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# Colloidal dynamics in polymer solutions: Optical two-point microrheology measurements

## I Introduction

The dynamics of colloidal particles dispersed in viscoelastic polymer solutions are important in both fundamental and applied science. Suspensions of particles in polymers are encountered in an vast range of chemical products including coatings, controlled-release drug formulations, personal care products, and filled polymer composites as well as being significant in many biological processes, such as intracellular transport inside the viscoelastic cytoplasm of a cell 1837 . From a fundamental viewpoint, the characteristic lengths of polymers and colloids which differ by several orders of magnitude, suggest that these mixtures should be ideal candidates for coarse-grained descriptions. However while such approaches have been applied to equilibrium properties with considerable success there have been no comparable attempts, so far, to explain and quantify the rich dynamical and rheological properties of these complex mixtures. Understanding the dynamics of these complex systems remains an important goal of soft matter science. In recent years considerable experimental progress in the characterization of these systems has been made though the development of optical microrheology techniques. The underlying idea, pioneered by Mason and Weitz 655 , is that the Brownian fluctuations of a colloidal probe particle reflect the viscoelasticity of the medium in which the probe is embedded. By analysing the thermal motion it is possible to obtain quantitative information about the rheological properties of the polymer matrix over an extended range of frequencies not accessible to conventional rheometers. Optical microrheology experiments typically monitor the thermal fluctuations of a single probe particle using a combination of video microscopy, optical interferometry 1169 ; 1170 , or diffusing wave spectroscopy 655 . While microrheological techniques enjoy significant potential advantages over traditional rheological methods complications in interpretation have limited their application 2302 . The problem is that the presence of a particle can perturb the surrounding medium (by, for instance, depleting polymer segments from near the particle surface) so that the dynamics of a single particle fails to reflect the macroscopic viscoelasticity of the medium 1545 ; 1572 . In effect, a particle diffuses in a “pocket” of material whose local rheological properties are not those of the bulk. To circumvent this limitation, Crocker et al. 1572  conjectured that the correlated fluctuations of two separated probe particles should measure the bulk rheological properties of inhomogeneous materials more accurately than traditional one-particle experiments. Using video microscopy they tracked the thermal diffusion of pairs of probe particles embedded in a viscoelastic solution of guar and confirmed that the extracted viscoelastic moduli were in close agreement with conventional measurements. Significantly, the single particle results differed substantially, both in magnitude and scaling, from the two-particle results. Recently these observations have been confirmed theoretically by Levine and Lubensky 1547 . Using an analogy to classical electrostatics they have shown that while one-point techniques measure essentially a local rheology, two-point correlations determine the bulk rheology. Interestingly, these observations suggest that combined one- and two-point measurements could be a powerful tool to probe the nature of the specific interactions between particle and medium.

In this paper, we present an extension of the two-point correlation technique to high frequencies using optical interferometry to track particles with high spatial and temporal resolution. Our approach allows access to a much faster range of timescales than previous measurements 1572 , as we show later. In consequence we are able to measure the rheological properties in a frequency range from typically $``$ 101 to 104 rad s-1. Accurate measurements of multi-point correlations are substantially more demanding than one-point measurements. To achieve adequate signal-to-noise levels we have been forced to use a more intense laser beam than usually employed in particle tracking experiments 1169 ; 1170 ; 1837 . We consider explicitly the effects of optical-gradient forces and assume that each particle is held within a fixed harmonic potential. The two-particle correlations measured therefore differ from those discussed by Crocker et al. 1572  where diffusion occurs in the absence of a potential. We develop a generalised Langevin theory to account for the correlated time-dependent fluctuations in terms of the viscoelasticity of the medium. Our paper is organised as follows: In Section II, we present an analysis of our two-particle microrheology experiments, and discuss how two-particle correlations are related to the viscoelasticity of the medium (Sec. II.2). Next, in Section III we describe our experimental setup and numerical procedures. Finally in Section IV we present measurements of one- and two-point fluctuations of two widely-spaced spheres immersed in a semi-dilute polymer solution which demonstrate the validity of our approach before we conclude in Section V.

## II Theory

The fundamental concept underlying optical microrheology experiments is that the Brownian motion of a rigid spherical tracer particle is determined by the viscoelasticity of the surrounding medium. Typically the mean-squared displacement (MSD) $`\mathrm{\Delta }x^2(t)`$ = $`[x(t)x(0)]^2`$ of the particle trajectory is measured (here $`x(t)`$ denotes the tracer particle position after a time $`t`$ and the brackets denote a time or ensemble average). The MSD is related to the rheological properties of the medium though linear response theory. In general, the time-dependent frictional force $`F(t)`$ on a sphere moving with a velocity $`u(t)`$ through a viscoelastic medium may be written as 1415

$$F(t)=_{\mathrm{}}^t\xi (tt^{})u(t^{})𝑑t^{},$$
(1)
where $`\xi (t)`$ is the instantaneous friction coefficient. The convolution on the rhs of Eq. 1 reflects the viscoelastic nature of the suspending fluid. Energy is stored as the Brownian particle diffuses, generating a “memory” of the particle’s past motion. In consequence, the frictional force experienced at a time $`t`$ depends on the particle velocity at all earlier times $`t^{}`$. This non-local time-dependence changes profoundly the Brownian trajectory so that from a measurement of the MSD the time-dependent friction coefficient $`\xi (t)`$ can be determined. The utility of microrheological measurements depend on extracting information about the rheological properties of the medium from the time dependence of $`\xi (t)`$.

### II.1 Correlated Brownian Motion in a Viscoelastic Fluid

The optical gradient forces on a high refractive-index particle within a tightly-focused laser beam are well approximated by a harmonic interaction. Consequently, we model our experiments by analysing the dynamics of a pair of rigid Brownian particles of radius $`a`$, each held in a harmonic potential well, and separated by a distance $`r`$ within a linear viscoelastic medium. Fluctuations in the positions of the two particles are correlated as a result of the hydrodynamic interactions which are transmitted through the viscoelastic matrix. The standard Langevin description (see for instance Refs. Doi-646 ; 2065 ) for the Brownian motion of a pair of neutrally-buoyant particles of mass $`m`$ is readily modified to include the effects of the viscoelasticity of the medium,

$`m{\displaystyle \frac{du_1(t)}{dt}}`$ $`=`$ $`{\displaystyle _{\mathrm{}}^t}\xi _{11}(tt^{})u_1(t^{})𝑑t^{}{\displaystyle _{\mathrm{}}^t}\xi _{12}(tt^{})u_2(t^{})𝑑t^{}kx_1(t)+f_1^R(t)`$
$`m{\displaystyle \frac{du_2(t)}{dt}}`$ $`=`$ $`{\displaystyle _{\mathrm{}}^t}\xi _{22}(tt^{})u_2(t^{})𝑑t^{}{\displaystyle _{\mathrm{}}^t}\xi _{21}(tt^{})u_1(t^{})𝑑t^{}kx_2(t)+f_2^R(t).`$ (2)
Here the subscripted indices label the two Brownian spheres, $`k`$ is the harmonic force constant of the optical traps (assumed identical), and $`f_i^R(t)`$ denotes the random Brownian forces acting on particle $`i`$ ($`i`$ = 1,2). The time-dependent frictional coefficients $`\xi _{ij}(t)`$ in Eq. II.1 result from the generalisation of the viscoelastic “memory” (Eq. 1) to the case of two interacting particles. The self term $`\xi _{11}(t)`$ details the force acting on one sphere when the same sphere is moving (and the second sphere is stationary) while the cross friction coefficient $`\xi _{12}(t)`$ describes the force generated on one sphere by the motion alone of the other sphere. Since the random thermal and frictional forces both have the same microscopic origin they must satisfy in equilibrium at a temperature $`T`$, the fluctuation-dissipation theorem $`f_i^R(t)f_j^R(t^{})`$ = $`k_BT\xi _{ij}(tt^{})`$ 1908 .

The coupled generalized Langevin equation (II.1) is simplified by introducing collective and relative normal coordinates and using standard techniques to solve the resulting decoupled equations of motion. Here we focus on the solution for the two-particle mean-squared displacement, namely

$$d_{ij}(t)=\frac{\mathrm{\Delta }x_i(t)\mathrm{\Delta }x_j(t)}{\sqrt{\mathrm{\Delta }x_i^2\mathrm{\Delta }x_j^2}},$$
(3)
where the displacements are normalised by the equipartition result, $`\mathrm{\Delta }x_i^2=2k_BT/k`$. The mutual two-particle mean-squared displacement $`d_{ij}(t)`$ for $`ij`$ details the correlation between the thermal fluctuations of the two separated particles. The self term $`d_{ii}(t)`$, is the MSD of particle $`i`$ in the presence of a second particle. The exact solution for the two-particle displacement function is from Eq. II.1,

$$\stackrel{~}{d}_{ij}(s)=\frac{k}{2}\left[\frac{1}{s^3m+s^2\stackrel{~}{\xi }_++sk}+\frac{2\delta _{ij}1}{s^3m+s^2\stackrel{~}{\xi }_{}+sk}\right],$$
(4)
where the tilde denotes a Laplace transform, $`\stackrel{~}{f}(s)`$ = $`_0^{\mathrm{}}f(t)\text{e}^{st}𝑑t`$, $`s`$ is the Laplace variable and $`\stackrel{~}{\xi }_\pm `$ = $`\stackrel{~}{\xi }_{11}\pm \stackrel{~}{\xi }_{12}`$. The complete solution (4) is still too complicated to use to analyse experimental data. In order to derive a simpler result we make two simplifying assumptions.

We start by considering the importance of particle inertia. The mass $`m`$ of the particle determines the decay time $`\tau _Bm/6\pi \eta _{\mathrm{}}a`$ of the particle velocity autocorrelation function. Here $`\eta _{\mathrm{}}`$ is the high frequency viscosity of the medium. For frequencies small compared to $`\omega _B=1/\tau _B`$ the momentum of the Brownian particle will have relaxed to zero and we may neglect particle inertia. In our experiments, $`\omega _B`$ is of order 10 MHz so neglecting particle inertia is an excellent approximation at frequencies of experimental interest ($`\omega `$ 20 kHz).

Secondly, we consider only the situation where the two probe spheres are separated by a distance $`r`$ which is large in comparison to the sphere radius $`a`$. In this limit, Batchelor Batchelor-618  has argued from general symmetry considerations that the hydrodynamic functions depend on the dimensionless sphere separation $`\rho `$ = $`r/a`$ as,

$`\xi _{11}`$ $`=`$ $`a_0+{\displaystyle \frac{a_2}{\rho ^2}}+{\displaystyle \frac{a_4}{\rho ^4}}+𝒪(\rho ^6)`$
$`\xi _{12}`$ $`=`$ $`{\displaystyle \frac{b_1}{\rho }}{\displaystyle \frac{b_3}{\rho ^3}}𝒪(\rho ^5),`$ (5)
where the coefficients $`a_i`$ and $`b_i`$ are constants for a given medium. This asymptotic solution reveals that provided the two spheres are far enough apart, the self friction $`\xi _{ii}`$ is, to leading order, independent of the separation $`\rho `$. The mutual friction coefficient $`\xi _{12}`$ by contrast depends sensitively on the pair separation varying as $`1/\rho `$ at large $`r`$ so that the ratio $`\xi _{12}/\xi _{11}`$ is a small parameter which shrinks with increasing separation as $`1/\rho `$. Consequently the exact expression for the two-particle displacements (Eq. 4) may be simplified by expanding $`\stackrel{~}{d}_{ij}`$ in powers of $`\stackrel{~}{\xi }_{12}/\stackrel{~}{\xi }_{11}`$. At large $`\rho `$, only the constant terms and the part which decays with distance as $`1/\rho `$ contribute to the displacement field. Retaining these leading terms yields the desired simplified expression for the correlated sphere displacements. Ignoring particle inertia, the one- and two-particle displacements may then be expressed as

$`\stackrel{~}{d}_{ii}(s)`$ $`=`$ $`{\displaystyle \frac{k}{s(s\stackrel{~}{\xi }_{ii}+k)}}`$
$`\stackrel{~}{d}_{ij}(s)`$ $`=`$ $`{\displaystyle \frac{k\stackrel{~}{\xi }_{ij}}{(s\stackrel{~}{\xi }_{ii}+k)^2}},`$ (6)
where $`ij`$. Rearranging these equations gives expressions for the friction coefficients in terms of experimental quantities, namely

$`{\displaystyle \frac{s}{k}}\stackrel{~}{\xi }_{ii}(s)`$ $`=`$ $`{\displaystyle \frac{1}{s\stackrel{~}{d}_{ii}(s)}}1`$
$`{\displaystyle \frac{s}{k}}\stackrel{~}{\xi }_{ij}(s)`$ $`=`$ $`{\displaystyle \frac{\stackrel{~}{d}_{ij}(s)}{s\stackrel{~}{d}_{ii}^2(s)}}.`$ (7)
Measurements of the single-particle fluctuations yield the self friction $`\stackrel{~}{\xi }_{ii}(s)`$, whereas the mutual friction coefficient is found from a knowledge of both single-particle and two-particle positional fluctuations. Our analysis is valid for any viscoelastic media, we make no assumptions about the homogeneity of the medium. We assume only that: (i) the particle pair separation $`r`$ is large in comparison to the sphere radius $`a`$, and (ii) particle inertia is unimportant.

### II.2 Relation to Rheology

The relationship between the friction coefficient $`\stackrel{~}{\xi }_{ij}(s)`$ and the viscoelasticity of the medium is a challenging problem in fluid mechanics. Some of the complications are illustrated in Figure 1 which shows schematically the microstructure of a colloid-polymer mixture. If the polymer is non-adsorbing then around each particle is a depletion zone of width $`\zeta `$ where the polymer concentration is less than in the bulk. Physically, we expect the motion of an individual sphere to depend on the local environment rather than the rheology of the bulk solution. So it seems reasonable to expect the depletion zone around a particle to speed up diffusion, in comparison to the case where the medium is homogeneous.

While such specific interactions between probe and medium have not been considered, Levine and Lubensky 1547  have analysed in detail the simpler case of a viscoelastic continuum. Over a wide range of frequencies, they predict that the single particle friction coefficient satisfies the generalised Stokes-Einstein relation,

$$\stackrel{~}{\xi }_{ii}(s)=\frac{6\pi a\stackrel{~}{G}(s)}{s},$$
(8)
where $`\stackrel{~}{G}(s)`$ is the Laplace shear modulus of the homogeneous medium. This result reduces to the well-known Stokes expression ($`\xi `$ = $`6\pi \eta a`$) for the friction of a rigid sphere in a viscous fluid 1415  if the Laplace modulus is replaced by its Newtonian limit, $`\stackrel{~}{G}(s)=s\eta `$. Deviations from Eq. 8 are expected if the local environment around each sphere is not the same as the bulk.

While probe–particle interactions have a significant effect on single particle motion, Crocker et al. 1572  have suggested that they should have a much weaker influence on the correlated fluctuations of pairs of particles. This conjecture has recently been confirmed theoretically 1547 . In a homogeneous viscoelastic medium, the two-particle friction coefficient has the form,

$$\stackrel{~}{\xi }_{ij}(s)=\frac{9\pi a\stackrel{~}{G}(s)}{\rho s}.$$
(9)
This equation is valid provided the pair separation $`r`$ is large in comparison to the sphere radius $`a`$. In the Newtonian limit, we recover the asymptotic form of the mutual friction coefficient for a viscous fluid ($`\xi _{ij}`$ = $`9\pi \eta a/\rho `$ Batchelor-618 ).

## III Materials and Methods

### III.1 Dual-beam Optical Tweezers

The details of the dual-beam optical tweezer equipment used in the present experiments have been described in a preceding publication 2065 . Figure 2 shows schematically the apparatus. In brief, two spherical colloidal particles are held by optical gradient forces near the focus of a pair of orthogonally-polarised laser beams ($`\lambda `$ = 1064 nm). The mean separation $`r`$ between the probe particles was varied by altering the positions of the trapping lasers with an external computer-controlled mirror. The thermal fluctuations in the position of each probe particle were monitored by recording the interference between the forward scattered and transmitted infra-red beams with a pair of quadrant photodetectors. Custom-built current-to-voltage converters allowed the in-plane positions of both spheres to be recorded with a spatial resolution of $``$ 1 nm at time intervals of 50 $`\mu `$s.

The optical gradient force on a sphere displaced from the focus of the laser beam is harmonic. The force constant $`k`$ of each trap was determined in a separate calibration experiment 2065 . Colloidal spheres dispersed in decalin were trapped in each of the two beams in turn. The single particle mean squared displacement $`\mathrm{\Delta }x^2(t)`$ was measured and fitted to $`\mathrm{\Delta }x^2(t)=\mathrm{\Delta }x^2\left[1\mathrm{exp}(t/\tau )\right]`$ to yield the trap stiffness $`k`$ = $`6\pi \eta a/\tau `$ from known values of the particle radius $`a`$ and solvent viscosity $`\eta `$. The intensity of the two beams was adjusted until the stiffness of the traps differed by less than $``$ 5%. For a given geometry and laser intensity, the harmonic force constant $`k`$ is a function only of the refractive index mismatch between particle and medium, so these calibration constants are expected to hold for the polymer data presented below. The root-mean-square fluctuation in the particle position in each trap was ca. 50 nm.

### III.2 Numerical Methods

The normalised one- and two-particle mean-squared displacements $`d_{ij}(t)`$ were calculated from the measured particle trajectories $`\{x_1(t),x_2(t)\}`$ using fast Fourier transform algorithms 2065 . The Laplace transform of the one-particle MSD $`d_{ii}(t)`$ was determined from a regularised fit to a linear superposition of exponential terms,

$$d_{ii}(t)=1\underset{k=1}{\overset{N}{}}L_k\text{e}^{t/\tau _k},$$
(10)
where $`N`$ is the number of terms, $`\tau _k`$ is the decay time specified on a logarithmic grid and the coefficients $`L_k`$ were determined by requiring that the spectrum of relaxation times remain smooth and penalizing sums proportional to their second derivative 2331 . The curvature penalty suppresses unphysical wild oscillations in the solution. The constrained regularised solution to Eq. 10 was found using the CONTIN algorithm 2332 . Once $`L_k`$ have been determined the Laplace transform may be calculated exactly as,

$$\stackrel{~}{d}_{ii}(s)=\frac{1}{s}\underset{k=1}{\overset{N}{}}L_k\frac{1}{s+\tau _k^1}.$$
(11)
The Laplace transform of the two-particle MSD $`d_{ij}(t)`$ was evaluated by a two step numerical procedure. First, $`d_{ij}(t)`$ was fitted to a series of cubic polynomial splines. The contribution to the transform from each time interval was then expressed in terms of a series of incomplete gamma functions which were evaluated numerically. Tests showed that errors in the transform were of the order of 5%, except near the frequency extremes where truncation errors became more significant.

## IV Results

To test our approach we have made measurements on a viscoelastic semi-dilute solution of polystyrene (PS) with an average molecular weight of 107 (M$`_\text{W}`$/M$`_\text{N}`$ = 1.19) in a mixed cis\- and trans-decalin solvent (volume fraction cis-decalin 0.48). Linear polystyrene in decalin is a well studied system 133 . The $`\mathrm{\Theta }`$-temperature of PS in an equal volume mixture of cis\- and trans-decalin is $``$ 16 C so at the temperature of our measurements ($``$ 23 C) decalin remains a near-$`\mathrm{\Theta }`$ solvent. Using literature values 133  we estimate the polymer radius of gyration at 23 C as $`R_g`$ 102 nm, slightly larger than the value under $`\mathrm{\Theta }`$-conditions of 87 nm. The overlap concentration $`c^{}`$ is 3.7 mg cm-3. Sterically-stabilised poly(methyl methacrylate) spheres of radius $`a`$ = 0.643 $`\mu `$m were added as probe particles at a volume fraction $`\varphi `$ 10-6. The viscous suspensions were loaded into flat, rectangular capillary tubes 170 $`\mu `$m thick which were hermetically sealed with a fast-setting epoxy glue and mounted onto a microscope slide. The samples were left for at least forty minutes to allow the particles to settle to the bottom surface before the beginning of an experiment. The trajectories of two spheres were collected at ten roughly even-spaced pair separations between 3 $`\mu `$m and 17 $`\mu `$m. 223 data points were collected at each separation at a sampling frequency of 20 kHz. To avoid wall effects, we analysed only spheres at least 15 $`\mu `$m away from the capillary walls. All measurements were performed at room temperature.

The time-dependent trajectory of a sphere diffusing in a PS solution is illustrated in Fig. 3. In contrast to cross-linked gels, the entanglements present in a semi-dilute polymer solution are only temporary so on a sufficiently long time scale the solution is expected to be purely viscous. Consequently the trajectory, when averaged over a long enough period, will depend only on the external potential and not on the viscoelasticity of the solution. The optical forces are harmonic so that at long times the particle probability distribution will be Gaussian and the mean squared displacement will plateau at the equipartition limit, $`\mathrm{\Delta }x^2(t)`$ = $`2k_BT/k`$. This behaviour is seen in Fig. 3 (d). At short times, the particle statistics are also Gaussian although diffusion is now hindered by the temporary entanglements found in the surrounding semi-dilute polymer solution (Fig. 3 (a)). The non-Gaussian dynamics at intermediate times (Fig. 3 (b) and (c)) are most intriguing. The trajectory is highly anisotropic and does not resemble the isotropic diffusion seen on either shorter or longer time intervals. The particle seems to make infrequent large “jumps” over a distance which is comparable to the polymer radius of gyration. This behaviour suggests that the instantaneous micro-environment around each sphere in a polymer solution is heterogeneous and evolves in time.

To characterise the mechanical environment in detail we calculated the mean-squared $`x`$-displacement, $`\mathrm{\Delta }x^2(t)`$, from the trajectory of a single particle. The data was recorded from a pair of widely-separated spheres trapped within a PS solution. Fig. 4 depicts one of the two MSDs, normalised by the plateau displacement, at a number of different pair separations. Data for the second sphere was essentially identical and is not shown. As expected, there is no systematic dependence of the single particle MSD on the pair separation $`r`$, provided the two spheres remain well separated ($`ra`$). The measured $`\mathrm{\Delta }x^2(t)`$ is sensitive only to the local rheological environment around each particle. Because of the high frequency elasticity of the polymer solution, $`\mathrm{\Delta }x^2(t)`$ increases approximately as $`t^{0.8}`$ at early times rather than linearly, as expected for diffusion in a purely viscous medium. At long times $`\mathrm{\Delta }x^2(t)`$ reaches the equipartition plateau.

Using the same trajectory data, we have also calculated the two-point correlations. We expect that for widely-spaced particles the strength of the correlated positional fluctuations will decay inversely with the particle spacing. To confirm this, we plot in Fig. 5 the mutual mean-squared displacement $`d_{ij}(t)`$ multiplied by the dimensionless spacing $`\rho `$. The data measured for a range of different pair spacings is seen to collapse onto a common curve over a wide range of times, although deviations are evident at very long times. The variations seen at long times do not depend systematically on the pair spacing $`\rho `$ and are probably a reflection of poor statistics or mechanical vibrations. The peak seen in $`d_{ij}(t)`$ is a consequence of the applied optical potential since for very long times the correlations between the two particles must decay ultimately back to zero.

The one- and two-particle mean-squared displacements contain features which originate from the viscoelasticity of the polymer solution and from the applied optical forces. To separate the two contributions we use the analysis of Sec. II. Inverting $`d_{ii}(t)`$ and $`d_{ij}(t)`$ yields friction coefficients which, apart from a simple scaling, do not depend on the applied potential. The computed friction coefficients are shown in the inset in Fig. 6. The frequency dependence seen is in sharp contrast to that expected for a purely viscous fluid where $`\stackrel{~}{\xi }_{ij}`$ remains independent of frequency. The steady decrease in the particle friction with increasing frequency reflects the viscoelasticity of the polymer solution and in particular its ability to store energy elastically at high frequencies. To discuss further the connection between the particle friction and the medium rheology we focus on the frequency scaled functions $`s\stackrel{~}{\xi }_{ii}`$ and $`s\rho \stackrel{~}{\xi }_{ij}`$. In the continuum model of Levine and Lubensky 1547 ; 2009  both functions are predicted to be simple multiples of the Laplace-transformed shear modulus $`\stackrel{~}{G}(s)`$ so that the ratio $`s\rho \stackrel{~}{\xi }_{ij}/s\stackrel{~}{\xi }_{ii}`$ should be frequency-independent and from, Eqs. 8 and 9, equal to $`3/2`$. The experimentally-derived values for $`s\stackrel{~}{\xi }_{ii}`$ and $`s\rho \stackrel{~}{\xi }_{ij}`$ are shown in Fig. 6. In partial accord with these predictions, we find that the two scaled friction coefficients do exhibit a very similar functional form (except possibly at the highest frequencies). However the ratio $`s\rho \stackrel{~}{\xi }_{ij}/s\stackrel{~}{\xi }_{ii}`$ is not $`3/2`$ but of order unity.

While we do not have a complete understanding of this discrepancy one possible explanation is that the nature of the shear coupling between the particle and the medium differs in the one- and two-particle situations. In the immediate vicinity of a probe particle a depletion zone exists with a reduced polymer segment concentration. While hydrodynamic forces will still couple the motion of the probe particle to the polymer matrix, the depletion zone could modify the nature of the boundary conditions at the particle surface. For a rigid spherical particle, the choice of boundary conditions changes the friction coefficient by a factor of $`3/2`$ from $`6\pi \eta a`$ for stick to $`4\pi \eta a`$ for slip 1415 . Cardinaux et al. 2322  have recently suggested that a slip, as opposed to a stick, boundary condition might apply to single particle motion in giant-micellar solutions. Assuming the depletion of polymer has a similar effect, then we should identify $`\stackrel{~}{\xi }_{ii}(s)`$ with $`4\pi a\stackrel{~}{G}(s)/s`$ rather than Eq. 8. In the case of slip, the two-particle friction coefficient $`\xi _{ij}`$ is $`\rho \stackrel{~}{\xi }_{ij}(s)`$ = $`4\pi a\stackrel{~}{G}(s)/s`$ jones . In this case the ratio $`\rho \stackrel{~}{\xi }_{ij}/\stackrel{~}{\xi }_{ii}`$ is $`1.0`$ which is in close agreement with the value found experimentally. Further experimental and theoretical work is necessary to confirm this picture. A detailed comparison between the one- and two-particle friction coefficients as a function of polymer concentration and molecular weight is currently underway and will be the subject of future publications.

The frequency-dependent complex shear modulus $`G^{}(\omega )`$ = $`G^{}(\omega )+iG^{\prime \prime }(\omega )`$ may be determined from either the one- (after allowing for the slip boundary conditions) or two-point friction coefficients. Fig. 7 shows the storage and loss moduli computed from tweezer measurements for a 2.9 $`c^{}`$ solution of polystyrene. The data exhibits the features expected for an entangled flexible polymer solution Doi-646 . At high frequencies, above the maximum relaxation time of the solution, the shear and loss moduli are expected to show a power law dependence on $`\omega `$. Under $`\mathrm{\Theta }`$–conditions, $`G^{}`$ and $`G^{\prime \prime }`$ are predicted by the Zimm model to vary as $`\omega ^{2/3}`$. Fig. 7 shows that at high frequencies the complex modulus $`G^{}(\omega )`$ follows closely the predictions of Zimm theory. At low frequencies the elasticity of the entanglement network contributes and the measured $`G^{}(\omega )`$ is increased above the Zimm predictions as expected for a semi-dilute solution.

## V Summary

In this paper we have demonstrated that combined measurements of one- and two-particle thermal fluctuations can be used to provide new insights into the the nature of the interface around a probe sphere embedded in a viscoelastic medium. We have measured the correlated Brownian motion of two widely-separated spheres held by a pair of tightly-focused laser beams within a polymer solution. Photodetection of scattered light was used to record the trajectories of the trapped particles with high spatial and temporal resolution. This new technique differs from previous two-point microrheological studies 1572  in its spatial resolution and access to high frequencies; frequencies up to 104 rad s-1 are readily detectable. In comparison, the frequency range of previous two-point measurements 1572  have been limited by the speed of video microscopy to $`\omega `$ 102 rad s-1. Faster A/D data acquisition should enable the optical tweezer technique to be extended to still higher frequencies approaching 107 rad s-1.

In order to achieve good statistics on two-particle correlations we have used a significantly higher-powered laser beam than previous (single-particle) optical tracking studies 1169 ; 1170 ; 1837 . As a result we are no longer able to ignore the effects of optical forces applied by the laser beam on the measured particle fluctuations, as previous studies have assumed implicitly 1169 ; 1170 ; 1837 . We account for the optical-gradient forces by analysing the dynamics of two harmonically-bound particles embedded in a general viscoelastic medium. By making two simplifying assumptions, which we show are valid in our experiments, we develop simple expressions for the frequency-dependent single- and two-particle friction coefficients, in terms of measurable quantities. We expect the single-particle friction coefficient to be sensitive to the rheological properties of the interfacial zone immediately surrounding a probe sphere while two-point measurements should allow the bulk rheological properties to be determined.

We have demonstrated the validity of our approach by analysing the one- and two-point correlations measured for 1.28 $`\mu `$m diameter poly(methyl methacrylate) spheres suspended in a semi-dilute solution of polystrene. One- and two-particle friction coefficients are computed. We confirm that over a wide range of particle separations, the two-point correlations vary inversely with the particle spacing $`r`$ while the one-point correlations are independent of $`r`$. The two friction coefficients show a very similar dependence on frequency with the single-particle friction coefficient $`\stackrel{~}{\xi }_{ii}(s)`$ approximately equal to the corresponding two-particle friction coefficient $`\rho \stackrel{~}{\xi }_{ij}(s)`$. While viscoelastic theory confirms that the two functions should have a similar frequency dependence, the ratio measured is in quantitative disagreement with recent theoretical calculations for a viscoelastic continuum 1547 , which predict a ratio of $`3/2`$. We suggest that this discrepancy reflects the existence of a depletion zone around each particle in a non-adsorbing polymer solution. As a consequence, the shear coupling between particle and medium may be approximated by a slip rather than a stick boundary conditions on the particle surface. With this assumption, either the one- or two-particle friction coefficients can be used to obtain the bulk rheology.

###### Acknowledgements.

We thank Bob Jones for pointing out an error in the first draft of this paper, Peter Olmsted for useful discussions and Dr S.W. Provencher for providing the CONTIN code. We gratefully acknowledge financial support from the UK Engineering and Physical Sciences Research Council.


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# Bias and consistency in time delay estimation methods: case of the double quasar HE 1104-1805

## 1 Introduction

In a recent paper by Gil-Merino et al. (GilMerino02 (2002), in the following referred to as GWW) photometric data for the double quasar HE 1104-1805 was used to get a new and improved estimate for the time delay of the system. The authors claim that the previous value obtained for the delay ($`0.73`$ years, Wisotzki et al. Wisotzki98 (1998)) was affected by bias of the employed dispersion minimization method (Pelt et al. Pelt94 (1994, 1996)). To substantiate their claim they introduce a notion of consistency to evaluate different delay estimation schemes.

When the bias (and methods to control it) of the dispersion minimization algorithm is well known, its possible internal inconsistency is certainly a new aspect of the method and should be seriously considered. In this short note we just do that. First we shortly review the problem of the bias introduced by the method and then turn to the problem of inconsistency. We will show that this notion as defined in GWW comes from a shaky argument and should not be used. This is true in the context of the dispersion minimization method as well as in the context of other methods.

In the final part of the paper we will show that the currently available data for HE 1104-1805 is not sufficient to determine a time delay with a resonable precision (with a standard deviation of, say, $`15\%`$).

## 2 Bias in the dispersion minimization method

In the dispersion minimization method (Pelt et al. Pelt94 (1994, 1996)) one evaluates cross sums of the type:

$$D^2(\tau )=\frac{\underset{n=1}{\overset{N1}{}}\underset{m=n+1}{\overset{N}{}}W_{n,m}(\tau )(C_nC_m)^2}{_{n=1}^{N1}_{m=n+1}^NW_{n,m}},$$

where $`C_n`$ and $`C_m`$ are points of the combined lightcurve and the weights $`W_{n,m}(\tau )`$ depend on the trial time delay $`\tau `$, estimated errors and a particular downweighting scheme $`S(t_nt_m)`$ (for details see Pelt et al. Pelt94 (1994, 1996) or GWW). Bias is introduced into the method by the fact that magnitude differences $`C_nC_m=q_n+ϵ_nq_mϵ_m`$ depend not only on observational errors $`ϵ_n,ϵ_m`$ but also on the intrinsic variability of the quasar through $`q_nq_m`$. The basic presumption of the method is that this variability is relatively low for nearby time points which have non-zero weights in the above sum. Bias in the method is somewhat controlled by the choice of the parameter $`\delta `$ in a particular downweighting scheme

$$S(t_nt_m)=\{\begin{array}{cc}1\frac{|t_nt_m|}{\delta }\hfill & \text{if }|t_nt_m|\delta \hfill \\ 0\hfill & \text{if }|t_nt_m|>\delta ,\hfill \end{array}$$

which gives a higher weight for nearby pairs and lower weight for pairs whose components are far away from each other. Pairs with $`|t_nt_m|>\delta `$ are excluded. To use the dispersion method consistently we need to compute dispersion spectra for a large sample of downweighting parameter $`\delta `$ values. If there are enough points in the data set to compute statistically stable dispersions and they are favorably spaced (without long regularly spaced gaps) then the best delay shows up in a multitude of spectra. The scatter of the obtained minima can be used to get a rough estimate of the bias involved. We refer the reader to Pelt et al. (Pelt96 (1996)) for a detailed analysis of the bias in the dispersion minimization method as used in the case of the double quasar QSO 0957+561.

For the analysis below we note that dispersion minimization can be looked upon as a certain election scheme. The pool of electors (or voters) is a set of all data point pairs $`(C_n,C_m)`$ in a combined curve ($`A`$–curve together with the time and magnitude shifted $`B`$–curve). We assume here that the $`C_n`$ and $`C_m`$ always originate from different original curves (one from $`A`$ and the other from $`B`$). For a fixed trial time delay $`\tau _{\mathrm{trial}}`$ and a magnitude shift optimized for this value, every pair gives a vote of a certain strength. The vote is zero when $`|t_nt_m|>\delta `$ for a certain pair. Let us call such electors irrelevant for a particular time delay. The strength of the other electors’ vote depend on the magnitude difference $`C_nC_m`$ and on the weight applied. If, for instance, there is a pair (elector) whose time difference for a time delay $`\tau _{\mathrm{trial}}`$ is quite small, and whose squared magnitude difference is high, then this elector gives a very strong vote against $`\tau _{\mathrm{trial}}`$. The trial time delay which gathers the smallest amount of against votes is the winner. The dispersion spectrum is just a voting protocol for the row of trial time delays.

## 3 Consistency of the time delay estimation methods

The notion of consistency for time delay estimation schemes was introduced in GWW. It differs from that usually used in mathematical statistics, so we need to give some details. Using the metaphore of elections introduced above, the basic idea behind their “consistency” can be explained as follows. Let us first compute the dispersion spectrum. Assume that it attained a global minimum at time delay $`\tau _1`$. We can look now at our voters. For this particular delay a certain subset of voters is irrelevant (set of zero weight voters). And some of the original data points take part only in zero votes. We remove these irrelevant points from the data set and recompute the spectrum (second tour of the elections). If the new spectrum has a strongest minimum for a significantly different delay (say $`\tau _2`$) then the full estimation scheme is inconsistent according to GWW (Sec. 3.2).

Let us now return to the first tour of our elections. Some of the electors voted against delay $`\tau _1`$ and some others against delay $`\tau _2`$. On average, the first time delay received a smaller number of “against” votes and therefore it won the race. Now, if we throw away the irrelevant points and corresponding voters for the delay $`\tau _1`$ then we often throw away some of the against votes for $`\tau _2`$. It is not a miracle then that the second delay can win at the second tour! There are not any internal logical or statistical inconsistencies involved. The important point here is that the best candidate for the true time delay is found by comparing dispersions for different $`\tau `$-s and these dispersions depend on different subsets of data point pairs. Even when a particular pair is not numerically accounted for to compute the dispersion at $`\tau _1`$, it can take part in forming the dispersion for another delay $`\tau _2`$ and thus can determine which of the delays will be the best estimate.

What is the probability that the consistency argument leads to a wrong conclusion? A comprehensive analysis of this question is out of the scope for this paper. However, a simple numerical experiment shows that we are not dealing with a rare event. Using the HE 1104–1805 data set we constructed an artificial “source curve” and generated from it 1000 new data sets as in normal bootstrap calculations. The only difference was that we did not use full amplitude bootstrap errors but scaled them by an error level parameter $`R`$. In Table 1 we present the results of such experiments with different parameters $`R`$, $`\delta `$ and $`\tau `$ which model the actual situation with HE 1104-1805. The Hits column counts random runs whose best delay differed from the true delay by no more that $`0.1`$ years. The Rejected column counts correctly estimated delays which were nevertheless rejected using the consistency argument (the correctly computed delay jumped more than $`0.1`$ years after “cleaning” was applied). As we can see, even for a statistically more stable case with $`\delta =0.35`$ the false rejection rate is considerable for a range of error levels.

Here we used the dispersion method to analyse the notion of consistency, but all this applies equally well to the methods based on a discrete correlation function. There we should only speak about “for” votes instead of “against” votes.

The comparison of the different time delay estimation schemes in GWW is based on this (not applicable) notion of consistency. From the available 38 measured values of HE 1104-1805 magnitudes the authors throw away up to 9 points (24%) assuming that such “cleaning” , if it results in consistent spectra (strongest minimum remains approximately in place), allows to “eliminate border effects and gaps”.

## 4 What then about the time delay for HE 1104-1805?

Before describing our own analysis of the HE 1104-1805 data set let us note that the authors of the GWW are somewhat inconsistent in their analysis from the very start.

When the dispersion spectrum is computed for the full symmetric range of the time delays $`[1.6,1.6]`$ (years) it is seen in Fig. 1 that the strongest minimum occurs at a positive delay around $`0.7`$ years (A leading B). The authors plot only part of the spectra in the asymmetric range $`[1.6,0.6]`$ years without any specific explanation. From analyses of the system geometry by Remy et al. (Remy98 (1998)) and Wisotzki et al. (Wisotzki98 (1998)) it can, however, be concluded that B should lead A and consequently it is resonable to seek only negative delays. This is why we restrict our analysis below to the range of negative delays as well. Nevertheless, we consider the minimum at $`\tau =0.7`$ years as a strong warning signal about possible problems with the time delay estimation for HE 1104-1805.

To consistently compare the methods used in GWW with the dispersion minimization method we first computed a simple spectrum with linear downweighting parameter $`\delta =0.14`$ years which corresponds to the semiwidth $`0.07`$ years used in GWW. As seen from Fig. 2 there are two strong minima in the spectrum: at $`0.86`$ and $`0.47`$ years.

The left minimum nearly exactly corresponds to the solution obtained in GWW. The right (and somewhat stronger) minimum is certainly a result of sparseness of the data. Just look at Fig. 3 where a so called “window function” for the dispersion spectrum is depicted. It shows for every particular trial time delay how many data point pairs have non-zero value (relevant voters!).

We can easily see that the data is nearly totally blind for the time delays between $`0.65`$ and $`0.4`$ years.

It is interesting to recall that the well known data set of the double quasar QSO 0957+561 which was used in Press et al. (Press92 (1992)) and Pelt et al. (Pelt94 (1994)), consisted of 131 time points and its data window minimum that occured around $`535`$ days had 43 pairs to compute dispersion from. By now it is generally accepted that the correct time delay in QSO 0957+561 is about 420 days (Kundić et al. Kundic97 (1997)). Nevertheless, the sophisticated analysis by Press et al. (Press92 (1992)) did result in the presumably wrong value around the minimum of the data window. In the case of HE 1104-1805 we have only 19 time points and there are fewer than 10 pairs to compute the dispersion (or correlation) for a large range of time delays!

But probably most revealing is the set of spectra computed with $`\delta =0.14,0.21,0.28,0.35`$ years and depicted all together in Fig. 4. One can see how the spectra tend to become smoother and statistically more stable with increasing $`\delta `$, how the fluctuation around $`0.47`$ years gradually disappears, and most importantly, how the minimum at $`0.86`$ years moves first to $`0.79`$ years, then to $`0.78`$ years and finally to $`0.71`$ years. This shift can be just a result of the bias which is introduced due the oversmoothing. It is also important to note that this consistent picture is obtained without any “cleaning” of the original data set.

Can we now claim that the time delay estimate around $`0.85`$ years is reasonably well established because it shows itself somehow (after “cleaning” of data) using the five methods employed in GWW and even (more clearly) with use of the standard dispersion minimization method? Unfortunately not. As seen from the bootstrap distribution on Fig. 5 the scatter of the delays computed from trial runs is quite high and estimated delays cover nearly the full range of the search. The mean of the bootstrap delays is $`0.64`$ years, and their standard deviation is $`0.23`$ years. The large difference between the mean value of the bootstrap result and the correct input value ($`0.860.64=0.22`$ years) itself gives a strong warning that the data set at hand is not large enough to estimate the time delay properly.

Details of the bootstrap method as applied to the time delay estimation can be found in Pelt et al. (Pelt96 (1996)).

In GWW confidence limits for the time delay estimates were computed using magnitude errors given by the observers. It is well known that the effective variability in data sets tends always to be larger due to the possible outliers, unaccounted for systematic errors etc. The bootstrap method tries to take all this into account and correspondingly gives also larger, and we think more realistic, error bars (see for instance Burud et al. Burud00 (2000)). In the case of HE 1104–1805 even the formal result $`0.86\pm 0.23`$ years can not be taken too seriously due to the bootstrap bias.

## 5 Discussion

If we look carefully at all five time delay estimation statistics used in GWW we see that, in principle, the results obtained can not very much differ from the results of the dispersion minimization method. All statistics used can be looked upon as quadratic forms with delay and weighting dependent coefficients. They all have a free parameter (semiwidth of the bins or $`\delta `$) which controls smoothness against bias of the statistics. Correspondingly, it is quite natural that the $`0.85`$ years feature occurs in all of them. The only important difference between the GWW methods and the dispersion minimization method is that GWW uses a data “cleaning” which is based on an inappropriate idea of consistency. Hence it is not clear how trustworthy their analysis is.

We are far from claiming that the dispersion minimization method is significantly better than any of those methods described in GWW. Our basic emphasis is on the transparency of the method, simplicity of its implementation and flexibility. As an explorative device it can effectively be used in most cases as a first trial. For a final and definitive time delay estimation other methods which do not contain any free parameters should be used. One such method (for relatively large data sets) is the linear estimation method by Press et al. Press92 (1992) with certain extensions to take into account possible microlensing. For small data sets probably Bayesian methods (Loredo Loredo92 (1992)) can be useful (with priors from a large sample of variable quasars).

Now about the time delay for HE 1104-1805. If we want to consider the problem as a full range search then it is quite obvious that 19 time points with the particular spacing are absolutely insufficient to estimate the time delay in this case. There is a wide range of delays which are not effectively covered by comparable time point pairs. Even if we look at another scenario where the acceptable time delay range is a priori restricted to be from $`1.0`$ years to $`0.65`$ years, we can only say that there is a vague hint in the data that the time delay can be somewhere in the range between $`0.9`$ years and $`0.7`$ years. Unfortunately this precision is not enough for useful physical applications.

From Fig. 3 we see that in order to obtain a realistic estimate for the time delay for HE 1104-1805 we need new observations with better sampling. Especially needed are observations which are about half a year apart.

###### Acknowledgements.

We thank an anonymous referee for constructive criticism and numerous suggestions. We thank also Jan-Erik Ovaldsen and Jan Teuber for useful discussions. The work of J.P. was supported by the Estonian Science Foundation (grant No. 4697) and by the Norwegian Research Foundation (grant No. 142418/431).


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# Neutralino-stop coannihilation in the CMSSM

## 1 INTRODUCTION

A supersymmetric model with conserved $`R`$-parity provides a candidate for dark matter particle, i.e. the lightest supersymmetric particle (LSP) is stable and can sustain the time from the big bang to the current time. In the minimal supersymmetric standard model (MSSM), all fermion and gauge fields of the Standard Model are given supersymmetric partners and there are two Higgs multiplets. Furthermore, supersymmetry (SUSY) is broken and the breaking is represented by soft breaking terms. Assuming the most general MSSM, however, one has too many free parameters to deal with. The number of free parameters is reduced significantly when one assumes some kind of SUSY breaking mechanism. One such model is the constrained MSSM (CMSSM), or also known as the minimal supergravity model (mSUGRA) , where some universalities are imposed in the soft breaking terms, such that we have only five free parameters in this model: $`m_0`$ (the universal scalar mass at the GUT scale), $`m_{1/2}`$ (the universal gaugino mass at the GUT scale), $`A_0`$ (the universal trilinear couplings at the GUT scale), $`\mathrm{tan}\beta `$ (the ratio of the two Higgs vacuum expectation values), and $`\mathrm{sign}(\mu )`$ where $`\mu `$ is the Higgs mixing parameter.

The best candidate for dark matter in the CMSSM is the lightest neutralino $`\chi `$. In our analysis, we take its relic density to be $`0.1\mathrm{\Omega }_\chi h^20.3`$, where $`\mathrm{\Omega }=\rho /\rho _{\mathrm{critical}}`$ and $`h`$ is the Hubble constant in the unit of 100 km Mpc-1 s-1. The upper limit is imposed by the measurement of the age of the universe, while the lower limit is suggested by astrophysical observations. One can relax the lower limit if there are other sources of dark matter.

The cosmologically favored regions in the CMSSM have been studied intensively for more than a decade. This includes the bulk , the $`H`$ and $`A`$ pole rapid annihilation , the neutralino-stau ($`\chi \stackrel{~}{\tau }`$) coannihilation  and the focus point  regions. It has also been realized that stop $`\stackrel{~}{t}_1`$ can be degenerate with $`\chi `$ when $`|A_0|`$ is large . Therefore we should also consider the neutralino-stop coannihilation  to complete our study on the CMSSM parameter space .

## 2 NEUTRALINO-STOP COANNIHILATION

Neutralino relic density is calculated  by assuming that in the early universe neutralino was in thermal equilibrium with other particles. When the expansion rate of the universe was greater than the scattering rate that keeps the neutralino in equilibrium, the neutralino froze out. The relic density is obtained by evolving the Boltzmann equation from the freeze out to the current time. Although, within $`R`$-parity conservation, the neutralino cannot decay, it can pair annihilate or coannihilate with other supersymmetric particles into Standard Model particles. Coannihilation effect is exponentially suppressed by Boltzmann factor, so it is only important when the mass difference between the particles involved is small .

To understand how the neutralino-stop degeneracy can occur, let us look at the mass spectrum. The lightest neutralino in this model is mostly Bino with mass $`0.4m_{1/2}`$. The stop square-mass matrix is

$$\left(\begin{array}{cc}m_{\stackrel{~}{t}_L}^2& m_t(A_t+\mu \mathrm{cot}\beta )\\ & \\ m_t(A_t+\mu \mathrm{cot}\beta )& m_{\stackrel{~}{t}_R}^2\end{array}\right)$$
(1)
Although $`\stackrel{~}{t}_R`$ is generally heavier than $`\stackrel{~}{\tau }_R`$, the off-diagonal terms can be very large due to the large top mass $`m_t`$, and this suppresses one of the eigenvalues, $`m_{\stackrel{~}{t}_1}^2`$. For a large $`|A_t|`$ with $`\mathrm{sign}(A_t)=\mathrm{sign}(\mu )`$, we get a light $`\stackrel{~}{t}_1`$.

Processes involved in the neutralino-stop coannihilation are listed in Table 1. The most dominant contribution comes from $`\stackrel{~}{t}_1\stackrel{~}{t}_1^{}gg`$. The $`\stackrel{~}{t}_1\stackrel{~}{t}_1^{}t\overline{t}`$, $`\stackrel{~}{t}_1\stackrel{~}{t}_1tt`$ and $`\chi \stackrel{~}{t}_1tg`$ are also dominant when the final states are kinematically available. Processes that have only electroweak couplings, i.e. $`\stackrel{~}{t}_1\stackrel{~}{t}_1^{}l\overline{l},W^+W^{},Z\gamma ,ZZ`$ and $`\chi \stackrel{~}{t}_1t\gamma `$, contribute only $`1\%`$ and therefore can be neglected.

To see the significant of this coannihilation, we plot the separate contribution to the annihilation cross section $`\sigma _{\mathrm{eff}}`$ versus $`\mathrm{\Delta }M(m_{\stackrel{~}{t}_1}m_\chi )/m_\chi `$. Fig. 1 shows such a plot with $`\mathrm{tan}\beta =10`$, $`A_0=1000`$ GeV and $`m_0=300`$ GeV. For small $`\mathrm{\Delta }M`$, $`\sigma _{\mathrm{eff}}`$ is dominated by stop-stop ($`\stackrel{~}{t}_1\stackrel{~}{t}_1`$, $`\stackrel{~}{t}_1\stackrel{~}{t}_1^{}`$ and $`\stackrel{~}{t}_1^{}\stackrel{~}{t}_1^{}`$) annihilation. Notice that, had we neglected the coannihilation effect, we would get a $`\sigma _{\mathrm{eff}}`$ up to four order of magnitude less. Passing over the $`tg`$ production threshold at $`\mathrm{\Delta }M0.2`$, the $`\stackrel{~}{t}_1\chi `$ coannihilation becomes dominant. The coannihilation effect is suppressed when $`\mathrm{\Delta }M`$ is large and, in this case, can be neglected for $`\mathrm{\Delta }M\stackrel{>}{}0.4`$.

## 3 THE CMSSM PARAMETER SPACE

For $`A_0=0`$ the stop mass is much heavier than the neutralino mass. We start seeing the neutralino-stop coannihilation tail at $`A_0500`$ GeV for $`\mathrm{tan}\beta =10`$. Here we show an example of CMSSM region with neutralino-stop coannihilation tail.

Fig. 2 is a contour plot on the $`(m_{1/2},m_0)`$ plane with $`\mathrm{tan}\beta =10`$, $`A_0=2000`$ GeV and $`\mu >0`$. The red shaded region is excluded because it has charged LSP, either stau for small $`m_0`$ or stop for small $`m_{1/2}`$. The light (turquoise) shaded region is the one that has $`0.1\mathrm{\Omega }h^20.3`$. We still see the neutralino-stau coannihilation tail extending to larger $`m_{1/2}`$. The bulk region, common in the CMSSM, is hidden inside the red shading on the left-bottom corner. Extending to higher $`m_0`$ is the neutralino-stop coannihilation tail.

Around $`m_{1/2}440`$ GeV there is top production threshold, and there the region favored by cosmology is broader. This can be understood as the following. Beyond the threshold, neutralino can pair annihilates into $`t\overline{t}`$ through channels shown in Fig. 3. Because of the large $`m_t`$, a small Higgsino content in the neutralino is enough to make this channels significant. Furthermore, near the neutralino-stop degeneracy line, $`\stackrel{~}{t}_1`$ is relatively light, and this enhances the cross section to the level needed to bring the relic density into the preferred range.

In doing this analysis we also consider experimental constraints, such as the LEP Higgs, chargino and selectron mass limits, the $`bs\gamma `$ branching ratio and the muon anomalous magnetic moment. (Please see Ref.  for more details on these constraints.) At this moment the cosmological region shown in Fig. 2 is not yet excluded by any of these constraints. Thus a complete proposal for the future accelerator search for supersymmetry should also consider the neutralino-stop coannihilation region.

Higher $`m_0`$ supresses the neutralino-proton cross section. Thus the neutralino-stop coannihilation predicts the possibility of a lower neutralino direct detection rate. However this reduction should be less than about one order of magnitude, as the tail extending not to a very high $`m_0`$.

## 4 CONCLUSION

We have presented the neutralino-stop coannihilation in the CMSSM. This coannihilation is important when $`|A_0|0`$ and large. It opens up higher $`m_0`$ in the parameter space. There are now five generic cosmological regions recognized in this model, i.e the bulk region, the neutralino-stau coannihilation tail, the $`H`$ and $`A`$ rapid annihilation funnel, the focus point channel and the neutralino-stop coannihilation tail. Future experiments will exclude more parameter space and we will see which region will survive. We hope that, ultimately supersymmetry will be discovered and its parameters will be measured. Before that happens, however, we should include all possibilities in our consideration.


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# 1 Introduction

## 1 Introduction

Quantum measurement $`𝐌`$ means the procedure to obtain the value $`\sigma `$ of some hermitian observable $`\widehat{\sigma }`$ of the given quantum system. The apriori state $`\widehat{\rho }`$ of the system transforms into the aposteriori state $`\widehat{\rho }(\sigma )`$ conditioned on the measurement outcome $`\sigma `$. The theory of quantum measurement is well-known for projective (sharp) as well as for non-projective (unsharp) measurements. There is, however, a further task beyond quantum measurement. One can consider the apriori quantum state $`\widehat{\rho }`$ of the given system as an additional object of inference . The estimation $`𝐄`$ is based on the measurement outcome $`\sigma `$. Hence the estimate state $`\widehat{\rho }^{}(\sigma )`$ becomes, similarly to the aposteriori state $`\widehat{\rho }(\sigma )`$, the function of the measurement outcome. This function depends on the estimation strategy $`𝐄`$ . The flowchart of quantum inference, consisting of the quantum measurement $`𝐌`$ and of the estimation $`𝐄`$, is displayed on Fig. 1.

Unlike the theory of measurement, the theory of estimation has not so far achieved a complete understanding. Most results are restricted for pure apriori states. A completely unknown state $`\widehat{\rho }`$ can not be inferred from a single system: the fidelity of the estimate $`\widehat{\rho }^{}`$ will be poor. If the apriori state $`\widehat{\rho }`$ is pure then the estimate $`\widehat{\rho }^{}`$ must also be pure, and the simple bilinear expression $`F=\text{tr}[\widehat{\rho }^{}\widehat{\rho }]`$ defines its fidelity. If we assume that the apriori pure $`\widehat{\rho }`$ is completely random then lower and upper limits become analytically calculable for the average fidelity $`\overline{F}`$ . For a single two-state system (qubit) one obtains:

$$\frac{1}{2}\overline{F}\frac{2}{3}.$$
(1)
Any deliberate trial $`\widehat{\rho }^{}`$, when completely unrelated to $`\widehat{\rho }`$, will yield the same worst value $`1/2`$. The best value can be attained in many ways. Let us, for instance, measure the Pauli-polarization matrix $`\widehat{\sigma }`$ along a single randomly chosen spatial direction. Let $`\sigma =\pm 1`$ be the results of the projective measurement. It is then natural to identify the estimate pure state $`\widehat{\rho }^{}(\sigma )`$ with the standard aposteriori pure state $`\widehat{\rho }(\sigma )`$ taught in textbooks:

$$\widehat{\rho }^{}(\sigma )=\widehat{\rho }(\sigma )\frac{\widehat{I}+\sigma \widehat{\stackrel{}{\sigma }}}{2}.$$
(2)
The average fidelity over random apriori pure states $`\widehat{\rho }`$ is $`2/3`$. No quantum measurement however involved could improve on $`\overline{F}=2/3`$. It would make no sense to perform a second projective measurement on the given single qubit. We can, however, consider non-projective (unsharp) measurements  from the beginning. It makes sense to combine successive non-projective measurements on a single system  in order to improve fidelity. This I call sequential inference. Its flowchart is shown on Fig. 2.

The question, discussed first in Ref. , is this. For an unknown qubit $`\widehat{\rho }=\widehat{\rho }^2`$, do many $`(n1)`$ unsharp measurements (of precision $`\mathrm{\Delta }1`$) of random polarizations $`\widehat{\sigma }_1,\widehat{\sigma }_2\mathrm{},\widehat{\sigma }_n`$ allow an optimum estimate $`\widehat{\rho }^{}`$ (of fidelity $`2/3`$)? We shall see that they do!

There is a particular limit of sequential inference which is tractable by stochastic differential equations. This may be called continuous inference (Fig. 3).

It is valid for very long sequences of very unsharp measurements. The elegant differential equations of the continuous measurement have been known for long . The more complex differential equations of the continuous estimation give little assistance, at least in their first derived form . To overcome their difficulty, I applied a trick. One can consider a hypothetical apriori state whose hypothetical aposteriori states are identical to the true estimate states. Hence the differential equations of continuous measurement can be used to derive certain properties like, in particular, the fidelity of the estimate state.

## 2 Estimation from POVM

We approximate the exact eigenstates of a given hermitian observable $`\widehat{\sigma }`$ by approximate Gaussian projectors of precision $`\mathrm{\Delta }`$:

$$\widehat{\mathrm{\Pi }}(\sigma )=\frac{1}{\sqrt{2\pi \mathrm{\Delta }^2}}\mathrm{exp}\left[\frac{(\widehat{\sigma }\sigma )^2}{2\mathrm{\Delta }^2}\right].$$
(3)
They satisfy the completeness condition

$$\widehat{\mathrm{\Pi }}(\sigma )𝑑\sigma =\widehat{I},$$
(4)
and form a POVM . The corresponding (non-projective) measurement of $`\widehat{\sigma }`$ will transform the apriori state $`\widehat{\rho }`$ into the following aposteriori state:

$$𝐌:\widehat{\rho }\widehat{\rho }(\sigma )=\frac{\widehat{\mathrm{\Pi }}^{1/2}(\sigma )\widehat{\rho }\widehat{\mathrm{\Pi }}^{1/2}(\sigma )}{\text{tr}\left[\widehat{\mathrm{\Pi }}(\sigma )\widehat{\rho }\right]},$$
(5)
where $`\sigma `$ is the random outcome of the measurement. It may take any real value with the normalized probability density

$$p(\sigma )=\text{tr}\left[\widehat{\mathrm{\Pi }}(\sigma )\widehat{\rho }\right].$$
(6)
The theory of (non-projective) measurements does not imply a theory for the estimate $`\widehat{\rho }^{}`$. One could mistakenly think the aposteriori state $`\widehat{\rho }(\sigma )`$ a reasonable estimate for the apriori state $`\widehat{\rho }`$. Unfortunately, the experimenter has no access to it. He/she infers the measured value $`\sigma `$ and it is, contrary to the projective measurement (2), not enough to derive the aposteriori state. It is only sufficient to identify the approximate projector $`\widehat{\mathrm{\Pi }}(\sigma )`$. Its normalized form can be a reasonable estimate:

$$\widehat{\rho }^{}(\sigma )=\frac{\widehat{\mathrm{\Pi }}(\sigma )}{\text{tr}\widehat{\mathrm{\Pi }}(\sigma )}.$$
(7)
This is a mixed state. If the apriori states $`\widehat{\rho }`$ are unknown pure states then the estimate should also be pure. To this end, the experimenter must refine his/her first choice (7). The estimate will be one of the pure eigenstates of the mixed state estimate (7), chosen randomly with probability equal to the corresponding eigenvalue. (The optimum estimate would be the most probable eigenstate .) The bilinearity of fidelity $`\text{tr}[\widehat{\rho }^{}\widehat{\rho }]`$, valid originally between two pure states, will be preserved for the expected fidelity of our estimates:

$$F=\text{tr}\left[\widehat{\rho }^{}(\sigma )\widehat{\rho }\right]p(\sigma )𝑑\sigma \text{}\text{tr}[\widehat{\rho }^{}(\sigma )\widehat{\rho }],$$
(8)
where $`\widehat{\rho }^{}`$ is defined by (7) and E stands for stochastic expectation value.

## 3 A useful trick

The expected fidelity (8) of our estimate (7) has been expressed in terms of the apriori $`\widehat{\rho }`$ and the estimate state $`\widehat{\rho }^{}(\sigma )`$. There is an alternative expression depending on a hypothetic aposteriori state $`\widehat{\rho }^\mathrm{?}(\sigma )`$ and on the true apriori state $`\widehat{\rho }`$. The trick is that the true estimate state $`\widehat{\rho }^{}(\sigma )`$ can be identified by the hypothetic aposteriori state:

$$\widehat{\rho }^{}(\sigma )=\widehat{\rho }^\mathrm{?}(\sigma ),$$
(9)
where the state $`\widehat{\rho }^\mathrm{?}(\sigma )`$ results from a hypothetic measurement of the POVM $`\widehat{\mathrm{\Pi }}(\sigma )`$ on a completely mixed (hypothetic) apriori state $`\widehat{\rho }^\mathrm{?}=\widehat{I}/2`$. Indeed, the measurement (5) yields

$$𝐌:\widehat{\rho }^\mathrm{?}=\frac{\widehat{I}}{2}\widehat{\rho }^\mathrm{?}(\sigma )=\frac{\widehat{\mathrm{\Pi }}(\sigma )}{\text{tr}\widehat{\mathrm{\Pi }}(\sigma )},$$
(10)
while

$$p^\mathrm{?}(\sigma )=\text{tr}\left[\widehat{\mathrm{\Pi }}(\sigma )\widehat{\rho }^\mathrm{?}\right]=\frac{1}{2}\text{tr}\widehat{\mathrm{\Pi }}(\sigma )$$
(11)
is the probability distribution of the outcome. In the expression (8) of fidelity we can thus replace $`\widehat{\rho }^{}(\sigma )`$ by $`\widehat{\rho }^\mathrm{?}(\sigma )`$ and $`p(\sigma )`$ by $`2p^\mathrm{?}(\sigma )\text{tr}[\widehat{\rho }^\mathrm{?}(\sigma )\widehat{\rho }]`$ yielding:

$$F=2\left(\text{tr}\left[\widehat{\rho }^\mathrm{?}(\sigma )\widehat{\rho }\right]\right)^2p^\mathrm{?}(\sigma )𝑑\sigma 2\text{}\left(\text{tr}\left[\widehat{\rho }^\mathrm{?}(\sigma )\widehat{\rho }\right]\right)^2.$$
(12)
Note that the stochastic average is to be taken with the hypothetical probability distribution $`p^\mathrm{?}(\sigma )`$ instead of the true $`p(\sigma )`$. The new expression (12) contains the (hypothetical) aposteriori state while the old formula (8) contained the (true) estimate state. Finally, we have to average the fidelity (12) over random pure qubit states $`\widehat{\rho }`$:

$$\overline{F}=\frac{1}{3}+\frac{1}{3}\text{}\text{tr}[\widehat{\rho }^\mathrm{?}(\sigma )]^2.$$
(13)
This formula of the average fidelity depends completely on the purity $`\text{tr}[\widehat{\rho }^\mathrm{?}(\sigma )]^2`$ of the hypothetic aposteriori state $`\widehat{\rho }^\mathrm{?}(\sigma )`$. Purity’s minimum value is $`1/2`$ for the totally mixed state while its maximum is $`1`$ for a pure state.

## 4 Sequential inference

According to Fig. 2, we apply $`n`$ unsharp measurements $`\widehat{\mathrm{\Pi }}_1(\sigma _1),\mathrm{},\widehat{\mathrm{\Pi }}_n(\sigma _n)`$ (3-6) of the respective observables $`\widehat{\sigma }_1,\mathrm{},\widehat{\sigma }_n`$ which are polarizations along independent random directions. Using the shorthand notation $`(\sigma _1,\mathrm{},\sigma _n)=(\sigma _.)`$ for the measurement outcomes, the aposteriori and the estimate states will be denoted by $`\widehat{\rho }_n(\sigma _.)`$ and $`\widehat{\rho }_n^{}(\sigma _.)`$, respectively. To estimate the state from the measurement outcomes, we can follow the recipe of single inference. The above sequence of $`n`$ measurements constitute a single (complicated) measurement. It has its POVM $`\widehat{\mathrm{\Pi }}_n(\sigma _.)`$ . Extending the estimation strategy from single measurement, we introduce the mixed state estimate

$$\widehat{\rho }_n^{}(\sigma _.)=\frac{\widehat{\mathrm{\Pi }}_n(\sigma _.)}{\text{tr}\widehat{\mathrm{\Pi }}_n(\sigma _.)}$$
(14)
whose eigenstates, like in case of (7), will be the pure state estimates. Same considerations that led to fidelities (8,13) apply invariably. We can, for instance, write the average fidelity in terms of the aposteriori state $`\widehat{\rho }_n^\mathrm{?}(\sigma _.)`$ emerging from a hypothetical apriori qubit state $`\widehat{\rho }^\mathrm{?}\widehat{\rho }_0^\mathrm{?}=\widehat{I}/2`$:

$$\overline{F}_n=\frac{1}{3}+\frac{1}{3}\text{}\text{tr}[\widehat{\rho }_n^\mathrm{?}(\sigma _.)]^2.$$
(15)
It is obvious that $`\overline{F}_0=1/2`$, and we expect $`\overline{F}_n`$ is a monotone function of $`n`$. We shall prove that $`\widehat{\rho }_n^\mathrm{?}(\sigma _.)`$ tends to be pure for large $`n`$ hence $`\overline{F}_n`$ attends the optimum (8).

## 5 Continuous inference

We assume long sequences of very unsharp measurements:

$$n1,\mathrm{\Delta }1.$$
(16)
The asymptotic limit

$$n,\mathrm{\Delta }\mathrm{},\frac{n}{\mathrm{\Delta }^2}=\text{const}$$
(17)
will be called the ‘continuum limit’. Formally, let us count the succession of measurements as if they happened at constant rate $`\nu =12/\mathrm{\Delta }^2`$. Accordingly, we replace the discrete parameter $`n`$ by the continuous time:

$$t=\frac{12n}{\mathrm{\Delta }^2}.$$
(18)
We consider all quantities as continuous functions of $`t`$, coarse-grained on scales $`1/\nu `$ involving many measurements. In this limit an approximate theory emerges in the form of markovian stochastic differential equations. (The theory becomes exact in the continuum limit.) The aposteriori state satisfies the conditional (or selective) master equation:

$$\frac{d\widehat{\rho }_t}{dt}=\frac{1}{2}[\widehat{\stackrel{}{\sigma }},[\widehat{\stackrel{}{\sigma }},\widehat{\rho }_t]]+\{\widehat{\stackrel{}{\sigma }}\widehat{\stackrel{}{\sigma }}_t,\widehat{\rho }_t\}\stackrel{}{w}_t,$$
(19)
where $`\widehat{\stackrel{}{\sigma }}_t=\text{tr}[\widehat{\stackrel{}{\sigma }}\widehat{\rho }_t]`$. We have suppressed denoting the functional dependence of $`\widehat{\rho }_t`$ on the outcomes $`\{\sigma _\tau ;0\tau t\}`$. The $`\stackrel{}{w}_t`$ is the standard isotropic white-noise and the equation must be interpreted in the sense of the Ito stochastic calculus. There is a second stochastic differential equation for the outcome:

$$\stackrel{}{\sigma }_t=\widehat{\stackrel{}{\sigma }}_t+\frac{1}{2}\stackrel{}{w}_t.$$
(20)
The features of the above equations have been well understood . This is not yet achieved for the differential equations, coupled to (19,20) via the noise $`w_t`$, which govern the estimate $`\widehat{\rho }_t^{}`$ . Coming back to the solution $`\widehat{\rho }_t`$, it is known that for all initial states $`\widehat{\rho }_0`$, including mixed ones, the aposteriori state $`\widehat{\rho }_t`$ becomes asymptotically pure for long times . This assures the saturation of average fidelity (15), as proven in the next section.

## 6 Saturation of fidelity

We calculate the average fidelity $`\overline{F}_t`$. It corresponds to the (coarse-grained) $`n`$dependent fidelity $`\overline{F}_n`$ (15) via $`t=12n/\mathrm{\Delta }^2`$. The latter requires the knowledge of the hypothetical aposteriori state $`\widehat{\rho }_t^\mathrm{?}`$ evolving from the hypothetical initial apriori state $`\widehat{\rho }=\widehat{\rho }_0^\mathrm{?}=\widehat{I}/2`$. The stochastic ‘master’ equation (19) yields a certain diffusion process for the purity $`\text{tr}[\widehat{\rho }_t^\mathrm{?}]^2`$. For long times it will approach the unity, therefore the aposteriori state $`\widehat{\rho }_t^\mathrm{?}`$ becomes asymptotically pure. My Monte-Carlo calculations have shown that the purity $`\text{tr}[\widehat{\rho }_t^\mathrm{?}]^2`$ is dominated by the drift term. Ignoring diffusion, the analytic solution is possible :

$$\text{tr}[\widehat{\rho }_t^\mathrm{?}]^2=\frac{1}{2}+\frac{1}{2}\frac{e^{8t}1}{e^{8t}1/3}.$$
(21)
Let us restore the original variable $`n=t\mathrm{\Delta }^2/12`$ and substitute the above result into the expression (15):

$$\overline{F}_n=\frac{1}{3}+\frac{1}{3}\text{}\text{tr}[\widehat{\rho }_t^\mathrm{?}]^2=\frac{1}{2}+\frac{1}{6}\frac{e^{96n/\mathrm{\Delta }^2}1}{e^{96n/\mathrm{\Delta }^2}1/3}.$$
(22)
The average fidelity approaches the optimum value $`2/3`$ after a characteristic number $`n\mathrm{\Delta }^2/96`$ of unsharp measurements. Recalling the conditions (16) we conclude that our result is valid for very unsharp measurements, i.e., $`\mathrm{\Delta }`$ must be at least $`\sqrt{96}`$-times the natural scale of polarization $`\sigma `$.

## 7 Concluding remarks

I have proven that a very long sequence of very unsharp polarization measurements on a single qubit will provide the optimum fidelity $`2/3`$ in estimating the unknown apriori (pure) state. The details, including the strategy of estimation, are given in Ref. . The result represents the first steps in extending the theory of continuous quantum measurement to continuous quantum estimation which altogether may constitute a future theory of continuous quantum inference. (For a related concept, restricted for Gaussian states, see Ref. .) This may be of interest every time one is accumulating and analyzing information from low rate quantum inference (e.g.: eavesdroppers of secret quantum communication, tomography with low detection efficiency , cloner of $`n1`$ identical qubits into $`n+1`$). One might be able to extend the concept of continuous estimation for pure states of non-trivial apriori distribution, see e.g. the issues in Ref. . Whether it offers optimum fidelities we do not know for the moment.

This work was supported by the Hungarian OTKA Grant 32640.


text:
# Untitled Document

hep-th/0205288 SU-ITP-02/18 SLAC-PUB-9213

On the instability of 3d null singularities

Albion Lawrence

SLAC Theory Group, MS 81, 2575 Sand Hill Road, Menlo Park, CA 94025, and

Department of Physics, Stanford University, Stanford, CA 94305.

String propagation on a three-dimensional Lorentzian string orbifold with a null singularity has been studied by Horowitz and Steif, and more recently by Liu, Moore and Seiberg. We analyze the target space as a classical gravitational background. The singularity becomes spacelike when an arbitrarily small amount of matter is thrown at the singularity. This can be seen directly by constructing a Vaidya-type solution, or by studying the null singularity as a limit of the $`M=0`$, $`J=0`$ BTZ black hole metric.

May 2002

1. Introduction

String theory has had great success resolving singularities in classical supergravity which occur at a point in space. But time-dependent backgrounds are poorly understood, and the fate of dynamical or spacelike singularities is unknown. Since spacelike singularities arise from reasonable initial conditions in classical general relativity \[1\], they are an important feature of gravitational dynamics. Furthermore, there are good reasons to believe that the physics of spacelike gravitational singularities is qualitatively different than that of timelike singularities (c.f. \[2\]).

A handful of exactly solvable conformal field theories corresponding to strings propagating in time dependent backgrounds with spacelike or null singularities have been constructed \[3,,4,,5,,6,,7,,8,,9,,10,,11\].1 Conformal field theories describing string propagation in time-dependent bacgkrounds with timelike or no singularities have been constructed in \[12,,13,,14\]. Despite the apparent simplicity of these CFTs, the quantum dynamics of strings remains unclear. The target spaces of many of these CFTs have closed timelike curves \[9,,8,,11\], and string propagation is singular at many of these singularities \[15,,4\].

It is not even clear whether conformal field theory is the correct tool for discussing such singularities. The dynamical singularities demanded by the singularity theorems signal a disease in the evolution of classical gravitational fields. The classical limit of string theory – the limit of large vevs of quantum fields – is not yet understood, particularly in the closed string sector. There are no real principles for continuing the spacetime beyond the singularity, nor is it obvious that continuing past the singularity is desirable.

A related issue is that quantum string production and the resulting backreaction could be large. For example, in the spacetimes described by \[6,,9\], demanding that spacetime quantum fields are invariant under the orbifold group at the orbifold fixed points implies large particle production at the singularity \[16\]. Quantum string production in time-dependent backgrounds is still a young subject (see \[17\] for the most complete discussion to date),2 See also \[14\] for a spacetime field-theoretic calculation of string production in a time-dependent background. but preliminary results suggest that near singularities, the backreaction from string production may be even more drastic than that from field theory \[18\].

The purpose of this work is to argue that in the spacetime background described in \[4,,10\], the dynamics of a probe and the classical formation of spacelike singularities are not separable issues. On the one hand, the target space studied is an explicit orbifold of string theory, so it is under control as a conformal field theory. It has a null singularity and no closed timelike curves, and the presence of a null Killing vector insures that there is no particle production \[19\]. The system seems to be an ideal laboratory for studying time-dependent backgrounds using conformal field theory techniques.

On the other hand, the causal structure of the singularity is unstable. Any stress-energy satisfying the positive or null energy condition, at arbitrarily small but finite energy in three dimensions, will replace the singularity with a spacelike singularity, of the kind described in \[4,,20,,21\].

We will show this first by studying null stress energy impinging on the singularity of \[4,,10\], in the classical gravitational limit in three dimensions. We will then argue that this behavior is reasonable and generic by studying the solution as a particular limit of the BTZ black hole metric. We will conclude with a brief discussion of string amplitudes in this background.

2. Collapsing null matter

The metric of the orbifold in \[4,,10\] can be written after a suitable change of coordinates as:3 These are the “y-coordinates” in \[10\]. The singular submanifold at $`y^+=0`$ has a different structure than the singularity in the original coordinates, since the coordinate transformation is bad there. This will not effect the calculation in this paper, which describes the spacetime at any point off of the singular locus. Of course it may be important for the resolution of the singularity.

$$ds^2=2dy^+dy^{}+(y^+)^2dy^2,$$

where $`yy+2\pi `$ is a periodic variable. For $`y^+<0`$, this spacetime has the structure of a 2d Lorentzian cone times a lightlike line. It is unclear whether the $`y^+>0`$ region should be kept; we will not address that issue here.

To study the effects of matter impinging on the singularity, we will send in a pulse of null stress energy, which is circularly symmetric – that is, translationally invariant along $`y`$. We take the energy-momentum tensor to be:

$$T_{}=\alpha \frac{g(y^{})}{8\pi G_N^{(3)}(y^+)},$$

which describes null matter striking the singularity. The dependence on $`y^+`$ is required for $`T_{\mu \nu }`$ to be conserved. Here $`G_N^{(3)}`$ is the 3-dimensional Newton’s constant. We assume that $`g(y^+)`$ is positive definite, and that

$$_{\mathrm{}}^{\mathrm{}}𝑑y^{}g(y^{})=1$$

If the circular shell is approaching from $`y^+<0`$, the energy of the incoming shell is positive if $`\alpha >0`$.

Taking the ansätz for the metric:

$$ds^2=f(y^{})(dy^{})^22dy^{}dy^++(y^+)^2dy^2,$$

the solution to Einstein’s equation is:

$$f(y^{})=\alpha _{\mathrm{}}^y^{}𝑑xg(x).$$

Assume $`g`$ has compact support in the interval $`y^{}[0,a]`$. For $`y^{}0`$, the metric is that of the null singularity in \[10\]. For $`ya`$ the metric is:

$$ds^2=\alpha (dy^{})^22dy^+dy^{}+(y^+)^2dy^2.$$

If $`\alpha >0`$, so that the energy of the incoming shell is positive, then $`y^+=0`$ has become a spacelike singular locus. $`y`$ describes a circle whose circumference shrinks with the time coordinate $`y^+`$. A further coordinate transformation makes the structure clear:

$$\begin{array}{cc}\hfill u& =\frac{1}{\alpha }(\tau +\sigma )\hfill \\ \hfill v& =\tau \hfill \\ \hfill \varphi & =\sqrt{\alpha }y.\hfill \end{array}$$

The metric is:

$$ds^2=\frac{1}{\alpha }\left(d\tau ^2+d\sigma ^2+\tau ^2d\varphi ^2\right)$$

where $`\psi \varphi +2\pi \sqrt{\alpha }`$. The spacelike singularity at $`\tau =0`$ is of the type discussed in \[4,,20,,21,,6\].

This instability in the causal structure can be understood by studying the effects of collapsing massive dust in $`2+1`$ dimensions \[22\]. For a given velocity of the shell, there is a critical value $`\mu _c`$ of the mass of the shell, at which the metric outside the shell approaches that of the null singularity in \[4,,10\] as the shell shrinks to zero size. For any mass smaller than the critical value, the endpoint is a conical singularity (as expected for a point mass below the critical value $`\mu _c`$.) For a range of masses larger than the critical value, the endpoint of the collapse is the metric (2.1).

3. The BTZ black hole

As noted in \[7,,10\], the null singularity (2.1) is a particular limit of the $`M=0`$, $`J=0`$ BTZ black hole. This provides a nice picture of the results of the previous section.

The BTZ black hole with positive mass $`M`$ and zero angular momentum $`J`$ has the metric \[23\]:

$$ds^2=\left(\frac{r^2}{\mathrm{}^2}ϵ\right)dt^2+\left(\frac{r^2}{\mathrm{}^2}ϵ\right)^1dr^2+r^2d\varphi ^2.$$

For $`ϵ>0`$, this is a black hole with mass

$$M=\frac{ϵ}{8G_N^{(3)}},$$

in anti-de Sitter space with cosmological constant

$$\mathrm{\Lambda }=\frac{1}{\mathrm{}^2}.$$

The horizon is at $`r=\sqrt{ϵ}\mathrm{}`$, and the singularity is at $`r=0`$. As $`\mathrm{}\mathrm{}`$ the horizon recedes to infinity.

The metric (2.1) can be found by taking the limit $`ϵ0`$ while focusing on the region near the singularity. If $`r\sqrt{ϵ}\mathrm{}`$, the metric approaches

$$\frac{1}{ϵ}dr^2+ϵdt^2+r^2d\varphi ^2$$

In particular, if we let

$$\begin{array}{cc}\hfill t& =\frac{y^+}{ϵ}\hfill \\ \hfill r& =ϵ(y^{}+t)=ϵy^{}+y^+,\hfill \end{array}$$

then (3.1) is clearly equivalent to (2.1). For fixed $`y^+,y^{}`$, this scaling limit is consistent so long as $`\mathrm{}`$ is large enough. As $`\mathrm{}\mathrm{}`$ one recovers 3d gravity without a cosmological constant.

The instability of the null singularity is thus a limiting case of the fact that throwing matter at an extreme, massless BTZ black hole with a null singularity creates a massive black hole with a spacelike singularity and an event horizon. Observers placed so that they are inside the horizon after the matter passes them, eventually see the spacetime described in (2.1). If $`\mathrm{}`$ is finite, a black hole solution with a horizon exists; observers which are far enough away will see the formation of a classically static black hole with an event horizon.

4. Conclusions

Our discussion has been entirely three-dimensional, as would be natural if the remaining seven dimensions were compactified. If additional dimensions are not compactified and the incoming probe is localized in these dimensions, the solution will not be as simple. A simpler question is, whether Planckian physics generically becomes important to the physics of actual higher-dimensional probes near the singularity.4 This point arose during a conversation with T. Banks, J. Polchinski, S. Shenker, E. Silverstein and L. Susskind; see also the conclusions in \[10\]. The calculation described in in the following sentences was inspired by comments by J. Polchinski. For a generic classical scalar field in $`d`$ dimensions, one can follow the arguments in \[4\], by solving the equations of motion in the spacetime (2.1), as is done in \[10\], and computing the energy-momentum tensor for a given mode. As in the presence of the spacelike singularities studied in \[4\], a classical mode of a scalar field in the spacetime (2.1) has diverging energy near $`y^+=0`$. This “instability” is more drastic than the effect we have described in §2, where we have assumed an idealized energy-momentum tensor with a total energy which is finite even near the singularity.

Because the null singularity is marginal, classical probes with very small incoming three-dimensional energy will change the causal structure of the singularity. This change is potentially serious; for example, once the singularity becomes spacelike there can be large particle production near the singularity \[16\]. One might hope that a signal of this change appears in string perturbation theory, or at least as an interesting disease in the perturbation expansion. It would be interesting to study this further, along the lines of \[10\].

However, the interpretation of worldsheet computations is unclear once the spacelike singularity develops. If it is natural to continue through the singularity at $`y^+=0`$, as advocated by \[8,,11\] and suggested by \[10\], then one may set up scattering data far from the singularity \[11\]; but it is not clear if this continuation is natural or unique.

Absent this continuation, there is no obvious S-matrix interpretation of worldsheet correlation functions due to the future singularity. One may try to keep a version of the S-matrix by keeping the cosmological constant $`1/\mathrm{}`$ small but finite.5 I am grateful to S. Shenker for asking about and discussing this point. The $`ϵ0`$ limit of (3.1) is an orbifold of anti-de Sitter space . Correlators of vertex operators specified by their behavior at the boundary of AdS then provide an analog of S-matrix elements. An incoming string will create an $`M>0`$ AdS black hole with the spacelike singularity hidden by a horizon from the asymptotic observer. The nontriviality of the order of limits is consistent with the principles of black hole complementarity \[24\].

Acknowledgments

I am grateful to A. Adams, M. Fabinger, S. Hellerman, V. Hubeny, S. Kachru, N. Kaloper, M. Kleban, J. McGreevy, J. Polchinski, S. Shenker, E. Silverstein and L. Susskind for discussions. Thanks in particular to J.M., J.P. and E.S. for comments on the draft. This work is supported by NSF grant PHY-9870115, by the Stanford Institute for Theoretical Physics, and by the DOE under contract DE-AC03-76SF00515.

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