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# The Eagle’s EGGs: fertile or sterile?

## 1 Introduction

The life history of a star appears to be determined both by ‘nature’, imprints received prior to birth, and ‘nurture’, influences from the environment surrounding it in the early years after birth. Crucial amongst these external influences is the presence of massive stars: their intense ionising flux and strong winds can turn the common parental molecular cloud into an H II region and thus terminate star formation, as well as evaporate circumstellar disks around low-mass stars and prevent planet formation (Hollenbach, Yorke, & Johnstone 2000). On the other hand, massive stars can also lead to radiative implosion of surrounding molecular cores, initiating secondary star formation (Larosa 1983; Bertoldi 1989; Lefloch & Lazareff 1994).

A famous example of the effects wrought by massive stars is seen in the Eagle Nebula, M 16. OB stars in the young stellar cluster NGC 6611 (Hillenbrand et al. 1993) are photoionising surrounding molecular material, leading in one region to the creation of three elongated columns or ‘elephant trunks’, as detailed in the iconic Hubble Space Telescope images of Hester et al. (1996; hereafter H96). H96 identified 73 small (typically $``$ 0.5 arcsec or 1000 AU diameter) protrusions on or near the surface of the trunks, which they dubbed EGGs, for evaporating gaseous globules. Noting a few apparent associations with stars seen in the HST and/or near-infrared images (Hillenbrand et al. 1993), H96 proposed that the EGGs are created as the NGC 6611 ionisation front sweeps over dense condensations of molecular material harbouring young stars, i.e., they might also be considered as ‘eggs’. These embedded stars would be exposed prematurely as the surrounding EGG is evaporated, thus removing the reservoir for future accretion and perhaps also the circumstellar disk. H96 suggested that if most stars form under the influence of massive stars, this influence might then ultimately determine important results such as the stellar initial mass function and the fraction of stars with planetary systems.

However, missing in this hypothesis is direct observational evidence that the M 16 columns and EGGs indeed contain a substantial population of young stars. As the optical images of H96 were not able to probe the dusty interiors of the columns, longer wavelength data are required. The region has been surveyed in the near-infrared by Walsh & White (1982), Chini et al. (1992), Hillenbrand et al. (1993), Currie et al. (1996), and McCaughrean (1997), in the mid-infrared by Pilbratt et al. (1998), and in the millimetre by Pound (1998) and White et al. (1999). However, none of these studies had the required combination of high spatial resolution, sensitivity, and field-of-view to provide a detailed view of possible ongoing star formation in the trunks, or to carry out a statistically meaningful survey for embedded sources in the EGGs.

Two recent near-infrared imaging studies (Sugitani et al. 2002, hereafter S02; Thompson, Smith, & Hester 2002, hereafter TSH02) have revisited the region with better spatial resolution and sensitivity, and both describe evidence for massive star formation in the tips of two of the trunks, as also seen in the previous images of Hillenbrand et al. (1993) and McCaughrean (1997). However, neither study directly addressed the question of star formation in the EGGs. We have used the VLT to make a new near-infrared survey of a large region containing NGC 6611, the elephant trunks, and their EGGs, with sufficient spatial resolution ($``$ 0.35 arcsec FWHM) and sensitivity (Ks$`>`$$`\text{20}^\text{m}`$) to probe EGGs individually. Here we present just the data covering the elephant trunks and our essential findings concerning the EGGs: the entire data set can be seen in McCaughrean & Andersen (2001), and a detailed analysis will be given in a subsequent paper.

## 2 Observations

The data were obtained with the facility near-infrared camera/spectrograph, ISAAC, on the 8.2-m VLT UT1 Antu in service mode (ESO program 67.C-0595) on April 10 and May 8–10 2001. The ISAAC short-wavelength camera has a 1024$`\times `$1024 pixel HgCdTe HAWAII array covering 2.5$`\times `$2.5 arcmin at 0.147 arcsec/pixel. A slightly-overlapping 4$`\times `$4 position mosaic was made to cover a $``$ 9$`\times `$9 arcmin region centred on the elephant trunks and including much of NGC 6611: the inner 2$`\times `$2 mosaic was imaged repeatedly to go deep on the most critical region, while the outer part of the mosaic was covered less often, to provide sky data and a broader survey. Data were taken in three broad-band filters Js (1.24$`\mu `$m), H (1.65$`\mu `$m), and Ks (2.16$`\mu `$m). A standard observing block involved imaging each position in the central 2$`\times `$2 mosaic three times and for 100 seconds each time (10 coadds of 10 seconds); the outer ring of 12 positions in the 4$`\times `$4 position mosaic was imaged once for 50 seconds (5 coadds of 10 seconds).

Data reduction was standard. For any given image, a blank sky frame was constructed by making a median stack of the other 23 images within the same block. A clean sky frame was always achieved, despite the extremely crowded nature of the region. This sky frame was subtracted from the image and the result then flat-fielded using differential twilight flats (i.e., bright sky minus faint sky). Corrections were made for the small geometric distortion in ISAAC before the images were aligned, intensity normalised, and co-added to form three final mosaics, one per filter.

In H and Ks, data from only the better of two observing blocks were used, while in Js, data from four equal-quality blocks were used. Thus for the deepest, central section of the mosaics discussed here, the effective integration time per pixel is 300 seconds in H and Ks, and 1200 seconds in Js, the longer integration time at Js in part compensating for higher extinction in the EGGs at the shorter wavelength. Spatial resolution in the coadded mosaics is 0.38, 0.36, and 0.33 arcsec FWHM in Js, H, and Ks, respectively. Photometric calibration via faint standard stars yields detection limits (defined as a star whose brightest pixel is detected at 3$`\sigma `$ above the local noise) at Js, H, and Ks of $`\text{22}^\text{m}.\text{6}`$, $`\text{21}^\text{m}.\text{3}`$, and $`\text{20}^\text{m}.\text{4}`$, respectively. In regions of bright nebular emission, these limits are somewhat reduced.

Figure 1 shows the region centred on the trunks in a three-colour composite. This region and the complete survey mosaic can be seen at full resolution in McCaughrean & Andersen (2001).

## 3 Results

The contrast between the HST optical emission-line image of H96 and the VLT near-infrared broad-band image is striking. The HST image is dominated by the three gas and dust columns: the VLT image shows not only these, but also a huge number of stars towards, in, and beyond M 16. Stars seen in the VLT image as blue are in M 16 or in the foreground, but the great majority of the stars are fainter and yellow, and are background field stars seen along the line-of-sight through the bulge towards the inner galaxy ($`l,b`$$``$ 17,+1), through the molecular material out of which M 16 was created. An infrared colour-colour diagram derived from our full data set and containing some 5$`\times `$104 stars shows this background screen to have an extinction of AV$``$$`\text{10}^\text{m}`$. There are also a number of orange and red sources associated with the columns and thus seen through additional dust extinction. However, simple visual examination cannot distinguish between stars embedded in the trunks or background stars seen through them.

The three columns are also considerably changed in the near-infrared, as noted and discussed by S02 and TSH02. The heads of the three columns are slightly reduced in size with respect to the optical images, but all retain significant opaque cores. The largest column (C1) disappears almost completely along much of its length below the head (cf. Pound 1998), and the middle trunk (C2) is also broken in the middle: only the smallest trunk (C3) remains continuous.

### 3.1 Star formation in the columns

The immediate goal of our VLT experiment was to enable a sensitive search for embedded young stars in the EGGs. To characterise any such objects seen in our images, we use the pre-main sequence models of Baraffe et al. (1998) at $``$1$`M_{}`$ and Palla & Stahler (1999) at higher masses. To generate magnitudes for the ISAAC Js and Ks filters, we have interpolated those available for the standard J, H, and K filters according to band centre, a justifiable approximation given the close similarity of the two filter sets. We assume a distance of 1.9 kpc to M 16 and R=3.75 for its extinction law (Hillenbrand et al. 1993), and a generic age of 1 Myr for all putative young embedded sources. Under these assumptions, our VLT detection limits correspond to a limiting mass of $`<`$0.01$`M_{}`$ (10$`M_{\mathrm{Jup}}`$) in all three filters, assuming no extinction. However, since we are searching for sources embedded in the EGGs, we calculate that a 0.075$`M_{}`$ source at the star:brown dwarf boundary can be detected through up to AV$``$$`\text{16}^\text{m}`$, $`\text{23}^\text{m}`$, $`\text{30}^\text{m}`$ of extinction at Js, H, and Ks, respectively, for an R=3.75 extinction law (Cardelli, Clayton, & Mathis 1989). Assuming an embedded star lies in the centre of its EGG, then the 0.5 arcsec median diameter of an EGG converts to a column of 7$`\times `$1015 cm to the source. To yield an extinction of AV = $`\text{30}^\text{m}`$, the mean volume density would then have to be $``$107 cm-3, $``$ 50 times greater than is measured for the heads of the trunks (White et al. 1999; Pound 1998). Therefore, despite a likely above average density in the EGGs, the present data appear to have the sensitivity required to probe most of the EGGs to the brown dwarf limit and below.

Without classification spectroscopy, only crude mass estimates can be made for detected sources, by placing them in the infrared colour-magnitude diagram and dereddening until they intercept the model 1 Myr isochrone. As some sources will show excess long-wavelength emission in the colour-colour diagram indicative of a circumstellar disk, the Js versus (Js$``$H) colour-magnitude diagram is generally used for the mass estimation. It is clear that this method is approximate at best, and the results presented in Table 1 should be taken only as an indication of the likely masses of the embedded sources, in lieu of further observations.

#### 3.1.1 Massive YSOs in the columns

The tips of both C1 and C2 show evidence for bright embedded young stellar objects (YSOs). Both were detected in earlier infrared images (Hillenbrand et al. 1993; McCaughrean 1997), and have been described in detail by S02 and TSH02. The source in C1 (here YSO1; P1 of S02; M16ES-1 of TSH02) is very red and sits at the southern tip of a complex extended nebula bisected by a lane of extinction associated with one of the more prominent ‘towers’ on the head of C1. It is also detected at 7–11$`\mu `$m by MSX (Price et al. 2001), 12–18$`\mu `$m by ISO (Pilbratt et al. 1998), and as a bright hard X-ray source by Chandra (Gagné, personal communication).

Assuming the Js and H fluxes (see Table 1) of YSO1 to be photospheric, we deduce an extinction of AV$``$$`\text{27}^\text{m}`$ and a dereddened absolute MH of $`\text{1}^\text{m}.\text{6}`$, consistent with a 10$`M_{}`$ ZAMS star with a spectral type of B1 (Schmidt-Kaler 1982). However, integrating under near-, mid-, and far-infrared fluxes, TSH02 derived a luminosity of $``$ 200$`L_{}`$, equivalent to only a 4$`M_{}`$ ZAMS star and closer to late B in spectral type. TSH02 also found no evidence for the coincident Pa$`\alpha `$ emission from ionised gas that would be expected from even a late B star, and thus, as they note, it is possible that YSO1 is perhaps a compact cluster or, in our opinion more likely, a young protostar. The 2.7 mm continuum emission from YSO1 reported by S02 might, for example, be free-free emission from an associated ultracompact H II region rather than a disk, perhaps supporting the young, high-mass protostar hypothesis.

The tip of C2 also contains a bright point source (here YSO2; T1 of S02, M16ES-2 of TSH02) illuminating a compact reflection nebulosity. S02 claim that this nebulosity is bipolar, but instead we see a fainter second source roughly 1 arcsec south, and which we find to be consistent with a lightly reddened field star (see also Fig. 10b of H96). Again assuming photospheric emission for YSO2, we deduce an extinction of $``$$`\text{15}^\text{m}`$ and a mass of $``$ 2–5$`M_{}`$. The non-monotonic mass-luminosity relation for young, higher-mass sources yields this ambiguity for YSO2, but we note that the luminosity of $``$ 20$`L_{}`$ derived by TSH02 corresponds to a 2–3$`M_{}`$ star at 1 Myr (Palla & Stahler 1999).

By contrast, C3 has no embedded sources in its tip, although a pair of relatively bright sources sit in the ‘bowl’ just above it. TSH02 suggest that these may be young stars recently revealed as the tip of C3 was evaporated away, but from our wider-field images, it appears equally plausible they are simply field stars: the chances of such a pair being projected there is small, but not vanishingly so. Finally, to the south-east of the HST trunks and outside the image shown here (see McCaughrean & Andersen 2001), there is another similar structure that has not yet been overrun by the ionisation front. The VLT images show an extended red reflection nebula in the tip of this column, which Andersen et al. (2002) have suggested to be the driving source of the Herbig-Haro flow HH 216, part of which is seen as the blue nebulous arc near the base of Fig. 1.

#### 3.1.2 Star formation in the EGGs

The key issue here, previously addressed briefly by McCaughrean (1997), is to assess statistically whether or not the EGGs, as a population of small dense cores, are indeed forming young stars. To test this hypothesis, we first registered the HST optical and VLT near-infrared frames using 60 stars common to both: the fit has an RMS error of 0.02 arcsec, accurate enough given the median EGG diameter of 0.5 arcsec. Using a list of coordinates and dimensions supplied by Jeff Hester, we examined each EGG in the HST H$`\alpha `$ data, the individual VLT infrared mosaics, and the infrared colour composite. This process is subjective to an extent, as was the original definition of the EGGs: some are well defined and partly or completely detached from the surface of the trunks, but most are mere protrusions above the local surface. In these cases, we made a rough judgement of the size of the underlying EGG based on its apparent radius of curvature, and then searched within those boundaries.

In the 73 EGGs, we find 11 that show definite evidence for an associated near-infrared point source (Table 1). Two of these (E31, E42) sit right at the tips of ‘mini-trunks’ near the base of C1 and are optically visible, as noted by H96, but the remaining 9 (E14, E15, E17, E18, E19, E24, E25, E35, E57) are only visible at near-infrared wavelengths. Using the method and assumptions given above, we find that four of the sources (E25, E31, E35, E42) appear to have stellar masses in the range 0.3–1$`M_{}`$, while the remainder (E14, E15, E17, E18, E19, E24, E57) are substellar, with masses in the range 0.02–0.07$`M_{}`$. Remarkably, most of these substellar sources (E14–E19) are associated with rather small EGGs located at the tip of C1, near the much more massive YSO1. The apparent lack of low-mass stars in this region may simply be a selection effect: somewhat higher-mass sources evolve more rapidly and may have already escaped their EGGs. In this case, we would not have picked them out against the field stars according to the present EGG-based search criteria.

Another 5 EGGs show tentative evidence for embedded sources (E16, E20, E45, E46, E60), while a further 6 EGGs show near-infrared sources nearby, but on various grounds we consider these to be unrelated (E03, E23, E44, E50, E64). The remaining 51 EGGs show no evidence for associated sources in our data, including E01, which H96 suggested was coincident with a bright near-infrared source in the data of Hillenbrand et al. (1993): the VLT data clearly show it to be a background field star lying off the EGG. A more detailed discussion of each EGG will be given in our subsequent paper.

Given the huge density of background field stars in the region, some sources apparently coincident with EGGs may simply be chance projections. We can approach this problem in two ways. First, plain field stars should have normal reddened near-infrared colours, while young low-mass sources should show infrared excess emission typical of a circumstellar disk. The sources associated with E14, E17, E18, E19, E24, E25, and E31 do indeed show infrared excess confirming them as young, but the absence of excess emission from the other candidates should not necessarily be taken as evidence against them, as only half of all YSOs in Taurus-Auriga with excess 10$`\mu `$m emission also show it in their near-infrared colours (Kenyon & Hartmann 1995). Longer wavelength high spatial resolution imaging would provide crucial additional confirmation, although the required sensitivity may mean waiting until the NGST is available.

Second, we have taken advantage of the wide field covered by our data to examine the field population away from the trunks and count the number of stars per magnitude bin per unit area. For each star seen against an EGG, we can then calculate the chances of there being a field star projected within the confines of the EGG at that measured magnitude, after accounting for the additional extinction introduced by the EGG. We find this correction to be negligibly small in almost all cases, as will be discussed in our subsequent paper.

## 4 Conclusions

Our VLT images of the M 16 elephant trunks show clear evidence for recent star formation. There are relatively massive, embedded YSOs at the tips of two of the HST columns, as also discussed by S02 and TSH02, and in one further column to the south-east. Furthermore, the VLT data have been able to demonstrate that while the majority of the Eagle’s EGGs are sterile, at least some are fertile. That is, some 15% of them appear to be real ‘eggs’, hatching new stars or brown dwarfs. This fraction is no larger than that found by McCaughrean (1997), despite the significantly improved data. The main reason is that several previously-claimed coincidences disappeared as the spatial resolution improved, only to be replaced by new discoveries at higher sensitivity.

This 15% must still be considered a lower limit however, as some of the EGGs remain opaque even at near-infrared wavelengths. A case in point is E23, seen against the darkest part of C1 (Fig. 1). There is no associated near-infrared point source, but both infrared and optical images show a linear jet-like feature extending to the north, ending in a nebular knot, with a counter ‘bowshock’ an equal distance to the south. This circumstantially implies the presence of a very deeply embedded protostar within E23, driving an outflow. Also, there may be other young stars in and around the columns unrelated to EGGs. Infrared excess emission can be used to identify sources of this kind: S02 found several additional candidate YSOs in this manner, and we shall return to this question in our subsequent paper.

Finally, for all our focus on the trunks and EGGs, we should keep in mind the wider context, in particular the adjacent cluster NGC 6611, which has formed thousands of stars within the past few million years (Hillenbrand et al. 1993). The ongoing destruction of the columns and the relatively limited star formation taking place within them may ultimately prove to be a sideshow in the grander scheme of things, albeit a beautiful one.

###### Acknowledgements.

We thank our friends at the VLT who took these excellent data in service mode; Jeff Hester for supplying the original HST images and EGG coordinates; Marc Gagné for interesting discussions on M 16; Francesco Palla and Isabelle Baraffe for providing their PMS tracks; and Sandra Jorge and Sofia Fernandes for their independent assessment of the EGGs. This work is supported by the EC RTN “The Formation and Evolution of Young Stellar Clusters” (HPRN-CT-2000-00155) and DLR grants 50-OR-0004/9912.


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# Binding energies and electronic structures of adsorbed titanium chains on carbon nanotubes

## Abstract

We have studied the binding energies and electronic structures of metal (Ti, Al, Au) chains adsorbed on single-wall carbon nanotubes (SWNT) using first principles methods. Our calculations have shown that titanium is much more favored energetically over gold and aluminum to form a continuous chain on a variety of SWNTs. The interaction between titanium and carbon nanotube significantly modifies the electronic structures around Fermi energy for both zigzag and armchair tubes. The delocalized $`3d`$ electrons from the titanium chain generate additional states in the band gap regions of the semiconducting tubes, transforming them into metals.

Recent experiments  have offered definitive evidence that titanium atoms deposited on a single-wall carbon nanotube are capable of forming continuous wires. Compared with other metals such as gold, palladium, iron, aluminum, and lead, Ti atoms have stronger interactions with carbon nanotube, higher nucleation, and a lower diffusion rate. Nanotubes coated with a Ti buffer layer also have a better chance of forming continuous wires made of other metals. Thus, they function as templates for growing metal nanowires, which may be suitable for various applications in nanoscale materials and devices. A nanotube with adsorbed materials may also significantly changes its physical properties, providing useful means for manipulating electronic transport for nanoelectronic devices. Moreover, understanding the interaction between titanium and nanotube will be helpful in reducing the contact resistance between nanotubes and metal leads, which is a critical problem in the nanoelectronic applications .

In this article we present ab initio results on several SWNTs with adsorbed metal chains. We demonstrate theoretically that Ti is favored energetically over Au and Al, two popular materials for nanowires, for the formation of a continuous chain on the carbon nanotubes. Detailed analysis shows significant modification of electronic states of the carbon nanotube after incorporating a Ti chain. In particular, semiconducting zigzag SWNTs transform into metals upon adsorption of Ti chain.

Electronic structure calculations and geometry optimization were performed using the Vienna ab initio simulation package VASP,  a plane-wave pseudopotential program. Ultrasoft pseudopotentials were used with a uniform energy cutoff of 210 eV. There were 31 uniformly distributed k points along the nanotube symmetry axis $`\mathrm{\Gamma }X`$ for both the pure SWNT and the SWNT deposited with a metal chain. Ion positions were relaxed into their instantaneous ground states using a conjugate-gradient algorithm. During each ionic step, a maximum of 120 self-consistent cycles were executed and the Hellmann-Feynman forces were calculated. We included two zigzag SWNTs, (10,0) and (14,0), and two armchair ones, (6,6) and (8,8) in our calculations. Different initial configurations of the adsorbed metal chains have been used in our calculation to obtain the lowest-energy structures.

We have optimized the equilibrium structures and calculated total energies for each pure SWNT, free-standing metal chain, and metal-deposited SWNT. The binding energy of the metal chain on SWNT is defined as the difference between the total energy of the metal-adsorbed SWNT and the sum of total energies of the individual SWNT and free-standing metal chain. For both Al and Au, we find interaction between metal atoms and the carbon nanotube is weak. The binding energy obtained for aluminum chain on armchair (6,6) SWNT is 0.52 eV per metal atom and that for gold on (6,6) SWNT is only 0.25 eV/atom. Similar results are found in the case of zigzag (10,0) SWNT for Al and Au. The weak interactions between Al and carbon nanotube are consistent with a recent ab initio calculation of the nanotube on aluminum surface . The low binding energies ($`0.5`$ eV) suggest that the interaction between Al, Au metal and carbon nanotube is most likely physisorption. Thus, a low barrier against the diffusion of Al, Au adatoms on SWNTs is expected. Between these two metals, Al has a higher binding energy than Au, confirming part of the suggested order of binding energy in Ref. 2. With only one valence electron in the $`3p`$ shell Al is more likely to have stronger interaction with the nanotube than Au, which has nearly filled outer $`sd`$ shells.

By contrast, the binding energy between Ti and the nanotube is much greater than the cases of Al and Au, as shown in Table I. It is known that $`3d`$ orbitals in titanium are rather delocalized and function as valence orbitals . Thus, the unfilled $`3d`$ shell of Ti may lead to certain hybridization between $`3d`$ orbitals of Ti and $`2p`$ orbitals of C, resulting in a stronger interaction between them. Indeed, the calculated binding energies of the adsorbed Ti chains range from 1.62 to 2.04 eV per titanium atom for the SWNTs studied. As shown in Table I, the binding energy is not sensitive to either tube size or chirality. Such higher adsorption energy favors nucleation of Ti atoms and is capable of forming continuous wires, as shown by the recent experiments.  According to an empirical estimate  the diffusion activation energy $`E_{diff}`$ is about a quarter of the binding energy and the diffusion rate is proportional to $`exp(E_{diff}/k_BT)`$, where $`k_B`$ is the Boltzmann constant and $`T`$ is the absolute temperature. If we follow this scheme and calculate diffusion rates for Ti, Al, and Au, we will see that Ti has a much smaller probability than Al and Au to diffuse. A 1.5 eV difference in binding energy per atom, for instance, makes Ti harder to diffuse by an order of $`10^7`$ at room temperature. Thus, Ti atoms are much more favored for forming the stable structures coated on the surface of carbon nanotubes than Al or Au atoms .

The fully relaxed atomic structures of Ti chains adsorbed on carbon nanotubes are illustrated in Figure 1 for (8,8) and (14,0) SWNT respectively. Along the tube axis, per unit cell there are two Ti atoms for the zigzag tube and one for the armchair tube. The deformation of carbon nanotube due to titanium adsorption is relatively small. The deviation from circular tube as measured by the aspect ratio ($`r_{max}/r_{min}`$)  is less than 2$`\%`$ for all SWNTs studied (see also Figure 2(c) and Figure 3(c)). Distances between the two neighboring Ti atoms in the adsorbed metal chain are about 2.6 Å for zigzag tubes and 2.7 Å for armchair tubes, which are smaller than the bulk interatomic distance 2.89 Å and comparable to the bond length in titanium clusters .

The electronic band structure for Ti-adsorbed (14,0) nanotube is presented in the right part of Figure 2(a). For comparison the middle part of the diagram shows the band structure for the pure (14,0) SWNT, and the left part shows the band structure of the free-standing Ti chain. The pure (14,0) SWNT is a semiconductor with small gap. The adsorbed Ti chain, however, creates several new states in the band gap region, effectively transforms the semiconducting SWNT into a metal. This metallic behavior is also seen in the bottom of Figure 2(b), which displays the density of states (DOS) for the Ti-adsorbed SWNT, as opposed to the middle of the figure showing a band gap for the pure (14,0) and the upper one showing the DOS for the titanium chain. These newly generated bands in the gap region are apparently related to the delocalized states from the adsorbed Ti chain. Moreover, as shown in Figure 2(a), the band structure of Ti-adsorbed (14,0) nanotube is not a simple superposition of those of individual nanotube and titanium chain. The significant modification on the electronic states pertaining to titanium and carbon nanotube implies certain charge transfer between them.

To further explore the interaction between titanium and carbon nanotube and understand the delocalized electronic states around the gap region, Figure 2(c) shows the isosurface for the electron density of four bands that closest to the Fermi level. We find that the electrons from these bands are delocalized and distributed on both titanium and carbon atoms. From the band structures shown in Figure 2(a), we know that the bands around Fermi level are originally from titanium chain. Therefore, it is not surprising to find certain portion of electron density at the titanium sites. Our detailed analysis on the partial electron local density of states find that the DOS at Fermi level are composed of $`3d`$ electrons from titanium and $`2p`$ electrons from carbon. The metallization of semiconducting nanotubes caused by charge transfer from metal atoms to SWNT has also been found in the alkali-metal intercalated SWNTs . The delocalized nature of the conduction electrons and the charge transfer imply a possible good contact between titanium and carbon nanotube. This finding might be helpful in reducing the contact resistance between nanotube and metal leads . We have also carried out detailed analysis on (10,0) nanotube with adsorbed titanium chain. Similar results are obtained. Thus, we believe these behaviors are general for all semiconducting zigzag nanotubes.

Shown in the middle part of Figure 3(a) is the band structure of the pure (8,8) nanotube. At the Fermi level, there is a well-known band crossing at about two thirds of the distance between $`\mathrm{\Gamma }`$ and $`X`$, making it a metallic nanotube . Again, the electronic structures of carbon nanotube have been significantly modified by the titanium chain. The band structure of the Ti-adsorbed (8,8) nanotube is not simply the superimposition of those of individual nanotube and titanium chain (see Figure 3(a)). It is interesting to note that the adsorbed Ti chain induces a small gap of about 0.14 eV. As shown in the right part of Figure 3(a), an almost dispersionless band lies just above the Fermi level, while another equally flat band lies lower in energy, both implying large effective mass for the electron. Such opening of a small gap has been reported for the Cu-adsorbed SWNT . Due to the presence of the adsorbed chain, the mirror symmetry of the armchair nanotube is broken and degeneracy of the $`\pi `$ and $`\pi ^{}`$ bands is removed . After a 0.03 eV Fermi broadening, a low but finite value of DOS at the Fermi level is found in the bottom of Figure 3(b) for the Ti-adsorbed nanotube with a small pseudogap. Similar effect has been found in Ti-adsorbed (6,6) tube, where the titanium-induced pseudogap is smaller ($``$ 0.1 eV).

Analysis of charge density for the bands around the Fermi level shows that they are mostly located on the carbon nanotube (see Figure 3(c)). Moreover, the circular symmetry of electron density distribution is disturbed by Ti chain, which leads to reduced electron density on the carbon sites near the Ti atoms. It is worthy to note that there is much less electron density on titanium in the case of armchair (8,8) tube than that in the zigzag (14,0) tube. Such difference might be understood by the existence of conduction bands at the Fermi level in the pure armchair nanotube, which leads to more electron density distribution on carbon atoms. Nevertheless, in both cases there are significant charge transfers from the Ti delocalized $`3d`$ electrons to carbon nanotube.

In summary, we have performed first-principles calculations on metal-adsorbed single-wall carbon nanotubes. We conclude that Ti is much more likely than Al and Au to form continuous chain on the surface of SWNTs due to much higher binding energies. Al-adsorbed SWNTs in turn have higher binding energies than the Au-adsorbed ones. The delocalized $`3d`$ electrons from the titanium chain partially transfer to carbon nanotube and generate additional states around the Fermi level. The band structures analysis shows that pure zigzag nanotubes transform from semiconductors into metals with the adsorption of Ti atoms, while armchair nanotubes may open up a pseudogap due to the symmetry breaking. A novel type of functional nanostructures can be anticipated with titanium adsorbed carbon nanotubes. The modification of electronic properties by the adsorbed Ti atoms also provides a useful means for a new generation of nanoelectronic devices.

This work was supported by the National Science Council of Taiwan, the Republic of China, under contract number NSC 90-2112-M-182-005 and NASA Ames Research Center. The authors gratefully acknowledge computational support from the North Carolina Supercomputer Center and the National Center for High-Performance Computing of ROC.


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# Total reaction cross sections for neutron-nucleus scattering

## Abstract

Neutron total reaction cross sections at 45, 50, 55, 60, 65, and 75 MeV from nuclei 12C, 28Si, 56Fe, 90Zr, and 208Pb have been measured and are compared with (microscopic) optical model predictions. The optical potentials were obtained in coordinate space by full folding effective nucleon-nucleon interactions with realistic nuclear ground state density matrices. Good to excellent agreement is found.

preprint: LA-UR-02-834

The usual vehicle for specifying $`NA`$ total reaction cross sections, required as inputs in diverse applications ranging from transmutation of waste to nuclear astrophysics, has been the $`NA`$ optical potential; a potential most commonly taken as a local parametrized function, usually of Woods-Saxon type. However, it has long been known that the optical potential must be nonlocal and markedly so, although it has been assumed also that the energy dependence of the customary (phenomenological) model accounts for that. Of more concern is that the phenomenological approach is not truly predictive. The parameter values chosen, while they may be set from a global survey of data analyses, are subject to uncertainties and ambiguities, stemming in part from the lack of any density dependences of the specific scattering systems. While differential cross sections may be described by such local potentials, different parameter sets, describing the same elastic scattering data, may lead to different predictions for the total reaction cross section.

In this letter we compare predictions with new experimental data on total reaction cross sections for neutron scattering at a number of intermediate energies and from five nuclei ranging in mass from 12C to 208Pb Ibaraki and other (2002); the results were compared with the LA-150 data Chadwick et al. (1999). Unlike those analyses using phenomenological local form interactions, the predictions we report were found using, without approximation, complex, nonlocal, coordinate-space optical potentials formed by full folding realistic, effective, nucleon-nucleon ($`NN`$) interactions with density matrices (hereafter simply termed densities) specified from credible models of the structure of the targets. All details of this approach have been given in a recent review Amos et al. (2000). With this coordinate space approach, all analyses have been made using the DWBA98 programs Raynal (1999) which allow the projectile-target nucleon interactions not only to be complex but also energy and density dependent, the latter specific to the target in question. The properties of (nonlocal) optical potentials arise from mapping effective interactions to $`NN`$ $`g`$ matrices that are solutions of the Bruckner-Bethe-Goldstone (BBG) equations for nuclear matter. We use the Bonn-B $`NN`$ potentials as input to solving those BBG equations. As the BBG equations include allowance for Pauli blocking and of medium influence in the propagators, the ensuing effective $`NN`$ interactions that will be folded with the nuclear structure are nuclear density dependent. Such density dependence has been shown to be critical in making good predictions of angular and integral observables, including all spin observables, for intermediate energy nucleon scattering from all nuclei Amos et al. (2000); Deb et al. (2001).

Formally, the nonlocal optical potentials can be written

$`U(𝒓_1,𝒓_2;E)`$ $`=`$ $`{\displaystyle \underset{n}{}}\zeta _n\left\{\delta (𝒓_1𝒓_2){\displaystyle \phi _n^{}(𝒔)v_D(𝒓_{1s})\phi _n(𝒔)𝑑𝒔}+\phi _n^{}(𝒓_1)v_{Ex}(𝒓_{12})\phi _n(𝒓_2)\right\}`$ (1)
$``$ $`U_D(𝒓_1;E)\delta (𝒓_1𝒓_2)+U_{Ex}(𝒓_1,𝒓_2;E),`$
where $`v_D`$ , $`v_{Ex}`$ are combinations of the components of the effective $`NN`$ interactions, $`\zeta _n`$ are ground state one body density matrices (which often reduce to bound state shell occupancies), and $`\phi _n(𝒓)`$ are single nucleon bound states. All details and the prescription of solution of the associated nonlocal Schrödinger equations are given in the recent review Amos et al. (2000).

The specification of the nuclear ground state density is taken from a given nucleon-based model of structure. For 12C we have used a complete $`(0+2)\mathrm{}\omega `$ shell model Deb et al. (2001) using the WBT interaction of Warburton and Brown Warburton and Brown (1992). For 28Si, we have used a complete $`0\mathrm{}\omega `$ shell model wave function as formed by Brown and Warburton Brown and Warburton (1988). With 56Fe a packed shell model was chosen with allowance of $`2p2h`$ excitations into the $`fp`$ shell. Potentials used in the structure calculation were those of Richter et al. Richter et al. (1991). The NIS model of Ji and Wildenthal Ji and Wildenthal (1989) was used to describe 90Zr. With that the protons are in the packed shells while neutrons were allowed to spread in the $`f_{\frac{5}{2}},p_{\frac{3}{2}},p_{\frac{1}{2}}`$, and $`g_{\frac{9}{2}}`$ orbits. With 208Pb we have used two recent Skyrme-Hartree-Fock wave functions Brown (2000); Karataglidis et al. (2002) for which the neutron skin is 0.17 fm.

With $`Ek^2`$, the total reaction cross sections are

$$\sigma _R(E)=\frac{\pi }{k^2}\underset{l=0}{\overset{\mathrm{}}{}}\left\{(l+1)\left[1\left(\eta _l^+\right)^2\right]+l\left[1\left(\eta _l^{}\right)^2\right]\right\},$$
(2)
where $`\eta _l^\pm `$ are the moduli of $`S`$ matrices that are determined from solutions of the radial Schödinger equations with the specified optical potentials. They are

$$\eta _l^\pm \eta _l^\pm (k)=\left|S_l^\pm (k)\right|=e^{2\mathrm{}\left[\delta _l^\pm (k)\right]},$$
(3)
where $`\delta _l^\pm (k)`$ are the scattering phase shifts.

The results are given in Table 1 and also in Fig. 1. The units are in barn.

From the table it is clear that our predictions compare well with most of the data with the exception of the 55 MeV values and of those from 28Si in particular. Also there is a tendency for our predictions to be higher than the data for all five nuclei at 75 MeV. Those effects are revealed also in the figure.

However, inspection of the plotted results stresses that the statistical error bars encompass most of our predicted values. While in general the energy trends are well reproduced, we note that there appears to be a discrepancy in the case of 28Si, where our results tend to overpredict the data.

We have used a microscopic, nonlocal, optical model to predict total reaction cross sections for the scattering of intermediate energy neutrons from various nuclei. The agreement between the set of results found for neutron reaction cross sections and the new data is now comparable with that obtained for proton scattering Deb et al. (2001). We note that in that earlier work the available neutron reaction cross sections were consistently overpredicted by $`10`$%. The data used in that paper were far older and relied on the subtraction of the large elastic scattering cross sections from the total cross sections. The level of agreement found with the present data are much better and give confidence in the predicted results. Thus the nonlocal optical potentials generated by full folding $`NN`$ $`g`$ matrices with microscopic (nucleon) structures for targets can be used to predict both neutron and proton reaction cross sections.

###### Acknowledgements.

This work was supported by a grant from the Australian Research Council and also by DOE Contract no. W-7405-ENG-36.


text:
# Conformal Extension of Metrics of Negative Curvature

## 1 Introduction

In \[Bro99\], Brooks considers the following problem: Let $`S^O`$ denote a complete hyperbolic Riemann surface of finite area, and let $`S^C`$ be its conformal compactification. In general, $`S^C`$ need not carry a hyperbolic metric, but it is shown in \[Bro99\] that if the cusps are large, in a sense to be defined below, then the hyperbolic metric on $`S^C`$ is close to the hyperbolic metric on $`S^O`$ outside cusp neighbourhoods. The result in \[Bro99\] is qualitative, and in this paper we quantify this result.

First, we would like to know how large a cusp should be in order to adjust the metric in its neighbourhood to a non-cusped metric with negative curvature. For example, if $`S^O`$ is the complete hyperbolic 3-punctured sphere, then $`S^C`$ has no hyperbolic structure at all. By contrast, we will show in Theorem 1 below that if a cusp has length $`>2\pi `$, then we may modify the metric conformally inside the cusp neighbourhood to obtain a metric of negative curvature. We will show that the constant $`2\pi `$ is sharp.

The above question leads us to the interesting problem of extension of metrics, with negative curvature and with a fixed conformal type, across a given boundary curve. In this paper, we consider this problem only for the complete hyperbolic metric on the punctured unit disk, since our motivation comes from hyperbolic Riemann surfaces of finite area. There is an obvious necessary condition for the extension which comes from the Gauss–Bonnet Theorem (cf. §7). We give several examples which show that this is not a sufficient condition for extension across general curves. Even under convexity restrictions, which seem natural, the Gauss–Bonnet condition is not enough.

A very similar problem was already addressed by M. Gromov in \[Gro86\], pp. 109–110. Gromov gives an obstruction for extension of metrics, not necessarily conformal, with curvature of a fixed sign, which goes beyond the Gauss–Bonnet obstruction. We present Gromov’s obstruction in section 7.3. It seems that in general, it is not easy to decide whether this obstruction is met. We give a class of curves which do satisfy the Gauss–Bonnet necessary condition for extension, but meet Gromov’s obstruction.

Next, we estimate how large a cusp should be in order to adjust the metric in its neighbourhood to a non-cusped metric with curvature close to $`1`$. This gives a quantitative version of the theorem from \[Bro99\] which compares between the metrics on $`S^O`$ and $`S^C`$. We will show in Theorem 2 that if a cusp has length of the order $`1/\sqrt{\epsilon }`$, then it is possible to modify the metric in a neighbourhood of the cusp to obtain a non-cusped metric with Gaussian curvature $`\kappa `$,

$$(1+\epsilon )<\kappa <\frac{1}{1+\epsilon }.$$

We will show that this estimate is sharp.

#### Acknowledgements.

We would like to thank Mikhail Katz for his fruitful ideas. The main results of this paper were contained in the author’s M. Sc. thesis \[Man01\], written under the direction of Robert Brooks, whom we owe special thanks for making several helpful suggestions and clarifications.

I dedicate this paper to the memory of Robert Brooks who inspired me greatly, and provided me with enormous support and encouragement. I will miss him dearly.

## 2 General Settings and the Main Theorems

Let $`𝔻^{}`$ be the complete hyperbolic punctured unit disk $`\{z:\mathrm{\hspace{0.17em}0}<|z|<1\}`$ with the unique complete hyperbolic metric $`\mathrm{d}s^{}`$, conformally equivalent to the Euclidean metric. We will give this metric explicitly later. Let $`C_r`$ be the Euclidean circle with center $`0`$ and radius $`0<r<1`$. $`C_r`$ is a horocycle in $`𝔻^{}`$. Let $`B_r=\{z:\mathrm{\hspace{0.17em}0}<|z|<r\}`$ be the interior of $`C_r`$.

We are interested in adjusting the metric conformally in $`B_r`$ in such a way that we get rid of the cusp and retain negative curvature. Thus, we will have a new metric of negative curvature on the unit disk $`𝔻`$, which coincides with the metric on $`𝔻^{}`$ outside $`B_r`$.

###### Definition 1.

Let $`R`$ be a region in $`𝔻`$ which contains $`0`$. We say that a metric $`\mathrm{d}s`$ on $`𝔻`$ is a *negatively curved completion* of $`\mathrm{d}s^{}`$ inside $`R`$ if

1. $`\mathrm{d}s`$ is conformally equivalent to $`\mathrm{d}s^{}`$.
2. $`\mathrm{d}s=\mathrm{d}s^{}`$ outside $`R`$.
3. The curvature $`\kappa (\mathrm{d}s)`$ of the metric $`\mathrm{d}s`$ satisfies

$$\kappa (\mathrm{d}s)<0.$$

We may also say that $`\mathrm{d}s`$ is *a completion of $`\mathrm{d}s^{}`$ across $`R`$*.

The main theorems we prove are

###### Theorem 1.

$`\mathrm{d}s^{}`$ has a negatively curved completion inside $`B_r`$ if and only if $`\mathrm{length}(C_r)>2\pi `$.

In §7 we give several examples which show that the horocycle condition in the above theorem is sharp.

The next theorem is in the same spirit, but it gives a more accurate estimation of the curvature of the adjusted metric. This theorem leads us in §9 to a quantitative version of the comparison theorem from \[Bro99\].

###### Theorem 2.

There exist $`C_1>0`$, $`C_2>0`$ such that,

1. For all $`0<\epsilon <1`$, if $`r>1C_1\sqrt{\epsilon }`$, then $`\mathrm{d}s^{}`$ has a conformal completion $`\mathrm{d}s_\epsilon `$ in $`B_r`$ with curvature

$$(1+\epsilon )<\kappa (\mathrm{d}s_\epsilon )<\frac{1}{1+\epsilon }.$$
2. For all small $`\epsilon >0`$, if $`\mathrm{d}s^{}`$ has a conformal completion $`\mathrm{d}s_\epsilon `$ in $`B_r`$ with curvature

$$\kappa (\mathrm{d}s_\epsilon )<\frac{1}{1+\epsilon },$$

then $`r>1C_2\sqrt{\epsilon }`$.

## 3 Proof of Necessity in Theorem 1

In this section, we prove the necessity part of Theorem 1. The necessity of the horocycle condition is a direct consequence of the Gauss–Bonnet Theorem. We denote by $`\kappa `$ the Gaussian curvature, and by $`\kappa _g`$ the geodesic curvature of a curve.

###### Lemma 3.

Let $`R`$ be a region in $`𝔻`$ which contains $`0`$. If $`\mathrm{d}s`$ is a negatively curved completion of $`\mathrm{d}s^{}`$ in $`R`$, then

$$_R\kappa _g\mathrm{d}(\mathrm{length})>2\pi .$$

###### Proof.

By the Gauss–Bonnet Theorem in the region $`R`$ equipped with the metric $`\mathrm{d}s`$ we have

$$_R\kappa (\mathrm{d}s)\mathrm{d}(\mathrm{area})+_R\kappa _g\mathrm{d}(\mathrm{length})=2\pi ,$$

and the first term is negative. ∎

###### Proof of necessity in Theorem 1.

Let $`\mathrm{d}s`$ be a negatively curved completion of $`\mathrm{d}s^{}`$ in $`B_r`$. By the previous lemma

$$_{C_r}\kappa _g\mathrm{d}(\mathrm{length})>2\pi .$$
(1)
Since the geodesic curvature of a horocycle is $`1`$, we obtain $`\mathrm{length}(C_r)>2\pi `$. ∎

## 4 The Complete Hyperbolic Punctured Disk

Before proving the sufficiency part in Theorem 1, we devote the next two sections to present some elementary formulas in the complete hyperbolic punctured unit disk.

Let $`𝔻^{}`$ denote the complete hyperbolic punctured unit disk, and let $`^2`$ denote the upper-half-plane $`\{z:\mathrm{}(z)>0\}`$ with the hyperbolic metric

$$\mathrm{d}s^2=\frac{\mathrm{d}x^2+\mathrm{d}y^2}{y^2}.$$

$`𝔻^{}`$ is isometric to $`^2/\{zz+1\}`$ via the map

$$z^2\mathrm{e}^{2\pi \mathrm{i}z}𝔻^{}.$$
(2)
This isometry lets us compute easily the metric on $`𝔻^{}`$:

$$\mathrm{d}s^{}=\frac{1}{r\mathrm{log}r}|\mathrm{d}z|,$$
(3)
where $`r=|z|`$.

###### Lemma 4.

Let $`\gamma `$ be a simple closed $`C^1`$-curve around $`0`$ in $`𝔻^{}`$. Denote by $`\mathrm{int}(\gamma )`$ the finite-area component of $`𝔻^{}\gamma `$. The total geodesic curvature of $`\gamma `$ is given by

$$_\gamma \kappa _g\mathrm{d}(\mathrm{length})=\mathrm{area}(\mathrm{int}(\gamma )).$$

###### Proof.

The Euler characteristic of $`\mathrm{int}(\gamma )`$, $`\chi (\mathrm{int}(\gamma ))`$, is $`0`$. So, by the Gauss–Bonnet Theorem we have:

$$_\gamma \kappa _g\mathrm{d}(\mathrm{length})+_{\mathrm{int}(\gamma )}\kappa \mathrm{d}(\mathrm{area})=2\pi \chi (\mathrm{int}(\gamma ))=0.$$

The lemma follows at once since $`\kappa =1`$. ∎

###### Lemma 5.

$`\mathrm{area}(B_r)=\mathrm{length}(C_r)=2\pi /\mathrm{log}r`$.

###### Proof.

By (3),

$$\begin{array}{ccccccc}\mathrm{area}(B_r)\hfill & =& _0^{2\pi }_0^r\frac{t}{(t\mathrm{log}t)^2}dtd\theta \hfill & =& 2\pi \frac{1}{\mathrm{log}t}|_0^r\hfill & =& \frac{2\pi }{\mathrm{log}r}.\hfill \end{array}$$

Next, we can compute the length of $`C_r`$ directly, or we can apply the Gauss–Bonnet Theorem to show that it is equal to the area (recall that $`\kappa _g=1`$ for $`C_r`$). ∎

We would like now to see some simple properties of the metric on $`𝔻^{}`$ given in (3). Set

$`\lambda ^{}(r)`$ $`=`$ $`{\displaystyle \frac{1}{r\mathrm{log}r}},`$ (4)
$`u^{}(r)`$ $`=`$ $`\mathrm{log}(\lambda ^{}(r))=\mathrm{log}\left({\displaystyle \frac{1}{r\mathrm{log}(\frac{1}{r})}}\right).`$ (5)
The function $`u^{}`$ is shown in Figure 1.

For comparison, we show in Figure 2 the corresponding function $`u_𝔻`$ for the complete hyperbolic metric $`\mathrm{d}s_𝔻`$ on the unit disk:

$$u_𝔻=\mathrm{log}\left(\frac{2}{1r^2}\right).$$

###### Lemma 6.

$`u^{}`$ satisfies

1. $`lim_{r0}u^{}(r)=\mathrm{}.`$
2. $`lim_{r1}u^{}(r)=\mathrm{}.`$
3. $`(u^{})^{}(r)<0`$ for $`r<\frac{1}{\mathrm{e}}`$.
4. $`(u^{})^{}(r)>0`$ for $`r>\frac{1}{\mathrm{e}}`$.
5. For all $`0<r<1`$, $`(u^{})^{\prime \prime }(r)>0`$.

###### Proof.

The proof is a simple computation. ∎

## 5 Curvature for Conformally Euclidean Metrics

We recall that if

$$\mathrm{d}s^2=\lambda (x,y)^2(\mathrm{d}x^2+\mathrm{d}y^2)$$

is a conformally Euclidean Riemannian metric in a domain $`U^2`$, then its curvature is given by the well known formula

$$\kappa (\mathrm{d}s)=\frac{\mathrm{\Delta }\mathrm{log}\lambda }{\lambda ^2},$$
(6)
where $`\mathrm{\Delta }=^2/x^2+^2/y^2`$.

In particular, for a radially symmetric Riemannian metric

$$\mathrm{d}s=\mathrm{e}^{u(r)}|\mathrm{d}z|$$

on the unit disk $`𝔻`$, (6) reduces to

$$\kappa (\mathrm{d}s)=\frac{u^{\prime \prime }+\frac{1}{r}u^{}}{\mathrm{e}^{2u}}.$$
(7)
## 6 Proof of Sufficiency in Theorem 1

We are ready to finish the proof of Theorem 1.

###### Proof of sufficiency in Theorem 1.

Suppose $`\mathrm{length}(C_{r_0})>2\pi `$. By Lemma 5 $`r_0>\frac{1}{\mathrm{e}}`$. Then, Lemma 6 tells us that $`(u^{})^{}(r_0)>0`$ and $`(u^{})^{\prime \prime }(r_0)>0`$. Therefore, there exists a convex monotonically increasing $`C^2`$-function $`u(r)`$ on $`[0,1)`$ such that

$$\begin{array}{c}u(r)=u^{}(r)\text{for}r>r_0,\hfill \\ u^{}(0)=0.\hfill \end{array}$$

Indeed, we can construct $`u(r)`$ as follows: First, define a positive continuous function $`w(r)`$ such that,

$`{\displaystyle _0^{r_0}}w(r)dr`$ $`=`$ $`(u^{})^{}(r_0),`$
$`w(r)`$ $`=`$ $`(u^{})^{\prime \prime }(r)\text{for}rr_0.`$
Next, define the function $`v(r)`$ by

$$v(r)=_0^rw(s)ds.$$

Observe that $`v(r)`$ is a $`C^1`$-function which coincides with $`(u^{})^{}(r)`$ for $`rr_0`$. Finally, define $`u(r)`$ by

$$u(r)=u^{}(r_0)+_{r_0}^rv(s)ds.$$

$`u`$ is a $`C^2`$-function which satisfies:

$`rr_0,u(r)`$ $`=`$ $`u^{}(r),`$
$`u^{}(0)`$ $`=`$ $`v(0)=0,`$
$`r>0,u^{}(r)>0`$ $``$ $`u\text{ is monotonically increasing},`$
$`u^{\prime \prime }=w>0`$ $``$ $`u\text{ is convex}.`$
To conclude, set $`\lambda (r)=\mathrm{e}^{u(r)}`$, and $`\mathrm{d}s=\lambda (r)|\mathrm{d}z|`$. Then, we have:

1. $`\lambda ^{}(0)=0`$ $`\mathrm{d}s`$ is smooth at $`0`$.
2. $`\mathrm{d}s`$ coincides with $`\mathrm{d}s^{}`$ for $`r>r_0`$.
3. $`\kappa (\mathrm{d}s)<0`$ since $`\mathrm{log}\lambda =u`$ is convex, monotonically increasing, and since the curvature is given by (7).

## 7 A Natural Question

Lemma 3 raises the possibility that there might be a negatively curved completion of $`\mathrm{d}s^{}`$ in any region $`R`$ in $`𝔻`$ which contains $`0`$ and satisfies the Gauss–Bonnet restriction

$$_R\kappa _g\mathrm{d}(\mathrm{length})>2\pi ,$$
(8)
which would generalize Theorem 1. In this section we show, that the supposedly more general theorem is false. We build counterexamples of several different types.

### 7.1 A First Example

We give an example which shows that the Gauss–Bonnet restriction (8) is not enough for having a negatively curved completion of $`\mathrm{d}s^{}`$ in $`R`$. We use the following general criterion for not having a completion:

###### Theorem 7.

Let $`\gamma `$ be a curve around $`0`$ in $`𝔻^{}`$ such that the function $`\lambda ^{}(z)`$ attains its maximum on $`\gamma `$ at a point $`z_0`$ for which $`|z_0|<1/\mathrm{e}`$. Then, $`\mathrm{d}s^{}`$ has no negatively curved completion across $`\gamma `$.

###### Proof.

Suppose, on the contrary, that $`\mathrm{d}s=\lambda (z)|\mathrm{d}z|`$ is a negatively curved completion of $`\mathrm{d}s^{}`$ across $`\gamma `$. On the one hand, since $`\kappa (\mathrm{d}s)<0`$, formula (6) tells us that $`u=\mathrm{log}\lambda `$ is a subharmonic function. Hence, by the maximum principle, $`u(z_0)`$ is the maximal value of $`u`$ in $`\overline{\mathrm{int}(\gamma )}`$. So, if $`\widehat{n}`$ is the outer unit normal to $`\gamma `$, then

$$\frac{u}{\widehat{n}}(z_0)0.$$
(9)
On the other hand by Lemma 6,

$$\frac{u}{\widehat{r}}(z_0)<0,$$
(10)
where $`\widehat{r}`$ is a unit vector from $`0`$ to $`z_0`$. Since $`z_0`$ is a maximal point, we have

$$\frac{u}{\widehat{r}}(z_0)=\frac{u}{\widehat{n}}(z_0)\widehat{r},\widehat{n},$$
(11)
Now, notice that by Lemma 6, the ray from $`0`$ to $`z_0`$ is contained in $`\mathrm{int}(\gamma )`$. Therefore, $`\widehat{r},\widehat{n}>0`$. From here we get that (9) and (11) are in contradiction with (10). ∎

###### Theorem 8.

There exists a simple closed smooth curve $`\gamma `$, homologous to $`C_r`$ in $`𝔻^{}`$, such that

1. $`_\gamma \kappa _g\mathrm{d}(\mathrm{length})>2\pi .`$
2. $`\mathrm{d}s^{}`$ has no negatively curved completion across $`\gamma `$.

###### Proof.

Let $`\gamma `$ be a horocycle with a slit (see Figure 3), i.e. smooth the curve which is the boundary of the region

$$V=\left\{|z|<R_2\right\}\left\{|z|>R_1\text{ and }|\mathrm{arg}z|<\theta \right\},$$

with $`R_1,`$ $`R_2`$, $`\theta `$ chosen as follows: Let $`R_2`$ satisfy $`\frac{1}{\mathrm{e}}<R_2<1`$. By Lemma 6 we can find $`0<R_1<\frac{1}{\mathrm{e}}`$ such that

$$u^{}(R_1)>u^{}(R_2).$$
(12)
By Lemma 5 $`\mathrm{area}(B_{R_2})>2\pi `$. Therefore, we can find $`\theta `$ small enough, such that the area of $`V`$ $`>2\pi `$.

Lemma 4 assures us that the Gauss–Bonnet restriction (i) is satisfied, and from Theorem 7, we immediately get that $`\mathrm{d}s^{}`$ has no negatively curved completion across $`\gamma `$. ∎

### 7.2 A Convex Example

Now, we impose convexity on our curve. A convex curve is a curve whose geodesic curvature is non-negative.

###### Theorem 9.

There exists a convex simple closed smooth curve $`\gamma `$, homologous to $`C_r`$ in $`𝔻^{}`$, such that

1. $`_\gamma \kappa _g\mathrm{d}(\mathrm{length})>2\pi .`$
2. $`\mathrm{d}s^{}`$ has no negatively curved completion across $`\gamma `$.

Moreover, such a curve can be taken arbitrarily close to the horocycle of length $`2\pi `$.

###### Proof.

Take $`\gamma `$ to be composed of a horocyclic segment and a geodesic segment as in Figure 4:

$`\gamma `$ is the boundary of the domain

$$V=\{z^2:|z\frac{1}{2}|^2>R^2,0\mathrm{}z<1,\mathrm{}z>R\mathrm{cos}\theta \}$$

The total geodesic curvature of $`\gamma `$ is given by the area of $`V`$ (see Lemma 4):

$$_\gamma \kappa _gd\text{(length)}=\frac{12R\mathrm{sin}\theta }{R\mathrm{cos}\theta }+2\theta ,$$

which we would like to be $`>2\pi `$ (for convenience, we write this in terms of $`y=R\mathrm{cos}\theta `$):

$$\frac{1}{y}2\mathrm{tan}\theta +2\theta >2\pi .$$
(13)
In order to apply the non-extendibility criterion of Theorem 7, we should also like to have (recall the map in Equation (2))

$`u^{}(\mathrm{e}^{2\pi R})`$ $`>`$ $`u^{}(\mathrm{e}^{2\pi y})`$
$``$
$`{\displaystyle \frac{\mathrm{e}^{2\pi R}}{2\pi R}}`$ $`>`$ $`{\displaystyle \frac{\mathrm{e}^{2\pi y}}{2\pi y}}.`$ (14)
We may first find a pair $`y_0`$, $`\theta _0>0`$ which satisfies equality in (13) and satisfies inequality (14), and then decrease $`\theta _0`$ a little, keeping $`y_0`$ fixed. So, extracting $`y`$ from (13), we obtain that we should find $`0<\theta <\pi /2`$ such that

$$\frac{\pi (1\mathrm{cos}\theta )}{\pi +\mathrm{tan}\theta \theta }>\mathrm{cos}\theta \mathrm{log}\mathrm{cos}\theta .$$
(15)
The existence of such a $`\theta `$ can be shown by elementary calculus. In fact, the first three derivatives of the difference are $`0`$ at $`\theta =0`$, and the fourth derivative of the difference at $`\theta =0`$ is $`>0`$. So, we can find $`\theta `$ arbitrarily close to $`0`$, which satisfies the last inequality. This shows that we can take our curve arbitrarily close to the horocycle of length $`2\pi `$, as stated. ∎

### 7.3 The Condition of Gromov

In \[Gro86\], pp. 109–110, Gromov gives a necessary condition for extension of metrics, which is based on the Gauss–Bonnet Theorem. The condition as stated in Gromov’s book is a little obscure, and we rephrase it here for the sake of clarity:

###### Theorem 10 (\[Gro86\], pp. 109–110).

Let $`\gamma `$ be a simple closed smooth curve bounding a disk $`V`$. Suppose that outside of $`V`$, we are given a Riemannian metric $`\mathrm{d}s`$ of negative curvature. Let $`p,q\gamma `$. $`p,q`$ dissect $`\gamma `$ into two segments $`\alpha `$ and $`\beta `$. Let $`\mathrm{length}(\beta )\mathrm{length}(\alpha )`$. Suppose that every $`\gamma ^+\alpha `$, possibly disconnected, with $`\mathrm{length}(\gamma ^+)\mathrm{length}(\beta )`$, satisfies

$$_{\alpha \gamma ^+}\kappa _g\mathrm{d}(\mathrm{length})0.$$

Then, $`\mathrm{d}s`$ cannot be extended to a negatively curved metric in $`V`$.

###### Proof.

Let $`\mathrm{d}s`$ be a negatively-curved smooth Riemannian metric in $`V`$, which extends the given metric outside of $`V`$. Let $`\delta `$ be a path of minimal length in $`\overline{V}`$ from $`p`$ to $`q`$ which is different from $`\alpha `$. Then,

1. $`\delta `$ is a $`C^1`$ curve,
2. $`\delta V`$ has non-positive geodesic curvature.

Define $`\gamma ^+=\delta \alpha `$. Apply the Gauss–Bonnet Theorem to each of the complementary regions of $`V\delta `$ which touch $`\alpha \gamma ^+`$. Taking negative curvature into consideration, together with 1. and 2., we get

$$_{\alpha \gamma ^+}\kappa _g>0,$$

contradicting our assumptions. ∎

Gromov also gives obstructions for extension of metrics of positive curvature, and for arbitrary Euler characteristic of $`V`$. These cases are treated similarly, and we will omit them here.

We give a class of examples which satisfy the Gauss–Bonnet necessary condition for extension, but meet Gromov’s obstruction.

The idea, shown to us by Mikhail Katz, is to find a situation in which two points are connected by two geodesics. This is in contradiction with the fact that in simply connected non-positively curved spaces there is at most one geodesic connecting two points. Alternatively, one can see the following as a special case of Gromov’s obstruction, taking $`\alpha `$ to be the geodesic.

###### Theorem 11.

There exists a convex simple closed smooth curve $`\gamma `$, homologous to $`C_r`$ in $`𝔻^{}`$, such that

1. $`_\gamma \kappa _g\mathrm{d}(\mathrm{length})>2\pi .`$
2. $`\mathrm{d}s^{}`$ has no negatively curved completion across $`\gamma `$, even if we allow completions with metrics not conformal to the Euclidean metric.

###### Proof.

We construct $`\gamma `$ as follows (see Figure 5):

Take any geodesic $`\tau `$ in $`^2`$, whose end points are in $``$. Take a symmetric geodesic segment $`\alpha `$ about the “center” of $`\tau `$ of hyperbolic length $`l_\alpha >2\pi `$. Now, extend the end points $`p,q`$ of $`\alpha `$ by horocyclic segments of total hyperbolic length $`2\pi <l_\beta <l_\alpha `$. Then, identify $`𝔻^{}`$ with $`^2/\{zz+C\}`$, where $`C`$ is the Euclidean distance between the end points of the horizontal segments. We get a convex curve $`\gamma `$ in $`𝔻^{}`$ whose total geodesic curvature $`>2\pi `$ (Lemma 4).

Suppose $`\mathrm{d}s`$ is a negatively curved completion of $`\mathrm{d}s^{}`$ across $`\gamma `$ (it might not be conformally Euclidean). Since the distance between $`p`$ and $`q`$

$$\mathrm{dist}(p,q)l_\beta <l_\alpha ,$$
(16)
there exists a geodesic $`\delta \alpha `$ which connects these points. But this is in contradiction with the fact that in a Riemannian surface of negative curvature there is at most one geodesic in each homotopy class. ∎

###### Remark.

The above construction shows the existence of such curves. We could also work as in the previous example in the fixed model $`^2/\{zz+1\}`$. In that case, the existence is less obvious: Fixing $`\theta `$ (see Figure 4) determines the length of the geodesic segment $`\alpha `$. Then, we can take concentric segments until we get the desired inequality (16). In terms of the last example, we should find $`R,\theta `$ which satisfy the inequalities (13) and

$$\frac{1}{\mathrm{cos}^2(\theta )}>\mathrm{cosh}\left(\frac{1}{R\mathrm{cos}\theta }2\mathrm{tan}\theta \right).$$
(17)
Here, the left-hand side is the hyperbolic cosine of the length of the geodesic segment $`\alpha `$, while the right-hand side is the hyperbolic cosine of the length of the horocyclic segment.

### 7.4 A Remark on the Last Two Examples

The examples presented in sections §7.2 and §7.3 seem similar, but in fact there are curves which satisfy the non-extendibility criterion of §7.2 but not that of §7.3, and vice versa. There are also curves which satisfy simultaneously the non-extendibility criteria of §7.2 and §7.3.

To see this, we will give values for $`R,\theta `$ which either satisfy or do not satisfy the inequalities (13), (14) and (17). The curve with parameters (see Figure 4) $`R=0.2,\theta =0.8`$ satisfies only the non-extendibility criterion of §7.2. The curve with parameters $`R=0.48,\theta =1.55`$ satisfies only the non-extendibility criterion of §7.3. Finally, the curve with parameters $`R=0.4,\theta =1.45`$ satisfies both of the non-extendibility criteria.

## 8 Curvature Estimations

In this section we prove Theorem 2. Until now, we were interested in adjusting the metric in $`B_r`$ to a metric of negative curvature. Now, we want to have more control on the curvature of the new metric. Namely, we want it to be close to $`1`$. We begin by an application of the Ahlfors–Schwarz Lemma (\[Ahl38\]).

### 8.1 An Ahlfors–Schwarz Bound

In this section we find a lower bound for $`r`$ in order to have a completion of $`\mathrm{d}s^{}`$ in $`B_r`$ with curvature as in Theorem 2. The proof is a direct application of the Ahlfors–Schwarz Lemma.

###### Proof of Theorem 2, part(ii).

Suppose $`\mathrm{d}s_\epsilon `$ is a completion of $`\mathrm{d}s^{}`$ in $`B_{r_\epsilon }`$ with curvature

$$\kappa (\mathrm{d}s_\epsilon ^2)<\frac{1}{1+\epsilon }.$$
(18)
The last inequality may also be written as

$$\kappa (\mathrm{d}s_\epsilon ^2)<\kappa ((1+\epsilon )\mathrm{d}s_𝔻^2)<0.$$
(19)
Hence, from the Ahlfors–Schwarz Lemma, we obtain

$$\frac{\mathrm{d}s_\epsilon ^2}{\mathrm{d}s_𝔻^2}<1+\epsilon .$$
(20)
For $`r>r_\epsilon `$ it means that

$$\frac{(1r^2)^2}{4r^2(\mathrm{log}r)^2}<1+\epsilon .$$
(21)
Expanding the left-hand side near $`r=1`$ gives

$$1+\frac{1}{3}(1r)^2+o((1r)^2)<1+\epsilon .$$
(22)
For an inequality of this sort to be valid, we must have

$$r_\epsilon >1C\sqrt{\epsilon }$$

for all small $`\epsilon >0`$, with $`C>0`$ which does not depend on $`\epsilon `$. ∎

### 8.2 Proof of Theorem 2

Here we construct a completion of $`\mathrm{d}s^{}`$ in $`B_r`$, and we estimate its curvature. The existence of the constant $`C_1`$ as stated in Theorem 2 will follow.

We consider metrics with radial symmetry. Let

$$\mathrm{d}s=\lambda (r)|\mathrm{d}z|$$

be such a metric on $`𝔻`$. We know that its curvature is given by

$$\kappa (\mathrm{d}s)=\frac{u^{\prime \prime }+\frac{1}{r}u^{}}{e^{2u}},$$
(23)
where $`u=\mathrm{log}\lambda `$.

We denote by $`u_𝔻`$, $`u_𝔻^{}`$ the $`u`$’s which correspond to the complete hyperbolic metrics on $`𝔻`$ and on $`𝔻^{}`$, respectively. Explicitly (see Figure 1),

$`u_𝔻`$ $`=`$ $`\mathrm{log}\left({\displaystyle \frac{2}{1r^2}}\right),`$ (24)
$`u_𝔻^{}`$ $`=`$ $`\mathrm{log}\left({\displaystyle \frac{1}{r\mathrm{log}(\frac{1}{r})}}\right).`$ (25)
The idea is to find an intermediate function $`u_\epsilon `$ which coincides with $`u_𝔻^{}`$ near $`r=1`$, finite near $`r=0`$, and is close to $`u_𝔻`$ or $`u_𝔻^{}`$ for any $`r`$.

We begin with a technical lemma:

###### Lemma 12.

$`A>0`$ such that for $`r`$ sufficiently close to $`1`$ we have:

1. $`0<u_𝔻^{}(r)u_𝔻(r)<A(1r)^2`$,
2. $`1A(1r)^2<\frac{u_𝔻^{}^{}(r)}{u_𝔻^{}(r)}<1`$,
3. $`1<\frac{u_𝔻^{}^{\prime \prime }(r)}{u_𝔻^{\prime \prime }(r)}<1+A(1r)^2`$.

###### Proof.

From the Taylor expansions near $`r=1`$, we see that any $`A>1/3`$ will do. ∎

Let $`r_\epsilon =1\sqrt{\epsilon /A}`$. Define the intermediate function $`u_\epsilon `$ in two steps. First, define

$$\stackrel{~}{u}_\epsilon (r)=\{\begin{array}{ccc}u_𝔻^{}(r)\hfill & ,& r_\epsilon r<1\hfill \\ u_𝔻(r)+u_𝔻^{}(r_\epsilon )u_𝔻(r_\epsilon )\hfill & ,& 0r<r_\epsilon .\hfill \end{array}$$
(26)
Then, smooth $`\stackrel{~}{u}_\epsilon `$ near $`r(\epsilon )`$ without changing much its first and second derivatives.

###### Lemma 13.

The function $`u_\epsilon `$ satisfies

1. $`0<u_\epsilon u_𝔻<\epsilon `$,
2. $`1\epsilon <\frac{u_\epsilon ^{}}{u_𝔻^{}}<1`$,
3. $`1<\frac{u_\epsilon ^{\prime \prime }}{u_𝔻^{\prime \prime }}<1+\epsilon `$

for all $`\epsilon `$ small enough.

###### Proof.

This follows immediately from the construction of $`u_\epsilon `$ and from Lemma 12. ∎

We are ready to prove the theorem.

###### Corollary 14.

The curvature $`\kappa `$ of the metric

$$\mathrm{d}s_\epsilon =\mathrm{e}^{u_{\epsilon /4}(r)}|\mathrm{d}z|$$

satisfies

$$(1+\epsilon )<\kappa (\mathrm{d}s_\epsilon )<\frac{1}{1+\epsilon },$$

for all $`\epsilon `$ small.

###### Proof.

We have by formula (23)

$$\frac{\kappa (\mathrm{d}s_\epsilon )}{\kappa (\mathrm{d}s_𝔻)}=\frac{u_{\epsilon /4}^{\prime \prime }+\frac{1}{r}u_{\epsilon /4}^{}}{u_𝔻^{\prime \prime }+\frac{1}{r}u_𝔻^{}}\frac{1}{\mathrm{e}^{2(u_{\epsilon /4}u_𝔻)}}.$$

Then, by Lemma 13 the following inequalities are true for small $`\epsilon `$:

$$\frac{\kappa (\mathrm{d}s_\epsilon )}{\kappa (\mathrm{d}s_𝔻)}>\frac{1\epsilon /4}{\mathrm{e}^{\epsilon /2}}>\frac{1}{1+\epsilon },$$

and

$$\frac{\kappa (\mathrm{d}s_\epsilon )}{\kappa (\mathrm{d}s_𝔻)}<1+\epsilon /4<1+\epsilon .$$

Since $`\mathrm{d}s_\epsilon `$ coincides with $`\mathrm{d}s^{}`$ for $`r>1C\sqrt{\epsilon }`$, where $`C=1/(2\sqrt{A})`$ and $`A`$ is from Lemma 12, the last two inequalities finish the proof of Theorem 2, part (i). ∎

## 9 Compactification of Riemann Surfaces

Let $`S^O`$ be a complete hyperbolic Riemann surface of finite area. We compactify $`S^O`$ conformally, i.e. we simply fill in the cusps, and take the unique conformal structure on the filled in surface to get a compact Riemann surface $`S^C`$. We would like to adjust the metric on $`S^O`$ in disjoint neighbourhoods of the cusps to get a smooth metric across the cusps and retain negative curvature.

###### Definition 2.

We say that the length of a cusp, $`P`$, on $`S^O`$, is $`l`$, if there is a neighbourhood of $`P`$, which is isometric to a domain $`V`$ in the punctured unit disk, which contains a closed horocycle of length $`l`$.

###### Definition 3.

We say that the lenghts of the cusps on $`S^O`$ is $`l`$, if there exist disjoint closed horocycles around each cusp, each of length $`l`$.

The following theorem is an immediate consequence of Theorem 2.

###### Theorem 15.

Let $`S^O`$ be a complete hyperbolic finite-area Riemann surface. We can adjust the metric in horocyclic neighbourhoods of the cusps to get a smooth metric of negative curvature on $`S^C`$ if and only if the cusps of $`S^O`$ have lengths $`2\pi `$.

In \[Bro99\], Brooks compares between the complete hyperbolic metrics $`\mathrm{d}s^o`$, $`\mathrm{d}s^c`$ on $`S^O`$ and $`S^C`$, respectively. His result is based on the Ahlfors–Schwarz Lemma. The curvature estimates in §8 give a quantitative version of this result:

###### Theorem 16 (compare \[Bro99\]).

For every $`\epsilon >0`$, there exists $`l(\epsilon )=O(1/\sqrt{\epsilon })`$ as $`\epsilon 0`$, such that for any complete hyperbolic finite-area Riemann surface $`S^O`$ with cusps $`l(\epsilon )`$, we have

$$\frac{1}{1+\epsilon }(\mathrm{d}s^o)^2(\mathrm{d}s^c)^2(1+\epsilon )(\mathrm{d}s^o)^2,$$

outside horocyclic neighbourhoods of length $`l(\epsilon )`$.


text:
# Untitled Document

Hong et al. reply to Walliser

Daniel C. Hong and Paul V. Quinn

Physics, Lewis Laboratory, Lehigh University, Bethlehem, Pennsylvania 18015

Stefan Luding

Particle Technology, Particle Technology,DelftChemTech Julianalaan 136

2628 BL Delft, The Netherlands

We find it absurd that Walliser  essentially used the same analysis and obtained identical results as reported in , yet arrived at different conclusions. Namely, based on an incomplete theory and using erroneous arguments, he not only disputes the original results , but also claims them wrong. A more complete theory and much more detailed studies were published in , from which we concluded that such results support the mechanism of segregation introduced in ref. . We want to make it clear that Walliser obtained partial results of ref.  and arrived at the opposite conclusion. In the following we discuss his comment and its relevance, but at the same time point out what went wrong with his arguments.

First, the free energy functional used in refs.  is the granular gas/fluid free energy. The observation of either the Brazil-Nut or the reverse Brazil-Nut  was, however, discussed and connected to the condensation or crystallization of the material at the bottom of the container. In such very dense situations in the absence of convection, the geometrical size-segregation presumably overrides other segregation phenomena . If the system density is nowhere close to the crystallization density, the fluid free energy description is appropriate for the granular gas. The other situations, where parts of the system are condensed/crystallized, cannot be explained qualitatively by a gas/fluid free energy - as attempted in the Comment  and cannot be understood by a gas/fluid based approach. The correct way of describing such crystallization is to go beyond a simple density functional approach , and use the weighted density functional approach, see ref.  and references therein. Also other attempts based on Enskog theory , and/or empirical predictions for a global equation of state  and numerical modeling, at least account for the crystallization and the corresponding change of material behavior. Such advanced methods clearly reveal the formation of crystals below the condensation temperature. (We want to point out that we used the term condensation and crystallization interchangeably). However, the fluid free energy functional used in  and  cannot describe the formation of crystals. Hence, for the mixture of two hard spheres A and B with the condensation temperatures $`T(B)<T(A)`$, if the system is quenched between the two temperatures, $`T(B)<T<T(A)`$, the method may break down or the results are not reliable. This is why the quenching must be done from above. Nevertheless, we have considered in , contrary to , the appearance of the Brazil Nut and the Reverse Brazil Nut problem for the system quenching $`T(B)<T(A)<T`$ as a positive sign to support our condensation driven segregation mechanism.

Second, according to , the segregation can be understood by the competition between gravity and entropy rather than condensation and percolation. This statement is based on a theory, which does not recognize the condensation or percolation. Crystallization of hard spheres under gravity is due to the excluded volume interaction and we have demonstrated analytically , numerically  and by Molecular Dynamics simulations  that such a hard sphere crystallization process does exist under gravity. Furthermore, we have extended this theory to the binary mixtures in , and assumed that species are non-interacting and lead to ideal mixtures. The scenario was then tested and verified by Molecular Dynamics simulations . Therefore, the formation of the crystal is well grounded and thus nothing controversial has to be accounted for. In his comment, Walliser claims that everything can be understood by the conventional thermodynamics. Without exploring all the thermodynamic aspects of the segregation, we are not prepared to dispute his argument. But here are some crucial problems with the thermodynamic argument. (i) The stability of the phase diagram obtained in . For a mixture of large diameter ratio, the phase diagram  must breakdown at some point, and smaller particles on the top must percolate through the pores and sink to the bottom. It is questionable whether the thermodynamics alone can describe such a time dependent stability problem. Note that thermodynamics mainly deals with the equilibrium configurations, and says nothing about the dynamical process of segregation. (ii) The correct free energy functional must survive the crystallization, and any conclusions, such as Walliser’s , based on pure fluid free energy functional must be incomplete. It is even dangerous to extract conclusions from such an incomplete theory. For a single species, for example, see ref. , where the weighted density functional theory does yield the crystallization near the bottom of the container. Daniel C. Hong and Paul V. Quinn
Department of Physics, Lewis Laboratory
Lehigh University
Bethlehem, PA 18015 Stefan Luding
Particle Technology
DelftChemTech Julianalaan 136
2628 BL Delft, The Netherlands References  H. Walliser, preceding comment.

 D. C. Hong, P. V. Quinn and S. Luding, Phys Rev. Lett. 86, 3423, (2001).

 J. A. Both and D. C. Hong, cond-mat/0111347.

 J. Duran et al, Phys. Rev. Lett.70, 2431 (1993).

 J. A. Both and D. C. Hong, Phys. Rev. E 64, 061105, (2001).

 D. C. Hong, Physica A 271, 192 (1999).

 S. Luding, Phys. Rev. E. 63, 042201, (2001).

 P. V. Quinn and D. C. Hong, Phys. Rev. E. 62, 8295 (2000).


text:
# A Case Study of The Mid-Latitude GPS Performance at Nighttime During The Magnetic Storm of July 15, 2000

## 1 Introduction

The satellite navigation GPS system has become a powerful factor of scientific and technological progress worldwide, and enjoys wide use in a great variety of human activity. In this connection, much attention is given to continuous perfection of the GPS system and to the widening of the scope of its application for solving the navigation problems themselves, as well as for developing higher-precision systems for time and accuracy determinations. Even greater capabilities are expected in the near future through the combined use of the GPS with a similar Russian system (GLONASS). The operation of the GPS is considerably affected by characteristics of the medium lying along the path of signal propagation. Because of this it is important to analyze the GPS performance during strong geomagnetic disturbances that change the characteristics of one of the regions having the greatest influence on GPS signals, the ionosphere. Failures in the GPS operation in the polar and equatorial regions are frequently discussed (in, e.g., Skone at al., 2000). However, the presence of failures at mid-latitudes is scantily discussed in the literature (Afraimovich et al., 2000), in spite of reasonably complete spatial coverage and the extensive practical applications of GPS receivers just in the mid-latitude region.

This paper considers the dependence of the time and space distribution of phase slips (PS) of the mid-latitude GPS receivers on the nightside of the Earth based on using data from the Irkutsk incoherent scatter (IS) radar and time-coincident two-frequency phase measurements from the mid-latitude GPS receivers in the Earth’s northern hemisphere obtained during the geomagnetic disturbance on July 15, 2000 (17-24 UT (July 15, 2000), 00-07 of Irkutsk LT (July 16, 2000), with maximum values of Kp=9, and $`Dst`$=-325 nT) (Afraimovich et al., 2000).

## 2 Experimental layout

A preprocessing of the GPS data provided estimates of the normalized (to a total number of observations) relative density of phase slips (RDPS). Ascertaining the reason behind the increase in the slip density was also greatly facilitated by the intensity estimates of total electron content (TEC) variations for the same stations and time intervals determined by a standard technique of two-frequency measurements. The acquired data were used to derive the mean power spectrum $`<S^2(F)>`$ of TEC variations - the result of an averaging of the energy spectrum of TEC variation for each path of the subionospheric point for all such paths. Throughout the text below, we shall use the TEC unit TECU equal to $`10^{16}`$ $`m^2`$ which is generally accepted in the literature.

We have also calculated the dependence of the RDPS as a function of line-of-sight (LOS) azimuth and elevation from the GPS receiver to the satellite. The azimuth was measured from the northward direction, and the elevation from the horizontal (is approximately equal to the cotangent of the ratio of the height of the subionospheric point to the range to it). For comparison, the data for the magnetically quiet day of July 29, 1999 were processed, during which the geomagnetic disturbance $`Dst`$ index was on the order of -10 nT).

The Irkutsk IS radar is located at 120 km north of Irkutsk ($`53^{}`$N, $`104^{}`$E); it is a monostatic facility for probing the mid-latitude ionosphere using the radio wave backscattering method at 154-162 MHz frequencies (Potekhin et al., 1999). The radar includes the linearly polarized receive-transmit antenna for making, based on the IS method (Evans, 1969), absolute measurements of the electron density from Faraday fadings of the received signal, as well as electron and ion temperatures and the plasma drift velocity in the ionospheric F-region (height range 170-750 km). During geomagnetic disturbances the radar can be used (Potekhin et al., 1999) to investigate the ionospheric E-layer (height range 100-120 km) using data on backscatter (BS) from small-scale irregularities extended along the Earth’s magnetic field (Haldoupis et al., 1997).

The antenna beam of the radar is such that when investigating the ionospheric F-region by the IS method, the scattered signal is received by the main lobe of the antenna beam. When investigating the E-layer by the BS method, the signal is received by the lower sidelobes of the beam, with a power attenuation on the order of $`10^{11}`$ with respect to the main lobe. The experiment under discussion involved measurements of the IS signal power, the BS signal power, and of the plasma drift velocity.

## 3 Description and discussion of the GPS data

The data presented in Fig. 1 clearly show a high correlation between the time derivative of the geomagnetic disturbance $`Dst`$-index and the number of PS. The number of phase slips exceeds one percent in the disturbance maximum, and the position of the maximum is closely time-coincident with maximum absolute values of $`dDst/dt`$. The data in Fig. 1a also intimate that on the magnetically quiet day of July 29, 1999, the number of PS decreases by several orders of magnitude (Fig. 1a, gray line with stars), compared with the number of PS during disturbed periods (Fig. 1a, black line). This suggests that the phase slips of the GPS receivers are associated with an increase of the level of geomagnetic disturbance and can be caused by phase distortions of GPS signals as they propagate through a disturbed region of the ionosphere that is abundant in irregularities of different scales.

Fig. 2 presents the spectral power $`<S^2(F)>`$ of TEC variations (Fig. 2a), and the dependence of the relative density of PS P(N,E) on the position of the subionospheric point with respect to the GPS station’s location (Fig. 2b). It is evident from Fig. 2 that during the geomagnetic storm of July 15, 2000 (20-22 UT) the TEC variation power increases by 1-2 orders of magnitude, both in the low- and high-frequency parts of the spectrum. This suggests that the slips can be caused by phase distortions of GPS signals under the influence of small-scale irregularities (smaller than or on the order of the radius of the Fresnel zone), the amplitude of which increases with increasing geomagnetic disturbance level. Fig. 2b clearly shows a strong aspect dependence of the RDPS on the position of the subionospheric point (the direction of the beam to the satellite) - PS occur most commonly in the northward direction, at low elevations of the ”satellite-receiver” beam ($`\alpha `$$`<`$300).

## 4 Description and discussion of the Irkutsk IS radar data

One of the best-known types of small-scale irregularities, the scattering of which is characterized by a strong aspect dependence, are the geomagnetic field-aligned E-layer irregularities (Buneman, 1963; Farley, 1963).

Fig. 3 presents the data from the Irkutsk IS radar: the dependence of the scattered signal power and ionospheric plasma drift velocity as functions of time and radar range R. The measurements of the backscattered signal power were made with respect to the IS signal level corresponding in the figure to the 10 dB level. The drift velocity measurements were made from the frequency Doppler shift of the scattered signal (Haldoupis, 1997).

An analysis for a similar storm of September 25, 1998 showed that the strongest scattering occurring within the ranges of 550-1100 km corresponds to the scattering from the geomagnetic field-aligned ionospheric E-layer irregularities (Potekhin et al., 1999). Such irregularities are usually observed in the mid-latitude ionosphere during strong geomagnetic disturbances (Foster and Tetenbaum, 1991; Haldoupis, 1997). It is evident from Fig. 3b that between 22 and 24 UT the drift velocity exceeded the ion-sound velocity of 250 m/s; for that reason, the necessary conditions (Buneman, 1963; Farley, 1963) for the generation of such irregularities were satisfied. It was shown (Potekhin et al., 1999) that the signal that is scattered from E-layer irregularities is received by the lower sidelobes of the antenna beam in the direction northward of the radar; for that reason, the power of this BS signal is attenuated by 11 orders of magnitude due to the experimental geometry. The IS signal is received by the main beam lobe; therefore, it does not undergo such an additional attenuation.

A comparison of Fig. 3a and Fig. 1 reveals that the occurrence of an anomalously powerful scattering from geomagnetic field-aligned E-layer irregularities, maximum values of the derivative $`dDst/dt`$ and of the relative density of phase slips of GPS receivers are time-coincident.

The relation of the scattering cross-section of irregularities to the scattered signal power is defined by the radar equation (Isimaru, 1978) (within a factor that is unimportant for a further consideration):

$$P_{rc}(\stackrel{}{R})=constP_{tr}\frac{G^2(\stackrel{}{R})}{R^2}\sigma (\stackrel{}{R})V$$
(1)
where $`P_{rc}`$ and $`P_{tr}`$ stand for the power of the scattered and sounded signals, respectively; $`G`$ is the antenna power gain in the direction of the sounding volume; $`\sigma `$ is the scattering section per unit volume; and $`V`$ is the sounded volume.

The radar equation (1) can be used to estimate the relative scattering cross-section of irregularities, from which the scattering occurs (taking into consideration that the values of $`R`$, $`V`$ and $`P_{tr}`$ are of the same order of magnitude for the two different scattering mechanisms):

$$\sigma _{BS}\frac{P_{rc,BS}}{P_{rc,IS}}\frac{G_{IS}^2}{G_{BS}^2}\sigma _{IS}.$$
(2)
The power of the backscattered signal $`P_{rc,BS}`$ exceeds that of the incoherently scattered signal $`P_{rc,IS}`$ by three orders of magnitude ($`P_{BS}/P_{IS}`$=$`10^3`$, Fig. 3a). The antenna gain in the two cases under consideration are related by the relation $`G_{IS}^2/G_{BS}^2`$=$`10^{11}`$. The scattering section of the IS signal is known (Evans, 1969): $`\sigma _{IS}10^{19}`$ $`m^1`$ . Therefore, from (2) one can estimate the scattering section of geomagnetic field-aligned ionospheric E-layer irregularities at the mean frequency of 154 MHz of the Irkutsk IS radar.

$$\sigma _{BS}10^5m^1.$$
(3)
## 5 The possible cause of phase slips of GPS receivers

One conceivable reason for PS of GPS receivers on the nightside can be the phase distortions of the GPS signal caused by the scattering from small-scale irregularities of ionospheric plasma.

The distribution $`P(\gamma )`$ of the relative density of P, constructed as a function of the angle $`\gamma `$ between the propagation direction of the GPS signal and the geomagnetic field, has a pronounce tendency for an increase in relative density of PS as $`\gamma `$ approaches $`90^{}`$ (Fig. 4a). This result is also in good agreement with the feature pointed out in Section 3, the increase in the slip density in the case of the northward directed LOS to the satellite at low elevations $`\alpha `$.

We carried out a numerical simulation of the scattering from geomagnetic field-aligned irregularities using the international reference model of the magnetic field (IGRF) and the well-known model of irregularities (Uspensky and Starkov, 1987) that has an approximate form:

$$\sigma _{BS}(\stackrel{}{R})=\sigma _0e^{((h(\stackrel{}{R})110)/10)^2}10^{|\gamma (\stackrel{}{R})90^{}|/10}$$
(4)
where $`h(\stackrel{}{R})`$ and $`\gamma (\stackrel{}{R})`$ are the altitude of the point $`\stackrel{}{R}`$ above ground level (in km) and the angle with the magnetic field (in degrees), respectively. To obtain $`P(\gamma )`$, the expression (1) was integrated with respect to all directions of the vector $`\stackrel{}{R}`$ in view of (4) and the directional pattern of the Irkutsk IS radar $`G(\stackrel{}{R})`$. The simulation showed that the strongest scattering occurs in the region close to the region of the experimentally observed maximum of the RDPS (Fig. 3b, 4b). This suggests that it is the scattering from the geomagnetic field-aligned E-layer irregularities which causes phase slips of GPS receivers.

Let us now estimate the level of phase distortions in terms of the proposed mechanism. By approximating the scattering section of the oriented irregularities by the experimental law $`\mathrm{ln}(\sigma _{BS}(k_1))=a_0+a_1k^{2.25}`$ obtained in (Moorcroft, 1987), from (3) we can estimate the absolute scattering section per unit volume at the frequency $`f_1`$ = 1575.42 MHz of GPS performance:

$$\sigma _{1575}=\sigma _{BS}\left(\frac{150}{1575}\right)^{2.25}10^810^7m^1.$$
(5)
In accordance with Rytov’s method (Isimaru, 1978), phase distortions of the signal in a medium with the irregularity section $`\sigma `$ per unit volume and with the propagation path length $`L`$ in this medium, are defined by the expression:

$$<\mathrm{\Delta }\phi ^2>=L\sigma /2.$$
(6)
Taking into account the thickness of the E-layer $`L10^4`$ m, it is possible to estimate minimum phase distortions of the GPS signal:

$$\mathrm{\Delta }\phi 3\sqrt{<\mathrm{\Delta }\phi ^2>}10^110^2rad,$$
(7)
taking into account the oblique propagation through the E-layer, $`\mathrm{\Delta }\phi `$ will be still larger.

Thus, in accordance with the proposed model, phase distortions of the signal can exceed a few degrees and lead, even in the case of such a noise-stable system as the GPS, to phase slips with a standard pretreatment of the GPS signal.

## 6 Conclusion

In this paper we have considered some of the space and time characteristics of phase slips of mid-latitude GPS receivers on the nightside of the Earth during the strong geomagnetic disturbance of July 15, 2000.

It has been shown that the number of PS increases with the increasing rate of $`Dst`$-variation with the time, and has a clearly pronounced aspect dependence - the relative frequency of phase slips is the largest in the northward direction at small elevations. We have suggested a plausible mechanism that is responsible for PS - phase distortions of the GPS signal propagating through the ionosphere that are caused by the scattering from the geomagnetic field-aligned E-layer irregularities. Using the data from the Irkutsk IS radar we have estimated the order of phase distortions of the GPS signal that are caused by this mechanism and amounting to several degrees.

To reliably explain the night-time phase slips of GPS receivers in terms of this mechanism alone requires a more detailed verification of the functioning of GPS receivers produced by different manufacturers, for such a level of phase distortions, and a relevant numerical simulation of the algorithms involved.

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