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# The aperiodic variability of Cyg X-1 and GRS 1915 +105 at very low frequencies

## 1 Introduction

Accreting black holes are currently among the most intensively studied objects in high-energy astrophysics. They are the sources of spectacular phenomena such as X/gamma-ray outbursts and relativistic jets and constitute important laboratories where the physics of accretion can be studied. The Rossi X-ray Timing Explorer (RXTE) has made unique contributions to our understanding of these extreme objects thanks to its high timing capability, allowing the study of the X-ray variability on the dynamical time scales of neutron stars and black holes. While the frequency range between 10-4–103 Hz is now well studied, i.e. time scales from milliseconds to hours, the characteristics of the variability at longer time scales ($`\nu <10^4`$ Hz) are much less constrained. The study of the variability at such low frequencies is of great importance in the modeling of accretion discs since, as current models assume, it provides information on the outermost parts of the disc where changes are expected to occur on the viscous time scale.

Because of its brightness and the persistent nature of the high-energy radiation, Cyg X–1 is one of the best studied Galactic X-ray sources. It consists of a compact object orbiting the $`V=8.9`$ O9.7Iab blue supergiant HDE 226868, with an orbital period of 5.6 days. The mass of the compact companion has been estimated to be $`10\mathrm{M}_{}`$ (Herrero et al. 1995), hence lying above the upper mass limit for neutron stars. For a summary of the properties of the two individual components and the orbital parameters of the system see e.g. Nowak et al. (1999). Its X-ray properties, such as the transient appearance of an ultra-soft component, the hard power-law spectrum at high energies, flickering, spectral transitions or low-frequency QPO have been considered as canonical signatures of black-hole candidacy. Especially important are the source state transitions since they cover a large range of X-ray flux and energy spectral evolution. Although up to five different spectral states have been identified in black-hole systems, the two main ones are the low/hard and the high/soft states. The low and high terms refer to the flux level in the 1–10 keV range, whereas the terms hard and soft refer to the absence or presence of a multicolour blackbody component in the same range, respectively. The shape of the power density spectrum (PDS) in the range $`10^3100`$ Hz of Cyg X–1 is well established. In the low/hard state the PDS is flat from 0.002–0.2 Hz, it then steepens to a power-law with index $`1`$ up to a few Hz and steepens again to a slope of $`2`$ up to a few tens of Hz (e.g. Nowak et al. 1999). Above these frequencies Cyg X–1 shows another steepening at frequency $`4080`$ Hz with the power-law changing to $`2.3`$ and a fractional $`rms`$ amplitude between 100 and 400 Hz at the level of $`3`$% (Revnivtsev et al. 2000). In the soft state a single power-law with index $``$ –1 fits the spectrum from 10-4 to 15–20 Hz, around which it changes to a slope of $`2`$ (Churazov et al. 2001; Revnivtsev et al. 2000).

GRS 1915+105 is a bright and highly variable X-ray source which is believed to harbour a black hole on the basis of its spectral and temporal similarities with other dynamically proven black-hole systems. Although initially it was considered a transient X-ray source it has never completely switched off since RXTE established continuous coverage in February 1996. It was the first Galactic object to exhibit superluminal radio jets (Mirabel & Rodríguez 1994). Recent near-infrared spectroscopic observations by Greiner et al. (2001) have identified a K-MIII star as the optical counterpart to GRS 1915+105. Thus, GRS 1915+105 unlike Cyg X–1, belongs to the class of low-mass X-ray black-hole binaries. However, no binary mass function or orbital period are known. The form of the power spectrum of GRS 1915+105 is highly variable and correlates with spectral and luminosity changes (Trudolyubov et al. 1999). GRS 1915+105 generally displays two spectral states: during the low luminosity state, also called plateau state (Dhawan et al. 2000) or state $`C`$ (Belloni et al. 2000) the power spectrum, in the 0.01–50 Hz frequency range, is characterised by a strong band-limited noise component (broken power-law) and one QPO peak (possibly with some harmonics). The continuum is flat below the QPO peak with power-law index $``$ 0.1–0.3 and steepens above the QPO to slope 2.5-3.0 (e.g. Reig et al. 2000). Most of the time GRS 1915+105 finds itself in a flare state, characterised by large X-ray flux variations. In this state the lower part of the power spectrum ($`\nu <1`$ Hz) shows a notable rise approaching a simple power-law (e.g. Trudolyunov et al. 1999). A collection of power density spectra of GRS 1915+105 in different states can be found in Morgan et al. (1997).

Previous studies of the long-term variability of Cyg X–1 have concentrated on the search for periodic signals (Priedhorsky et al. 1983; Brocksopp et al. 1999; Kitamoto et al. 2000). In this work we carry out a timing analysis of the aperiodic variability by obtaining power-density spectra, colour-colour and colour-intensity diagrams, cross-correlation and phase-lag diagrams.

## 2 Data analysis and results

The light curves in the different energy ranges, which cover 5.7 years of data, from February 1996 to October 2001 (JD 2,450,139–2,452,200), were retrieved from the All Sky Monitor (ASM) Definitive Products Database. The ASM consists of three wide-angle ($`6^{}\times 90^{}`$) shadow cameras (SSC1–3) equipped with position-sensitive Xenon proportional counters with a total collecting area of 90 cm2. The ASM scans $``$ 80% of the sky every $``$ 90 minutes in a series of dwells of about 90 s each. Any given X-ray source is observed in about 5–10 dwells every day. The ASM is sensitive to X-rays in the energy band 1.3-12.2 keV, but also provides a nearly continuous monitoring of the X-ray sky in three sub-bands: 1.3-3.0 keV (band A), 3.0-5.0 keV (band B) and 5.0-12.2 keV (band C). We made use of data from SSC2 only since it has no gain evolution and hence no shifts in channel boundaries. For more information on the ASM see Levine et al. (1996).

### 2.1 Light curves and hardness ratios

Possible gaps due to detector failure or lack of data were filled by linear interpolation, adding appropriate random noise. The gaps are randomly distributed over the whole light curves. For the 1-day rebinned light curves the missing points represent about 9% for Cyg X–1 and 18% for GRS 1915+105. The average number of missing points per gap is 2. In order to have a larger frequency coverage in the power spectra, 0.5-day binned light curves were used. The results are consistent within the errors with those obtained using 1-day binned light curves.

We produced three hardness ratios by dividing the intensity of the different bands in the following way: HR1=\[C\]/\[B\], HR2=\[C\]/\[A\] and SR=\[B\]/\[A\].

Figure 1 shows the overall 1.3–12.2 keV light curve and the evolution of the hardness ratios throughout the entire period considered in this work. Both Cyg X–1 and GRS 1915+105 are highly variable sources. When the whole ASM energy range is considered, they both show a fractional $`rms`$ amplitude of $``$54%. However, X-ray variability in Cyg X–1 is strongly dependent on energy. While GRS 1915+105 is almost equally variable in all three energy ranges, with a slight increase of the fractional $`rms`$ toward harder energies (\[A\]: 48%, \[B\]: 55%, \[C\]: 57%), hard X-rays in Cyg X–1 are three times less variable than soft X-rays (\[A\]: 98%, \[B\]: 59%, \[C\]: 30%). The errors in the fractional $`rms`$ are $``$ 1%.

The average values of the hardness ratios are $`<\mathrm{SR}>=0.9\pm 0.2`$, $`<\mathrm{HR1}>=1.3\pm 0.2`$ and $`<\mathrm{HR2}>=1.3\pm 0.4`$ for Cyg X–1 and $`<\mathrm{SR}>=1.9\pm 0.3`$, $`<\mathrm{HR1}>=1.3\pm 0.1`$ and $`<\mathrm{HR2}>=2.4\pm 0.5`$ for GRS 1915+105. That is, on average, GRS 1915+105 shows a much harder spectrum.

### 2.2 Colour-colour and colour-intensity diagrams

Colour-colour diagrams (CCD, Fig. 2) and colour-intensity diagrams (CID, Fig. 3 and Fig. 4) were obtained by plotting the hard colours HR1 and HR2 versus the soft colour SR and versus the soft (band \[A\]) and hard (band \[C\]) intensities, respectively. For the sake of clarity the individual errors of each point have been omitted. Instead, the mean error is plotted. Likewise, the data were rebinned so that one point represents a time span of two days.

The canonical low/hard and high/soft spectral states seen in black-hole systems show up in the CCD of Cyg X–1. During periods of high count rate the spectra become softer and the source moves to the left bottom part of the CCD (crosses), i.e. the regions enclosed by \[HR2 $`<`$ 1, SR $`<`$ 0.8\] and \[HR1 $`<`$ 1, SR $`<`$ 0.8\]. However, Cyg X–1 spends most of its life in the low/hard state as indicated by the high density of points at values of the harness ratios larger than 1. In contrast, in GRS 1915+105 these regions are not populated at all.

The low/hard and high/soft states are clearly separated in the hardness ratio versus hard intensity diagram of Cyg X–1 (Fig. 4). In the hard state, as the intensity increases the spectrum becomes softer, whereas in the soft state the opposite behaviour is observed, as the intensity increases the spectrum becomes harder. In GRS 1915+105 the changes are similar to those of Cyg X–1 in the soft state. The differences are the higher values and the larger amplitude of the hardness ratios. GRS 1915+105 finds itself most of the time in a sort of very high state (Belloni et al. 2000).

### 2.3 Power density spectra

In order to investigate the source variability we divided the light curves into 1024 day segments and computed the power-density spectra (PDS) by taking the Fast Fourier Transform of each segment. The resulting PDS were averaged together and rebinned in frequency to have at least 40 points per bin. The final PDS in each energy band are shown in Fig. 5 and Fig. 6. The PDS were normalized such that their integral gives the squared fractional $`rms`$ variability (Belloni & Hasinger 1990).

The power spectra are characterised by an approximate power-law red-noise component with no sign of flattening at low frequencies. Although a simple power-law function did not provide a good fit to the PDS – the reduced $`\chi ^2`$ was 1.9 and 2.8 for GRS 1915+105 and Cyg X–1, respectively – it allows direct comparison of our results with those found at higher frequencies (see below). The best-fit power-law index and variability (given as the fractional $`rms`$ in the frequency range $`2\times 10^7`$$`1\times 10^5`$) for the 1.3–12.2 keV PDS was $`\alpha =1.12\pm 0.04`$, $`rms`$=27% and $`\alpha =0.93\pm 0.05`$, $`rms`$=21% for GRS 1915+105 and Cyg X–1, respectively. While the slope does not show any dependence on energy in either system, the $`rms`$ is much more dependent on energy in Cyg X–1 than in GRS 1915+105 (see discussion).

### 2.4 Cross-correlation functions and phase spectra

In order to study the correlation between the variations in the different energy bands we computed the cross-correlation function (CCF) and the phase spectrum between the light curves of the two sources in the three energy bands.

First, we divided all light curves into 10 parts, 200 days long each. For each part, we computed the CCF using the following equation,

$$\widehat{\rho }_{sh}(k)=\frac{1}{N\widehat{\sigma }_s\widehat{\sigma }_h}\underset{t}{}[x_s(t)\overline{x}_s][x_h(t+k)\overline{x}_h],$$

where $`x_s(t)`$ and $`x_h(t)`$ denote each part of the observed light curves, $`\overline{x}_s`$ and $`\overline{x}_h`$ denote their respective means, and $`N`$ is the number of points in them. The $`\widehat{\sigma }_s,\widehat{\sigma }_h`$ in the above equation are the source standard deviations, i.e. the square root of the variance of each part minus the variance that is introduced by the experimental Poisson noise (which we approximate with the average square error of the points in the respective part). The summation goes from $`t=1`$ to $`(Nk)`$, $`k>0`$, and from $`t=(1k)`$ to $`N`$, $`k<0`$. The resulting CCFs were averaged together and rebinned in order to have 50 points per bin.

In all cases, we chose the lower-energy (i.e. band \[A\]) light curve as reference. Therefore, the presence of a CCF peak at positive lags would mean that the variations in the higher energy emission follow after those in the softer band. Our results are shown in Fig. 7. The solid lines in this Figure show the auto-correlation functions of the band \[A\] light curves. The \[A,B\] and \[A,C\] CCFs are shown with the grey/filled and open circles respectively. The CCFs are peaked at zero lag, with the CCF peak being larger than $`0.7`$ in all cases. This suggests that the variations in all bands are highly correlated, with no detectable delays between the different energy bands.

While the CCF peaks are clearly very close to zero lag, the CCFs are not symmetric. The asymmetry is toward negative lags and it is stronger in the case of the Cyg X-1 \[A,C\] CCF. In fact, at lags $`<50`$ days, the band \[A\] light curve is better correlated with the band \[C\] light curve than it is with itself (Fig. 7). This result suggests that the low frequency component in the harder band leads the respective component in the softer one. In order to investigate further the asymmetry in the CCFs of Cyg X-1, we re-computed them ignoring the first 200 days of the lightcurves, when the source was in its soft/high state. The results are shown in Fig. 7 (bottom panel). The \[A,C\] CCF is still assymetric toward negative lags, but this effect is not as pronounced as before. In GRS 1915+105, the \[A,B\] and \[A,C\] CCFs have similar amplitudes, and are slightly asymmetric toward negative lags. At lags $`<20`$ days the CCF is larger than the CCF at lags $`>20`$ days.

We also computed the phase spectrum between light curves at different energy bands. We first computed the cross spectrum, $`\widehat{P}_{sh}(\nu _j)=X_s^{}(\nu _j)X_h(\nu _j)`$, where $`X_s(\nu _j)`$ and $`X_h(\nu _j)`$ are the complex Fourier coefficients for the two light curves at frequency $`\nu _j`$, and $`X_s^{}`$ is the complex conjugate of $`X_s`$. We calculated an average cross vector, $`\widehat{P}_{sh}(\nu )`$, by averaging the real and imaginary parts into bins containing 200 points (except the three longest period points for which we used a bin size of 100 and 50), and then we found the final value of phase versus frequency. Finally, we used Eq. (16) from Nowak et al. (1999) to measure its uncertainty.

Our results are shown in Fig. 8. This Figure shows the time lags (i.e. the phase spectrum divided by $`2\pi \nu `$) as a function of the Fourier period (i.e. $`1/\nu `$) for the bands \[A,B\] (open circles) and \[A,C\] (filled circles). In both sources, the time lags at periods up to $`510`$ days are consistent with zero. Above this period, the lags become negative, and their amplitude increases with period. This trend suggests that components at frequency $`\nu `$ in band \[A\] (soft band) are delayed with respect to the same components in bands \[B\] and \[C\] (hard bands), in agreement with the asymmetry that the CCFs show toward negative lags.

## 3 Discussion

Black-hole candidates are known to exhibit X-ray variability on a wide range of time scales from milliseconds to years. Previous work on the long-term X-ray variability of Cyg X–1 was carried out by Priedhorsky et al. (1983), based on data obtained by Vela 5B and Ariel 5, Brocksopp et al. (1999), using data from BATSE, RXTE and Kitamoto et al. (2000), based on data obtained by GINGA. They reported the presence of peaked features in the periodograms of Cyg X–1 corresponding to periods of 294 d (Priedhorsky et al. 1983) and 5.6 d (orbital period), $``$ 150 and 210–230 d (Brocksopp et al. 1999; Kitamoto et al. 2000). An epoch-folding analysis of the ASM RXTE data reveals a number of broad-peaked features. However, these features lie on top of a strong red-noise component, disputing their statistical significance.

Black-hole X-ray sources display at least two spectral states, high/soft and low/hard, depending on the strength of their soft ($`10`$ keV) X-ray emission. The spectrum at high luminosities (soft state) consists of a soft component (normally modeled as a multicolour blackbody) and a power-law tail. This spectrum changes into an approximately single power-law form when the luminosity decreases (hard state). The most popular current models invoke an origin for the soft X-ray component in an accretion disc and the hard X-ray component via Comptonization of softer photons in a corona of high-energy electrons.

Cyg X–1 and GRS 1915+105 display similarities as well as differences in their behaviour on long time scales. They both show a similar power density spectrum in the frequency range $`10^710^5`$ Hz, namely, a strong red-noise component which can be represented by a power-law function with index $``$ –1. There is no sign of a break in the power law or of the presence of flat top noise. It is illustrative to compare our low-frequency power spectra with those produced at frequencies larger than $`10^3`$ Hz, as shown in Fig. 9. The dashed line represents the best-fit model to the PDS of Cyg X–1 at higher frequencies when the source is in the high/soft luminosity state (Cui et al. 1997). The dotted line represents the average PDS of Cyg X–1 in the low/hard state (Nowak et al. 1999).

The ASM power spectrum of Cyg X–1 in the energy range 1.3-12.2 keV is consistent with the extrapolation to lower frequencies of its power spectrum in the range $`10^31`$ Hz during the soft state (Fig. 9). During the soft state, the disc is believed to extend all the way to the last stable orbit. The observed variations in this state are believed to be related to changes in the structure, i.e. accretion rate, of the disc. Thus, the good agreement between the power spectra at very low and high frequencies in the soft state and the fact that significant variability is detected at these very low frequencies (fractional $`rms`$ of 26% in $`2\times 10^71\times 10^5`$ Hz) imply that we are witnessing global changes in the structure of the accretion disc. The similarity, both in amplitude and shape, between the ASM power spectra of GRS 1915+105 and Cyg X–1 (unlike the high-frequency power spectra) suggests that the long term variations in GRS 1915+105 are also caused by global changes in the disc structure.

These changes must occur at large radii and propagate on the viscous diffusion time scale. An order of magnitude estimate of the typical length scales associated with the low-frequency variability rules out the corona as the origin of this variability. Indeed, the viscous time scale is given by (Frank et al. 1992)

$$t_{visc}3\times 10^5\alpha ^{4/5}\dot{M}_{16}^{3/10}M_{bh}^{1/4}R_{10}^{5/4}\mathrm{s}$$
(1)
where $`\alpha `$ is the viscosity parameter, $`\dot{M}_{16}`$ is the mass-accretion rate in units of 1016 g s-1, $`M_{bh}`$ is the mass of the black hole in units of the solar mass and $`R_{10}`$ is the typical length scale for surface density changes in the disc in units of 1010 cm. Generally accepted values of the size of the Comptonizing corona, $`R_{cor}`$, range from 50–100 Schwarzschild radii ($`R_{sch}=2GM_{bh}/c^2`$). Assuming typical values $`\alpha =0.010.1`$, $`\dot{M}_{16}=1`$, $`M_{bh}=10`$ and $`R_{cor}=100R_{sch}`$ we find $`t_{visc}0.21`$ day, clearly too short to explain the variability observed in the ASM power spectrum. The variability at the very low frequencies investigated here requires disc sizes of the order of 2500 Schwarzschild radii.

These results confirm the idea, suggested by Lyubarskii (1997) and developed by Churazov et al. (2001), that X-ray variability is caused by instabilities occurring in the accretion disc at very long distances from the black hole and then propagating into the innermost regions, where most of the gravitational energy is released and the X-rays are produced.

The differences between Cyg X–1 and GRS 1915+105 regard mainly the spectral behaviour of the systems and can be summarised as follows:

* The average values of the hardness ratios are higher in GRS 1915+105 than in Cyg X–1, indicating that its spectrum is harder.
* During the hard state the spectrum of Cyg X–1 softens as the hard count rate increases. During the soft state the opposite trend occurs, i.e the spectrum is harder when the count rate is high. In GRS 1915+105 only a positive correlation is seen, namely, the spectrum becomes harder as the count rate increases.
* Whereas Cyg X–1 exhibits a strong dependence of variability on energy, the variability of GRS 1915+105 is much less sensitive to energy. In GRS 1915+105, the fractional $`rms`$ in the $`2\times 10^71\times 10^5`$ Hz range stays at a level of 27%, perhaps showing a slight increase from band \[A\] (24%) to band \[C\] (28%). In Cyg X–1 the $`rms`$ goes from 27% in band \[A\] to 17% in band \[C\].

These differences can be explained by the limited energy range of the ASM (1.3–12.2 keV) and by the fact that, different components affect the X-ray emission in this band in the two sources differently. The long-term hardness ratio variations imply that the spectrum of Cyg X–1 lacks, most of the time, a soft component, whereas such a component seems to be an almost permanent feature in GRS 1915+105. This idea is borne out by the results of the fits of broad-band spectra to the disc blackbody plus power-law component model. In GRS 1915+105 the soft component, i.e. the multi-colour blackbody, although variable in strength is always present, with colour temperature of the disc at the inner radius $``$ 0.7 keV (Muno et al. 1999; Trudolyubov et al. 1999). In contrast, the characteristic colour temperature of the soft disc blackbody component in Cyg X–1 remains $``$ 0.3 keV (Dotani et al 1997, Frontera et al. 2001).

The trends in the CID of GRS 1915+105 are similar to those of the soft state of Cyg X–1. The main difference is, however, the fact that the hardness-ratio variations are of larger amplitude in GRS 1915+105. These variations could be caused by changes of the temperature of the multicolour blackbody component. As the temperature increases, the band \[C\] count rate increases and the spectrum becomes harder (i.e. the HR2 and SR values increase - Fig. 4). The hardening of the spectrum as a function of the band \[A\] count rate (Fig. 3) also suggests that a temperature increase is associated with an increase in the amplitude of the blackbody component. The small amplitude spectral variations in Cyg X–1, when in the soft state, could be explained assuming that the temperature of the blackbody component stays roughly constant, as it has probably reached its highest value. At this stage, any significant temperature variations are toward the direction of smaller temperature values, causing the object to go back to the hard state. The flux variations could be caused by blackbody amplitude variations which under approximately constant temperature would produce small spectral variations (as observed).

The much larger average values of the hardness ratios in GRS 1915+105 (especially HR2) also support the idea of a blackbody component being present most of the time and having a higher temperature (on average) than in Cyg X– 1. In GRS 1915+105 the long-term variations result from changes in the rather hot soft component (hot enough to affect all three energy bands). In Cyg X–1, bands \[B\] and \[C\] are probably significantly affected by changes in the hard power-law component as well. Therefore, in Cyg X–1, the X-ray variability is the result of variations in the soft as well as in the hard component, explaining the strong dependence of $`rms`$ on energy. In GRS 1915+105 none of the three energy bands considered here is strongly affected by the power-law component. The X-ray variability reflects changes in the soft component, explaining the similarity of $`rms`$ values in all three energy bands.

Finally, the cross-correlation analysis results show that the variations in the various energy bands occur simultaneously in both objects. The maximum correlation appears at lag zero, and is similar (in amplitude) in all CCFs except for the band \[A,C\] CCF of Cyg X-1. This result gives further support to the idea that in Cyg X-1 we are witnessing the contribution of two different components (i.e. the soft and the power law) in these bands. The decrease of the CCF peak is the result of the flux-dependent spectral changes of the source. Despite the fact that the maximum CCF peak appears at lag zero, the CCFs are asymmetric toward negative lags. This result is in agreement with the observed phase lags, which become negative at periods larger than $``$ a few days. This behaviour is different from what is observed at short time scales, where the variations at energy bands $`>4`$ keV lag behind those at the soft band (i.e. $`<4`$ keV) and the phase lags increase positively with period (Nowak et al. 1999). Both the CCF and the negative lags indicate that the long time scale variations in the hard band are leading those at the softer bands in both objects. One possibility is that the small scale variations affect simultaneously the inner region of the disk which is responsible for the emission at energies larger than say 1 keV (causing the CCF to peak at zero lag) while the large amplitude, long-term variations affect firstly the innermost parts of the disk (which are hotter and emit the higher energy photons) and then propagate toward larger radii. Perhaps these variations correspond to significant, structural variations in the disk (i.e. its “appearance” or “disappearance” of the inner disk) which propagate from the inner to the outer part.

## 4 Conclusion

The analysis of more than 5 years of continuous monitoring with the ASM RXTE instrument has revealed significant long-term X-ray variability in the black-hole systems Cyg X–1 and GRS 1915+105. The different long-term spectral behaviour between Cyg X–1 and GRS 1915+105 can be attributed to the different contribution of the spectral components to the energy range 1.3-12.2 keV. During the low/hard state of Cyg X–1, the hard power-law component extends well below 10 keV and dominates the spectrum. In contrast, the soft component accounts for most of the spectrum of GRS 1915+105 up to energies close to 10 keV. The absence of a break in the power spectrum, and the agreement between the ASM and the high-frequency power spectrum of Cyg X–1 in the soft state (a power-law with index $`1`$) imply that the long-term variability is likely to be associated with global structural changes in the surface density of the accretion disc caused by changes in the mass-accretion rate. The fact that the ASM power spectra of GRS 1915+105 and Cyg X–1 are very similar suggests the same origin for the long-term variations in GRS 1915+105 as well. Therefore, the disc changes occurring at large radii must be independent of the properties of the black hole and the structure of the innermost parts of the accretion disc.

If these perturbations propagate with the viscous time scale, then they cannot originate in the corona, i.e. in regions close to the black hole. This is an important result which demonstrates that disc variations at large radii also manifest themselves in the properties of the X-ray emission in black-hole binaries. Therefore, accretion disc models should be able to predict the correct shape and amplitude of the X-ray power spectra at very low frequencies. The detection of the break frequency at which the power spectrum finally flattens will provide important clues about the size of the accretion disc.

###### Acknowledgements.

Data provided by the ASM RXTE teams at MIT and at the RXTE SOF and GOF at NASA’s GSFC. The authors acknowledge partial support via the European Union Training and Mobility of Researchers Network Grant ERBFMRX/CT98/0195.


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# Flat branches and pressure amorphization

## I Introduction

Since its first observation in Gd2(M2O4) in 1972,brix  and especially in ice nearly twenty years ago,mish  amorphization induced by pressure (or “pressure amorphization”, PA) has been discovered in materials of essentially all binding types, from ionic to metallic, which have more than one atom per primitive cell. The disappearance of the X-ray diffraction pattern of the low-pressure crystalline phase, or a concomitant broadening of peaks in the vibrational spectra, is taken to be evidence of an emerging amorphous state. These signatures typically appear within a pressure window whose average value and overall range are strongly material dependent.

The phenomenology and simulations of materials displaying pressure amorphization have been thoroughly reviewed.pony ; scio ; sharm ; richet ; greaves  It is not sufficiently generally recognized within that extensive literature that there are two distinct classes of materials which could be labelled as pressure amorphized. In the first, a conventional glass, the atomic structure is not topologically equivalent to any crystalline structure. In the second, random displacements of the nuclei occur which do not destroy crystalline topology.

Despite extensive investigation, and in part because the above distinction has not been clearly made, a general physical picture of the microscopic processes underlying PA has yet to emerge. On the theoretical side, the main efforts have focused on two materials exhibiting the second class of PA, $`\alpha `$-SiO2 ($`\alpha `$-quartz)Tse91 ; bing92 ; cha93 ; Som94 ; bing94 ; Wat95 ; Tse97 ; baroni ; wentz ; dean  and $`\alpha `$-AlPO4.Tse92 ; keskar ; cha93 ; Wat95  Both interatomic potentials and fully first-principles approaches have been used to study these systems. While it remains uncertain whether PA has been actually observed in a simulation, it seems to be generally accepted that there is a correlation between pressure amorphization and the softening (i.e., phonon frequencies approaching zero) of a nearly dispersionless, or flat, acoustic phonon branch. In addition, it has been suggested that the occurrence of an amorphous phase should be strongly related to the dynamics of the system.cha93 ; dean

In this paper, we discuss an explicit model for materials exhibiting the second class of PA. On the basis of inferences drawn from both phenomenology and simulations, we first argue that these materials share many common features and then show how to construct an effective Hamiltonian that incorporates these features. As we demonstrate, this microscopic model is simple enough to analyze in detail yet still relevant to real materials.

The paper is organized as follows. In Section II we discuss the elements of our theory of PA on the basis of both phenomenology and simulations. In Section III we review some elements of lattice vibration theory. In Section IV, we present an effective Hamiltonian suitable for the discussion of the physics underlying PA, and reduce it to the simplest model capable of incorporating the essential features discussed in Section II. In Section V, we describe how PA is manifested in the simple model through an analysis of the topology of the model’s potential energy surfaces. Sections VI, VII, and VIII address the conditions for the occurrence of pressure amorphization in the 2-site, 3-site, and $`N`$-site models respectively. In Section IX, we discuss the relation of our considerations to conventional nucleation and growth models of structural transitions. We summarize our results and draw conclusions in Section X.

## II Phenomenology and simulations

Many transition patterns have been observed during pressure amorphization.pony ; sharm ; richet  Of these, we select five (types I-V) for explicit discussion:

Type I materials transform from a crystalline phase $`C`$ to an amorphous phase $`a`$ at pressure $`p=p_{ca}`$. Then, after $`p`$ is reduced from above $`p_{ca}`$, they remain amorphous down to a lower pressure $`p_{ac}`$, below which they revert to $`C`$, as is the case, for example, in AlPO4.Tse92  (The hysteresis $`p_{ca}`$-$`p_{ac}`$ is large, typically of the order of $`p_{ca}`$ itself.) Materials of type II remain amorphous upon release of pressure, making possible detailed examination of the properties of the amorphous phase. This appears to be the case for amorphous $`\alpha `$-SiO2, which has been found to retain elastic anisotropy.mcneil ; tse  Another example is crystalline Fe2SiO4-fayalite, which is antiferromagnetic; the pressure-amorphized fayalite remains antiferromagnetic with the Neel temperature essentially unchanged,richard ; will ; krueg  from which we infer that the $`a`$\- and $`C`$-phase topologies are the same. Type III materials become amorphous above $`p_{ca}`$, later transforming to a new crystal structure $`C^{}`$ when $`p`$ is held steady above $`p_{ca}`$ for sufficiently long. Materials of type IV behave the same as those of type I as $`p`$ is reduced from above $`p_{ca}`$, but they transform to a new crystal structure $`C^{}`$ from the amorphous phase $`a`$ when pressure is increased beyond $`p_{ac^{}}>p_{ca}`$. Finally, materials of type V transform to $`C^{}`$ at $`p_{ac^{}}`$ upon decompression from above $`p_{ac}`$, finally reverting to $`C`$ below $`p_{cc^{}}`$.

As already mentioned in the Introduction, lattice dynamical calculations have shown a considerable softening of the entire lowest band of $`\alpha `$-quartz, with a soft mode instability occurring first at the zone boundary at pressures at which PA is observedbing94 ; wentz  or at somewhat higher pressures.baroni  Also, it has been argued that the transition mechanism in $`\alpha `$-AlPO4 is similar to that of $`\alpha `$-quartz.cha93 ; keskar

From the phenomenology and calculations described above, the following picture of PA emerges: The random displacements in the amorphous phase are associated with the incipient instability of at least one nearly flat phonon branch. The amorphous phase is the result of a kinetically hindered transition between two closely-related crytalline phases $`C`$ and $`C^{}`$, where $`C`$ is a low-pressure crystalline phase and $`C^{}`$ is a high-pressure one. The transition from $`C`$ to $`C^{}`$ is expected to be strongly first order, and also displacive, meaning that the atomic structure of $`a`$ remains topologically equivalent to that of $`C`$. (This latter feature is to be contrasted with the significant changes in topology that usually accompany ordinary glass formation.) In the amorphous phase $`a`$, random displacements are large enough to eliminate the diffraction pattern through reduction of the Debye-Waller factor, but not so large so as to disrupt the topology of the crystal structure associated with $`C`$.

## III Nearly flat branches; local modes as lattice Wannier functions

Let us assume that we can work in the Born-Oppenheimer approximation, supressing all the electronic degress of freedom. The Hamiltonian is, then,

$$H[P,R]=T[P]+V[R],$$
(1)
where $`P`$ and $`R`$ are the sets of nuclear momenta and positions. $`T[P]`$ is the nuclear kinetic energy,

$$T[P]=\underset{i}{}\frac{P_i^2}{2M_i},$$
(2)
where $`P_i`$ is the momentum of the $`i`$-th nucleus and $`M_i`$ is its mass. $`V[R]`$ is the nuclear potential energy

$$V[R]=E[R]+V_{NN}[R],$$
(3)
where $`E[R]`$ is the electronic ground state energy and $`V_{NN}[R]`$ the internuclear interaction energy for configuration $`R`$.

Let $`R_0`$ be a set of positions corresponding to a local minimum of the energy that we choose as a reference (e.g. the low-pressure phase $`C`$). Suppose that $`R`$ differs from $`R_0`$ through the uniform strain tensor $`ϵ`$ and the nuclear displacements $`u^{}`$:

$$R=R_0(1+ϵ)+u^{},$$
(4)
where all site, vector, and tensor indices are understood, and the dot product implies a sum over all relevant site and component indices. Expanding $`V`$ to second degree in $`ϵ`$ and $`u^{}`$, we get:

$`V[R]`$ $`=`$ $`V[R_0]+{\displaystyle \frac{1}{2}}u^{}{\displaystyle \frac{^2V[R_0]}{u^{}u^{}}}u^{}`$ (5)
$`+u^{}{\displaystyle \frac{^2V[R_0]}{u^{}ϵ}}ϵ+{\displaystyle \frac{1}{2}}ϵ{\displaystyle \frac{^2V[R_0]}{ϵϵ}}ϵ.`$
Making the substitution $`u^{}=u+u_0`$ with

$$u_0=\left(\frac{^2V}{u^{}u^{}}\right)^1\frac{^2V}{u^{}ϵ}ϵ,$$
(6)
we obtain

$$H=T+\frac{1}{2}u\frac{^2V}{u^{}u^{}}u+\frac{1}{2}ϵ𝐂ϵ,$$
(7)
where

$$𝐂=\frac{^2V}{ϵϵ}\frac{^2V}{ϵu^{}}\left(\frac{^2V}{u^{}u^{}}\right)^1\frac{^2V}{u^{}ϵ}.$$
(8)
Thus, when $`^2V/u^{}u^{}`$ becomes soft, that is, when it has eigenvalues which are nearly zero, $`𝐂`$ will also become soft according to Eq.(8), provided the corresponding eigenfunctions of $`^2V/u^{}u^{}`$ couple to $`ϵ`$. In materials exhibiting PA, the modes which soften under pressure will couple to strains associated with elastic moduli that likewise soften under pressure.bing92  We can thus focus primarily on the softening of $`^2V/u^{}u^{}`$ and treat the strains implicitly, recognizing that the $`u`$ in Eq.(7) contains them.

The transformation

$$X_{k\lambda }=\underset{l\alpha }{}\mathrm{exp}(ikR_l)S_{\lambda \alpha }(k)u_{l\alpha }$$
(9)
diagonalizes $`H`$. In Eq.(9), the site index of Eq.(2) has been decomposed into a unit cell index $`l`$, with $`R_l`$ the center of the $`l`$-th cell, and an internal index $`\alpha `$. $`\lambda `$ is the branch index of the normal mode $`k\lambda `$, $`k`$ its wave vector in the first Brillouin zone, and $`S_{\lambda \alpha }(k)`$ is a unitary matrix for each $`k`$. The squares of the corresponding normal-mode frequencies $`\omega _{k\lambda }`$ are eigenvalues of the dynamical matrix $`M^{1/2}^2V/u^{}u^{}M^{1/2}`$. Thus if $`\omega _{k\lambda }`$ has a soft, flat branch in which $`\omega _{k\lambda }0`$ for much of the Brillouin zone, so does $`^2V/u^{}u^{}`$, as the mass matrix $`M`$ is positive definite. Besides that of $`\alpha `$-quartz under compression, there are other known examples of soft, flat branches. In the perovskite ferroelectrics, for example, there are optical branches which are unstable in the high-symmetry cubic structure, which, in that case, result in a ferroelectric phase transition.ghosez

We suppose that the subset $`\{\mu \}`$ of the set $`\{\lambda \}`$ of all branches are soft and flat. We construct their associated lattice Wannier functionskarin  from the corresponding normal modes via the transformation

$`Y_{l\beta }`$ $`=`$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{k\lambda \{\mu \}}{}}A_{\beta \lambda }(k)\mathrm{exp}(ikR_l)X_{k\lambda }`$ (10)
$`=`$ $`{\displaystyle \underset{m\alpha }{}}S_{l\beta ,m\alpha }u_{m\alpha }.`$
Since the $`S_{l\beta ,m\alpha }`$ decay exponentially in $`|R_mR_l|`$, the $`Y_{l\beta }`$ are local modes, optimally localized by proper choice of the phases and amplitudes of the unitary matrix elements $`A_{\beta \lambda }(k)`$; the flatter the branches $`\{\mu \}`$, the more localized. In the Einstein limit of zero dispersion, the $`Y_{l\beta }`$ are confined to a single cell. Also, the Hamiltonian contains no harmonic coupling between $`Y_{l\beta }`$ and $`X_{k\lambda ^{}}`$ for those $`\lambda ^{}`$ not contained in $`\{\mu \}`$. These local modes form a basis for the construction of an effective Hamiltoniankarin  much easier to use for simulationswag ; dudes  and, in our case, much easier to model than the original Hamiltonian.

## IV The model Hamiltonian

Ignoring the uniform strain $`ϵ`$, the Hamiltonian in Eq. (1) can be decomposed into contributions from the soft flat branches $`\{\mu \}`$, the remaining branches $`\{\mu ^{}\}`$, and their interaction arising from anharmonicity in $`V[R]`$:

$$H=H_{\{\mu \}}+H_{\{\mu ^{}\}}+H_{\{\mu \}\{\mu ^{}\}}.$$
(11)
In developing the model Hamiltonian, only the contribution of the soft, flat branches, $`H_{\{\mu \}}`$, is considered explicitly. $`H_{\{\mu ^{}\}}`$ is replaced implicitly by the Hamiltonian of a thermal reservoir at temperature $`T`$ and $`H_{\{\mu \}\{\mu ^{}\}}`$ is replaced by an appropriate coupling of the $`\{\mu \}`$ to the reservoir.

In what follows we drop the subscript $`\{\mu \}`$ from $`H_{\{\mu \}}`$. The dependence of the potential $`V`$ on the local mode amplitudes $`Y_{l\beta }`$ can be expressed as a cluster expansion so that $`H`$ takes the form

$`H`$ $`=`$ $`{\displaystyle \underset{l\beta }{}}{\displaystyle \frac{P_{l\beta }^2}{2M_\beta }}+{\displaystyle \underset{l}{}}V_l(Y_{l\beta })+{\displaystyle \underset{lm}{}}V_{lm}(Y_{l\beta },Y_{m\beta ^{}})`$ (12)
$`+{\displaystyle \underset{lmn}{}}V_{lmn}(Y_{l\beta },Y_{m\beta ^{}},Y_{n\beta ^{\prime \prime }})+𝒪(Y^4),`$
where $`\beta ,\beta ^{},\beta ^{\prime \prime },\mathrm{}\{\mu \}`$. We now assume all essential physics remains if we limit the anharmonicity to the local term $`V_l(Y_{l\beta })`$, a restriction which simplifies $`H`$ to

$`H`$ $`=`$ $`{\displaystyle \underset{l\beta }{}}{\displaystyle \frac{P_{l\beta }^2}{2M_\beta }}+{\displaystyle \underset{l}{}}V_l(Y_{l\beta })`$ (13)
$`+{\displaystyle \frac{1}{2}}{\displaystyle \underset{lm}{}}V_{lm}^{\beta \beta ^{}}(Y_{l\beta }Y_{m\beta })(Y_{l\beta ^{}}Y_{m\beta ^{}}).`$
If we now suppose that only a single branch becomes soft and flat, $`H`$ further simplifies, after dropping the index $`\beta `$, to

$$H=\underset{l}{}\frac{P_l^2}{2M}+\underset{l}{}V_l(Y_l)+\frac{1}{2}\underset{lm}{}V_{lm}(Y_lY_m)^2.$$
(14)
As described in the Sec. II, we are dealing with strongly first-order phase transitions. The simplest functional dependence of $`V_l(Y_l)`$ which can lead to such phase transitions is that of a sixth degree polynomial,

$$V_l=\frac{1}{2}AY_l^2\frac{1}{4}BY_l^4+\frac{1}{6}CY_l^6,$$
(15)
where $`B`$ and $`C`$ are positive, and $`A`$ can be positive or negative. Not enough is gained by including coefficients $`V_{lm}`$ beyond nearest neighbors to warrant the added complexity and increase in the number of parameters. The harmonic coupling term is then taken to be simply $`\frac{1}{2}V_1_{l,m}(Y_lY_m)^2`$, where the notation $`l,m`$ implies that the sum is restricted to nearest-neighbors only.

We now scale displacement by the factor $`L=\sqrt{B/C}`$, time by $`t_0=B^2/MC`$, momentum by $`ML/t_0`$, and energy by $`B^3/C^2`$. The resulting scaled Hamiltonian has the form

$$H=\underset{l}{}\frac{1}{2}P_l^2+\underset{l}{}V_{\mathrm{loc}}(u_l)+\frac{1}{2}k\underset{l,m}{}(u_lu_m)^2,$$
(16)
where $`H`$ is the scaled Hamiltonian and $`P_l`$ and $`u_l`$ are the scaled local-mode momenta and amplitudes. $`V_{\mathrm{loc}}(u_l)`$ takes the form

$$V_{\mathrm{loc}}(u_l)=\frac{1}{2}\alpha u_l^2\frac{1}{4}u_l^4+\frac{1}{6}u_l^6,$$
(17)
where

$$\alpha =\frac{AC}{B^2},$$
(18)
and $`k`$ in Eq. (16) is

$$k=\frac{V_1C}{B^2}.$$
(19)
For definiteness we take $`V_1`$, and therefore $`k`$, to be positive. $`H`$ thus depends only on the two parameters $`\alpha `$ and $`k`$. We take it to be classical.

The local mode amplitudes $`u_l`$ evolve with time under the influence of $`H`$ and the coupling to the reservoir. We presume $`u_l`$ to follow Langevin dynamics with the equation of motion

$$\ddot{u}_l=\frac{V_{\mathrm{tot}}}{u_l}\frac{1}{\tau }\dot{u}_l+F_l,$$
(20)
where

$$V_{\mathrm{tot}}=\underset{m}{}V_{\mathrm{loc}}(u_m)+\frac{1}{2}k\underset{m,n}{}(u_mu_n)^2$$
(21)
is the total potential. $`F_l`$ is a Gaussian random force exerted by the reservoir with moments

$`F_l(t)=0,\text{and}`$ (22)
$`F_l(t)F_m(t^{})=\delta _{lm}\delta (tt^{}).`$ (23)
Equipartition requires that

$$\dot{u}_l^2=\frac{1}{2}k_BT$$
(24)
with $`T`$ the reservoir temperature. The fluctuation-dissipation theorem requires that

$$\frac{1}{\tau }=\frac{}{k_BT}.$$
(25)
Thus we are faced with a four-parameter problem $`(\alpha ,k,\tau ,T)`$ even with this simplest of models. Achieving a detailed understanding of the physics of the model requires extensive numerical simulation. However, many of its important qualitative features are readily extracted, yielding important insights into the nature of pressure amorphization in those materials to which the model might be relevant, as described in the next four sections. The results of the simulations will be reported separately.gang

## V Pressure amorphization

We now proceed to eluciate the potential energy landscape of our model. For $`\alpha >3/16`$ and $`k`$ in Eq.(21), $`V_{\mathrm{tot}}`$ has a global minimum at $`u_l=0`$, $`l`$, at which $`V_{\mathrm{tot}}=0`$. We assign this minimum to the low-pressure crystal structure $`C`$ described in Sec. II. When $`\alpha <3/16`$ and $`k`$, there are two equivalent global minima with

$`u_l=w=\left[{\displaystyle \frac{1}{2}}+\sqrt{{\displaystyle \frac{1}{4}}\alpha }\right],l,\text{and}`$ (26)
$`u_l=w=\left[{\displaystyle \frac{1}{2}}+\sqrt{{\displaystyle \frac{1}{4}}\alpha }\right],l`$ (27)
at which

$$V_{\mathrm{tot}}=\frac{1}{3}N[\frac{3}{4}\alpha \frac{1}{8}(\frac{1}{4}\alpha )^{3/2}]<0.$$
(28)
We take this structure to represent the high-pressure crystal structure $`C^{}`$ of Sec. II. Thus, there is a first-order phase transition at $`\alpha =3/16`$ from $`C`$ to $`C^{}`$ as $`\alpha `$ decreases monotonically with pressure $`p`$ irrespective of the value of $`k`$. The two spinodals occur at $`\alpha =1/4`$ and $`\alpha =0`$, $`k`$. For the phase transition $`CC^{}`$ to be strongly first-order in the sense used in Sec. II., a variation in $`\alpha `$ from $`1/4`$ to 0 can be thought of as occuring via substantial change of pressure. The barrier between $`C`$ and $`C^{}`$ at the transition (where $`\alpha =3/16`$) is 1/96, so that the reduced temperature $`T`$ must be taken substantially lower than 1/96 for strong hysteresis to occur, as it does in type I materials.

We first consider the Einstein case in which $`k=0`$. For $`3/16<\alpha <1/4`$, $`2^N`$ degenerate local minima exist in $`V_{\mathrm{tot}}`$ with energy given by Eq.(28), except that $`V_{\mathrm{tot}}`$ is positive in this range. The magnitude of $`u_l`$ is given by $`w`$ in Eq.(26), its sign being arbitrary. As $`\alpha `$ falls below $`3/16`$, all $`2^N`$ phases become equivalently stable relative to $`C`$. Among these $`2^N`$ phases, two correspond to single-crystal $`C^{}`$, and an exponentially small fraction to poly\- or micro-crystalline $`C^{}`$; yet the vast majority of the structures are amorphous in that there is at most short-range order in the $`u_l`$ even though a clear topological memory of the original crystal structure $`C`$ remains. Barriers keep the system in $`C`$ until the spinodal at $`\alpha =0`$ is approached. At the spinodal, $`C`$ becomes locally unstable relative to all $`2^N`$ phases. The probability of the system finding its way from $`C`$ to one of the amorphous phases is vastly higher than that to one of the exponentially fewer polycrystalline $`C^{}`$ phases.

More generally, pressure amorphization occurs if (i) there is a region of the $`\alpha `$-$`k`$ plane in which the $`a`$ phases are more stable than the $`C`$ phase but metastable with respect to $`C^{}`$ and (ii) if $`\tau `$ and $`T`$ are such that $`a`$ is preferentially accessible from $`C`$ either irreversibly (types I, II, and IV) or temporarily (types III and V). In the next three sections we shall argue that this indeed holds for the 2-site case, the 3-site case, and the $`N`$-site case by examining the topology of the potential-energy landscape presented by $`V[u]`$. In reading these sections, it is important to bear in mind that $`k`$ determines how flat the branch is and $`\alpha `$ how soft. A soft, flat branch has small $`\alpha `$ and small $`k`$.

Note that the previous discussion straightforwardly applies to the case in which there are $`\nu `$ flat branches. $`V[Y]`$ is then defined on a $`\nu N`$-dimensional configuration space. Around every minimum in this space there is a basin of attraction bounded by a separatrix, a hypersurface of dimension $`\nu N1`$. As in the single-branch case, PA will occur when the amorphous minima $`a`$ are preferentiably accessible from $`C`$.

## VI The 2-site model

To begin, we study pressure amorphization in our simple Hamiltonian through analysis of the topology and kinetics of a 2-site model. In what follows the local-mode amplitude and momentum of the first site are $`x`$ and $`P_x`$, those of the second site $`y`$ and $`P_y`$. The Hamiltonian is

$$H=T+V,$$
(29)
where

$$T=\frac{1}{2}(P_x^2+P_y^2)$$
(30)
and

$`V`$ $`=`$ $`{\displaystyle \frac{1}{2}}\alpha (x^2+y^2){\displaystyle \frac{1}{4}}(x^4+y^4)+{\displaystyle \frac{1}{6}}(x^6+y^6)`$ (31)
$`+{\displaystyle \frac{1}{2}}k(xy)^2.`$
In Fig. 1, we show in the $`xy`$ configuration plane the critical points of $`V(x,y)`$ for $`k=0`$ and $`0<\alpha <3/16`$. $`C`$ occurs at $`x=y=0`$, $`C^{}`$ at $`x=y=\pm w`$. There is only one saddle point separating the $`C`$, $`C^{}`$, or $`a`$ basins from each neighboring intermediate $`i`$ basin.

In Fig. 2, we divide the $`\alpha `$-$`k`$ phase plane into regions each of which has a distinct critical point (CP) structure, labelling each region (with one exception) by the stable crystal structure within it and displaying the CP structure. The exception, shaded, is the region within which $`V`$ retains at finite $`k`$ for $`0<\alpha <3/16`$ the same topology, i.e. CP structure, that it has for $`k=0`$ as shown in Fig. 1. It is only within this region that PA is possible because the $`a`$ minima exist, they are stable relative to $`C`$, and both $`a`$ and $`C^{}`$ can be reached from $`C`$ only by trajectories which must pass through intermediate basins $`i`$ so that the transition $`C`$ to $`a`$ can compete kinetically with $`C`$ to $`C^{}`$.

For PA to occur within this 2-site model, trajectories from $`C`$ to $`a`$ must be traversed with some probability relative to those from $`C`$ to $`C^{}`$. This happens if the following seven conditions are met:foot1  (i) The minimum must exist and be stable relative to $`C`$; (ii) Intermediate basins of attraction must exist, and all statistically significant trajectories from $`C`$ to $`C^{}`$ or $`a`$ must pass through them; (iii) For hysteresis, both $`V_{ic}V_c`$ and $`V_{ia}V_a`$ must be much larger than $`k_BT`$ at $`\alpha =3/16`$; (iv) For $`ia`$ to be accessibile from $`ic`$, one requires $`V_{ic}V_{ia}0`$ and slow relaxation in the $`i`$ basin; (v) For the probabilities of transitions from $`i`$ to $`a`$ and from $`i`$ to $`C^{}`$ to be of comparable magnitudes, $`V_{ia}V_{ic^{}}`$ must not be much larger than $`k_BT`$; (vi) For the transition from $`i`$ to $`a`$ to be irreversible, or likewise for there to be a very long resident time in $`a`$ before a transition from $`a`$ to $`C^{}`$, $`V_{ia}V_ak_BT`$ and fast relaxation must occur in the basin; (vii) Finally, for consistency of (v) and (vi), $`\tau `$ must not be too low. Detailed qualitative considerations strongly suggest that these conditions can be met only for $`\alpha `$ and $`k`$ in the shaded region of Fig. 2, provided that the remaining parameters $`T`$ and $`\tau `$ assume appropriate values. The actual determination of the probability of $`Ca`$ relative to that for $`CC^{}`$ for various values of $`T`$ and $`\tau `$ requires numerical simulation, the results of which will be reported elsewhere.

We have supposed that $`\alpha `$ is a monotonically decreasing function of pressure. For simplicity, we shall further suppose that $`k`$ depends weakly on $`p`$ as $`\alpha `$ decreases. The effect of pressure change on the system can be represented by a trajectory in the $`\alpha `$-$`k`$ plane. One can readily see that the five types of behavior described in Sec. II have direct parallels in the responses of our model system along different trajectories in the $`\alpha `$-$`k`$ plane. For example, a trajectory which starts at $`\alpha >1/4`$ and moves well into the PA region before reversing and returning corresponds to type I behavior, with $`p_{ca}`$ corresponding to $`0<\alpha _{ca}<3/16`$ and $`p_{ac}`$ corresponding to $`3/16<\alpha _{ac}<1/4`$. Type II corresponds to a trajectory that starts in structure $`C`$ at $`\alpha =\alpha _0`$ with $`3/16<\alpha _0<1/4`$, transforms into $`a`$ below $`0<\alpha _{ac}<3/16`$, and can return to $`\alpha _0`$ while still being amorphous. Trajectories terminating in the PA region near its upper right boundary correspond to behavior typical of type III materials. A trajectory which starts at $`\alpha >1/4`$ and passes through the PA region into that with $`\alpha <0`$ would correspond to the situation in a type IV material. Finally, trajectories which, on their return to larger $`\alpha `$, pass through the upper right boundary can undergo an $`aC^{}`$ transition inside the boundary, remaining in $`C^{}`$ upon pressure reduction until some $`\alpha `$ in $`(3/16,1/4)`$ is reached; these would correspond to transitions in type V materials.

## VII The 3-site model

We now discuss an extension of the model described in Sec. VI to three sites. We label the third site by $`z`$ and suppose it is coupled only to $`y`$ as in a linear triatomic molecule. An additional term $`P_z^2/2`$ is added to $`T`$ in Eq.(30), and $`V`$ becomes

$`V={\displaystyle \frac{1}{2}}\alpha (x^2+y^2+z^2){\displaystyle \frac{1}{4}}(x^4+y^4+z^4)`$
$`+{\displaystyle \frac{1}{6}}(x^6+y^6+z^6)+{\displaystyle \frac{1}{2}}k[(xy)^2+(yz)^2].`$ (32)
Just as in the 2-site model, there is a region in the $`\alpha `$-$`k`$ plane within which the CP structure and the topology of $`V`$ remain the same as for $`k=0`$. It is within this region that PA can occur. Its shape is qualitatively the same as that for the 2-site model, bounded by the $`\alpha `$-axis from 0 to $`3/16`$ and on the right by a vertical segment at $`\alpha =3/16`$. The upper boundary segments, however, are displaced towards smaller $`k`$.

The $`k=0`$ minima are shown in Fig. 3. For small but finite $`k`$ in the PA region, the structure is compressed perpendicular to the $`x=y`$ and $`y=z`$ planes. There are now six classes of minima: one $`C`$, six $`i_1`$, six $`i_2`$, six $`i_2^{}`$, six $`a`$, and two $`C^{}`$, using the notation of Fig. 3. The sequence of values of $`V`$ at the minima is $`V_C>V_{i_1}>V_{i_2^{}}>V_{i_2}>V_a>V_C^{}`$. The sequence at the saddles is $`V_{ci}>V_{i_1i_2^{}}>V_{i_1i_2}>V_{i_2a},V_{i_2^{}a},V_{i_2^{}C^{}}`$ and $`V_{ci}V_{i_1i_2^{}}V_{i_1i_2^{}}V_{i_1i_2}`$, etc. These sequences have the following implications. As before, transitions between the basins occur over separatrices near the transition states (saddle points). Relaxation can be fast enough to bias the transformation down hill but still slow enough that enough energy remains to get over each successive barrier with little difference between rates over the primed and unprimed barriers. To reach $`C^{}`$ from $`C`$, the system must follow the sequence $`Cii_2C^{}`$ for which there are 12 independent routes. To reach $`a`$ from $`C`$, the system can follow either of two sequences, $`Cii_2a`$ or $`Cii_2^{}a`$, for which there are 36 routes, or 3 times as many as for $`CC^{}`$. This increase in the number of paths from $`C`$ to $`a`$ relative to that from $`C`$ to $`C^{}`$ compensates for the more favorable kinetics of the final step from $`i_2`$ to $`C^{}`$, increasing the probability of $`Ca`$ relative to that of $`CC^{}`$ over that of the two-site model.

## VIII The $`N`$-site model

We now jump to a model with a macroscopically large number of equivalent sites each of which is coupled to a finite number of nearest neighbors via the harmonic term in $`V`$. Once again, there is a domain in the $`\alpha `$-$`k`$ plane in which the topology of $`V`$ is the same for finite $`k`$ as for $`k=0`$. Its lower boundary is unchanged at $`k=0`$, $`0<\alpha <3/16`$. Its upper boundary is further compressed, the degree of compression increasing with the number of nearest neighbors. Just as the minima for the 3-site case lie at the center, face centers, edge centers, and corners of a cube, so are the minima arranged on an $`N`$-dimensional hypercube in the $`N`$-dimensional configuration space for $`k=0`$. As $`k`$ increases, the CP structure distorts without change of topology up to some $`k`$ which depends on $`\alpha `$. The existence of this finite domain of topological stability is guaranteed by the analyticity of $`V`$, its gradient, and its Hessian in the configuration space. There is now one minimum of type $`C`$, $`3^N2^N1`$ of type $`i`$, $`2^N2`$ of type $`a`$, and 2 of type $`C^{}`$. The sequence of values of $`V`$ is $`V_c>V_i>V_a>V_C^{}`$.foot2  The number of $`a`$ minima is exponentially larger than the number of $`C^{}`$ minima, even if one extracts the polycrystalline $`C^{}`$ structures from the above number of $`a`$’s and adds them to the $`C^{}`$’s, as one can see from the following estimate. Let $`n`$ be the minimum grain size. Then $`2^{N/n}`$ is a lower bound but still a good estimate of the number of polycrystalline structures. The corrected ratio of $`C^{}`$’s to $`a`$’s is thus estimated to be

$$\frac{2^{N(11/n)}}{12^{N(11/n)}}\underset{N\mathrm{}}{\overset{}{}}0,\text{with}n>1,$$
(33)
which is still exponentially small. The number of paths from $`C`$ to $`a`$ is correspondingly exponentially larger than that from $`C`$ to $`C^{}`$, overcoming any kinetic advantage of any single path from $`C`$ to $`C^{}`$. In conclusion, the key to PA within this model is the existence of a region of the $`\alpha `$-$`k`$ plane within which the $`k=0`$ topology persists, a region of a flat (small $`k`$) and soft but not unstable ($`0<\alpha <3/16`$) branches together with $`\tau `$ and $`T`$ in a suitable range.

## IX Relation to conventional nucleation and growth mechanism

Suppose the transformation $`CC^{}`$ were to occur by the conventional nucleation and growth mechanism with $`\dot{I}`$ the nucleation rate and $`\dot{R}`$ the growth rate.turn2  For $`\dot{I}/\dot{R}`$ finite, a polycrystal of $`C^{}`$ results. In the limit $`\dot{I}/\dot{R}0`$, a single crystal results. In the limit $`\dot{I}/\dot{R}\mathrm{}`$, a nanocrystalline material results, and we can imagine that in the ultimate limit in which nucleation totally dominates growth, an amorphous phase results when the crystallite is so small that there is no distinction between bulk and grain boundary. In the classical theory of nucleation, the critical radius of the nucleus of $`C^{}`$ is

$$R^{}=\frac{2\sigma }{\mathrm{\Delta }g}.$$
(34)
Here $`\mathrm{\Delta }g`$ is the bulk Gibbs free-energy difference between $`C`$ and $`C^{}`$, and $`\sigma `$ is the interfacial free energy. The corresponding barrier to nucleation is

$$\mathrm{\Delta }G^{}=\frac{16\pi }{3}\frac{\sigma ^3}{(\mathrm{\Delta }g)^2}.$$
(35)
For nucleation completely to dominate growth and for the critical size nucleus to be so small that the result is an amorphous phase, it is obvious from Eqs. (34) and (35) that $`\sigma `$ must become small. $`\sigma `$ measures the free-energy cost of a rapid local structural change from $`C`$ to $`C^{}`$. In our simple model, the energy cost of such a structural change is simply proportional to the coupling constant $`k`$. Thus, our finding the possibility of pressure amorphization in the region of the $`\alpha `$-$`k`$ plane within which the $`k=0`$ topology of $`V`$ is preserved is completely consistent with nucleation theory, the smallness of $`k`$ corresponding to small $`\sigma `$ and the existence of intermediate minima corresponding to finite $`\mathrm{\Delta }g`$ and slow growth rate. To conclude, PA occurs when nucleation totally dominates growth.

## X Summary and conclusions

In this work, we make a clear distinction between two types of amorphous phases. The first, the conventional glassy phase, is not topologically equivalent to any crystalline phase, and glass formation from the crystal is a reconstructive transformation.turn2  Such glasses are formed, for example, by sufficiently rapid cooling from the melt. A conventional glass can form via pressure amorphization if (i) the limit of local stability of $`C`$ relative to its melt (the spinodal) is approached, and (ii) if the glass transition temperature of the melt is then higher than the equilibrium melting temperature of $`C`$.pony ; scio  Here we are concerned not with conventional glasses, but with pressure-induced amorphous phases in which the structural instability that leads to the amorphization is associated with one or more soft, flat branches of the phonon spectrum and in which memory of the original topology of the low-pressure crystal structure is retained through the remaining stable branches. In such cases, the amorphization arises from a random displacive or orientational transition instead of from a reconstructive transition.

This type of pressure amorphization is driven by an underlying strongly first-order structural phase transition $`CC^{}`$ under compression. In our view, as $`C`$ becomes thermodynamically unstable relative to $`C^{}`$, there is one or more branches which flatten with increasing pressure. Local modes in the form of lattice Wannier functions provide a natural means of description of such flat branches. We have supposed that the nonlinearities associated with the first-order phase transition arise primarily in the amplitudes of the individual local modes, an inessential simplification. We have argued that there is a range of pressures within which the local nonlinearities and relative flatness of the relevant branch or branches allow an exponentially large number of amorphous structures to be metastable and preferentially kinetically accessible over $`C`$ relative to the thermodynamically stable single crystal or polycrystalline $`C^{}`$ phase. Such metastability and kinetic preference occur within a restricted region of the parameter space defining the potential energy landscape in the configuration space of the local modes, as shown explicitly for the 2-site model in Fig. 2. The ambient temperature must be low enough to lead to substantial hysteresis ($`T1/96`$), so that $`C`$ persists well into its domain of metastability as $`p`$ increases. Once the structural transition is initiated, it proceeds downhill via an exponentially large number of paths through the basins of attraction of intermediate structures without being trapped there, requiring relaxation rates in a suitable range. If trapping were to occur, it would correspond to intermixed amorphous $`a`$, intermediate, and crystalline $`C`$ regions, resulting in observable Bragg peaks associated with $`C`$. Further compression (i.e., further reduction of $`\alpha `$) would result in a drop in the fraction of $`C`$, decreasing Bragg peak intensities. That is, trapping implies a broadened $`C`$ to $`a`$ transition. The intermediate basins correspond to a random admixture of both $`C`$-like and $`C^{}`$-like local configurations.

Normally, first-order structural transitions are discussed in terms of nucleation and growth. In the present picture, the critical size nucleus is not much more than a single unit cell (with minor displacements in neighboring cells) and nucleation overwhelms growth, leaving the system in an amorphous structure when nucleation is complete.

The type of pattern observed in the structural transitions caused by pressure changes depends on the particular trajectory through the parameter space of the potential which is induced by the changing pressure.

The picture developed in this paper can embrace all of the phenomena which have been observed in association with pressure amorphization. Nevertheless, the discussion has been largely qualitative. Obtaining a quantitative demonstration that these simple models admit pressure amorphization requires numerical simulation.gang  Once that has been demonstrated, such simulations should be carried out for real materials since substantial experience has already been built up in constructing effective Hamiltonians of the type considered here for specific substances.karin ; wag ; dudes  Among the tasks for simulations is to distinguish whether the occurence of pressure amorphization results in a conventional glass or leaves the crystalline topology invariant for a particular material.

###### Acknowledgements.

We greatly benifitted from discussions with A. Angel, R. Car, J. R. Chelikowsky, P. Giannozzi, G. N. Greaves, G. S. Grest, K. M. Rabe, S. Scandolo, and D. Vanderbilt. J. I. acknowledges the financial suppor of the ONR through Grant N0014-97-1-0048.


text:
# Meson Interferometry and the Quest for Quark-Gluon Matter

## 1 HBT-radius parameters and their relevance for the quest for quark-gluon matter

Correlations of identical particle pairs, also called HBT interferometry, provide important information on the space-time extension of the particle emitting source as for example in ultrarelativistic heavy ion collisions. In this case, QCD lattice calculations have predicted a transition from quark-gluon matter to hadronic matter at high temperatures. For a first-order phase transition, large hadronization times have been expected due to the associated large latent heat as compared to a purely hadronic scenario. Entropy has to be conserved while the number of degrees of freedom is reduced throughout the phase transition. Thus, one has expected a considerable jump in the magnitude of the HBT-radius parameters and the emission duration once the energy density is large enough to produce quark-gluon matter. The two alternative space-time evolution pictures, with and without a phase transition, are illustrated in Fig. 1 in the $`z`$-$`t`$-diagram. After the collision of the two nuclei, each with nucleon number $`A`$, the system is formed at some eigen-time $`\tau `$ (indicated by the hyperbola) and the initial expansion proceeds either in a hadronic state (left-hand side) or in a state dominated by partonic degrees of freedom, for example a quark-gluon plasma (QGP) (right-hand side). In the latter case, the formation of a mixed phase, leads to large hadronization times and thus to rather long emission durations. The freeze-out is defined as the decoupling of the particles, i.e., the space-time coordinates of their last (strong) interactions. As a consequence, HBT interferometry and in particular the excitation function of the HBT-parameters have been considered as an ideal tool to detect the existence and the properties of a transition from a thermalized quark-gluon plasma to hadrons.

## 2 The importance of late soft hadronic rescatterings for two-particle correlations at small relative momenta

Here, we discuss calculations based on a two-phase dynamical transport model that describes the early quark-gluon plasma phase by hydrodynamics and the later stages after hadronization from the phase boundary of the mixed phase by microscopic transport of the hadrons . In the hadronic phase, resonance (de)excitations and binary collisions are modeled based on cross sections and resonance properties as measured in vacuum. Fig. 2a shows the pion HBT-parameters $`R_i`$ as a function of the transverse momentum $`K_T`$ as calculated from the rms-widths of the freeze-out distributions . $`R_{\mathrm{out}}`$ probes the spatial and temporal extension of the source while $`R_{\mathrm{side}}`$ is only sensitive to the spatial extension. Thus, the ratio $`R_{\mathrm{out}}/R_{\mathrm{side}}`$ gives a measure of the emission duration. Here, we focus on the fact that for all initial conditions considered (SPS or RHIC energies and critical temperatures $`T_c160`$MeV or $`T_c200`$MeV) the HBT-parameters appear to be rather similar. This demonstrates that a long-lived hadronic phase dominates the bulk dependencies of the pion HBT-parameters rather than the exact properties of the QCD phase transition.

In addition, the ratio $`R_{\mathrm{out}}/R_{\mathrm{side}}`$ increases as a function of $`K_T`$ up to values of about $`1.52`$ indicating the large emission durations. However, experimental data at RHIC  show a completly new behaviour (not seen at SPS). The $`R_{\mathrm{out}}/R_{\mathrm{side}}`$ ratio decreases and even is smaller than unity. This would hint at a rather explosive scenario with very short emission times, not compatible with a picture of a thermalized quark-gluon plasma hadronizing via a first-order phase transition to an interacting hadron gas. Rather a shell-like emission as illustrated in Fig.2b would be prefered. Thus, the further study of HBT-interferometry will provide extremly important information e.g. on the hadronization process or the question of thermalization in ultrarelativistic heavy ion collisions.

## 3 Advantages of Kaons

Besides many experimental advantages kaons are less contaminated by long-lived resonances and escape the opaque hadronic phase easier. Thus, $`30\%`$ of the kaons at $`K_T1`$GeV/c are directly emitted from the phase-boundary. Complementary, large $`K_T`$ kaons and their $`R_{\mathrm{out}}/R_{\mathrm{side}}`$ ratio exhibit a strong sensitivity on the QCD equation of state as shown in Fig. 3.

## Acknowledgments

S.S. has been supported by the Alexander von Humboldt Foundation through a Feodor Lynen Fellowship and DOE Grant No. DE-AC03-76SF00098. S.S. is grateful to S. Bass, A. Dumitru, D. Hardtke, and S. Panitkin for fruitful collaborations leading to the results presented here.