Even our $`3\sigma `$ lower limit on the MOND $`M/L`$ ratio of Draco is at variance with these values. Thus, even by modifying the law of gravity as prescribed by MOND, we are unable to explain the observed motions of Draco’s stars without the presence of significant quantities of dark matter.

Fig. 4.— Likelihood contours for Draco’s $`M/L`$ and the anisotropy parameter $`\nu `$ assuming the validity of MOND. The contours are at enclosed two-dimensional $`\chi ^2`$ probabilities of 0.68, 0.90, 0.95, and 0.997. The most likely mass to light ratio is $`M/L=19M_{}/L_{}`$, and $`M/L=8.6M_{}/L_{}`$ is ruled out at the $`3\sigma `$ level.

## 5 DISCUSSION AND CONCLUSIONS

This Letter has presented a new set of radial velocities for 159 stars in the Draco dSph. Our data extend to $`25^{}`$ and are the first observations to probe the outermost regions of a strongly dark matter dominated dSph. The velocity dispersion profile is flat or slowly rising at large radii, which provides the first clear signature of an extended dark matter halo in any dSph. We analyse these data using both the Jeans equation and halo models with distribution functions. Our best fit model has a total mass within $`3r_029^{}`$ of $`8_2^{+3}\times 10^7`$M and a slightly tangentially anisotropic velocity distribution. We are able to rule out the traditional mass-follows-light models and extended harmonic core models at about the 2.5$`\sigma `$ significance level.

From orbit integrations in a Galactic potential, we argue that Draco is currently close to perigalacticon and its actual tidal radius is $`>1^{}`$, several times the characteristic length scale of the luminous matter. Draco’s lack of significant apparent rotation and the significant misalignment of its major axis with its orbit argue against tidal forces having played a major role in its evolution. Our results also have consequences for the Modified Newton Dynamics (MOND): a Bayesian analysis of the observational data, incorporating radially varying velocity anisotropy, yields a $`3\sigma `$ lower limit of 8.6 on the MOND $`M/L`$ ratio still requiring the presence of a significant amount of dark matter in Draco.

NWE is supported by the Royal Society, while MIW and JK acknowledge help from PPARC. The authors gratefully thank Colin Frayn for help during the observations, and Mike Irwin, HongSheng Zhao, and the referee Slawomir Piatek for valuable discussions.