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# On quasinormal modes of small Schwarzschild-Anti-de-Sitter black hole

## Appendix

When computing the quasinormal mode one has to truncate the sum representing the wave function

$$\psi (x)=\underset{n=0}{\overset{\mathrm{}}{}}a_n(xx_+)^n,x=\frac{1}{r}$$
(5)
with some large $`N`$ and find the roots of the equation $`|\psi (x)|=0`$ at $`r=\mathrm{}(x=0)`$. After simplification the truncated sum (5) takes the polynomial in $`\omega `$ form, and the necessary roots can easily be found by Mathematica. However this reduction to a polynomial form takes a lot of computer time and can not be performed for a sum of order $`N200`$ or more. Thus for small black holes we have to use the trial and error method. Herewith there is a danger of missing the fundamental mode we are seeking, and, of ”catching” another overtone. Fortunately, for reasonably small black holes there are no other overtones close to the fundamental one, and the minimums of $`|\psi |`$ are sufficiently widely separated. Another difficulty is that for small values of $`r_+`$ the initial tiny errors when determining the quantities involved in the sum in (5) (namely $`u_i`$ , $`t_i`$, and $`s_i`$ of the paper ) begin to grow when coming to $`N`$ of order $`1000`$ or greater. Therefore one has to improve precision of these quantities (with the help of a build-in function of Mathematica) up until further increasing of precision will not influence the result. It proved out, that the $`50`$-digital precision of $`u_i`$, $`t_i`$, $`s_i`$ is quite enough in this paper. In addition on must set higher precision of recurrence relations for coefficients $`a_n`$. When approaching the limit $`r_+=0`$ the number $`N`$ of the truncated sum (5) at which an approximate frequency converge grows as is shown on the Fig.5 for $`d=4`$. The more $`d`$, the more the number $`N`$ giving good approximation of the frequency. When following all these receptions one can be sure that the convergence plot will be smooth and that at small changing of $`r_+`$ the corresponding frequency will not change noisily.


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# Broken quantum symmetry and confinement phases in planar physics

## I Introduction

Planar quantum physics is known to exhibit many surprising properties like charge fractionalization, spin-charge separation, fractional and non-abelian statistics. Important analogies show up between apparently different systems like fractional quantum Hall systems and rotating bose condensates. Many of the special features are based on a subtle interplay between particles and their duals, e.g. between charges and fluxes, spins and vortices, particles and quasiparticles or defects. These features are often a consequence of topological interactions between the relevant degrees of freedom. From a mathematical point of view many of these aspects are related to nontrivial realizations of the braid group. The appearance of the braid group is linked quite generically to the presence of an underlying quantum symmetry described by a (quasi-triangular) Hopf algebra. Quantum groups naturally provide a framework in which abelian or non-abelian representations of the braid group can be constructed explicitly. Moreover, particles and their duals are treated on equal footing in this framework. As a result it is possible to give a systematic and detailed description of the spin and statistics properties of the relevant degrees of freedom.

The generic appearance and therefore importance of Hopf symmetries in two-dimensional systems provide a strong physical motivation for studying what happens to such systems if one of the (bosonic) fields acquires a vacuum expectation value which breaks the Hopf symmetry. How does a phase with broken Hopf symmetry manifest itself physically and how one can such phases be characterized? In the case of breaking of ordinary gauge symmetries one usually finds that masses for vector particles are generated and/or massless scalars show up. A further - and equally important - aspect of symmetry breaking is the impact on topological defects: some of them will disappear from the spectrum and new ones may show up depending on the properties of the order parameter Bais:1981nn . As we will show this is only the simplest case, with other and more complicated situations arising when dual (dis)order parameters – for example, the density of magnetic vortices – come into play mandelconf ; 'tHooft:1977jd ; hooftconf .

In this paper we report on general results from the study of (dis)order parameters that carry representation labels of a Hopf algebra $`A`$. The (dis)order parameter breaks the Hopf symmetry to some Hopf subalgebra $`T`$. The analysis shows that the representations of $`T`$ fall into two sets. One contains representations that get confined in the broken phase, while the other contains non-confined representations. The tensor products of $`T`$ representations allow one to determine the “hadronic” composites that are not confined. The non-confined representations together form the representation ring of a smaller algebra $`U`$, which is the residual symmetry of the the effective low energy theory of non-confined degrees of freedom. We find that both confined and not confined representations can be electric, magnetic or dyonic in nature, depending on the type of (dis)order parameter one assumes is condensed. We have relegated an extensive mathematical treatment of these problems to a separate paper baslsch , to which we refer the reader for more detailed statements and proofs.

## II Hopf symmetry

In this section we briefly summarize some essential properties of a Hopf algebra chapress , choosing a relative simple class as an example. This class describes the symmetry that arises if one breaks for example a non-abelian continuous group $`G`$ to a discrete subgroup $`H`$, giving rise to what is known as a discrete gauge theory Bais:1980vd ; krausswil ; preskrauss ; dgt5 . Such a model contains magnetic defects which carry a flux labeled by a group element of $`H`$. The group $`H`$ acts on fluxes by conjugation, so that fluxes in the same conjugacy classes form irreducible multiplets. If the group is non-abelian one finds that the fluxes, when parallel transported around each other, generate non-abelian Ahoronov-Bohm phases. The underlying Hopf symmetry in this case turns out to be the quantum double $`A=D(H)`$ of the group $`H`$ dpr ; dgt1 . This double has more structure than the group $`H`$ because $`D(H)F(H)\stackrel{~}{}\text{}H`$. Here $`F(H)`$ are the functions on the group and $`\text{}H`$ is the group algebra of $`H`$ (the linear span of group elements with the given group product). The symbol $`\stackrel{~}{}`$ indicates that $`D(H)`$ is the tensor product of $`F(H)`$ and $`\text{}H`$ but that the multiplication of two elements of $`D(H)`$ is “twisted”. Explicitly, the multiplication rule for two elements in $`D(H)`$ is :

$$(f_1h_1)(f_2h_2)(x)=f_1(x)f_2(h_1xh_1^1)h_1h_2xH$$
(1)
Note that the product in the $`\text{}H`$-component is the ordinary group multiplication but that the pointwise multiplication of functions is twisted by the conjugation action of $`H`$. Physically, we think of $`H`$ as the “electric” gauge group generated by $`\{1h\}`$ while the $`F(H)`$ component is a “magnetic symmetry” generated by $`\{fe\}`$. The unitary irreducible representations of $`D(H)`$ are denoted by $`\mathrm{\Pi }_\alpha ^A`$. Here $`A`$ is a a magnetic (flux) quantum number labeling a conjugacy class of $`H`$ and $`\alpha `$ is an electric quantum number labeling a representation $`\alpha `$ of the centralizer $`N_A`$ of that conjugacy class. We see that the trivial class $`\{e\}`$ (consisting of the unit element of $`H`$) gives the usual representations of $`H=N_{\{e\}}`$ corresponding to the purely electric states. Conversely the representations with the trivial $`\alpha `$ representations are the purely magnetic multiplets. At this point one should observe that the labeling of the dyonic (i.e. mixed) states already takes care of a well known subtlety, namely the obstruction to defining full $`H`$-representations in the presence of a non-abelian magnetic flux. D(H) has a trivial representation $`\epsilon `$ (the co-unit) defined by $`\epsilon (fh)=f(e)`$. There is a canonical way in which tensor product representations are defined, leading to a Clebsch Gordon series:

$$\mathrm{\Pi }_\alpha ^A\mathrm{\Pi }_\beta ^BN_{\alpha \beta C}^{AB\gamma }\mathrm{\Pi }_\gamma ^C.$$
(2)
The final ingredient is the R-matrix $`RD(H)D(H)`$ implementing the braid operation on a two particle state through

$$\sigma (\mathrm{\Pi }_\alpha ^A\mathrm{\Pi }_\beta ^B)(R),$$
(3)
where $`\sigma `$ is the “flip” operation, interchanging the order of the factors in the tensor product. The $`^2`$ operator yields the monodromy, or generalized Ahoronov Bohm phase factor.

We note that Hopf symmetry plays a role in all planar systems that have a conformal field theory description, such as 2 dimensional critical phenomena, fractional quantum Hall states MR ; SB , and the world sheet picture of string theory. In these systems the tensor product rules of the quantum group are directly related to the fusion rules of the chiral algebra of the conformal field theory. The (quasi)particle excitations carry representations of that quantum group and the same mathematical tools can be used to characterize the Hall plateau states and their excitations.

## III Hopf symmetry breaking

Let us imagine a condensate forming in a state $`v`$ in the carrier space of some representation $`\mathrm{\Pi }_\alpha ^A`$. Then we may define the maximal Hopf-subalgebra $`T`$ of $`A`$ which leaves $`v`$ invariant. Explicitly, elements $`P`$ of $`T`$ satisfy

$$\mathrm{\Pi }_\alpha ^A(P)v=\epsilon (P)vPT.$$
(4)
Given the original Algebra $`A`$ there is a systematic way of calculating $`T`$. The most familiar example is the case where $`A`$ is the group algebra of an ordinary group $`H`$. In that case one easily checks $`T`$ is the group algebra of a subgroup of $`H`$, thus reproducing the well-known form of symmetry breaking. A first nontrivial case is $`A=F(H)`$. In that case the algebra of functions on the group $`H`$ gets broken to the algebra of functions on the quotient group $`H/K`$, where $`K`$ is some normal subgroup of $`H`$ (i.e. $`HKH^1=K`$).

Let us now take a closer look at the situation for $`A=D(H)`$. If we break by a purely electric condensate $`vV_\alpha ^e`$ then the magnetic symmetry is unbroken but the electric symmetry $`\text{}H`$ is broken to $`\text{}N_v`$, with $`N_vH`$ the stabilizer of $`v`$. In that case we get $`T=F(H)\stackrel{~}{}\text{}N_v`$.

We may also break by a gauge invariant purely magnetic state. Interestingly enough one such a state exists for each conjugacy class and corresponds to an unweighted sum of the basis vectors representing the group elements in the class: $`v=_{aA}aV_1^A`$. The group action of $`H`$ leaves this state invariant:

$$\mathrm{\Pi }_1^A(1h)v=\underset{hA}{}|hah^1>=\underset{aA}{}a=v.$$
(5)
In this case one may show that the unbroken Hopf algebra is $`T=F(H/K_A)\stackrel{~}{}\text{}H`$ with $`K_AH`$ the subgroup generated by the elements of class $`A`$. This reduction of the symmetry reflects the physical fact that the fluxes can only be defined up to fusion with the fluxes in the condensate.

As a final example we consider what happens if the condensate corresponds to a single flux state $`v=g`$ with ($`gA`$). Now one finds $`T=F(H/K_A)\stackrel{~}{}\text{}N_g`$ with $`N_g=\{hHhg=gh\}`$, showing that both electric and magnetic symmetry are partially broken.

## IV Confinement

Consider now the physical situation after the breaking has taken place. As the ground state has changed we should discuss the fate of the (quasi)particle states belonging to the representations of the residual Hopf algebra $`T`$. These representations can be constructed111This is hard in general but rather straightforward in the not uncommon case where $`T`$ is a so called transformation group algebra baslsch  and describe the excitations in the broken phase. Furthermore, there is a decomposition of representations of the algebra $`A`$ into representations $`\mathrm{\Omega }_j`$ of $`TA`$. Now it may happen that the braiding of the condensed state $`|vV_0`$ and some (quasi)particle state $`|p`$ in a representation $`\mathrm{\Omega }_j`$ is nontrivial. If this happens, the vacuum state is no longer single valued when transported around the (quasi)particle. Consequently the new ground state does not support a localized excitation of the type $`\mathrm{\Omega }_j`$ and will force it to develop a string-like singularity, i.e. a domain wall ending on it. Such a wall carries a constant energy per unit length and therefore the particle of type $`\mathrm{\Omega }_j`$ will be confined. The upshot is that we can use braid relations of the $`T`$ representations $`\mathrm{\Omega }_j`$ with the ground state representation $`\mathrm{\Pi }_0`$ of $`A`$ to determine whether or not the corresponding particles are confined. Physically speaking this procedure is like imposing a generalized Dirac charge quantization condition to determine the allowed non-confined excitations in a given phase. In general the determination of these braid relations of the $`T`$ and $`A`$ representations is a difficult problem. For detailed calculations we refer to our paper baslsch . It is also shown there that all $`T`$ representations which have trivial braiding with the vacuum representation can survive as localized states in the broken phase.

Consistency requires that the non-confined representations should form a closed subset under the tensor product for representations of $`T`$. One may show that this is the case and that the subset of non-confined representations can in fact be viewed as the representations of yet another Hopf algebra $`U`$. Mathematically, $`U`$ is the image of a surjective Hopf map

$$\mathrm{\Gamma }:TU.$$
(6)
The $`U`$ symmetry characterizes the particle like representations of the broken phase. Under quite general circumstances $`U`$ itself is again quasi-triangular, implying that it features an R-matrix which governs the braid statistics properties of the non-confined excitations in the broken phase. Returning to $`T`$, it is clear that the tensor product rules for confined $`T`$ representations allow one to construct multi-particle composite (”hadronic”) states which belong to non-confined representations.

For a complete characterization of the excitations in the broken phase we should comment on the strings attached to confined particles. These are not uniquely characterized by their endpoints because one can always fuse with non-confined particles. It turns out that the appropriate mathematical object characterizing the strings is the Hopf kernel $`\mathrm{Ker}(\mathrm{\Gamma })`$ of the Hopf map (6).

To illustrate these concepts we return to the examples mentioned in the previous Section. The first example concerned a purely electric condensate which just breaks the electric gauge group to $`N_v`$ so that, as mentioned, $`TF(H)\stackrel{~}{}\text{}N_v`$. One obtains $`UF(N_v)\stackrel{~}{}\text{}N_vD(N_v)`$ and $`\mathrm{Ker}(\mathrm{\Gamma })=F(H/N_v)`$. Physically, this means that the only surviving representations are those which have magnetic fluxes corresponding to elements of $`N_v`$ while the states with fluxes in the set $`HN_v`$ get confined. In short, partial electric breaking leads to a partial magnetic confinement. The distinct walls are now in one-to-one correspondence with the $`N_v`$ cosets in $`HN_v`$.

The second example had the gauge invariant magnetic condensate and we found that $`T=F(H/K_A)\stackrel{~}{}\text{}H`$ with $`K_AH`$ the subgroup generated by the elements of class $`A`$. In this case we find that $`U=D(H/K_A)`$ with $`\mathrm{Ker}(\mathrm{\Gamma })=\text{}K_A`$. Thus, only electric representations which are $`K_A`$ singlets survive while the others get confined. Partial or complete magnetic breaking will result in partial or complete electric confinement, depending on $`K_A`$. The walls in this phase are labeled by the representations of $`K_A`$.

Finally the pure flux condensate $`|g`$, which has $`T=F(H/K_A)\stackrel{~}{}\text{}N_g`$, leads to a phase for which $`U=D(N_g/K_AN_g)`$ and $`\mathrm{Ker}(\mathrm{\Gamma })=F((H/K_A)/\overline{N}_g)\stackrel{~}{}\text{}(K_AN_g)`$. Here $`\overline{N}_g`$ is the subgroup of $`H/K_A`$ which consists of the classes $`nK_A`$ with $`nN_g`$. In this case we have a breaking of magnetic and electric symmetry leading to a (partial) confinement of both. We do not discuss dyonic condensates here, not because of essential complications but rather because of notational inconveniences. The same analysis can be applied.

## V Conclusion

Field theories on a plane may contain (quasi-)particles with nontrivial topological interactions and braid statistics. Such systems often have a hidden quantum symmetry described by a Hopf algebra $`A`$. Representations of such algebras have the attractive feature that they treat ordinary and topological quantum numbers on equal footing.

In this letter we investigated what happens when such a Hopf symmetry $`A`$ gets broken to a Hopf algebra $`T`$ by a vacuum expectation value of some field carrying a representation of $`A`$. We showed that generically there is a hierarchy of three Hopf algebras $`A`$, $`T`$ and $`U`$ which play a role in this situation. The representations of $`T`$ fall into two sets, one set being confined while the other is not. The latter can be interpreted as the representations of the Hopf subalgebra $`U`$ which is the residual symmetry of the broken phase. The tensor product rules of $`T`$ representations tell us also what the non-confined composites (i.e. the “hadronic” excitations) will be. The tools and methods described here enable one to analyze a wide variety of phases, each with its specific pattern of (partial) confinement properties, and the way these phases are linked.


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# Assortative mixing in networks

## Abstract

A network is said to show assortative mixing if the nodes in the network that have many connections tend to be connected to other nodes with many connections. We define a measure of assortative mixing for networks and use it to show that social networks are often assortatively mixed, but that technological and biological networks tend to be disassortative. We propose a model of an assortative network, which we study both analytically and numerically. Within the framework of this model we find that assortative networks tend to percolate more easily than their disassortative counterparts and that they are also more robust to vertex removal.

Many systems take the form of networks—sets of vertices joined together by edges—including social networks, computer networks, and biological networks Strogatz01 ; AB02 ; DM02 . A variety of models of networks have been proposed and studied in the physics literature, many of which have been successful at reproducing features of networks in the real world WS98 ; NSW01 ; BA99b . One particularly well-studied model is the cumulative advantage or preferential attachment model Simon55 ; Price76 ; BA99b ; KRL00 ; DMS00  in which the probability of a given source vertex forming a connection to a target vertex is some (usually increasing) function of the degree of the target vertex. (The degree of a vertex is the number of other vertices to which it is attached.) Preferential attachment processes are widely accepted as the probable explanation for the power-law and other skewed degree distributions seen in many networks Price65 ; AJB99 ; FFF99 ; ASBS00 .

However, there is an important element missing from these as well as other network models: in none of these models does the probability of attachment to the target vertex depend also on the degree of the *source* vertex. In the real world on the other hand such dependencies are common. Many networks show “assortative mixing” on their degrees, i.e., a preference for high-degree vertices to attach to other high-degree vertices. Others show disassortative mixing—high-degree vertices attach to low-degree ones. In this paper we first demonstrate the presence of assortative mixing in a variety of networks by direct measurement, and then argue, using exactly solvable models and numerical simulations, that assortative mixing can have a substantial effect on the behavior of networked systems. Models that do not take it into account will necessarily fail to reproduce correctly many of the behaviors of real-world networked systems.

Consider then a network, represented in the simplest case by an undirected graph of $`N`$ vertices and $`M`$ edges, with degree distribution $`p_k`$. That is, $`p_k`$ is the probability that a randomly chosen vertex on the graph will have degree $`k`$. Now consider a vertex reached by following a randomly chosen edge on the graph. The degree of this vertex is not distributed according to $`p_k`$. Instead it is biased in favor of vertices of high degree, since more edges end at a high-degree vertex than at a low-degree one. This means that the degree distribution for the vertex at the end of a randomly chosen edge is proportional $`kp_k`$, rather than just $`p_k`$. In this paper, we will usually be interested not in the total degree of such a vertex, but in the *remaining degree*—the number of edges leaving the vertex other than the one we arrived along. This number is one less than the total degree and hence is distributed in proportion to $`(k+1)p_{k+1}`$. The correctly normalized distribution $`q_k`$ of the remaining degree is then

$$q_k=\frac{(k+1)p_{k+1}}{_jjp_j}.$$
(1)
Following Callaway et al. Callaway01 , we now define the quantity $`e_{jk}`$ to be the joint probability distribution of the remaining degrees of the two vertices at either end of a randomly chosen edge 111A related quantity has been studied by Krapivsky and Redner KR01  in the context of the model of Barabási and Albert BA99b . That quantity however, which is denoted $`n_{kl}`$, is more complex than the one used here, being asymmetric in its indices, because one index is designated as being the “ancestral” index with respect to the order in which the graph was grown.. This quantity is symmetric in its indices on an undirected graph $`e_{jk}=e_{kj}`$, and obeys the sum rules

$$\underset{jk}{}e_{jk}=1,\underset{j}{}e_{jk}=q_k.$$
(2)
In a network with no assortative (or disassortative) mixing $`e_{jk}`$ takes the value $`q_jq_k`$. If there is assortative mixing, $`e_{jk}`$ will differ from this value and the amount of assortative mixing can be quantified by the connected degree-degree correlation function $`jkjk=_{jk}jk(e_{jk}q_jq_k)`$, where $`\mathrm{}`$ indicates an average over edges Callaway01 . This correlation function is zero for no assortative mixing and positive or negative for assortative or disassortative mixing respectively. For the purposes of comparing different networks, it is convenient to normalize it by dividing by its maximal value, which it achieves on a perfectly assortative network, i.e., one with $`e_{jk}=q_k\delta _{jk}`$. This value is equal to the variance $`\sigma _q^2=_kk^2q_k\left[_kkq_k\right]^2`$ of the distribution $`q_k`$, and hence the normalized correlation function is

$$r=\frac{1}{\sigma _q^2}\underset{jk}{}jk(e_{jk}q_jq_k),$$
(3)
which is simply the Pearson correlation coefficient of the degrees at either ends of an edge and lies in the range $`1r1`$ 222The quantity $`r`$ can easily be generalized to the case of a directed network, where $`e_{jk}`$ is asymmetric and $`r=_{jk}jk(e_{jk}q_jq_k)/(\sigma _{\mathrm{in}}\sigma _{\mathrm{out}})`$, with $`\sigma _{\mathrm{in}}`$ and $`\sigma _{\mathrm{out}}`$ being the standard deviations of the remaining degrees at the in-going and out-going ends of the edge respectively.. For the practical purpose of evaluating $`r`$ on an observed network, we can rewrite (3) as

$$r=\frac{M^1\underset{i}{}j_ik_i\left[M^1\underset{i}{}{\scriptscriptstyle \frac{1}{2}}(j_i+k_i)\right]^2}{M^1_i\frac{1}{2}(j_i^2+k_i^2)\left[M^1_i\frac{1}{2}(j_i+k_i)\right]^2},$$
(4)
where $`j_i,k_i`$ are the degrees of the vertices at the ends of the $`i`$th edge, with $`i=1\mathrm{}M`$ 333One can use either the total degrees or the remaining degrees to evaluate Eq. (4)—the answer is the same either way. Note also that we have written Eq. (4) in a form manifestly symmetric in $`j_i`$ and $`k_i`$, so that it doesn’t matter which end of an edge is which..

In Table 1 we show values of $`r`$ for a variety of real-world networks. As the table shows, of the social networks studied (the top five entries in the table) all have significant assortative mixing, which accords with accepted wisdom within the sociological community. By contrast, the technological and biological networks studied (the middle five entries) all have disassortative mixing—high degree vertices preferentially connect with low degree ones and vice versa. Various explanations for this observation suggest themselves. In the case of the Internet, for example, it appears that the high degree vertices mostly represent connectivity providers—telephone companies and other communications carriers—who typically have a large number of connections to clients who themselves have only a single connection Chen02 . Thus the high-degree vertices do indeed tend to be connected to the low-degree ones.

We have also calculated $`r`$ analytically for three models of networks: (1) the random graph of Erdős and Rényi Bollobas01 , in which edges are placed at random between a fixed set of vertices; (2) the grown graph model of Callaway et al. Callaway01 , in which both edges and vertices are added at random at constant but possibly different rates, the ratio of the rates being denoted $`\delta `$; (3) the grown graph model of Barabási and Albert BA99b , in which both edges and vertices are added, and one end of each edge is added with linear preferential attachment.

For the random graph, since edges are placed at random without regard to vertex degree it follows trivially that $`r=0`$ in the limit of large graph size. The model of Callaway et al. however, although apparently similar in construction, gives a markedly different result. From Eq. (21) of Ref. Callaway01, , $`e_{jk}`$ for this model satisfies the recurrence relation

$$(1+4\delta )e_{jk}=2\delta (e_{j1,k}+e_{j,k1})+p_jp_k,$$
(5)
and the degree distribution is $`p_k=(2\delta )^k/(1+2\delta )^{k+1}`$. Substituting into Eq. (3) and making use of Eq. (2), we then find that $`r=\delta /(1+2\delta )`$. Thus the model shows significant assortative mixing, with a maximum value of $`r=\frac{1}{2}`$ in the limit of large $`\delta `$. This agrees with intuition Callaway01 : in the grown graph the older vertices have higher degree and also tend to have higher probability of being connected to one another, simply by virtue of being around for longer. Thus one would expect positive assortative mixing.

The model of Barabási and Albert BA99b  provides an interesting counter-example to this intuition. Although this is a grown graph model, in which again older vertices have higher degree AH00 , it shows no assortative mixing at all. Making use of Eq. (42) of Ref. KR01,  we can show that $`e_{jk}`$ for the model of Barabási and Albert goes asymptotically as $`1/(j^2k^2)6/(j+k)^4`$ in the limit of large $`j`$ and $`k`$, which implies that $`r0`$ as $`(\mathrm{log}^2N)/N`$ as $`N`$ becomes large. The model of Barabási and Albert has been used as a model of the structure of the Internet and the World-Wide Web. Since these networks show significant disassortative mixing however (Table 1), it is clear that the model is incomplete. It is an interesting open question what type of network evolution processes could explain the values of $`r`$ observed in real-world networks.

Turning now to theoretical developments, we propose a simple model of an assortatively mixed network, which is exactly solvable for many of its properties in the limit of large graph size. Consider the ensemble of graphs in which the distribution $`e_{jk}`$ takes a specified value. This defines a random graph model similar in concept to the random graphs with specified degree sequence BC78 ; MR95 ; NSW01 , except for the added element of assortative mixing.

Consider a typical member of this ensemble in the limit of large graph size, and consider a randomly chosen edge in that graph, one end of which is attached to a vertex of degree $`j`$. We ask what the probability distribution is of the number of other vertices reachable by following that edge. Let this probability distribution be generated by a generating function $`G_j(x)`$, which depends in general on the degree $`j`$ of the starting vertex. By arguments similar to those of Ref. NSW01, , we can show that $`G_j(x)`$ must satisfy a self-consistency condition of the form

$$G_j(x)=x\frac{\underset{k}{}e_{jk}\left[G_k(x)\right]^k}{_ke_{jk}},$$
(6)
while the number of vertices reachable from a randomly chosen vertex is generated by

$$H(x)=xp_0+x\underset{k=1}{\overset{\mathrm{}}{}}p_k\left[G_{k1}(x)\right]^k.$$
(7)
The average size of the component to which such a vertex belongs is given by the derivative of $`H`$: $`s=H^{}(1)=1+_kkp_kG_{k1}^{}(1)`$. Differentiating Eq. (6) we then get

$$s=1z𝐪𝐀^1𝐪,$$
(8)
where $`z`$ is the mean degree, $`𝐪`$ is the vector whose elements are the $`q_k`$, and $`𝐀`$ is the asymmetric matrix with elements $`A_{jk}=ke_{jk}q_k\delta _{jk}`$.

Equation (8) diverges at the point at which the determinant of $`𝐀`$ is zero. This point marks the phase transition at which a giant component forms in our graph. By considering the behavior of Eq. (8) close to the transition, where $`s`$ must be large and positive in the absence of a giant component, we deduce that a giant component exists in the network when $`det𝐀>0`$. This is the appropriate generalization for a network with assortative mixing of the criterion of Molloy and Reed MR95  for the existence of a giant component.

To calculate the size $`S`$ of the giant component, we define $`u_k`$ to be the probability that an edge connected to a vertex of remaining degree $`k`$ leads to another vertex that does not belong to the giant component. Then

$$S=1p_0\underset{k=1}{\overset{\mathrm{}}{}}p_ku_{k1}^k,u_j=\frac{\underset{k}{}e_{jk}u_k^k}{_ke_{jk}}.$$
(9)
As with most other random graph models, including the original model of Erdős and Rényi, it is usually not possible to solve for $`S`$ in closed form, but we can determine it by numerical iteration from a suitable set of starting values for $`u_k`$.

To test these results and to help form a more complete picture of the properties of assortatively mixed networks, we have also performed computer simulations, generating networks with given values of $`e_{jk}`$ and measuring their properties directly. Generating such networks is not entirely trivial. One cannot simply draw a set of degree pairs $`(j_i,k_i)`$ for edges $`i`$ from the distribution $`e_{jk}`$, since such a set would almost certainly fail to satisfy the basic topological requirement that the number of edges ending at vertices of degree $`k`$ must be a multiple of $`k`$. Instead therefore we propose the following Monte Carlo algorithm for generating graphs.

First, we generate a random graph with the desired degree distribution according to the prescription given in Ref. MR95, . Then we apply a Metropolis dynamics to the graph in which on each step we choose at random two edges, denoted by the vertex pairs, $`(v_1,w_1)`$ and $`(v_2,w_2)`$, that they connect. We measure the remaining degrees $`(j_1,k_1)`$ and $`(j_2,k_2)`$ for these vertex pairs, and then replace the edges with two new ones $`(v_1,v_2)`$ and $`(w_1,w_2)`$ with probability $`\mathrm{min}(1,(e_{j_1j_2}e_{k_1k_2})/(e_{j_1k_1}e_{j_2k_2}))`$. This dynamics conserves the degree sequence, is ergodic on the set of graphs having that degree sequence, and, with the choice of acceptance probability above, satisfies detailed balance for state probabilities $`_ie_{j_ik_i}`$, and hence has the required edge distribution $`e_{jk}`$ as its fixed point.

As an example, consider the symmetric binomial form

$$e_{jk}=𝒩\mathrm{e}^{(j+k)/\kappa }\left[\left(\genfrac{}{}{0pt}{}{j+k}{j}\right)p^jq^k+\left(\genfrac{}{}{0pt}{}{j+k}{k}\right)p^kq^j\right],$$
(10)
where $`p+q=1`$, $`\kappa >0`$, and $`𝒩=\frac{1}{2}(1\mathrm{e}^{1/\kappa })`$ is a normalizing constant. (The binomial probabilities $`p`$ and $`q`$ should not be confused with the quantities $`p_k`$ and $`q_k`$ introduced earlier.) This distribution is chosen for analytic tractability, although its behavior is also quite natural: the distribution of the sum $`j+k`$ of the degrees at the ends of an edge falls off as a simple exponential, while that sum is distributed between the two ends binomially, the parameter $`p`$ controlling the assortative mixing. From Eq. (3), the value of $`r`$ is

$$r=\frac{8pq1}{2\mathrm{e}^{1/\kappa }1+2(pq)^2},$$
(11)
which can take both positive and negative values, passing through zero when $`p=p_0=\frac{1}{2}\frac{1}{4}\sqrt{2}=0.1464\mathrm{}`$

In Fig. 1 we show the size of the giant component for graphs of this type as a function of the degree scale parameter $`\kappa `$, from both our numerical simulations and the exact solution above. As the figure shows, the two are in good agreement. The three curves in the figure are for $`p=0.05`$, where the graph is disassortative, $`p=p_0`$, where it is neutral (neither assortative nor disassortative), and $`p=0.5`$, where it is assortative.

As $`\kappa `$ becomes large we see the expected phase transition at which a giant component forms. There are two important points to notice about the figure. First, the position of the phase transition moves lower as the graph becomes more assortative. That is, the graph percolates more easily, creating a giant component, if the high-degree vertices preferentially associate with other high-degree ones. Second, notice that, by contrast, the size of the giant component for large $`\kappa `$ is smaller in the assortatively mixed network.

These findings are intuitively reasonable. If the network mixes assortatively, then the high-degree vertices will tend to stick together in a subnetwork or core group of higher mean degree than the network as a whole. It is reasonable to suppose that percolation would occur earlier within such a subnetwork. Conversely, since percolation will be restricted to this subnetwork, it is not surprising that the giant component has a smaller size in this case than when the network is disassortative. These results could have implications, for example, for the spread of disease on social networks Morris93 —social networks being assortatively mixed in many cases, as Table 1 shows. The core group of an assortatively mixed network could form a “reservoir” for disease, sustaining an epidemic even in cases in which the network is not sufficiently dense on average for the disease to persist. On the other hand, one would expect the disease to be restricted to a smaller segment of the population in such cases than for diseases spreading on neutral or disassortative networks.

Assortative mixing also has implications for questions of network resilience, the subject of much discussion in the recent literature AJB00 ; CEBH00 ; CEBH01 ; CNSW00 ; Holme02 . It has been found that the connectivity of many networks (i.e., the existence of paths between pairs of vertices) can be destroyed by the removal of just a few of the highest degree vertices, a result that may have applications in, for example, vaccination strategies PV02 . In assortatively mixed networks, however, we find numerically that removing high-degree vertices is a relatively inefficient strategy for destroying network connectivity, presumably because these vertices tend to be clustered together in the core group, so that removing them is somewhat redundant. In a disassortative network with a similarly sized giant component attacks on the highest degree vertices are much more effective, these vertices being broadly distributed over the network and presumably therefore forming links on many paths between other vertices. For networks of the type described by Eq. (10) we find that the number of high-degree vertices that need to be removed to destroy similarly sized giant components is greater by a factor of about five to ten in an assortative network ($`p=0.5`$) than in a disassortative one ($`p=0.05`$) for the typical parameter values studied here.

These considerations paint rather a grim picture: the networks that we might want to break up, such as the social networks that spread disease, appear to be assortative, and therefore are resilient, at least against simple targeted attacks such as attacks on the highest degree vertices. And yet at the same time the networks that we would wish to protect, including technological networks such as the Internet, appear to be disassortative, and are hence particularly vulnerable.

To conclude, in this paper we have studied assortative mixing by degree in networks—the tendency for high-degree vertices to associate preferentially with other high-degree vertices. We have defined a scalar measure of assortative mixing and used it to show that many social networks have significant assortative mixing, while technological and biological networks seem to be disassortative. We have also proposed a model of an assortatively mixed network, which we have solved exactly using generating function techniques, and also simulated using a Monte Carlo graph sampling method. Within this model we find that assortative networks percolate more easily and that they are also more robust to removal of their highest degree vertices, while disassortative networks percolate less easily and are more vulnerable. This suggests that social networks may be robust to intervention and attack while technological networks are not.

The author thanks Duncan Callaway, Michelle Girvan, Cris Moore, and Martina Morris for helpful comments, and László Barabási, Jerry Davis, Jerry Grossman, Hawoong Jeong, Neo Martinez, and Duncan Watts for providing network data used in the calculations for Table 1. This work was funded in part by the National Science Foundation under grant DMS–0109086.


text:
# Scattering theory of interface resistance in magnetic multilayers

## I Introduction

According to the scattering theory of transport developed by Landauer in 1957 Landauer , the conductance of a single-mode wave guide reads

$$G^L=\frac{e^2}{h}\frac{T}{1T},$$
(1)
where $`T`$ is the probability for a (spinless) electron at the chemical potential which approaches the sample from a reservoir on the left to be transmitted to a reservoir on the right. $`T=1`$ represents perfect transmission and an infinite conductance. Much later, Büttiker buett  realized that this expression should be replaced with

$$G^{LB}=\frac{e^2}{h}T.$$
(2)
When $`T1,`$ the conductance is now finite, which physically represents the geometrical Sharvin resistance of the device. For the general multi-channel situation with spin the two-terminal Landauer-Büttiker formula reads:

$$G^{LB}=\frac{e^2}{h}\underset{i\sigma j\sigma ^{}}{}T_{j\sigma ^{},i\sigma }=\frac{e^2}{h}\underset{i\sigma j\sigma ^{}}{}\left|t_{j\sigma ^{},i\sigma }\right|^2,$$
(3)
where $`t_{j\sigma ^{},i\sigma }`$ is the probability amplitude that an electron approaching the scattering region in transverse mode $`i`$ and with spin $`\sigma `$ will be transmitted into an outgoing state with transverse mode $`j`$ and spin $`\sigma ^{}`$ on the other side of the sample. Some of the rather subtle points of this topic are discussed in Review .

The Landauer-Büttiker formula was introduced into the field of magnetoelectronics in order to compute the (magneto)conductance of microstructured magnetic multilayers Review . Asano et al.  Asano  evaluated the effect of disorder numerically, whereas Brataas and Bauer Bauer92 ; Brataas94  used perturbation theory specifically for the Current Perpendicular to the interface Plane (CPP) geometry Pratt1 ; Gijs ; Review ; Ansermet ; Tsymbalrev . The transmission coefficients are accessible to first-principles calculations, and $`G^{LB}`$ was computed for ballistic superlattices by Schep et al. Schep95 , and for single, specular interfaces by Schep et al. Schep97 , van Hoof et al. Hoof99  and Stiles and Penn Stiles00 . Recent improvements make it possible to extend ab initio studies to disordered interfaces Xia01 .

Schep et al. Schep97  pointed out that the point contact resistance $`R^{LB}=1/G^{LB}`$ is not the appropriate quantity to compare with the interface resistances, $`R^I`$, which have been measured accurately by the Michigan State University collaboration for different systems Pratt1 . The experimental values are obtained by using the parameters of the series resistor model (in which interface resistances and bulk resistivities are simply added in series) to fit the measured data. The finding that the series resistor model works very well for the vast majority of samples is a strong indication for the absence of quantum size effects (see, however, the Discussion section), which can be rationalized by the disorder in metallic multilayers . In this “dirty” regime, transport can be described by semiclassical methods such as the Boltzmann equation which has been studied in detail for the CPP configuration by Valet and Fert VF . However, these authors did not take into account the discontinuity of the electronic structure at interfaces Schep95  which is the main source of the interface resistance Schep97 . Schep et al. showed how the scattering matrix of an isolated interface should be incorporated into the Boltzmann equation and derived an explicit expression for the interface resistance in diffuse multilayers Schep97  which can be directly compared with experimental results or numerical solutions of the Boltzmann equation Penn .

In the following we work out the details of the derivation of the interface resistance in a dirty environment, for which there was no room in the original article Schep97 , discuss the results in the light of new developments, and compare them with experiments.

## II Semiclassical transmission

Let us begin by disregarding unnecessary complications associated with spin. At low temperatures, the distribution function for the CPP configuration in the presence of a weak electric field normal to a layered system and at a specified plane in a layer with index $`L`$ can then be expanded as

$$f_{L,i}^\pm =f_{L,i}^0+\delta \left(\epsilon _{L,i}E_F\right)\left[\mu _LE_F+\gamma _{L,i}^\pm \right],$$
(4)
where $`i`$ the state index, $`E_F`$is the Fermi energy of the total system and the superscript $`\pm `$ denotes whether the state $`i`$ is right or left moving. $`f_{L,i}^0`$ is the equilibrium (Fermi-Dirac) distribution function. $`\mu _LE_F`$ is the local shift of the chemical potential, so $`\mu _L\mu _L^{}`$is the potential drop between layers $`L`$ and $`L^{}`$. $`\gamma _{L,i}^\pm `$ describes the anisotropic part of the non-equilibrium distribution function, which vanishes in the sum over states. Once the $`\gamma _{L,i}^\pm `$ are known, the conductance can be calculated as

$$G_{Total}=\frac{e}{h}\underset{i}{}\left[\gamma _{L,i}^+\gamma _{L,i}^{}\right]/\mathrm{\Delta }\mu _{Total},$$
(5)
where $`\mathrm{\Delta }\mu _{Total}`$ is the potential drop over the total system. The spatially dependent distribution functions could be obtained from the general solutions of the linearized Boltzmann equation in the layers VF , determining the unknown linear coefficients by the boundary conditions at the interfaces. Here we will follow a different route by matching the distribution functions (4) at a given plane in each layer:

$$f_{L^{},i}^+=\underset{jϵL}{}\left(𝐓_{LL^{}}\right)_{ij}f_{L,j}^++\underset{jϵL^{}}{}\left(𝐑_{LL^{}}^{}\right)_{ij}f_{L^{},j}^{}$$
(6)
$$f_{L,i}^{}=\underset{jϵL}{}\left(𝐑_{LL^{}}\right)_{ij}f_{L,j}^++\underset{jϵL^{}}{}\left(𝐓_{LL^{}}^{}\right)_{ij}f_{L^{},j}^{}.$$
(7)
where the transmission ($`𝐓`$) and reflection ($`𝐑`$) probability matrices include bulk and interface scattering (see Fig. 1).

In the absence of an applied bias all distribution functions are the same which leads to the current conservation condition:

$$1=\underset{jϵL}{}\left(𝐓_{LL^{}}\right)_{ij}+\underset{jϵL^{}}{}\left(𝐑_{LL^{}}^{}\right)_{ij}=\underset{jϵL}{}\left(𝐑_{LL^{}}\right)_{ij}+\underset{jϵL^{}}{}\left(𝐓_{LL^{}}^{}\right)_{ij}$$
(8)
and

$`{\displaystyle \underset{iϵL^{}}{}}\left[{\displaystyle \underset{jϵL}{}}\left(𝐓_{LL^{}}\right)_{ij}+{\displaystyle \underset{jϵL^{}}{}}\left(𝐑_{LL^{}}^{}\right)_{ij}\right]`$ $`=`$ $`N_L^{}`$ (9)
$`{\displaystyle \underset{iϵL}{}}\left[{\displaystyle \underset{jϵL}{}}\left(𝐑_{LL^{}}\right)_{ij}+{\displaystyle \underset{jϵL^{}}{}}\left(𝐓_{LL^{}}^{}\right)_{ij}\right]`$ $`=`$ $`N_L,`$ (10)
where $`N_L`$ denotes the number of modes in layer $`L`$. Since the total transmittance does not depend on the sign of the applied bias:

$`{\displaystyle \underset{iϵL^{}}{}}{\displaystyle \underset{jϵL}{}}\left(𝐓_{LL^{}}\right)_{ij}`$ $`=`$ $`{\displaystyle \underset{iϵL}{}}{\displaystyle \underset{jϵL^{}}{}}\left(𝐓_{LL^{}}^{}\right)_{ij}`$ (11)
$`{\displaystyle \underset{i,jϵL}{}}\left(𝐑_{LL^{}}\right)_{ij}{\displaystyle \underset{i,jϵL^{}}{}}\left(𝐑_{LL^{}}^{}\right)_{ij}`$ $`=`$ $`N_LN_L^{}.`$ (12)
Let us now locate $`L`$ and $`L^{}`$ at equivalent positions in different unit cells of a superlattice Schep97 . The electronic structures are then identical and the scattering potential is symmetric, thus $`𝐑=𝐑^{}`$ and $`𝐓=𝐓^{}.`$ Substituting Eq. (4) into (6,7):

$$\gamma _{L^{},i}^+=\left(\mu _L\mu _L^{}\right)\underset{j}{}\left(𝐓_{LL^{}}\right)_{ij}+\underset{j}{}\left(\left(𝐓_{LL^{}}\right)_{ij}\gamma _{L,j}^++\left(𝐑_{LL^{}}\right)_{ij}\gamma _{L^{},j}^{}\right)$$
(13)
$$\gamma _{L,i}^{}=\left(\mu _L^{}\mu _L\right)\underset{j}{}\left(𝐓_{LL^{}}\right)_{ij}+\underset{j}{}\left(\left(𝐑_{LL^{}}\right)_{ij}\gamma _{L,j}^++\left(𝐓_{LL^{}}\right)_{ij}\gamma _{L^{},j}^{}\right).$$
(14)
The superlattice symmetry implies:

$$\gamma _{L,i}^\pm =\gamma _{L^{},i}^\pm \gamma _i^\pm ;\mathrm{\Delta }\mu \mu _L\mu _L^{}$$
(15)
which leads to

$$\underset{j}{}\left[\delta _{ij}\left(𝐓\right)_{ij}+\left(𝐑\right)_{ij}\right]\left(\gamma _j^+\gamma _j^{}\right)=2\mathrm{\Delta }\mu \underset{j}{}\left(𝐓\right)_{ij}.$$
(16)
We can now define a local conductance $`G^S`$ which can be written in a matrix notation as

$$G^S=\frac{e}{h}\underset{i}{}\frac{\gamma _j^+\gamma _j^{}}{\mathrm{\Delta }\mu }=\frac{2e^2}{h}\underset{ij}{}\left[\left(𝐈𝐓+𝐑\right)^1𝐓\right]_{ij}$$
(17)
Note that the factor 2 is not related to spin. In the single mode limit this corresponds to Landauer’s “old” formula (1), but differs from the many-channel generalization derived by Büttiker et al. Buettiker:prb85 .

The transmission and reflection probability matrices of the superlattice unit cell in (17) can be constructed via concatenation of the scattering probabilities of the individual constituents, i.e. interfaces and bulk materials. The transmission $`𝐓_{12},𝐓_{12}^{}`$ and reflection $`𝐑_{12},`$ $`𝐑_{12}^{}`$ of a system of two scatterers (subscript $`1`$ and $`2`$) reads Shapiro ; Cahay88 ; Brataas94 :

$`𝐓_{12}`$ $`=𝐓_2\left(𝐈𝐑_1^{}𝐑_2\right)^1𝐓_1`$ (18)
$`𝐑_{12}`$ $`=𝐑_1+𝐓_1^{}𝐑_2\left(𝐈𝐑_1^{}𝐑_2\right)^1𝐓_1`$ (19)
$`𝐓_{12}^{}`$ $`=𝐓_1^{}\left(𝐈𝐑_2𝐑_1^{}\right)^1𝐓_2^{}`$ (20)
$`𝐑_{12}^{}`$ $`=𝐑_2^{}+𝐓_2𝐑_1^{}\left(𝐈𝐑_2𝐑_1^{}\right)^1𝐓_2^{}`$ (21)
The semiclassical concatenation of matrices implies that scattered electrons lose phase memory when returning to the point of departure. As mentioned above, there is much evidence that magnetoelectronic devices to date are very dirty. Scattering at bulk layers and/or interfaces is therefore diffuse, which in three dimensional systems suppresses interference. Indeed it can be proven by Random Matrix Theory that transport is governed by the above concatenation rules Waintal . This proof requires “isotropy” and is valid to first order in an expansion of $`1/N`$, where $`N`$ is the number of conduction channels Waintal . In transition metal systems this should be an excellent approximation, with the exception of few-atom point contacts or break junctions.

The isotropy assumption of scattering means that the elements of the scattering matrix are equivalent and can be replaced by a constant value. If all elements of two matrices $`𝐗`$ (square, dimension $`N\times N`$) and $`𝐘`$ (dimension $`N\times M`$) do not depend on their indices it is easy to show that

$$\underset{ij}{}\left(\left[𝐈𝐗\right]^1𝐘\right)_{ij}=\frac{_{ij}\left(𝐘\right)_{ij}}{1\frac{1}{N}_{ij}\left(𝐗\right)_{ij}}.$$
(22)
## III Diffuse transport

If the transmission though a bulk layer (material $`\alpha `$) is ballistic we simply have $`\left(𝐓_\alpha \right)_{ij}=\delta _{ij},`$ $`\left(𝐑_\alpha \right)_{ij}=0.`$ In the presence of diffuse scattering, the following choice parameterizes the material and layer thickness dependence:

$$\left(𝐓_\alpha \right)_{ij}=\left(𝐓_\alpha \right)_{ij}^{}=\frac{1}{N_\alpha }\frac{1}{1+s_\alpha };\left(𝐑_\alpha \right)_{ij}=\left(𝐑_\alpha \right)_{ij}^{}=\frac{1}{N_\alpha }\frac{s_\alpha }{1+s_\alpha }$$
(23)
where

$$s=\frac{e^2}{h}\frac{\rho dN}{A}$$
(24)
consists of the bulk resistivity $`\rho ,`$ layer thickness $`d`$, and cross-section $`A.`$ If we straightforwardly apply Eq. (3), we obtain for the dimensionless “point contact” conductance:

$$g_\alpha ^{LB}\frac{h}{e^2}G_\alpha ^{LB}=\underset{ij}{}\left(𝐓_\alpha \right)_{ij}=\frac{1}{\frac{1}{N_\alpha }+\frac{e^2}{h}\frac{\rho _\alpha d_\alpha }{A}}$$
(25)
where we recognize the (dimensionless) Sharvin resistance $`r_\alpha ^{Sh}=1/N_\alpha `$ in series with the (dimensionless) conventional bulk resistance

$$r_\alpha =\frac{e^2}{h}\frac{\rho _\alpha d_\alpha }{A}.$$
(26)
Substituting the expressions (23) into Eq. (17), the conductance can be evaluated using Eq. (22) to yield the expected result:

$$g_\alpha ^S=2\underset{ij}{}\left[\left(𝐈𝐓_\alpha +𝐑_\alpha \right)^1𝐓_\alpha \right]_{ij}=\frac{1}{r_\alpha }.$$
(27)
The transmission through an interface ($`I`$) -bulk ($`\alpha `$) material is:

$$𝐓_{I\alpha }=𝐓_\alpha \left(𝐈𝐑_I^{}𝐑_\alpha \right)^1𝐓_I.$$
(28)
The matrix $`𝐑_𝐈^{}𝐑_\alpha `$ in the denominator stands for the multiple reflection of electrons between interface and bulk material. $`𝐓_{𝐈\alpha }`$ can be worked out under the random matrix assumption and

$$g_{I\alpha }^{LB}=\underset{ij}{}\left(𝐓_{I\alpha }\right)_{ij}=\left[\frac{1}{g_I^{LB}}+\frac{e^2}{h}\frac{\rho _\alpha d_\alpha }{A}\right]^1,$$
(29)
where now the Sharvin conductance $`N_\alpha `$ in (25) is replaced by the Landauer-Büttiker interface conductance:

$$g_I^{LB}=\frac{1}{r_I^{LB}}=\underset{ij}{}\left|t_{ij}^I\right|^2$$
(30)
For a single interface $`\alpha |I|\beta `$ we need to evaluate

$$𝐓_{\alpha I\beta }=𝐓_{I\beta }\left(I𝐑_\alpha 𝐑_{I\beta }\right)^1𝐓_\alpha $$
(31)
which proceeds along the same lines. The hetero point contact resistance is:

$$r_{\alpha I\beta }^{LB}=\frac{1}{_{ij}\left(𝐓_{\alpha I\beta }\right)_{ij}}=r_\alpha +r_\beta +r_I^{LB}.$$
(32)
The trilayer $`\alpha |I|2\beta |I|\alpha `$ has the transmission

$$𝐓_{\alpha I2\beta I\alpha }=𝐓_{\beta I\alpha }\left(I𝐑_{\alpha I\beta }^{}𝐑_{\beta I\alpha }\right)^1𝐓_{\alpha I\beta }$$
(33)
and resistance

$$r_{\alpha I2\beta I\alpha }^S=2\left(r_\beta +r_I^{LB}+r_\alpha \right)r_\alpha ^{Sh}r_\beta ^{Sh}$$
(34)
in contrast to the Landauer-Büttiker result:

$$r_{\alpha I2\beta I\alpha }^{LB}=2\left(r_\beta +r_I^{LB}+r_\alpha \right)$$
(35)
In the series resistor model Pratt1 ,

$$AR_{\alpha I2\beta I\alpha }^T=2\left(AR_\beta +AR_I+AR_\alpha \right)$$
(36)
which agrees with the present equation if we identify:

$$AR_I\frac{Ah}{e^2}\left(r_I^{LB}\frac{r_\alpha ^{Sh}+r_\beta ^{Sh}}{2}\right)=\frac{Ah}{e^2}\left(\frac{1}{_{ij}\left|t_{ij}^I\right|^2}\frac{1}{2}\left[\frac{1}{N_\alpha }+\frac{1}{N_\beta }\right]\right),$$
(37)
which is the basic equation derived in Schep97 . The interface resistance in a diffuse environment is therefore not equal to the Landauer-Büttiker point contact resistance, but it can be obtained easily from it by substracting the geometrical Sharvin resistance! This result is readily extended to the two-channel resistor model, which holds for superlattices with collinear magnetization and sufficiently weak spin-flip scattering. Note that in this formulation the spin accumulation does not play a role.

We can imagine a system in which bulk transmission is ballistic and interfaces are specular. Eq. (17) can then be calculated directly from the interface scattering matrix alone, two of which have to be concatenated in the case a single barrier Schep97 . That result would hold when the interfaces consist of specular islands much larger than the Fermi wave lengths, but thickness fluctuations of the layers which introduce the dephasing necessary for the semiclassical method Schep97 ; Waintal .

## IV Discussion

The method described here relies on several assumptions, the validity of which must be tested. From a theoretical point of view, it is satisfying that as far as the transmission probability matrix is concerned, our results agree with Random Matrix Theory Waintal . Furthermore, it is important to note that the expression for the interface resistance (37) does not depend on the bulk layer thickness or resistivity, in agreement with experiment. The assumptions of the model can be tested directly by comparison with numerically exact calculations for finite disordered systems Xia01 . The parameter-free calculation of transport properties Xia01  are based on the surface Green’s function method implemented with a tight-binding linear muffin tin orbital basis Turek . Because a minimal basis set is used, we are able to carry out calculations for large lateral supercells and model disorder very flexibly within these supercells without using any adjustable parameters. The electronic structure is determined self-consistently within the local spin density approximation. For disordered layers the potentials are calculated using the layer CPA approximation Turek . The interface roughness was chosen as a bilayer of 50 %/50 % alloy, but the results are not sensitive to moderate variations of alloy thickness and concentration, like a 60 %/40 % 40 %/60 % alloy concentration profile or between one and two mixed interface layers.

Although the derivation of the interface resistance was based on the assumption of superlattice periodicity, this construction should only be viewed as a convenient model for a diffuse environment which is in fact less restrictive. In a diffuse medium, the periodic boundary condition imposed above on the $`\gamma _i`$ can be replaced by the equality of the state-averaged $`_i\gamma _i`$on both sides because the scattering matrix of a single interface sandwiched by diffuse bulk layers does not depend on the state index. It follows that in this limit Eq. (37) holds for a single interface as well.

The isotropy assumption underlying the series resistor model appears to be hold for most structures. It is still interesting and important to explore their limitations. Recently, theoretical evidence has been obtained that the resistor model can break down Penn ; Tsymbal00 ; Xia01 ; Shpiro ; Tsymbalrev . Deviations can occur in terms of a breakdown of the relaxation time approximation within the Boltzmann formalism Penn , or in terms of quantum corrections Xia01 ; Tsymbal00 ; Shpiro ; Tsymbalrev . These correction become significant for very clean or thin samples, but there is no consensus whether these have been observed in experiments on CPP spin valves Bozec ; Eid . Other complications may be residual spin-flip scattering at interfaces, which we cannot yet treat by first principles.

Interface resistances are listed in Table 1 for a number of different systems. The differences between $`AR_I^S`$ and $`AR_I^{LB}`$ are very significant for highly transparent interfaces. The agreement of the computed interface resistances with experiments, which was already found to be good for specular interfaces of the Co/Cu systems Schep97 , is improved on including interface disorder Xia01 . Recently, CPP experiments on Fe/Cr Bass02  showed that the spin-averaged resistance agrees very well with the theoretical prediction, but that the polarization dependence is not yet completely understood.

The model assumptions here differ from another semiclassical formalism, viz. the magnetoelectronic circuit theory Brataas00b . There, the nodes in the circuit are taken to be at quasi-equilibrium ($`g_{L,i}^\pm =0`$), which is valid when the potentials drop exclusively over the resistive elements, which is the case for e.g. tunnel junctions, long wires, and point contacts, but not necessarily for magnetic multilayers. This implies, for example, that the angular magnetoresistance curves calculated by Huertas-Hernando et al. Huertas02 , should be modified along the lines expounded here Bauer02  before a direct comparison with experiment Giacomo  can be carried out.

## V Acknowledgment

We acknowledge discussions with Bill Pratt, Jack Bass, Arne Brataas, Yuli Nazarov, Daniel Huertas-Hernando, Yaroslav Tserkovnyak, and Maciej Zwierzycki as well as support by FOM and the NEDO joint research program (NAME).


text:
# String effects in Polyakov loop correlators

## 1 Introduction

Two color sources in a confining gauge theory are bound together by a thin flux tube, which can fluctuate like a massless string: this hypothesis constitutes the core of the effective string description of confinement. Besides providing an appealing, qualitative explanation for the linear behavior of the confining potential at large distances, this picture provides us with quantitative, testable predictions about this highly non perturbative regime of gauge theories, as pointed out in the seminal papers by Lüscher, Symanzik and Weisz : the quantum fluctuations of the flux tube produce measurable effects on the gauge invariant correlation functions of the gauge theory, namely Wilson loops and Polyakov loop correlation functions.

Among these effects, the most widely known is the Lüscher term correction to the zero-temperature linear confining potential:

$$V(R)\sigma R\frac{c\pi }{24R}$$
(1)
where $`c`$ is the conformal anomaly of the two-dimensional field theory describing the flux tube fluctuations: $`c=d2`$ for a free bosonic string in a $`d`$-dimensional spacetime.

The predictive power of the effective string picture goes well beyond Eq.(1), as it extends to the full functional form of the Wilson loop expectation values at large distances:

$$<W(R,T)>=e^{\sigma RT+p(R+T)+k}Z_q(R,T)$$
(2)
where $`Z_q(R,T)`$ is the partition function of the two-dimensional quantum field theory describing the quantum fluctuations of the flux tube. For the free bosonic string, this is simply the theory of $`d2`$ free massless scalar fields living on the rectangle defined by the Wilson loop:

$$Z_q(R,T)\left[\frac{\eta (\tau )}{\sqrt{R}}\right]^{\frac{d2}{2}}$$
(3)
where $`\eta (\tau )`$ is the Dedekind $`\eta `$ function and $`\tau =iT/R`$. The prediction Eq.(3) was successfully compared to Monte Carlo data for three-dimensional $`_2`$ gauge theory in Ref., thus confirming the validity of the string description, and showing its full predictive power.

It must be kept in mind that the free string description that gives Eq.(3) is an effective description that is expected to hold in the long distance regime. The “true” string theory describing gauge theories at all length scales, if it exists at all, certainly contains complicated string self-interactions, probably described by non-renormalizable terms in the string action. Precisely because they are non-renormalizable, however, these terms should become negligible in the infrared limit, so that the free string model is expected to describe the physics of confinement for large distances independently of the details of the full, interacting theory. Among the results of Ref. is a quantitative estimate of the typical distances, in physical units, where the free string picture becomes numerically accurate: if the physical distances studied are too small, one cannot unambiguously determine which string model actually describes the flux tube fluctuations111This is the reason why earlier studies, probing shorter physical distances due to the smaller computational power available, could not identify the free bosonic string as the correct model, and actually suggested a fermionic string model as the best description of the confining string both at zero  and finite temperature ..

In this paper we consider the effective string description for a confining gauge theory at finite temperature. The gauge invariant quantity of interest is now the correlation function of two Polyakov loops. The effective string description predicts its dependence on the temperature and on the distance between the two loops. It is this prediction that we want to compare to Monte Carlo data. We chose to work again with the three-dimensional $`_2`$ gauge theory, where very high precision can be achieved on large lattices, to make our test as stringent as possible.

Also in the finite-temperature case it is important to keep in mind the fact that the free string picture is an effective description valid in the infrared limit, and to determine quantitatively the distance and temperature scales where it becomes numerically accurate. First of all, one has to take into account the known fact that the actual color flux tube has a finite thickness of the order $`1/T_c`$, where $`T_c`$ is the deconfinement critical temperature : therefore the free string description, which is based on an idealized, one-dimensional flux tube, certainly must break down at distances lower that $`1/T_c`$. Moreover, we will show that the string self-interaction effects mentioned above cannot be neglected for temperatures close to $`T_c`$: within the accuracy of our data, one has to take $`TT_c/3`$ to find good agreement between Monte Carlo data and free string predictions.

We will also show that by modeling the self-interaction of the confining string by a Nambu-Goto action and computing the string partition function at next-to-leading order one can successfully take into account the most important corrections to the free string picture: one then obtains good agreement with the Monte Carlo data for temperatures up to $`T_c/2`$ (without introducing any new adjustable parameters).

Since the effective string description is believed to be universal, that is to hold for all confining gauge theories irrespective of the gauge group or the space-time dimensionality, our conclusions are likely to apply also to $`SU(N)`$ gauge theories in $`2+1`$ and $`3+1`$ dimensions. Agreement between free string theory predictions and lattice determinations of the interquark potential in $`SU(N)`$ gauge theories was recently reported by various groups .

## 2 Effective string predictions

The quantum fluctuations of the flux tube at finite temperature are described, in the free string model, by $`d2`$ free massless scalar fields obeying Dirichlet boundary conditions on the two Polyakov loops and periodic boundary conditions in the compactified direction (euclidean time). The correlation of two Polyakov loops at distance $`R`$ is then predicted to be

$$P(0)P^{}(R)=\mathrm{exp}\left[F(R,L)\right]$$
(4)
where the free energy $`F(R,L)`$ depends on the inverse temperature $`L1/T`$ (i.e. the lattice size in the time direction) and the distance $`R`$, and is given by a classical and a quantum contribution:

$$F(R,L)=F_{\mathrm{cl}}(R,L)+F_\mathrm{q}(R,L)$$
(5)
The classical term corresponds to the area law:

$$F_{\mathrm{cl}}(R,L)=\sigma _0LR+k(L)$$
(6)
Since the difference between Wilson loops and Polyakov loop correlation functions is, in this picture, completely taken into account by the different choices of boundary conditions for the string fluctuations, $`\sigma _0`$ is the zero-temperature string tension, extracted, say, from the Wilson loop at the same value of the gauge coupling.

The quantum term encodes the flux tube fluctuations, and is equal to the free energy of the $`d2`$ massless scalar fields describing them:

$$F_\mathrm{q}(R,L)=(d2)\mathrm{log}\eta (\tau )\tau \frac{iL}{2R}$$
(7)
where $`\eta `$ is again the Dedekind eta function:

$$\eta (\tau )=q^{\frac{1}{24}}\underset{n=1}{\overset{\mathrm{}}{}}(1q^n);q=e^{2\pi i\tau },$$
(8)
According to the value of the ratio $`i\tau =L/2R`$ one can use the two expansions:

$`2R<L`$

$$F_q(R,L)=(d2)\left[\frac{\pi L}{24R}+\underset{n=1}{\overset{\mathrm{}}{}}\mathrm{log}(1e^{\pi nL/R})\right]$$
(9)
$`2R>L`$

$$F_q(R,L)=(d2)\left[\frac{\pi R}{6L}+\frac{1}{2}\mathrm{log}\frac{2R}{L}+\underset{n=1}{\overset{\mathrm{}}{}}\mathrm{log}(1e^{4\pi nR/L})\right]$$
(10)
The latter expression shows that the Polyakov loop correlation function should decay at large $`R`$ as

$$P(0)P^{}(R)\mathrm{exp}\left[\frac{\sigma (T)}{T}R\right]$$
(11)
with a temperature-dependent string tension $`\sigma (T)`$ given by

$$\sigma (T)=\sigma _0(d2)\frac{\pi T^2}{6}$$
(12)
## 3 Comparison with Monte Carlo data

### 3.1 At what scales is the free string picture expected to hold?

To compare the free string predictions described in the previous section to Monte Carlo data, we need to establish in which regime of distance $`R`$ and temperature $`1/L`$ we expect these predictions to be fulfilled.

It is known that the picture of a one-dimensional confining string is an idealization valid for long distances. The flux tube has actually a finite thickness of order $`1/T_c`$, where $`T_c`$ is the deconfinement critical temperature . Therefore we expect the free string picture to be accurate for $`R>1/T_c`$.

We also know that the free string picture must break down for temperatures close to $`T_c`$: in fact if we were to believe the free string picture for all temperatures up to $`T_c`$, Eq.(12) would predict the value of the latter to be $`T_c=\sqrt{6\sigma _0/\pi }`$, a prediction that turns out to be very far from the true value.

A much better prediction for the dimensionless ratio $`T_c^2/\sigma _0`$ is obtained if one assumes for the confining string a Nambu-Goto action, proportional to the area of the surface spanned by the string. One can then predict

$$\sigma (T)=\sigma _0\sqrt{1\left(\frac{T}{T_c}\right)^2}$$
(13)
and

$$T_c^2=\frac{3\sigma _0}{(d2)\pi }$$
(14)
which reduces to Eq.(12) for $`T<<T_c`$. The impressive agreement one finds with Monte Carlo data for various gauge groups suggests that these equations give at least a good approximation to the true behavior.

Therefore we can use Eq.(13) to estimate the range of temperatures in which string interaction effects can be safely neglected and the free string picture is expected to be accurate: expanding the square root in Eq.(13) to next-to-leading order we find

$$\sigma (T)\sigma _0\left[1\frac{1}{2}\left(\frac{T}{T_c}\right)^2\frac{1}{8}\left(\frac{T}{T_c}\right)^4\right]$$
(15)
We expect the free string picture to give an accurate description of the data when the last term in parentheses is comparable to the accuracy in the determination of $`\sigma _0`$. In our case such accuracy is of order 1%, so that we do not expect to be able to use the free string prediction Eq.(12) for temperatures higher than $`T_c/2`$. We will see below that this estimate turns out to be too optimistic, since good agreement between free string and Monte Carlo data is obtained only up to $`T_c/3`$. Note however that this determination of the limiting temperature ratio $`T/T_c`$ for the free string picture depends in an essential way from the accuracy of the Monte Carlo data, and hence has no intrinsic meaning.

### 3.2 Monte Carlo simulation

We simulated the three-dimensional $`_2`$ gauge model with Wilson action:

$$S=\underset{\mathrm{}}{}\sigma _1\sigma _2\sigma _3\sigma _4$$
(16)
where the sum is extended to all plaquettes of a cubic lattice, and $`\sigma _1,\mathrm{},\sigma _4`$ are $`_2`$ variables defined on the four links around the plaquette. The partition function is

$$Z(\beta )=\underset{\{\sigma \}}{}\mathrm{exp}\beta S$$
(17)
where the coupling $`\beta `$ is the same for all directions.

With these conventions the model, at zero temperature, is known to undergo a roughening transition at $`\beta _r=0.4745(2)`$, where the strong coupling expansion of the Wilson loop ceases to converge, signaling the fact that the flux tube fluctuations become massless: for $`\beta >\beta _r`$ we expect the free bosonic string description to hold. Increasing $`\beta `$ we find a (bulk) deconfinement transition at $`\beta _c=0.76141337(22)`$ where the string tension extracted from Wilson loops vanishes.

At finite temperature, the model undergoes a deconfinement transition, at a coupling $`\beta _d(L)`$ that depend on the inverse temperature $`L1/T`$. For several values of $`L`$ the critical coupling is known to high precision. In particular we have

$`\beta _d(4)`$ $`=`$ $`0.73107(2)`$ (18)
$`\beta _d(6)`$ $`=`$ $`0.746035(8)`$ (19)
In our simulations we used the gauge version of the microcanonical demon algorithm  combined with the canonical update of the demons , described in detail in Ref. , and implemented, as in Ref. , in multi-spin coding technique. We fixed the coupling $`\beta `$ to coincide with one of the values reported in Eqs. (18,19), so as to be able to control the value of $`T/T_c`$ by varying the lattice size $`L`$. The lattice size in the two space-like directions was fixed at $`N_s=48`$, corresponding to at least ten times the correlation length in the space-like directions.

For these two values of $`\beta `$ we simulated the model at several values of the inverse temperature $`L`$, all corresponding to temperatures up to $`T_c/2`$. In Tab. 2 we show for each of the two $`\beta `$ values the values of $`L`$ we used in the simulations, and the value of the zero-temperature string tension $`\sigma _0(\beta )`$. The latter were evaluated by interpolating the high-precision estimates published in Refs. for several reference values of $`\beta `$ with the scaling formula

$$\sigma _0(\beta )=\sigma _0(\beta _{ref})\left(\frac{\beta \beta _c}{\beta _{ref}\beta _c}\right)^{2\nu }$$
(20)
where $`\beta _{ref}`$ is the closest value for which a direct Monte Carlo estimate is available, and $`\nu `$ is the correlation length critical index. Neglecting corrections to scaling introduces a systematic error that can be estimated by evaluating $`\sigma _0(\beta )`$ using two nearby reference values. The errors quoted in Tab. 2 are the sum of the statistical and systematic errors.

For each $`\beta `$ and $`L`$ in Tab. 2 we evaluated the ratio

$$Q(R)\mathrm{ln}\frac{G(R)}{G(R+1)}$$
(21)
where $`G(R)`$ is the Polyakov loop correlation function at distance $`R`$:

$$G(R)=P(x)P^{}(x+R)$$
(22)
for all $`R`$ between 0 and $`N_s/2=24`$. Errors on $`Q(R)`$ were evaluated using a standard jackknife procedure.

From Eq.(6) we see that if the quantum fluctuations of the confining string are neglected, $`Q(R)`$ is predicted to be a constant:

$$Q(R)=\sigma _0(\beta )L$$
(23)
so that the difference

$$Q_q(R)Q(R)\sigma _0(\beta )L$$
(24)
can be interpreted as the quantum contribution: the free string prediction for this quantity is

$$Q_q(R)=F_q(R+1,L)F_q(R,L)$$
(25)
with $`F_q`$ given by Eq.(7).

The complete Monte Caro results will be presented in a forthcoming publication, together with details about the data analysis procedure. Here we limit ourselves to a smaller sample of data, sufficient to evidentiate the most important results of the analysis, that are likely to be relevant also for $`SU(N)`$ gauge theories.

### 3.3 Results at $`TT_c/3`$: the free string.

All the data at $`TT_c/3`$ are in good agreement with the free string predictions: in Figs. 1-2 we have plotted the MC values of $`Q_q(R)`$ defined by Eq.(24) and the free string prediction Eq. (25) for our two $`\beta `$ values at $`T=T_c/3`$. The data are plotted as a function of

$$z=\frac{i}{\tau }=\frac{2R}{L},$$
(26)
which is the “natural” variable for the effective string prediction. In the three figures we have shown only the data with $`R>1/T_c`$, since for lower $`R`$ we do not expect the free string to describe the data. Moreover we have not shown the data at very large $`R`$, where the statistical error on $`Q_q`$ becomes larger than the effect we are studying.

A few interesting things can be learned by looking at these figures:

* The data we can use for the comparison are all in the region $`z1`$. This is unavoidable since small values of $`z`$ correspond to distances smaller than the width of the flux tube, as explained above, while data at large $`z`$ have large statistical uncertainties.
* In this region the free string prediction is very far from its asymptotic behavior for large $`R`$, where it approaches the constant

$$F_q(R+1,L)F_q(R,L)\frac{(d2)\pi }{6L}$$
(27)
shown for comparison in the figures: the string correction for $`z1`$ has actually the opposite sign with respect to its asymptotic behavior.
* The function $`F_q(z2R/L)`$ has a zero in $`z1.8`$. This is due to the fact that the asymptotic term $`\pi /(6L)`$ and the subdominant logarithmic term that appears in Eq.(10) have opposite signs. This in turns makes the string corrections much harder to detect in the Polyakov loop correlation functions than in the Wilson loop case, where no such cancellation occurs.

### 3.4 Results at $`TT_c/2`$: the interacting string.

If the same comparison between Monte Carlo data and free string predictions is performed at temperatures closer to the deconfinement one, significant discrepancies begin to appear, showing that the free string contribution is not sufficient to account for the quantum fluctuations of the flux tube at such temperatures: string interaction effects, or more precisely the self-interaction of the world-sheet fields describing the string configuration, become non negligible.

The simplest way to estimate the effect of these self-interactions is to assume a Nambu-Goto action for the effective string. On one hand, this is exactly the assumption that leads one to the remarkably successful predictions Eqs.(13,14). On the other hand this same choice of string action accurately describes the string interaction effects for fluctuating interfaces in three-dimensional statistical models.

From this assumption, one can compute the string partition function to next-to-leading order in the dimensionless expansion parameter $`(\sigma RL)^1`$, with the choice of boundary conditions relevant to the Polyakov loop correlation function, namely Dirichlet on the two loops and periodic in the Euclidean time direction. This calculation was performed in Ref.  using $`\zeta `$-function regularization; it can be shown  that the same result is obtained with several other choices of regularization.

Including these contribution the string free energy Eq.(7) becomes

$$F_q^{(NLO)}(R,L)=(d2)\left[\mathrm{log}\eta (\tau )\frac{\pi ^2L}{1152\sigma R^3}\left[2E_4(\tau )E_2^2(\tau )\right]\right]+O\left(\frac{1}{\left(\sigma LR\right)^2}\right)$$
(28)
where $`E_2`$ and $`E_4`$ are the Eisenstein functions. The latter can be expressed in power series:

$`E_2(\tau )`$ $`=`$ $`124{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\sigma (n)q^n`$ (29)
$`E_4(\tau )`$ $`=`$ $`1+240{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\sigma _3(n)q^n`$ (30)
$`q`$ $``$ $`e^{2\pi i\tau }`$ (31)
where $`\sigma (n)`$ and $`\sigma _3(n)`$ are, respectively, the sum of all divisors of $`n`$ (including 1 and $`n`$), and the sum of their cubes. The modular transformation properties

$`E_2(\tau )`$ $`=`$ $`\left({\displaystyle \frac{i}{\tau }}\right)^2E_2\left({\displaystyle \frac{1}{\tau }}\right)+{\displaystyle \frac{6i}{\pi \tau }}`$ (32)
$`E_4(\tau )`$ $`=`$ $`\left({\displaystyle \frac{i}{\tau }}\right)^4E_4\left({\displaystyle \frac{1}{\tau }}\right)`$ (33)
are also useful. Note that the inclusion of next-to-leading terms does not require the introduction of any new free parameter, so that the predictive power is the same as for the free string case.

In Figs. 3-4 we show the Monte Carlo data for the string fluctuation contribution defined in Eq.(24) for $`T=T_c/2`$ compared to both the free string prediction and the Nambu-Goto string at next-to-leading order Eq.(28). We can see that Eq.(28) accurately describes the deviations of the data from the free string picture.

A word of caution is however in order: while the free string prediction Eq.(7) is the universal infrared limit of a large class of interacting string models (see e.g. the various models considered in ), the interaction contributions depend on the choice of the model. Therefore while the validity of the free string model in the infrared limit $`R,L\mathrm{}`$ is basically a consequence of the masslessness and bosonic character of the fields describing the string fluctuations, the choice of the Nambu-Goto action is a much stronger statement, that cannot as far as we know be based on simple physical grounds. Nevertheless, it is certainly noteworthy that the same choice of action gives accurate predictions for fluctuating interfaces  and Polyakov loop correlation functions.

## 4 Conclusions

The study of Polyakov loop correlation functions in the three-dimensional $`_2`$ model allows us to gain some insight on the effect of the fluctuations of the confining flux tube, which is likely to be relevant also in more complicated and realistic gauge theories. The main points we have elucidated are:

1. The quantum fluctuations of the confining string give a computable and numerically relevant contribution to the Polyakov loop correlation functions in the confined phase.
2. The free bosonic string model describes well such contributions provided the temperature $`T`$ is not too close to the critical one: in our case $`TT_c/3`$ is required to find good agreement.
3. When the temperature gets closer to $`T_c`$, next-to-leading effects in the string partition function become important. Assuming a Nambu-Goto action for the confining string one can compute these effects and find excellent agreement with the Monte Carlo data also at $`TT_c/2`$.

Acknowledgement

We would like to thank M. Hasenbusch for reading a previous version of this work and offering several useful suggestions.


text:
# Measurement of the forbidden tensor polarizability of Cs using an all-optical Ramsey resonance technique

## I introduction

Precision measurements of atomic properties provide an important testing ground for atomic structure calculations. The commonly investigated lifetimes, (allowed) Stark shifts and transition oscillator strengths depend on electric dipole matrix elements and their measurement provides information mainly on the long-range parts of atomic wave functions. There is, on the other hand, a strong interest in testing the short-range behavior of atomic wave functions as it plays a fundamental role in the measurement and calibration of parity-violating effects in atomic systems induced by the short-range weak interactions. Hyperfine and spin-orbit coupling constants are well-known examples of atomic properties, which dominantly depend on the short-range properties of the atomic wave function. Forbidden tensor polarizabilities provide complementary tests of short range interactions in atoms.

The electric field-induced shift of a hyperfine Zeeman component $`|nL_J,F,M_F`$ is given by

$$\mathrm{\Delta }E(nL_J,F,M_F)=\frac{1}{2}\alpha (nL_J,F,M_F)^2,$$
(1)
where the polarizability $`\alpha `$ has scalar ($`\alpha _0`$) and tensor ($`\alpha _2`$) parts

$$\alpha (nL_J,F,M_F)=\alpha _0(F)+\alpha _2(F)\frac{3M_F^2F(F+1)}{F(2F1)}.$$
(2)
In second-order perturbation theory a non-vanishing tensor polarizability arises only for states $`|nL_J`$ with a total electronic angular momentum $`J1`$, so that $`\alpha _2`$ vanishes in alkali ground states $`|nS_{1/2}`$. The scalar polarizabilities of such states depend on

$$\frac{\left|D(nS_{1/2},n^{}P_J)\right|^2}{\mathrm{\Delta }E(nS_{1/2},n^{}P_J)},$$

where $`D(nS_{1/2},n^{}P_J)`$ are $`SP`$ dipole matrix elements and $`\mathrm{\Delta }E`$ the corresponding energy splittings. It was first pointed out by Sandars Sandars (1967); Angel and Sandars (1968) that a finite, but strongly suppressed (seven orders of magnitude in the case of Cs) value of the tensor polarizability arises as a third-order perturbation when the hyperfine interaction is taken into account, leading to terms

$$\frac{\left|D(nS_{1/2},n^{}P_J)\right|^2E_{hf}(nS_{1/2})}{\mathrm{\Delta }E^2(nS_{1/2},n^{}P_J)}$$
(3)
and

$$\frac{\left|D(nS_{1/2},n^{}P_J)\right|^2E_{hf}(n^{}P_J)}{\mathrm{\Delta }E^2(nS_{1/2},n^{}P_J)},$$
(4)
where $`E_{hf}`$ are matrix elements of the hyperfine interaction. The first term, involving the Fermi contact interaction, leads to a shift of the hyperfine splitting, which has been measured on the Cs clock transitions Haun and Zacharias (1957); Simon et al. (1998). This effect is approximately two orders of magnitude larger than the tensor effect discussed here (second term), which, for Cs atoms in fields of a few 10 kV/cm, induces Zeeman sublevel splittings on the order of 1 Hz. The expressions (3,4) illustrate the dependence of $`\alpha _2`$ on both long-range and short-range interactions.

Tensor polarizabilities of alkalis were measured in the 1960’s using conventional Ramsey resonance spectroscopy Gould et al. (1969), but yielded large discrepancies with theoretical values Sandars (1967); Angel and Sandars (1968). Here we apply a novel Ramsey technique to measure the tensor Stark effect of cesium. Our all-optical method does not use radio-frequency (r.f.) or microwave fields, thereby avoiding r.f. power dependent systematic effects, observed in earlier experiments(cf. Gould et al. (1969)).

## II Faraday-Ramsey Spectroscopy

The measurements presented in this paper were performed using an optical pump-probe technique in a thermal cesium beam (figure 1). A circularly polarized pump beam resonant with a hyperfine component of the Cs $`\mathrm{D}_2`$ line (852 nm) produces spin polarization $`\stackrel{}{S}=\stackrel{}{F}`$ oriented along the $`\stackrel{}{k}`$-vector of the pump beam and perpendicular to the atomic velocity $`\stackrel{}{v}`$. When exposed to a static magnetic field $`\stackrel{}{B}`$ oriented at an angle $`\vartheta `$ with respect to $`\stackrel{}{k}`$, the spin polarization precesses around the magnetic field at the Larmor frequency $`\omega _B=\gamma _F|\stackrel{}{B}|`$.

The spin polarization is measured downstream by recording the transmission of a weak circularly polarized probe laser beam. The absorption depends on the projection of the velocity averaged spin polarization on the probe laser beam. The magnetic field dependence of the transmitted intensity then leads to a damped oscillatory pattern (Ramsey fringes) symmetric around $`B=0`$. For practical purposes it is more convenient to work with a dispersive (antisymmetric around $`B=0`$) fringe pattern. Such a line shape can be generated as the derivative of the absorptive fringe pattern by applying a small amplitude modulation to the magnetic field and detecting the transmitted intensity using a lock-in amplifier locked to the modulation frequency. In additition to the well-known advantages of phase-sensitive detection, the lock-in amplifier will eliminate the $`B`$-independent parts of the signal which would otherwise make the pattern almost unobservable. For $`\vartheta =90^{}`$ the resulting lineshape $`S_1(B)`$ is given by

$$S_1(B)_0^{\mathrm{}}\mathrm{sin}(\gamma _FB\frac{L}{v})\frac{\rho (v)}{v}𝑑v,$$

where $`\rho (v)dv`$ is the velocity distribution of the atomic density in the probe region. A typical experimental recording of such a Ramsey fringe pattern is shown as insert in figure 1. The steep central zero-crossing of this pattern is a very sensitive discriminant for the measurement of other (e.g. $`\stackrel{}{}`$-field induced) interactions which produce differential phase shifts of the magnetic sublevels of the ground state. Previous experiments using this technique were carried out with linearly polarized laser beams and detected the (Faraday) rotation of the probe beam polarization. This technique is closely related to the (single beam) nonlinear Faraday effect, which can be interpreted as a three-step process Weis et al. (1993a); Kanorsky et al. (1993). This resemblance, together with Ramsey’s idea of separated fields gave this method the name of Faraday-Ramsey spectroscopy (FRS) Weis et al. (1993b); Schuh et al. (1993). FRS has been used to measure the Aharonov-Casher phase shift of $`{}_{}{}^{85}\mathrm{Rb}`$ Görlitz et al. (1995).

The key idea of the experimental technique used to measure the tensor polarizability is the following: In the interaction zone the Cs beam is exposed to parallel static electric $`\stackrel{}{}`$ and magnetic $`\stackrel{}{B}`$ fields oriented at an angle $`\vartheta `$ with respect to the $`\stackrel{}{k}`$-vector of the pump beam. When $`\stackrel{}{}=0`$ a feed-back loop actively stabilizes the magnetic field to the center of the dispersive central Ramsey fringe. Any additional phase shift induced by the electric field is then compensated by an automatic adjustment of the magnetic field. The corresponding compensation current $`I_{\mathrm{FB}}`$ in the field generating coils is the signal of interest.

For the quantitative interpretation of this compensation technique one has to know the electric field equivalent of the magnetic compensation field, which can be calculated in a straightforward way by means of the Schrödinger equation. A stretched hyperfine state $`|F,M_F=F`$ prepared in the pump region is allowed to evolve in the electric and magnetic fields. For a monochromatic beam of velocity $`v`$ one then obtains the wave function in the probe region, which allows to infer the $`E,B`$-field induced change of the probe absorption coefficient:

$$S_1(\mathrm{\Phi }_B,\mathrm{\Phi }_E)\mathrm{\Phi }_B\mathrm{sin}^2\vartheta +(2F1)\mathrm{\Phi }_{}\mathrm{cos}\vartheta \mathrm{sin}^2\vartheta ,$$
(5)
where the magnetic and electric phases $`\mathrm{\Phi }_{B,}`$ are given by

$$\mathrm{\Phi }_B=\gamma _F\frac{B𝑑l}{v}\mathrm{and}\mathrm{\Phi }_{}=\frac{3}{2F(2F1)}\frac{\alpha _2}{\mathrm{}}\frac{^2𝑑l}{v}.$$

The integrals are over the atomic trajectories between the pump and probe regions. As both phases have the same dependence on the atomic velocity $`v`$ any velocity averaging will produce a mere proportionality factor, which is irrelevant for the following discussion, and will thus be omitted. Equation 5 \- derived under the assumption $`\mathrm{\Phi }_{B,}1`$ \- allows to define the optimal geometry and to calibrate the electrically-induced shift in terms of the magnetic compensation. As the feedback loop in the experiment adjusts the magnetic field such that $`S_1(\mathrm{\Phi }_B,\mathrm{\Phi }_E)=0`$, the signal $`S`$ is most sensitive to $`\mathrm{\Phi }_{}`$, i.e. to the tensor polarizability, when $`\vartheta `$ is chosen to be the magic angle $`\vartheta _m`$, which satisfies $`3\mathrm{cos}^2\vartheta _m1=0`$ and which maximizes the electric contribution in Equation 5. The same equation can also be used to define the magnetic equivalent of the electric phase shift, which implies

$`{\displaystyle \frac{\alpha _2}{h}}`$ $`=`$ $`{\displaystyle \frac{F\gamma _F}{3\pi \mathrm{cos}\vartheta }}{\displaystyle \frac{B𝑑l}{^2𝑑l}}`$ (6)
$``$ $`{\displaystyle \frac{F\gamma _F}{3\pi \mathrm{cos}\vartheta }}{\displaystyle \frac{\beta }{\epsilon }}{\displaystyle \frac{I_{\mathrm{FB}}}{U_{\mathrm{HV}}^2}}.`$ (7)
Equation 7 can be understood as follows: the first factor depends on specific atomic properties and on the geometry of the experimental arrangement, while the second and third factors contain calibration constants $`\beta `$ and $`\epsilon `$, which relate the field integrals $`B𝑑l`$ and $`^2𝑑l`$ to the feedback current $`I_{\mathrm{FB}}`$ and to the square of the applied high voltage $`U_{\mathrm{HV}}`$ respectively. Once the calibration constants are known, the tensor polarizability can be inferred from the measured dependence of $`I_{\mathrm{FB}}`$ on $`U_{\mathrm{HV}}`$.

## III Experimental Setup

In the experiment, the pump and probe beams are delivered by the same extended cavity diode laser locked to the $`F=4F^{}=5`$ hyperfine component of the Cs $`\mathrm{D}_2`$ transition using standard saturated absorption spectroscopy in an auxiliary vapor cell. The laser beam is transferred to the experiment proper by an optical fiber which also serves as a mode cleaner. The output intensity of the fiber is actively stabilized by a feed-back circuit controlling the input intensity with an acousto-optic modulator. The atomic beam is produced by a reflux oven Swenumson and Ewen (1981) operated at a temperature of $`130^{}\mathrm{C}`$ and delivering a beam with a divergence of 40 mrad. Between the pump and probe zones – separated by a 30 cm long interaction zone – the atomic beam propagates in a 7 cm diameter electrically grounded tube, which contains a pair of polished copper electrodes that can be rotated around the atomic beam axis. One of the electrodes is grounded, while the other electrode is connected to a computer-controlled high voltage power supply that allows to apply electric fields up to 20 kV/cm. Two grounded diaphragms are located between the electrodes and the laser beams to ensure that the pump and probe interactions take place in an electric field-free environment. A solenoid wound on the beam tube and two pairs of rectangular coils allow to apply magnetic fields of arbitrary orientation and/or to shield unwanted field components. All coils extend over the pump and probe regions. The whole set-up is enclosed in a double cylindrical mu-metal shield (transverse / longitudinal shielding factor 14000 resp. 5800). The data acquisition (high voltage and feedback current) is controlled by a PC and the robustness of the laser frequency lock allows the experiment to be run overnight without user intervention.

## IV Systematic studies and results

When $`\vartheta 90^{}`$ the motional magnetic field seen by the atoms moving through the static electric field leads to an additional magnetic phase shift, which is proportional to the electric field, i.e. to $`U_{\mathrm{HV}}`$. This linear Stark effect is also known as Aharonov-Casher phase shift Görlitz et al. (1995). A further noisy background may come from slowly drifting magnetic offset fields. The measurements were therefore performed in a way that allows to eliminate these backgrounds from the recorded data.

In a typical experimental run (12 hours) the data acquisition software controls the high voltage power supply by applying 5 discrete voltages $`U_i(i=1,\mathrm{},5)`$ to the electrodes, each with both polarities. We start with $`U_{\mathrm{HV}}=0`$ and record $`I_{\mathrm{FB}}`$ for two minutes. Then the software applies the voltage $`U_{\mathrm{HV}}=U_{i=1}`$ and records $`I_{\mathrm{FB}}`$ for another two minutes, after which the polarity is reversed and $`I_{\mathrm{FB}}`$ is recorded with $`U_{\mathrm{HV}}=U_{i=1}`$ . In the next step $`i`$ is incremented by 1 and the cycle starts again with $`U_{\mathrm{HV}}=0`$. When $`i=5`$ is reached, the whole procedure is repeated. The integration time of 2 minutes was chosen after a detailed study of the system stability in terms of the Allan variance of $`I_{\mathrm{FB}}`$, which showed a minimal value for integration times between 100 and 200 seconds.

In the off-line data analysis the average value of $`I_{\mathrm{FB}}`$ for each cycle of a given high voltage is computed. Then the difference of time consecutive measurements with and without high voltage are calculated in order to subtract base line drifts and finally the values thus obtained for consecutive measurements with reversed polarities are averaged in order to eliminate the contribution from the motional field effect. The resulting averaged values then show a pure quadratic dependence on $`U_{\mathrm{HV}}`$ as illustrated in figure 2.

A simple quadratic fit to the data points allows, together with the calibration constants $`\beta `$ and $`\epsilon `$, to infer $`\alpha _2`$ using equation 7 with a typical statistical error of 1% per run. The magnetic calibration constant $`\beta `$ was inferred from the Ramsey fringe pattern with a precision of 0.3%, while the electric calibration constant $`\epsilon `$ was determined by a semi-emprical method involving both numerical calculations using an adaptive boundary element method and the Aharonov–Casher phase shift (precision of 0.3%). Details of these calibration procedures will be published elsewhere Ospelkaus et al. .

The automated measurements have allowed us to study different systematic effects. No significant dependence of the results on doubling or halving the pump laser intensity was found. This proves that the beam is fully polarized in the $`|F=4,M_F=4`$ hyperfine state, which is a prerequisite for the validity of equation 5. There was also no detectable dependence of the results on slight misalignments of the quarter-wave plates producing the circularly polarized light, nor on variations of the oven temperature and hence the velocity distribution of the beam. Variations of the probe intensity yielded no effect on the obtained results. There is however a serious systematic uncertainty, which currently limits the absolute precision of the results. Equations 6 and 7 were derived by assuming that the magnetic and electric fields are perfectly parallel. The orientation of the electric field was realized by a mechanical rotation of the electrode structure and could be determined with an accuracy of better than 8.7 mrad. For historical reasons the rotated magnetic field was realized by adding the fields of two orthogonal pairs of coils. The contribution from the uncertainty (44 mrad) of this alignment to the final result was estimated from a systematic experimental study. The uncertainties for $`\epsilon `$, $`\beta `$ and $`\vartheta `$, together with the dominating error from the relative orientation of the $``$ and $`B`$ fields yield a (conservative) upper bound for the total systematic uncertainty of $`7.5\%`$.

After averaging five runs the overall statistical error is 0.7%, which leads to the preliminary result of

$$\alpha _2(F=4)/h=3.34(2)(25)10^8\frac{\mathrm{Hz}}{(\mathrm{V}/\mathrm{cm})^2},$$

where the numbers in parentheses give the statistical and systematic errors respectively. The value of $`\alpha _2(F=4)`$ inferred from previously reported Gould et al. (1969) experimental results is

$$\alpha _2(F=4)/h=3.66(21)(7.3)10^8\frac{\mathrm{Hz}}{(\mathrm{V}/\mathrm{cm})^2}$$

while the theoretical prediction from Angel and Sandars (1968); Sandars (1967) quoted in the article by Gould et al. 111according to Equations 1 and 2 the shift rate $`\mathrm{\Delta }\nu /^2`$ reported in Gould et al. (1969) has to be multiplied by 8/3 in order to infer $`\alpha _2(F=4)`$. is

$$\alpha _2(F=4)/h=4.13310^8\frac{\mathrm{Hz}}{(\mathrm{V}/\mathrm{cm})^2}.$$

## V Conclusion and Outlook

We have demonstrated a novel technique for the measurement of tensor polarizabilities in alkali atoms. We have shown that with $`{}_{}{}^{133}\mathrm{Cs}`$ a statistical precision below the 1% level can be achieved. The technique can easily be extended to other atoms by using suitable atomic beams and light fields. Our result is consistent with an earlier experimental result, and confirms the previously reported discrepancy with theoretical calculations at our current level of precision. In order to overcome the main current source of systematic error (parallelism of $`\stackrel{}{}`$ and $`\stackrel{}{B}`$), a new precision electrode arrangement with integrated magnetic field coils is currently under construction. With this improved set-up, a measurement of $`\alpha _2`$ at the 1% level will be within reach.

###### Acknowledgements.

The authors thank the mechanical workshop at the Physics Department of the University of Fribourg for their skillful support. The authors thank the mechanical workshop and J.-L. Schenker for skillful support. We acknowledge the contributions of B. Schuh, M. Niering, and F. Rex in early stages of this project. This work was financed in parts by Schweizerischer Nationalfonds (SNF) and Deutsche Forschungsgemeinschaft (DFG).