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# Beyond Blobs in Percolation Cluster Structure: The Distribution of 3-Blocks at the Percolation Threshold

## I Introduction

Percolation is the classic model for disordered systems . For concreteness we will study bond percolation systems in which bonds on a lattice are randomly occupied with probability $`p`$. Clusters are defined as groups of sites and bonds which are connected by occupied bonds. Clusters can be decomposed into objects known as blobs. Blobs are sets of sites and bonds which cannot be decomposed into disconnected sets by cutting only one bond. Equivalently blobs are sometimes described as being multiply-connected—there are at least two disjoint paths between each point in a blob and every other point in the blob. The decomposition of the entire percolation cluster into blobs has been extensively studied , as has the distribution of sizes of blobs in the backbone . For both cluster and backbone blobs, the fractal dimension of the blobs is the fractal dimension of the backbone.

Here we address the questions of (i) whether there are more fundamental objects into which blobs can be decomposed, and (ii) whether these objects then be further decomposed. To answer these questions, we employ the language of graph theory, in which sites are the vertices and bonds are the edges of a graph .

One can define $`k`$-connected graphs (or $`k`$-blocks) as graphs which cannot be separated into disconnected subgraphs by cutting the graph at fewer than $`k`$ vertices . Thus, clusters are 1-blocks and blobs are 2-blocks. The natural next level of decomposition of percolation systems is to decompose blobs(2-blocks) into 3-blocks. By the definition above, 3-blocks are graphs which cannot be decomposed by cutting the graphs at fewer than 3 vertices. From a physicist’s point of view, one can understand what 3-blocks are by considering a blob as a resistor network with each bond being a resistor. Assume one is trying to determine the resistance between 2 vertices of the network. One can simplify the network by using Kirchoff’s Laws to replace groups of sequential bonds and groups of parallel bonds by single virtual bonds having resistance equivalent to the bonds replaced. After this has been done as completely as possible, what are left are 3-blocks. We define the mass of a 3-block as the number of virtual bonds plus the number of non-replaced original bonds remaining in the 3-block. Figures 1 and 2 provide examples of the decomposition of a blob into 3-blocks. It has been shown  that the decomposition of 2-blocks into 3-blocks is unique.

Determining the scaling of the distribution of the 3-blocks into which the 2-blocks can be decomposed is the subject of this paper. In graph theory, the sites are typically not constrained to a lattice structure, and one is only concerned with the topology of the graphs; we will, however, work on square and cubic lattices.

## II Notation

Because we deal with a number of different types of fractal objects, we employ the following notation:

* The fractal dimension of an object of type $`X`$ will be denoted as $`d_X`$.
* The number distribution of objects of type $`X`$ in space $`Y`$ of size $`L`$ will be denoted as $`n(N_X,L_Y)`$.
* The exponent of the power-law regime of a distribution of objects of type $`X`$ in space of type $`Y`$ will be denoted as $`\tau _{X,Y}`$.
* The amplitude of a distribution of objects of type $`X`$ in space of type $`Y`$ will be denoted as $`A_{X,Y}`$.
* We define $`d_{nY}`$ through the relation

$$n(L)L^{d_{nY}},$$
(1)
where $`n(L)`$ is the average number of disjoint objects of a given type in space $`Y`$.
* We use $`0,1,2,3\mathrm{}`$ to denote $`k`$-blocks with $`k=0,1,2,3\mathrm{}`$ corresponding to Euclidean space, clusters, blobs, and 3-blocks respectively. We use $`B`$ to denote the percolation cluster backbone.
* Additionally, because, as noted above, objects such as 3-blocks can be nested, we denote quantities that relate to all levels of nesting with an asterisk. Specifically, $`\tau _{X,Y}^{}`$ and $`A_{X,Y}^{}`$ denote the exponent of the power-law regime and the amplitude of a distribution of nested objects of type $`X`$ at all levels of nesting in space of type $`Y`$. Similarly, $`d_{nY}^{}`$ is defined through the relation

$$n^{}(L)L^{d_{nY}^{}},$$
(2)
where $`n^{}(L)`$ is the average number of nested objects at all levels of nesting of a given type in space $`Y`$. Quantities not qualified with an asterisk will denote quantities at a single level or quantities which cannot be nested.

Using this notation, previous results are

$$n(N_2,L_B)=A_{2,B}L^{d_{nB}}N_2^{\tau _{2,B}}f_L\left(\frac{N_2}{L^{d_2}}\right)$$
(3)
for the number distribution of blobs of mass $`N_2`$ in the percolation cluster backbone and

$$n(N_2,L_1)=A_{2,1}L^{d_{n1}}N_2^{\tau _{2,1}}f_L\left(\frac{N_2}{L^{d_2}}\right)$$
(4)
for the number distribution of blobs of mass $`N_2`$ in the whole percolation cluster. The finite-size scaling function $`f_L(x)`$ in Eqs. (3) and (4) approaches 0 when $`x>1`$ and is 1 otherwise.

In analogy with Eqs. (3) and (4) we expect the number distribution of 3-blocks at all levels of nesting in a blob to be

$$n^{}(N_3,L_2)=A_{3,2}^{}L^{d_{n2}^{}}N_3^{\tau _{3,2}^{}}f_c\left(\frac{N_3}{c}\right)f_L\left(\frac{N_3}{L^{d_2}}\right),$$
(5)
where $`c`$ is the mass of the smallest 3-block and the finite-size scaling function $`f_c(x)`$ approaches 0 when $`x<1`$ and is 1 otherwise, reflecting the fact that there cannot be any 3-blocks smaller than the smallest size $`c`$. In all dimensions and for all lattices, $`c=5`$. For simplicity we will approximate $`n^{}(N_3,L_B)`$ as

$$n^{}(N_3,L_2)=\{\begin{array}{cc}A_{3,2}^{}L^{d_{n2}^{}}N_3^{\tau _{3,2}^{}}\hfill & cN_3aL^{d_2}\hfill \\ 0\hfill & \text{otherwise.}\hfill \end{array}$$
(6)
## III Simulations

We perform simulations with $`p=0.5`$, the exact percolation threshold for 2D  and $`p=0.2488126`$, the most precise current estimate for the percolation threshold for 3D . We created percolation clusters which included the sites $`(0,L/2)`$ and $`(L,L/2)`$ for the 2D simulations and the sites $`(0,L/2,L/2)`$ and $`(L,L/2,L/2)`$ for the 3D simulations, decomposed the backbones determined by these sites into blobs and then decomposed the blobs into 3-blocks. We study both distributions of 3-blocks in blobs of given mass, $`N_2`$, and distributions of 3-blocks in backbones in systems of a given size, $`L`$. For purposes of analysis, we group together blobs with mass $`2^{m1}<N_2<2^m`$.

We perform the decomposition into 3-blocks along the lines of the procedure sketched in Ref. . Basically, this procedure is as follows: We first designate the blob that we are decomposing as the 2-block graph $`G`$. The natural next level of decomposition is to identify connected subgraphs with two or more edges that are connected to $`G`$ at only two vertices. We denote these subgraphs $`G_1,G_2,G_3,\mathrm{}`$ of $`G`$ as 2-terminal objects. These 2-terminal objects can then be replaced in $`G`$ by “virtual edges,” $`e_1,e_2,e_3,\mathrm{}`$ Note that this process can be continued recursively. That is, the subgraph $`G_i`$ may itself contain sub-graphs, $`G_{i1},G_{i2},G_{i3},\mathrm{}`$ that are connected to $`G_i`$ at only two vertices; we then replace the subgraphs $`G_{ij}`$ in $`G_i`$ by virtual edges $`e_{Gij}`$. The process continues until the only remaining subgraphs are those that cannot be decomposed further by making cuts at two vertices; these, by definition, are 3-blocks. An example of this decomposition is shown in Fig. 1. Other methods of decompostion into 3-blocks are described in Refs. .

We perform at least 3700 realizations for each system size; for the smaller system sizes for which the simulations run more quickly we performed as many as $`10^8`$ realizations. Because, the larger the systems the larger the number of 3-blocks contained in the system, the statistics for the larger systems was acceptable despite the lower number of realizations. We bin the results for all system sizes in order to smooth the plots.

## IV Two Spatial Dimensions

In this section we discuss our results for 3-blocks in 2D percolation. Results in 3D are analogous and are discussed in the next section.

### A 3-blocks in Blobs

Figure 3(a) plots the distributions $`P^{}(N_3|N_2)`$, the probability that a 3-block contained in a blob of size $`N_2`$ contains $`N_3`$ bonds, for various values of $`N_2`$. $`P(N_3|N_2)`$ is the number distribution $`n^{}(N_3,N_2)`$ normalized to unity. Consistent with Eqs. (5) and (6), the plots exhibit power-law regimes followed by cut-offs due to the finite size of the blobs. The “bumps” in the distributions right before the cutoffs represent 3-blocks which would have been larger but are truncated due to the finite size of the blobs in which they are embedded. We estimate the slope of the power law regimes, $`\tau _{3,2}^{}`$, to be $`2.35\pm 0.05`$. Since

$$N_3L^{d_3}$$
(7)
and

$$N_2L^{d_2}$$
(8)
we expect

$$N_3N_{2}^{}{}_{}{}^{d_3/d_2}.$$
(9)
In Fig. 3(b), we show the collapsed plots in which we scale the distributions by $`N_{2}^{}{}_{}{}^{d_3/d_2}`$ using the most precise published estimate for $`d_2`$, $`1.6432\pm 0.0008`$ . (A consistent more recent estimate, $`d_2=1.6431\pm 0.0006`$, is given in Ref. .) Visually, we find the best collapse is obtained for $`d_3=1.20\pm 0.1`$.

We can also estimate $`d_3`$ using Eq. (A5) from the appendix

$$d_\text{3}(\tau _{\text{3,2}}^{}1)=d_{n2}^{}=d_2.$$
(10)
Using $`\tau _{3,2}^{}=2.35\pm 0.05`$ and $`d_2=1.6432\pm 0.0008`$, results in an estimate of $`d_3=1.22\pm 0.05`$.

### B 3-blocks in Backbone

Figure 4(a) plots the distributions $`P^{}(N_3|L_B)`$, the probability that a 3-block contained in the backbone of a system of size $`L`$ contains $`N_3`$ bonds, for various values of $`L`$. $`P^{}(N_3|L_B)`$ is the number distribution $`n^{}(N_3,L_B)`$ normalized to unity. Consistent with Eqs. (5) and (6), the plots exhibit power-law regimes followed by cut-offs due to the finite size of the systems. We estimate the slope of the power law regimes, $`\tau _{3,B}^{}`$, to be $`2.25\pm 0.05`$. In Fig. 4(b), we show the collapsed plots in which we scale the distributions by $`L^{d_3}`$. Visually, we find the best collapse is obtained for $`d_3=1.15\pm 0.1`$.

Next we consider the distribution of “top-level” 3-blocks in the backbone. Top-level 3-blocks are those not contained within another 3-block. In Fig. 5(a), we plot the distributions $`P(N_3|L_B)`$, the probability that a top-level 3-block contained in the backbone of a system of size $`L`$ contains $`N_3`$ bonds, for various values of $`L`$. The plots exhibit power-law regimes followed by cut-offs due to the finite size of the systems. The exponent of the power-law regimes $`\tau _{3,B}`$ is estimated to be $`1.6\pm 0.05`$. In Fig. 5(b), we show the collapsed plots, in which we scale the distributions by $`L^{d_3}`$. The best collapse is obtained for $`d_3=1.15\pm 0.1`$, the same value as for the distributions of 3-blocks of all levels. Thus the fractal dimensions of the top level 3-blocks is the same as the fractal dimension of 3-blocks of all levels but the slopes of the power law regimes are different; this is seen also in Fig. 6.

We can also use Eq. (A10)

$$d_\text{3}(\tau _{\text{3,B}}1)=d_{nB}=\frac{1}{\nu }.$$
(11)
to obtain an estimate of $`d_3`$. Since $`d_{nB}`$ is known exactly in 2 dimensions and has been well studied in higher dimensions and because one can usually determine the slope $`\tau _{3,B}`$ more accurately than $`d_3`$ can be determined by finding the best scaling collapse, we determine $`d_3`$ more accurately by solving Eq. (11) for $`d_3`$. Using our estimate for $`\tau _{3,B}`$ above we find $`d_3=1.25\pm 0.1`$. Combining this result with our earlier estimates, we make the final estimate

$$d_3=1.20\pm 0.1.$$
(12)
### C Why the Fractal Dimension of 3-blocks is Smaller than the Fractal Dimension of the Backbone and 2-blocks

The fractal dimension of the 3-blocks is considerably smaller than the fractal dimension, $`d_B=1.6432\pm 0.0008`$ , of 2-blocks (blobs). This is because virtual bonds are counted as one bond even though they replace many bonds. This can be seen if we plot the distributions $`P^{}(M_3|L_B)`$, the probability that a 3-block contained in the backbone of a system of size $`L`$ contains $`M_3`$ bonds where we can count not the virtual bonds, but all bonds contained in a 3-block. In Fig. 7(a) we plot $`P^{}(M_3|L_B)`$ for various $`L`$. The best collapse for these plots (Fig. 7(b)) corresponds to a fractal dimension of $`1.6\pm 0.1`$ consistent with the fractal dimension of 2-blocks in 2D. This can be understood as a reflection of the fact that in a system of size $`L`$, the mass of the largest 3-block(counting all bonds) can be the same as the backbone mass. This is similar to the situation with blobs and backbones; the largest blob in a backbone can be as large as the whole backbone, which explains why the fractal dimension of blobs is the same as the fractal dimension of the backbone.

Replacing a group of bonds by a virtual bond is analogous to removing dangling ends on a cluster when determining the backbone.

## V Three Spatial Dimensions

Our analysis of the results of the 3D simulations proceeds in a similar manner to the analysis for 2D.

### A 3-blocks in Blobs

Figure 8(a) plots the distributions $`P^{}(N_3|N_2)`$, the probability that a 3-block contained in a blob of size $`N_2`$ contains $`N_3`$ bonds, for various values of $`N_2`$. We estimate the slope of the power law regimes, $`\tau _{3,2}^{}`$, to be $`2.63\pm 0.05`$. In Fig. 8(b), we show the collapsed plots in which we scale the distributions by $`N_{2}^{}{}_{}{}^{d_3/d_2}`$ with $`d_2=1.87\pm 0.03`$ . Visually, we find the best collapse is obtained for $`d_3=1.15\pm 0.1`$.

Estimating $`d_3`$ using Eq. (A5) from the appendix

$$d_\text{3}(\tau _{\text{3,2}}^{}1)=d_{n2}^{}=d_2.$$
(13)
with $`\tau _{\text{3,2}}^{}=2.63\pm 0.05`$ and $`d_2=1.87\pm 0.03`$, results in an estimate of $`d_3=1.15\pm 0.05`$.

### B 3-blocks in Backbone

Figure 9(a) plots the distributions $`P^{}(N_3|L_B)`$, the probability that a 3-block contained in the backbone of a system of size $`L`$ contains $`N_3`$ bonds, for various values of $`L`$. We estimate the slope of the power law regimes, $`\tau _{3,B}^{}`$, to be $`2.55\pm 0.05`$. In Fig. 9(b), we show the collapsed plots in which we scale the distributions by $`L^{d_3}`$. Visually, we find the best collapse is obtained for $`d_3=1.15\pm 0.1`$.

Next we consider the distribution of “top-level” 3-blocks in the backbone. In Fig. 10(a), we plot the distributions $`P(N_3|L_B)`$, the probability that a top-level 3-block contained in the backbone of a system of size $`L`$ contains $`N_3`$ bonds, for various values of $`L`$. The exponent of the power-law regimes $`\tau _{3,B}`$ is estimated to be $`2.0\pm 0.05`$. In Fig. 10(b), we show the collapsed plots, in which we scale the distributions by $`L^{d_3}`$. The best collapse is obtained for $`d_3=1.15\pm 0.1`$, the same value as for the distributions of 3-blocks of all levels. As in 2D, the fractal dimensions of the top level 3-blocks is the same as the fractal dimension of 3-blocks of all levels but the slopes of the power law regimes are different; this is seen also in Fig. 11.

Using Eq. (A10)

$$d_\text{3}(\tau _{\text{3,B}}1)=d_{nB}=\frac{1}{\nu }.$$
(14)
to obtain an estimate of $`d_3`$ with our estimate for $`\tau _{3,B}`$ above we find $`d_3=1.14\pm 0.1`$. Combining this result with our earlier estimates, we make the final estimate

$$d_3=1.15\pm 0.1.$$
(15)
The simulation results notwithstanding, it would be surprising if $`d_3`$ were smaller in 3D than in 2D because, below the critical dimension $`d_c=6`$, both the fractal dimensions of clusters and blobs increase with the Euclidean dimension. This suggests that while the actual values of $`d_3`$ may be within the bounds we have estimated, the actual values will be consistent with $`d_3(\text{2D})d_3(\text{3D})`$.

As in 2D, if we do not replace two-terminal objects in a 3-block by a single virtual bond, the fractal dimension of the 3-block is that of a blob(see Fig. 12).

Estimates for all of the 2D and 3D exponents are summarized in Table I.

## VI Decomposition of the Whole Percolation Cluster

While we have only decomposed 2-blocks that comprise the cluster backbone, we could proceed similarly for all 2-blocks into which a cluster is decomposed. The fractal dimension of the 3-blocks into which a cluster is ultimately decomposed should be the same as the fractal dimension of the 3-blocks into which the backbone is ultimately decomposed. The only difference we would expect in our results would be that the slope of the power-law regime of the distribution of top-level 3-blocks would be given by

$$d_\text{3}(\tau _{\text{ 3,1}}1)=d_{n1}=d.$$
(16)
the analogy of Eq. (A10)

## VII $`k`$-Bones and Path Crossing Probabilities

Just as blobs and backbones have the same fractal dimension, we can identify objects analagous to backbones which have the same fractal dimensions as $`k`$-blocks. We define a $`k`$-bone as the set of all points in a percolation system connected to $`k`$ disjoint terminal points(or sets of disjoint terminal points) by $`k`$ disjoint paths. Thus the backbone is a $`k`$-bone with $`k=2`$. Just as the largest $`k`$-blocks into which a backbone can be decomposed are 2-blocks, the largest $`k`$-blocks into which a $`k`$-bone can be decomposed are $`k`$-blocks. The fractal dimension of $`k`$-bones is the fractal dimension of the $`k`$-blocks. One can see this easily by noting that if the $`k`$ terminal points which define a $`k`$-bone are connected to each other, the resulting structure is $`k`$-block.

Recent work  has identified a relationship between path crossing probabilities and the fractal dimensions of percolation structures. Specifically, consider the probability, $`\widehat{P}_k^P`$ that in an annular region the small inner circle of radius $`r`$ is connected to the larger outer circle of radius $`R`$, $`Rr`$, by $`k`$ disjoint paths. Then

$$\widehat{P}_k^P\left(\frac{r}{R}\right)^{\widehat{x}_k}.$$
(17)
It has been observed  that $`\widehat{x}_1`$ is the codimension of the percolation cluster and $`\widehat{x}_2`$ is the codimesion of the backbone. We extend these observations to the case of general $`k`$

$$d\widehat{x}_k=d_k,$$
(18)
where $`d`$ is the spatial dimension of the system. This should hold in all dimensions where the annulus is now defined by two hyperspheres. It has been argued  that

$$x_k<\widehat{x}_k<x_{2k},$$
(19)
where $`x_k`$ is the polychromatic path crossing exponent  and which has been found rigorously in 2D to be

$$x_k=\frac{1}{12}(k^21).$$
(20)
Using Eqs. (18), (19), and (20), we find in 2D

$$\frac{11}{12}<d_3<\frac{4}{3},$$
(21)
consistent with our estimate for $`d_3`$ in 2D.

The relationship between the path crossing problem for $`k=2`$ and the backbone dimension has been recently exploited to determine $`d_B`$ very accurately using a transfer matrix technique . Possibly similar methods can be employed to find the fractal dimension of $`k`$-bones (and therefore $`k`$-blocks) with $`k3`$ to high precision.

## VIII Relationship to Renormalization Group

The process of replacing a 2-terminal object, $`t`$, by a single virtual bond and then replacing 2-terminal objects within $`t`$ by single virtual bonds and so on is reminiscent of the decimation process in renormalization group (RG) approaches to percolation . It is here, however, that the similarity ends. The decimation process performed in the decomposition into 3-blocks is an exact decimation performed on objects in individual realizations while the RG decimation is performed on the lattice and is an approximation, except for hierarchical lattices. Also, the purpose of the decomposition into 3-blocks is to improve computational performance and analyze the properties of substructures of the cluster while the purpose of RG calculations is to find properties of percolation analytically. Finally, whereas RG approaches on hierarchical lattices result in objects that are finitely ramified, the decomposition into 3-blocks we perform maintains the infinite ramification of the Euclidean lattice.

## IX Computational Implications

The fact that the fractal dimension of 3-blocks is significantly smaller than the fractal dimension of 2-blocks has important computational implications. We can efficiently calculate properties(e.g. resistance, velocity distributions, self avoiding walk statistics) of a percolation cluster or backbone as follows:

* decompose the cluster or backbone into 2-blocks
* decompose the 2-blocks into 3-blocks
* calculate the desired properties of the 3-blocks
* algebraically determine the properties of the 2-blocks from the properties of the 3-blocks
* algebraically determine the properties of the cluster or backbone from the properties of the 2-blocks.

In many cases the computation will require less CPU (computer processing) resource when the complexity of the computation is a power law or exponential of the mass of the object for which the property is being calculated. By decomposition we make the mass of these objects smaller. Reduced CPU resource usage is also obtained if only a decomposition into 2-blocks is made although the saving are less. Systems of larger size than could be treated before can now be treated when we decompose into 3-blocks because the fractal dimension of the 3-blocks are lower than that of the object in which they are embedded; this is not true if we only decompose into 2-blocks.

As an example of the dramatically smaller size of the largest 3-block versus the size of the largest blob consider a 3D system of size $`L=1000`$. At criticality, the largest mass blob in the backbone will be of the order $`L^{1.62}63,000`$ while the mass of the largest 3-block in the backbone will be of $`L^{1.2}4000`$. In Fig. 2 we show an actual simulation realization in which a blob of 950 bonds is decomposed into a 3-block with only 216 virtual bonds, greatly reducing the computational complexity.

## X Discussion

Traditionally the decomposition of percolation systems has been to decompose the system into clusters (1-blocks) and to decompose the clusters into blobs (2-blocks). We extend this decomposition by decomposing 2-blocks into 3-blocks. 3-blocks are especially interesting because in contrast to 1- and 2-blocks, the 3-blocks have the property that they can be nested. That is, 2-terminal objects, which are replaced by single virtual bonds in a 3-block, can themselves contain other 3-blocks. Because of this replacement of a 2-terminal object by a virtual bond, the fractal dimension of 3-blocks is significantly smaller than the fractal dimension of 2-blocks. As discussed in the previous section, this smaller fractal dimension has important computational implications for the size of percolation systems which can be analyzed and the speed at which the analysis can be performed.

In addition, within the error bars of our calculations, the values for the 3-block fractal dimension appear to be identical for 2D and 3D systems. Simulations of larger systems and higher dimension systems could help answer whether in fact $`d_3`$ is independent of dimension (“super-universal”). It will also be of interest to determine the properties of $`k`$-blocks with $`k>3`$.

#### Acknowledgements

We thank D. Baker, L. Braunstein, S. Havlin, A. Moreira, and V. Schulte-Frohlinde for stimulating discussions.

## A Relationships among Exponents

Here we ask if any of the fractal dimensions and power-law regime exponents we have identified are related. To answer this question we must first briefly review some existing results for relations between other exponents.

### 1 Previous Results

It has been shown generally  that, for disjoint objects of type $`X`$ embedded in a space $`Y`$,

$$d_X(\tau _{X,Y}1)=d_{nY}.$$
(A1)
Equation (A1) holds if $`\tau _X<2`$ or if $`d_{nY}`$ is equal to the fractal dimension of space $`Y`$, $`d_Y`$.

Special cases of Eq. (A1) have been identified previously for $`Y=0`$, 1, and 2 corresponding to Euclidean space, percolation cluster space and percolation backbone space, respectively.

* The first is the familiar scaling relation for the Fisher exponent $`\tau `$

$$d_f(\tau 1)=d_{n0}=d\text{clusters},$$
(A2)
where $`d`$ is the Euclidean dimension, $`d_f`$ the fractal dimension of the cluster, and $`\tau `$ the exponent of the power-law regime in the distribution of cluster sizes.
* In Ref.  it was shown that

$$d_{\text{blob-cl}}(\tau _{\text{blob-cl}}1)=d_{n1}=d_f,\text{(cluster blobs)}$$
(A3)
where $`d_{\text{blob-cl}}`$ and $`\tau _{\text{blob-cl}}`$ are the fractal dimension and the exponent of the power-law regime, respectively, for all blobs in the cluster.
* In Ref.  it was argued that

$$d_{\text{blob-bb}}(\tau _{\text{blob-bb}}1)=d_{nB}=d_{\text{red}},\text{(backbone blobs)}$$
(A4)
where $`d_{\text{blob-bb}}`$ and $`\tau _{\text{blob-bb}}`$ are the fractal dimension and the exponent of the power-law regime, respectively, for those blobs in the backbone and $`d_{\text{red}}`$ is the fractal dimension of singly-connected red bonds in the backbone.

Both $`d_{\text{blob-cl}}`$ and $`d_{\text{blob-bb}}`$ are equal to $`d_B`$, the backbone fractal dimension. In (i) and (ii), Eq. (A1) applies because $`d_{nY}=d_Y`$; in (iii), Eq. (A1) applies because $`\tau _X<2`$.

### 2 3-blocks in Blobs

In analogy with Eqs. (A2) and (A3), we would expect

$$d_\text{3}(\tau _{\text{3,2}}^{}1)=d_{n2}^{}=d_2.$$
(A5)
We first confirm that the total number of 3-blocks in blobs scales with the exponent $`d_2`$. If

$$<n(L)>L^{d_{n2}}$$
(A6)
and

$$N_2L^{d_2}$$
(A7)
then we would expect

$$<n(N_2)>L^{d_{n2}/d_2}.$$
(A8)
Figures 13(a) and 13(b) are log-log plots of $`n(N_2)`$, the average number of all 3-blocks in a blob, versus blob size $`N_2`$ for 2D and 3D, respectively. The straight line fits with slope $`1.0\pm 0.05`$ are consistent with $`d_{n2}=d_2`$. Our simulation results in 2D from Section IV, $`d_3=1.20`$ and $`\tau _{3,2}=2.35`$ result in $`d_3(\tau _{3,2}^{}1)=1.62`$ close to the value $`d_2=1.6432`$. In 3D, our simulation results from Section V, $`d_3=1.15`$ and $`\tau _{3,2}=2.63`$ result in $`d_3(\tau _{3,2}^{}1)=1.87`$ identical to the value $`d_2=1.87`$.

### 3 3-blocks in Backbone

Because the number of top-level 3-blocks in the backbone is proportional to the number of 2-blocks in the backbone, the number of top level 3- blocks in the backbone should scale the same way the number of 2-blocks in the backbone. For all dimensions and lattices, $`d_{nB}`$ has been shown to be

$$d_{nB}=d_{red}=\frac{1}{\nu },$$
(A9)
where $`\nu `$ is the exponent associated with the divergence of the correlation length as $`p`$ approaches $`p_c`$ . In 2D $`1/\nu `$ is exactly 3/4 ; in 3D, $`1/\nu `$ has been estimated to be $`1.143\pm 0.01`$ . We would expect

$$d_\text{3}(\tau _{\text{3,B}}1)=d_{nB}=\frac{1}{\nu }.$$
(A10)
Figures 14(a) and 14(b) are log-log plots of $`n(L)`$, the average number of top-level 3-blocks in the backbone, versus system size $`L`$ for 2D and 3D, respectively. The straight line fits with slope $`0.75\pm 0.05`$ and $`1.14\pm 0.05`$ are consistent with the exact and previously estimated values for $`1/\nu `$ of 3/4 and 1.143 in 2D and 3D, respectively. Our 2D simulation results from Section IV, $`d_3=1.15`$ and $`\tau _{3,2}=1.60`$ result in $`d_3(\tau _{3,B}1)=0.69`$ close to the value $`1/\nu =3/4`$. For 3D, our simulation results from Section V, $`d_3=1.15`$ and $`\tau _{3,2}=2.0`$ result in $`d_3(\tau _{3,B}1)=1.15`$ close to the value $`1/\nu =1.143`$.


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# Untitled Document

Hong et al. reply to Canul-Chay et al.

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

Canul-Chay et al.  have conducted the segregation experiment of binary granular mixtures in a bed and subjected the bed to vibration. They report that the reverse Brazil-Nut phenomenon (RBNP) was never observed in their experiments and thus conclude that such does not exist. However, we have clearly demonstrated in  by Molecular Dynamics simulations that the reverse Brazil-Nut problem not only exists, but can be determined from the solid-liquid phase boundary by a scaling theory for the crossover from RBNP. Hence, instead of disputing Canul-Chay et al.’s sound experimental results , in this reply we want to draw the reader’s attention to the experimental set up and the interpretation of the experimental results.

First, the system considered in  is definitely not the same as ours, because the vibrating bed exhibits a temperature gradient along the vertical axis. In our system, the mixture is in contact with the thermal reservoir at $`T`$ (this is a global temperature). Each particle is kicked by random noise such that the average kinetic energy $`mv^2/2=T`$. If the reverse Brazil-Nut phenomenon cannot be found in such a vibrating system, that might teach us a lot about the sensitivity of granular matter to details of the boundary conditions (b.c.) - and, on the other hand, if the RBNP is not found for this b.c. it does not exclude the possibility that it can be found for others.

Second, in order to observe the reverse Brazil-Nut problem as obtained in , it might be essential that the bed be subjected to a constant global temperature. In any case, however, it should be essential to quench the system at a low enough temperature. There may be a way to define a global temperature for the vibrating bed with a weak deviation from the constant temperature assumption \[3-7\]. We now briefly describe some attempts. The density profile of a weakly excited mono-disperse granular material  can be either fit by a Fermi function  (Fig 1 of Ref. ), by the Enskog profile plus a rectangle for high densities , or by the integration of the so-called global equation of state (GEQS) . In Ref. , we have determined the condensation temperature $`T_c`$ as the point where the sum rule breaks down in the Enskog theory and then used this temperature to fit the density profile by the rectangle plus the Enskog profile of the experimental data of , and then extracted the global thermal temperature of the bed. In Ref. , the global equation of state was obtained from independent, homogeneous numerical simulations and, after integration, leads to a perfect agreement with the experimental data of the density profile, without a fit-parameter, from which the temperature for the solid-liquid condensation can also be extracted. This procedure can be repeated for other species, and this way two condensation temperatures, say $`T(A)`$ and $`T!(B)`$ for two species A and B, are determined.

Third, once the condensation temperatures $`T(A)`$ and $`T(B)`$ for the two species A and B and the global thermal temperature of the vibrating bed are determined, we now quench the system to a temperature $`T`$ that is between $`T(A)`$ and $`T(B)`$. In this case, the system might exhibit the crossover from the Brazil-Nut to reverse Brazil-Nut problem as predicted in . If one still does not observe the reverse Brazil-Nut problem, then one should not but conclude that the vibrating bed may be different from our Molecular Dynamics set up, where the bed is subjected to a global temperature. One has to think through how to achieve the reverse Brazil-Nut problem for the vibrating bed or learn from this difference in phenomenology what causes the different behavior. 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  Canul-Chay et al., preceding comment.
 D. C. Hong, P. V. Quinn, and S. Luding, Phys Rev. Lett. 86, 3423, (2001).
 H. Hayakawa and D. C. Hong, Phys. Rev. Lett., 78, 2764, (1997).
 E. Clement and J. Rajchenbach, Europhys. Lett. 16, 1333, (1991).
 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).


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# References

Reversal of Circular Bragg Phenomenon in Ferrocholesteric Materials with Negative Real Permittivities and Permeabilities

Akhlesh Lakhtakia CATMAS — Computational & Theoretical Materials Sciences Group
Department of Engineering Science & Mechanics
212 Earth–Engineering Sciences Building
Pennsylvania State University, University Park, PA 16802–6812, USA

A structurally right/left–handed ferrocholesteric slab with negative real permittivities and permeabilities is theoretically shown to display the Bragg phenomenon on axial excitation as if it were a structurally left/right–handed ferrocholesteric slab with positive real permittivities and positive real permeabilities. In addition to the promise of isotropic homogeneous materials with negative real permittivities and permeabilities for unexpected applications, the presented results underscore the similar potential of anisotropic nonhomogeneous materials with analogous characteristics.

Dielectric and magnetic materials are ubiquitous. Their linear electromagnetic response properties are characterized by permittivity and permeability dyadics which depend on the frequency of excitation and comprise complex–valued scalar components. The permittivity and the permeability dyadics (i.e., second–order tensors) of an isotropic material reduce to complex–valued scalars. The real parts of these scalars can be negative or positive, but the latter possibility is the normative one of the two, as the perusal of almost any undergraduate electromagnetics textbook will show. However, the former possibility does exist for natural materials such as metals, plasmas and ferrites . Most recently, composite materials which effectively have both negative real permittivity and negative real permeability in a certain frequency range have been fabricated and satisfactorily tested , notwithstanding the discounting of anisotropy, nonhomogeneity and dissipation in the sample materials .

Technological bonanzas have been profferred, provided homogeneous, isotropic and virtually non–dissipative materials with negative permittivity and negative permeability can be economically manufactured . These potential benefits are based on the opposite directions of the phase velocity and the velocity of energy transport in these materials. Available results indicate that these materials would be realized in the form of multilaminar slabs, each lamina itself being anisotropic due to the imprinting of various features thereon . Feature geometries other than the only one in current use will also arise, sooner or later. These open up the possibility of an entirely new class of prospective materials: ferrocholesterics with negative permittivity and negative permeability. This Communication is devoted to these unidirectionally nonhomogeneous materials.

About twenty years before the discovery of cholesteric liquid crystals by Reinitzer in 1888 , Reusch  presented structurally similar materials made from uniaxial dielectric laminas, which can possibly be fabricated as unidirectional fibrous composites. The laminas are identical, with the sole optic axis lying in the laminar plane. The laminas are stacked sequentially, the optic axis in any particular lamina offset by a small angle in the laminar plane from the optic axis of the lamina lying immediately below it. The successive optic axes rotate helicoidally, and the optical response properties of the entire structure resemble those of a cholesteric liquid crystal at frequencies below a certain maximum . The optical response of cholesteric materials in the liquid crystalline form has been intensively studied and technologically exploited .

Just about a century later, Brochard and de Gennes  incorporated parallel magnetic needles in the laminas, giving rise to the so–called ferrocholesteric materials. Let the thickness direction of a ferrocholesteric material be parallel to the $`x_3`$ axis of a cartesian coordinate system ($`x_1`$, $`x_2`$, $`x_3`$). The simplest effective constitutive equations of this material are as follows:

$`𝐃(𝐱)=ϵ_0\left[ϵ_a\underset{¯}{\underset{¯}{I}}+(ϵ_bϵ_a)\mathrm{𝐜𝐜}\right]\text{ }\text{}\text{ }𝐄(𝐱),`$ (1)
$`𝐁(𝐱)=\mu _0\left[\mu _a\underset{¯}{\underset{¯}{I}}+(\mu _b\mu _a)\mathrm{𝐜𝐜}\right]\text{ }\text{}\text{ }𝐇(𝐱).`$ (2)
Here, $`ϵ_0`$ and $`\mu _0`$ are the permittivity and the permeability of free space (i.e., vacuum); $`\underset{¯}{\underset{¯}{I}}`$ is the identity dyadic; the unit vector

$$𝐜=\widehat{𝐱}_1\mathrm{cos}(\pi x_3/\mathrm{\Omega })+h\widehat{𝐱}_2\mathrm{sin}(\pi x_3/\mathrm{\Omega })$$
(3)
involves the helicoidal pitch $`2\mathrm{\Omega }`$; the parameter $`h=+1`$ for structural right–handedness, and $`h=1`$ for structural left–handedness, while the scalars $`ϵ_{a,b}`$ and $`\mu _{a,b}`$ are complex–valued functions of the angular frequency $`\omega `$.

As a ferrocholesteric material is periodically nonhomogeneous, it must exhibit the circular Bragg phenomenon . Most significantly, if a circularly polarized plane wave with angular frequency in the so–called Bragg regime were normally incident on a ferrocholesteric slab $`0x_3L`$ (which is thus excited axially), and the ratio $`L/\mathrm{\Omega }`$ were sufficiently high, it will be almost completely reflected if its handedness matches the structural handedness of the slab. Virtually no reflection would occur if the two handednesses do not coincide. The importance of this polarization–discriminatory characteristic in optics cannot be exaggerated, as it is exploited for a variety of polarization–sensitive filters and laser mirrors .

The reflectances and the transmittances of axially excited ferrocholesteric slabs of infinite lateral extent were calculated by following an established procedure . These quantities were organized as the $`2\times 2`$ matrixes

$$\left[\begin{array}{cc}R_{RR}& R_{RL}\\ R_{LR}& R_{LL}\end{array}\right],\left[\begin{array}{cc}T_{RR}& T_{RL}\\ T_{LR}& T_{LL}\end{array}\right].$$

Here, the subscript RL indicates the intensity of either a reflected or a transmitted right circularly polarized plane wave in relation to the intensity of an incident plane wave that is left circularly polarized; and so on.

In Figure 1 are shown the reflectances and the transmittances as functions of the free–space wavelength $`\lambda _0=2\pi /\omega \sqrt{ϵ_0\mu _0}`$ for a ferrocholesteric slab with the following properties: $`ϵ_a=3(1+0.001i)`$, $`ϵ_b=3.3(1+0.001i)`$, $`\mu _a=1.2(1+0.002i)`$, $`\mu _b=1.5(1+0.002i)`$, $`h=1`$, $`\mathrm{\Omega }=14`$ mm and $`L=40\mathrm{\Omega }`$. Dispersion was ignored in this illustrative study, and an $`\mathrm{exp}(i\omega t)`$ time–dependence was assumed. Differential reflection of incident left/right circularly polarized plane waves is clearly in evidence in the Bragg regime, which spans the wavelength range $`\lambda _0[53.2,\mathrm{\hspace{0.17em}62.3}]`$ mm. As the chosen material is structurally right–handed, $`R_{RR}`$ and $`T_{LL}`$ are enormously larger than the negligibly small $`R_{LL}`$ and $`T_{RR}`$ in the Bragg regime. The cross–polarized reflectances and transmittances — $`R_{RL}`$, etc., — are also very small, and can be further reduced by the use of impedance–matching layers.

The calculations for Figure 1 were repeated, except with the following changes in the input parameters: $`ϵ_a=3(10.001i)`$, $`ϵ_b=3.3(10.001i)`$, $`\mu _a=1.2(10.002i)`$, $`\mu _b=1.5(10.002i)`$. These values are in accord with the Lorentz oscillator model , and therefore do not violate the principles of causality and energy conservation. The calculated reflectance and transmittance spectrums are shown in Figure 2. The circular Bragg phenomenon is preserved, but with a difference. Despite the fact that the chosen material is still structurally right–handed, now $`R_{LL}`$ and $`T_{RR}`$ are enormously larger than the negligibly small $`R_{RR}`$ and $`T_{LL}`$. The cross–polarized quantities remain unaffected.

In other words, a structurally right/left–handed ferrocholesteric slab with negative real permittivities and negative real permeabilities will display the circular Bragg phenomenon on axial excitation as if it were a structurally left/right–handed ferrocholesteric slab with positive real permittivities and positive real permeabilities. Due to mathematical isomorphism, this conclusion would also hold for ferrosmectic materials .

The reason underlying the foregoing symmetry can be understood by examining the characteristics of the axial propagation modes in ferrocholesteric and ferrosmectic materials; detailed expressions are available elsewhere . The propagation modes are either left or right elliptically polarized, with their respective vibration ellipses rotating along the $`x_3`$ axis in accordance with the structural handedness of the material . Let dissipation be weak. When the real parts $`\mathrm{Re}\left[ϵ_{a,b}\right]>0`$ and $`\mathrm{Re}\left[\mu _{a,b}\right]>0`$, the direction of the phase velocity of a particular mode is the same as the (common) direction of energy transport and attenuation. However, when $`\mathrm{Re}\left[ϵ_{a,b}\right]<0`$ and $`\mathrm{Re}\left[\mu _{a,b}\right]<0`$, not only does the phase velocity reverse in direction, but the handedness of the vibration ellipse also reverses, while the direction of energy flow and attenuation as well as the sense of rotation of the vibration ellipse remain unchanged. The reversal of the modal handedness is thus responsible for the left/right switching between the spectrums of Figures 1 and 2.

The Lorentz and the Drude models for oscillators are well–known . These models yield negative as well as positive values for $`\mathrm{Re}[ϵ_{a,b},\mu _{a,b}]`$ in different parts of the electromagnetic spectrum, while the imaginary parts $`\mathrm{Im}[ϵ_{a,b},\mu _{a,b}]`$ must be always positive. If the electric and the magnetic resonances are close to one another, the spectral regime of negative permittivities and permeabilities may be accessible simply by increasing the frequency across all the resonances.

To conclude, many interesting phenomenons (such as anomalous refraction and reversed Doppler shifts) and applications (such as distortion–free lenses) have been forecasted for isotropic homogeneous materials with negative real permittivity and permeability . The technology for fabricating these materials can also be used for structurally nonhomogeneous materials with analogous constitutive properties. Due to their anisotropic and nonhomogeneous constitution, many unexpected phenomenons and applications are likely to emerge.

Figure Captions

Figure 1. Computed spectrums of the reflectances and transmittances of a ferrocholesteric slab with $`\mathrm{Re}[ϵ_{a,b},\mu _{a,b}]>0`$; $`ϵ_a=3(1+0.001i)`$, $`ϵ_b=3.3(1+0.001i)`$, $`\mu _a=1.2(1+0.002i)`$, $`\mu _b=1.5(1+0.002i)`$, $`h=1`$, $`\mathrm{\Omega }=14`$ mm and $`L=40\mathrm{\Omega }`$. Note that $`R_{LR}=R_{RL}`$ and $`T_{LR}=T_{RL}`$, correct to graphical accuracy.

Figure 2. Same as Figure 1, but for $`ϵ_a=3(10.001i)`$, $`ϵ_b=3.3(10.001i)`$, $`\mu _a=1.2(10.002i)`$, and $`\mu _b=1.5(10.002i)`$.


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# The Expected Properties of Dark Lenses

## 1 Introduction

Observational evidence indicates that virtually all galaxies are embedded in dark matter halos, but do all halos host galaxies? Differences in the slope of the mass function for galaxies (e.g., Blanton et al. 2001) and dark halos (Press & Schechter 1974) suggest that a substantial fraction of halos may be empty, particularly at lower masses (e.g., Nagamine et al. 2001). Because cold dark matter (CDM) simulations predict cuspy halos (e.g., Navarro, Frenk & White 1997; Moore et al. 1999b; Jing & Suto 2000) that are sufficiently concentrated to multiply image background sources (Li & Ostriker 2002; Wyithe, Turner & Spergel 2001), strong gravitational lensing may be a powerful tool for detecting empty dark matter halos.

The identification of gravitational lens candidates is based on the presence of two or more closely-separated quasars at the same redshift. In cases where a galaxy, group or cluster is responsible for the multiple imaging, the lens hypothesis can be unambiguously confirmed by directly detecting the lensing mass through optical or infrared observations. This is clearly not possible for dark lenses. A thorough investigation of the quasar components is therefore necessary to determine whether a system is a genuine dark lens, or a pair of physically distinct quasars. The lensing hypothesis can be robustly rejected by finding some spectral or photometric property that the quasars do not share in common. For example, a pair with only one radio-bright component (an $`O^2R`$ system, see Kochanek, Falco & Muñoz 1999) is inconsistent with gravitational lensing, and must therefore be a binary quasar. The inability to uncover differences in the quasars is not compelling evidence for lensing, however, as similarities can be at least partially attributed to the common formation history and cosmic environment of binaries. Unless the presence of three or more quasar components makes the lensing identification obvious, a measurement of the time delay or a detection of correlated milliarcsecond-scale radio substructure would likely be necessary to prove that a system is a dark lens.

A number of wide-separation ($`\mathrm{\Delta }\theta 3^{\prime \prime }`$) quasar pairs with no detectable lensing mass have been reported (e.g., Hawkins 1997; Mortlock, Webster & Francis 1999), and their true nature has been the subject of continuing debate. Several of the quasar pairs are $`O^2R`$ systems (e.g., MGC 2214+3550; Muñoz et al. 1998), and therefore binaries. For others the lensing hypothesis has been rejected based on incompatible spectral line widths (e.g., CTQ 839; Morgan et al. 2000) or X-ray properties (e.g., Q2345+007; Green et al. 2002). Yet, there exist $`10`$ systems for which the identification remains ambiguous. Statistical arguments suggest that most of these pairs are likely to be binary quasars (Kochanek et al. 1999). The scarcity of radio-bright/radio-bright dark lens candidates is particularly difficult to reconcile with a sample dominated by lenses, considering how many radio lenses have been discovered. Still, the existence of several dark lenses is allowed by statistical constraints, and such arguments cannot determine the nature of any one source. It is therefore desirable to find additional criteria by which to scrutinize individual dark lens candidates.

Most studies of strong gravitational lensing by dark matter halos have focussed on their contribution to the optical depth (Keeton & Madau 2001; Li & Ostriker 2002; Sarbu, Rusin & Ma 2001), rather than the properties of the lens systems produced. This paper bridges the gap, and will serve as a ’field guide’ for dark lenses. In §2 we investigate lenses formed by plausible models of dark halos, quantifying the distribution of magnification ratios between the two brightest images in triples, as well as the relative flux of the third image. In §3 current dark lens candidates are compared to our model predictions. Section 4 summarizes our findings and discusses their implications.

## 2 Predictions for Dark Lens Models

Numerical simulations predict CDM halos with cuspy but shallow inner mass profiles ($`\rho r^\alpha `$ at small radii, where $`1.0<\alpha <1.5`$; Navarro et al. 1997; Moore et al. 1999b). This result applies to halos in their “primordial” state. Cooling baryons will modify the dark matter profile through adiabatic compression (e.g., Blumenthal et al. 1986; Keeton 2001; Kochanek & White 2001), producing the more centrally-concentrated mass distributions that are characteristic of lens galaxies (e.g., Cohn et al. 2001; Kochanek 1995a; Rusin & Ma 2001). Inversely, if the baryons have not cooled, the dark matter halo is expected to retain its primordial profile (e.g., Navarro, Frenk & White 1995; Eke, Navarro & Frenk 1998). Star formation should be greatly inhibited in such halos, so the mass distributions will be truly “dark” (except perhaps at X-ray wavelengths). The existence of a characteristic mass scale separating cooled halos with nearly isothermal profiles (efficient lenses) and non-cooled halos with primordial dark matter profiles (inefficient lenses; e.g., Wyithe et al. 2001) is vital for converting the halo mass function into the observed distribution of lensed image separations (Porciani & Madau 2000; Kochanek & White 2001). Specifically, halos above this scale must have a much lower cross section per unit mass to account for the sharp decline in observed lenses with $`\mathrm{\Delta }\theta >3^{\prime \prime }`$. The necessary mass scale ($`M_c10^{13}M_{}`$) agrees well with the predictions of semi-analytic cooling models (e.g., Cole et al. 2000). To produce arcsecond-scale ($`1^{\prime \prime }<\mathrm{\Delta }\theta <10^{\prime \prime }`$) lens systems, halos that retain their shallow primordial profiles require virial masses $`M_{\mathrm{vir}}10^{13.5}M_{}`$ (e.g., Li & Ostriker 2002) – larger than the cooling scale. Consequently, the formation of observable multiple-image lenses by uncooled and largely unmodified CDM halos is self-consistent. Note, however, that the lack of star formation may not imply an uncompressed halo. In particular, baryons in halos with $`M_{\mathrm{vir}}<10^{12}M_{}`$ can cool into a disk that is stable to star formation if the spin parameter is high (Jimenez et al. 1997). Such halos would be both dark and concentrated. But even if the resulting mass profile were as steep as isothermal, the limit of $`10^{12}M_{}`$ corresponds to a lensed image separation of less than an arcsecond (e.g., Li & Ostriker 2002). The above arguments therefore suggest that arcsecond-scale dark lens systems are likely to be produced by shallow CDM mass profiles.

This paper investigates two popular models for cuspy CDM halos: the Navarro-Frenk-White (NFW; 1997) mass distribution ($`\alpha =1`$), and the steeper ($`\alpha =1.5`$) profile of Moore et al. (1999b). While the inner profile slope may be mass dependent (Jing & Suto 2000), the above models span the typical range of values found. Spherical mass models are considered for computational simplicity, but we place them in constant shear fields (magnitude $`\gamma `$) to mimic the effects of deflector ellipticity and environmental perturbations. We focus on two/three-image configurations, which we term “triples,” because these are the systems most likely to be confused with binary quasars. The deflector models are analyzed by numerically solving for the image positions and magnifications ($`\mu _i`$) of point sources placed on a uniform grid behind the lens. The distributions of two quantities are then extracted: the magnification ratio between the two brightest images ($`r_{12}|\mu _1/\mu _2|`$), and that between the brightest and third brightest images ($`r_{13}|\mu _1/\mu _3|`$).

The properties of dark lenses differ significantly from those of the more concentrated, nearly isothermal ($`\rho r^2`$) galaxy lenses. Specifically, the magnification ratio distributions are very sensitive to the size of the radial critical curve, which increases as the slope of the inner mass profile is decreased from isothermal (Blandford & Kochanek 1987; Wallington & Narayan 1993; see Kormann, Schneider & Bartelmann 1994 for plots). First, source positions enclosed by only the radial caustic produce triples in which the second (negative-parity) image resides outside of the radial critical curve; the central (positive-parity) image resides within it. Large radial critical curves imply that the outer images tend to form at similar distances from the lens center, resulting in similar magnifications and small primary flux ratios $`r_{12}`$. The third image can also form farther from the lens center, away from the high central convergence that would otherwise strongly demagnify it. Consequently, this image carries more flux, leading to smaller values of $`r_{13}`$. Second, the critical structures of shallower mass profiles are more susceptible to shear (e.g., Wallington & Narayan 1993), which allows for the production of naked cusp configurations. Here, source positions enclosed by only the tangential caustic are lensed into three images on the same side of the deflector, each with similar magnification (e.g., Kormann et al. 1994). This class of triples is characterized by very small magnification ratios and bright third images, thereby reinforcing the above trends.

Flux ratio distributions are affected by magnification bias, which favors the detection of more magnified lens systems (e.g., Turner 1980). The bias factor depends on the lens model, the number-flux relation of the sources, and the method of finding lenses. A full accounting of magnification bias is beyond the scope of this paper. However, we illustrate the bias effect by simply weighting each lens system generated on the source plane grid by its total magnification ($`\mu =_i|\mu _i|`$). For example, the biased fraction of lenses with $`r_{12}<r_0`$ is $`[\mu (y_1,y_2)R(y_1,y_2,r_{12})𝑑y_1𝑑y_2]/[\mu (y_1,y_2)𝑑y_1𝑑y_2]`$, where $`R`$ = 1 if $`r_{12}<r_0`$ for a source at $`(y_1,y_2)`$, and 0 otherwise. The integral is evaluated over the three-image caustic regions. This scheme mimics the bias produced by the differential number-flux relation $`N(S)S^2`$, which closely approximates the population of compact radio sources (Rusin & Tegmark 2001). Faint optical quasars have a much shallower luminosity function, and hence they are nearly unbiased (Kochanek 1996). Bright optical quasars are more strongly biased, as the luminosity function is very steep in that regime.

### 2.1 NFW Profile

The NFW model is described by the mass density

$$\rho (r)=\frac{\rho _{cr}\overline{\delta }_I}{(r/R_s)[1+(r/R_s)]^2}$$
(2-1)
where $`R_s=R_{200}/c(z)`$, $`R_{200}`$ is the radius within which the average density is 200 times the critical density $`\rho _{cr}`$ at redshift $`z`$, and $`c(z)`$ is the concentration parameter. For a flat $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$ cosmology, $`c_0c(0)7`$ (e.g., Bartelmann et al. 1998) and evolves as $`c(z)=c_0/(1+z)`$ (e.g., Bullock et al. 2001). The density amplitude is $`\overline{\delta }_I=(200/3)c^3/[\mathrm{ln}(1+c)c/(1+c)]`$. The spherical NFW profile has an analytic projected surface density and deflection angle (Bartelmann 1996). Its lensing properties depend on the parameter $`\kappa _0=\rho _{cr}\overline{\delta _I}R_s/\mathrm{\Sigma }_{cr}`$, where $`\mathrm{\Sigma }_{cr}`$ is the critical surface mass density. The angular image splitting scale ($`\mathrm{\Delta }\theta `$) is set by the size of the tangential critical curve. In Fig. 1, $`\mathrm{\Delta }\theta `$ is plotted as a function of $`\kappa _0`$ for some typical redshifts and concentrations.

The fractions of NFW triples with a magnification ratio between the two brightest images of $`r_{12}<1.5`$, $`2.0`$ and $`5.0`$ are plotted in Fig. 2. For clarity, we plot the cumulative distributions of $`r_{12}`$ for $`\kappa _0=0.10`$, $`0.15`$, and $`0.20`$ in Fig. 3. Note that magnification bias only slightly alters the values, and does not affect the general trends. For a spherically-symmetric potential ($`\gamma =0`$), almost all triples have $`r_{12}1`$. Shear perturbations create a tangential caustic on the source plane, affecting the distribution of magnification ratios. If the cusp of the tangential caustic resides within the radial caustic, a single highly magnified image results for sources near the cusp. Such systems can have large $`r_{12}`$, and therefore the fraction of lenses with $`r_{12}`$ less than some nominal value is decreased. If the cusp is not enclosed by the radial caustic, however, the deflector can produce naked cusp configurations. Such systems have $`r_{12}2`$, and therefore the fraction of lenses with small $`r_{12}`$ is increased. Deflectors with smaller $`\kappa _0`$ are more susceptible to shear perturbations, as the ratio of the radial to tangential critical curve increases with decreasing $`\kappa _0`$ (Bartelmann 1996). Hence, for a fixed $`\gamma `$, the fraction of systems with small $`r_{12}`$ rises sharply below that $`\kappa _0`$ at which naked cusp configurations begin to dominate. This effect is clearly seen in Figs. 2 and 3. The conclusion is that NFW dark lenses with $`1^{\prime \prime }<\mathrm{\Delta }\theta <10^{\prime \prime }`$ (using the conversion in Fig. 1) are expected to have flux ratios very close to unity if either the potentials are nearly spherical, or have moderate to large shear perturbations ($`\gamma 0.10`$). But even in the intermediate regime, systems with high flux ratios are still rare. For $`\gamma =0.05`$, nearly half of arcsecond-scale NFW lenses will have $`r_{12}<2`$, and almost all will have $`r_{12}<5`$ (Fig. 2). In comparison, of the lenses produced by a singular isothermal sphere, 11% have $`r_{12}<2`$ and 44% have $`r_{12}<5`$.

The relative magnification of the third image ($`r_{13}|\mu _1/\mu _3|`$) is examined in Figs. 4 and 5. Plotted in Fig. 4 are the fractions of NFW triples with $`r_{13}<20`$, $`50`$ and $`100`$. Plotted in Fig. 5 are the cumulative distributions of $`r_{13}`$ for $`\kappa _0=0.10`$, $`0.15`$, and $`0.20`$. The third image tends to be very bright and easily detectable, independent of $`\kappa _0`$ or $`\gamma `$. In almost all cases, at least half of the triples will have $`r_{13}<20`$. The third image is even more detectable in regions of parameter space dominated by naked cusps, as these systems have three images of very similar magnification.

### 2.2 Moore Profile

The model of Moore et al. (1999b) is described by the mass density

$$\rho (r)=\frac{\rho _{cr}\overline{\delta }_{II}}{(r/R_s)^{3/2}[1+(r/R_s)^{3/2}]}$$
(2-2)
where $`\overline{\delta }_{II}=100c^3/\mathrm{ln}(1+c^{3/2})`$, and $`c`$ is a factor of a few smaller than the NFW value. There is no analytic form for the projected surface density or deflection angle. Typical input parameters, however, produce lensed images at radii that are much smaller than the arcminute-scale angular break radius derived from $`R_s`$. Because lenses will be dominated by the inner cusp, the Moore profile can be well represented by the power-law mass density $`\rho (r)r^{1.5}`$. The critical structures of power-law models scale in a self-similar manner with the profile normalization, and hence the lensing properties are normalization-independent. Trial analyses of the real Moore profile demonstrate that it is well approximated by the power law and exhibits the expected normalization behavior. We therefore present results for the singular power-law model, which were calculated using the deflection angles and magnification matrices derived by Barkana (1998) and implemented in the FASTELL software package.

Plotted in Fig. 6 are the cumulative distributions of $`r_{12}`$ and $`r_{13}`$ for the Moore profile. The unbiased fractions of Moore triples with $`r_{12}<1.5`$, $`2.0`$ and $`5.0`$ are, respectively, $`0.99`$, $`1.00`$ and $`1.00`$ for $`\gamma =0`$; $`0.45`$, $`0.71`$ and $`0.97`$ for $`\gamma =0.05`$; $`0.44`$, $`0.69`$ and $`0.98`$ for $`\gamma =0.10`$; and $`0.59`$, $`0.77`$ and $`0.95`$ for $`\gamma =0.15`$. The unbiased fractions of Moore triples with $`r_{13}<20`$, $`50`$ and $`100`$ are, respectively, $`0.32`$, $`0.49`$ and $`0.61`$ for $`\gamma =0`$; $`0.33`$, $`0.51`$ and $`0.64`$ for $`\gamma =0.05`$; $`0.44`$, $`0.69`$ and $`0.86`$ for $`\gamma =0.10`$, and $`0.74`$, $`0.99`$ and $`1.00`$ for $`\gamma =0.15`$. The largest difference between the Moore and NFW predictions for arcsecond-scale triples is due to the naked cusp configurations. The tangential caustic is less prominent for a Moore model than it is for an NFW model in the same shear field. Consequently, while naked cusps comprise a significant fraction of NFW triples for small shears ($`\gamma 0.05`$), they do not contribute at all to the Moore statistics until the shear grows large ($`\gamma 0.10`$). But despite this effect, dark halos described by the steeper mass profile of Moore et al. still produce lensed triples with small magnification ratios and relatively bright third images.

## 3 Comparison to Current Candidates

A number of dark lens candidates have been reported in the literature, and their true nature is still a matter of vigorous debate (e.g., Hawkins 1997; Kochanek et al. 1999; Mortlock et al. 1999; Peng et al. 1999). Table 1 lists nine ambiguous quasar pairs. We have excluded those systems for which the lensing hypothesis has been rejected based on gross spectral or photometric differences between the components. Technically Q2345+007 (Weedman et al. 1982) is no longer ambiguous, as recent X-ray observations have shown it to be a binary (Green et al. 2002), but we include it for historical reasons. Below we determine whether the component fluxes of these quasar pairs are compatible with the dark lens hypothesis.

First, dark lens candidates typically consist of two, not three, detectable images. Bounds on additional images in these systems are listed in Table 1. The absence of third images down to these levels ($`r_{13,\mathrm{limit}}50`$) would be very unlikely in a candidate sample dominated by lenses, particularly if dark halos were best approximated by an NFW model (Figs. 4 and 5). Second, the observed flux ratios in many of the ambiguous pairs are significantly larger than unity. Three of the nine pairs have $`r_{12,\mathrm{obs}}>10`$, which Figs. 2, 3 and 6 show to be virtually impossible for genuine dark lenses. However, even the quasar pairs with moderate flux ratios ($`3<r_{12,\mathrm{obs}}<5`$) would be uncommon in the dark lens hypothesis. Note that the paucity of small flux ratio pairs cannot be due to the selection function, as their identification is always favored (Kochanek 1995b).

Quantitative results are presented in Table 2. For each quasar pair and model, we calculate the unbiased fraction of triples that have a primary magnification ratio $`r_{12}`$ smaller than the observed value, or a third image brighter than the listed bound. Fractions with the third image constraint excluded are also shown. Each of the systems is an outlier in the predicted dark lens distributions, particularly those for the NFW profile. Five of the nine pairs have $`p(r_{12}<r_{12,\mathrm{obs}}r_{13}<r_{13,\mathrm{limit}})>0.95`$ in all eight models studied. These pairs are strongly incompatible with dark lensing. Three other pairs have $`0.90<p(r_{12}<r_{12,\mathrm{obs}}r_{13}<r_{13,\mathrm{limit}})<0.95`$ in each of the models. QJ0240–343, with an observed flux ratio of $`r_{12}=2.1`$, is moderately compatible with one of the four Moore models, but no NFW models. Magnification bias has little effect on the above results. In conclusion, while no quasar pair can be absolutely rejected as a dark lens based on probability arguments alone, the above analysis demonstrates that most current candidates fail to exhibit the properties expected for dark lenses. Therefore, these pairs are likely to be binary quasars, as suggested by Kochanek et al. (1999).

The only system that meets the qualitative dark lens criteria is APM 08279+5255 (Ibata et al. 1999), which consists of three quasar components with a maximum separation of $`0\stackrel{}{\mathrm{.}}38`$. The outer two components carry nearly equal flux ($`r_{12,\mathrm{obs}}1.3`$), and the central component is very bright ($`r_{13,\mathrm{obs}}5.7`$). The striking similarity of the quasar colors and the presence of a third compact component means that APM 08279+5255 is almost certainly a lens. No lensing galaxy has yet been detected, but this is not a surprise considering the brightness of the quasars ($`m_H1314`$). Radio observations have recently detected line emission offset from the position of the three lensed components (Lewis et al. 2002), which suggests imaging by a naked cusp. Because third images are rare for the steep mass profiles of galaxy lenses (Wallington & Narayan 1993; Rusin & Ma 2001), the unique morphology of APM 08279+5255 opens the possibility of strong lensing by a shallow dark matter halo. Assuming that the system is a standard triple (source inside the radial caustic), Muñoz, Kochanek & Keeton (2001) have demonstrated that a cuspy profile even shallower than NFW is necessary to reproduce the image data. Our Monte Carlo tests find that the flux ratios of APM 08279+5255 are moderately consistent with an NFW model normalized to a present-day concentration of $`c_0710`$, but only if the quadrupole is small ($`\gamma 0.05`$). Naked cusps dominate for larger shears, and such systems tend to have values of $`r_{12}`$ and $`r_{13}`$ much smaller than the observed ratios. In contrast, while Moore triples commonly form with $`1.3<r_{12}<2.0`$ (Fig. 6), the third image tends to be significantly fainter. Hence, while APM 08279+5255 exhibits the qualitative properties expected for a dark lens, none of the standard models provide a particularly good quantitative match to the system.

## 4 Discussion

This paper has investigated the properties of gravitational lens systems produced by dark matter halos. While galaxy lenses form with a wide range of magnification ratios and typically have undetectable central images, dark lenses are expected to have very small magnification ratios and prominent third images. These characteristics result from the shallow inner mass profiles of dark halos, as derived by N-body simulations. Relative component fluxes in candidate dark lens systems are powerful benchmarks for evaluating their viability. The majority of current candidates have flux ratios that differ significantly from unity, and do not feature any third image. These sources therefore fail to exhibit the expected properties of genuine dark lenses. While the above arguments cannot absolutely reject any source as a dark lens, they offer further evidence that binary quasars dominate the sample. The only system that meets the qualitative dark lens criteria is APM 08279+5255 (Ibata et al. 1999).

There are several possible criticisms of the results presented in this paper. First, the dark matter profiles were assumed to be smooth, despite the fact that simulations predict copious substructure in CDM halos (e.g., Moore et al. 1999a). Substructure can alter the magnifications of individual lensed images (Mao & Schneider 1998), an effect that may have already been detected (Dalal & Kochanek 2002). However, Monte Carlo tests indicate that substructure tends to decrease magnification ratios in doubles (Metcalf & Madau 2001), at least for isothermal profiles. If this result can be extrapolated to the shallow halo profiles, then high flux ratio dark lenses may be even rarer than we predict. Second, we assumed that dark lenses will have concentration parameters similar to those of the general halo population. The simulations of Bullock et al. (2001), for example, predict a range of halo concentrations, and lensing will tend to select more concentrated mass distributions because of their larger cross sections. Will this make the gravitational potentials of dark lenses significantly steeper? Consider NFW halos with concentration parameters a factor of three larger than their typical values. There are not many halos found in this range (Bullock et al. 2001). Lenses with $`1^{\prime \prime }<\mathrm{\Delta }\theta <10^{\prime \prime }`$ then correspond to normalizations of $`0.25<\kappa _0<0.55`$ ($`0.3<z_d<0.7`$). Because Figs. 2 and 4 show that such lenses still have very small primary flux ratios and bright third images, “concentration bias” should not alter our general conclusions. Finally, one might suggest that the measured flux ratios may not be good estimators of the true magnification ratios if these pairs were real lenses, because of either differential extinction, microlensing, or a conspiracy between source variability and time delays. This is unlikely to be a major concern, however. Similarity between the quasar colors (e.g., Tyson et al. 1986; Hewett et al. 1998), often cited in support of lensing, argues against the extinction hypothesis. Furthermore, the relatively small levels of variation observed in the flux ratios – in some cases over a baseline of more than a decade – suggest that time delays and microlensing are not significantly clouding the measurements.

While we have focussed on triples, five-image lens systems are expected to play an important role in dark lensing. Small quadrupole perturbations will result in a large tangential caustic for shallow profiles, thereby producing many quads. Plotted in Fig. 7 are the unbiased fractions of five-image lenses formed by the NFW model. More than half of NFW lenses may be quads, even for very small shears. These fractions will be further increased by magnification bias. Using the Moore profile, the unbiased quad fractions are $`0.06`$, $`0.25`$ and $`0.47`$ for $`\gamma =0.05`$, $`0.10`$ and $`0.15`$, respectively. The absence of quads makes the current dark lens candidate sample even more peculiar.

Dark lenses would be powerful probes of the mass distributions in primordial dark matter halos – assuming they can be found. Unfortunately, the shallow profiles mean that CDM halos are very inefficient lenses (e.g., Wyithe et al. 2001). Cases of strong lensing are thus expected to be rare, even if empty halos were abundant. Consequently, the best hope for uncovering dark lenses are large systematic quasar surveys. None were found in the Cosmic Lens All-Sky Survey (e.g., Myers et al. 1999; 2002), as lens galaxies have been identified in virtually all of the systems (Jackson et al. 1998; Browne et al. 2002), and radio spectral data strongly suggest that the quasar pair B0827+525 (Koopmans et al. 2000) is a physical binary. The Sloan Digital Sky Survey, however, offers new hope in the search. The expected properties of dark lenses outlined in this paper should be a useful tool for critiquing any candidates identified therein.

The author is grateful to Chris Kochanek, Chung-Pei Ma, Nick Sarbu and Stuart Wyithe for many interesting discussions about dark lensing. This work was supported by NASA grants NAG5-8831 and NAG5-9265.


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# Fe-deficiency in H-deficient post-AGB stars due to n-capture nucleosynthesis

## References

Asplund, M., Lambert, D. L., Kipper, T., Pollacco, D., & Shetrone, M. D. 1999, A&A, 343, 507

Gallino, R., Arlandini, C., Busso, M., Lugaro, M., Travaglio, C., Straniero, O., Chieffi, A., & Limongi, M. 1998, ApJ, 497, 388

Herwig, F. 2001, ApJ Lett., 554, L71

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Miksa, S., Deetjen, J., Dreizler, S., et al. 2001, in ASP Conf. Ser., Vol. 226, 12th European Workshop on White Dwarfs, ed. H. Shipman, J. Provencal J. MacDonald & S. Goodchild, 60

Miksa, S., Deetjen, J.L., Dreizler, S., et al. 2002, A&A submitted


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# Time problem in quantum mechanics and weak measurements

## 1 Introduction

Time plays a special role in quantum mechanics. Unlike other observables, time remains a classical variable. It cannot be simply quantized because, as it is well known, the self-adjoint operator of time does not exist for bounded Hamiltonians. The problems with the time rise from the fact that in quantum mechanics many quantities cannot have definite values simultaneously. The absence of the time operator makes this problem even more complicated. However, in practice the time often is important for an experimenter. If quantum mechanics can correctly describe the outcomes of the experiments, it must also give the method for the calculation of the time the particle spends in some region.

The most-known problem of time in quantum mechanics is the so-called ”tunneling time problem”. There had been many attempts to define physical time for quantum mechanical tunneling processes, since the question was raised by MacColl  in 1932. This question is still the subject of much controversy, since numerous theories contradict each other in their predictions for ”the tunneling time” . We can raise another, more general, question about the time. Let us consider a system which evolves with time. Let $`\chi `$ is one of the observables of the system. During the evolution the value of $`\chi `$ changes. We are considering a subset $`\mathrm{\Gamma }`$ of possible values of $`\chi `$. The question is how much time the values of $`\chi `$ belong to this subset?.

There is another version of the question. If we know the final state of the system, we may ask how much time the values of $`\chi `$ belong to the subset under consideration when the system evolves from the initial to the definite final state. The question about the tunneling time belongs to such class of the problems. Really, in the tunneling time problem we ask about the duration the particle spends in a specified region of the space and we know that the particle has tunneled, i.e., it is on the other side of the barrier. We can expect that such a question may not always be answered. Here our goal is to obtain the conditions under which it is possible to answer such a question.

One of the possibilities to solve the problem of time is to answer what exactly the word “time” means. The meaning of every quantity is determined by the procedure of measurement. Therefore, we have to construct a scheme of an experiment (this can be a gedanken experiment) to measure the quantity with the properties corresponding to the classical time.

The experiment for the measurement of time must obey certain conditions. The time in classical mechanics describes not a single state of the system but the process of the evolution. This property is an essential concept of the time. We speak about the time belonging to a certain evolution of the system. If the measurement of the time disturbs the evolution we cannot attribute this measured duration to the undisturbed evolution. Therefore, we should require that the measurement of the time does not disturb the motion of the system. This means that the interaction of the system with the measuring device must be weak. In quantum mechanics this means that we cannot use the strong measurements described by the von-Neumann’s projection postulate. We have to use the weak measurements of Aharonov, Albert and Vaidman , instead.

We proceed as follows: In Secs. 2 and 3, we present the model and the procedure of the time measurement, respectively. In Sec. 4 we modify the proposed procedure of the time measurement to make the distinction between different final states of the system. This procedure allows us to determine when the concept of the time with the known final state is correct in quantum mechanics. In Sec. 5 an example of application of our formalism for the two-level system is presented. Section 6 summarizes our findings.

## 2 The model of the time measurement

We consider a system evolving with time. One of the quantities describing the system is $`\chi `$. Operator $`\widehat{\chi }`$ corresponds to this quantity. For simplicity we assume that the operator $`\widehat{\chi }`$ has a continuous spectrum. The case with discrete spectrum will be considered later.

The measuring device interacts with the system only if $`\chi `$ is near some point $`\chi _D`$, depending only on the detector. If we want to measure the time the system is in a large region of $`\chi `$, we have to use many detectors. In the case of tunneling a similar model had been introduced by A. M. Steinberg  and developed in our paper . The strong limit of such a model for analysis of the measurement effect for the quantum jumps has been used in Ref. .

In order the weak measurements can provide the meaningful information, the measurements have to be performed on an ensemble of identical systems. Each system with its own detector is prepared in the same initial state. After time $`t`$ the readings of the detectors are collected and averaged.

Our model consists of the system S under consideration and of the detector D. The Hamiltonian is

$$\widehat{H}=\widehat{H}_\mathrm{S}+\widehat{H}_\mathrm{D}+\widehat{H}_\mathrm{I}$$
(1)
where $`\widehat{H}_\mathrm{S}`$ and $`\widehat{H}_\mathrm{D}`$ are the Hamiltonians of the system and of the detector, respectively, and the operator

$$\widehat{H}_\mathrm{I}=\gamma \widehat{q}\widehat{D}\left(\chi _\mathrm{D}\right)$$
(2)
represents the interaction between the system and the detector. The interaction term (2) only slightly differs from the one used by Aharonov, Albert and Vaidman . The operator $`\widehat{q}`$ acts in the Hilbert space of the detector. We require a continuous spectrum of the operator $`\widehat{q}`$. For simplicity, we can consider this operator as the coordinate of the detector. The operator $`\widehat{D}\left(\chi _\mathrm{D}\right)`$ acts in the Hilbert space of the system. In an ideal case the operator $`\widehat{D}\left(\chi _\mathrm{D}\right)`$ can be expressed as $`\delta `$ function

$$\widehat{D}\left(\chi _\mathrm{D}\right)=|\chi _\mathrm{D}\chi _\mathrm{D}|=\delta \left(\widehat{\chi }\chi _\mathrm{D}\right).$$
(3)
Parameter $`\gamma `$ in Eq. (2) characterizes the strength of the interaction. A very small parameter $`\gamma `$ ensures the undisturbance of the system’s evolution.

Hamiltonian (2) with $`\widehat{D}`$ given by (3) represents the constant force acting on the detector D when the quantity $`\chi `$ is very close to the value $`\chi _\mathrm{D}`$. This force induces the change of the detector’s momentum. From the classical point of view, the change of the momentum is proportional to the time the particle spends in the region around $`\chi _\mathrm{D}`$ and the coefficient of proportionality equals to the force acting on the detector. We assume that the change of the mean momentum of the detector is proportional to the time the constant force acts on the detector and that the time the particle spends in the detector’s region is the same as the time the force acts on the detector.

We can replace the $`\delta `$ function by the narrow rectangle of the height $`1/L`$ and of the width $`L`$ in the $`\chi `$ space. From Eq. (2) it follows that the force acting on the detector when the particle is in the region around $`\chi _\mathrm{D}`$ is $`F=\gamma /L`$. The time the particle spends until time moment $`t`$ in the unit length region is

$$\tau \left(t\right)=\frac{1}{\gamma }\left(p_\mathrm{q}\left(t\right)p_\mathrm{q}\right)$$
(4)
where $`p_\mathrm{q}`$ and $`p_\mathrm{q}\left(t\right)`$ are the mean initial momentum and momentum after time $`t`$, respectively. If we want to find the time the system spends in the region of the finite width, we have to add many times (4).

When the operator $`\widehat{\chi }`$ has a discrete spectrum, we may ask how long the quantity $`\chi `$ has the value $`\chi _\mathrm{D}`$. To answer this question the detector must interact with the system only when $`\chi =\chi _\mathrm{D}`$. In such a case the operator $`\widehat{D}\left(\chi _\mathrm{D}\right)`$ takes the form

$$\widehat{D}\left(\chi _\mathrm{D}\right)=|\chi _\mathrm{D}\chi _\mathrm{D}|.$$
(5)
The force, acting on the detector in this case equals to $`\gamma `$. The time the quantity $`\chi `$ has the value $`\chi _\mathrm{D}`$ is given by Eq. (4), too. Further formulae do not depend on the spectrum of the operator $`\widehat{\chi }`$.

In the time moment $`t=0`$ the density matrix of the whole system is $`\widehat{\rho }\left(0\right)=\widehat{\rho }_\mathrm{S}\left(0\right)\widehat{\rho }_\mathrm{D}\left(0\right)`$, where $`\widehat{\rho }_\mathrm{S}\left(0\right)`$ is the density matrix of the system and $`\widehat{\rho }_\mathrm{D}\left(0\right)=|\mathrm{\Phi }\mathrm{\Phi }|`$ is the density matrix of the detector with $`|\mathrm{\Phi }`$ being the normalized vector in the Hilbert space of the detector. After the interaction the density matrix of the detector is $`\widehat{\rho }_\mathrm{D}\left(t\right)=Tr_\mathrm{S}\left\{\widehat{U}\left(t\right)\left(\widehat{\rho }_\mathrm{S}\left(0\right)|\mathrm{\Phi }\mathrm{\Phi }|\right)\widehat{U}^{}\left(t\right)\right\}`$ where $`\widehat{U}\left(t\right)`$ is the evolution operator.

Later on, for simplicity we will neglect the Hamiltonian of the detector. Then, the evolution operator approximately equals to the operator $`\widehat{U}(t,\gamma \widehat{q})`$ with $`\widehat{U}(t,\alpha )`$ being the solution of the equation

$$\mathrm{i}\mathrm{}\frac{}{t}\widehat{U}(t,\alpha )=\left(\widehat{H}_\mathrm{S}+\alpha \widehat{D}\left(\chi _\mathrm{D}\right)\right)\widehat{U}(t,\alpha ).$$
(6)
After such assumptions we can obtain the dwell time for our model explicitly.

## 3 The dwell time

We can expand the operator $`\widehat{U}(t,\gamma \widehat{q})`$ into the series of the parameter $`\gamma `$, assuming that $`\gamma `$ is small. Introducing the operator $`\widehat{D}\left(\chi _\mathrm{D}\right)`$ in the interaction representation

$$\stackrel{~}{D}(\chi _\mathrm{D},t)=\widehat{U}_\mathrm{S}^{}\left(t\right)\widehat{D}\left(\chi _\mathrm{D}\right)\widehat{U}_\mathrm{S}\left(t\right)$$
(7)
where $`\widehat{U}_\mathrm{S}\left(t\right)`$ is the evolution operator of unperturbed system we obtain the first-order approximation for the operator $`\widehat{U}(t,\gamma \widehat{q})`$,

$$\widehat{U}(t,\gamma \widehat{q})\widehat{U}_\mathrm{S}\left(t\right)\left(1+\frac{\gamma \widehat{q}}{\mathrm{i}\mathrm{}}_0^tt_1\stackrel{~}{D}(\chi _\mathrm{D},t_1)\right).$$
(8)
For shortening of the notation we introduce the operator

$$\widehat{F}(\chi _\mathrm{D},t)=_0^tt_1\stackrel{~}{D}(\chi _\mathrm{D},t_1).$$
(9)
From the density matrix of the detector after the measurement in the first-order approximation we find that the average change of the momentum of the detector during the time $`t`$ is $`\gamma \widehat{F}(\chi _\mathrm{D},t)`$. From Eq. (4) we obtain the dwell time until time moment $`t`$,

$$\tau (\chi ,t)=\widehat{F}(\chi ,t).$$
(10)
The time spent in the region $`\mathrm{\Gamma }`$ is

$$t(\mathrm{\Gamma };t)=_\mathrm{\Gamma }\chi \tau (\chi ,t)=_0^tt^{}_\mathrm{\Gamma }\chi P(\chi ,t^{}),$$
(11)
where $`P(\chi ,t^{})=\stackrel{~}{D}(\chi ,t)`$ is the probability for the system to have the value $`\chi `$ at time moment $`t^{}`$.

In the case when $`\chi `$ is the coordinate of the particle Eq. (11) yields the well-known expression for the dwell time . This time is the average over the entire ensemble of the systems, regardless of their final states.

## 4 The time on condition that the system is in the given final state

Further we will consider the case when the final state of the system is known. We ask how much time the values of $`\chi `$ belong to the subset under consideration, $`\mathrm{\Gamma }`$, on condition that the system evolves to the definite final state $`f`$. More generally, we might know that the final state of the system belongs to the certain subspace $`_\mathrm{f}`$ of system’s Hilbert space.

The projection operator which projects the vectors from the Hilbert space of the system into the subspace $`_\mathrm{f}`$ of the final states is $`\widehat{P}_\mathrm{f}`$. As far as our model gives the correct result for the time averaged over the entire ensemble of the systems, we can try to take the average only over the subensemble of the systems with the given final states. We measure the momenta $`p_\mathrm{q}`$ of each measuring device after the interaction with the system. Subsequently we perform the final, postselection measurement on the systems of our ensemble. Then we collect the outcomes $`p_q`$ only of the systems the final state of which turns out to belong to the subspace $`_\mathrm{f}`$.

The joint probability that the state of the system belongs to $`_\mathrm{f}`$ and the detector has the momentum $`p_\mathrm{q}(t)`$ at the time moment $`t`$ is $`W(P_\mathrm{f},p_\mathrm{q};t)=Tr\left\{\widehat{P}_\mathrm{f}|p_\mathrm{q}p_\mathrm{q}|\widehat{\rho }\left(t\right)\right\}`$, where $`|p_\mathrm{q}`$ is the eigenfunction of the momentum operator $`\widehat{p}_\mathrm{q}`$. In quantum mechanics the probability that two quantities simultaneously have definite values does not always exist. If the joint probability does not exist then the concept of the conditional probability is meaningless. However, in our case operators $`\widehat{P}_\mathrm{f}`$ and $`|p_\mathrm{q}p_\mathrm{q}|`$ act in different spaces and commute, therefore, the probability $`W(P_\mathrm{f},p_\mathrm{q};t)`$ exists.

Let us define the conditional probability, i.e., the probability that the momentum of the detector is $`p_\mathrm{q}`$ provided that the state of the system belongs to $`_\mathrm{f}`$. This probability is given according to the Bayes’s theorem

$$W(p_\mathrm{q};t|P_\mathrm{f})=\frac{W(P_\mathrm{f},p_\mathrm{q};t)}{W(P_\mathrm{f};t)}$$
(12)
where $`W(P_\mathrm{f};t)=Tr\left\{\widehat{P}_\mathrm{f}\widehat{\rho }\left(t\right)\right\}`$ is the probability that the state of the system belongs to the subspace $`_\mathrm{f}`$. The average momentum of the detector on condition that the state of the system belongs to the subspace $`_\mathrm{f}`$ is

$$p_\mathrm{q}\left(t\right)=p_\mathrm{q}p_\mathrm{q}W(p_\mathrm{q};t|P_\mathrm{f}).$$
(13)
From Eqs. (4) and (13), in the first-order approximation we obtain the duration on condition that the final state of the system belongs to the subspace $`_\mathrm{f}`$

$`\tau _\mathrm{f}(\chi ,t)`$ $`=`$ $`{\displaystyle \frac{1}{2\stackrel{~}{P}_\mathrm{f}\left(t\right)}}\stackrel{~}{P}_\mathrm{f}\left(t\right)\widehat{F}(\chi ,t)+\widehat{F}(\chi ,t)\stackrel{~}{P}_\mathrm{f}\left(t\right)`$ (14)
$`+{\displaystyle \frac{1}{\mathrm{i}\mathrm{}\stackrel{~}{P}_\mathrm{f}\left(t\right)}}\left(qp_\mathrm{q}Re\widehat{q}\widehat{p}_\mathrm{q}\right)[\stackrel{~}{P}_\mathrm{f}\left(t\right),\widehat{F}(\chi ,t)].`$
Eq. (14) consists of two terms and we can introduce two expressions with the dimension of time

$`\tau _\mathrm{f}^{(1)}(\chi ,t)`$ $`=`$ $`{\displaystyle \frac{1}{2\stackrel{~}{P}_\mathrm{f}\left(t\right)}}\stackrel{~}{P}_\mathrm{f}\left(t\right)\widehat{F}(\chi ,t)+\widehat{F}(\chi ,t)\stackrel{~}{P}_\mathrm{f}\left(t\right),`$ (15)
$`\tau _\mathrm{f}^{(2)}(\chi ,t)`$ $`=`$ $`{\displaystyle \frac{1}{2\mathrm{i}\stackrel{~}{P}_\mathrm{f}\left(t\right)}}[\stackrel{~}{P}_\mathrm{f}\left(t\right),\widehat{F}(\chi ,t)].`$ (16)
Then the time the system spends in the subset $`\mathrm{\Gamma }`$ on condition that the final state of the system belongs to the subspace $`_\mathrm{f}`$ can be rewritten in the form

$$\tau _\mathrm{f}(\chi ,t)=\tau _\mathrm{f}^{(1)}(\chi ,t)+\frac{2}{\mathrm{}}\left(qp_\mathrm{q}Re\widehat{q}\widehat{p}_\mathrm{q}\right)\tau _\mathrm{f}^{(2)}(\chi ,t).$$
(17)
The quantities $`\tau _\mathrm{f}^{(1)}(\chi ,t)`$ and $`\tau _\mathrm{f}^{(2)}(\chi ,t)`$ are related to the real and imaginary parts of the complex time, introduced by D. Sokolovski et. al . In our model the quantity $`\tau _\mathrm{f}(\chi ,t)`$ is real, contrary to the complex-time approach. The components of time $`\tau _\mathrm{f}^{(1)}`$ and $`\tau _\mathrm{f}^{(2)}`$ are real, too. Therefore, this time can be interpreted as the duration of an event.

If the commutator $`[\stackrel{~}{P}_\mathrm{f}\left(t\right),\widehat{F}(\chi ,t)]`$ in Eq. (14) is not zero then, even in the limit of the very weak measurement, the measured value depends on the particular detector. This fact means that in such a case we cannot obtain the definite value for the conditional time. Moreover, the coefficient $`(qp_\mathrm{q}Re\widehat{q}\widehat{p}_\mathrm{q})`$ may be zero for the specific initial state of the detector, e.g., for the Gaussian distribution of the coordinate $`q`$ and momentum $`p_\mathrm{q}`$.

The conditions of the possibility to determine the time uniquely in a case when the final state of the system is known takes the form

$$[\stackrel{~}{P}_\mathrm{f}\left(t\right),\widehat{F}(\chi ,t)]=0.$$
(18)
This result can be understood basing on general principles of quantum mechanics, too. We ask how much time the values of $`\chi `$ belong to the certain subset when the system evolves to the given final state. We know with certainty the final state of the system. In addition, we want to have some information about the values of the quantity $`\chi `$. However, if we know the final state with certainty, we may not know the values of $`\chi `$ in the past and, vice versa, if we know something about $`\chi `$, we may not definitely determine the final state. Therefore, in such a case the question about the time when the system evolves to the given final state cannot be answered definitely and the conditional time has no reasonable meaning.

The quantity $`\tau _\mathrm{f}\left(t\right)`$ according to Eqs. (14) and (15) has many properties of the classical time. So, if the final states $`\left\{f\right\}`$ constitute the full set, then the corresponding projection operators obey the equality of completeness $`_f\widehat{P}_\mathrm{f}=1`$. Then from Eq. (14) we obtain the expression

$$\underset{f}{}\stackrel{~}{P}_\mathrm{f}\left(t\right)\tau _\mathrm{f}(\chi ,t)=\tau (\chi ,t).$$
(19)
The quantity $`\stackrel{~}{P}_\mathrm{f}\left(t\right)`$ is the probability that the system at the time $`t`$ is in the state $`f`$. Eq. (19) shows that the full duration equals to the average over all possible final states, as it is a case in the classical physics. From Eq. (19) and Eqs. (15), (16) it follows

$`{\displaystyle \underset{f}{}}\stackrel{~}{P}_\mathrm{f}\left(t\right)\tau _\mathrm{f}^{(1)}(\chi ,t)`$ $`=`$ $`\tau (\chi ,t),`$ (20)
$`{\displaystyle \underset{f}{}}\stackrel{~}{P}_\mathrm{f}\left(t\right)\tau _\mathrm{f}^{(2)}(\chi ,t)`$ $`=`$ $`0.`$ (21)
We suppose that quantities $`\tau _\mathrm{f}^{(1)}(\chi ,t)`$ and $`\tau _\mathrm{f}^{(2)}(\chi ,t)`$ can be useful even in the case when the time has no definite value, since in the tunneling time problem the quantities (15) and (16) correspond to the real and imaginary parts of the complex time, respectively .

The eigenfunctions of the operator $`\widehat{\chi }`$ constitute the full set $`|\chi \chi |\chi =1`$ where the integral must be replaced by the sum for the discrete spectrum of the operator $`\widehat{\chi }`$. From Eqs. (3), (9), (14) we obtain the equality

$$\tau _\mathrm{f}(\chi ,t)\chi =t.$$
(22)
Eq. (22) shows that the time during which the quantity $`\chi `$ has any value equals to $`t`$, as it is in the classical physics.

## 5 Example

The obtained formalism can be applied to the tunneling time problem . In this paper, however, we will consider a simpler system than the tunneling particle, i.e., a two-level system. The system is forced by the perturbation $`V`$ which causes the jumps from one state to another. We will determine the time the system is in the given state.

The Hamiltonian of this system is

$$\widehat{H}=\widehat{H}_0+\widehat{V}$$
(23)
where $`\widehat{H}_0=\mathrm{}\omega \widehat{\sigma }_3/2`$ is the Hamiltonian of the unperturbed system and $`\widehat{V}=v\widehat{\sigma }_++v^{}\widehat{\sigma }_{}`$ is the perturbation. Here $`\sigma _1,\sigma _2,\sigma _3`$ are Pauli matrices and $`\sigma _\pm =\frac{1}{2}\left(\sigma _1\pm i\sigma _2\right)`$. The Hamiltonian $`\widehat{H}_0`$ has two eigenfunctions $`|0`$ and $`|1`$ with the eigenvalues $`\mathrm{}\omega /2`$ and $`\mathrm{}\omega /2`$, respectively. The initial state of the system is $`|0`$.

From Eq. (10) we obtain the times the system spends in the energy levels $`0`$ and $`1`$, respectively,

$`\tau (0,t)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(1+{\displaystyle \frac{\omega ^2}{\mathrm{\Omega }^2}}\right)t+{\displaystyle \frac{1}{2\mathrm{\Omega }}}\mathrm{sin}\left(\mathrm{\Omega }t\right)\left(1{\displaystyle \frac{\omega ^2}{\mathrm{\Omega }^2}}\right),`$ (24)
$`\tau (1,t)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(1{\displaystyle \frac{\omega ^2}{\mathrm{\Omega }^2}}\right)t{\displaystyle \frac{1}{2\mathrm{\Omega }}}\mathrm{sin}\left(\mathrm{\Omega }t\right)\left(1{\displaystyle \frac{\omega ^2}{\mathrm{\Omega }^2}}\right)`$ (25)
where $`\mathrm{\Omega }=\sqrt{\omega ^2+4\frac{\left|v\right|^2}{\mathrm{}^2}}`$. From Eqs. (15) and (16) we can obtain the conditional time. The components $`\tau ^{(1)}`$ (15) and $`\tau ^{(2)}`$ (16) of the time the system spends in the level $`0`$ on condition that the final state is $`|1`$ are

$`\tau _1^{(1)}(0,t)`$ $`=`$ $`{\displaystyle \frac{t}{2}},`$ (26)
$`\tau _1^{(2)}(0,t)`$ $`=`$ $`{\displaystyle \frac{\omega }{2\mathrm{\Omega }}}\left(1t\mathrm{cot}\left({\displaystyle \frac{\mathrm{\Omega }}{2}}t\right)\right).`$ (27)
When $`\mathrm{\Omega }t=2\pi n`$, $`n\mathrm{}`$, the quantity $`\tau _1^{(2)}(0,t)`$ tends to infinity. This is because at these time moments the system is in state $`|1`$ with the probability $`0`$ and we cannot consider the interaction with the detector as very weak.

The components of the time (15) and (16) the system spends in level $`0`$ on condition that the final state is $`|0`$ are

$`\tau _0^{(1)}(0,t)`$ $`=`$ $`{\displaystyle \frac{\left(1+3\frac{\omega ^2}{\mathrm{\Omega }^2}\right)t+\left(1\frac{\omega ^2}{\mathrm{\Omega }^2}\right)\left(\frac{2}{\mathrm{\Omega }}\mathrm{sin}\left(\mathrm{\Omega }t\right)+t\mathrm{cos}\left(\mathrm{\Omega }t\right)\right)}{2\left(\left(1+\frac{\omega ^2}{\mathrm{\Omega }^2}\right)+\left(1\frac{\omega ^2}{\mathrm{\Omega }^2}\right)\mathrm{cos}\left(\mathrm{\Omega }t\right)\right)}},`$ (28)
$`\tau _0^{(2)}(0,t)`$ $`=`$ $`{\displaystyle \frac{\frac{\omega }{\mathrm{\Omega }}\left(1\frac{\omega ^2}{\mathrm{\Omega }^2}\right)\mathrm{sin}\left(\frac{\mathrm{\Omega }}{2}t\right)\left(t\mathrm{cos}\left(\frac{\mathrm{\Omega }}{2}t\right)\frac{2}{\mathrm{\Omega }}\mathrm{sin}\left(\frac{\mathrm{\Omega }}{2}t\right)\right)}{2\left(\left(1+\frac{\omega ^2}{\mathrm{\Omega }^2}\right)+\left(1\frac{\omega ^2}{\mathrm{\Omega }^2}\right)\mathrm{cos}\left(\mathrm{\Omega }t\right)\right)}}.`$ (29)
The time the system spends in level $`1`$ on condition that the final state is $`|0`$ may be expressed as

$$\tau _0^{(1)}(1,t)=\frac{\left(1\frac{\omega ^2}{\mathrm{\Omega }^2}\right)\left(t+t\mathrm{cos}\left(\mathrm{\Omega }t\right)\frac{2}{\mathrm{\Omega }}\mathrm{sin}\left(\mathrm{\Omega }t\right)\right)}{2\left(\left(1+\frac{\omega ^2}{\mathrm{\Omega }^2}\right)+\left(1\frac{\omega ^2}{\mathrm{\Omega }^2}\right)\mathrm{cos}\left(\mathrm{\Omega }t\right)\right)}.$$
(30)
The quantities $`\tau (0,t)`$, $`\tau (1,t)`$, $`\tau _1^{(1)}(0,t)`$, $`\tau _0^{(1)}(0,t)`$ and $`\tau _0^{(1)}(1,t)`$ are shown in Fig. 1. The quantity $`\tau _0^{(2)}(0,t)`$ is shown in Fig. 2. Note that the duration with the given final state is not necessarily monotonic as it is with the full duration, because this final state at different time moments can be reached by different ways. We can interpret the quantity $`\tau _0^{(1)}(0,t)`$ as the time the system spends in the level $`0`$ on condition that the final state is $`|0`$, but at certain time moments this quantity is greater than $`t`$. The quantity $`\tau _0^{(1)}(1,t)`$ becomes negative at certain time moments. This is the consequence of the fact that for the system under consideration the condition (18) is not fulfilled. The peculiarities of the behavior of the conditional times show that it is impossible to decompose the unconditional time into two components having all classical properties of the time.

## 6 Conclusion

We consider the problem of the time in quantum mechanics. The tunneling time problem is a part of this more general problem. The problem of time is solved adapting the weak measurement theory to the measurement of time. In this model expression (10) for the duration when the arbitray observable $`\chi `$ has the certain value is obtained. This result is in agreement with the known results for the dwell time in the tunneling time problem.

Further we consider the problem of the duration when the observable $`\chi `$ has the certain value on condition that the system is in the given final state. Our model of measurement allows us to obtain the expression (14) of this duration as well. This expression has many properties of the corresponding classical time. However, such a duration not always has the reasonable meaning. It is possible to obtain the duration the quantity $`\chi `$ has the certain value on condition that the system is in a given final state only when the condition (18) is fulfilled. In the opposite case, there is a dependence in the outcome of the measurements on particular detector even in an ideal case and, therefore, it is impossible to obtain the definite value of the duration. When the condition (18) is not fulfilled, we introduce two quantities (15) and (16), characterizing the conditional time. These quantities are useful in the case of tunneling and we suppose that they can be useful also for other problems.