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# A Search for CO Absorption in the Transmission Spectrum of HD 209458 b

## 1 Introduction

Since the discovery of the first planet of a distant Sun-like star (Mayor & Queloz, 1995), radial velocity measurements have succeeded in locating about 80 such planets (see the review by Marcy, Cochran, & Mayor, 2000). Although radial velocity (RV) techniques are well suited to finding such planets, they convey little information about the planets’ physical nature; the inferences from such data are limited to the period and eccentricity of the planetary orbit and a lower limit on the planet’s mass. To date, the only effective probes of the structure or composition of an extrasolar planet involve observations taken during transits, when the planet passes across the face of its parent star. And to date, only the planet circling HD 209458 is known to show such transits (Henry, Marcy, Butler, & Vogt, 2000; Charbonneau, Brown, Latham, & Mayor, 2000).

Accurate photometry of transits yields estimates of the planetary radius; together with a mass estimate from RV data, these give a density estimate, and hence some information about the planet’s composition and history (Mazeh et al., 2000; Burrows et al., 2000; Brown et al., 2001). To learn about the composition in other than a global sense, however, one must turn to spectroscopy. During a transit, light that passes from the star through the outer parts of the planet’s atmosphere has impressed on it a spectrographic signature of the atmospheric constituents (Seager & Sasselov, 2000; Hubbard et al., 2001) and Brown (2001), henceforth referred to as Br01.

Giant planets in small orbits should have extended atmospheres, because of their high temperature, predominantly light-gas composition, and relatively low surface gravity. Thus, the cross-section for these atmospheres to alter the passing starlight is comparatively large. Early attempts to detect the planetary signature in 51 Peg (Coustenis et al., 1998; Rauer et al., 2000) and in HD 209458 (Bundy & Marcy, 2000; Moutou et al., 2001) have been unsuccessful. At least one visible effect, absorption by atomic sodium in the atmosphere of HD 209458b, has however been measured using the Hubble Space Telescope (Charbonneau, Brown, Noyes, & Gilliland, 2002).

The total absorption from sodium corresponds to a relative intensity diminution of about 2.4 $`\times `$ 10-4 averaged over a bandpass of about 1 nm. Sodium, though spectroscopically very active, is a trace constituent of the planetary atmosphere. Some molecules, notably H2O, CO, and CH4, are expected to be much more abundant species, with greater diagnostic potential. Among these molecules, CO is of particular interest. Simple considerations of radiative equilibrium suggest that the observable part of the atmosphere of HD 209458b should have a temperature between 1000 K and 1400 K; Rayleigh scattering from H2 sets a limit of about 1 bar to the deepest level that can be reached by a tangential light ray. At such high temperatures and low pressures, CO is expected to be the dominant carbon-bearing compound, abundant enough that even its relatively weak transitions (in particular the first overtone rotation-vibration band redward of 2.3 $`\mu `$m wavelength) will generate absorption with significant equivalent width. Indeed, models (e.g. Br01) show maximum depths for the lines in this band of up to 10-3 relative to the stellar continuum, with variations in the total strength of the band and of the relative strengths of its component lines providing diagnostics for cloud height, heavy element abundance, and temperature. Moreover, CO is not present with high abundance in the terrestrial atmosphere, minimizing the difficulty of separating the planet’s signal from terrestrial contamination. On the other hand, the 2.3 $`\mu `$m CO band does lie in a region of significant CH4 absorption. Because of methane’s high opacity, even the small amount of CH4 in the Earth’s atmosphere is enough to cause problems with the analysis.

The orbital period of HD 209458b is about 3.52 days. At a given longitude, observable transits occur once per week for intervals of about two months, while the time of transit occurs about 70 minutes later in the night for each passing week. Since the duration of a transit is 3 hours, there are only a few optimally timed transits in each observing season. We describe here an exploratory observation of one transit of this planet using the NIRSPEC echelle spectrograph.

## 2 Observations

We observed HD 209458 with the Keck II telescope and the NIRSPEC echelle spectrograph, the latter operating in high-resolution (echelle) mode (McLean et al., 1998). The transit we observed occurred on UT 2000 Aug. 23; on this night the NIRSPEC was connected through the Keck II Adaptive Optics (AO) system. The spectrograph setup placed 7 orders (echelle orders 31 (redmost) to 37 (bluemost)) on the Aladdin 1K x 1K detector, covering about half of the wavelength range from 2.04 $`\mu `$m to 2.47 $`\mu `$m at a spectral resolution $`R=\lambda /\delta \lambda =25000`$. At this resolution, 1 pixel on the detector corresponds to a Doppler shift of about 4.3 km s-1.

We considered alternating observations of HD 209458 with ones of a reference star of similar spectral type. Doing so would have provided a control against which to judge the reality of a detection, as well as a measurement of atmospheric extinction that was, in some sense, independent of that from the target star. On the other hand, the anticipated noise level was already large enough to threaten detectability even with the full observing time devoted to HD 209548, a few degrees of separation in the sky would be enough to make an important difference in the extinction, and slewing overhead and repeatability of positioning on the slit would become issues. Based on these considerations, we judged that it was better not to observe a comparison star.

We began taking spectra of HD 209458 at 05:41 UT, 35 minutes after the beginning of the transit, which occurred at 05:06 UT. At the time of the first observation, the star was at an elevation of only 25 degrees. Observations ended at 12:00 UT, when the telescope closed because of fog. Cirrus reduced transmission during the first two hours of observation, and observations were interrupted for a short time after the transit’s end because of high humidity. In all, we obtained 83 spectra of HD 209458, of which 65 were of usable quality. Of the good spectra, 22 were taken during the transit, and 43 afterwards. For all of the spectra, we used an integration time of 200 s. The in-transit spectra were taken with airmass values between 2.33 and 1.17, and all of the out-of-transit spectra had airmasses below 1.16. As we shall elaborate below, this distribution of atmospheric absorption between the in- and out-of-transit observations causes significant difficulties in the data analysis.

## 3 Data Analysis

The ultimate objective of the data analysis procedures is to produce the ratio of averaged spectra taken in and out of transit (see Br01 for details). In the averaging process, one must take account of the time-varying Doppler shift of the planet, which changes by $`\pm `$14 km s-1 during the 3-hour duration of the transit. The analysis therefore proceeded in 4 major steps, as follows. (1) We corrected the images for known instrumental influences (notably gain and dark current), and extracted 1-dimensional spectra from the corrected images. In the process, we obtained estimates of noise, as well as of spectrum shift and cross-dispersion profile parameters for use in later fits. (2) By means of regression against the various globally-determined spectrum parameters, and by a filtering process based on singular value decomposition (SVD) of time series of spectra, we removed (as best we could) time-dependent variations caused by the spectrograph and by the Earth’s atmosphere. (3) We formed an average out-of-transit spectrum, and took the ratio of each in-transit spectrum to this average. We cross-correlated these ratio spectra against appropriately Doppler-shifted model transmission spectra (which in this wavelength region are dominated by CO absorption), and averaged together the resulting correlation functions. A peak in this average correlation would indicate a possible detection of CO absorption. (4) To calibrate the analysis process, we injected artificial signals of known magnitude into the data stream after step (1), and measured the size of the resulting correlation peak. This allowed us to estimate the degree to which the complicated fitting procedures in step (2) attenuate real signals and decrease the sensitivity of the observations.

### 3.1 Calibration and Extraction

Low-level reduction of the NIRSPEC images started with calibration. First we corrected each 2-dimensional image for position-dependent bias and for dark current. The NIRSPEC detector has very substantial spatial variations in both its exposure-independent (bias) and its exposure-dependent (dark) contributions. We estimated these from suitable median-averages of a dozen or so dark images taken with long and short integration times. In addition, many pixels show excess noise, which may be thought of as time-varying dark current. We searched for these noisy pixels at two different points in the analysis, and flagged them so that intensity estimates involving them could be given low weight when computing the average spectra. Next we corrected for gain variations by dividing the 2-dimensional images by flat field images. These flats were also derived by median-averaging a group of 12 bias- and dark-corrected wide-slit spectra of the incandescent calibration lamp. In addition to explicitly flagging noisy pixels, we computed noise estimates for all pixels, for use in subsequent averaging and fitting operations.

Extraction of 1-dimensional spectra from the 2-dimensional images proceeded by first estimating the coefficients of a quadratic polynomial describing the cross-dispersion order position as a function of the along-dispersion coordinate. This was done separately for each of the 7 echelle orders, and for each image. Motion in the cross-dispersion direction from beginning to end of the night was about 6 pixels, and sample-to-sample variations in this position were typically a few tenths of a pixel. With the order positions known, we estimated the intensity at each wavelength via an optimally-weighted fit to a cross-dispersion point spread function (PSF). We estimated the PSF by averaging the intensity parallel to the estimated order positions for orders 2 through 6 (orders 1 and 7 lying either very close to or partially outside the detector boundaries). We assigned weights to each pixel in the PSF fit that were inversely proportional to the square of their estimated errors, including photon noise from the spectrum itself and bias- and dark-related noise values derived from the calibration process. The band of pixels included in PSF fitting was 20 pixels wide, and the full width at half maximum (FWHM) of the orders was typically 4 pixels. We made no allowance for sky background. Because of our relatively short exposures combined with the very small projected slit width produced by the AO system, no sky emission was visible at any wavelength in our spectra.

After extracting the 1-dimensional spectra, we cleaned each spectrum by first correcting the values of obviously corrupted pixels, and then by spatial filtering. To locate corrupted pixels, we searched for isolated pixels that differed from the median of their immediate neighbors by more than 5 times their estimated error. We replaced such points with the local median values. Typically, only a few points per time sample were corrected in this fashion - few enough that simple replacement by the local median gave an adequate correction. Removing them was important, however, in order that the subsequent Fourier filtering should not introduce large artifacts. We then spatial-filtered each order individually in the frequency domain, using a boxcar filter in wavenumber, but modified so that the transition to zero was through a cosine taper with width equal to 10% of the total width of the filter bandpass. The cutoff frequency was 1 cycle per 3.8 pixels; this frequency was established by examination of the power spectra of several low-noise echelle spectra, and corresponds to the point at which the signal spectrum falls below the white-noise background in good spectra. An incidental benefit of filtering the spectra in this manner is to assure that they are band-limited, and hence that they may be shifted by Fourier interpolation.

The top trace in Figure 1 shows order 5 (echelle order 33) of a well-exposed spectrum that has been calibrated, extracted, and cleaned in the fashion just described. The signal level is about 2$`\times `$105 photoelectrons per pixel along the dispersion, implying a Poisson-statistics-limited signal to noise ratio (SNR) of about 450. This was near the best signal obtained, but the variability was large; average spectra had about half this signal level, and some (affected by clouds) had much less. After scaling and shifting along the dispersion (usually by a fraction of a pixel), successive spectra usually agree within errors that are roughly consistent with the Poisson-statistics SNR. Over longer time intervals the differences are larger. Comparison with a model of transmission through the Earth’s atmosphere, shown in the bottom trace in Figure 1, shows that almost all of the absorption features in the spectrum are telluric, caused mostly by CH4. At wavelengths below 2.07 $`\mu `$m one can see absorption from telluric H2O; the only strong stellar spectrum feature seen is the hydrogen Br $`\gamma `$ line at 2.166 $`\mu `$m. For use in later regression operations, we estimated the relative depth of the CH4 features in each time sample from the spectrum in order 5 (echelle order 33).

Aside from telluric absorption, the most prominent features of the spectrum are two sets of interference fringes, apparently arising from plane-parallel elements (most likely windows or filters) in the spectrograph’s optics. These fringes can be seen most clearly in the top trace in Fig. 1, between wavelengths of 2.310 and 2.315 $`\mu `$m. The two fringe systems have similar amplitudes, each modulating the transmission by a few percent. Their wavelength dependences corresponds to optical thicknesses (thickness times refractive index) of about 1.8 cm and 2.2 cm; the beating between the two fringe systems (as well as internal structure within the lineshape of each fringe individually) leads to a rather complicated pattern of transmission. Moreover, the fringe patterns vary in both phase and amplitude on all time scales. These temporal variations are fairly large, and provide clear evidence that the fringes arise in the instrument and not, for instance, from molecular absorption in the stellar spectrum. We speculate that these variations arise from changes in the effective incidence angle and f/ number of the light beam striking the fringing elements, with these changes caused in turn by varying effectiveness of the adaptive optics correction. We lack information to verify this hypothesis, however. As part of the calibration process, we estimated the phases and amplitudes of each fringe system in order 4 (echelle order 34), which contains few telluric features. This 2-sinusoid parameterization gave a poor fit to the actual fringe pattern, but the phases and amplitudes proved to be useful external variables in the regression operation that follows.

### 3.2 Regression and SVD Filtering

To remove the remaining variations in atmospheric absorption and in the fringe pattern, we resorted to a linear regression against known external variables, followed by a filtering process based on singular value decomposition of time series of corrected spectra.

In the regression process, we worked not with the observed intensities $`S(x,t)`$ as a function of pixel position and time, but rather with the logarithms of these quantities, denoted by $`Q(x,t)`$. This transformation allowed us to express the large multiplicative changes in intensity (due to clouds, for instance) as additive functions, while preserving the form of the much smaller changes due to other causes. Thus, we represented the observed spectra as

$$Q(x,t)\mathrm{ln}S(x,t)=Q(x)+\underset{j}{}C_j(x)E_j(t)+R(x,t),$$
$`(1)`$
where $`<>`$ denotes a time average, the $`E_j(t)`$ are the estimated time variation of various external variables, the $`C_j(x)`$ are the regression coefficients, determined by minimum-$`\chi ^2`$ fitting independently at each pixel, and the $`R(x,t)`$ are the residuals around the fitted function.

The external variables $`E_j(t)`$ used in the regression were parameters that related to the spectrum as a whole, or sometimes to individual spectrum orders, and that we took to be symptomatic of various perturbations to the spectrum detection process. These included the total intensity averaged over each spectrum order, the relative depth of the telluric CH4 features, the shift of these features (in pixels) along the dispersion direction, and the amplitude and phase of the larger-amplitude fringe system, as measured in order 4. The depth of telluric features was, more or less, a proxy for airmass. Better results were obtained using the measured feature depths, however, so the computed airmass was not included as a parameter in the regression. As described above, we estimated amplitudes and phases for each of the 2 fringe systems; we found the corresponding parameters for the 2 systems to be well correlated, however, so we used only one set of amplitudes and phases in the regression. Finally, the fringe shifts were large enough ($`\pm `$ 1 pixel) compared to the fringe wavelength (about 8 pixels) that it proved necessary to include as parameters both linear and quadratic functions of the fringe shift. After fitting the regression coefficients, we produced corrected spectra $`Q_C(x,t)`$ given simply by

$$Q_C(x,t)=Q(x)+R(x,t).$$
$`(2)`$
Note that these corrected spectra did not have the effects of fringes and telluric absorption removed. Rather, these features were merely adjusted to have their average values, to the extent that these were consistent with the data and with our understanding of the observations’ systematic errors.

After the regression process, we found that certain systematic time variations remained in the spectra. That is, we found that significant correlations existed between the time series at different pixels, and that the responsible time variations did not have the form of any of the identified external parameters. To remove these, we started with the matrix of residuals $`R(x,t)`$ for each echelle order. We then computed the singular value decomposition of this matrix (Press, Flannery, & Teukolsky, 1986), which may be written

$$R(x,t)=\underset{k}{\overset{N}{}}W_kV_k(x)U_k(t).$$
$`(3)`$
Here the $`N`$ vectors $`U_k(t)`$ are orthonormal and span the space of all possible time series of length $`N`$. The orthonormal vectors $`V_k(x)`$ each correspond to one of the $`U_k(t)`$, and give the relative amplitude of that time series component at each pixel. Finally, the scalars $`W_k`$ (which are ordered from largest to smallest) give the amplitude of $`V_k(x)U_k(t)`$ in the actual time series. Since the $`U_k`$ and $`V_k`$ are both orthonormal, $`W_k^2`$ describes the total variance in the time series attributable to $`V_k(x)U_k(t)`$. If the $`V_k(x)`$ corresponding to (say) the largest $`W_k`$ displays components of similar magnitude for many values of $`x`$, then that mode of variation accounts for an unusually large part of the total variance, and involves strong correlations among pixels. Such behavior is characteristic of many kinds of instrumental error (also, alas, of many kinds of signal). After some experimentation, we concluded that, for these data, the best compromise between suppressing noise and attenuating possible real signals was to truncate the variations corresponding to the 5 largest singular values. We thus set $`W_1`$ to $`W_5`$ in Eq (3) to zero, and created the filtered form of $`R(x,t)`$ by carrying out the indicated matrix multiplications. The corrected spectra were then formed as in Eq. (2).

### 3.3 Spectrum Ratio and Correlation

To obtain an estimate of the out-of-transit spectrum, we simply averaged the corrected spectra that we obtained after the end of the planetary transit, weighting each pixel according to the estimated error for that wavelength and time sample. We then formed the ratio of each in-transit spectrum with the averaged out-of-transit spectrum.

We searched for evidence of CO absorption in the spectrum ratios by cross-correlating these ratios against a model spectrum that was sampled on the NIRSPEC wavelength grid. This approach is similar to that used by Wiedemann, Deming, & Bjoraker (2001) in their search for evidence for CH4 in the infrared spectrum of $`\tau `$ Boo. We obtained a suitable template spectrum from the fiducial model of HD 209458b described by Br01. The model spectrum could not be used directly; first it was necessary to separate the spectrum of CO from that of other molecules (notably H2O and CH4). As explained in Br01, for species such as CO, which are expected to be present with a nearly constant mixing ratio throughout the planetary atmosphere, there is a simple and accurate approximation to the emerging transmission spectrum. For such opacity sources, one may write

$$\mathrm{}^{}(\lambda )=R_{}^2\left[R_p^2+2R_pH\mathrm{ln}(\frac{\kappa (\lambda )}{\kappa _C})\right],$$
$`(4)`$
where $`1+\mathrm{}^{}(\lambda )`$ is the wavelength-dependent ratio of in- to out-of-transit intensity, $`R_{}`$ and $`R_p`$ are the radii of the star and the planet, $`H`$ is the density scale height in the planetary atmosphere, and $`\kappa (\lambda )`$ and $`\kappa _C`$ are the line opacity from the species under consideration and from the underlying continuum, respectively. For this purpose we used estimates of $`R_{}`$ and $`R_p`$ from Brown et al. (2001). We took estimates of $`H`$ and the opacities from the 0.01-bar level of the model, and checked the approximation to $`\mathrm{}^{}`$ against output from the full model to verify that the line depths were (very nearly) correct.

For each of the spectrum ratio samples calculated above, we formed the cross-correlation against the model CO spectrum, shifted in wavelength according to the planet’s computed Doppler shift at the time of the measurement. We corrected the standard spectrum wavelengths for the orbital motion of the planet, but not for the Earth’s orbital motion and rotation (which cause changes of less than 0.1 pixel during the transit), nor for the mean radial velocity of the parent star. A true signal, if present, should therefore have appeared as a correlation peak at the mean system radial velocity of -14.8 km s-1 (Mazeh et al., 2000; Nidever et al., 2002). The solid line in the top panel of Figure 2 shows the result of averaging together the cross-correlations for all of the time samples of order 5, weighted to account for their calculated errors. The bottom panel shows the same averaged cross-correlation for order 6. No significant peak is seen in either correlation function; clearly the CO transmission spectrum of HD 209458b, if present, is too weak to be detected in these observations.

### 3.4 Calibration of the Detection Algorithm

The procedure used to calculate the ratio spectra was complicated, with evident opportunities for attenuating the desired signal in the process of removing unwanted noise. We therefore calibrated the detection scheme by injecting simulated planetary transmission spectra into the calibrated and extracted in-transit spectra, and reducing these adulterated spectra as we did the original data. For this purpose we used the spectrum ratio $`\mathrm{}^{}(\lambda )`$ computed for the fiducial model described by Br01, including all opacity sources, not just CO. We calculated $`\mathrm{}^{}`$ on a wavelength grid with 2 km s-1 resolution, and integrated over NIRSPEC pixels to give the desired wavelength sampling. For each observed spectrum sample, we scaled the model spectrum ratio according to the calculated transit light-curve for that time, and shifted it in wavelength with the appropriate Doppler shift. We then simply multiplied the observed spectrum by $`[1+f\mathrm{}^{}(\lambda )]`$, where $`f`$ was an arbitrary scale factor that allowed relatively large signals to be injected, for easy detection.

We processed the adulterated data just as we did the original spectra. Results are shown in Figure 2 for $`f=2`$ and for $`f=5`$. The size of these correlation peaks, relative to the noise background, suggests that the current data set is inadequate to reveal the CO spectrum if it has the same strength as in the model; for a reliable detection at the nominal band strength, one would need to improve sensitivity by a factor of about 3.

We performed a similar test in which we injected the artificial signal after the SVD filtering step, i.e., immediately before computing the cross-correlations. In this case, we detected the signal expected from the model ($`f=1`$) with SNR = 3, i.e., with a confidence similar to that attained in the original test with $`f=3`$. This confirmed our suspicion that the data-cleaning process attenuates real transit signals. We subsequently tested several variants of the data cleaning procedure, but were unable to improve the situation: techniques that retained more signal amplitude also admitted more noise, with no gain in the ultimate SNR. This testing also showed that the loss of signal occurred in the regression step, i.e., in the process of fitting out the airmass-dependent variation of atmospheric absorption, and not in the SVD filtering.

## 4 Discussion

Based on the cross-correlation analysis, we can set a limit to the CO band strength in HD 209458’s in-transit transmission spectrum: it is no more than about 3 times its strength in Br01’s fiducial model. From an astrophysical point of view, this limit is not informative. As indicated in Eq. (4), the strength of the CO absorption feature is proportional to the logarithm of the line-to-continuum opacity ratio. For lines near the CO bandhead, this ratio in the fiducial model is already about 104. Tripling the line strength would require another factor of 1012, which is not possible.

In view of this noise-limited non-detection, one must ask whether further observations of this sort are worthwhile. We believe the answer to this question is yes; it seems likely that significant improvements in detection sensitivity can be achieved, even with the same facilities as used in the current study. First, it should be possible to reduce the Poisson noise in the observations by a significant factor. As described above, these observations were heavily compromised by clouds during the first half of the transit. Good weather would increase the number of detected in-transit photons by about a factor of 2. With good weather throughout, one would also see about twice as large a range of planetary Doppler shift, which would help to separate planetary spectrum features from the telluric CH4 lines. A further gain in light flux could probably be obtained by using the system without AO. With many fewer optical surfaces and a seeing-limited point spread function (rather than one with a sharp central peak but much light lost in the far wings, as the AO system produces), it should be possible to increase system transmission by another significant factor, perhaps as large as 5. For observations of such a bright star as HD 209458, the additional sky background associated with non-AO operation would not cause difficulties.

Even more important than increasing the photon flux, it is possible to improve the sensitivity by observing a transit that is centered near the star’s meridian crossing. In the current data set, all of the transit observations occurred at relatively high airmass, when the terrestrial CH4 features were stronger by as much as a factor of 2 than during the out-of-transit observations. Thus, the time dependence of the terrestrial absorption was qualitatively the same as that of the sought-after planetary absorption: large during the transit and small thereafter. This similarity of functional form caused the data cleaning procedures to attenuate the transit signal strongly. By choosing a transit that is more favorably positioned during the night, this problem can be largely alleviated.

Finally, one can hope for improvements in the NIRSPEC optics that would remove the fringes that complicate the data analysis. Even lacking such instrumental improvements, we speculate that operating without adaptive optics would yield more stable fringes, since variations in the effective f/ number and incidence angle of the beam entering the spectrograph would likely be smaller. The mere presence of fringes is much less damaging than their temporal variation; making them more repeatable would greatly improve the prospects for detecting small time-dependent signals.

Data presented herein were obtained at the W.M. Keck Observatory, which is operated as a scientific partnership among the California Institute of Technology, the University of California and the National Aeronautics and Space Administration. The Observatory was made possible by the generous financial support of the W.M. Keck Foundation. We wish to recognize and acknowledge the very significant cultural role and reverence that the summit of Mauna Kea has always had within the indigenous Hawaiian community. We are most fortunate to have the opportunity to conduct observations from this mountain. We are grateful to Randy Cunningham for his assistance with NIRSPEC operations, to Dimitar Sasselov and Sara Seager for many useful conversations, and to the anonymous referee for helpful suggestions.


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# Percolation approach to quark gluon plasma in high energy 𝑝𝑝 collisions

## Acknowledgments

We would like to thank Roberto Ugoccioni for help at several stages in this research project.


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# Repeated bond traversal probabilities for the simple random walk

## I Introduction

The simple random walk is a venerable problem, finding its applications in many areas of statistical physics. Despite its long history, novel aspects continue to surface. Motivated by recent experiments on gas transport properties in polycarbonate films, in which polymers are found in a glassy state, we are led to the the following question. Suppose the polymers are modeled by the usual (non-interacting) random walks on a lattice, how many “monomers” can we expect on each bond? Clearly, the answer will depend on both the length and the density of the polymers. Not surprisingly, it is a simple step once we know the distribution of bond-traverses of a single polymer (or random walker). Remarkably, this distribution is not, to the best of our knowledge, in the literature. This note will be devoted to our findings of such a distribution.

Let a simple random walk start at the origin of a $`d`$-dimensional hypercubic lattice. We wish to know the average number of bonds $`B_m(t)`$ that it has traversed exactly $`m`$ times. This quantity satisfies

$$\underset{m=1}{\overset{\mathrm{}}{}}B_m(t)=B(t),\underset{m=1}{\overset{\mathrm{}}{}}mB_m(t)=t$$
(1)
where $`B(t)`$ is the average total number of distinct bonds traversed by (also known as the support) the walk.

If for $`t\mathrm{}`$ asymptotically $`B(t)\beta (t)`$, then one may reasonably expect that in that limit $`B_m(t)`$ can be expressed as a scaling function of $`m\beta (t)/t`$. The sum rules (1) then imply that $`B_m(t)`$ takes the form

$$B_m(t)\frac{\beta ^2(t)}{t}\left(\frac{m\beta (t)}{t}\right)$$
(2)
where $``$ is a scaling function.

In this note we will explicit find $``$ (and $`\beta `$) in spatial dimensions $`d=1`$ and $`d=2`$, thereby justifying the scaling form Eq. (2). It appears that $``$ is an error function “erfc” in $`d=1`$ and an exponential in $`d=2`$. In $`d=2`$ we determine, moreover, the leading order correction to the scaling behavior (2).

## II Generating function method for repeated bond traversals

In order to determine $`B_m(t)`$ we need the following notation. Let the vector $`\delta `$ denote any of the $`d`$ basis vectors of the lattice. Let $`(x,\delta )`$ denote the bond between the sites $`x`$ and $`x+\delta `$ (the fact that this bond is identical to $`(x+\delta ,\delta )`$ is of no importance). Let $`B_m(x,\delta ;t)`$ be the probability that $`(x,\delta )`$ is traversed exactly $`m`$ times, irrespective of the direction. Then

$$B_m(t)=\underset{(x,\delta )}{}B_m(x,\delta ;t)$$
(3)
where each bond occurs exactly once in the summation. The quantity $`B_m(x,\delta ;t)`$ may be calculated by an adaptation of the analogous method for multiple visits to the same site . Let $`F(x,\delta ;t)`$ be the probability that the first traversal of $`(x,\delta )`$ occurs at the $`t`$ th step, with $`t=1,2,\mathrm{}`$ It is convenient to set $`F(x,\delta ;0)0`$.

For any $`X(t)`$ defined for $`t=0,1,2,\mathrm{}`$ we may introduce the generating function $`\widehat{X}(z)_{t=0}^{\mathrm{}}z^tX(t).`$ Let furthermore $`R(\tau )`$ be the probability that, given a traversal has taken place, the next one occurs exactly $`\tau `$ steps later, with $`\tau =1,2,\mathrm{}`$ Then $`R(\tau )=F(0,\delta ;\tau )`$ and hence $`\widehat{R}(z)=\widehat{F}(0,\delta ;z).`$ Reasoning in a similar way as for the site problem one finds that

$$\widehat{B}_m(z)=\frac{1}{1z}\left[\underset{(x,\delta )}{}\widehat{F}(x,\delta ;z)\right][1\widehat{R}(z)]\widehat{R}^{m1}(z)(m=1,2,\mathrm{})$$
(4)
Here the function $`\widehat{F}`$, which implies $`\widehat{R}`$, still have to be found.

Let $`G(x;t)`$ be the probability that after $`t`$ steps the walk is at lattice site $`x`$, for $`t=0,1,2,\mathrm{}`$ Let $`G(x,\delta ;t)`$ denote the probability that at its $`t`$ th step it traverses (in either direction) the bond $`(x,\delta )`$, for $`t=1,2,\mathrm{}`$ We set additionally $`G(x,\delta ;0)0`$. Since $`(x,\delta )`$ can be traversed starting either from $`x`$ or from $`x+\delta `$, we have

$$G(x,\delta ;t)=\frac{1}{2d}[G(x;t1)+G(x+\delta ;t1)](t=1,2,\mathrm{})$$
(5)
By a slight extension of the standard procedure for calculating first passage probabilities on sites  we have here

$$G(x,\delta ;t)=F(x,\delta ;t)+\underset{\tau =0}{\overset{t}{}}F(x,\delta ;\tau )G(0,\delta ;t\tau )(t=1,2,\mathrm{})$$
(6)
In terms of generating functions, Eqs. (5) and (6) become, respectively, $`\widehat{G}(x,\delta ;z)=(z/2d)[\widehat{G}(x;z)+\widehat{G}(x+\delta ;z)]`$ and $`\widehat{F}(x,\delta ;z)=\widehat{G}(x,\delta ;z)/[1+\widehat{G}(0,\delta ;z)].`$ Elimination of $`\widehat{G}(x,\delta ;z)`$ from this pair of equations yields

$$\widehat{F}(x,\delta ;z)=\frac{z}{2d}\frac{\widehat{G}(x;z)+\widehat{G}(x+\delta ;z)}{1+\frac{z}{2d}[\widehat{G}(0;z)+\widehat{G}(\delta ;z)]}$$
(7)
This achieves the reduction of the desired function $`\widehat{F}(x,\delta ;z)`$ to the known function $`\widehat{G}(x;z)`$. Note that expression (7) has the required invariance under the replacement $`(x,\delta )(x+\delta ,\delta )`$. We now exploit the well-known relations $`\widehat{G}(\delta ;z)=[\widehat{G}(0;z)1]/z`$ and $`_x\widehat{G}(x;z)=1/(1z).`$ Upon combining these with Eqs. (4) and (7) one gets, writing henceforth $`G(z)\widehat{G}(0;z)`$, a fully explicit expression for the generating function $`\widehat{B}_m(z)`$ in terms of $`G(z)`$.

$$\widehat{B}_m(z)=\frac{z}{(1z)^2}\frac{(2d)^2}{[2d+z\stackrel{~}{G}(z)]^2}\left[\frac{z\stackrel{~}{G}(z)}{2d+z\stackrel{~}{G}(z)}\right]^{m1},$$
(8)
where $`\stackrel{~}{G}\left(z\right)`$ is defined by

$`\stackrel{~}{G}z^1\left[\left(1+z\right)G\left(z\right)1\right].`$

The $`m`$-th coefficient is extracted as

$$B_m(t)=\frac{1}{2\pi \text{i}}\frac{\text{d}z}{z^{t+1}}\widehat{B}_m(z),$$
(9)
where the integral runs counterclockwise around the origin. To make $`B_m(t)`$ more explicit, we have to consider each spatial dimension separately.

## III One dimension

In dimension $`d=1`$ we have to evaluate Eq. (9) with  $`G(z)=(1z^2)^{1/2}.`$ It turns out to be advantageous to consider the differences $`B_{m+1}(t)B_m(t)`$. After slight rewriting this yields

$$B_{m+1}(t)B_m(t)=\frac{1}{\pi \text{i}}\frac{\text{d}z}{z^{t+m+2}}\left[\sqrt{\frac{1+z}{1z}}1\right]\left[1\sqrt{1z^2}\right]^m$$
(10)
We will now fold the integration path around the branch cut that runs from $`z=1`$ to $`z=\mathrm{}`$ along the positive real axis. In the limit $`t\mathrm{}`$ we expect a meaningful result only if also $`m\mathrm{}`$ at fixed ratio $`m/\sqrt{t}`$. We anticipate that in this limit the integral on $`z`$ draws its main contribution from a region at a distance of order $`t^{1/2}`$ from the branch point at $`z=1`$. We therefore introduce the scaling variable

$$\mu _1=m/\sqrt{2t}$$
(11)
and the scaled variable of integration $`y=(z1)t.`$ The integrand of Eq. (10) may now be expanded in powers of $`t^{1/2}`$ at fixed $`\mu `$ and $`y`$. This leads to

$$B_{m+1}(t)B_m(t)=\sqrt{\frac{2}{\pi ^2t}}_0^{\mathrm{}}\frac{\text{d}y}{\sqrt{y}}(\text{e}^{2\text{i}\mu _1\sqrt{y}}+\text{e}^{2\text{i}\mu _1\sqrt{y}})\text{e}^y$$
(12)
where the two terms on the right hand side come from above and below the branch cut, respectively. The integral is easily found to be equal to $`\mathrm{\hspace{0.17em}2}^{3/2}(\pi t)^{1/2}\text{e}^{\mu _1^2}`$. With the boundary condition $`B_{\mathrm{}}(t)=0`$ we therefore find upon integrating

$$B_m(t)=2\text{erfc}(\mu _1)+𝒪(t^{1/2})$$
(13)
which is the final result, valid for $`t\mathrm{}`$ at $`\mu _1`$ fixed. When summing Eq. (13) on $`m`$ (or alternatively when evaluating the integral obtained by summing Eq. (9) on $`m`$), one obtains $`B(t)\sqrt{8t/\pi }`$. Together with Eq. (13) this confirms the validity of the hypothesized scaling form (2).

In order to compare the large time scaling behavior of $`B_m(t)`$ to its finite time forms we have performed Monte-Carlo simulations. For $`t=10^2`$, $`10^3`$, $`10^4`$ the bond distribution was averaged over several independent runs. Fig. 1 shows that for increasing values of $`t`$ the simulation data rapidly converge to the scaling function, and they are practically indistinguishable on this figure for $`t10^3`$.

## IV Two dimensions

For a two-dimensional square lattice the expansion  $`G(z)=\frac{1}{\pi }\mathrm{log}\frac{8}{1z}+𝒪((1z)\mathrm{log}(1z))`$ enables one to evaluate Eq. (9) for $`t`$ asymptotically large. The only integral whose asymptotic behavior we need is

$$\frac{1}{2\pi \text{i}}\frac{\text{d}z}{z^{t+1}}\frac{1}{(1z)^2}\frac{\pi ^n}{\mathrm{log}^n\frac{8}{1z}}=\frac{\pi ^nt}{\mathrm{log}^n8t}\left[\mathrm{\hspace{0.17em}1}+\frac{n(1C)}{\mathrm{log}8t}+𝒪(\mathrm{log}^28t)\right]$$
(14)
where $`C=0.577215\mathrm{}`$ is Euler’s constant. We anticipate a meaningful result for $`t\mathrm{}`$ if also $`m\mathrm{}`$ in such a way that the ratio $`m/\mathrm{log}t`$ remains fixed. We expect that in this scaling limit the $`z`$ integral will draw its main contribution from a region in the complex plane near the branch point $`z=1`$ where the ratio $`m/G(z)`$ is finite. Keeping this in mind we expand the integral (9) for $`B_m(t)`$ as

$$B_m(t)=\frac{1}{2\pi \text{i}}\frac{\text{d}z}{z^{t+1}}\frac{1}{(1z)^2G^2(z)}\text{e}^{2m/G(z)}\left[\mathrm{\hspace{0.17em}1}+\left(\frac{m}{G(z)}1\right)\frac{1}{G(z)}+𝒪(G^2(z))\right]$$
(15)
We may now insert in (15) the explicit expression $`G(z)\frac{1}{\pi }\mathrm{log}\frac{8}{1z}`$, knowing that the $`𝒪((1z)\mathrm{log}(1z))`$ terms in the expansion of $`G(z)`$ will contribute only terms with higher powers of $`t^1`$ to the final asymptotic series. The exponential in Eq. (15) may then be expanded, the resulting series integrated term by term with the aid of Eq. (14), and summed again. Upon introducing the scaling variable

$$\mu _2=\frac{2\pi m}{\mathrm{log}8t}$$
(16)
one finds the final result

$$B_m(t)=\frac{4\pi ^2t}{\mathrm{log}^28t}\text{e}^{\mu _2}\left[\mathrm{\hspace{0.17em}1}+(\mu _22)\frac{\frac{\pi }{2}+1C}{\mathrm{log}8t}+𝒪(\mathrm{log}^28t)\right]$$
(17)
valid for $`t\mathrm{}`$ at $`\mu _2`$ fixed. As expected, the correction terms decay only as powers of the inverse logarithm of the number of steps. The next few higher order terms in the asymptotic series (17) may be calculated without great effort. Since the $`k`$th order correction term is multiplied by a $`k`$th degree polynomial in $`\mu _2`$, this is actually an expansion in powers of $`\mu _2/\mathrm{log}8t`$. One may verify that Eq. (17) satisfies the sum rules (1) up to and including the first order correction term. The scaling function $``$ introduced in Eq. (2) here appears to be a simple exponential. One finds that the average total number of bonds traversed increases as $`\beta (t)=2\pi t/\mathrm{log}8t+𝒪(t\mathrm{log}^28t)`$.

Fig. 2 compares simulation data for $`t=10^2,10^3,\mathrm{},10^8`$ to the theoretical scaling law (the first term of Eq. (17)). The $`t=10^2`$ data are also compared to the exact curve, which we obtained by Taylor expanding Eq. (8) through the one hundredth term with the aid of a symbol manipulation program. For $`t=10^8`$ the scaling law plus leading correction (the first two terms of Eq. (17)) is also displayed. Upon collapsing the data of Fig. 2 one finds Fig. 3, which shows that in $`d=2`$ the convergence to the asymptotic scaling law is very slow.

## V Concluding Remarks

We conclude this note with a series of comments and remarks.

An alternative route to $`B_m(t)`$ is to consider a complementary process, by focusing on a particular bond in, say, a finite periodic $`L^d`$ lattice. Now, we can ask how often this bond is traversed by a $`t`$-step random walk which starts at $`x_0`$ and ends at $`x`$. By summing over $`(x,x_0)`$ and invoking translational invariance, we obviously access $`B_m(t)`$. In this approach, we can easily generalize the problem to a study of the frequency of traversing in only one direction. To solve both problems, consider a modified random walker, for which the rate of traversing our chosen bond is $`p/2d`$ instead of $`1/2d`$. Solving the master equation for $`P(x,t|x_0,0;p)`$ (the usual probability) by standard generating function techniques and defining $`\stackrel{~}{B}(p,z)_{x,x_0}_{t=0}^{\mathrm{}}z^tP(x,t|x_0,0;p)`$, we obtain

$$\stackrel{~}{B}(p,z)=\frac{L^d}{1z}\frac{2z\left(1p\right)}{\left(1z\right)^2\left[2d+\left(1p\right)z\stackrel{~}{G}\left(z\right)\right]}.$$
(18)
The first term represents, since $`_xP(x,t|x_0,0;p=1)=1`$, the $`L^d`$ points of origination of the walks we considered. Due to this difference in normalization, the bivariate generating function for $`B_m(t)`$, i.e. $`_{m=1}^{\mathrm{}}_{t=0}^{\mathrm{}}p^mz^tB_m(t)`$, is precisely $`d\left[\stackrel{~}{B}(p,z)\stackrel{~}{B}(0,z)\right].`$ With the extra factor $`d`$, the quantity $`d\stackrel{~}{B}(1,z)`$ represents nothing but the total number of bonds in the lattice. Interestingly, this $`\stackrel{~}{B}(p,z)`$ contains an extra term ($`\stackrel{~}{B}(0,z)`$) which carries the information on the bonds never traversed. So, $`d\left[L^d/\left(1z\right)\stackrel{~}{B}(0,z)\right]`$ is just $`_{t=0}^{\mathrm{}}z^tB(t)`$. For completeness, we report the result for unidirectional traverses:

$`\stackrel{~}{B}(p,z)={\displaystyle \frac{L^d}{1z}}{\displaystyle \frac{z\left(1p\right)}{\left(1z\right)^2\left[2d+\left(1p\right)zG\left(z\right)\right]}}.`$

Finally, note that finite size effects are fully incorporated in this approach, although they are implicitly “buried” in $`G\left(z\right)=L^d_{\left\{k_i\right\}}\left[1\left(z/d\right)_{i=1}^d\mathrm{cos}k_i\right]^1`$ (where the sum is over the set $`\left\{k_i\right\}`$ of allowed $`L^d`$ wavevectors). Needless to say, generalizations to strip- or slab-like samples ($`L_1L_2\mathrm{}`$) are straightforward. Thus, it is possible to study the crossover of our distributions, at least in principle, when the polymer length exceeds the shortest dimension significantly ($`tL_1`$). Physically, ultra-thin membranes made from extra-long polymers can be manufactured. Until they become reality, however, it may not be worthwhile to extend our analysis to this class of crossover behavior.

A second remark concerns the statistics of multiple visits to sites, as opposed to traversals of bonds. Visits have been of considerable interest in the literature (see Hughes  and references cited therein). The average number $`V_m(t)`$ of sites visited exactly $`m`$ times by a $`t`$ step random walk was studied by Montroll and Weiss  and by Barber and Ninham . The $`t\mathrm{}`$ limit at fixed $`m`$ was considered by Hughes  (see also ) in $`d=1`$ and by Montroll and Weiss  (see also ) in $`d=2`$; however, the scaling limit expression of $`V_m(t)`$ has not to our knowledge appeared in the literature. Since the analysis of $`V_m(t)`$ runs exactly parallel to that of $`B_m(t)`$, we content ourselves to state the results here.

In dimension $`d=1`$ the average number of sites visited $`m`$ times is, to leading order in the scaling limit, equal to the average number of bonds visited $`m`$ times: $`V_m(t)=2\text{erfc}(\mu _1)`$ for $`t\mathrm{}`$ at $`\mu _1`$ fixed. In dimension $`d=2`$ one has in terms of the scaling variable $`\mu _2^{}=\pi m/\mathrm{log}8t`$

$$V_m(t)=\frac{\pi ^2t}{\mathrm{log}^28t}\text{e}^{\mu _2^{}}\left[\mathrm{\hspace{0.17em}1}+(\mu _2^{}2)\frac{\frac{\pi }{2}1+C}{\mathrm{log}8t}+𝒪(\mathrm{log}^28t)\right]$$
(19)
valid for $`t\mathrm{}`$ at $`\mu _2^{}`$ fixed. Comparison of Eqs. (19) and (17) shows that to leading order $`V_m(t)`$ and $`B_m(t)`$ are identical up to a coefficient and a scale factor; however, the coefficients of the first correction terms are different. The leading order relation between $`V_m(t)`$ and $`B_m(t)`$ in $`d=1,2`$ is heuristically clear as follows. Given a large number $`m`$ of visits to an arbitrary site $`x`$, there will have been typically $`m/(2d)`$ traversals, starting from $`x`$, of a specific bond $`(x,x+\delta )`$. Now the same bond will have been traversed, typically, the same number of times in the opposite direction. So for each site visited $`m`$ times, there are $`d`$ bonds traversed $`m/d`$ times.

Although we have not shown so explicitly, the scaling function in $`d=2`$ is expected to be universal, i.e. lattice structure independent. In dimensions $`d>2`$ the random walk is transient and it is easy to show that as a consequence in the large $`t`$ limit $`B_m(t)b_mt`$ and $`V_m(t)v_mt`$, where $`b_m`$ and $`v_m`$ are nonuniversal. For random walks that are not simple (i.e. have a step size distribution not limited to nearest neighbor steps), bond traversals are not unambiguously defined. However, visits to sites still are, and for such walks $`V_m(t)`$ is readily calculated by the present method. One case of interest is the scaling limit of $`V_m(t)`$ for lattice Lévy flights (also called Riemann walks) , for which the distribution of step sizes decreases as a power law.

## Acknowledgments

We thank J. Das, Manoj Gopalakrishnan, B. Schmittmann, and U.C. Tauber for helpful discussions. T.A. and H.J.H. acknowledge the warm hospitality of the Physics Department of Virginia Tech, where part of this research was conducted. This research was supported in part by grants from the Swiss National Science Foundation, the Hungarian Academy of Sciences (Grant No. OTKA T029792), and the US National Science Foundation through the Division of Materials Research. The Laboratoire de Physique Théorique in Orsay is associated with Centre National de la Recherche Scientifique as research unit UMR8627.


text:
# 1 Introduction

## 1 Introduction

A long time ago, Brown and Henneaux  proved that a theory of gravity in a three-dimensional anti-de-Sitter ($`\mathrm{AdS}_3`$) background has an infinite number of asymptotic symmetries, generated by two (a left and a right) Virasoro algebras with central charge

$$c=\frac{3\mathrm{}}{2G_N}.$$
(1.1)
Here $`\mathrm{}`$ is the radius of $`\mathrm{AdS}_3`$, and $`G_N`$ the 3D Newton’s constant. This is a remarquable result, which shows how an effect normally thought to be ‘quantum’ – the central extension of the Virasoro algebras – can arise from a classical calculation. The result anticipated the general $`\mathrm{AdS}_{n+1}`$/$`\mathrm{CFT}_n`$ correspondence , according to which the theory of gravity can be described by a dual conformal theory defined at the boundary of spacetime. It has been rederived by different methods more recently .

In this short note I want to extend the Brown-Henneaux argument to a situation in which two different patches of $`\mathrm{AdS}_3`$ spacetime are glued together along a $`\mathrm{AdS}_2`$ brane. One can glue together, more generally, two patches of $`\mathrm{AdS}_{n+1}`$ spacetime along a $`\mathrm{AdS}_n`$ brane. A related geometry was studied, for $`n=4`$, by Karch and Randall  as a model for localized gravity that did not require perfect fine tuning of the brane tension (see also ). The setup can, furthermore, be embedded in string theory , though it is still unclear whether ‘realistic models’ of localized gravity can be truly obtained in this way.111See for instance  for a potential obstruction. Quantum gravity in the above background is, in any case, believed to admit a dual description where a scale-invariant interface separates two (a priori different) conformal theories .222Keeping only one $`\mathrm{AdS}_{n+1}`$ patch, and treating the $`\mathrm{AdS}_n`$ as part of the boundary, leads to a different holographic picture . I thank Massimo Porrati for pointing this out. For $`n=2`$ there are no degrees of freedom on the interface, which preserves one (non-chiral) Virasoro symmetry. What I will show here is how to realize this symmetry in terms of non-trivial bulk diffeomorphisms.

## 2 $`\mathrm{AdS}_2`$ brane in $`\mathrm{AdS}_3`$

We consider two patches of $`\mathrm{AdS}_3`$ spacetime glued together along an $`\mathrm{AdS}_2`$ brane. The metric in conformally-flat coordinates is

$$ds^2=f^2(dv^2+dy^2dt^2),$$
(2.1)
where

$$f(v,y)=\{\begin{array}{cc}(v+a_1y)/\mathrm{}\hfill & \text{ for }y>0\hfill \\ & \\ (v+a_2y)/\mathrm{}\hfill & \text{ for }y<0\text{ .}\hfill \end{array}$$
(2.2)
The coordinates range over all values such that $`0<f<+\mathrm{}`$. The surface $`f=0`$ is the spacetime boundary, while $`f=\mathrm{}`$ is a coordinate horizon. The brane sits at $`y=0`$ and has radius $`\mathrm{}`$. The radii of the bulk $`\mathrm{AdS}_3`$ geometry on either side of the brane are

$$\mathrm{}_r=\mathrm{}\mathrm{cos}\theta _r,\mathrm{where}\theta _r=\mathrm{arctan}a_r\mathrm{for}r=1,2.$$
(2.3)
One can check this claim by rotating the coordinates $`(v,y)`$ by an angle $`\theta _{1(2)}`$, so as to put the upper (lower) $`\mathrm{AdS}_3`$ patch in standard Poincaré form. Note that $`\mathrm{}_1\mathrm{}_2`$ in general, so that the 3D cosmological constant jumps discontinuously at the position of the brane. This does not happen if $`a_1=a_2`$ , in which case $`yy`$ is a $`Z_2`$ isometry, or if $`a_1=a_2`$ in which case there is no (back-reacting) brane. The metric and all its derivatives are continuous at $`y=0`$, in the latter case.

The metric (2.12.2) solves the variational equations that are derived from the bulk plus brane action

$$S=S_1^{\mathrm{bulk}}+S_2^{\mathrm{bulk}}+S_1^{\mathrm{boundary}}+S_2^{\mathrm{boundary}}+S^{\mathrm{brane}},$$
(2.4)
where

$$S_r^{\mathrm{bulk}}=\frac{1}{16\pi G_N}__r\sqrt{g}(R\frac{2}{\mathrm{}_r^{2}})$$
(2.5)
is the Einstein-Hilbert action with cosmological term(s),

$$S_r^{\mathrm{boundary}}=\frac{1}{8\pi G_N}__r\sqrt{\gamma }(K+\frac{1}{\mathrm{}_r})$$
(2.6)
is the Gibbons-Hawking boundary term required to eliminate second derivatives of the metric , and

$$S^{\mathrm{brane}}=T_\mathrm{\Sigma }\sqrt{\widehat{g}}\frac{1}{8\pi G_N}_\mathrm{\Sigma }\sqrt{\widehat{g}}[K].$$
(2.7)
$`\mathrm{\Sigma }`$ in the above expression is the worldvolume of the brane, treated as a thin shell that separates spacetime in two disjoint regions $`_r`$. The boundary of spacetime has been decomposed as $`_1_2`$ . The tension of the brane is denoted $`T`$, $`\widehat{g}`$ is the induced metric on the brane, and $`\gamma `$ the metric on the boundary. Furthermore $`K`$ is the trace of the extrinsic curvature tensor, and $`[K]`$ its discontinuity across the brane.

The boudary and brane actions (2.6) and (2.7) require some further explanation. First, the boundaries $`_1`$ and $`_2`$ should be placed at a finite cutoff value $`f=ϵ`$, which will be taken in the end to zero. Following references , I have included in (2.6) a counterterm required to keep the energy-momentum tensor finite in this limit. Secondly, I have added Gibbons-Hawking surface terms on the brane wordvolume $`\mathrm{\Sigma }`$, which is the common boundary of $`_1`$ and $`_2`$. These should be thought as arising from the integral of the Einstein-Hilbert action over the (infinitesimal) thickness of the brane. They do not, therefore, correspond to a matter source, even though I include them for convenience in the brane action.

Extremizing the total action (2.4) leads to the Israel junction conditions  (here Latin indices stand for worldvolume directions)

$$[K_{ab}]\widehat{g}_{ab}[K]=8\pi G_NT\widehat{g}_{ab}.$$
(2.8)
The extrinsic curvature tensor is the covariant derivative of the outward-pointing unit normal vector $`\widehat{n}_\mu dx^\mu =f^1dy`$, projected on the worldvolume of the brane. A straightforward calculation gives

$$K_{ab}^{(r)}e_a^\mu e_b^\nu _\mu \widehat{n}_\nu =\frac{a_r}{\mathrm{}}\widehat{g}_{ab},$$
(2.9)
where $`e_a^\mu `$ is a basis of tangent vectors, and

$$\widehat{g}_{ab}dx^adx^b=\frac{\mathrm{}^2}{v^2}(dv^2dt^2)$$
(2.10)
is the induced brane metric. As the reader can verify easily, the junction conditions are indeed satisfied, provided that

$$a_1a_2=8\pi G_N\mathrm{}T.$$
(2.11)
The three free parameters of the metric (2.12.2) can thus be expressed, via equations (2.3) and (2.11) , in terms of the parameters $`\mathrm{}_r`$, $`T`$ and $`G_N`$ that enter in the action.

## 3 Asymptotic symmetries

In order to discuss the asymptotic symmetries, it is convenient to make the following coordinate change :

$$uv+y\mathrm{tan}\theta _r\mathrm{and}xy/\mathrm{cos}\theta _r,\mathrm{in}\mathrm{region}_r.$$
(3.1)
The new coordinates range over $`0<u<\mathrm{}`$ , and $`\mathrm{}<x<\mathrm{}`$ . The brane sits at $`x=0`$, and the spacetime boundary is at $`u=0`$. As usual, we introduce an ultraviolet cutoff in the dual conformal theory by placing the boundary at a finite value $`u=ϵ>0`$ .

Although the reparametrization (3.1) is continuous, its Jacobian has a step-function discontinuity at the position of the brane. Therefore the metric has a corresponding step-function jump :

$$ds^2=\frac{\mathrm{}^2}{u^2}\left(du^2+dx^2dt^22\mathrm{sin}\theta _rdxdu\right)\mathrm{in}\mathrm{region}_r.$$
(3.2)
Since this discontinuity is a coordinate artifact, it is not problematic so long as one treats it with the required care.

The metric (3.2) has a SL(2,R) group of isometries, which include time translations, and the global rescalings $`(x,t,u)\lambda (x,t,u)`$. There is however a larger set of coordinate transformations, which only leave invariant the asymptotic form of the metric. They form a Virasoro algebra, and act on the Hilbert space of states at the boundary. The relevant infinitesimal transformations (in region $`_r`$) are:

$$x^\pm x^\pm \xi ^\pm +\frac{u}{2}\mathrm{sin}\theta _r(_+\xi ^+_{}\xi ^{})\frac{u^2}{2}_{}^2\xi ^{},$$
(3.3)
and

$$\frac{1}{u}\frac{1}{u}+\frac{1}{2u}(_+\xi ^++_{}\xi ^{})\frac{\mathrm{sin}\theta _r}{2}(_+^2\xi ^+_{}^2\xi ^{}).$$
(3.4)
Here $`x^\pm =t\pm x`$ are light-cone coordinates, and $`\xi ^\pm =f(x^\pm )`$ with $`f`$ an arbitrary infinitesimal function. The reader will have no problems verifying that the above transformations : (a) act on the boundary, at $`u=0`$, as conformal mappings which preserve the $`x=0`$ interface, and (b) that they reduce to the Brown–Henneaux transformations  in the case of pure anti-de-Sitter spacetime, i.e. for $`\theta _r=0`$ .

To check that they are asymptotic symmetries, we need to calculate the transformed metric. A lengthy but straightforward computation gives the following variation in region $`_r`$ :

$`2ds^2`$ $`2ds^2+\mathrm{}^2\mathrm{cos}^2\theta _r[_{}^3\xi ^{}(dx^{})^2+_+^3\xi ^+(dx^+)^2]`$
$`+\mathrm{}^2\mathrm{sin}^2\theta _r(_+^3\xi ^++_{}^3\xi ^{})dx^+dx^{}`$
$`+\mathrm{}^2\mathrm{sin}\theta _r(_+^3\xi ^+dx^+_{}^3\xi ^{}dx^{})du.`$
We see that the metric variation is down by two powers of $`u`$. The transformations (3.33.4) correspond therefore to asymptotic symmetries, if we supplement the definition of the theory with the boundary conditions $`\delta g_{\mu \nu }o(1)`$ near $`u0`$.333Our boundary conditions look superficially weaker than the ones of Brown and Henneaux, who require the off-diagonal components $`g_{u\pm }`$ to vanish linearly. This can, however, be always arranged, so long as $`\mathrm{sin}\theta _r0`$, with the help of additional (subleading) coordinate transformations: $`\delta (1/u)o(u)`$ and $`\delta to(u^3)`$.

It is worth stressing that $`\xi ^+(t)=\xi ^{}(t)`$ is required by continuity of the coordinate transformations at the location of the brane, at $`x=0`$. The same condition also forces the infinitesimal function $`f`$ to be the same in the regions $`_1`$ and $`_2`$. The asymptotic symmetries therefore depend on a single arbitrary function. This agrees with the holographic interpretation, in which only a single Virasoro symmetry survives .

## 4 Energy-momentum tensor

To further elucidate the meaning of the asymptotic symmetries, we will compute their effect on the energy-momentum tensor. Following  we define this latter as the variation of the total action with respect to the metric at the boundary. For solutions of the classical equations the bulk terms in the action don’t contribute, so we find

$$T_{ab}=\frac{2}{\sqrt{\gamma }}\frac{\delta S}{\delta \gamma ^{ab}}=\frac{1}{8\pi G_N}\left[K_{ab}K\gamma _{ab}\frac{1}{\mathrm{}_r}\gamma _{ab}\right].$$
(4.1)
Latin indices here refer to the two boundary coordinates $`x`$ and $`t`$, and they are raised and lowered with $`\gamma `$. They should not be confused with the brane-worldvolume indices of section 2.

It is convenient to write the 3D metric in ADM form

$$ds^2=\gamma _{ab}(dx^a+N^adu)(dx^b+N^bdu)+(Ndu)^2.$$
(4.2)
The extrinsic curvature can then be expressed in terms of the lapse and shift functions as follows  :

$$K_{ab}=\frac{1}{2N}\left[_aN_b+_bN_a2N^c\mathrm{\Gamma }_{c|ab}\frac{\gamma _{ab}}{u}\right],$$
(4.3)
with

$$\mathrm{\Gamma }_{c|ab}=\frac{1}{2}(_a\gamma _{bc}+_b\gamma _{ac}_c\gamma _{ab}).$$
(4.4)
For the metric (3.2) we have

$$\gamma _{ab}=\frac{\mathrm{}^2}{u^2}\eta _{ab},N^x=\mathrm{sin}\theta _r,\mathrm{and}N=\frac{\mathrm{}_r}{u}.$$
(4.5)
A simple calculation then gives

$$K_{ab}=\frac{1}{\mathrm{}_r}\gamma _{ab}T_{ab}=0.$$
(4.6)
This is in acoordance with the fact that the vacuum expectation value of the energy-momentum tensor in the dual CFT should vanish.

To calculate the transformed energy-momentum tensor, we first put (3) in ADM form. The variation $`\delta \gamma _{ab}`$ can be read off directly from the transformed metric. The variation of the lapse and shift functions can be derived easily with the result:

$$\delta N^\pm =\pm u^2\mathrm{sin}\theta _r\left[\frac{3}{2}\mathrm{cos}^2\theta _r_{}^3\xi ^{}\frac{1}{2}\mathrm{sin}^2\theta _r_\pm ^3\xi ^\pm \right],$$
(4.7)
and

$$\delta N=\frac{u}{2}\mathrm{}_r\mathrm{sin}^2\theta _r(_+^3\xi ^++_{}^3\xi ^{}).$$
(4.8)
From expression (4.3) and the fact that $`\delta \gamma _{ab}`$ is independent of $`u`$, we find the following variation of the extrinsic curvature:

$$\delta K_{ab}=\frac{\delta N}{N}K_{ab}\frac{1}{2N}\left(\gamma _{ac}_b\delta N^c+\gamma _{bc}_a\delta N^c+N^c_c\delta \gamma _{ab}\right).$$
(4.9)
Inserting the expressions for $`\delta \gamma _{ab}`$, $`\delta N^\pm `$ and $`\delta N`$ leads to:

$$\delta K_+=\frac{\mathrm{}^2\mathrm{sin}^2\theta _r}{4\mathrm{}_r}(_+^3\xi ^++_{}^3\xi ^{}),\delta K=0,$$
(4.10)
and

$$\delta K_{\pm \pm }=\frac{u\mathrm{}^2}{2\mathrm{}_r}\mathrm{sin}\theta _r\mathrm{cos}^2\theta _r_\pm ^4\xi ^\pm .$$
(4.11)
Furthermore from equation (4.1) we have :

$$8\pi G_N\delta T_{ab}=\delta K_{ab}+\frac{1}{\mathrm{}_r}\delta \gamma _{ab}.$$
(4.12)
Substituting our results for $`\delta K_{ab}`$ and $`\delta \gamma _{ab}`$, and dropping terms that vanish at $`u=0`$, leads to our final expression valid in the region $`_r`$:

$$\delta T_{\pm \pm }=\frac{\mathrm{}_r}{16\pi G_N}_\pm ^3\xi ^\pm ,\mathrm{and}\delta T_+=0.$$
(4.13)
Recall the usual transformation of the energy-momentum tensor under a 2d conformal map :

$$\delta T_{\pm \pm }=(2_\pm \xi ^\pm +\xi ^\pm _\pm )T_{\pm \pm }+\frac{c}{24\pi }_\pm ^3\xi ^\pm .$$
(4.14)
Comparing with (4.13) we conclude that the central charge,

$$c_r=\frac{3\mathrm{}_r}{2G_N}\mathrm{in}_r,$$
(4.15)
must jump discontinuously at $`x=0`$. This is again consistent with the dual description, where two (a priori) distinct conformal theories are glued together along a common interface.

Acknowledgments: I thank the organizers of the Francqui colloquium, and in particular Marc Henneaux and Alex Sevrin, for the invitation to a truly memorable meeting. My warmest congratulations to Marc for a well-deserved prize, along with best wishes for the future.


text:
# Influence of a low magnetic field on the thermal diffusivity of Bi-2212

## 1 Introduction

When a magnetic field is applied, it is well known that the superconductivity properties collapse, e.g. (i) the critical temperature $`T_c`$ decreases , (ii) the critical current density decreases , (iii) the electrical resistance and (iv) the thermo-electrical power become finite below $`T_c`$ , (v) the thermal conductivity behaves anomalously … Indeed a magnetic field is known as a Cooper pair breaker. In fact the behavior of the mean free path of electricity and heat carriers in e.g. high-Tc superconductors materials is a widely discussed problem particularly in presence of a magnetic field.

Without a magnetic field, the thermal conductivity of these materials exhibits a hump below the critical temperature. The cause is not wholly clear nor really understood: there are different view points, based on the prominence of an increase of the mean free path of phonon, thus with reduced scattering  or from an increase of the mean free path of electrons , or a complicated combination of both due to the chemistry . Note that the previously quoted references are only a microsample of a huge literature on the subject, but not all reports (more than 300) can be quoted here.

On the other hand, in presence of any $`finite`$ applied magnetic field, this mean free path apparently decreases as indicated by the lowering of the thermal conductivity hump amplitude. The discussion of the findings pertain to the understanding of the mixed state properties for d-wave (or s-wave as sometimes thought) superconductors, and the role of phonons and electrons in a magnetic field (see above references in appropriate cases, and also ). If they are more or less well understood at high field and low temperature, their interpretation is not so trivial in the regions where the various phase transition lines merge into each other, thus near $`T_c`$ and at low field .

Since the thermal diffusivity is related to the thermal conductivity, the same fundamental questions arise here, - less studies are found. The thermal diffusivity is known to be a good probe for measuring the heat carrier mean free path  and even find out the relevance of Van Hove saddle points in High $`T_c`$ superconductors . Discussing the thermal diffusivity behavior below and above $`T_c`$ in absence of a magnetic field has recently allowed us to distinguish the contribution of electrons and phonons in the dissipation process. On the other hand, comparison of the thermal diffusivity behaviors with and without magnetic field below $`T_c`$ should allow for extracting the contribution of the magnetic field. This would give interesting informations about electron-vortex interactions.111 Calzona et al. have measured the diffusivity in a magnetic field. However they used the phonon dissipation model for explaining heat conduction features, and did not extract the magnetic contribution to the mean free path . The behavior of this contribution can give very interesting informations about the vortex-heat carriers interaction below $`T_c`$.  Here we show that such a contribution can be extracted, even close to $`T_c`$, and at rather low field. The experimental data are our own measurements on a polycrystalline Bi-2212 sample. Despite its polycrystalline morphology, the advantage of such a sample resides in the possibility to obtain it as a long bar out of a pellet, whence allowing a fine sensitivity of the measurements even at small field. This compound and sample are expected to be representative of most high-Tc superconductor materials, in particular of their anisotropic (2D) nature.

In a simple kinetic model formalism, the thermal diffusivity $`\alpha `$ is defined as the ratio between the thermal conductivity $`\kappa `$ and the volumic specific heat $`c`$, and can be thus expressed through

$$\alpha =\frac{1}{3}v\mathrm{}$$
(1)
where $`v`$ is the velocity of the heat carriers and $`\mathrm{}`$ the mean free path. Assuming $`v`$ to be a constant in a restricted range of temperature of interest, as here, the thermal diffusivity is thus an adequate (or direct) probe for measuring the mean free path of heat carriers. When a magnetic field is applied, $`\mathrm{}`$ may be rewritten as usual within the linear superposition approximation as

$$\frac{1}{\mathrm{}}=\frac{1}{\mathrm{}_0}+\frac{1}{\mathrm{}_{mag}}$$
(2)
where $`\mathrm{}_0`$ and $`\mathrm{}_{mag}`$ are the mean free path of heat carriers respectively without and with the influence of an applied magnetic field. From Eq.(1) and Eq.(2)

$$\frac{\alpha _0}{\alpha }=\frac{\mathrm{}_0}{\mathrm{}}=1+\frac{\mathrm{}_0}{\mathrm{}_{mag}}=1+\frac{\alpha _0}{\alpha _{mag}}$$
(3)
where $`\alpha _0`$ and $`\alpha `$ are the thermal diffusivities without and with magnetic field respectively and $`\alpha _{mag}`$ is the magnetic contribution to the thermal diffusivity.

These formulae serve as a basis for the discussion of the vortex-heat carrier interaction in the mixed phase near Tc. After a description of the synthesis and of the characterization of the sample in Sect.2, the measurements of the thermal diffusivity of the Bi-2212 sample are presented in Sect.3. The magnetic contribution to the mean free path is extracted and the results are then discussed.

## 2 Synthesis and experiments

Powders of Bi2O3, SrCO3, CaCO3, CuO and PbO2 were mixed mechanically together using an agathe mortar starting from a 2234 stoichiometry in order to obtain a 2212-BSCCO (Bi-2212) stoichiometric composition. This mixture was decarbonated at 800oC for 20h and melted in an alumina crucible at 1075oC for 30 minutes in air. The liquid was quenched between two room temperature copper blocks to form a glass. The pellets were heated in oxygen atmosphere on a barium zirconate substrates at 860oC for 50h . Despite its polycrystalline morphology, the advantage of such a sample is that it can be long. This allows a better sensitivity for the measurement and the effect of a small field can be as such observed.

The electrical resistivity curve is represented on Fig.1. The superconducting midpoint transition occurs around 85 K. At high temperature, the resistivity is linear with a 10m$`\mathrm{\Omega }`$.m resistivity at 0K and about 40m$`\mathrm{\Omega }`$.m at 225 K. When a magnetic field is applied, the resistivity transition midpoint is shifted towards lower temperature, ca. 80 K for a 1.0 T field.

The thermal diffusivity has been measured as described in  and the technique is briefly recalled here. A rod is first cut out from one of the chemically characterized Bi-2212 pellet. One of the extremities of the bar is fixed to a heat sink, whilst the other is linked to a heather. Three thermocouples are set along the sample at equal distances from each other. A heat pulse is sent through the sample from one end and the change of temperature is recorded by one of the thermocouples. This operation is renewed 3 times, namely once per thermocouple. The signals recorded by the two extreme thermocouples give the limit (”boundary”) conditions so as to compute the shape of the signal from the heat diffusion equation, at the middle thermocouple, for different a priori values of the thermal diffusivity. The results of such calculations are compared to the measured signal at the middle thermocouple. The best fit allows us to deduce the value of the thermal diffusivity at this temperature.

## 3 Results and discussion

In Fig.2, the thermal diffusivity is shown between 20 and 160 K. The black bullets ($``$) represent the thermal diffusivity $`\alpha _0`$ without any magnetic field. As for the circles ($``$), they symbolize the results with a 1.0 T magnetic field applied perpendicularly to the heat flux, $`\alpha `$. The two curves are seen to be superposed on each other at high temperature. Such a magnetic field is indeed too small to create any visible effects on thermal properties in the normal state. On the other hand, the thermal diffusivity differently behaves below the critical temperature with and without the magnetic field: in presence of a magnetic field the diffusivity is slightly lower. Thus the magnetic field shows its expected pair breaker role. In the framework of the electronic model for heat transport,  that means that the electron-electron scattering is enhanced, or in other words that electrons have a decreasing mean free path.

The inset of the Fig.2 is the thermal diffusivity with and without the 1.0 T magnetic field in a log-log plot. This plot emphasizes that a break in the slopes occurs at 85K, the critical temperature of the Bi-2212 phase. This should be expected from our previous report . The change in magnitude is due to the sudden increase of the mean free path of electrons below $`T_c`$. They are indeed less scattered by their counterparts since some electrons belong to condensed Cooper pairs in this temperature range. Thus the visible deviation between the thermal diffusivity with and without a magnetic field shows that even a small magnetic field (1.0 T here) markedly acts on the thermal transport in superconducting phase.

The magnetic contribution to the mean free path can be obtained from Eq.(3). The results are shown in Fig.3, i.e. $`\mathrm{}_{mag}/\mathrm{}_0`$ versus the reduced temperature $`\epsilon =|TT_c|/T_c`$. Notice that some numerical smoothening data is necessary in order to reduce error bar propagation. It is seen that the normalized value $`\mathrm{}_{mag}/\mathrm{}_0`$ behaves as a power law with an exponent found to be equal to $`0.5`$.

This power law behavior and the exponent value itself remind us of the Azlamazov-Larkin law  for the paraconductivity in its mean field regime. The law is usually studied between the onset temperature $`T_o`$ and $`T_c`$, thus above $`T_c`$. However the Azlamazov-Larkin law holds also below $`T_c`$ because of the scaling hypothesis universality. The temperature region which is here above studied extends much below the critical temperature and the precision of the data near $`T_c`$ cannot be expected to lead to critical fluctuations studied per se, but the mean field exponent of superconductivity fluctuations might be probed. It can be shown that the same type of contribution exists in the electrical ($`\mathrm{\Delta }\sigma `$) and thermal ($`\mathrm{\Delta }\kappa `$) paraconductivity . With the trivial change of variables on the temperature axis $`T_c0`$ and $`T_o`$ $``$ $`T_c`$ respectively, we can write $`\mathrm{\Delta }\sigma \mathrm{\Delta }\kappa \mathrm{\Delta }\alpha `$, for the $`parathermal`$ $`diffusivity`$, the $`\mathrm{\Delta }`$ notation indicating in both cases the deviation form the normal state behavior. Remembering that

$$\mathrm{\Delta }\sigma _{3D}=\frac{e^2}{32\mathrm{}\xi (0)}\epsilon ^{1/2}$$
(4)
for a $`3D`$ type of fluctuations , and assuming that 1T is a low field such that the Azlamazov-Larkin law is still obeyed we can from the amplitude obtain an estimate of the shortening of the zero temperature coherence length $`\xi `$ between zero and 1 T field. A simple numerical calculation leads to $`ł_0(0)/ł_{mag}(0)=0.938`$.

As e.g. for neutron scattering processes in disordered 2D (magnetic) systems  the total inverse correlation length can be assumed to be the sum of a strictly thermal term and a geometrical term linked (in that case) to the disordered network, i.e. a relation similar to Eq.(2) for $`\xi `$. This analogy indicates that the found power law behavior can be interpreted as resulting from a percolation process of heat carrier through a complicated vortex state , and further justifies the analogy with the Azlamazov-Larkin law for heat carriers in the mixed state at low fields. One might also wonder 222 a referee comment to the first submitted version why a $`3D`$ behavior (and exponent is found rather that the exponent, i.e. $`1.0`$ corresponding to a $`2D`$ behavior, since Bi-2212 is expected to have an effective dimensionality closer to 2 than 3. The argument stems from the anisotropy itself. At the critical temperature itself, the coherence length diverges and one expects a $`3D`$ behavior. When departing from $`T_c`$ the effective dimensionality signature should appear, thus leading here to a $`2D`$ behavior. However this lasts as long as the temperature is in the temperature range limited by the onset of the true critical regime, i.e. the Ginzburg-Levanyuk temperature,  and by the Lawrence-Doniach temperature, in anisotropic systems . Away from the Lawrence-Doniach temperature, up to the onset temperature, or at low temperature down to the temperature at which the coherence length saturates, one should recover a $`3D`$ regime . In Bi-2212, this \[Ginzburg-Levanyuk; Lawrence-Doniach\] temperature range is estimated to be 50K, $`J_z=4.1`$ meV  the exchange integral along the c-axis. The data where the exponent $`1/2`$ is found is far away from the critical regime, and thus is the signature of the geometrical disorder intrinsic to the polycrystalline system.

## 4 Conclusion

The mixed state of high $`T_c`$ superconductors still has to reveal many features and to be understood. Electrical and transport properties contain the signature of the various vortex phases, and to distinguish them is not so trivial. Here the magnetic contribution to the mean free path of heat carriers in a high-Tc superconductor has been extracted in the low field and in the near $`T_c`$ region. It has been found to increase below $`T_c`$ as a power law characterized by a $`1/2`$ exponent. This behavior is linked to a percolation process of the electron scattering in the vortex network characterizing the mixed state. We should emphasize that the above (temperature, field) conditions are not rather usual ones for probing the mixed state. If the diffusivity was not so hard to measure, its sensitivity to physical phenomena would be a bonus for interesting conclusions. Such a remark may suggest new ways of probing whence understanding the ($`B,T`$) phase diagram.

Acknowledgments

Part of this work has been financially supported by the TMR network HPRN-CT-2000-0036 contract allowing some stay of SD at U. Cambridge, UK during the writing of this report. We would like also to thank Prof. H.W. Vanderschueren for the use of MIEL equipments. We want also to thank B. Robertz and R. Cloots for providing a large Bi-2212 good quality sample.


text:
# Quantum oscillation of magnetoresistance in tunneling junctions with a nonmagnetic spacer

(02/05/2002)

## Abstract

We make a theoretical study of the quantum oscillations of the tunneling magnetoresistance (TMR) as a function of the spacer layer thickness. Such oscillations were recently observed in tunneling junctions with a nonmagnetic metallic spacer at the barrier-electrode interface. It is shown that momentum selection due to the insulating barrier and conduction via quantum well states in the spacer, mediated by diffusive scattering caused by disorder, are essential features required to explain the observed period of oscillation in the TMR ratio and its asymptotic value for thick nonmagnetic spacer.

preprint:

Large magnetoresistance miyazaki ; moodera1  observed in ferromagnetic tunneling junctions such as Fe/Al2O3/Fe and Co/Al2O3/CoFe currently attracts much interest due to the possibility of its application to magnetic sensors and MRAM elements. Because the tunneling magnetoresistance (TMR) ratio is related to the spin polarization of the ferromagnetic leads julliere ; maekawa , attempts have been made to fabricate junctions with more highly spin-polarized ferromagnets lu ; seneor . Realistic calculations maclaren ; mathon3 , on the other hand, have given much higher TMR ratios than the observed values, which is probably due to their assumption of epitaxial structures. Recent experiments on TMR using epitaxial junctions yuasa1 ; wulfhekel ; bowen , however, were unsuccessful in producing TMR ratios as high as expected. Thus, our understanding of the relationship between the electronic structure of the ferromagnets and the TMR ratio is far from complete.

The most important factor governing the TMR ratio may be the electronic structure at junction interfaces teresa ; oleinik . In order to clarify its role, several experiments have been performed to measure the dependence of TMR ratio on the thickness of a nonmagnetic metal layer inserted at the interface moodera2 ; sun ; leclair . The observed TMR ratios show almost monotonic decrease with increasing thicknesses of inserted layers of Au, Cu, or Cr, contrary to a theoretical study for clean junctions mathon2  which shows clear oscillations of the TMR ratio as a function of the nonmagnetic layer thickness. Zhang and Levy zhang  have successfully explained this decrease in TMR ratio in terms of the decoherence of electron propagation across a nonmagnetic layer. However, recent experiments by Yuasa et al. show clear oscillations of the TMR ratio as a function of Cu layer thickness for high quality NiFe/Al2O3/Cu/Co junctions in which the Co/Cu electrode is a single crystal yuasa2 . In their experiments, two characteristic features of the oscillations have been observed: (i) the average TMR ratio decays to zero with increasing nonmagnetic layer thickness; (ii) the period of the oscillations is determined solely by the belly or long period Fermi wave vector $`k_\mathrm{F}`$ of Cu. The observed period agrees quite well with that of the oscillations of photoemission spectra caused by quantum well states in Co/Cu multilayers ortega . From the theoretical point of view this is confusing, since in addition to the Fermi wave vector vedyayev , another wave vector, i.e., the cut-off k-point $`k_{\mathrm{cp}}`$, given by the depth of the quantum well, is also known to contribute to the conductance oscillations mathon1 . This wave vector dominates the predicted oscillations of CPP-GMR in a Co/Cu/Co trilayer mathon4 . In fact, the calculated oscillations of TMR for a clean junction mathon2  cannot be explained by a single period determined by $`k_\mathrm{F}`$ only. Furthermore, the asymptotic value of the TMR ratio calculated for a thick spacer layer is finite, which disagrees with the observed results. The purpose of the present work is to reconcile the theoretical results with the observed ones and thus deepen our understanding of the TMR effect.

In this Letter we will show that the combined effects of barrier thickness and disorder can explain the experimental results. In particular, we will demonstrate that i) increasing barrier thickness increases the amplitude of the $`k_\mathrm{F}`$ oscillation period relative to the $`k_{\mathrm{cp}}`$ oscillation period, ii) disorder introduced in the barrier also weakens the amplitude of the $`k_{\mathrm{cp}}`$ oscillation period, and iii) the disorder decreases the asymptotic value of the TMR ratio. These results are interpreted in terms of the momentum selection of electrons incident on the barrier interface and in terms of the diffusive scattering due to disorder which opens additional conduction channels via quantum well states. In the first part of this Letter, these effects will be demonstrated by numerical calculation for a single-orbital tight-binding model. We will then demonstrate that the calculated results can be reproduced by the stationary phase approximation mathon4 . This implies that this technique is applicable to a realistic multi-orbital tunneling junction, where a purely numerical calculation would be unfeasible. The results indicate that $`k_\mathrm{F}`$ of Cu is really responsible for the oscillation period observed.

Let us consider a FM/I/NM/FM junction on a simple cubic lattice with lattice spacing $`a`$, where FM, I, and NM denote a ferromagnetic electrode, an insulating barrier, and a nonmagnetic metallic spacer, respectively. Initially we adopt a single-orbital tight-binding Hamiltonian in order to model a Co/Al2O3/Cu/Co junction:

$$H=t\underset{(i,j),\sigma }{}c_{i\sigma }^{}c_{j\sigma }^{}+\underset{i,\sigma }{}V_{i\sigma }c_{i\sigma }^{}c_{i\sigma }^{},$$
(1)
where $`c_{i\sigma }^{}(c_{i\sigma }^{})`$ is the annihilation (creation) operator of an electron with spin $`\sigma `$ at site $`i`$, $`t`$ the hopping integral between nearest neighbor sites, and $`V_{i\sigma }`$ the on-site potential for an electron with spin $`\sigma `$ at site $`i`$. Since the majority ($`+`$) spin band of Co is similar to the Cu band, we assume that $`V_{\mathrm{FM}+}`$ is equal to $`V_{\mathrm{NM}}`$. Figure 1 shows the potential profile of the system. Quantum well states are formed in NM only for electrons with minority ($``$) spin in the right FM. Since the insulating Al2O3 barrier is amorphous in real junctions, we introduce disorder in the barrier by requiring that $`V_{i\sigma }`$ takes $`V_\mathrm{I}+\mathrm{\Delta }V`$ or $`V_\mathrm{I}\mathrm{\Delta }V`$ values randomly depending on the site in the barrier.

The Kubo formula and a recursive Green’s function method are used to calculate the tunneling conductances $`G_{++}`$, $`G_{}`$, $`G_+`$, and $`G_+`$, where $`G_{++}`$ and $`G_{}`$ are the conductances in parallel alignment for $``$ and $``$-spin electrons, respectively, and $`G_+`$ and $`G_+`$ are those in antiparallel alignment for $``$ and $``$-spin electrons, respectively. The conductance is given by

$$G_{\sigma \sigma ^{}}=\frac{e^2}{h}\underset{𝐤_{},𝐤_{}^{}{}_{}{}^{}}{}t_{\sigma \sigma ^{}}(𝐤_{}𝐤_{}^{}{}_{}{}^{}),$$
(2)
where $`t_{\sigma \sigma ^{}}(𝐤_{}𝐤_{}^{}{}_{}{}^{})`$ is the transmission coefficient for an electron incident from the left FM with $`𝐤_{}`$ and scattered to the right FM with $`𝐤_{}^{}{}_{}{}^{}`$. TMR ratio is evaluated from the conductances in the parallel and antiparallel alignments as $`TMR1(G_++G_+)/(G_{++}+G_{})`$. In order to treat the disorder introduced in the insulating barrier, we use the single-site coherent potential approximation (CPA). The vertex correction to the conductance, which describes diffusive scattering, is calculated consistently with the coherent potential (self-energy) so that the current conservation is satisfied itoh2 . We have also performed numerical simulations itoh1  for finite-size clusters and checked that the results obtained by the two methods agree.

In these numerical calculations, we use $`V_{\mathrm{FM}+}=V_{\mathrm{NM}}=2.382t`$, $`V_{\mathrm{FM}}=5.382t`$, and Fermi energy $`E_\mathrm{F}=0.0`$. The choice of these parameters gives commensurate periods of oscillation as shown below. As for the insulating barrier, parameters $`V_\mathrm{I}=9.0t`$ and $`\mathrm{\Delta }V=0`$ are used for clean junctions, and $`V_\mathrm{I}=9.0t`$ and $`\mathrm{\Delta }V=0.5t`$ are used for disordered junctions. We only show the calculated results for disorder within the insulating barrier. However, we have checked that the results are not changed qualitatively even when we introduce disorder at the interface between the nonmagnetic spacer and the ferromagnetic electrode.

Figures 2(a) and 2(b) show, respectively, the spin-dependent conductances and TMR ratios of junctions without disorder. It can be seen that $`G_{}`$ and $`G_+`$ oscillate with the NM layer thickness $`L_{\mathrm{NM}}`$ due to interference effects caused by the quantum well. These oscillations show more than one period. The Fermi wave vector $`k_\mathrm{F}`$ and the cut-off k-point $`k_{\mathrm{cp}}`$ of NM are given by $`2t\mathrm{cos}(k_\mathrm{F}a)=V_{\mathrm{NM}}E_\mathrm{F}4t`$ and $`2t\mathrm{cos}(k_{\mathrm{cp}}a)=V_{\mathrm{FM}}V_{\mathrm{NM}}`$, respectively mathon1 . Therefore, the periods of oscillation estimated from $`k_\mathrm{F}=4\pi /5a`$ and $`k_{\mathrm{cp}}=2\pi /3a`$ are $`5a`$ and $`3a`$, respectively. The periods of oscillation in $`G_{}`$ and $`G_+`$ shown in Fig. 2(a) may be interpreted as a superposition of these two periods as discussed later. The situation is analogous to that of CPP-GMR in a Co/Cu/Co trilayer mathon4 . The TMR ratio shown in Fig. 2(b) oscillates with the same periods as the conductance and has a finite asymptotic value for large NM thicknesses. These results are consistent with the previous results mathon2  where the effect of disorder was ignored.

Figure 3 shows the dependence of oscillations in $`G_{}`$ on the barrier thickness $`L_\mathrm{I}`$. Here the conductances are normalized to the asymptotic values $`G_{}^{\mathrm{}}`$ obtained for $`L_{\mathrm{NM}}\mathrm{}`$. It can be seen that the oscillation period tends to $`5a`$ with increasing barrier thickness. This result is explained as follows. The wave vector $`𝐤_{}`$ parallel to the interface is conserved in the system without disorder, that is, $`t_{\sigma \sigma ^{}}(𝐤_{}𝐤_{}^{}{}_{}{}^{})=t_{\sigma \sigma ^{}}(𝐤_{})\delta _{𝐤_{},𝐤_{}^{}{}_{}{}^{}}`$. The transmission coefficient depends strongly on the angle of incidence of electrons tunneling across the barrier, and the normal incidence contributes most to the conductance. It follows that, as the barrier thickness increases, the oscillation given by cut-off k-points, i.e., $`𝐤_{}\mathrm{𝟎}`$, becomes progressively weakened compared to that given by the Fermi wave vector of NM, i.e., $`𝐤_{}=\mathrm{𝟎}`$. As for $`G_+`$, we could not see the increase in oscillation period from $`3a`$ to $`5a`$ unless we increase $`L_\mathrm{I}`$ further. This might be due to the fact that $`t_+(𝐤_{}=\mathrm{𝟎})/_𝐤_{}t_+(𝐤_{})`$ is smaller than $`t_{}(𝐤_{}=\mathrm{𝟎})/_𝐤_{}t_{}(𝐤_{})`$: that is, the contribution of normal incidence to the conductance in $`G_+`$ is less than that in $`G_{}`$. As a result, the oscillation period of the TMR ratio is not quite $`5a`$ for the present barrier thickness.

We now introduce disorder into the insulating barrier and show the calculated results of the spin-dependent conductances and TMR ratios in Figs. 4(a) and 4(b), respectively. It can be seen that the conductance $`G_+`$ is enhanced by disorder whereas the other conductances $`G_{++}`$, $`G_{}`$, and $`G_+`$ are hardly affected. $`G_+`$ now oscillates almost exclusively with period $`5a`$, (i.e. $`k_\mathrm{F}`$ period) about $`G_{++}`$ (see Fig. 4(a)). This results in a TMR ratio which is decreased and oscillates around zero with period $`5a`$. This should be contrasted with the ordered case in which the TMR ratio oscillates with a mixed period about a constant background (cf. Fig. 4(b) and Fig. 2(b)). The asymptotic values of the TMR ratio as $`L_{\mathrm{NM}}\mathrm{}`$ are shown in the inset of Fig. 4(b) as functions of the barrier thickness. Both the cases with and without disorder are shown. The asymptotic value of the TMR ratio of junctions without disorder decreases slowly with increasing $`L_\mathrm{I}`$, whereas that of junctions with disorder decreases rapidly and becomes zero for large $`L_\mathrm{I}`$.

To gain a better understanding of the effects of disorder on the magnitude of $`G_+`$, and on the period of oscillations, we have calculated the dependence of the transmission coefficient on $`𝐤_{}`$. Figures 5(a) and 5(b) show the transmission coefficients $`T_+(𝐤_{})`$, where $`T_{\sigma \sigma ^{}}(𝐤_{})_𝐤_{}^{}{}_{}{}^{}t_{\sigma \sigma ^{}}(𝐤_{}𝐤_{}^{}{}_{}{}^{})`$ is the transmission coefficient for an electron incident from the left FM with momentum $`𝐤_{}`$ on the barrier without and with disorder, respectively. When there is no disorder, the contribution to $`T_+`$ in the momentum space is concentrated near $`𝐤_{}=(0,0)`$. However, inclusion of disorder gives rise to additional contributions to $`T_+`$ of momenta outside this area. This is due to the fact that $`𝐤_{}`$ need not be conserved in diffusive scattering. In the absence of disorder, only $`𝐤_{}`$ points on the Fermi surfaces, that satisfy the $`𝐤_{}`$ conservation, may contribute to the conductance. For diffusive scattering, on the other hand, the entire set of $`𝐤_{}`$ points on the Fermi surface contributes to the transport. More precisely, $`𝐤_{}`$ points corresponding to these quantum well states contribute to the conductance. These $`𝐤_{}`$ points appear as spiky peaks in Fig. 5(b) and they fall on concentric rings in the $`𝐤_{}`$ space.

It is clear from Fig. 5(b) that the number of open $`𝐤_{}`$ channels contributing to $`T_+`$, is the same as that contributing to $`T_{++}`$. This explains the increase in the constant part of the conductance $`G_+`$ to a value of approximately $`G_{++}`$. In addition, the introduction of diffusive scattering has almost eliminated the sharp momentum cut-off observed in fig. 5(a), which explains why the $`k_{\mathrm{cp}}`$ oscillation period of $`G_+`$ is weakened by disorder. The other transmission coefficients are not greatly affected by the introduction of disorder, as scattering cannot open new $`𝐤_{}`$ channels for these cases. This explains why the introduction of disorder has little affect on the conductances $`G_{++}`$, $`G_{}`$, and $`G_+`$.

We therefore expect that in the presence of disorder, the oscillatory part of the conductance is derived entirely from states in the region of $`𝐤_{}=(0,0)`$. In order to check this hypothesis, we use the stationary phase method (see Ref.mathon4  and references therein), which is able to determine the oscillatory contributions from isolated regions of the Brillouin zone, for thick spacers. The results, depicted by solid curves in fig. 4(a) and 4(b), are in excellent agreement with the numerical calculations for $`L_{\mathrm{NM}}5`$. This fact indicates that the oscillation period observed in the experiments may be determined in the stationary phase approximation for realistic systems. The experimental finding yuasa2  that the oscillation period is determined by $`k_\mathrm{F}`$ of Cu spacer is thus naturally explained. Realistic calculation for the TMR oscillation and its bias dependence is in progress.

In summary, the period of oscillation determined by $`k_\mathrm{F}`$ of the spacer is dominant in TMR due to the $`𝐤_{}`$-selection by the insulating barrier and the deconfinement of the quantum well states by disorder. The diffusive scattering caused by the disorder increases the conductance in antiparallel alignment by opening new conductance channels via quantum well states and results in the oscillation of the TMR ratio around an averaged value close to zero. The success of the stationary phase approximation in reproducing the numerical results indicates that the oscillation period observed in realistic tunneling junctions can be explained in terms of $`k_\mathrm{F}`$ of Cu spacer.

###### Acknowledgements.

H.I. would like to thank the visiting fellow program of the JSPS and the CREST Suzuki team for their valuable discussions and the financial support. J.I. acknowledges the financial support of the NEDO International Joint Research Project (NAME).