text:
# A Brown Dwarf Microlens Candidate in the OGLE-II Database

## 1 Introduction

Gravitational microlensing events toward the Galactic bulge provide a unique sample to study the mass functions in the Milky Way (for review on microlensing, see Paczyński 1996). However, this important application is severely hampered by the lens degeneracy. This degeneracy arises because, in general, only a single physical constraint can be derived from an observed light curve, namely the Einstein radius crossing time, which depends on the lens mass, various distance measures and the relative velocity. This degeneracy can be most easily lifted using space satellites (e.g. Gould 1994b), such as the proposed GEST (Bennett et al. 2002a). Without observations from space, unique mass determinations are only possible for exotic microlensing events. So far, this has been possible for no more than two microlensing events. An et al. (2002) determined the lens mass for the binary caustic crossing event, EROS BLG-2000-5, by combining parallax effects (Gould 1992) and finite source effects (Gould 1994a; Witt & Mao 1994; Nemiroff & Wickramasinghe 1994). Alcock et al. (2001) have also made a tentative estimate of the microlens mass for a different event, MACHO-LMC-5, by utilizing measurements of both the parallax effect and the microlens proper motion. However, this mass determination requires confirmation since it relies on a difficult measurement of the very small microlensing parallax effect.

In this paper we present another unique mass determination for event sc26\_2218 from OGLE-II Difference Image Analysis data. Using high-precision data we are able to detect both parallax and finite source effects, which allows us to determine the mass of the lensing object.

## 2 Observational Data

The observational data that we use are based on observations performed in the second phase of the OGLE experiment (OGLE-II). The observations were carried out with the 1.3-m Warsaw telescope at the Las Campanas Observatory, Chile, which is operated by the Carnegie Institution of Washington. The instrumentation of the telescope and CCD camera are described in detail by Udalski, Kubiak & Szymański (1997).

The event sc26\_2218, which was observed toward the Galactic bulge, was first identified in Woźniak et al. (2001) using the difference image analysis software of Woźniak (2000). The light curve data for this event are available publicly333http://astro.princeton.edu/~wozniak/dia/lens/. The coordinates of the star are $`\mathrm{RA}=17:47:23.29`$, $`\mathrm{DEC}=34:59:52.4`$ (in J2000), which correspond to ecliptic coordinates, $`\lambda =267\text{.}^{}364`$, $`\beta =11\text{.}^{}587`$ (in J2000), and Galactic coordinates $`l=355\text{.}^{}0084`$, $`b=3\text{.}^{}4640`$.

We extracted the I-band baseline magnitude of the star from Woźniak et al. (2001) and cross-checked with the OGLE-II DoPhot Photometry. The star turns out to be very bright with a baseline magnitude of $`I_{\mathrm{base}}=15.10\pm 0.02`$ mag. There are 8 $`V`$-band observations for the star. We used the three most reliable of these to derive the $`V`$-band magnitude, which gives the color of the star $`VI=1.76\pm 0.03`$ mag.444 Udalski et al. (2002) recently published the the photometry and BVI colors for 30 million stars toward the Galactic center. However their values for this star cannot be used, as both its baseline magnitude and colors are based on average values that include the microlensed data points.

Fig. 1 shows the color-magnitude diagram for the field around sc26\_2218. The star appears to lie within the red clump giant region and therefore the source is probably located in the Galactic bulge. The light curve obtained from the difference image analysis is shown in Fig. 2. The quality of the light curve is striking, with a typical error of 0.8% throughout a large magnitude range ($`I=15.1`$ to 11.6 mag).

## 3 Model

### 3.1 Point Source models

We first fit the observed light curve with the usual standard and parallax microlensing models. Both models use the approximation that the source can be regarded as point-like. The fitting procedures are identical to those used in our previous papers (Smith et al. 2002b; Mao et al. 2002). We refer the readers to those papers for details; here we only briefly review the parameters that we use in the models.

To fit the I-band data with the standard model incorporating blending (see, e.g. Paczyński 1986), we need five parameters, namely the impact parameter $`u_0`$, the time of closest approach $`t_0`$, the baseline magnitude $`I_{\mathrm{base}}`$, the Einstein-radius crossing timescale, $`t_\mathrm{E}`$, and the blending parameter, $`f_\mathrm{s}`$, which parametrizes the fraction of light that is contributed by the lensed source. The parameter ($`f_\mathrm{s}`$) is required to account for blending, owing to the crowded nature of the fields toward the Galactic center.

The best-fit parameters are found by minimizing the usual $`\chi ^2`$ using the MINUIT program in the CERN library555http://wwwinfo.cern.ch/asd/cernlib/ and are tabulated in Table 1. The resulting $`\chi ^2`$ for the standard model is 277.9 for 236 data points.

Next we proceed to incorporate the parallax effect (Gould 1992). This effect, which arises due to the Earth’s orbital motion, produces perturbations from the standard model light curve, and is described in detail in Soszyński et al. (2001); see also Alcock et al. (1995), Dominik (1998). It requires two additional parameters; the Einstein radius projected onto the observer plane, $`\stackrel{~}{r}_\mathrm{E}`$, and an angle in the ecliptic plane, $`\psi `$, describing the orientation of the lens trajectory (given by the angle between the heliocentric ecliptic $`x`$-axis and the normal to the trajectory)

The best-fit parallax model is given in Table 1, and the corresponding light curve is presented in Fig. 2. This model clearly improves upon the standard model, with a best-fit parallax $`\chi ^2`$ of 236.7. It is interesting to note that one would not normally expect to observe parallactic deviations for an event with such a short time-scale ($`t_\mathrm{E}=39.2`$ days for this point-source parallax model), since the Earth has not moved a significant distance in its orbit around the Sun. However, due to the high signal-to-noise ratio for sc26\_2218, we are able to detect these weak parallactic signatures. Also, as a result of the weak signatures, a slightly worse alternative parallax model is possible (see §4).

### 3.2 Finite Source Models

Notice that the parallax model does not match the observed fluxes around the peak when the source is highly magnified (the peak magnification for sc26\_2218 is approximately 25). This kind of deviation at high magnifications is precisely what is expected from finite source effects (Gould 1994a; Witt & Mao 1994; Nemiroff & Wickramasinghe 1994). We therefore proceed to incorporate this effect into our model. This requires one additional parameter, $`\rho _{}`$, which denotes the source radius in units of the lens’ angular Einstein radius.

We initially attempt to fit the light curve with a finite source model without incorporating the parallax effect. This is clearly unable to provide a suitable fit, with $`\chi ^2=261.3`$. The next logical step is to incorporate the parallax effect and the finite source effect simultaneously in the modeling. This provides a greatly improved fit, with $`\chi ^2=214.4`$, i.e. an improvement of $`\mathrm{\Delta }\chi ^2=22.3`$ on the next best model (the point-source parallax model). The significance of this improvement is $`4.7\sigma `$. We also attempted to fit the light curve with a non-uniform source brightness, using the limb-darkening profile of An. et al. (2002), but this gave no noticeable improvement and the best-fit parameters remained unchanged.

The best-fit parameters for this finite source parallax model are given in Table 1 and the corresponding light curve is presented in Fig. 2. The most important parameters from this model are,

$$\stackrel{~}{r}_\mathrm{E}=3.8_{0.8}^{+1.2}\mathrm{AU},t_\mathrm{E}=39.5\pm 1.0\mathrm{days},\rho _{}=0.0659\pm 0.0005.$$
(1)
Unfortunately the value for $`\stackrel{~}{r}_\mathrm{E}`$ is not well constrained, but $`\rho _{}`$ is tightly constrained. From these quantities we can calculate $`\stackrel{~}{v}=\stackrel{~}{r}_E/t_E=167_{35}^{+53}\mathrm{km}\mathrm{s}^1`$, the transverse velocity of the lens relative to the source, projected onto the observer plane. This is relatively high compared to previous reported parallax events (cf. Smith, Mao & Woźniak 2002a; Bennett et al. 2002b), although this could be due to the fact that the timescale is unusually short for a microlensing parallax event and also because we expect the projection factor to be large (since the lens is predicted to reside much closer to the source than the observer; see §3.3).

### 3.3 Mass determination

Given the above model incorporating both parallax and finite source effects, it is possible to determine the lens mass provided that an estimate of the angular size of the source can be made. Albrow et al. (2000) showed that the angular size of the source can be determined from its de-reddened color and magnitude. The color-magnitude diagram for this event (Fig. 1), shows that the observed magnitude of the center of the red clump region for this field is given by $`I_{\mathrm{cl},\mathrm{obs}}15.62\mathrm{mag}`$, $`(VI)_{\mathrm{cl},\mathrm{obs}}1.85\mathrm{mag}`$. From Popowski (2000), the intrinsic de-reddened color of the center of the red clump region in the Galactic center is $`(VI)_{\mathrm{cl},0}=1.00\mathrm{mag}`$. Therefore the reddening for the field is given by,

$$E(VI)_{\mathrm{cl}}=(VI)_{\mathrm{cl},\mathrm{obs}}(VI)_{\mathrm{cl},0}0.85\mathrm{mag}.$$
(2)
As the extinction in the Galactic center may be anomalous (Udalski 2002), we checked the extinction slope using the method of Woźniak & Stanek (1996). We find that the extinction slope, $`\mathrm{\Delta }I/\mathrm{\Delta }(VI)`$, is about 1.39, which is close to, but slightly smaller than, the standard value (1.49, Stanek 1996). Therefore the extinction is,

$$A_{I,\mathrm{cl}}=1.39\times E(VI)_{\mathrm{cl}}1.18\mathrm{mag}.$$
(3)
Since our best-fit model favors no blending, the $`I`$-band baseline apparent magnitude of the lensed source is $`I_\mathrm{s}=15.10\mathrm{mag}`$. As was stated in §2, from the color-magnitude diagram for this field (Fig. 1) one concludes that the source is likely to be located in the red clump region and hence undergo the same reddening and extinction as calculated in eq. (2) & (3). This would imply that the source has an intrinsic brightness of $`I_{\mathrm{s},0}13.92\mathrm{mag}`$ and an intrinsic color of $`(VI)_{\mathrm{s},0}0.91\mathrm{mag}`$.

This intrinsic color can then be converted from $`(VI)_{\mathrm{s},0}0.91\mathrm{mag}`$ into $`(VK)_{\mathrm{s},0}2.05\mathrm{mag}`$ (using, for example, Table III of Bessell & Brett 1988). Once this has been done, a value for the angular size of the source ($`\theta _{}`$) can be calculated from an empirical surface brightness-color relation (eq. 4 from Albrow et al. 2000), and we find that $`\theta _{}=7.07`$ $`\mu `$as, which corresponds to a physical stellar radius of about $`12R_{}`$ if the source is $`8\mathrm{kpc}`$ away.

This value for $`\theta _{}`$ can be combined with the above constraint on $`\rho _{}`$ (eq. 1) to determine the lens’ angular Einstein radius,

$$\theta _E=\frac{\theta _{}}{\rho _{}}=107.35\pm 7.52\mu \mathrm{as}.$$
(4)
Combining $`\theta _\mathrm{E}`$ and $`\stackrel{~}{r}_\mathrm{E}`$, we can infer the lens mass directly,

$$M=\frac{c^2}{4G}\stackrel{~}{r}_\mathrm{E}\theta _\mathrm{E}=0.050_{0.011}^{+0.016}M_{}.$$
(5)
The errors on the lens mass are dominated by the errors in $`\stackrel{~}{r}_\mathrm{E}`$ (see eq. 1), since the rest of the parameters are comparatively well constrained compared to $`\stackrel{~}{r}_\mathrm{E}`$. It is important to stress that the lens mass is independent of the source distance.666It should be noted that the estimate of $`\rho _{}`$ is not entirely independent of the source distance, because if the source lies significantly closer to us than the Galactic center our assertion that it undergoes the same amount of extinction/reddening as the red clump stars may be invalidated. However, the distance to the lens depends on the source distance; if the source is a red clump star and it is located in the bulge at a distance of $`8\mathrm{kpc}`$, then this implies that the distance to the lens is approximately $`6.5\mathrm{kpc}`$. At such a distance, the brown dwarf lens should contribute essentially no light, which is entirely consistent with the best-fit blending parameter $`f_\mathrm{s}=1`$.

## 4 Discussion

In this paper we have presented a detailed analysis of the microlensing event sc26\_2218, identified first by Woźniak et al. (2001) using the OGLE-II database. We showed that this event is best fitted by incorporating both parallax and finite source effects. Combined with an estimate of the source angular size using its color and magnitude, these two effects allow us to determine the lens mass uniquely. Intriguingly, the lens mass ($`M0.050_{0.011}^{+0.016}M_{}`$) lies within the brown dwarf regime. In comparison, An et al. (2002) determined a total lens mass of $`M0.61M_{}`$ and mass ratio $`q0.75`$ for the binary lens EROS BLG-2000-5, and Alcock et al. (2001) made a tentative estimate of $`M(0.040.1)M_{}`$ for MACHO-LMC-5.

The event was not identified in our first search (Smith et al. 2002a) because at the time no baseline flux information was available to us. As a result, the best-fit standard model for this event was comparable to the best-fit parallax model. However, if we take into account the positive definite constraint on the source flux the standard model becomes worse than the parallax model. This prompted us to pursue sc26\_2218 further in this study. We have since redone the fitting for all events in the OGLE-II catalog. The results for most events are unchanged, except for sc26\_2218 and an additional parallax event (sc5\_2859) that was reported in Smith (2003). This brings the total number of convincing parallax events in the OGLE-II catalog to 5/520, i.e. around 1%.

It has been shown (Smith, Mao & Paczyński 2002c) that under certain circumstances seemingly parallactic light curves can be well fit by a model incorporating a constant acceleration term. This is important for events that exhibit only weak perturbations from the standard model, such as sc26\_2218. Indeed, we found that a constant-acceleration finite source model is able to provide a good fit to this event, with $`\chi ^2=217.1`$. This fit is only slightly worse than the best-fit finite source parallax model ($`\chi ^2=214.1`$). For perturbations which are well described by a constant acceleration, it is difficult to determine whether they originate from the parallax effect or from binary rotation in the source (Smith et al. 2002c). Hence we cannot categorically state that these are indeed parallactic signatures. However, this binary source hypothesis can be tested through future spectroscopic observations, which should reveal periodic modulations in radial velocity from the binary rotations. The radial velocity is expected to be about $`30\mathrm{k}\mathrm{m}\mathrm{s}^1`$ with a period of $`1`$ year. As the star is bright ($`I15.10`$ and $`V16.86`$), these observations should be straightforward to perform even with medium-size telescopes.

Smith et al. (2002c) also showed that events which are suitably fit by a constant-acceleration model exhibit two degenerate sets of parallax solutions. For sc26\_2218 two sets of finite-source-size parallax solutions were found with $`\mathrm{\Delta }\chi ^2=0.13`$. However, the important parameters that determine the lens mass (i.e. $`\stackrel{~}{r}_\mathrm{E}`$ and $`\rho _{}`$) are virtually identical between the two solutions, and the above conclusions regarding the lens mass are consequently unaffected by this degeneracy.

Assuming that this best-fit parallax model is accurate, it may be possible to indirectly determine the proper motion of the lens. To do this we require the transverse proper motion of the lens relative to the source, which is directly determined from the parallax fit (but not in the constant acceleration model). Given this relative proper motion, if the absolute proper motion of the source can be found using many background quasars in the field (see, for example, Sumi, Eyer & Woźniak 2002) this will provide a determination for the absolute proper motion of the lens. This information can be used to provide further constraints on the lens for any future likelihood analysis.

sc26\_2218 highlights the possibility of unique mass determinations using highly-magnified bright microlensing events. For such events, the signal-to-noise ratio may be high enough that even minute parallax signatures can be detected. If the sampling at the peak of the light curve is dense enough, then finite source effect may also be detected with high significance. If the sampling for sc26\_2218 was higher, then the finite source effect would have been detected at even greater significance. With an order of magnitude increase in the microlensing rate for OGLE-III, surely many events similar to sc26\_2218 can be discovered.

We thank Bohdan Paczyński for discussions and encouragements on the manuscript, and the OGLE collaboration, in particular Andrzej Udalski and Igor Soszyński for access to and analysis of their data. This work was partly supported by funds from proposal #09518 provided by NASA through a grant from the STScI, which is operated by the AURA, under NASA contract NAS5-26555. MCS acknowledges the financial support of a PPARC studentship.


format: text

text:
# Thermoelectric Power of Insulators and Reconsideration of Kelvin’s Relations at Low Temperatures

## 1 Introduction

Recently, some of the strongly correlated materials are attracting renewed interests because of a possibility for a new and efficient themoelectric device. Especially, the compounds called as the Kondo insulators show rather large thermopower at low temperatures, being suitable for a refrigerator without coolant in the lower temperature range. It seems, however, that the theory for the thermoelectric effects has not yet been fully developped for the insulators and for the systems with strong correlation.

In this article, we will focus on the theory of the thermoelectric effect in insulators and point out for the first time that the famous Kelvin’s relations, which were analyzed and established by Lord Kelvin 150 years ago, must be modified in the case of the insulators at low temperature limit. Next, we will discuss effects of many-body interactions on the thermoelectric coefficients and give a formula for the heat current. We will also explain how the behaviour of the thermopower due to the non-interacting electrons or holes in ordinary semiconductors might be changed in the Kondo insulators with strong correlations at low temperatures.

## 2 Reconsideration of Kelvin’s relation in insulators

Lord Kelvin analyzed a system depicted in Fig. 1 which consists of the metals a and b. The temperature difference between B and C is set equal to $`\mathrm{\Delta }T`$. (Note that the direction of the gradient is opposite to that in ref.) A unit charge is quasi-statically moved along the path ABCDA. Thereby the Peltier heat $`\pi _{ab}(T+\mathrm{\Delta }T)`$ is emitted at B and $`\pi _{ab}(T)`$ is absorbed at C. The Thompson heat $`\tau _b\mathrm{\Delta }T`$ is emitted between BC and $`\tau _a\mathrm{\Delta }T`$ is absorbed between AB and CD. On transfering the charge from D to A the work $`S_{ab}\mathrm{\Delta }T`$ is done outwards due to the thermoelectric voltage. Thus we can set up the following equations to express the first and the second laws of the thermodynamics:

$$S_{ab}(T)\mathrm{\Delta }T+\pi _{ab}(T+\mathrm{\Delta }T)\pi _{ab}(T)+(\tau _b\tau _a)\mathrm{\Delta }T=0,$$
(1)
$$\frac{\pi _{ab}(T+\mathrm{\Delta }T)}{T+\mathrm{\Delta }T}\frac{\pi _{ab}(T)}{T}+\frac{\tau _b\tau _a}{T}\mathrm{\Delta }T=0,$$
(2)
and derive the famous Kelvin’s relations:

$$S_{ab}(T)=\frac{\pi _{ab}(T)}{T},S_{ab}(T)=_0^T\frac{\tau _a(T^{})\tau _b(T^{})}{T^{}}\text{d}T^{}$$
(3)
where the Seebeck coefficient is related to $`\mathrm{\Theta }_{ab}`$ by $`S_{ab}=\mathrm{\Theta }_{ab}/\mathrm{\Delta }T`$. It is well known that the absolute Seebeck coefficient is given by $`S(E_c\mu )/|e|T`$ for the semiconductors at low temperatures when the carriers are electron-like, hence $`S_{ab}=S_aS_b(E_c^bE_c^a)/|e|T`$. Here, $`E_c`$ and $`\mu `$ denote the conduction band edge and the chemical potential, respectively. However, according to the first equation in (3), $`\pi _{ab}(T0)(E_c^bE_c^a)/|e|`$, whereas $`S(T)`$ must vanish at $`T0`$ due to the second equation in (3). The former means that one can remove finite amount of heat from the body at absolute zero temperature, violating the third law of the thermodynamics.

This contradiction seems to have occured because we have neglected the work necessary to move a negative charge from the bottom of the conduction band at $`E_c^a`$ to the region in the middle with the band edge $`E_c^b`$ when $`E_c^b>E_c^a`$ and $`T0`$, as shown in Fig. 2. In this case, we have to add a term $`W=(E_c^bE_c^a)/|e|`$ in eq. (1), which leads to the modified Kelvin’s relations,

$$S_{ab}(T)=\frac{\pi _{ab}(T)}{T}+\frac{E_c^bE_c^a}{|e|T},$$
(4)
$$S_{ab}(T)=_0^T\frac{\tau _a(T^{})\tau _b(T^{})}{T^{}}\text{d}T^{}+\frac{E_c^bE_c^a}{|e|T}.$$
(5)
In deriving these equations, we have replaced $`T0`$ and $`T+\mathrm{\Delta }TT`$. Thus, the diverging behavior of $`S`$ at low temperature limit can be understood as due to the necessary ‘work’ $`W`$ to move a charge from the lower to the higher bottom of the conduction bands at low temperature limit. The heat which can be removed ($`Q=\pi _{ab}(T)+(\tau _a\tau _b)T`$) must vanish at $`T0`$ in this representation, and the finite value $`\pi _{ab}(E_c^bE_c^a)/|e|`$ is an artifact of regarding the work to be done as the heat to be removed. (See Fig.3 to understand how the cooling apparatus works as a thermodynamic cycle.) Onsager’s relation (eq.(3)) does not hold, since the linear response theory is not applicable in the present case at $`T0`$. Thus, $`S_{ab}(T)(E_c^bE_c^a)/|e|T`$ still holds but $`\pi _{ab}(T)0`$ at $`T0`$. Note that the equations (4) and (5) hold only at the low temperature limit and a more general expressions at arbitrary temperature are still to be found. Thereby, the inclusion of the nonequilibrium effects will be necessary.

## 3 Seebeck coefficient and many-body effect

A general theory for the thermoelectric transport has been developped by Mahan, and recently by Kontani further, based on the Fermi liquid theory. It should be noted that the heat conveyed by the carriers is not equal to $`ϵ_\text{k}\mu `$ but a correction due to the interaction exists. For example, the heat current is given by

$$𝒋_Q=\underset{\text{k}\sigma }{}(ϵ_\text{k}\mu )𝒗_\text{k}c_{\text{k}\sigma }^+c_{\text{k}\sigma }+U\underset{\text{k}\sigma }{}𝒗_\text{k}\left(c_{i\sigma }^+c_{j\sigma }\frac{n_{i\sigma }+n_{j\sigma }}{2}\right)_\text{k},$$
(6)
for the Hubbard model, where $`(\mathrm{})_\text{k}`$ denotes the Fourier transformation from $`i,j`$ to $`𝒌`$. The Seebeck coefficient, however, can be expressed by the following simple formula

$$S(T)=\frac{1}{|e|T}\frac{\text{d}ϵ(ϵ\mu )L(ϵ)\left(\frac{f}{ϵ}\right)}{\text{d}ϵL(ϵ)\left(\frac{f}{ϵ}\right)}$$
(7)
with $`L(ϵ)=_\text{k}v_{x\text{k}}^2\left[\text{Im}G(𝒌,ϵ)\right]^2/\pi N`$ when the vertex corrections (VC’s) can be neglected, as would be the case for the heavy-fermion compounds. VC’s cannot be neglected for high $`T_c`$ cuprates. It should be noted that the second term in eq. (6) due to the interaction does not appear in the factor $`(ϵ\mu )`$ in eq. (7). It is because all the interaction effects were absorbed in the Green’s function (and in the VC’s).

The electronic states of the Kondo insulators can be described most simply by the periodic Anderson model at half-filling. (A more realistic model will be discussed in .) The Coulomb interaction between f-electrons produces a finite imaginary part of the self-energy at finite temperatures. This makes the quasi-particle density of states finite within the gap at $`T>0`$. Therefore, the Seebeck coefficient of the Kondo insulators becomes metal-like $`S(T)T`$ at low but finite temperatures, whereas $`S(T)T^1`$ at higher temperatures. It could be the case that $`S`$ vanishes as an activation type $`S(T)\mathrm{exp}(E_g/k_BT)`$ at the low temperature limit. These predictions are qualitatively consistent with the observed behaviors, but the effect of the nonstoichiometry may not be neglected. Both interpretations seem possible for analyzing the experimental results.

## 4 Summary

The thermoelectric effect in insulators or semiconductors was reinvestigated theoretically. It was found that the famous relations established by Lord Kelvin for the thermoelectric coefficients must be modified at low temperature limit in order to be consistent with the third law of the thermodynamics. Many-body effect was also discussed and it was noted that $`S(T)T`$ or $`\mathrm{exp}(E_g/k_BT)`$ at low temperatures due to the interaction effect. To elucidate the low temperature behavior, it may be necessary to consider the nonequilibrium effect of coupled electron and phonon systems.

This work is supported by the Grant-in-Aid for Scientific Research from the Ministry of Education, Science, Sports, Culture, and Technology.

## References


text:
# Disorder Induced Phases in Higher Spin Antiferromagnetic Heisenberg Chains

## I Introduction

A simple model where the effects of the interplay between quantum fluctuations and disorder can be studied in great detail is the spin-$`S`$ random antiferromagnetic Heisenberg (AFH) chain with Hamiltonian:

$$H=\underset{i}{}J_i\stackrel{}{S}_i\stackrel{}{S}_{i+1}$$
(1)
where the $`J_i>0`$ are quenched random variables.

In absence of randomness ($`J_i=J`$) quantum fluctuations lead to qualitatively different behavior for half-integer ($`S=1/2,3/2\mathrm{}`$) and integer ($`S=1,2\mathrm{}`$) values of the spin Hald81 . Half-integer spin chains have a gapless spectrum and quasi long range order. It is believed that they all belong to the same (bulk) universality class independently on $`S`$ s32 . This was explicitly verified numerically for the $`S=3/2`$ chain Hall96 , which was found to have the same bulk decay exponent as for the $`S=1/2`$ chain. Integer spin chains are instead gapped and have a hidden topological order denN89 .

The effect of quenched randomness on the AFH chains can be studied by the Strong Disorder Renormalization Group (SDRG) method. This technique consists in successively decimating out the strongest bond in the chain mdh . For the $`S=1/2`$ chain the SDRG procedure can be carried out in great detail and yields a probability distribution of coupling constants that under renormalization is broadened without limits and in the so called infinite randomness fixed point the method becomes asymptotically exact. At this fixed point, describing the so-called random singlet (RS) phase fisherxx , the energy scale ($`\mathrm{\Gamma }`$) and the length scale ($`\xi `$) are related via $`\mathrm{ln}\mathrm{\Gamma }\xi ^\psi `$, which differs from scaling at a conventional (random) fixed point, where $`\mathrm{\Gamma }\xi ^z`$ with a finite dynamical exponent $`z`$. Numerical studies on random spin $`S=1/2`$ AFM chains generally agree with the SDRG results henelius ; ijr00 , although some issues are still debated stolze .

For $`S>1/2`$ the SDRG procedure requires a higher degree of approximations with respect to the $`S=1/2`$ case. A spin $`S`$ is represented by a maximally symmetrized combination of $`2S`$ identical $`S=1/2`$ spins. The SDRG decimation then produces effective spins of magnitudes $`S_{\mathrm{eff}}S`$ obtained by linking the spin-$`1/2`$ objects into correlated singlets. For the $`S=1`$ case an SDRG analysis shows that a sufficiently strong randomness induces a RS phase with $`S_{\mathrm{eff}}=1`$, separated from the gapped phase by a gapless region of Griffiths singularities griffiths  (the gapless Haldane phase Hyma97 ) in which the dynamical exponent, $`z`$, increases with disorder. A recent SDRG study Refa02  of the disordered AFH chain with $`S=3/2`$ indicated the existence of two phases: At strong disorder the relevant degrees of freedom are $`S_{\mathrm{eff}}=3/2`$ spins, while at weaker disorder they are of type $`S_{\mathrm{eff}}=1/2`$. Both phases are of RS type with identical critical exponents. A quantum critical point separating them is expected to have specific multicritical exponents Refa02 ; Daml02 .

As the SDRG method might fail at weak disorder, its predictions should be tested by means of accurate numerical analysis, which is the aim of the present paper. We will present numerical evidences, supported by theoretical arguments, that the phase diagram for the $`S=3/2`$ spin chain differs from what predicted by SDRG Refa02 . Our numerical results support the existence of a RS phase only for sufficiently strong disorder, while weak disorder appear to be an irrelevant perturbation for the system.

## II Numerical results

Here we analyze the critical behavior of the AFH chains with varying degree of disorder by means of density matrix renormalization group (DMRG) techniques DMRGbook . Numerical calculations are restricted to the $`S3/2`$ case, and the disorder average is performed on $`10^3`$$`10^4`$ samples taken from the distribution:

$$p_\delta (J)=\delta ^1J^{1+1/\delta }\mathrm{for}0J1$$
(2)
where $`\delta ^2=\mathrm{var}[\mathrm{ln}J]`$ measures the strength of disorder. As usual in DMRG DMRGbook  we use open boundary conditions and keep typically $`m=80100`$ states in the renormalization procedure. In order to obtain numerically stable results we use the DMRG finite system method performing several ”sweeps” ($`45`$) through the chain DMRGbook , which is an essential step in the DMRG procedure. The DMRG calculations for the $`S=3/2`$ chain have been extended up to $`L=32`$ for weak disorder, while at stronger disorder the procedure tends to become less stable and we had to restrict ourselves to shorter chains. However the physical behavior in the strong disorder regime turns out to be quite well understood, while, in view of the limitations of the SDRG at weak disorder, it is precisely this regime which is physically the most interesting. In the weak disorder regime the DMRG is a rather stable and reliable technique.

### II.1 Correlation functions

In order to emphasize the differences between the two cases we present together the results for the $`S=3/2`$ and $`S=1/2`$ chains for the spin-spin correlation function defined as:

$$C(i,j)=[S_i^zS_j^z]_{\mathrm{av}}$$
(3)
where $`[\mathrm{}]_{\mathrm{av}}`$ denotes the averaging over quenched disorder. The correlation function obviously does not depend on the spin direction.

Figure 1(a) shows a plot of the surface-surface correlation function $`C_L^sC(1,L)`$ plotted as a function of $`1/L`$ for $`S=1/2`$ ($`\delta =0.3`$) and $`S=3/2`$ ($`\delta =0.3`$, $`0.8`$). In a RS phase one expects that asymptotically in $`L`$ the surface-surface correlation vanishes as $`C_L^sL^{\eta _{\mathrm{RS}}^s}`$ with $`\eta _{\mathrm{RS}}^s=1`$ ijr00 . This is indeed observed in the case $`S=1/2`$. In the $`S=3/2`$ case instead $`C_L^s`$ extrapolates to a finite value which indicates the presence of a surface ordering phenomenon or, in other words, a first order surface transition (formally $`\eta ^s=0`$). The same type of behavior is observed for the $`S=3/2`$ chain in absence of randomness fath .

To obtain the bulk exponent ($`\eta `$) we consider $`C(1,L/2)`$ the correlation function between an edge and a spin in the middle of the chain, which decays asymptotically as $`C(1,L/2+1)L^{(\eta +\eta ^s)/2}`$. Thus each point of reference brings its local scaling dimension, $`\eta /2`$ and $`\eta ^s/2`$, respectively. In order to eliminate the surface exponent contribution we consider the ratio

$$𝒞_L\frac{C(1,L/2+1)C(L/2,L)}{C_L^s}$$
(4)
which decays asymptotically as $`𝒞_LL^\eta `$. The plot of $`\mathrm{ln}𝒞_L`$ vs. $`\mathrm{ln}L`$ is shown in Fig. 1(b). In the pure system the bulk exponent is $`\eta =1`$, while in an RS phase one expects $`\eta _{\mathrm{RS}}=2`$. The numerical data for $`S=3/2`$ are quite consistent with a $`1/L`$ decay, which seem to be in disagreement with the existence of a RS phase at weak disorder, but rather support the same critical behavior as for the pure system.

In the $`S=1/2`$ case the data are not fully consistent with the expected RS exponent $`\eta _{\mathrm{RS}}=2`$, shown as a dashed line, but are characterized by an increasing slope as $`L`$ increases in the log-log scale, which is an indication that the asymptotic regime has not yet been reached. This slope in any case is clearly larger than $`1`$. Notice that for the calculation of the bulk exponent we use a combination \[see Eq. (4)\] of correlation functions between an edge spin and a spin in the middle of the chain. As the distance between these spins is $`L/2`$, it is plausible that $`𝒞_L`$ is plagued by stronger finite size corrections compared to the surface-surface correlation function $`C_L^s`$.

### II.2 Dynamical exponent

We consider next the dynamical singularities in the system, which are related to the integrated probability distribution, $`\mathrm{\Omega }(\epsilon )`$, of the smallest energy gap $`\epsilon `$. This quantity, for small $`\epsilon `$, behaves as

$$\mathrm{\Omega }(\epsilon )\epsilon ^{1/z^{}}$$
(5)
If $`z^{}<1`$ quantum fluctuations dominate and the true dynamical exponent is $`z=1`$, as in the pure system. If $`z^{}>1`$ the disorder and quantum effects compete and the singular properties of the system are governed by a conventional random fixed point with $`z=z^{}`$. In the RS phase $`z=z^{}\mathrm{}`$.

Figure 2 shows plots of $`\mathrm{ln}\mathrm{\Omega }(\epsilon )`$ versus $`\mathrm{ln}\epsilon `$ for $`S=3/2`$ (a) and $`S=1/2`$ (b). The different scaling behavior for the two values of the spin can be seen by comparing the data for the same strength of disorder ($`\delta =0.3`$). In the $`S=1/2`$ chain the distribution becomes broader by increasing the chain length, while in the $`S=3/2`$ chain $`\mathrm{ln}\mathrm{\Omega }(\epsilon )`$ tends to have a finite non-vanishing slope for small $`\epsilon `$, implying that $`1/z^{}>0`$, a conclusion which is at odds with a RS phase.

For sufficiently strong disorder $`\delta =3`$, however, also the $`S=3/2`$ spin chains shows a broadening gap distribution (Fig. 2(a)). The inset of 2 presents a graph of $`\mathrm{ln}\mathrm{\Omega }(\epsilon )`$ plotted as a function of the rescaled variable $`\mathrm{ln}\epsilon /L^\psi `$, with $`\psi =1/2`$, as expected in the RS phase nota . Similar results were also found at $`\delta =2`$. At such strong values of disorder, due to difficulties in the convergence of the DMRG method, we restricted ourselves to exact diagonalization data of rather short chains $`L10`$. The asymptotic behavior is however reached already for rather small chains, as the good collapse of the data of the inset of Fig. 2 demonstrates.

We have also calculated the dynamical exponent from the distribution of the end-to-end correlation functions $`C_L^s`$, which is expected to scale as ijl01

$$P_e(C_L^s)\left(C_L^s\right)^{1/z^{}}$$
(6)
Figure 3 shows a plot of the exponent $`1/z^{}(L)`$ vs. $`1/L`$, for $`\delta =0.3`$ obtained from the analysis of the gap and of the correlation function (Eqs. (5) and (6)). Both estimates lead to a finite value $`z^{}0.13`$. One may wonder whether this is a genuine effect or just due to a very slow convergence to a possible asymptotic behavior consistent with a RS phase $`1/z^{}(L)0`$. On the view of our numerical results we believe that the latter scenario is rather unlikely, as it would require also a non-monotonic scaling in $`L`$ of $`1/z^{}(L)`$ for the data obtained from the gap.

In a similar way we estimated the dynamical exponent for other strengths of disorder. For $`\delta =0.8`$ we find $`z^{}=0.8(2)`$. At $`\delta =2`$ and even stronger disorder the scaling is consistent with a RS behavior. The borderline between the RS phase and the weak disorder phase seems to be located at around $`\delta =1`$.

### II.3 About the Harris Criterion

The numerical results for the correlation functions and for the gap distribution strongly suggest that at weak disorder the $`S=3/2`$ chain has the same critical properties as in the pure case, i.e. the disorder is irrelevant periodic . For sufficiently strong disorder the DMRG results show also that the system is in a RS phase, therefore there is a transition induced by the strength of disorder. The analysis of both the gap and correlation functions indicate that the region of irrelevance extends up to $`\delta =1`$.

According to the Harris criterion harris  disorder is relevant if an appropriately defined correlation length chayes  in the pure system diverges with an exponent $`\nu `$ such that $`2/\nu >d`$ (here $`d=1`$). In the present case, as the disorder is coupled to the local energy operator, $`\stackrel{}{S}_i\stackrel{}{S}_{i+1}`$, the correlation length $`\xi `$ entering in the Harris criterion is that associated to the strength of the dimerization, $`t`$, defined as the amplitude of the alternated modulation of the coupling constants: $`J_i=1+(1)^it`$. In the limit $`t0`$ this correlation length diverges as $`\xi |t|^\nu `$. In the $`S=1/2`$ case, $`\nu =2/3<2`$ cross\_fisher , implying relevance of weak disorder.

In the $`S=3/2`$ case there is no numerical result available for the critical exponent, $`\nu `$, therefore we have analyzed the scaling behavior of the smallest gaps as function of $`t`$. Scaling plots are given in Fig. 4 and as a comparison the same quantities for the $`S=1/2`$ chain are shown in Fig. 5. The gaps are expected to scale as:

$$\epsilon _k(L,t)=L^{z_k}\stackrel{~}{\epsilon }_k(L^{1/\nu _k}t),$$
(7)
with $`\stackrel{~}{\epsilon }_k`$ a scaling function and where $`k=1,2`$ labels the first and second gaps gap\_scaling . As shown above for the $`S=3/2`$ at weak disorder and for the pure system the surface is ordered at $`t0`$, i.e. the correlation function between the edge spins is finite in the limit $`L\mathrm{}`$ (for $`L`$ even). There are several known examples of models with spontaneous surface orderigloiturban93 , as the one observed the $`S=3/2`$ chain. In these cases one expects a localized low energy excitation at $`t=0`$ with a gap that vanishes faster than $`1/L`$ because the ground state is degenerate in the thermodynamic limit, i.e. $`\epsilon _1L^{z_s}`$ with $`z_s>1`$. Indeed this can be seen in Fig. 4 for the smallest gap in the $`S=3/2`$ case, $`\epsilon _1`$. In absence of dimerization this quantity scales with an exponent $`z_s1.36>1`$, as shown by the scaling collapse at the point $`t=0`$ in Fig. 4(a). The figure also shows that in the surface disordered region $`t>0`$ a reasonably good data collapse for $`\epsilon _1`$ is obtained with the choice $`L^{1/\nu _s}t`$ with $`\nu _s=2`$. Notice that in the surface ordered region $`t<0`$ no scaling collapse can be observed. All the other gaps in the $`S=3/2`$ are non-localized and scale with $`z=1`$, as illustrated in Fig. 4(b) for $`\epsilon _2`$, and their scaling form involves the bulk correlation length, $`\xi |t|^\nu `$, with $`\nu 1`$. This estimate for $`\nu `$ is different from the value $`\nu =2/3`$ in the $`S=1/2`$ chain. We expect that the origin of this difference is due to the existence of a dangerous irrelevant scaling variable div , which is generally observed at first-order surface transitions igloiturban93  as in this case.

Our numerical results, summarized above, can be compared with theoretical predictions in Ref.Ng . In the resonating valence bond picture the low energy excitations of the open $`S=3/2`$ chain are expected to be described by effective $`S=1/2`$ edge-spin degrees of freedom, which are very weakly coupled to the rest of an $`S=1/2`$ chain. In the thermodynamic limit the edge spins are expected to be decoupled, the effective coupling being logarithmically small, as $`1/\mathrm{ln}L`$. In this picture the smallest gap (at $`t=0`$) scales as $`\epsilon _11/L\mathrm{ln}L`$, whereas the other gaps scale in the same way as for the open $`S=1/2`$ chain. Our numerical findings disagree with this prediction at two points. First, the localized gap has a faster size-dependence, our numerical results can not be described by a logarithmic correction. As a matter of fact for sizes we used in the calculation the effective exponent, $`z_s`$, is monotonously increasing with the size and there is no sign of reversing this tendency. Data of previous numerical calculations in Fig. 5 of Ref.QNS  show also strong deviations from a pure logarithmic correction. Our second disagreement concerns the second gap at $`t=0`$, the value of which according to conformal invariance should be:

$$\epsilon _2(L,0)L=\pi v_sx_s$$
(8)
in the large $`L`$ limit. Here $`v_s=3.87`$ is the sound velocity Hall96  for the $`S=3/2`$ chain and $`x_s`$ is the surface anomalous dimension, which for the $`S=1/2`$ chain isABGR  $`x_s=\eta ^s/2=1`$. For the $`S=3/2`$ chain the results in Fig. 4 are considerably smaller, our estimate is around $`x_s=1/2`$. Thus there are very probably new operators for the open $`S=3/2`$ chain, which are not present in the $`S=1/2`$ chain.

As a comparison we plot in Fig. 5 a similar scaling collapse analysis for the first two gaps in the $`S=1/2`$ case, using a similar range of system sizes as in Fig. 4. Notice that the best collapse is obtained with a scaling variable $`L^{1.41}t`$, implying $`\nu 0.71`$, not far from the expected value $`\nu =2/3`$, a difference which can be imputed to logarithmic corrections.

The analysis at finite $`t`$ reveals that the dimerization couples differently to the $`S=3/2`$ chain with respect to the $`S=1/2`$ chain. We argue that the appropriate correlation length to be used in the Harris criterion harris ; chayes  for the $`S=3/2`$ chain is $`\xi _s`$ that associated to the smallest gap and thus with $`\nu _s=2`$ the disorder is marginally irrelevant. An accumulation of weak bonds along the chain may result indeed in an effective cut of the system. The resulting scenario is that of weakly interacting segments of finite length in which the relevant length scale is $`\xi _s`$, that associated to a chain with open boundary conditions. (We note that a similar scenario is used for the renormalization of random $`S=1`$ chains, in which the effective coupling between spin-$`1/2`$ degrees of freedom is exponentially smallHyma97 .) This scenario therefore provides a plausible explanation for the observed irrelevance of weak disorder for the random $`S=3/2`$ chains.

## III Conclusion

We conclude by suggesting a general phase diagram for the spin-S AFH chains as a function of the strength of disorder $`\delta `$. This phase diagram, shown in Fig. 6, is obtained by combining DMRG and SDRG results known for the $`S=1/2`$, $`S=1`$ and $`S=3/2`$ cases with some general arguments for higher $`S`$. First of all, differently from the $`S=1/2`$ case, where any amount of disorder is known to lead to a RS phase, we expect that all chains for $`S>1/2`$ have a region of irrelevance, the weak disorder (WD) region, where the system is either critical (half-integer $`S`$) or gapped (integer $`S`$). This was already known for $`S`$ integer. Our results for the $`S=3/2`$ chain suggest that it may be true also for non-integer spin.

At strong enough disorder all $`S`$ are in a RS phase composed of effective $`S`$ spins, which we indicate as RSS. For the $`S=1`$ case there is only one such phase (RS1), while a recent SDRG study for $`S=3/2`$ Refa02  predicts two distinct phases: RS3/2 and RS1/2. We found no signatures of this spin reduction transition in our DMRG calculations, which could be anyhow difficult to detect as the RS1/2 and RS3/2 have identical critical exponents. There is also the possibility to have, for higher spins ($`S>3/2`$), a sequence of multiple RS phases of different nature. Possible phase diagram for higher $`S`$ have been recently discussed Daml02 . We have indicated these transition lines in the phase diagram of Fig. 6, which, for the time being cannot be supported by numerical results. Finally, the WD region may be separated from the RS phase(s) by an intermediate disorder (ID) region where exponents vary continuously with $`\delta `$, as observed in other models Carl01 . For the gapped (integer S) case this would correspond to a region of Griffiths singularities. The qualitative nature of the disorder induced cross-over phenomena for the $`S=1`$ chain is still debated (see in Refs.Hida99 ; qmc ). We will discuss this issue in a future publication lcri .

F.I. is grateful to G. Fáth for useful discussions. This work has been supported by a German-Hungarian exchange program (DAAD-MÖB), by the Hungarian National Research Fund under grant No OTKA TO34138, TO37323, MO45596 and M36803, by the Ministry of Education under grant No. FKFP 87/2001, by Kuwait University Research Grant No. \[SP 09/02\]. by the Centre of Excellence ICA1-CT-2000-70029, and the numerical calculations by NIIF 1030. P.L. thanks M.M. Sharma for help in numerical calculation.

Note added – After this paper was submitted we became aware of a recent work of Seguia et al. segu03 , who performed a SDRG analysis of the disordered $`S=3/2`$ AFH chain. Their calculation differs from that of Ref. Refa02  as the decimation scheme keeps into account more states, thus it is expected to be more accurate. While the results of Ref. Refa02  indicated the existence of two RS phases with different effective spins ($`S_{\mathrm{eff}}=1/2`$ and $`S_{\mathrm{eff}}=3/2`$), in the work of Seguia et al. segu03  the renormalization flow indicates that the weak disorder is an irrelevant perturbation of the system. This is in agreement with the conclusion of this paper.