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# 1 Introduction

## 1 Introduction

The formation of a new phase at a first-order phase transition is an activated process. A nucleus of the new phase must overcome a free energy barrier in order to form and then grow into the new phase. The rate at which such microscopic nuclei form is proportional to $`\mathrm{exp}(\mathrm{\Delta }F^{}/kT)`$, where $`\mathrm{\Delta }F^{}`$ is the height of the free energy barrier which the nuclei must overcome . Here we consider nucleation of the new phase at a first-order phase transition and calculate $`\mathrm{\Delta }F^{}`$ when the system is near a second phase transition. One of the examples of nucleation near a second transition is nucleation of a crystalline phase at a first-order fluid-crystal transition near a fluid-fluid phase transition. Such a process has been observed in globular proteins whose phase diagrams show a metastable fluid-fluid transition within a strongly first-order fluid-crystal transition . Crystallisation of globular proteins is the subject of interest as protein crystals are needed in order to study their structure by X-ray diffraction . It has been seen that globular proteins crystallize at temperatures near where we expect a metastable fluid-fluid critical point . Numerical work on nucleation near a critical point has been done by Talanquer and Oxtoby , where they obtained nuclei with very large numbers of molecules near the critical point. This followed pioneering computer simulations of ten Wolde and Frenkel , who found an anomalously low $`\mathrm{\Delta }F^{}`$ for the nucleation of a crystalline phase near the critical point of a metastable fluid-fluid transition. Other recent theoretical work on nucleation near a metastable transition may be found in  and references therein. Earlier theoretical work by one of us  showed that as the critical point is approached, the derivatives of the free energy barrier to nucleation with respect to the chemical potential and temperature diverge. Therefore the presence of the critical point causes a rapid drop in the free energy barrier to nucleation and so facilitates nucleation.

The metastable transition we consider here is an Ising-like or a vapour-liquid-like transition. An Ising-like transition is a transition from a phase with a negative magnetisation to a phase with a positive magnetisation. A vapour-liquid-like transition is a transition between two fluid phases differing in density. The metastable transition lies within the coexistence region of the equilibrium transition. Thus when the system is in the coexistence region of the metastable phase transition, it also lies within the coexistence region of the equilibrium transition. Then one of two new phases can nucleate: the stable phase can nucleate, as can the liquid phase or the analogue of the liquid phase, from the vapour phase or the analogue of the vapour phase. Which of these occurs first depends on which free energy barrier is lower. Thus the stable phase can be formed via two processes. In one process the free energy barrier to nucleation of the stable phase becomes small enough to allow nucleation, but the barrier to formation of the liquid phase is still large, then the stable phase nucleates. When the sizes of the barriers are reversed, then the formation of the stable phase occurs via two steps: first the liquid phase nucleates, and second the stable phase nucleates in this liquid phase.

Our finding that nucleation of a metastable transition can occur before nucleation of the stable phase, is just that observed by Ostwald more than $`100`$ years ago . Ostwald’s rule is that the phase that nucleates first is not necessarily the most thermodynamically stable phase, but is the one with closest free energy to the fluid phase. Later Stranski and Totomanow  improved this rule and suggested that the nucleated phase is the one with the lowest free energy barrier to nucleation, and not the phase that is globally stable.

Nucleation can be heterogeneous or homogeneous. In most circumstances suspended and dissolved impurities, as well as the solid boundaries provide sites for the formation of the new phase. This process is known as heterogeneous nucleation. However, in the absence of impurities or solid surfaces, small nuclei of the new phase are formed within the bulk of the system. This is a homogeneous nucleation and this is what we are studying here. A free energy barrier must be overcome in order to form nuclei of a critical size, beyond which the new phase grows spontaneously . The rate at which critical nuclei of the new phase are formed is very sensitive to the height of the free energy barrier. The so-called classical nucleation theory was originated with the work of Volmer and Weber  and originally developed for droplet condensation from supercooled vapours. The theory calculates the rate at which nuclei grow to a critical size, proportional to $`\mathrm{exp}(\mathrm{\Delta }F_I^{}/kT)`$, where $`\mathrm{\Delta }F_I^{}`$ is the minimum work needed to form the critical nucleus.

In this paper we carry out numerical calculations to study the homogeneous nucleation of the new phase at a first-order transition near or at the second phase transition. The second transition is an Ising-like transition from the phase with a negative magnetisation to the phase with a positive magnetisation. In this work we use magnetic language, in fluid language the transition is from a low density phase to a high density phase. We present the results of numerical calculations for the temperatures below the critical point. The calculations are for the excess order parameter $`\mathrm{\Delta }m^{}`$ and the free energy barrier to nucleation of the new stable phase, $`\mathrm{\Delta }F^{}`$, in the critical nucleus. In the next section we study the theory of two types of homogeneous nucleation: nucleation of the new stable phase, and nucleation of the positive magnetisation phase from the negative magnetisation phase. We then discuss some of the numerical techniques we used in the calculations in section 3. In section 4 the results are presented and the last section is a conclusion.

## 2 Theory

### 2.1 Nucleation of a stable phase

We study nucleation of a new phase at a first-order transition near a second transition. The second transition is an Ising-like transition with an order parameter $`m`$. We work below the critical or Curie temperature and so we have a transition from negative $`m`$ to positive $`m`$ on increasing the field $`h`$. $`h`$ is as usual the field which couples to $`m`$. Following earlier work by one of us  we split the nucleus of the new phase into two parts: the core and the fringe. That part of nucleus less than $`r_c`$ from the origin is the core and the part farther than $`r_c`$ is the fringe of the nucleus. We assume that the fringe of the nucleus is spherically symmetric. Therefore the order parameter $`m(r)`$ is a function only of $`r`$, the distance from the centre of the nucleus. As the universal behaviour of the nucleus is derived from the fringe, we therefore substitute the core by a boundary condition on $`m(r)`$ of the fringe. Thus for simplicity we fix $`m(rr_c)=m_c`$, where the subscript $`c`$ stands for the core of the nucleus. $`m_c`$ is a positive constant independent of temperature and of $`h`$, and is essentially the value of the order parameter $`m`$ in the nucleating phase. We require the excess free energy of the nucleus, $`\mathrm{\Delta }F`$, which is the free energy with a nucleus present minus that without a nucleus. Here we use a standard square-gradient functional for the fringe of the nucleus as a functional of the order parameter profile of the nucleus, $`m(r)`$,

$$\mathrm{\Delta }F=\mathrm{\Delta }F_c+_{r>r_c}\left[\mathrm{\Delta }\omega (m)+\kappa \left(m\right)^2\right]𝑑𝐫,$$
(1)
where the first term is the contribution from the core of the nucleus, $`\mathrm{\Delta }F_c=\frac{4}{3}\pi r_c^3\mathrm{\Delta }\omega _{core}`$, and the integral term is the contribution from the fringe of the nucleus. In Eq. (1) and all other equations, our free energies are in units of $`kT`$; $`k`$ and $`T`$, Boltzmann’s constant and the temperature, respectively. $`\mathrm{\Delta }\omega _{core}`$ is a constant and is the excess free energy per unit volume of the core. As the core is close to the bulk equilibrium phase, $`\mathrm{\Delta }\omega _{core}<0`$ because the free energy is lower in the equilibrium phase. The gradient term in the integrand of Eq. (1) is due to the variations in space of $`m(r)`$. This is the lowest order term in a gradient expansion and is adequate when $`m`$ is slowly varying. The coefficient $`\kappa `$ is assumed to be a constant. In Eq. (1) $`\mathrm{\Delta }\omega `$ in the integrand is given by

$$\mathrm{\Delta }\omega =f(m)f(m_b)h(mm_b),$$
(2)
where $`m_b`$ is the order parameter in the bulk. $`\mathrm{\Delta }\omega `$ is the work required per unit volume to change the order parameter from its bulk value $`m_b`$ to $`m`$ in the presence of an external field $`h`$. $`f(m)`$ is the bulk Helmholtz free energy per unit volume as a function of the order parameter $`m(r)`$. The critical nucleus is at the top of the free energy barrier and therefore at the maximum of $`\mathrm{\Delta }F`$. So we set the functional derivative of $`\mathrm{\Delta }F`$ with respect to the order parameter profile $`m(r)`$, to zero,

$$\frac{\mathrm{\Delta }\omega (m)}{m(r)}2\kappa ^2m(r)=0,rr_c,$$
(3)
The total excess of the order parameter due to the presence of the nucleus, which is the total order parameter with the nucleus present minus that without the nucleus, is obtained as

$$\mathrm{\Delta }m=(m(r)m_b)𝑑𝐫.$$
(4)
We employ Landau theory  for the bulk free energy,

$$f(m,T)=\frac{1}{2}atm^2+bm^4,$$
(5)
where $`a`$ and $`b`$ are constants, and $`t=TT_c`$ with $`T_c`$ the critical temperature . The bulk order parameter $`m_b(h,T)`$ is obtained by solving

$$\frac{\omega }{m}|_{m=m_b}=0,$$
(6)
where $`\omega (m)=f(m)hm`$. Then using Eqs. (5,6) gives

$$atm+4bm^3h=0.$$
(7)
When $`h=0`$ the bulk order parameter is that at coexistence and we call it $`m_{co}`$. For $`h=0`$, Eq. (7) has just one real solution $`m_{co}=0`$ for $`T>T_c`$. For $`h=0`$ and $`T<T_c`$, Eq. (7) has three solutions, and consequently the free energy has two minima with the same free energy at $`m_{co}=\pm \frac{1}{2}\left(at/b\right)^{1/2}`$, and a maximum at $`m=0`$. In the presence of an external field $`h`$, Eq. (7) has one real solution for $`T>T_c`$, which corresponds to a single minimum for $`\omega (m)`$. When $`T<T_c`$ and $`h0`$ with $`|h|`$ not too large, there are two inequivalent minima in $`\omega (m)`$. For a fixed $`h`$, the absolute minimum corresponds to the equilibrium state and the higher minimum is a metastable state.

To get the order parameter profile we substitute Eq. (5) in Eq. (3), which gives

$$\frac{d^2m}{dr^2}+\frac{2}{r}\frac{dm}{dr}\frac{1}{2\kappa }\left(4bm^3+atmh\right)=0,$$
(8)
for $`r>r_c`$, subject to boundary conditions

$$m(r=r_c)=m_c$$
(9)
and

$$m(r\mathrm{})=m_b.$$
(10)
The former is the order parameter at the boundary between the fringe and the core, and the latter is the obvious condition that $`m`$ tends towards its bulk value far from the nucleus. Eq. (8) is a nonlinear second-order differential equation which can not be solved analytically. We therefore use numerical methods to solve Eq. (8) for the order parameter profile, and then substitute it in Eq. (1) to obtain the excess free energy of the nucleus. The barrier to nucleation is at the maximum of the excess free energy and so will occur at a radius $`r_c^{}`$ given by $`\mathrm{\Delta }F/r_c=0`$. Thus we need to use a maximization method numerically to find $`r_c^{}`$ and hence $`\mathrm{\Delta }F^{}`$, which is the free energy barrier to nucleation for a critical nucleus. This also gives $`m^{}(r)`$ which is the order parameter profile of the critical nucleus. Substituting this profile in Eq. (4) we then find the excess order parameter of the critical nucleus $`\mathrm{\Delta }m^{}`$.

### 2.2 Nucleation of $`+m`$ phase from $`m`$ phase, Classical Nucleation Theory

Starting in the $`m`$ phase and increasing $`m`$ (or equivalently $`h`$), we cross the phase transition from the $`m`$ to the $`+m`$ phase. Then our system can not only nucleate the equilibrium phase but also the $`+m`$ phase. Then we are within both the $`m`$ to $`+m`$ coexistence region and the coexistence region between the equilibrium phases. The nucleus of the $`+m`$ phase must overcome a free energy barrier in order to form, and then it grows to the new phase. The free energy barrier to form such critical nucleus is given by

$$\mathrm{\Delta }F_I^{}=\frac{16\pi \sigma ^3}{3h^2},$$
(11)
which is the standard classical nucleation theory expression . This expression is valid for nucleation not too close to the spinodal . The subscript $`I`$ indicates that the transition is an Ising-like phase transition. In Eq. (11) $`\sigma `$ is the surface free energy of the equilibrium interface between $`+m`$ and $`m`$ phases, and is given by

$$\sigma =2_{m_{co}}^{m_{co}}\sqrt{\kappa \mathrm{\Delta }f(m)}𝑑m,$$
(12)
where $`\mathrm{\Delta }f(m)=f(m)f(m_b)`$ is the excess bulk free energy, Eq. (5).

It is worth mentioning that in this paper we have used a magnetic rather than a fluid language to describe the phase transitions. To switch from the magnetic language with a transition from $`m`$ to $`+m`$ phase, to the fluid language with a vapour-liquid-like transition, the external field $`h`$ becomes the chemical potential $`\mu `$ minus that at the coexistence $`\mu _{co}`$, the order parameter $`m`$ becomes density $`\rho `$, the bulk order parameters $`m_b`$ and $`+m_b`$ become the vapour and liquid densities, $`\rho _v`$ and $`\rho _l`$, respectively, and the axis $`m=0`$ becomes the critical density $`\rho _{cp}=(\rho _v+\rho _l)/2`$ in the coexistence curve. Also in the fluid language the total order parameter $`\mathrm{\Delta }m^{}`$ is equivalent to the total number of molecules in the critical nucleus.

## 3 Numerical Techniques

In the fringe far from the core, $`m(r)`$ is near the bulk order parameter $`m_b`$, we therefore use a Taylor expansion of $`\mathrm{\Delta }\omega (m)`$ about $`m=m_b`$,

$$\mathrm{\Delta }\omega (m)=\frac{1}{2}\chi ^1(mm_b)^2+\mathrm{}$$
(13)
$$\frac{\mathrm{\Delta }\omega (m)}{m}=\chi ^1(mm_b)+\mathrm{},$$
(14)
where $`\mathrm{\Delta }\omega `$ and its first derivative are zero at $`m=m_b`$. Here $`\chi `$ is the response function of $`m`$, defined by

$$\chi ^1=\frac{^2f}{m^2}|_{m=m_b},$$
(15)
where $`f(m)`$ is the bulk free energy Eq. (5). Substituting Eq. (14) in Eq. (3) gives

$$\chi ^1(mm_b)2\kappa ^2(mm_b)=0,$$
(16)
which has a solution of Yukawa form

$$m(r)=m_b+B\frac{\mathrm{exp}(r/\xi )}{r},$$
(17)
for large values of $`r`$. To obtain Eq. (17) we used the boundary condition Eq. (10). In Eq. (17) $`B`$ is a constant value which we will fix later, and $`\xi `$ is the correlation length for $`m(r)`$ which is given by

$$\xi =\left(2\kappa \chi \right)^{1/2}.$$
(18)
The solution of $`m(r)`$ for large values of $`r`$ has the form of Eq. (17). In numerical calculations we therefore use a large distance from the center of the core, $`R`$, to be the outer boundary of our numerical integration of Eq. (8), and use Eq. (17) beyond $`R`$.

For our numerical calculations we employ the Runge-Kutta method to solve the second-order differential Eq. (8) for the order parameter profile, subject to boundary conditions at $`r_c`$ and $`R`$, Eq. (9) and Eq. (17), respectively. The constant value $`B`$ in Eq. (17) is then obtained by finding the root of the nonlinear equation $`m(r_c)m_c=0`$, for which we used Ridders’ method . Substituting the order parameter profile $`m(r)`$ in Eq. (1) gives the excess free energy of the nucleus. The barrier to nucleation is at a maximum of $`\mathrm{\Delta }F`$ and so will occur at a radius $`r_c^{}`$ given by $`\mathrm{\Delta }F/r_c=0`$. We then use a maximization method to obtain $`r_c^{}`$ and consequently $`m^{}(r)`$ and the barrier to nucleation $`\mathrm{\Delta }F^{}`$.

In the numerical calculations we used a large radius $`R`$ for the boundary condition of the fringe of the nucleus. We need such a value to enable us to carry out the numerical calculations. We calculate the contribution of distances larger than $`R`$ analytically and add it to the corresponding numerical quantity for the range $`r_c`$ to $`R`$, as a correction term. The correction term for the excess order parameter of the critical nucleus, $`\mathrm{\Delta }m^{}`$, can be calculated using Eq. (4) with the limits for the integral from $`R`$ to $`\mathrm{}`$. Then by substituting Eq. (17) for $`m(r)`$ for all values of $`rR`$, the correction term is

$$\mathrm{\Delta }m_{ct}^{}=4\pi \kappa B\xi (R+\xi )e^{R/\xi },$$
(19)
where $`ct`$ stands for the correction term. The correction term for the free energy barrier to nucleation $`\mathrm{\Delta }F^{}`$, is calculated using the integral term in Eq. (1) for all values of $`r`$ from $`R`$ to $`\mathrm{}`$. Then by substituting Eq. (13) in $`\mathrm{\Delta }\omega (m)`$ and using the normal gradient of Eq. (17) for $`m(r)`$, the correction term is given by

$$\mathrm{\Delta }F_{ct}^{}=4\pi \kappa B^2\left(\frac{1}{R}+\frac{1}{\xi }\right)e^{2R/\xi },$$
(20)
which we have used the definition of $`\xi `$, Eq. (18).

The solution of Eq. (17) for the order parameter for $`rR`$ is derived using the Taylor expansion of $`\mathrm{\Delta }\omega (m)`$ about $`m=m_b`$, Eq. (13). In this expansion we have used up to the second-order term of $`(mm_b)`$ and have ignored the higher orders. We therefore need to obtain the conditions under which we are allowed to use this approximation. To do so we see that in Eq. (13) by ignoring terms of orders greater than $`2`$, we have assumed that these values are less than the second-order term. The biggest of all ignored terms is the third order one, we have therefore assumed that

$$\frac{^3\mathrm{\Delta }\omega (m)}{m^3}|_{m=m_b}\frac{(mm_b)^3}{3!}\frac{1}{2}\chi ^1(mm_b)^2.$$
(21)
Using Eqs. (5,18) in Eq. (21) gives

$$\frac{4b}{\kappa }m_b\xi ^2(m(R)m_b)1,$$
(22)
as the requirement that must be satisfied. Here $`m(R)`$ is given by Eq. (17) at $`r=R`$.

## 4 Results

The free energy barriers to nucleation of the stable phase and of the $`+m`$ phase are $`\mathrm{\Delta }F^{}`$ and $`\mathrm{\Delta }F_I^{}`$, respectively. In each nucleation the formation of the new phase occurs when the free energy barrier is of roughly $`30kT`$. The figure $`30kT`$ is rather arbitrary  but the nucleation rate is of order, number of molecules times $`\mathrm{exp}(\mathrm{\Delta }F^{}/kT)`$ divided by the characteristic time scale of the solution. The characteristic time scale of protein solutions is of order $`1\mu s`$ . Thus a volume of the solution containing $`10^9`$ protein molecules has a nucleation rate of order $`10^9\times e^{30}\times 10^610s^1`$. Thus in a volume of the solution containing a billion molecules, nuclei will appear in a fraction of a second. When the barrier reaches $`30kT`$ the $`m`$ phase is unstable and the stable $`+m`$ phase nucleates immediately. A barrier of about twice this, $`60kT`$, is required for the $`m`$ phase to be stable over long times, i.e., for it to be metastable. Homogeneous nucleation of a new stable phase near a second phase transition has been studied before . Here we carried out numerical calculations for $`\mathrm{\Delta }m^{}`$ and $`\mathrm{\Delta }F^{}`$. Near the critical point the scaling of the size of the critical nucleus is ,

$$\mathrm{\Delta }m^{}|t|^\gamma g_\pm \left(h/|t|^{\beta \delta }\right),$$
(23)
and that of the free energy is

$$\mathrm{\Delta }F_s^{}|t|^\beta f_\pm \left(h/|t|^{\beta \delta }\right),$$
(24)
for both temperatures above and below the critical temperature. Here $`\pm `$ are related to $`t>0`$ and $`t<0`$, $`\gamma `$, $`\beta `$ and $`\delta `$ are the usual critical exponents, and take values of $`1`$, $`1/2`$ and $`3`$ within mean-field theory. In Eq. (24) subscript $`s`$ stands for singular part of the fringe. These results were predicted in earlier work  and we confirmed them by numerical calculations. As the critical point is approached, the magnetisation of the critical nucleus $`\mathrm{\Delta }m^{}`$ diverges, and so does the derivative of the free energy barrier to nucleation $`\mathrm{\Delta }F^{}`$, with respect to the temperature and to $`h`$. We are also interested in the behaviour of $`\mathrm{\Delta }m^{}`$ and $`\mathrm{\Delta }F^{}`$ far from the critical point.

### 4.1 Far from the critical point

Here we study the total magnetisation and the free energy of the critical nucleus, $`\mathrm{\Delta }m^{}`$ and $`\mathrm{\Delta }F^{}`$, respectively, far from the critical point — $`|t|`$ not small. In all the calculations we have fixed $`a=b=m_c=1`$. In Figs. 1 and 2 there are graphs of $`\mathrm{\Delta }m^{}`$ and $`\mathrm{\Delta }F^{}`$, respectively, for two different temperatures below and far from the critical temperature, $`t=0.25`$ and $`t=0.5`$ with $`\kappa =1`$ and $`\mathrm{\Delta }\omega _{core}=0.5`$. For each temperature, when $`h<0`$ the system is in a state with a negative order parameter $`m<0`$ less than that at the coexistence. When $`h>0`$ the system can be found in a state with a positive order parameter $`m>0`$ greater than that at the coexistence. For $`h>0`$ there are also states with $`m<0`$ between the $`m`$ branch of the coexistence curve and the spinodal. These states are within two coexistence regions: the coexistence region between $`m`$ and $`+m`$ phases, and that between the equilibrium phases. Therefore in both Figs. 1 and 2, for each temperature there are values of $`h>0`$ for which $`\mathrm{\Delta }m^{}`$ and $`\mathrm{\Delta }F^{}`$ are double valued. These values correspond to the $`m`$ phase between the coexistence and spinodal curves, and the $`+m`$ phase with a lower $`\mathrm{\Delta }m^{}`$ and $`\mathrm{\Delta }F^{}`$.

In Fig. 1 for each temperature as $`h`$ increases the curves on the right-hand side decrease. Those on the left-hand side decrease first and then increase rapidly. Decreasing $`\mathrm{\Delta }m^{}`$ is due to the fact that for a higher $`h`$, the bulk order parameter $`m_b`$ is higher and thus it leads to a lower excess order parameter $`\mathrm{\Delta }m^{}`$ in Eq. (4). However the large and rapidly increasing values of $`\mathrm{\Delta }m^{}`$ are due to the proximity to the spinodal. As we approach the spinodal the response function of the order parameter, $`\chi `$ defined as in Eq. (15) diverges. Therefore the total excess order parameter $`\mathrm{\Delta }m^{}`$ which scales as $`\chi `$  will diverge as well. As the temperature approaches $`T_c`$ ($`|t|`$ decreases), $`\mathrm{\Delta }m^{}`$ diverges at a lower value of $`h`$. This is because, as $`T`$ approaches $`T_c`$, the gap between the coexistence and the spinodal curves decreases. In Fig. 2 for each temperature as $`h`$ increases $`\mathrm{\Delta }F^{}`$ decreases, due to the increase in the bulk order parameter $`m_b`$. The phase with the higher order parameter must overcome a lower free energy barrier $`\mathrm{\Delta }F^{}`$ to form a nucleus of the equilibrium phase, whose order parameter we have set equal to $`1`$. Also in Fig. 2, $`\mathrm{\Delta }F^{}`$ varies rapidly as it approaches the spinodal. This is due to what is called the nucleation theorem  and states that the derivative of the free energy barrier with respect to $`h`$ is equal to minus the excess $`m`$, $`\mathrm{\Delta }F^{}/h=\mathrm{\Delta }m^{}`$ . It shows that the larger $`\mathrm{\Delta }m^{}`$ is, the more rapidly the free energy barrier varies with $`h`$. As the spinodal is approached $`\mathrm{\Delta }m^{}`$ diverges and thus $`\mathrm{\Delta }F^{}`$ drops rapidly with $`h`$. When a transition from $`m`$ to $`+m`$ phase occurs both $`\mathrm{\Delta }m^{}`$ and $`\mathrm{\Delta }F^{}`$ in Figs. 1 and 2 jump to lower values, because of the increase in $`m_b`$. The height of this reduction is temperature-dependent because the bulk order parameters $`m_{co}=\pm \sqrt{\left(t/4\right)}`$ are functions of $`t=TT_c`$. As the temperature decreases, the difference between these two order parameters increases, and therefore the height of the drop in both $`\mathrm{\Delta }m^{}`$ and $`\mathrm{\Delta }F^{}`$ increases.

For each temperature as $`h`$ increases $`\mathrm{\Delta }F_I^{}`$ decreases, Eq. (11), and for energy barriers of about $`30kT`$ a transition of $`m`$ phase to $`+m`$ phase with lower values of $`\mathrm{\Delta }m^{}`$ and $`\mathrm{\Delta }F^{}`$ occurs. The cross marks on the graphs in Figs. 1 and 2 are the points where $`\mathrm{\Delta }F_I^{}=30kT`$. Also in the region with $`h>0`$ and $`m<0`$ the solutions to $`\mathrm{\Delta }m^{}`$ and $`\mathrm{\Delta }F^{}`$ disappear at a value of $`h`$ before the spinodal. The circle marks on the graphs are the points for which the solutions disappear. For this value of $`h`$ in our numerical calculations the solution to the order parameter profile of the critical nucleus, $`m^{}(r)`$, disappears. The solution to $`m^{}(r)`$ is obtained by solving Eq. (3) subject to the boundary condition $`m^{}(r=r_c^{})=m_c`$. In the region between the $`m`$ branch of the coexistence and the spinodal with $`h>0`$, Eq. (3) gives two solutions for $`m^{}(r)`$, out of which we choose the one with lower free energy barrier, $`\mathrm{\Delta }F^{}`$. As $`h`$ increases, these two solutions approach each other until they become equal at a specific value of $`h>0`$. For any value of $`h`$ greater than this, then there is no solution. This means that the critical nucleus does not exist anymore and there is no well defined free energy barrier to nucleation. As we see in Figs. 1 and 2 for each temperature the points with $`\mathrm{\Delta }F_I^{}=30kT`$ (cross marks) are at the left side of those for which the solutions disappear (circle marks). As for energy barriers of $`\mathrm{\Delta }F_I^{}=30kT`$ a transition of $`m`$ to $`+m`$ phase occurs, therefore for these parameter values as the system approaches the cross marks, the $`m`$ phase will transform to $`+m`$ phase. Thus in the experiments the states after the cross marks are not accessible. As we see in Figs. 1 and 2 as the temperature approaches $`T_c`$ ($`|t|`$ decreases), the solution disappears at a lower value of $`h>0`$. This is because as $`T`$ approaches $`T_c`$, the coexistence and the spinodal curves approach each other.

The stable phase can be attained via two processes . In one process $`\mathrm{\Delta }F^{}`$ drops below $`30kT`$ when $`\mathrm{\Delta }F_I^{}`$ is still large, then the stable phase is reached in one step through nucleating in $`m`$ phase. In the second process $`\mathrm{\Delta }F_I^{}`$ drops below $`30kT`$ when $`\mathrm{\Delta }F^{}`$ is still large, then the stable phase will be reached in two steps: first the $`+m`$ phase nucleates in the $`m`$ phase and grows and then second, the stable phase nucleates in this $`+m`$ phase. The fact that the nucleated phase is the one which has lower free energy barrier and not necessarily the stable phase, is in accordance with Ostwald’s step rule. In Fig. 2 with $`\mathrm{\Delta }\omega _{core}=0.5`$ the barrier $`\mathrm{\Delta }F^{}`$ is always greater than $`30kT`$ when $`\mathrm{\Delta }F_I^{}`$ drops below $`30kT`$. Thus on increasing $`h`$ the $`+m`$ phase nucleates before the equilibrium phase. The equilibrium phase then nucleates in the $`+m`$ phase. But as $`\mathrm{\Delta }\omega _{core}<0`$, when $`\mathrm{\Delta }\omega _{core}`$ becomes more negative then $`\mathrm{\Delta }F_c^{}`$ becomes more negative and therefore $`\mathrm{\Delta }F^{}`$ in Eq. (1) drops. So for sufficiently negative values of $`\mathrm{\Delta }\omega _{core}`$, $`\mathrm{\Delta }F^{}`$ drops below $`30kT`$ before $`\mathrm{\Delta }F_I^{}`$ does and the stable phase nucleates before the $`+m`$ phase. To show this, in Fig. 3 graphs of $`\mathrm{\Delta }F^{}`$ are plotted for two values of $`\mathrm{\Delta }\omega _{core}=0.75`$ and $`\mathrm{\Delta }\omega _{core}=1.25`$, when $`t=0.25`$. Just as in the previous figures, the cross marks on each graph correspond to where $`\mathrm{\Delta }F_I^{}=30kT`$ and the circle marks are where the solutions disappear. For $`\mathrm{\Delta }\omega _{core}=0.75`$, $`\mathrm{\Delta }F^{}`$ is greater than $`30kT`$ when $`\mathrm{\Delta }F_I^{}`$ drops below $`30kT`$. Thus the $`+m`$ phase nucleates first and then the equilibrium phase nucleates in the $`+m`$ phase. For $`\mathrm{\Delta }\omega _{core}=1.25`$ however $`\mathrm{\Delta }F^{}`$ drops below $`30kT`$ before $`\mathrm{\Delta }F_I^{}`$ does. Thus the equilibrium phase nucleates before the $`+m`$ phase. The values of $`h`$ for which $`\mathrm{\Delta }F_I^{}=30kT`$ (the cross marks) are independent of $`\mathrm{\Delta }\omega _{core}`$ and are the same on both graphs. This is because $`\mathrm{\Delta }F_I^{}`$ in Eqs. (11,12) depends only on the temperature and on $`h`$, and is independent of $`\mathrm{\Delta }\omega _{core}`$.

The two step route to the equilibrium phase that we find is not dissimilar to that proposed for the crystallisation of some polymer melts by Olmsted et. al. . They study a system with the same phase diagram as considered here but their equivalent of the $`m`$ to $`+m`$ phase transition proceeds via spinodal decomposition and not nucleation as here. Thus the results here apply to liquids and colloidal suspensions, where the new phase nucleates, whereas Olmsted et. al.’s approach is more applicable to polymers.

We are also interested to study where the free energy barrier $`\mathrm{\Delta }F_I^{}=30kT`$, and a nucleation from the $`m`$ phase to the $`+m`$ phase occurs. Up to now we considered systems with $`\kappa =1`$. We also like to know the effect of increasing $`\kappa `$ on the calculations. In Figs. 4 and 5 there are diagrams of $`t`$ versus $`m`$, and $`t`$ versus $`h`$, respectively for three different values of $`\kappa `$ when $`\mathrm{\Delta }\omega _{core}=0.5`$. In Fig. 4 the solid (outermost) and long-dashed (innermost) curves represent the coexistence and the spinodal, respectively. The other curves in Fig. 4 between the coexistence and spinodal curves correspond to the points with energy barriers of $`\mathrm{\Delta }F_I^{}=30kT`$ for different $`\kappa `$. From left to right, dotted, dashed and dot-dashed curves are for $`\kappa =1,1.5`$ and $`2`$, respectively. In Fig. 5 the solid line $`h=0`$ along axis $`t`$ corresponds to coexistence, and the long-dashed curve (the outermost) represents spinodal. The other curves in Fig. 5 between the coexistence and the spinodal correspond to the points with $`\mathrm{\Delta }F_I^{}=30kT`$ for different $`\kappa `$. From left to right, dotted, dashed and dot-dashed curves represents $`\kappa =1,1.5`$ and $`2`$, respectively. As $`\kappa `$ increases there is a shift towards larger values of both $`m`$ and $`h`$ for $`\mathrm{\Delta }F_I^{}=30kT`$. This shift can be explained as follows. For a fixed temperature and external field $`h`$, a higher $`\kappa `$ yields a higher free energy barrier to nucleation of the $`+m`$ phase $`\mathrm{\Delta }F_I^{}`$ (11,12). Now for each fixed temperature and $`\kappa `$, as $`h`$ increases the energy barrier $`\mathrm{\Delta }F_I^{}`$, Eq. (11), decreases until it reaches energies of about $`30kT`$. Therefore at each fixed temperature, for a higher $`\kappa `$ the nucleation occurs at a higher external field $`h`$ and consequently at a higher order parameter $`m`$. Increasing $`\kappa `$ also increases $`\mathrm{\Delta }F^{}`$ Eq. (1), thus increasing $`\kappa `$ pushes nucleation to both the $`+m`$ and the stable phase to larger values of $`h`$.

## 5 Conclusions

Homogeneous nucleation of a new phase at a first-order transition near a second transition is considered. The second transition is an Ising-like or a vapour-liquid-like transition, and lies within the coexistence region of the equilibrium transition. Numerical calculations were performed to calculate the excess order parameter $`\mathrm{\Delta }m^{}`$ and the free energy barrier to nucleation $`\mathrm{\Delta }F^{}`$, of the critical nucleus. For the states in the negative magnetisation phase with $`h>0`$ the system is within the coexistence regions of both transitions. Then in these states either the positive magnetisation phase or the equilibrium phase can nucleate. The free energy barriers to nucleation are equal to $`\mathrm{\Delta }F_I^{}`$ and $`\mathrm{\Delta }F^{}`$, for the former and the latter, respectively. The phase which nucleates is the one with the lower free energy barrier. This is in accordance with Ostwald’s step rule, which states that the nucleated phase is not necessarily the stable phase, but is the one with the lowest free energy barrier to nucleation. The stable phase can be attained via two processes. In the first process $`\mathrm{\Delta }F^{}`$ becomes small enough to allow nucleation when $`\mathrm{\Delta }F_I^{}`$ is still large, then the stable phase nucleates. In the second process $`\mathrm{\Delta }F_I^{}`$ becomes small enough to allow nucleation when $`\mathrm{\Delta }F^{}`$ is still large, then the stable phase will be reached in two steps: first the positive magnetisation phase nucleates and grows and then second, the stable phase nucleates in this positive magnetisation phase.

When the Ising-like phase transition occurs, both $`\mathrm{\Delta }m^{}`$ and $`\mathrm{\Delta }F^{}`$ jump to lower values, due to the increase in the bulk order parameter. As the bulk order parameter at coexistence is a function of the temperature, then the height of the jump is temperature-dependent. For a lower temperature, the jump in the order parameter increases and therefore the jumps in $`\mathrm{\Delta }m^{}`$ and the barrier to nucleation $`\mathrm{\Delta }F^{}`$ increase. This may mean a jump from a nucleation barrier too high to permit significant nucleation, to a very small barrier that results in rapid nucleation with many nuclei forming. This effect may cause problems for crystallographers wanting to achieve a small but non-zero rate of nucleation in order to obtain a few large crystals. We also observed that as the spinodal is approached, $`\mathrm{\Delta }m^{}`$ diverges and the free energy barrier $`\mathrm{\Delta }F^{}`$ varies rapidly with $`h`$.

Acknowledgements

This work is supported by EPSRC (GR/N36981).


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# Finite-size scaling for two-flavor QCD and comparison with 𝑂(𝑁) models

## Abstract

The chiral transition for two-flavor QCD is predicted to be in the same universality class as the $`3d`$ $`O(4)`$ model. This prediction is verified in the Wilson case, but not for the staggered-fermion case. The comparison is usually done assuming infinite-volume behavior. Here we make an analysis of existing staggered-fermion data using finite-size scaling and normalizing the QCD data. We find better agreement for larger quark masses.

In order to check if two systems belong to the same universality class, one looks at universal quantities, such as the critical exponents. More generally, one compares scaling functions for both systems. The scaling ansatz implies that the magnetization $`M`$ of a system be described by a universal function

$$M/h^{1/\delta }=f_G(t/h^{1/\beta \delta })$$
(1)
where $`t(TT_c)/T_0`$ and $`hH/H_0`$ are the reduced temperature and magnetic field, respectively. Thus, once the non-universal normalization constants $`T_0`$ and $`H_0`$ are determined for a given system in the universality class, its order parameter M scales according to the same scaling function $`f_G`$ for all systems in this class. For comparisons with QCD, an important region is the pseudo-critical line, defined by the points where the susceptibility $`\chi `$ shows a (finite) peak. This corresponds to the rounding of the divergence observed for $`H=0,T=T_c`$. The susceptibility scales as $`\chi =M/H=(1/H_0)h^{1/\delta 1}g(t/h^{1/\beta \delta })`$ where $`g(z)=\mathrm{\hspace{0.17em}1}/\delta [f_G(z)z/\beta f_G^{}(z)]`$. At each fixed $`h`$ the peak in $`\chi `$ is given by $`t_p=z_ph^{1/\beta \delta }`$ and we have $`M_p=h^{1/\delta }f_G(z_p)`$, $`H_0\chi _p=h^{1/\delta 1}g(z_p).`$ Thus, the behavior along the pseudo-critical line is determined by the universal constants $`z_p`$,$`f_G(z_p)`$,$`g(z_p)`$.

In addition to these infinite-volume scaling laws we may also consider finite-size-scaling functions. In fact, the scaling ansatz also implies

$$M=L^{\beta /\nu }Q_z(hL^{\beta \delta /\nu })$$
(2)
where $`L`$ is the linear size of the system and we consider fixed values of the ratio $`t/h^{1/\beta \delta }z`$ (e.g. $`z=0`$ as in the critical isotherm, or $`z_p`$ as along the pseudo-critical line). Thus, $`M`$ can be described by a universal finite-size-scaling (FSS) function of one variable. We note that in order to recover the infinite-volume expression $`M=h^{1/\delta }f_G(z)`$ as $`L\mathrm{}`$, we must have $`Q_z(u)f_G(z)u^{1/\delta }`$ for large $`u`$. Thus, in this limit, the FSS functions are given simply in terms of the scaling function $`f_G(z)`$. Working with the FSS functions $`Q_z`$ instead of the infinite-volume scaling function $`f_G`$ has the disadvantage that one must consider $`z`$ fixed (thus restricting the regions to be compared in parameter space) but the advantage that a comparison can be made already at finite values of $`L`$.

Critical exponents and the scaling function $`f_G`$ are well-known for the $`3d`$ $`O(4)`$ model, whereas the pseudo-critical line and FSS functions have been recently studied in . We find that the peak susceptibilities are given by $`z_p=1.33(5)`$ and that the FSS functions $`Q_z(u)`$ approach their asymptotic values already at $`u2`$. For QCD, the order parameter is given by the chiral condensate $`<\overline{\psi }\psi >`$, the analogue of the magnetic field is the quark mass $`m_q`$, and $`t`$ is proportional to $`6/g^26/g_c^2(0)`$. Thus, the chiral susceptibility peaks at $`t_pm_q^{1/\beta \delta }`$. Studies at $`N_\tau =4`$ by the Bielefeld, JLQCD and MILC groups  show that the peak positions scale with the predicted exponents, but one sees no agreement with the $`O(N)`$ scaling function. This comparison was done up to multiplicative constants in the fields $`t`$ and $`h`$. We redo it below, performing a normalization of the QCD data.

Let $`hN_\tau m_q/H_0`$, $`t(6/g^26/g_c^2(0))/T_0`$. From the observed scaling along the pseudo-critical line and the universal quantities $`z_p`$,$`f_G(z_p)`$ from the $`O(4)`$ model, we determine the normalization constants $`H_0`$ and $`T_0`$. This allows an unambiguous comparison of the QCD data to $`f_G`$, as shown in Fig. 2. We then do a comparison with the FSS functions $`Q_z(hL^{\beta \delta /\nu })`$ using the data normalized above. We see that along the pseudo-critical line (JLQCD and Bielefeld data) FSS works well: the points are already in the asymptotic region and scale with the predicted exponent $`\delta `$ — as shown in  — and with the correct multiplicative constant, as expected from our normalization. In fact, all QCD data are asymptotic in $`hL^{\beta \delta /\nu }`$, and we can thus rescale all data by their corresponding $`f_G(z)`$ factors and plot them together, as shown in Fig. 2. We see a better agreement overall, although most MILC points are several deviations away from the predicted curve. As in Fig. 2, this happens for points outside the pseudo-critical line. Among these points, the ones with larger quark masses come closer to the curve. In particular, for the points with $`m_q=0.025`$ we see reasonable agreement, suggesting that after finite-size effects have been taken into account one may see universal scaling even away from the pseudo-critical line.

It is a pleasure to thank Jürgen Engels and Philippe de Forcrand for helpful comments and suggestions. This work was supported by FAPESP, Brazil (project No. 00/05047-5).

 J. Engels, S. Holtmann, T. Mendes and T. Schulze, Phys. Lett. B514, 299 (2001).

 F. Karsch and E. Laermann, Phys. Rev. D50, 6954 (1994); S. Aoki et al., Phys. Rev. all D57, 3910 (1998); C. Bernard et al., Phys. Rev. D61, 054503 (2000).


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# A Chandra observation of the globular cluster Terzan 1: the neutron-star X-ray transient X 1732–304 in quiescence

## 1 Introduction

In 1980, Hakucho detected a bursting X-ray source in the direction of the globular cluster Terzan 1 (Makishima et al. 1981; Inoue et al. 1981). Several years later, a steady X-ray source was detected (X 1732–304) consistent with this globular cluster and it is most likely the same source as the bursting source (Skinner et al. 1987; Parmar, Stella, & Giommi 1989). Since then, the source has persistently been detected at 2–10 keV luminosities between a few times $`10^{35}`$ erg s-1 and $`10^{37}`$ erg s-1 (see Figure 3 of Guainazzi, Parmar, & Oosterbroek 1999 and references therein). The source was detected with the ROSAT high resolution imager, which constrained the position of the source to $``$5′′ (Johnston, Verbunt, & Hasinger 1995). Also, a radio source was detected with the VLA in the ROSAT error circles (Martí et al. 1998) and it might be the radio counterpart of X 1732–304.

Guainazzi et al. (1999) reported on an anomalous low-state from X 1732–304 during a 1999 BeppoSAX observation. They could only detect one dim source with a 2–10 keV luminosity of $`1.9\times 10^{33}`$ erg s-1 (for a distance of 5.2 kpc \[Ortolani et al. 1999\]; note that Guainazzi et al. 1999 used 4.5 kpc). This source luminosity and its X-ray spectrum are both very similar to those observed for the neutron star transients in the Galaxy when they are in their quiescent state. These similarities strongly indicate that X 1732–304 suddenly turned off and became quiescent after having accreted for more than 12 years. This conclusion also holds when this BeppoSAX source is not X 1732–304 but an unrelated source, likely also part of the globular cluster (Guainazzi et al. 1999). The long active episode of X 1732–304 makes it very similar to the neutron star X-ray transient KS 1731–260, which was also active for more than a decade (see Wijnands et al. 2001, who called such systems ’long-duration’ X-ray transients).

Recently, it was realized (Wijnands et al. 2001) that when such long-duration X-ray transients turn off again, that they could be used to study the effects of a prolonged period of accretion on the neutron star core and crust, and on the the quiescent properties of neutron star X-ray transients. At the end of 2000 or early 2001, KS 1731–260 suddenly turned off after an accretion episode which lasted for at least 12 years. A Chandra observation on this source performed in March 2001 (just a few months after this source turned off) showed that the quiescent luminosity and temperature of this source were very similar to those of the ordinary transients in quiescence (Wijnands et al. 2001). The BeppoSAX observation of KS 1731–260, which was performed a few weeks before the Chandra one, showed very similar source properties (Burderi et al. 2002). If the quiescent emission in neutron star transients is due to thermal emission from the neutron star (e.g, van Paradijs et al. 1987), then the exact quiescent luminosity should depend on the time-averaged accretion rate of the system (e.g., Campana et al. 1998; Brown, Bildsten, & Rutledge 1998). If true, then KS 1731–260 has to be in quiescence in between outbursts for over a thousand years in order for the neutron star to be as cool as measured (Wijnands et al. 2001; Rutledge et al. 2002).

It is unclear if KS 1731–260 is unique in its behavior or that more sources behave similarly. Several more long-duration transients are known and among them, X 1732–304 is one of the best candidates to study in quiescence and to compare with KS 1731–260, because it is currently quiescent. Here we report our analysis of a short Chandra observation on this source during quiescence.

## 2 Observation, analysis, and results

The Chandra observation used in this paper was performed on 9 March 2000 for a total of 3665 seconds of on source time and using the HRC-I instrument. We used the CIAO tools and the threads listed at http://asc.harvard.edu to analyze the data. The central part of the obtained image is displayed in Figure 3. In the left panel, the field of the BeppoSAX error circle is shown (Guainazzi et al. 1999) and in the right panel a close up of the ROSAT and VLA error circles (Johnston et al. 1995; Martí et al. 1998). In the HRC-I field containing the BeppoSAX error circle only one source was detected using the tool wavdetect. The position of this source, as determined with this tool (R.A = 17h 35m 45.603s, Dec. = –30 29 00.1′′; all coordinates in this paper are for J2000.0; the error on the position is dominated by the pointing accuracy of the satellite and is typically 0.6′′; 1$`\sigma `$, Aldcroft et al. 2000), is inconsistent with that of the ROSAT and VLA positions of X 1732–304 (see Fig. 3). Therefore, this source cannot be the quiescent X-ray counterpart of X 1732–304; we designate this source CXOGLB J173545.6–302900. We used the tool dmextract to extract the number of source counts in a 3′′ circle around the source position. The number of background counts was estimated by using an annulus from 3′′ to 10′′ around the same position. In total, we detected only 11 counts from the source position, and according to dmextract about 1 count is most likely due to background. The resulting source count rate is $`2.8\times 10^3`$ counts s-1. Due to this low count rate and the limited spectral resolution of the HRC-I, the spectrum of the source cannot be constrained. We used PIMMS in order to convert the count rate to a flux, by assuming a column density of $`1.8\times 10^{22}`$ cm-2 (as determined for Terzan 1 \[Johnston et al. 1995\] and assuming the source is located in this cluster) and different spectral shapes. For a black-body spectrum with $`kT`$ of 0.2–0.3 keV the unabsorbed 0.5–10 keV flux is $`37\times 10^{13}`$ erg cm-2 s-1 (resulting in a luminosity of $`12\times 10^{33}`$ erg s-1 for a distance of 5.2 kpc) and for a power-law spectrum with photon index of 2 the flux would be $`4.0\times 10^{13}`$ erg cm-2 s-1 ($`1.3\times 10^{33}`$ erg s-1). The possible optical identification of this source and its nature will be further discussed by Cody et al. (2002).

When using wavdetect, no source is detected in the ROSAT or VLA error circles of X 1732–304. However, when visual inspecting the region of the ROSAT error circles (Fig. 3 right panel), two possible sources are suggested by the data, one with 3 counts (at R.A = 17h 35m 47.272s, Dec. = –30 28 55.5′′, error $``$ 1′′) and one with only 2 counts (at R.A = 17h 35m 47.313s, Dec. = –30 28 51.3′′, error $``$ 1′′). However, the detection of either source is statistically not significant and those sources could be due to chance superposition of background photons. Longer Chandra observations are needed to confirm the presence of both sources. If the presence of those sources can be confirmed, then their positions are consistent (within the Chandra pointing errors) with the ROSAT and VLA positions of X 1732–304. However, for now, we assume that we did not detect X 1732–304 and that less than 5 counts have been observed from it, resulting in a count rate upper limit of $`1.4\times 10^3`$ counts s-1. By assuming that the quiescent spectrum of this source is very similar to that of the other quiescent neutron star transient, we converted this count rate limit into a flux upper limit using PIMMS. For a black-body shaped spectrum with $`kT`$ of 0.2–0.3 keV and a column density of $`1.8\times 10^{22}`$ cm-2, the unabsorbed 0.5–10 keV flux upper limit would be $`1.63.5\times 10^{13}`$ erg cm-2 s-1.

Using our new Chandra result on X 1732–304, we can look back at the BeppoSAX observation of Terzan 1 in order to investigate whether the BeppoSAX source is X 1732–304 or an unrelated source. We converted (using PIMMS) the BeppoSAX LECS and MECS count rates listed by Guainazzi et al. (1999) into predicted Chandra/HRC-I count rates using a column density of $`1.8\times 10^{22}`$ cm-2 and the power-law shaped spectrum observed (with photon index of 2.2$`\pm `$0.6; Guainazzi et al. 1999). The predicted HRC-I count rate is in the range 3 to 9 $`\times 10^3`$ counts s-1, which is consistent with the count rates observed for the 10 count source combined with the count rate upper limit on X 1732–304. Therefore, no strong evidence is available for variability between the BeppoSAX and Chandra observations. However, X 1732–304 is currently not the brightest X-ray source in the cluster indicating that most if not all of the flux detected by BeppoSAX might not have come from this source but from the 10 count source we discovered.

The current quiescent state of X 1732–304 allows for the possible radio identification to be verified and a search for the optical counterpart of the source. The radio and optical observations reported by Martí et al. (1998) and Ortolani et al. (1999) were performed during times when X 1732–304 was still actively accreting. The current lack of significant accretion in this system will most likely also considerably have reduced its radio and optical emission.

## 3 Discussion

We presented a short Chandra/HRC-I observation of the globular cluster Terzan 1, known to contain the bright neutron star low-mass X-ray binary X 1732–304. Although we detect one source with a 0.5–10 keV luminosity of $`12\times 10^{33}`$ erg s-1, we could not detect X 1732–304 conclusively, with a luminosity upper limit of 0.5 – 1 $`\times 10^{33}`$ erg s-1 (0.5–10 keV; for a black-body shaped spectrum with $`kT`$ is 0.2–0.3 keV). Brown et al. (1998) argued that the quiescent emission of neutron star systems is due to thermal emission from the neutron star surface and that the X-ray spectrum should be fitted with a neutron star atmosphere model and not a black body. Rutledge et al. (1999) showed that indeed such models can fit the quiescent data, and that the bolometric luminosity obtained is about twice the 0.5–10 keV luminosity. Therefore, we assume a bolometric flux upper limit of $`37\times 10^{13}`$ erg cm-2 s-1 ($`12\times 10^{33}`$ erg s-1) for X 1732–304.

Brown et al. (1998) further argued that if the quiescent luminosity should depend on the time-averaged accretion rate of the source then a distance independent relation can be derived between the time-averaged flux $`F`$ and the quiescent flux $`F_\mathrm{q}`$ of $`F_\mathrm{q}F/135`$ (see, e.g., Rutledge et al. 2002; but neglecting neutrino emission from the core). The latter can be rewritten as $`F=t_\mathrm{o}F_\mathrm{o}/(t_\mathrm{o}+t_\mathrm{q})`$ resulting in $`F_\mathrm{q}\frac{t_\mathrm{o}}{t_\mathrm{o}+t_\mathrm{q}}\times \frac{F_\mathrm{o}}{135}`$, with $`F_\mathrm{o}`$ the average flux during outburst, $`t_\mathrm{o}`$ the average time the source is in outburst, and $`t_\mathrm{q}`$ the average time the source is in quiescence (see also Wijnands et al. 2001). We can estimate $`F_\mathrm{o}`$ via Figure 3 of Guainazzi et al. (1998), from which it can be deduced that the average 2–10 keV outburst luminosity is around 1036 erg s-1. Due to the relatively high column density towards Terzan 1, the average bolometric luminosity can easily be a factor 5 or more higher (PIMMS indeed gives a factor $``$5 difference between the 2–10 keV absorbed flux and the bolometric unabsorbed flux, using the column density towards Terzan 1 and a power-law spectrum with photon index of 2). Therefore, we assume a bolometric luminosity of $`5\times 10^{36}`$ erg s-1, resulting in a bolometric flux $`F_\mathrm{o}`$ of $`1.5\times 10^9`$ erg cm-2 s-1. By using $`F_\mathrm{q}`$ of $`<7\times 10^{13}`$ erg cm-2 s-1 and a $`t_o`$ of 12 years, then the $`t_q`$ is $`>`$180 years.

We stress that this derived lower limit is subject to large errors because of the uncertainties in the numbers used. For example, we have assumed an outburst duration of 12 years for the last outburst. However, this should be considered a lower limit because although persistent emission from X 1732–304 was only first detected in the mid 1980’s (e.g. Skinner et al. 1987; Parmar et al. 1989), the source was already detected through X-ray bursts in 1980 with Hakucho (Makishima et al. 1981; Inoue et al. 1981) indicating that the source was already actively accreting during that period. When assuming that $`t_o`$ is more like 17 years then $`t_q`$ would be $`>250`$ years. We have also assumed that the averaged flux during outburst and the duration of the outburst are very similar between distinct outbursts. For X 1732–304 we cannot test those assumptions because so far only one outburst has been observed from this source. From other recurrent transients it is clear that arguments in favor and against those assumptions can be made, so for simplicity, we assume that it is true for X 1732–304. Further (i.e., longer) Chandra observations are also needed to determine the exact quiescent luminosity of X 1732–304 (including its quiescent spectrum) to constrain further the time the source is inferred to be quiescent.

Assuming that all the above mentioned assumptions are valid, then X 1732–304 would be the second system after KS 1731–260 (Wijnands et al. 2001) which has been identified as possibly having rather long quiescent episodes. Remarkably, both systems have very long accretion episodes and long inferred quiescent episodes (note that this might also be true for the long-duration transient 4U 2129+47; Wijnands 2002; Nowak, Heinz, & Begelman 2002). In contrast, the ordinary transients which have been detected in quiescence have short outburst episodes and relatively short quiescent ones (see, e.g., Chen, Shrader, Livio 1997 for the behavior of ordinary transients). This division in two groups is suggestive of the presence of a correlation between the duration of the active episode and that of the quiescent one. It is unclear if such a correlation can be explained in the current disk instability models (e.g., Lasota 2001).

One possible explanation for this apparent correlation might be that in the long-duration transients enhanced neutrino cooling occurs in the core of their neutron stars, and in the ordinary transients only standard cooling. Colpi et al. (2001) suggested that when the neutron star mass exceeds 1.65 M, that this enhanced cooling occurs in the core. If both types of transient systems have similar quiescent episodes, the significantly higher time-averaged accretion rate in the long-duration systems compared to the ordinary ones, will increase the mass of the neutron stars in the long-duration transients faster than those in the normal ones. If one assumes that the systems are roughly of equal age, than the long-duration transients will have neutron stars with higher masses and thus are more likely to have enhanced neutrino emission in their neutron star cores.

Alternatively, the quiescent emission might not originate from the neutron star surface, but might be due to some other process, such as residual accretion or models in which the neutron star magnetic field is highly involved (e.g., Stella et al. 1994; Menou et al. 1999; Campana & Stella 2000). As already discussed by Wijnands (2002), in such models it is expected that, regardless of the outburst histories, the quiescent emission of the different systems should be very similar if their system parameters (i.e., orbital period; spin, mass, and magnetic field strength of the neutron star) are very similar. Such assumptions are not unrealistic: from the burst oscillations during type-I X-ray bursts, we have a good handle on the spin frequency of the neutron star in several normal transients such as Aql X-1 (549 Hz; Zhang et al. 1998) and 4U 1608–52 (619 Hz; Chakrabarty et al. 2000) and in several long-duration transients KS 1731–260 (524 Hz; Smith, Morgan, & Bradt 1997) and MXB 1659–298 (567 Hz; Wijnands, Strohmayer, & Franco 2001), which are all in a very narrow range. Moreover, the orbital periods of Aql X-1 (19 hrs; Welsh, Robinson, & Young 2000) and 4U 1608–52 (12.9 hrs; Wachter et al. 2002) are not extremely different from that of MXB 1659–298 (7.1 hrs; Cominsky & Wood 1984), which indicate similar mass transfer rates from the companion star (see Narayan, Garcia, & McClintock 2001 for a discussion). Therefore, in those alternative models it is natural to expect that the quiescent properties are very similar among the different type of systems. The small differences in exact luminosity can easily be explained by invoking small difference in, e.g., the amount of residual accretion or the actual strength of the magnetic field.

This work was supported by NASA through Chandra Postdoctoral Fellowship grant number PF9-10010 awarded by CXC, which is operated by SAO for NASA under contract NAS8-39073. RW thanks Tim Oosterbroek and Matteo Guainazzi for helpful discussions about the BeppoSAX data on Terzan 1. CH and JG thank Tom Aldcroft and Eric Schlegel for discussions about the Chandra data.


text:
# 1 𝛽 for various q

Scaling Exponent for Coarsening in a 1D q-state system.
Ajay Gopinathan 111Present address: Department of Physics, University of Chicago, Chicago, IL 60637, USA

Theoretical Physics Group, Tata Institute of Fundamental Research, Colaba, Mumbai, India

Abstract

An exponent $`\beta `$ which characterises non-equilibrium coarsening processes is calculated in a deterministic solvable model of coarsening for a 1D q-state Potts system. We study how the fraction of sites P which have never changed their state, scale with the characteristic domain length $`\mathrm{}`$. $`\beta `$ is defined by P $`\mathrm{}^{\beta 1}`$. We propose a new model of coarsening that prevents correlations from developing between domains thereby ensuring tractability and an exact result for any q.
PACS: 02.50,05.20

1. Introduction

Domain coarsening occurs when a system is rapidly quenched from a high temperature disordered state to a low temperature ordered state . Domains of different equilibrium states form on larger and larger length scales thus giving us a system that is forever in nonequilibrium. An important observation is that this nonequilibrium coarsening process exhibits dynamic scaling at late times, that is, the domain structure at later times is statistically similar to those at earlier times except for a global change of scale . This implies that at late times the system is characterized by a single length scale $`\mathrm{}(t)`$ and all properties of the system can be got in terms of this $`\mathrm{}(t)`$. The scaling hypothesis implies that the equal time and two time correlation function can be written in scaling form as

$$C(r,t)=f(r/\mathrm{})C(r,t,t^{})=(\mathrm{}^{}/\mathrm{})^\lambda h(r/\mathrm{})$$

These scaling forms are well supported by experiment.

Theoretically there have been two main approaches to studying the coarsening process. The first is to study stochastic models such as the Ising model with Glauber dynamics and the second is to study deterministic models like the Ginzburg-Landau equation for the coarse grained order parameter with no noise term. In this case the GL equations are completely deterministic, the only randomness being in the initial conditions. This is very different from the kinetic Ising models, which are stochastic by definition (even at T = 0) and the average of any thermodynamic quantity is not only over initial conditions (which is the case for the T = 0 GL equations) but also over the histories of evolution. It is generally believed that in d$``$2 the stochastic and deterministic models belong to the same universality class. But in 1D the situation is quite different. For example for the 1D Ising model, with Glauber dynamics, at T = 0, evolved from a random initial condition ( quenching from high T ) , the domain walls behave as independent random walkers who annihilate upon meeting. The average domain size $`\mathrm{}`$ grows as t1/2. The equal time and the two time spin-spin correlation functions can be exactly calculated . On the other hand for deterministic models the situation is different. For example in the 1D GL model the domain walls interact via their exponential tails leading to a logarithmic growth law . This kind of a difference in time dependence suggests that exponents defined with respect to $`\mathrm{}`$ may be more fundamental than those defined with respect to $`t`$.

The correlation function exponents and the dependence of the characteristic domain length scale on time have been studied extensively . But since this gives no information on the history of evolution of the system, the study of “persistence” is important. A simple way of characterizing the history of evolution of a system would be to look at, say, the probability of a single spin in an Ising system not changing its spin upto a certain time, in other words, its “persistence” in clinging to its original state. By studying the scaling behaviour with $`\mathrm{}`$ of P, the fraction of spins that have not changed their state, we can define the exponent $`\beta `$ by P $`\mathrm{}^{\beta 1}`$. For the stochastic 1D Ising model with Glauber dynamics an exact result for $`\beta `$ was found  to be $`\beta =0.25`$. The same exponent was studied in the context of the 1D GL model whose late time dynamics can be mapped, as will be explained later, to a deterministic coarsening algorithm which consists of the continual removal of the smallest domains. In this case it was found  to be exactly 0.824…

The same question can be asked in the context of the q-state Pott’s model. It turns out that though the autocorrelation exponent and the growth law for the characteristic domain length may be the same, $`\beta `$ varies with q. An exact result  was recently found for the 1D stochastic case, which is an exact generalization of the q = 2 case, as

$$\beta (q)=\frac{5}{4}\frac{4}{\pi ^2}\left[\text{cos}^1\left(\frac{2q}{\sqrt{2}q}\right)\right]^2$$

Noting the difference in value of $`\beta `$ in the stochastic and deterministic case for q = 2, it is only natural to ask how $`\beta `$ varies for general q in the deterministic case. For general q, however tractability is lost because, as we shall explain later, correlations develop between domains. Nevertheless approximate calculations ignoring these correlations have been carried out .

In this paper we present a different model of coarsening in which no correlations develop between domains. Using this model we can calculate $`\beta `$ exactly for any q. For q = 2 our model reduces to the case discussed above.

2. The Model

The motivation behind our model is as follows. Let us consider the q = 2 Ising case first, in the context of the time dependent Ginzburg-Landau equation in 1D with no noise ( T = 0 ). It turns out  that the late time dynamics of this model can be mapped to deterministic equations describing the motions of a set of interacting domain walls ( kinks in the wall profile ). The kinks interact via an exponential attractive interaction. This implies that in the limit when the typical separation between domain walls is much larger than the width of a wall, the shortest domains collapse instantly as compared to the longer ones. This means that the dynamics reduces to a deterministic model where at each time step the shortest domain is found and the spins inside it are flipped. Thus the system coarsens with the continual “removal” of the shortest domains.

Now we can address the question as to what fraction of the spins have never flipped. It is clear that once a domain has been removed the spins inside no longer contribute to the fraction of spins that have never flipped. If we call those parts of the line where the spins have flipped atleast once “wet”, and those parts where the spins have never flipped “dry”, then clearly, when a domain is removed, the portion of the line it occupied becomes “wet”. So the question about the scaling of the fraction of spins that have never flipped can be rephrased as: How does the density of dry regions scale with $`\mathrm{}`$? We define the exponent $`\beta `$ by saying that the dry region density scales as $`\mathrm{}^{\beta 1}`$ or the dry part per domain goes as $`\mathrm{}^\beta `$.

A straightforward generalization of this procedure to the q - state Pott’s model can be done. The domains form a random sequence constructed from the q available states, no two consecutive domains being the same. Again the smallest domains will collapse and can be removed if the states of the domains on either side are the same. But if they are different the two walls will coalesce to form a new wall at the midpoint. But this routine leads to correlations developing between the domains. Instead we consider an abstract model in which the smallest domain is merged with the domain to its right if the states of the domains on either side are different. This ensures , as we shall shortly explain, that no correlations develop between domains. This leads to tractability and an exact result for any q.

In this paper we examine how the dry region density scales with the characteristic domain length scale in the context of this abstract model.

The details of the model are as follow.
At any time we have a sequence of domains constructed from the q available states, no two consecutive ones being the same. The smallest domains are identified at each time step. If the domains to its left and right are the in the same state then it flips to that state ,that is, the three domains merge to form a single large domain. Since domains remain uncorrelated, as we shall show, the probability of this occurence is $`\frac{1}{q1}`$. On the other hand with a probability $`\frac{q2}{q1}`$ ( in the event that the two domains are in different states ), the smallest domain flips to the state of its right side neighbour . In other words, it merges with its right hand neighbour leaving the other neighbour unaffected. In both cases the part of the line previously occupied by the smallest domain becomes wet.

Now we consider the question of correlations. Suppose we choose N intervals, the number of distinct arrangements of these on a circle is (N \- 1)!. Suppose we determistically coarsen this system by picking the smallest domain each time and removing it, till we end up with one interval. Thus (N - 1)! distinct histories can be created. Now we consider an alternate algorithm which consists of picking the smallest interval and then picking two intervals at random and combining the three. We iterate this procedure until only a single interval remains. This procedure also generates (N - 1)! histories which are in one to one correspondence with the histories generated by the deterministic algorithm described above. This proves that no correlations develop between domains during coarsening by merging with domains to both the left and right.

Now consider coarsening the N intervals arranged on a circle by picking the smallest interval each time and combining it with the interval to the right. This procedure generates $`(N1)!`$ histories. As before we consider an alternative procedure of picking the smallest interval at each step and picking another interval at random and attatching it to the smallest interval. This procedure also generates $`(N1)!`$ histories again proving that the coarsening algorithm does not develop any correlations between the domains.

So we have proved that the coarsening procedure we use in our model, which is nothing but a combination of the two coarsening algorithms described above, does not allow correlations to develop between intervals. As a result we can use the “picking at random” algorithm to compute $`\beta `$.

3. Equation for $`\beta `$

Our calculations follow the method used by Bray et al  for the 1D Ising model case. We start with random intervals on a line. Each interval I is characterised by its length l(I) and by the length of its dry part d(I). At each time step the smallest domain $`I_{min}`$ is picked. As explained before there are two possibilities.
1. Two more intervals $`I_1,I_2`$ are picked at random. The three domains are merged to form a single large domain $`I`$. This occurs with probability $`\frac{1}{q1}`$. The total length and dry parts of I are given by

$$l(I)=l(I_1)+l(I_{min})+l(I_2)$$
(1)
$$d(I)=d(I_1)+d(I_2)$$
(2)
2. Another interval $`I_1`$ is picked at random. The smallest domain is merged with it to form a new domain $`I`$. This occurs with probability $`\frac{q2}{q1}`$. The length and dry part of $`I`$ are given by

$$l(I)=l(I_1)+l(I_{min})$$
(3)
$$d(I)=d(I_1)$$
(4)
We assume that the lengths of intervals take only integer values and that the minimal length in the system is $`i_0`$. We also assume that there is a very large number $`N`$ of intervals. We denote the number of intervals of length $`i`$ by $`n_i`$ and also the average length of the dry part of intervals of length $`i`$ by $`d_i`$. We denote by primed symbols the values of these quantities after all the $`n_{i_0}`$ intervals of length $`i_0`$ have been eliminated, so that the minimal length becomes $`i_0+1`$. The time evolution equations are then given by

$$N^{}=N2n_{i_0}(\frac{1}{q1})n_{i_0}(\frac{q2}{q1})$$
(5)
i.e

$$N^{}=Nn_{i_0}(\frac{q}{q1})$$
(6)
Similarly we have

$$n_i^{}=n_i\left(1\left(\frac{q}{q1}\right)\frac{n_{i_0}}{N}\right)+\frac{n_{i_0}}{q1}\underset{j=i_0}{\overset{i2i_0}{}}\frac{n_j}{N}\frac{n_{iji_0}}{N}+\frac{q2}{q1}n_{i_0}\left(\frac{n_{ii_0}}{N}\right)$$
(7)
$`n_i^{}d_i^{}`$ $`=`$ $`n_id_i\left(1\left({\displaystyle \frac{q}{q1}}\right){\displaystyle \frac{n_{i_0}}{N}}\right)+{\displaystyle \frac{n_{i_0}}{q1}}{\displaystyle \underset{j=i_0}{\overset{i2i_0}{}}}{\displaystyle \frac{n_j}{N}}{\displaystyle \frac{n_{iji_0}}{N}}(d_j+d_{iji_0})`$
$$+\left(\frac{q2}{q1}\right)\frac{n_{i_0}}{N}(n_{ii_0}d_{ii_0})$$
(8)
Note that these are valid for $`n_{i_0}<<N`$ which is valid when $`i_0`$ becomes large.
We assume that after many iterations i.e. when $`i_0`$ becomes large, a scaling regime is reached, where

$$n_i=\frac{N}{i_0}f\left(\frac{i}{i_0}\right)n_id_i=Ni_0^{\beta 1}g\left(\frac{i}{i_0}\right)$$
(9)
For large $`i_0`$ we can treat $`x=i/i_0`$ as a continuous variable. Then neglecting O(1/$`i_0^2`$) we have

$$n_i^{}=\frac{N^{}}{i_0+1}f\left(\frac{i}{i_0+1}\right)=\frac{N}{i_0}\left[f(x)\left(\frac{q}{q1}\right)\frac{f(1)}{i_0}f(x)\frac{f(x)}{i_0}x\frac{f^{}(x)}{i_0}\right]$$
(10)
and

$`n_i^{}d_i^{}`$ $`=`$ $`N(i_0+1)^{\beta 1}g\left({\displaystyle \frac{i}{i_0+1}}\right)`$
$$=Ni_0^{\beta 1}\left[g(x)\left(\frac{q}{q1}\right)\frac{f(1)}{i_0}g(x)+\frac{\beta 1}{i_0}g(x)x\frac{g^{}(x)}{i_0}\right]$$
(11)
Inserting these into the time evolution equations (7) and (8), and using the fact that $`f`$ and $`g`$ are independent of $`i_0`$ for large $`i_0`$ we get

$`f(x)`$ $`+`$ $`xf^{}(x)+\theta (x3){\displaystyle \frac{f(1)}{q1}}{\displaystyle _1^{x2}}f(y)f(xy1)𝑑y`$
$$+\theta (x2)\left(\frac{q2}{q1}\right)f(1)f(x1)=0$$
(12)
$`(1\beta )g(x)`$ $`+`$ $`xg^{}(x)+2\theta (x3){\displaystyle \frac{f(1)}{q1}}{\displaystyle _1^{x2}}g(y)f(xy1)𝑑y`$
$$+\theta (x2)\left(\frac{q1}{q2}\right)f(1)g(x1)=0$$
(13)
Now we introduce the Laplace tranforms of the functions $`f`$ and $`g`$

$$\varphi (p)=_1^{\mathrm{}}exp(px)f(x)𝑑x$$
(14)
$$\psi (p)=_1^{\mathrm{}}exp(px)g(x)𝑑x$$
(15)
Taking Laplace transforms of equations (12) and (13) we get

$$p\varphi ^{}(p)=f(1)exp(p)\left[\left(\frac{1}{q1}\right)\varphi ^2(p)+\left(\frac{q2}{q1}\right)\varphi (p)1\right]$$
(16)
$$p\psi ^{}(p)+\beta \psi (p)=f(1)exp(p)\left[2\left(\frac{1}{q1}\right)\psi (p)\varphi (p)+\left(\frac{q2}{q1}\right)\psi (p)\frac{g(1)}{f(1)}\right]$$
(17)
These are fairly simple first order differential equations in one variable and may be solved in a straightforward fashion to obtain the solutions

$$\varphi (p)=\frac{1exp(h(p))}{1+\left(\frac{1}{q1}\right)exp(h(p))}$$
(18)
$$\psi (p)=g(1)_p^{\mathrm{}}\left[\frac{1+\frac{1}{q1}exp(h(x))}{1+\frac{1}{q1}exp(h(p))}\right]^2\frac{exp(h(x))}{exp(h(p))}\frac{x^{\beta 1}}{p^\beta }exp(x)𝑑x$$
(19)
where h(x) is given by

$$h(x)=f(1)\left(\frac{q}{q1}\right)_x^{\mathrm{}}\frac{e^t}{t}𝑑t$$
(20)
It may be noted that the constants of integration implied by the form of the solutions above, are fixed by the requirement that both $`\varphi `$ and $`\psi `$ go to zero as p tends to infinity.

It remains to fix the constants f(1) and $`\beta `$. For this we use the following expansion

$$_p^{\mathrm{}}\frac{e^x}{x}𝑑x=\text{ln}(p)\gamma \underset{n=1}{\overset{\mathrm{}}{}}\frac{(p)^n}{nn!}$$
(21)
where $`\gamma `$ is Euler’s constant and has a value $`\gamma =0.577215\mathrm{}`$. Using this with (18) and (20) gives a small $`p`$ expansion for $`\varphi `$

$$\varphi (p)=1\left(1+\frac{1}{q1}\right)p^{\frac{q}{q1}f(1)}exp\left[\frac{q}{q1}f(1)\gamma \right]\left(1+O(p)\right)$$
(22)
Comparing this with the small $`p`$ expansion from (14) which is $`\varphi (p)=1xp+\mathrm{}`$ we get $`f(1)=\frac{q1}{q}`$ and also the ratio of the mean domain length to the minimum length as $`x=\left(\frac{q}{q1}\right)e^\gamma `$.

The exponent $`\beta `$ can be determined in a similar fashion. We define $`r(p)`$ by

$$r(p)=h(p)+\text{ln}(p)=\gamma \underset{n=1}{\overset{\mathrm{}}{}}\frac{(p)^n}{nn!}$$
(23)
Using this we can rewrite (19) as

$$\psi (p)=g(1)_p^{\mathrm{}}\left[\frac{1+\frac{1}{q1}exp(r(x))}{1+\frac{1}{q1}exp(r(p))}\right]^2\frac{exp(r(x))}{exp(r(p))}\frac{x^{\beta 2}}{p^{\beta 1}}exp(x)𝑑x$$
(24)
From this we may get the small $`p`$ form of $`\psi (p)`$ as

$$\frac{g(1)}{1\beta }+\frac{g(1)}{1\beta }e^\gamma p^{1\beta }B(p,\beta )$$
(25)
where

$$B(p,\beta )=_p^{\mathrm{}}x^{\beta 1}\frac{\text{d}}{\text{dx}}\left[e^x\left(e^{\frac{r(x)}{2}}+\frac{1}{q1}xe^{\frac{r(x)}{2}}\right)^2\right]𝑑x$$
(26)
It may be easily shown that

$$B(p,\beta )=B(0,\beta )+O(p^{1+\beta })+O(p^{2+\beta })+\mathrm{}$$
(27)
Thus (25) reduces to

$$\frac{g(1)}{1\beta }\left(1+B(0,\beta )p^{1\beta }+O(p)+O(p^2)+\mathrm{}\right)$$
(28)
We now compare this expansion to the direct expansion of $`\psi (p)`$ obtained from (15), namely $`\psi (p)=_1^{\mathrm{}}𝑑xg(x)(1p(x)+O(p^2))`$. If we require the function $`g(x)`$ to have a finite first moment then we have to have $`B(0,\beta )=0`$ i.e

$$_0^{\mathrm{}}x^{\beta 1}\frac{\text{d}}{\text{dx}}\left[e^x\left(e^{\frac{r(x)}{2}}+\frac{1}{q1}xe^{\frac{r(x)}{2}}\right)^2\right]𝑑x=0$$
(29)
This condition determines $`\beta `$ for us. For general q the $`\beta `$ can be determined by numerical methods from the above condition (29). We have computed $`\beta `$ for sample values of q (see table). $`\beta `$ for q = 2 agrees with Bray’s value  upto the 5 decimal places we have computed. This is what one would expect because, as we mentioned before, our model reduces to Bray’s model for q = 2. We also notice a monotonic decrease in $`\beta `$ as q increases. This is also what one would physically expect if we look at the dry part per domain which scales as $`\mathrm{}^\beta `$. As we go to higher values of q, coarsening proceeds almost exclusively by the smallest domain merging with one nearest neighbour. This implies that, in the scaling regime, the dry part per domain remains almost constant leading to lower and lower values of $`\beta `$, which indeed, is what we find. It can also be shown analytically by considering the small p form of $`\psi (p)`$ for the q$`\mathrm{}`$ case that $`\beta =0`$.

4. Conclusion

We have studied a deterministic model of coarsening for the zero temperature dynamics of a q-state Pott’s system in 1D following a rapid quench. This model does not allow correlations to develop between domains thus rendering it exactly solvable. We have determined the persistence exponent $`\beta `$ exactly for all q. For q = 2 we obtain $`\beta =0.824\mathrm{}`$ in complete agreement with . As q increases we find that $`\beta `$ decays monotonically to zero.

Acknowledgements

I am very grateful to Dr. Satya N. Majumdar who started me off on the problem, for his guidance throughout the course of this work. I would also like to thank T.I.F.R, Mumbai for the hospitality extended to me during my stay as a participant in the V.S.R.P 97.

References

 A.J Bray 1994 Adv. Phys. 43 357

 R.J. Glauber 1963 J. Mat. Phys. 4 294

 A.J. Bray 1990 J. Phys. A 23 L67

 S.N. Majumdar, D.A. Huse 1995 Phys. Rev. E V52 1 270

 B. Derrida, V. Hakim, V. Pasquier 1996 J. Stat. Phys. 85 763

 A.J. Bray, B. Derrida, C. Godreche 1994 Europhys. Lett 27 (3) 175

 B. Derrida, C. Godreche, I. Yekutieli 1991 Phys. Rev. A 44 6241

 P.L. Krapivsky, E. Ben-Naim 1997 Phys. Rev. E 56 3788


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# Depinning and Dynamics of Systems with Competing Interactions in Quenched Disorder

\[

## Abstract

We examine the depinning and driven dynamics of a system in which there is a competition between long range Coulomb repulsive and short range attractive interactions. In the absence of disorder the system forms Wigner crystal, stripe and clump phases as the attractive interaction is increased. With quenched disorder, these phases are fragmented and there is a finite depinning threshold. The stripe phase is the most strongly pinned and shows hysteretic transport properties. At higher drives beyond depinning, a dynamical reordering transition occurs in all the phases, which is associated with a characteristic transport signature.

\]

Two-dimensional systems in which there is a competition between long-range repulsion and short range attraction exhibit a remarkable variety of patterns such as stripes, bubbles, and labyrinths . Such systems include magnetic films , Langmuir monolayers, polymers, gels, and water-oil mixtures . It has been proposed that similar competing interactions can arise in two-dimensional electron systems leading to stripes, clumps  and liquid crystalline electron states . Stripe and other charge-ordered phases in metal oxides are sometimes modeled as systems with competing long range repulsion and short range attraction . In many of these systems quenched disorder from the underlying substrate may be present; however, it is not known how this disorder would affect the structure and dynamics of these systems. Quenched disorder can strongly alter the transport properties, producing a pinning effect in which a finite driving force must be applied before net motion occurs.

The effects of quenched disorder on driven elastic media have been studied extensively in the context of vortices in superconductors , Wigner crystals  and charge density waves (CDWs) . A remarkable wealth of nonequilibrium behaviors arise, one of the most intriguing of which is dynamic reordering. At low drives above depinning, the elastic system can break up and flow plastically. For increasing drive, the effects of the quenched disorder are partially reduced, allowing the elastic interactions to dominate. The system then orders or partially orders to a moving crystal or smectic. Dynamical reordering has been studied theoretically , experimentally  and in simulations  in vortex matter, CDW systems  and driven Wigner crystals . An open question is whether dynamic reordering is universal to other types of systems with quenched disorder, particularly those with competing interactions.

The study of transport in systems with competing interactions and quenched disorder is of considerable value since in many physical systems it is not possible to probe the microscopic behavior directly. Instead transport signatures such as $`IV`$ characteristics and conduction noise are measured. Recently, highly nonlinear and hysteretic transport was observed for two dimensional electrons in the reentrant integer quantum Hall state, and it was suggested that this is a signature of the depinning of some form of charge ordered state . We note that simulations for driven vortex matter  and Wigner crystal states  in 2D have produced non hysteretic transport curves; however, it is not known if the depinning of other ordered states such as stripes or clumps is hysteretic.

In order to examine the transport characteristics as well as to determine whether dynamic reordering occurs in this class of system, we have conducted numerical simulations of systems of particles that have a competing long-range Coulomb repulsion and a short range attraction. Our model is similar to one introduced by Stojkovic et al.  to examine charge ordering in metal oxides. In our model, as a function of increasing attractive interaction, we find three generic phases in the absence of quenched disorder similar to those observed in : Wigner crystal, stripe, and clump. The addition of disorder affects the stripe phase most strongly, fragmenting the stripes and producing a large depinning threshold and nonlinear $`IV`$ characteristics. The depinning threshold drops sharply upon entering the clump phase. The $`IV`$ curves are hysteretic in the stripe region and in a portion of the clump region where the disorder fragments the clumps. The initial depinning of the fragmented stripe and clump phase is plastic, but at higher drives there is a dynamical reordering, where ordered stripes that are aligned with the drive form and the clumps reform. Characteristic signatures of the reordering appear as features in the $`IV`$ curves as well as the conduction noise, which shows a $`1/f^2`$ characteristic in the moving fragmented stripe and clump phase, and a washboard periodic signal in the moving reordered states.

We model a 2D system of overdamped interacting particles that have a long-range Coulomb repulsion and a short range exponential attraction. The equation of motion for a particle $`i`$ is $`𝐟_i=𝐟_{ii}+𝐟_p+𝐅_d=\eta 𝐯_i`$, where the damping term $`\eta =1`$. The force from the other particles is $`𝐟_{ii}=U(r)`$, where

$$U(r)=1/rB\mathrm{exp}(\kappa r).$$

$`\kappa =0.25`$ is the inverse range, and the parameter B is used to vary the relative strength of the attractive interaction. The repulsive Coulomb term, treated with a summation method , dominates at small and large $`r`$. The force from the quenched disorder $`𝐟_p`$ comes from randomly placed attractive parabolic pins of maximum strength $`f_p`$. The driving term $`𝐅_d`$ is increased from 0 to $`0.08`$ in our units in increments of $`0.0002`$, and the sample is held at each drive increment for $`8\times 10^4`$ time steps to ensure a steady state. We measure the time-averaged particle velocity $`<V_x>`$ and its derivative $`dV/dF`$. The system is initially prepared in a high temperature molten state and annealed to $`T=0`$. After annealing the driving force is applied. For the work presented here we keep $`\kappa `$ and the particle density fixed and vary $`B`$. Changing particle density and $`\kappa `$ do not affect the qualitative results.

We first investigate the transport properties for different phases as a function of $`B`$. For the parameters we present here, in the absence of disorder we find a Wigner crystal for $`B=0`$. As $`B`$ is increased the lattice becomes increasingly distorted until for $`B=0.25`$ to $`B<0.325`$ stripes form, and for $`B0.325`$ clumps form. In Fig. 1(a) we show representative velocity vs driving force curves for the system with quenched disorder for the Wigner crystal, stripe and clump phases. The curves for the Wigner and stripe phases are highly nonlinear and S-shaped. In addition the pinning is much more effective for the stripe phase than the Wigner crystal as indicated by the larger depinning threshold. In Fig. 1(b) we present the corresponding $`dV/dF`$ curves. The initial depinning for $`B<0.35`$ is plastic which coincides with the onset of strong peaks in the $`dV/dF`$ curves. The stripe phase shows a second small peak in the $`dV/dF`$ curve, in addition to the large plastic peak.

In Fig. 1(c) we show the depinning threshold vs B, obtained from the velocity curves where we take depinning to occur at a velocity threshold of $`0.002`$. The figure also indicates where the Wigner, stripe, and clump phases occur as a function of $`B`$ without disorder. The susceptibility of the stripe state to the quenched disorder and the corresponding increase in the depinning threshold can be viewed as a consequence of the softening of the system due to self-induced disorder. Recently Schmailian and Wolynes  proposed that for systems with competing interactions without quenched disorder, in particular stripe generating systems, self-generated glass or disordering transitions occur due to frustration . A disordered system is soft, allowing individual particles to be displaced without costing elastic energy, so that particles can find optimal pinning sites. Conversely a system with strong elastic interactions such as a crystal is very stiff, preventing particles from being randomly displaced to the optimal pinning sites. In our system, for low B the Coulomb interaction dominates and the system forms a distorted Wigner crystal state. As $`B`$ increases there is increasing competition between the repulsive and attractive interactions. In the stripe phase the elasticity is lowest, and the system can most easily adjust to the pinning. This implies that well defined stripe structures will be easily destroyed in systems where quenched disorder is present. For increasing $`B`$ the short-range attraction becomes dominant and clumps form. The pinning is strongly reduced in the clump region due to the increase in elasticity from three effects: once the particles are in the clump phase, individual particles cannot leave the clump to take advantage of the pinning; within the clumps the particles form crystal structures which create an intraclump elasticity; additionally, since Coulomb interactions dominate at long range, the clumps themselves form a partially ordered Wigner crystal with an additional elasticity. An increase in the pinning due to the softening of an elastic media has also been evoked for explaining the peak effect phenomena observed in vortex matter in type II superconductors where an increase of the pinning occurs as a function of field or temperature . Simulations for vortex matter where the lattice is softened have shown that this softening will lead to a smooth increase in the depinning threshold as well as an onset and enhancement of the plastic flow region .

In Fig. 2 we show a series of snapshots for different values of the applied driving force for the system at $`B=0.29`$ in the stripe phase to indicate the correlation between the various features in the velocity force curves and the microstructure of the moving system. Fig. 2(a) shows the $`F_d=0`$ disordered stripe phase. Here only stripe fragments can be seen. Just above depinning, at $`F_d=0.021`$ in Fig. 2(b), the system is in plastic flow and the stripe structures are almost completely destroyed. For drives up to the first peak in the $`dV/dF`$ curve in Fig. 1(b), the system is strongly disordered, while above the peak the system begins to reorder, as seen in Fig. 2(c,d) for $`F_d=0.029`$ and $`0.04`$ where stripe segments reform. For $`F_d=0.045`$ \[Fig. 2(e)\] an aligned stripe phase forms. For drives beyond the second peak in $`dV/dF`$, as shown in Fig. 2(f) ($`F_d=0.06`$), the stripe structures are very well formed. The second peak in $`dV/dF`$ appears because the reordering transition leads to a change in the effectiveness of the pinning, from stronger pinning (and slower-moving particles) in the disordered state to weaker pinning (and faster-moving particles at the same drive) in the ordered stripe state.

In Fig. 3(a-f) we show the reordering dynamics for $`B=0.325`$, where in the absence of quenched disorder the systems forms the clump state. For this value of disorder the $`F_d=0.0`$ clump state is fragmented as seen in Fig. 3(a). Above depinning, as in Fig. 3(b,c) ($`F_d=0.018,0.02`$), the clumps are further fragmented. In Fig. 3(d) and Fig. 3(e) for $`F_d=0.03`$ and $`0.035`$ the clumps began to reorder. In Fig. 3(f) for $`F_d=0.06`$ the clumps are completely reordered.

For $`B>0.35`$, the clumps are no longer fragmented by the quenched disorder at $`F_d=0`$, and the depinning transition is elastic, with the entire clump structure depinning as a unit, and with greatly diminished peaks in the $`dV/df`$ curves. For $`B<0.25`$ the system forms a disordered Wigner crystal which depins plastically and forms a moving smectic, as previously studied in Ref .

In Fig. 4(a) we show that only certain phases have hysteretic properties. The velocity-force curve for the stripe phase shows hysteresis which corresponds to the ordered stripe structure, as seen in Fig. 2(e), “supercooling” on the downward drive sweep. We do not observe any hysteresis for the elastically depinning clump phases at $`B>0.35`$, since the moving state and the pinned state are structurally the same. Additionally we find no hysteresis for the Wigner crystal regions $`B<0.25`$, which is in agreement with previous work on driven Wigner crystals as well as previous work for vortex matter in 2D.

We have measured the power spectra $`S(f)`$ of the velocity fluctuations at fixed drive values, and find two general forms. In the moving disordered or plastic flow phases, we observe a broad band signal with a $`1/f^\alpha `$ characteristic. In the reordered moving phases we observe narrow band peaks. In Fig. 4(b) we show $`S(f)`$ for the stripe phase in the plastic flow region and the reordered region. For the plastic flow regime a $`1/f^2`$ signal can be seen, while for the reordered phase the noise power is considerably reduced and a series of narrow band peaks are observable. For the moving Wigner crystal we observe only a single narrow band peak, produced by the washboard signal of the moving lattice of frequency $`\omega =v/a`$, where $`v`$ is the velocity of the lattice and $`a`$ is the lattice constant. This has also been seen for vortices moving in an ordered phase . For the reordered stripe and clump phase, we observe a series of peaks, as shown. The series of peaks rather than one washboard signal arise due to the combination of the macro-structural ordering of the moving stripe and clump phases, as well as the internal ordering of the particles within the stripes and clumps. These additional internal frequencies are at much higher frequencies than the washboard signal since the internal structure lattice constant is much smaller than the macrostructure lattice constant.

We briefly comment that we have also performed simulations for different values of disorder. We find that the peak in the pinning force always corresponds to the stripe phase. For larger disorder the peak broadens gradually. For different values of $`\kappa `$ or for different density of particles we observe that the onset of the different phases occurs for different values of $`B`$ than presented here; however, the qualitative behaviors are unchanged.

In conclusion we have used numerical simulations to examine the depinning and dynamics of a system with competing long-range repulsion and short range attraction where in the absence of quenched disorder we find a Wigner crystal, stripe and clump phase. With quenched disorder these phases become partially disordered. The stripe phase is most strongly affected by the quenched disorder and has the highest depinning threshold due to the self-induced frustration. It may be difficult to observe well defined stripe structures in systems with quenched disorder. For increasing drives we find that these phases can exhibit a dynamical reordering transition. For the fragmented stripe phase the transition is hysteretic with the stripes becoming highly ordered and aligned with the drive. The enhanced pinning and hysteresis we observe resemble those found recently in experiments on two-dimensional electron systems . We also demonstrate that the reordering transitions can be inferred from characteristics in the $`IV`$ curves and noise spectra. The dynamics and the mesoscopic patterns we observe should be generic to the general class of systems with competing long-range and short-range interactions in quenched disorder.

Acknowledgments—We thank A. Castro-Neto for useful discussions. This work was supported by the US Department of Energy under contract W-7405-ENG-36.


text:
# The Time of Flight System of the AMS-02 Space Experiment

## 1 Introduction

The *Alpha Magnetic Spectrometer* (AMS)  has been redesigned to increase the maximum detectable rigidity up to $`1\mathrm{TV}`$, by using a superconducting magnet which will provide a maximum field of about $`0.8\mathrm{T}`$. The new Time Of Flight (TOF) system of the experiment has to operate in a stronger magnetic field and with many different inclinations between the photomultiplier (PM) axis and the field direction. In the following a description of the new TOF system is given and results are reported on various aspects of the system operation.

The main constraints for the TOF sub-detector are due to the operation in space: the counters must be housed into mechanically robust and light tight covers; the whole system has to follow the NASA specifications for the support structure (resistance to load and vibrations); all the TOF electronics must be protected against possible faults due to the highly ionized low-orbit environment and must have complete control on every channel for fine tuning during 3 years of data taking. The power consumption is limited to 150 W for the whole TOF system.

## 2 The new AMS spectrometer and the new TOF design

Figure 1 shows the new version of the AMS detector (called AMS-02) that will be installed on the ISS in 2004. The AMS-02 spectrometer will make use of a superconducting magnet (0.8 T dipolar field); the tracker will have 8 Si planes, to achieve better rigidity resolution; there will be a RICH to extend to higher energies the TOF measurement range, while a TRD and an electromagnetic calorimeter will improve the capability to distinguish between electrons and protons up to hundreds GV rigidity.

The new TOF is being completely designed and built at the INFN Laboratories in Bologna. Its main goals are to provide the fast trigger to AMS readout electronics, and to measure the particle velocity ($`\beta `$), direction, position and charge. The mechanical constraints of the AMS-02 apparatus do not allow to minimize the PM orientation with respect to the direction of the magnetic field for all the TOF counters (see figure 2). A fine mesh PM (Hamamatsu R5946), specifically designed to operate in strong magnetic field, has been chosen for the TOF counters, and thus tested for time resolution and pulse height response in magnetic field.

## 3 Tests in magnetic field of the new TOF phototubes

A red diode has been used to test the response of the PMs, whose light was guided to the photomultiplier tube by two optical fibres. The tube was placed inside the poles of an electro-magnet (maximum field $`4`$kG) on a movable stand which can be rotated at a maximum angle of $`90^{}`$ with respect to the magnetic field. The charge signal from the photomultiplier was digitized by an ADC and registered by a PC-based data acquisition system.

### 3.1 PM gain and single photoelectron response

Three PMs, operating with a gain of $`2\times 10^6`$ at 1700, 2000 and 2200 V respectively, were tested in magnetic field. The PM responses have been measured for different values of the magnetic field $`B`$ and of the angle between the tube axis and the field direction $`\theta `$. The single photoelectron resolution  $`\delta `$ has been measured using a very low-level light pulse from the LED, at several tube orientations and field magnitudes. It is about 70% at $`B=0`$, but it degrades rapidly with increasing magnetic field at fixed angles and with increasing angle at fixed magnetic field. The consequence of the worsening of $`\delta `$ is a small degradation in the resolution of the energy measurement. No relevant difference is seen between the three tubes.

### 3.2 Time resolution from data and Simulation of time response

Figure 3 shows the mean transit times (i. e. the time delay with respect to the LED pulse) and the time resolutions for tubes no. 9381 and 9386, as function of the magnetic field and for different values of $`\theta `$ (the times plotted are relative to the time at $`B=0`$ of PM 9381). The most relevant observation is that the tube operated at highest voltage (no. 9381) shows the shortest transit time and the best time resolution. The transit time generally gets worse with increasing angle for both PMs, but it is more critical for the PM working at lowest voltage (no. 9386).

The fine mesh PM time response in magnetic field has been simulated by solving the Lorentz equation of motion for the photoelectrons, making use of the Runge-Kutta numerical approximate solution in finite time intervals. We followed the energy distribution of the secondary electrons emitted (SEE) at the dynodes given also by Barbiellini *et al.* (1995). Finally we got a distribution of time of arrivals at the anode as a function of $`\theta `$ and $`B`$, for different simulated HV.

Figure 4 shows our simulation of the fine mesh time response compared to the data (time relative to the time at $`B=0`$ of the lowest gain PM). The worsening of the transit time with respect to the angle $`\theta `$, both experimental and simulated, is most critical for the PM working at lowest voltage (no. 9386) and this is also true for the measured time dispersions (see figure 3).

## 4 Electronics

The TOF has 4 planes with 12 counters seen by 2 PMs at each side, for a total of 192 PMs. The signals from the two PMs on each side of the scintillator paddle will be summed to provide one signal from the anodes and one from the $`3^{\mathrm{rd}}`$ last dynodes. The anode signals will be used for time measurement, while the dynode signals will be used for charge measurement using linear ADCs. The TOF electronics will be housed in two pairs of crates, each pair servicing one pair of planes and containing the PMs power supplies and the read-out electronics.

Each electronics crate will feed independently the 24+24 (odd and even) PMs of two different half TOF planes, in order to guarantee the necessary redundancy. In addition the doubly redundant data acquisition boards will read 24+24 channels (anodes and dynodes) per crate.

## 5 Conclusion

The AMS-02 TOF system will have a worst time resolution than in AMS-01, due to the tilted light guides and to the effect of the magnetic field. In particular, several of the PMs will have an angle with respect to the magnetic field direction greater than $`30^{}`$ and thus quite low performances. The expected resolution in $`\beta `$ in the worst case, when only two planes are used to compute $`\beta `$, would be $`\mathrm{\Delta }\beta /\beta =3.7\%`$ (at $`\beta `$=1) and positrons could be identified against protons up to about $`1.3`$GeV.