text:
# Effect of dye doping on the charge carrier balance in PPV light emitting diodes as measured by admittance spectroscopy

## Abstract

Dye doping is a promising way to increase the spectral purity of polymer light-emitting diodes (LEDs). Here we analyze the frequency and field dependence of the complex admittance of Al-Ba-PPV-PEDOT-ITO LEDs with and without dye. We compare the charge carrier mobilities of pristine and dye-doped double-carrier and hole-only (Au replacing Al-Ba) devices. Dye doping is shown to significantly influence the electron mobilities while the hole mobilities are left unchanged and thereby changing the carrier balance in a double carrier device towards that of a hole only device. The minimum in the LED capacitance as function of voltage appears to be an excellent probe for the electron trapping phenomenon underlying the reduction of the mobility.

Although an obvious route for a true full-color light emitting diodes (LEDs) is employing three different polymers for the primary colors, there are several other approaches currently being examined. A particular appealing solution is energy or charge transfer from a host polymer to emissive guest molecules. This process can be optimized to virtually hundred percent efficiency already at low guest concentrations, which should leave the macroscopic properties of the polymer, such as viscosity, unchanged. The latter is particularly important for the efficient production of pixelated devices by ink-jet printing because the printing process has to be optimized only for one ink instead of three. For these applications detailed knowledge about the changes of the charge carrier properties upon adding guest molecules to a host polymer is desired. Low-frequency admittance data of LEDs has been proven to give valuable information about the mobility of charge carriers Martens00 . Here we measure the diode admittance as a function of bias voltage at low frequencies and compare devices with and without an emissive guest (dye dopant) in the active polymer layer. When we increase the bias voltage $`V`$ above the built-in voltage $`V_{bi}`$, the diode capacitance $`C_p`$ shows a minimum that i) is markedly different for hole-only (HO) and double-carrier (DC) devices and ii) is strongly dependent on the doping concentration. In pristine samples and at low doping concentrations a formally negative $`C_p`$ is measured at low frequencies noteCneg . By comparing admittance data for DC and HO devices, the capacitance minimum at a voltage just above $`V_{bi}`$ proves to be an excellent probe for electron trapping and mobility. It will be shown that on the time scale of our measurement dye doping in these devices effectively changes the device from a double-carrier towards an electron deficient device.
All samples were prepared in a glove box under N2 atmosphere. A polymer/toluene solution containing 4.5 mg/ml polymer is stirred at room temperature over night and heated at 70 C for 1 hour before the dye is added from a stock solution in toluene (4 mg/ml). After stirring again for 1 hour, the mixture is filtered over a 5 $`\mu `$m filter. The glass substrates, covered with a 120 nm transparent and patterned ITO (indium tin oxide) layer ( $`<`$ 20 $`\mathrm{\Omega }/\mathrm{}`$), were exposed to ultraviolet radiation in an ozone atmosphere for 10 min. prior to spin coating. Remaining dust particles were blown away with ionized nitrogen before 150$`\pm `$5 nm of a conducting polymer (poly(3,4-ethylenedioxythiophene:polystyrene sulphonic acid, PEDOT:PSS, from Bayer AG) and 70$`\pm `$5 nm of an emissive polymer were spin coated on the substrates. The diode structures consist of Al-Ba-PPV-PEDOT:PSS-ITO for the DC device and Au-PPV-PEDOT:PSS-ITO for the HO device. All devices have a surface area of 100 mm2 typically and are encapsulated. The yellow emitting PPV-based polymer was prepared via the Gilch polymerization route Becker00 . The synthesis of the red dye will be published elsewhere and its structure can be found in Fig. 2. From ultraviolet photoemission spectroscopy (UPS) (HOMO of the polymer) and cyclo-voltammetry measurements (HOMO and LUMO of dye and polymer) the lowest unoccupied and highest occupied molecular orbitals (LUMO-HOMO) levels have been determined for both host and dye. For the yellow PPV the HOMO is at 5.2 eV below the vacuum level and the LUMO at 2.9 eV. For the dye, the HOMO is at 5.4 eV and the LUMO at 3.5 eV. The levels for PEDOT-PSS and Al-Ba are at 5 eV and 2.3 - 2.6 eV, respectively.
In impedance measurements a LED can be seen as a voltage and frequency dependent capacitance ($`C_p(\omega ,V)`$) and resistance ($`R_p(\omega ,V)`$) in parallel, so that the admittance ($`Y`$) can be written as the sum of the conductance $`G=1/R_p`$ and the susceptance $`B=\omega C_p`$: $`Y=G+iB`$. $`Y`$ was measured with an Agilent 4284a RCL meter. The amplitude of the ac voltage applied on top of the dc bias (-2 V to 5 V) was 50 mV.
Fig. 1a shows $`C_p/C_g`$ as a function of dc bias for a DC and HO device without dye at 20 Hz. The geometrical capacitance $`C_g`$ is measured in the fully depleted state of the device at negative voltages. Especially the region just above $`V_{bi}`$ will be shown to contain valuable information about the changes in the device as a function of dye doping. For a DC device $`C_p(V)/C_g`$ decreases very rapidly to a minimum of $`2`$, while $`R_p`$ decreases continuously. When the dc bias is increased further, the capacitance increases again. The increase in capacitance below $`V_{bi}`$ has been observed before for thermally converted precursor PPV Meier97  and will be dealt with in a separate contribution. $`C_p(V)`$ and $`R_p(V)`$ of a HO device can be described analogous to a DC device, see Fig. 1a. Due to the differences in the built-in voltages the position of the maximum of $`C_p(V)/C_g`$ is at $`0.45\pm 0.05`$ V for the HO device and at $`1.95\pm 0.05`$ V for the DC device. In Fig. 1a the HO curve has been shifted by 1.50 V so that its maximum coincides with that of the DC curve. Both curves have a (local) minimum in $`C_p(V)/C_g`$ above the built-in voltage $`V_{bi}`$. In Fig. 1b the effect of dye doping on the capacitance of a DC device is shown. The minimum capacitance above the built-in voltage gradually increases upon increasing the dopant concentration and already for a concentration of 2.5 % its value approaches that of a HO device.
Since the obvious difference between DC devices and HO devices is the presence of electrons, it is tempting to associate the changes of the capacitance minimum above the built-in voltage upon dye doping to the response of the electrons participating in the current transport. In order to substantiate this assumption the charge transport properties of positive and negative charge carriers have to be evaluated and brought into relation to $`C_p`$. Frequency scans Martens00  provide a simple way to derive the mobility ($`\mu `$) by plotting $`\mathrm{\Delta }B`$ vs. $`\omega /2\pi `$, see Fig. 2. The characteristic time $`\tau _r=1/\omega _r`$ (at $`\omega _r`$ the maximum in $`\mathrm{\Delta }B`$ appears) is related to the transit time $`\tau _t`$ of the charge carriers via $`\tau _r=0.29\tau _t`$ Martens00 . This nondestructive measurement gives electron and hole mobilities at the same time and is done on the device as used in applications.

If the electrical field ($`E`$) dependence of the carrier mobility $`\mu `$ in these disordered organic semiconductors is described by $`\mu =\mu (0)\mathrm{exp}(\gamma \sqrt{E})`$, we obtain for the zero field hole mobilities in the pristine HO and DC devices a value of $`\mu (0)_h=1.12\pm 0.1\times 10^{11}\mathrm{m}^2/\mathrm{Vs}`$ with an activation field factor $`\gamma =7.12\pm 0.7\times 10^4(\mathrm{m}/\mathrm{V})^{1/2}`$. The electron mobility in the pristine DC device is found to be nearly two orders of magnitude lower $`\mu (0)_e=5.7\pm 0.9\times 10^{13}\mathrm{m}^2/\mathrm{Vs}`$ with $`\gamma =8.9\pm 1.2\times 10^4(\mathrm{m}/\mathrm{V})^{1/2}`$.
For dye-doped samples $`\mu _h`$ hardly changes (within 10 %) with the dye concentration. This is not a surprising result since it was established before by current-voltage scans of HO devices that the dye does not influence the current density of such devices. Furthermore, if the HOMO of a dopant is situated energetically below the HOMO of the host, as is the case in our system, the hole transport is not expected to be affected Malm02 . However, the situation is considerably different for the electron mobilities. For 2.5 % dye, $`\mu (0)_e`$ is reduced from $`5.7\pm 0.9\times 10^{13}\mathrm{m}^2/\mathrm{Vs}`$ to $`3.8\pm 0.6\times 10^{14}\mathrm{m}^2/\mathrm{Vs}`$ and the activation field factor is increased from $`\gamma =8.9\pm 1.2\times 10^4(\mathrm{m}/\mathrm{V})^{1/2}`$ to $`\gamma =13.9\pm 2\times 10^4(\mathrm{m}/\mathrm{V})^{1/2}`$. For a field of $`7.5\mathrm{V}/\mu \mathrm{m}`$ $`\mu _e`$ will be $`1.7\times 10^{12}\mathrm{m}^2/\mathrm{Vs}`$, about three times lower than in the pristine sample.

The influence of the dye dopant on the total current of a DC device is calculated at the fixed measurement frequency of 20 Hz using the replacement circuit in Fig. 3. The circuit includes explicitly the experimental values determined for the HO device (dashed box) to which in parallel the $`R_cL_c`$ branch is added to account for the electron current and the increase in hole current compared to the HO device due to the changed charge distribution and the recombination in a DC device. As mentioned above, the hole current in the HO device is independent on dye doping. So $`R_c`$ and $`L_c`$ take into account all the changes in the device related to the presence of electrons. The inductance $`L_c`$ is needed to account for the delay in the current in its response to the ac-field Martens01 . Obviously, the combination of the unknown $`R_c`$ and $`L_c`$ together with the measured values of the HO have to give the right total current in a DC at 20 Hz. This model is particularly suited to show the trends upon dye doping and to present them in a structured way.
The dependence of $`R_c`$ and $`\mu _e`$ on $`c`$ is shown in Fig. 3, where the absolute values of these parameters are given in the caption. The total current through the device is mainly determined by the values of $`R_{\mathrm{ho}}`$ and $`R_c`$. In the DC device without dye doping the current is about two times larger than in the HO device (at voltages $`<3`$ V). Upon dye doping $`R_c`$ increases by a factor of three. The shallower minimum of the capacitance in Fig. 2 with dye doping is mainly caused by this increase of the resistance $`R_c`$ in the $`R_cL_c`$ branch. $`R_c`$ reduces the current through the branch and hence the relative importance of $`L_c`$. The changes in the capacitance minimum therefore are a sensitive probe for the changes in extra conductance and are influenced by the introduction of the negative charge carriers and the presence of dye dopants.
When translating this macroscopic result into a microscopic picture, in principle two borderline cases can be distinguished. First, the extra current density might be predominantly due to electrons. If so, the decrease in $`\mu _e`$ with increasing dye dopant will already explain the increase in $`R_c`$. This possibility is not likely, because in our devices $`\mu _e<<\mu _h`$, see Fig. 2 and the number of electrons and holes are about equal Blom98 . The most likely scenario is that the excess current is mainly carried by holes (the other extreme). This is expected, when the space charge clouds compensate each other and allow for additional positive charge carriers to be injected. The region of this compensation grows with increasing $`\mu _e`$ and hence the lower $`\mu _e`$, the higher $`R_c`$, as observed in Fig. 3. In both scenario’s the reduction of $`\mu _e`$ with dye doping can be seen as a natural consequence of the electron trapping ability of the molecular dopant and will govern the device properties of all devices having a similar energy landscape as our model system.
Summarizing, the data show that upon dye doping the DC devices become electron deficient. The changes in $`C_p`$ turn out to be very sensitive for this phenomenon and can be used as a probe for the carrier balance and charge carrier trapping behavior in polymeric LEDs.
We acknowledge discussions with Hans Huiberts (Philips), Thijs Michels (TUE), Paul Blom (RUG), Herman Schoo and Jolanda Bastiaansen (TNO), and Hubert Martens (Philips), who suggested the connection between $`\mu _e`$ and the hole current, and thank Dr. Helga Hummel (Philips) and Dr. Volker van Elsbergen (Philips) for the cyclo-voltammetry resp. UPS measurements. The work forms part of the research programme of the Dutch Polymer Institute (DPI).


format: text

text:
# Caloric curves of atomic nuclei and other small systems

## I Introduction

A common misconception in phenomenological thermodynamics is the notion that the caloric curve is given by

$$\frac{S}{E}=\frac{1}{T}$$
(1)
in the microcanonical ensemble, and by

$$E=T^2\frac{\mathrm{ln}Z}{T}$$
(2)
in the canonical ensemble.Throughout this work we will set the Boltzmann constant $`k_\mathrm{B}=1`$. This is only true in the thermodynamical limit, where both caloric curves coincide, but it is certainly not true for small systems like atomic nuclei where the two curves can differ dramatically from each other .

Closely connected with this error is the believe that the temperature in the microcanonical ensemble is defined by Eq. (1). At this point, we would therefore like to emphasize that the temperature scale is defined by the triple point of water and several secondary standards. Temperatures themselves are defined by a measurement process, i.e., by a comparison of an unknown temperature to temperature standards. Since this measurement process requires the exchange of energy between the system under study and a thermometer, we can immediately see that the concept of a temperature can conflict with the concept of a microcanonical ensemble which is, per definition, closed for energy exchange. The solution to this problem for large system is the incorporation of a relatively small thermometer into the microcanonical system. Only for this case it has been shown experimentally that the definition of the temperature coincides with Eq. (1). For a small microcanonical system, no such solution exists and the temperature of such a system has to remain undefined, since it cannot be measured. Therefore, for any small system, temperature has always to be introduced by a coupling of the system under study to a large heat bath.

## II Traditional caloric curves

As starting point for the discussion in this work, we take the probability $`P`$ of a system to have the energy $`E`$ for a given temperature $`T`$ which is imposed by a large heat bath

$$P(E,T)=\frac{\mathrm{\Omega }(E)\mathrm{exp}(E/T)}{Z(T)}.$$
(3)
Here, $`\mathrm{\Omega }(E)`$ is the multiplicity of states with energy $`E`$, and $`Z(T)`$ is the canonical partition function

$$Z(T)=_0^{\mathrm{}}\mathrm{\Omega }(E^{})\mathrm{exp}(E^{}/T)dE^{}.$$
(4)
In the derivation of this probability distribution, one usually takes advantage of Eq. (1) applied to the heat bath. Since the heat bath is thought to be approximately in the thermodynamical limit, the use of Eq. (1) is justified and will not conflict with our claim in the present work that for small systems, Eq. (1) will become unphysical.

Now, for convenience, it is often easier to use the logarithm of the probability $`P`$ than the probability itself. We therefore define

$$A(E,T)=\mathrm{ln}P(E,T).$$
(5)
In the thermodynamical limit, for a given $`T`$, the most probable value of $`E`$ which we will denote $`\widehat{E}`$ throughout this work is determined by the condition

$$\frac{A(E,T)}{E}|_{E=\widehat{E}}A_E(\widehat{E},T)=0.$$
(6)
Simple algebra shows that this condition is equivalent to

$$\frac{S(E)}{E}|_{E=\widehat{E}}=\frac{1}{T},$$
(7)
where $`S(E)=\mathrm{ln}\mathrm{\Omega }(E)`$ is the microcanonical entropy. Here, we have recovered the traditional expression for the caloric curve in the microcanonical ensemble. However, a word of caution is necessary: for small systems, the above condition does not necessarily give always the most probable value $`\widehat{E}`$, but can, under certain circumstances, yield the locally least probable value of $`E`$, denoted $`\stackrel{ˇ}{E}`$. We will later give an example for this claim. It is only in the thermodynamical limit that always the most probable value of $`E`$ is obtained. In this limit, the construction of the microcanonical caloric curve is therefore equivalent to finding $`\widehat{E}`$ for a given $`T`$.

Alternatively, we can search for the most probable value of $`T`$ (denoted $`\widehat{T}`$) for a given $`E`$. In the thermodynamical limit, this value is obtained through the condition

$$\frac{A(E,T)}{T}|_{T=\widehat{T}}A_T(E,\widehat{T})=0$$
(8)
which is equivalent to

$$E=\widehat{T}^2\frac{\mathrm{ln}Z(T)}{T}|_{T=\widehat{T}}.$$
(9)
Here, we have recovered the traditional expression for the caloric curve in the canonical ensemble.

Let us now calculate the average energy

$$E=_0^{\mathrm{}}E^{}P(E^{},T)dE^{}$$
(10)
of the distribution $`P`$ for a given temperature $`T`$. Again, simple algebra yields

$$E=T^2\frac{\mathrm{ln}Z(T)}{T}$$
(11)
which is the same result as before. This means that the construction of the canonical caloric curve is equivalent to:

* finding $`E`$ for a given temperature $`T`$
* finding $`\widehat{T}`$ for a given energy $`E`$.

The first feature makes the canonical curve more robust and therefore more attractive than the microcanonical curve.

In general, caloric curves are constructed by replacing the distribution of energies (temperatures) for a given temperature (energy) by a special value of this distribution, often the most probable value or the mean value. This gives satisfactory results in the thermodynamical limit, where the distributions are very sharp, almost $`\delta `$-like, and where therefore the mean value and the most probable value will coincide. This causes also that the traditional microcanonical and canonical caloric curves coincide in the thermodynamical limit. For small systems, however, the probability distribution $`P`$ can be quite flat and exhibit more than one maximum. Thus, a one-by-one relation of temperature and energy as represented by a caloric curve can only serve as an approximate concept. Further, as shown above, the approximations in deriving a caloric curve for small systems are manifested differently in the microcanonical and canonical ensemble, i.e. by finding $`\widehat{E}`$ (or sometimes $`\stackrel{ˇ}{E}`$) for a given $`T`$ in the microcanonical ensemble or by finding $`\widehat{T}`$ for a given $`E`$ in the canonical ensemble (or alternatively, by finding $`E`$ for a given $`T`$). Thus, the two resulting caloric curves can, in general, be vastly different for the same (small) system.

The physical reason behind the inherently approximative nature of the concept of caloric curves for a small system is the Laplace transformation which connects the two statistical ensembles as shown in Eq. (4). From a mathematical point of view, this transformation is not unlike the Fourier transformation connecting the coordinate and momentum space in quantum mechanics. In analogy to quantum mechanics, we can therefore regard the microcanonical ensemble as the ’energy representation’ of the system, since the control parameter is the energy, while the temperature is fluctuating. The canonical ensemble can then be regarded as the ’temperature representation’, since here, the temperature is the control parameter while the energy is fluctuating. Further, just as the exact knowledge of momentum (or coordinate) implies, according to Heisenberg, large uncertainties in the other quantity, in thermodynamics of small systems, a fixed value of $`T`$ (imposed by a heat bath) implies large fluctuations in $`E`$, and a fixed $`E`$ (as in the microcanonical ensemble) implies an ill-defined $`T`$ due to fluctuations. Only in the thermodynamical limit, the relative fluctuations will become negligibly small and the caloric curve will again become an exact concept, just as in classical mechanics, an object can again have a definite coordinate and momentum.

Acknowledging the approximative nature of the concept of caloric curves, we will, in the following, show that in general neither the microcanonical nor the canonical ensemble actually gives a good approximation for the caloric curve. Therefore, a new method will be proposed to construct more meaningful caloric curves for small systems.

## III Shortcomings of traditional caloric curves in small systems

First, we will investigate a simple example where the multiplicity of states is proportional to $`E^n`$. Simple algebra shows that the microcanonical caloric curve is given by

$$\widehat{E}=nT$$
(12)
whereas the canonical caloric curve is given by

$$\widehat{T}=E/(n+1).$$
(13)
Figure 1 shows $`P(E,T)`$ together with the two traditional caloric curves for the case $`n=1`$. Obviously, the two curves do not coincide and neither seems to represent a good characterization to the probability distribution $`P`$. In this example, the thermodynamical limit is approached by increasing $`n`$. Figure 2 gives the case for $`n=5`$ where both approaches yield more similar curves and the collapse of the probability distribution $`P`$ into a caloric curve becomes a better approximation, mainly because $`P`$ exhibits much sharper maxima as function of $`E`$ or $`T`$. As a third example, we take a simple Fermi-gas level-density expression

$$\varrho \mathrm{exp}(2\sqrt{aE})$$
(14)
which gives the usual

$$\widehat{E}=aT^2$$
(15)
in the microcanonical ensemble, and the less used, but more accurate

$$E=a\widehat{T}^2+\widehat{T}\left[1+\frac{1}{2+1/x(\widehat{T})}\right]$$
(16)
with

$$x(T)=\sqrt{aT}e^{aT}_{\mathrm{}}^{\sqrt{aT}}e^{\tau ^2}d\tau $$
(17)
in the canonical ensembleFor large $`\widehat{T}`$, this expression simplifies to $`E=a\widehat{T}^2+\frac{3}{2}\widehat{T}+𝒪(\widehat{T}^1)`$, for small $`\widehat{T}`$ (i.e., large $`\widehat{\beta }=1/\widehat{T}`$), one obtains $`E=\widehat{\beta }^1+\frac{\sqrt{\pi a}}{2}\widehat{\beta }^{3/2}+a(2\pi /2)\widehat{\beta }^2+𝒪(\widehat{\beta }^{5/2})`$. (see Fig. 3). An actual example for caloric curves from a system which exhibits approximately a Fermi-gas level density is given in Fig. 4.

An interesting example is obtained when a convex intruder is present in the microcanonical entropy curve. Such a structure is only possible for finite systems since for infinite systems, the second law of thermodynamics requires a concave entropy as function of energy. In the literature, such structures have been discussed, e.g., for the melting of atomic clusters , fragmentation of nuclei , and large composite systems like star clusters . Figure 5 gives an example with a relatively weak dip in the entropy curve. For this example, the microcanonical caloric curve lies always above the canonical caloric curve. In the next example (see Fig. 6), the dip in the entropy curve is made larger, such that the microcanonical and canonical caloric curves cross each other at two points. At the two crossing points the probability distribution $`P`$ has a saddlepoint and a local maximum, respectively. However, in general, also here the microcanonical caloric curve lies mostly above the canonical caloric curve, in agreement with experimental observations . Figure 7 gives an example of an atomic nucleus where the logarithmic level density has several convex regions. Those convex intruders indeed cause the microcanonical and canonical caloric curves to cross several times. The structural changes in the 172Yb nucleus which cause the convex regions in the microcanonical entropy curve in the first place are thought to be the breakup of nucleon Cooper pairs .

Finally, the dip can be made so large that the entropy locally decreases with increasing energy (see Fig. 8). This means that the probability distribution $`P`$ for all large enough $`T`$ exhibits at least two local maxima (and in many cases a local minimum in between), a phenomenon not uncommon for small (especially discrete) systems. The negative branch of the microcanonical caloric curve is again an unphysical structure induced by the attempt to characterize the probability distribution $`P`$ for a fixed $`T`$ by an extremum of $`E`$. Also this extreme case has been observed in the experimental level density of the 57Fe nucleus  (see Fig. 9). The physical origin of the local decrease in the level density of 57Fe is probably simply a fluctuation in the level spacing. The sharp increase in level density above 2 MeV excitation energy has again been attributed to the breaking of proton Cooper pairs .

Until now, the emphasis has been on the unphysical results one obtains when using the microcanonical caloric curve. However, also the canonical caloric curve does not capture the thermodynamics of the systems under study correctly. In general, the canonical caloric curve smoothes too much over structural changes and remains always featureless, which makes it rather unattractive (see Figs. 59). To overcome this problem, its derivative, the canonical heat capacity

$$C_V=\left(\frac{E}{T}\right)_V$$
(18)
has been used with success to characterize structural changes in real nuclei, like the quenching of pairing correlations as function of temperature . The lack of features in the canonical caloric curve becomes even clearer for the more extreme examples described in Fig. 10. There, a two-level system is discussed where the degeneracy of the upper level is thrice the degeneracy of the lower level. One could, e.g., think of the two levels as a spin 0 ground state and a spin 1 excited state.§§§For the present model of a two-level system, there is no real corresponding example from nuclear physics. However, one can easily imagine that a similar system could actually be realized in, e.g., atomic physics. For the sake of the discussion, a width has been given to both levels such that the two levels do (upper left-hand panel) or do not (upper right-hand panel) overlap. The probability distributions are centered around the level energies $`E_1`$ and $`E_2`$. While the microcanonical curve is again multivalued and exhibits negative branches (not shown in the figure), the canonical caloric curve is smooth and reaches the value of $`E=(E_1+3E_2)/4`$ for infinite temperatures. Evident from the figure is the fact that at temperatures around $`T=1.4`$ for the lower left-hand panel and $`2.4`$ for the lower right-hand panel, the probability for the particle to be located in the lower or upper level becomes approximately equal. The canonical caloric curve now still connects locations with vertical tangents of the contour lines, i.e., it describes for a given $`E`$ the system by the most probable value $`\widehat{T}`$. On the other hand, as can be seen in the lower panels of Fig. 10, for energies which are rather improbable (left-hand side) or simply cannot be realized by the system like $`E=1.8`$–2.2 (right-hand side), this feature does not make sense. Neither does the other feature of the canonical caloric curve make sense, i.e., to describe the system by its average energy $`E`$ for a given $`T`$, as long as $`E`$ coincides with values close to the locally least probable value $`\stackrel{ˇ}{E}`$ (lower left-hand panel) or to a completely impossible value of $`E`$ (lower right-hand panel). The canonical caloric curve simply dwells for a too long temperature region in the vicinity of improbable or impossible values of $`E`$.

## IV New caloric curve

It is now an interesting question how to define a caloric curve for a small system which can overcome all of these problems. In general, the system has of course always to be described by the probability distribution, since $`P`$ is most often flat and can exhibit more than one maximum. Therefore, the distribution cannot be collapsed to one special value without loosing some of the dynamics. On the other hand, caloric curves have been very useful for large systems and it might prove fruitful to extend the concept of a caloric curve to small systems as well. The only obvious guidelines for constructing a caloric curve is now that it should coincide in the thermodynamical limit to the traditional constructions of a caloric curve and that it does, at no point (or at as few points as possible), collapse the probability distribution to a locally least probable value (or to a value close to a locally least probable value).

Obviously, one could imagine many different possibilities to define a caloric curve for small systems which will fulfill the abovementioned conditions. In this sense, the approach chosen in this work is certainly not unique, and it can be discussed whether it is the best choice for all cases. Our intuitive assumptions for the construction of a new caloric curve come from a close inspections of Figs. 1 and 2. There, we see that for increasing values of $`n`$ (which corresponds to approaching the thermodynamical limit), the curves of constant probability become more and more pointed and the points with horizontal and vertical tangents move closer together. Our feeling is therefore, that an appropriate ’mean’ caloric curve is the curve which always lies in between the two traditional caloric curves and crosses the contour curves of equal probability perpendicularly. Now, the contour curves of constant probability $`P`$ are characterized by the differential equation

$$\mathrm{d}A=A_E\mathrm{d}E+A_T\mathrm{d}T=0.$$
(19)
The curves perpendicular to those contour curves have a first derivative which is the negative inverse of the first derivative of the contour curves and are thus given by

$$A_T\mathrm{d}E=A_E\mathrm{d}T,$$
(20)
which is equivalent to the differential equation

$$\left(\frac{E}{T^2}\frac{}{T}\mathrm{ln}Z\right)\mathrm{d}E=\left(\frac{}{E}\mathrm{ln}\mathrm{\Omega }\frac{1}{T}\right)\mathrm{d}T.$$
(21)
This equation describes all (infinitely many) curves which perpendicularly cross the contour curves of equal probability (one of them is given as the dash-dotted line in Fig. 1), and we therefore have to introduce the second part of our assumption in order to single out one solution: the new caloric curve should always lie between the two traditional caloric curves. This is mathematically done by looking at the asymptotic behavior of the curves described by Eq. (21). The solid lines in Figs. 13 are such curves. They are in general closer to the canonical caloric curves, which supports our claim that Eq. (16) is a better representation of the nuclear temperature than Eq. (15), and do not show any surprising features.

The solid line in Fig. 5 in the lower right-hand panel is also a solution of Eq. (21) with the correct asymptotic behavior. Again, the new caloric curve is rather close to the canonical caloric curve, but it shows clearly more features (reflecting the structural change of the system under study, which is modeled by the convex entropy intruder). Of course, these features could again be amplified by taking the derivative of the caloric curve, i.e., the heat capacity, as has been done for the canonical caloric curve. In Figs. 6 and 8, the two traditional caloric curves actually cross, and the condition that the new caloric curve should always lie in between the two traditional caloric curves imposes that the new caloric curve also goes through the two crossing points. From a mathematical point of view, it is now easier to calculate the new caloric curve starting from the saddlepoint of the probability distribution, going in both directions. The new caloric curve beyond the local maximum in the probability distribution, however, is still determined by the correct asymptotic behavior. Obviously, the features in the new caloric curve become more visible the larger the convex intruder in the entropy becomes. Also, the features are always more pronounced than in the canonical caloric curve. On the other hand, the new caloric curve avoids spurious structures like negative heat capacities (i.e. ’backbending’) and branches of negative temperatures, which have been puzzling and often led to claims of first-order phase transitions in small systems.

Unfortunately, the quality of our experimental data on nuclear level densities does not allow us to compute the new caloric curve according to Eq. (21). The main problem is the large granularity of the data, i.e., the binning into $``$120 keV broad excitation energy intervals. Also, the error bars of the logarithmic nuclear level density are not sufficiently small in order to determine its first derivative with good enough accuracy, as can already be seen for the experimental microcanonical caloric curves.

Finally, the lower left-hand panel of Fig. 10 shows that the new caloric curve tends to avoid the region of improbable values of $`E`$ for a given $`T`$ by sweeping fast from $`E_1`$ to the $`E_2`$ within a very small temperature interval. This is also an example where the new caloric curve for most values of $`T`$ actually comes closer to the microcanonical caloric curve than to the canonical caloric curve. The asymptotic behavior of the new caloric curve in Fig. 10 is not an issue, since the integration of Eq. (21) starts at the saddlepoint, and no local maximum of the probability distribution exists. In the lower right-hand panel of Fig. 10, even the saddlepoint in the probability distribution is not well defined, since it depends strongly on the details of the tails of the two levels under consideration. Thus, it is harder to uniquely define the new caloric curve. If one simply cuts off the tails at some energy, (between 1.8 and 2.2 in the example), the saddlepoint is completely undefined and the new caloric curve has to jump from the lower cut-off energy to the higher cut-off energy at a somewhat arbitrary temperature. Although, at a first glance, such a behavior might imply a first-order phase transition, this is not necessarily the case, since additional requirements for the occurrence of a phase-transition-like phenomenon in a small system have to be fulfilled . For the sake of the discussion, we have calculated several new caloric curves starting all at the cut-off energies but with different initial values of the temperature. It can be seen that all curves approach the microcanonical caloric curve in the most direct manner and then follow it down to zero or up to infinite temperature. Thus, while the qualitative features of the new caloric curve are equal for all reasonable initial temperatures, the actual transition temperature (where the new caloric curve sweeps from $`E_1`$ to $`E_2`$) is rather undefined and depends strongly on the details of the tails of the two levels under consideration. This fact is reflected by the grey-shaded area of Fig. 10 which covers most of the area where reasonably the new caloric curve could be expected.

## V Conclusions

It has been shown that traditional caloric curves often fail to capture the thermodynamics of small systems and describe systems in large regions by locally least or even completely impossible values of the energy for a given temperature. A different construction for caloric curves in small systems has been proposed which mostly omits these drawbacks. Thus, spurious structures like negative temperatures and negative heat capacities which are often seen in the microcanonical caloric curves disappear, but on the other hand, more structures in the new caloric curve are evident than in the usually featureless canonical caloric curves. Although the newly proposed construction of caloric curves is just that, a construction, it will be interesting to investigate whether the more pronounced features of the new caloric curves can be related to phase-transition-like phenomena in small systems in a similar way as it has been done for the traditional caloric curves in the thermodynamical limit. The proposed construction of caloric curves can be applied to study the breaking of nucleon Cooper pairs where complete level-density information is available. It could also be applied for other problems in nuclear physics, e.g., in the analysis of multifragmentation data or in the search for the transition to the quark-gluon plasma. It is also conceivable that the use of the new caloric curves is not limited to atomic nuclei alone, but that it might be applied to other small systems in other branches of physics as well.

## ACKNOWLEDGMENTS

Part of this work was performed under the auspices of the U.S. Department of Energy by the University of California, Lawrence Livermore National Laboratory under Contract No. W-7405-ENG-48. Financial support from the Norwegian Research Council (NFR) is gratefully acknowledged. We would like to thank E. Tavukcu for carrying out some preliminary calculations for this work. One of us (A.S.) would like to thank Ben Mottelson, Luciano Moretto and Larry Phair for interesting discussions.


text:
# X-ray observations of the compact central object in supernova remnant G347.3–0.5

## 1 INTRODUCTION

For many years it has been well known that pulsars — compact remains of supernova explosions — are rapidly rotating, highly magnetized neutron stars (NSs). However, sources discovered in recent years have shown that NSs also appear to come in other varieties: even more highly magnetized objects with slow spins, such as anomalous X-ray pulsars (AXPs) and soft gamma-ray repeaters (SGRs) (e.g., Mereghetti, 1998; Thompson, 2000), and more poorly understood objects near the centers of SNRs with detectable X-ray flux, but no optical/radio counterparts or signs of rotation, so-called compact central objects (CCOs; Pavlov et al., 2002). Their spectra are very soft, with blackbody temperatures $`0.4`$ keV, often requiring additional power law component with photon indices of $`4`$ (Pavlov et al., 2002). In this article we address the nature of 1WGA J1713.4–3949, a compact source located at the center of the SNR G347.3-0.5 (RX J1713.7$``$3946). Early ROSAT observations identified two point sources within the boundaries of the SNR shell (Pfeffermann & Aschenbach, 1996, ; see also Figure 1). The source further away from the center of the remnant, 1WGA J1714.4$``$3945, was determined to be of stellar origin (Pfeffermann & Aschenbach, 1996). For the other source, 1WGA J1713.4$``$3949, located at the geometrical center of the SNR, no optical counterpart has been found within 10″ of the ROSAT position (Slane et al., 1999), and the source has correspondingly been suggested to be a candidate for an associated neutron star. While ASCA observations were not able to provide useful limits to the pulsations in the X-ray band (Slane et al., 1999), radio pulsations were detected with a 392 ms period within a 7′ radius region towards this source (PSR J1713–3945 Crawford et al., 2002).

1WGA J1713.4–3949 has been observed with the Chandra X-ray Observatory as a part of a project to study nonthermal radio and X-ray emission from the SNR shell (Lazendic et al., 2003). In this paper we present a detailed spectral and timing analysis of 1WGA J1713.4–3949 using our Chandra data, as well as archival data from the XMM-Newton and RXTE satellites. We also present properties of the radio pulsar PSR J1713–3945, which imply it is not related to 1WGA J1713.4–3949 or SNR G347.3–0.5.

## 2 OBSERVATIONS

Two fields towards G347.3$``$0.5 were observed on 2000 July 25 with the Advanced CCD Imaging Spectrometer (ACIS) detector on board the Chandra X-ray Observatory (ObsID 736 and 737). The ACIS-I detector for ObsID 736 was positioned at the bright northwestern rim of the SNR and the roll angle was such that 1WGA J1713.4–3949 fell on the S1 chip (see Figure 1). Data were taken in timed exposure mode with an integration time of 3.2 s per frame. The fully processed Level 2 data were reduced using standard threads in the CIAO software package version 2.2.1. The effective exposure time after data processing was 29.6 ks. The exposure-corrected Chandra image of the SNR and the compact source 1WGA J1713.4–3949 is shown in Figure 1, with the ROSAT contours overlaid. The image was binned in $`4\stackrel{}{\mathrm{.}}6\times 4\stackrel{}{\mathrm{.}}6`$ pixels and smoothed with a Gaussian filter with a FWHM of 2″. The image of the compact source is elongated because its location is well off-axis ($``$ 23′) from the aim point.

We obtained archival XMM data of 1WGA J1713.4–3949 carried out on 2001 March 2 with a 15 ks exposure (ObsID 0093670501; see also Cassam-Chenai et al., 2003). The European Photon Imaging Camera (EPIC)-pn camera was operated in Extended Full Frame mode with time resolution of 199 ms, while the two EPIC-MOS cameras were operated in Full Frame mode with a time resolution of 2.6 s. The EPIC data reduction was performed using the SAS software package version 5.4.1. The event files used for analysis were created from observational data files (ODFs) using the SAS tasks epchain and emchain. The net exposure time after filtering event files for good time intervals was 9.2 ks in the pn camera and 14.1 ks in each MOS camera.

We used archival data of SNR G347.3–0.5 (Pannuti et al., 2003) from the Proportional Counter Array (PCA) aboard the RXTE satellite, which is sensitive to X-ray photons in the energy band 2–60 keV and has a field of view with radius $`1`$°. While the PCA has no imaging capability, it has a large effective area (6000 cm2) which makes it suitable for searching for faint X-ray pulsations. Observations of G347.3–0.5 were made in 7 separate intervals between 1999 June 14–24, with a total exposure time of 100 ks. Analysis of the RXTE data was carried out using LHEASOFT software version 5.2.

A 392-ms radio pulsar, PSR J1713$``$3945, was discovered in a 20 cm targeted search for pulsations in SNR G347.3–0.5 using the Parkes telescope and multibeam receiver. The details of the search and discovery are outlined in Crawford et al. (2002). The pulsar was subsequently timed with the multibeam receiver at Parkes to obtain astrometric and spin parameters and to determine whether the pulsar was associated with 1WGA J1713.4–3949.

## 3 ANALYSIS AND RESULTS

### 3.1 Spectral Analysis

For the spectral analysis of the Chandra data, we extracted the source counts from a $`37\mathrm{}\times 61\mathrm{}`$ elliptical region around the compact source, and for the background region we used a $`2\mathrm{}\times 3\mathrm{}`$ elliptical region north of the source. We obtained $`8454\pm 103`$ background-subtracted counts for the source and the spectrum was grouped to contain at least 25 counts per bin. Residuals from fitting standard continuum models to the source spectrum (blackbody, bremsstrahlung and power law) revealed an apparent change in the gain calibration on chip S1 that results in a spurious absorption feature around 2 keV. We extracted data from the on-board calibration source taken before and after our observation, and these show that there is indeed a gain shift for this CCD of $`3.5`$%. However, we found that the fit parameters did not change significantly when the gain was frozen at this 3.5% value or when it was left as a free parameter. We thus allowed gain to vary in our models (see Table 1).

For spectral analysis of the XMM data, we obtained $`9600\pm 217`$ background-subtracted counts from the pn camera, and 5$`451\pm 74`$ ($`5274\pm 73`$) in the MOS1 (MOS2) camera. In the pn camera, the counts were extracted from a 27″ radius circular region around the source, and for the background extraction we used a $`3\stackrel{}{\mathrm{.}}4\times 8\stackrel{}{\mathrm{.}}3`$ box north from the source position inside the same CCD chip. Similarly, in the MOS1 (MOS2) camera we used 22″ (19″) radius circular region for the source and $`3\stackrel{}{\mathrm{.}}4`$ (2$`\stackrel{}{\mathrm{.}}`$2) radius circular region on the same chip for the background. The spectra were also grouped to contain at least 25 counts per bin. We performed a joint spectral analysis of the three EPIC data sets, allowing only the relative normalization to vary. The results obtained were consistent with those obtained from the Chandra spectrum. We therefore proceeded with a joint spectral analysis of Chandra and XMM spectra.

The results from fitting a few typical neutron star models are summarized in Table 1 and a fit example is given in Figure 2. Fits with the bremsstrahlung and blackbody models gave equally acceptable results, while the power law model gave a somewhat higher reduced $`\chi ^2`$. The steep photon index of $`\mathrm{\Gamma }4`$ excludes the possibility that 1WGA J1713.4–3949 is a background active galactic nucleus (AGN), which typically have photon indices of 1.2–2.2 (Turner & Pounds, 1986). The best-fit column density ($`N_H`$) in the power law model of $`11`$$`\times 10^{21}`$ cm-2 is also somewhat higher than the value of $`8\times 10^{21}`$ cm-2 found towards the SNR (Lazendic et al., 2003). On the other hand, a blackbody model yields $`N_H4`$$`\times 10^{21}`$ cm-2, which is a lower value than found towards the SNR. The blackbody fit is improved by adding a power law component, which also results in an $`N_H`$ value consistent with that found towards the SNR. In this composite spectrum the unabsorbed source luminosity is $`L_X(0.510.0\mathrm{keV})6\times 10^{34}`$ erg s-1, adopting a distance of $`6`$ kpc to the SNR (Slane et al., 1999). The blackbody normalization yields a relatively small emitting area with radius $`R2.4D_{6kpc}`$ km, which is significantly smaller than the canonical value for the NS radius of 10 km. This could imply that most of the thermal emission originates from the polar caps on the NS surface, while the thermal component from the rest of the NS surface is too faint to be detected.

The small inferred radius may be due, at least partly, to oversimplification of the thermal emission from the NS by the blackbody model. More appropriate models that take into account the NS atmosphere (NSA) yield lower NS temperatures, which in turn correspond to larger NS radii (e.g., Zavlin, Pavlov, & Shibanov, 1996). To investigate this, we fit our spectra with two NSA models. The NSA model by Gänsicke, Braje, & Romani (2002) is calculated for weakly magnetic NS ($`B10^{10}`$ G) and considers hydrogen, solar or iron compositions of the atmosphere. The NSA model by Pavlov et al. (1995) assumes the standard magnetic field strength ($`B=10^{12}`$ G) and hydrogen atmosphere. Both models assume a standard NS mass of 1.4$`M_{}`$. Both hydrogen models gave acceptable residuals and yielded emitting region sizes close to 10 km, with corresponding reductions in the NS temperature. For either model, however, the derived temperature is above the expected surface temperature for a cooling neutron star more than several hundred years old. Model atmospheres with solar abundance or iron composition gave unacceptable fits predicting broad absorption features not present in the spectra.

### 3.2 Timing Analysis

We used a Fast-Fourier Transform (FFT) to search the X-ray data for pulsations from 1WGA J1713.4–3949, but found no pulsed signal; we list upper limits on the pulsed fraction and the search parameters in Table 2. The upper limit from RXTE data is least constraining because 1WGA J1713.4–3949 only accounts for 0.6% of the total flux in the RXTE’s large field of view.

To derive the timing properties of the radio pulsar PSR J1713-3945 the TEMPO timing package111http://pulsar.princeton.edu/tempo was used on a total of 27 times-of-arrival (TOAs) with the JPL DE200 planetary ephemeris (Standish, 1990). The TEMPO package converts each TOA to the solar system barycenter then refines the timing parameters by minimizing residuals between observed and model TOAs over the observation span. The resulting timing parameters are presented in Table 3. The pulsar’s dispersion measure (DM) of 337 pc cm-3 yields an estimated distance of 4.3 kpc using the revised DM-distance model of Cordes & Lazio (2002).

## 4 DISCUSSION

The position of the 1WGA J1713.4–3949 determined from the XMM data is R.A (J2000) $`17^\mathrm{h}13^\mathrm{m}28^\mathrm{s}.4`$, Decl. (J2000) $`39\mathrm{°}49\mathrm{}54\stackrel{}{\mathrm{.}}5`$ (with an uncertainty of $`6\mathrm{}`$). Using our 20 cm radio data of SNR G347.3–0.5 obtained with Australia Telescope Compact Array (Lazendic et al., 2003), we found no radio counterpart for 1WGA J1713.4–3949, and derive a 5$`\sigma `$ upper limit for a point source flux of 3 mJy. This is similar to the limit derived towards the CCO in Puppis A (Gaensler, Bock, & Stappers, 2000). There is no apparent optical emission at the location of 1WGA J1713.4–3949 in the Digitized Sky Survey222DSS was produced at the Space Telescope Science Institute under U.S. Government grant NAG W-2166. image, which has an upper limit of $`V>17`$ mag.

While the distance to the radio pulsar PSR J1713–3945 is broadly consistent with the SNR distance of $`6\pm 1`$ kpc estimated by Slane et al. (1999), the pulsar is likely to be quite old ($`\tau _c1.1`$ Myr, compared to $`\tau <40`$ kyr for SNR G347.3–0.5) and does not have sufficient spin-down luminosity ($`\dot{E}3.7\times 10^{33}`$ erg s-1) to power the observed X-ray flux from 1WGA J1713.4–3949 ($`L_X6\times 10^{34}`$ erg s-1). The newly determined radio timing position of the pulsar is $`4\mathrm{}`$ in declination away from the position of 1WGA J1713.4–3949 (see Figure 1). PSR J1713$``$3945 is therefore spatially coincident with SNR G347.3–0.5 by chance, and there is likely no physical association between the two systems. We detected no X-ray source at the position of PSR J1713–3945 in Chandra or XMM data. Adopting $`N_H5\times 10^{21}`$ cm-3 (by scaling the value for the SNR to the 4.3 kpc distance of this pulsar), we derive an upper limit on the luminosity in the 0.5–10.0 keV band of $`2\times 10^{31}`$ erg s-1 for nonthermal emission with a photon index $`1.5`$, and an upper limit on the temperature of 82 eV for blackbody emission from a 10-km radius NS.

The lack of radio and optical counterparts for 1WGA J1713.4–3949, the absence of X-ray pulsations with the current sensitivity and time resolution, the two-component spectrum and its associated luminosity are properties consistent with CCOs (Pavlov et al., 2002).

If this CCO is an accretion powered NS, we can consider two scenarios: accretion from a fallback disk or a low-mass companion. The fallback disk has been suggested to form from residual material after the SNR explosion (e.g., Chevalier, 1989) and has been used to explain and unify the properties of various types of NSs (Alpar, 2001). However, limits derived from optical and infrared observations seem to disfavor this model, at least for some types of NSs (e.g., Kaplan et al., 2002). X-ray monitoring, in conjunction with optical and infrared limits, can be used to establish if the NS is variable and thus likely to be accreting from a low-mass companion. Indeed, variability and a period of 6.4 h has been reported for one of the CCOs, J1617–5102 in SNR RCW 103, on which basis this CCO is claimed to be a binary (Sanwal et al., 2002). Comparing the unabsorbed X-ray flux of 1WGA J1713.4–3949 obtained from Chandra and XMM data for a blackbody fit with that of ASCA data ($`F_X^0(0.510.0)=5.3`$$`\times 10^{12}`$ erg cm-2 s-1; Slane et al., 1999), we find no long-term ($`3`$ yr) variability in 1WGA J1713.4–3949.

Interpretations of the emission from CCOs as thermal radiation from the surface of a NS run into problems due to high surface temperatures and small emitting areas derived from the blackbody model fits. The temperature we derived from the blackbody model of 0.4 keV is much higher that the temperature predicted by the standard cooling model (Page & Sarmiento, 1996), while the temperature derived from the NSA models (0.2 keV) would imply an NS age of 100–1000 yr, which is less than the estimated 20–40 kyr age of the SNR (Slane et al., 1999).

In the case that CCOs are rotation powered NSs, the non-detection of radio pulsations can be explained by unfavorable beaming orientation. One of the objects, 1E 1207.4–5209 in SNR G296.5+10.0, that was originally identified as a CCO, has been found to have a period of 424 ms with faint pulsed fraction (7.6%; Zavlin et al., 2000). Our limits on pulsed fraction from 1WGA J1713.4–3949 are consistent with those derived towards other CCOs (7–15%; e.g., Pavlov et al., 2002). Our limits indicate that 1WGA J1713.4–3949 is probably not an AXP, which are generally found to have spin periods between 6–12 s and pulse fractions of 10–70% (e.g., Mereghetti, 1998).

In summary, the nature of the compact central object in SNR G347.3–0.5 remains uncertain. Future observations are planned to help determine the exact nature of this source. Pointed Chandra observations are needed to provide a more accurate position and to enable a search for an optical counterpart, while deeper timing observations can search for periods substantially shorter than available from the current data.

We thank Peter Woods for useful discussions and Slava Zavlin for providing the files for the magnetic neutron star atmosphere. This work was supported in part by NASA contract NAS8–39073 (POS), grant GO0–1123X (JSL) and grant GO2–3080B (JPH).


text:
# BlueOx: A Java Framework for Distributed Data Analysis

## I Introduction

Technology improvements over the last twenty years have allowed scientists to acquire and retain an ever-increasing amount of data from their experiments. This trend has the potential to greatly increase the reliability of experimental results, to allow the detection of physical effects which are extremely weak or rare, and to provide a library of data for testing new results and theories. An increase in the amount of data can provide a lower statistical uncertainty in results and allow a better evaluation of potential systematic effects. Additionally, an increase in stored data allows scientists to search for physical effects which may occur very rarely, since the chance of seeing the effect is better with many observations. Finally, scientists do not have to save only that data which is most interesting now – data which might be interesting in the future can also be stored.

The rapid decline in data storage costs has prompted many experimental groups to store vastly larger quantities of data than before. For some types of experiment, the ability to analyze data has not kept pace with the ability to record data. Consider the problem facing particle physicists at the new Large Hadron Collider (LHC): Studies of the CMS experiment predict that the experiment will generate 1 petabyte of data per yearcms . This is an amount of data which large laboratories such as CERN and Fermilab struggle to manage and store, and which individual universities have no hope of storing locally. However, the majority of researchers in these experiments will wish to remain at their local universities where they can fulfill their teaching responsibilities and involve undergraduates in the research process. This challenge is already confronting researchers in the CDF and DØ experiments at Fermilab, where the Tevatron is currently generating large volumes of data with even higher data rates to come.

An alternative to bringing the data to the analysis program at the local university is to carry the analysis program to the data. Previously, this was usually done by having several powerful machines at the experiment site which all researchers could use. A researcher would compile and run his or her analysis on one of these central machines and the access to the data would occur at high rates from the central store. This technique works well, but it is hard to scale up to the hundreds or thousands of physicists in today’s largest collaborations. It also ignores the substantial computing resources which are available at other national and university sites around the world. Most experimental collaborations keep archives of the data at a central location but also distribute the data to many worldwide locations, from national laboratories to regional centers to university group machines.

Such a data distribution carries many advantages. One advantage is increased system robustness. For example, all work does not have to stop for remote users if there is trouble with the network link between the United States and Geneva, Switzerland, where CERN is located. Physicists can simply access the data from another source. Another advantage is the speed of response and scalability. For most requests, the data should be available locally or regionally, and the central servers will only be burdened by special requests. Despite its advantages, a wide distribution of data breaks the traditional technique of bringing the program to the data. Now, for many analyses the relevant data is not “local” anywhere, but rather is spread over many different locations. The challenge is figuring out how to break up the program so that it can follow the data in its distribution around the world, while providing debugging and monitoring tools which are easy to use.

We have addressed this challenge by designing an analysis framework which aims to allow a physicist to design a nearly-arbitrary analysis program and have the program executed efficiently and transparently on a large distributed set of data. We based our design on the needs of a physicist who wants to analyze the data. Usually, such a physicist is attempting to achieve a pure sample of some interesting process and either study a feature of the process or simply demonstrate the process’s existence. The analysis contains a set of criteria which select preferentially the events which match the signature of the desired process, generally designated as the signal process, and remove all the other events from data, which are designated as background. The separation techniques vary from the simple to the complex. Sometimes the separation is done by setting upper and/or lower limits on quantities in the events. Other analyses might train or use a neural network, build a multi-dimensional probability distribution, or even implement an entirely new analysis technique which was not conceived of when the framework was designed. We have designed our framework to support both kinds of analysis as completely as possible.

We have dubbed our project “BlueOx” after Paul Bunyan’s companion, Babe the blue ox. BlueOx is based on a set of autonomous agents which represent the physics users and which interact with a set of servers to provide execution for physics analysis jobs. Our system is a framework, which means that a physics analysis code is not a complete program but rather plugs into the framework. The framework is responsible for ensuring that the analysis code is presented with the right data at the right time and that the results are all gathered together correctly. The role of the BlueOx framework is to provide a transparent service where an analysis job which requires access to many data sets is broken into many sub-jobs and each runs on a separate server.

The BlueOx framework is written and based on the Java$`^{\text{TM}}`$ programming language. We selected Java specifically for two major advantages in distributed computing. First, the Java compiler produces machine code which is not specific to any processor or operating system, but rather runs within a “virtual machine” (VM)java . The VM can be easily emulated on any real computer, and compiled “binaries” will run without being recompiled. Native code and libraries can be used, through the Java-Native Interface (JNI), but such usage limits the portability of the code. Second, the Java VM provides a “sandbox” for the analysis code. The server classes run outside the sandbox, so that they have full access to the system. Inside the sandbox, analysis code and any classes downloaded from the user’s computer will not be able to read or write files, open network connections, or carry out any other dangerous behaviors. The sandbox will protect the server against both malicious attacks and poorly written analysis code.

## II Design of the BlueOx Framework

### II.1 Flow of a Job

The execution of a job proceeds through three distinct phases: discovery, brokering, and execution. Each of these phases is represented by a separate set of abstract interfaces in BlueOx.

1. Discovery  – In the discovery phase, the agent obtains a list of data sets available on any of the servers on the network. This list may be a complete list of all data sets or it may be based on a query submitted by the user. The list of data sets is provided without reference to which server or servers may actually host the data sets. The Discovery interface also allows access to data set descriptor objects, which provide a textual description of the data set, a count of events contained in the data set, and a map of additional parameters defined by the data set. The agent may be configured to use any number of different Discovery implementations. The implementations written to date are discussed below.

2. Brokering  – In the brokering phase, each data set the user wishes to consider in the analysis is assigned to a server. The brokering phase begins when the user gives the list of chosen data sets and the analysis code to the agent. As with Discovery, the agent may be configured to use any given implementation of the Brokerage interface. This interface accepts a list of data sets or data set descriptors and returns a list of contracts. Each contract specifies a server and a list of data sets which are assigned to that server for analysis.

3. Job execution – Using the contracts obtained from the brokering phase, the agent splits the job and distributes it to the servers. The servers can download any required analysis classes from the agent. The agent is responsible for monitoring the job execution and attempting to re-broker parts of jobs which fail due to a server or network malfunction. Once the job is complete, the agent retrieves the split copies of the job and merges them together before returning the results to the user.

### II.2 Abstract Interfaces

BlueOx operates through sets of abstract interfaces. For each phase of BlueOx operation, one or more abstract interfaces comes into operation, allowing many different data stores, communication schemes, and user authentication techniques to be used with the framework.

The data handling interfaces allow the BlueOx server to open and access events from data stores. Each data store may contain any number of data sets, which are identified by unique names. The DataSet abstract interface allows the server to iterate over the events in a data set or to access individual events as identified by sixty-four bit numbers which are required to be unique within the data set. Each data set must be able to produce a DataSetDescriptor object which contains the unique name of the data set, the number of events, and a list of descriptive parameters which can contain anything additional the data set wants to provide. In all, the data handling interfaces define thirteen methods sufficient to integrate a data source into the BlueOx framework. Examples of data sets which have been interfaced to BlueOx include the L3 New Particle Ntuple, the CMS HCAL testbeam data format (in ROOT), and the high energy electron-positron collidor format used for demonstrations.

In the discovery phase, the agent determines the available data sets using one more more implementations of the Discovery interface. An implementation can make this determination in many ways, from reading a local file to querying a central remote database or directly contacting servers to request lists of data sets. This flexibility allows an experiment to use a previously-developed file/run database or to use a standard implementation such as the LDAP-based discovery classes provided with BlueOx. The user can either request all the data sets, or can request those which match a query on data set name or parameters specified in the data set descriptor.

The brokering phase is an extremely important phase in the execution of a job. Brokering assigns a server for each data set which the user requests for the analysis. Brokering is handled by the agent through the Brokerage interface. The brokerage interface accepts a list of data sets and returns a list of contracts specifying the servers to be used and the data sets to handled by each. The contracts also specify a validity time period for the contract and a level of service, including an amount of CPU horsepower to be made available and an estimated delay before job execution begins. The contracts are crypographically signed by the issuing authority and the servers are configured to accept only contracts which can be cryptographically verified.

The communication between the agent and the server during job execution is handled through a CommunicationScheme. Each scheme implements a pair of interfaces, one of which defines access to the server for the client and the other which defines access to the client for the server. From the client side, the interface allows the submission of the job, monitoring of the execution, reception of messages and exceptions, and access to the completed job fragment. From the server side, the interface allows the server to check the authentication of the user, report messages and exceptions, and return the completed job. Servers can offer multiple communication schemes and the clients can select the scheme to use. For example, a client behind a firewall might have to use a polling protocol, while a directly-connected client might use a protocol allowing a server to directly contact the client.

### II.3 User utilities

One important interface which is not used for communication or data management is the Mergeable interface. The agent splits jobs for execution using the standard serialization operations of Java. The Mergeable interface supports the reversal of the process, adding together objects to create a merged or summed object. In general, the merge operation is quite easy to define. For histograms, the merge simply adds each histogram to its matching histogram from the other split objects, bin by bin. For lists, merging requires simply concatenation (and perhaps sorting) of the lists from the partial analyses. For compound objects, each member variable must be merged with its analogue in the other fragments.

Every analysis must use mergable objects if it wishes to return results from the analysis. To ease the complexity for the analysis writer, BlueOx provides both a group of mergeable utility classes and an automerging facility. If a class contains only mergeable, static, or transient member variables, it can be merged automatically using the Java reflection capabilities. Any object tagged with the Automergeable interface is considered to fulfill these requirements and no further work is required by the author of the class to support the merge operation.

The mergeable classes which BlueOx provides include both container classes (trees and sets) and physics-oriented classes including histograms and ntuples. For sets the union operation is used, while in the maps values with identical keys are merged themselves.

Physics analyses depend heavily on histograms and distributions. BlueOx does not provide these objects directly, but rather it provides a interface to the standard AIDA (Abstract Interfaces for Data Analysis) histograms, functions, and ntuplesaida . This interface allows any implementation of AIDA (such as JAIDAjaida ) to be used with BlueOx. The transport of the AIDA tree is handled through XML, so a different AIDA implementation can be used on the server and client without difficulty.

## III Status

The BlueOx framework, which was first described in prototype form at CHEP01chep01 , has been rewritten to use abstract interfaces and more thoroughly tested than was done for the previous version. A “dummy” data source was written to allow testing of reasonably large-scale BlueOx systems in terms of server and client process counts without requiring hundreds of physical machines. For example, Figure 1 shows a test with forty server processes running on four physical machines and one hundred client processes each submitting ten jobs with a random delay between job submissions. The brokering process keeps the load on each server reasonably near to one. In this test, the jobs execute much faster (i.e. in milliseconds) than a real analysis job would, which reduces somewhat the ability of the servers to load-balance correctly.

For testing and demonstration purposes, we have also written a data source to access linear-collider-like data generated by Pythiapythia  then smeared and reconstructed into physics objects by a custom program. This data source allows the study and demonstration of BlueOx without involving the release of any experiment’s data. Using the BlueOx framework, we developed a simple analysis to isolate the $`\mathrm{e}^+\mathrm{e}^{}\mathrm{ZH}\nu \overline{\nu }\mathrm{b}\overline{\mathrm{b}}`$ process from background using several analysis techniques including neural networks.

## IV Future Developments

The BlueOx system is an active object of research and development, as we attempt to improve both the operation of the system and our understanding of distributed analysis.

In the near term, one important center of future study is the brokering system. In the current default implementation, the brokerage uses seed information stored in an LDAP server about server performance to determine which servers to contact directly to request contracts. The agent starts with the server which the seed data indicates would provide the highest horsepower for the largest data set, and it requests a contract from that server. If the server’s offer indicates an available horsepower below that of the next server on the list, the agent will contact that second server, otherwise it will keep the contract and proceed to the next data set. The horsepower offer in the contract is kept and used as the new estimate of the server’s availablity.

This process suffers from several problems, including an “optimistic agent” problem. Since the agent uses only data about the server’s maximum potential horsepower and not recent load data or user-dependent privileges, the agent may attempt to contact every single server in the system in search of an improved deal which may not exist. One solution to the problem is to provide the agent with more information about the servers’ recent load and the amount of horsepower which would be available to a given user. Another approach to control contract-related traffic is for a single computer to be responsible for brokering contacts for a cluster of servers, for example in a farm.

In the longer term, our study targets include the data movement which will be required to support an active analysis community. In an active experiment, new data and Monte Carlo are constantly produced, and the focus of analysis may shift through time. For BlueOx to be most effective, the analysis should be performed using a local cache of the data, if possible. In an dynamic experiment, the distribution of data among the servers will have to shift over time as new data and Monte Carlo arrive and analysis groups change interests and priorities. While BlueOx is not a data-management system, it can function as an important source of information about what data users are requesting and how well the distribution of data matches the distribution of requests.

This work was supported by NSF Grant PHY-0219095.


text:
# Classical and quantum spaces as rough images of the fundamental prespace

## Abstract

In spite of all no-go theorems (e.g., von Neumann, Kochen and Specker,…, Bell,…) we constructed a realist basis of quantum mechanics. In our model both classical and quantum spaces b are rough images of the fundamental prespace. Quantum mechanics cannot be reduced to classical one. Both classical and quantum representations induce reductions of prespace information.

1. Introduction. In preprints  222 Plenary talk and a topic of the round table at the International Conference “Quantum Theory: Reconsideration of Foundations-2”, June-2003, Växjö, Sweden. there was constructed a contextual quantum representation of the Kolmogorovian model. That mathematical construction can be used as a realist basis of quantum mechanics (QM). Existence of such a realist “underground” of QM was the question of the great debate since first days of QM, see, e.g., ,  for detail. It should be reminded that A. Einstein strongly supported the idea that such a realist underground of QM could finally be found and W. Heisenberg and N. Bohr claimed that it would be impossible. In this note we present main ideas of  without to go in rather technical mathematical details of contextual representation of the Kolmogorovian model in a Hilbert space.

It should be underlined from the very beginning that we do not discuss a reduction of quantum physics to classical one.

2. Prespace, classical space and quantum space. In my model both quantum and classical states are rough images of contexts – complexes of physical conditions. In the mathematical model , cf. , contexts are described as sets of fundamental parameters. We call the space of fundamental parameters prespace and denote it $`\mathrm{\Omega }.`$ Contexts are representated by a family of subsets of $`\mathrm{\Omega }.`$ The prespace $`\mathrm{\Omega }`$ is underground of the classical space $`X_{\mathrm{cl}}=𝐑^3`$ as well as the quantum (Hilbert) space $`X_\mathrm{q}=H.`$ QM gives essentially richer picture of the prespace $`\mathrm{\Omega }:`$ the QM-representation of $`\mathrm{\Omega }`$-contexts generates essentially larger class of images than the classical representation. In particular, it is impossible to reduce quantum picture of the prespace $`\mathrm{\Omega }`$ to the classical one.

This is a very delicate point of considerations. Dynamics in the prespace $`\mathrm{\Omega }`$ is a deterministic dynamics. But it is not “classical dynamics” since the latter takes place not in the prespace $`\mathrm{\Omega }`$ but in the classical space $`X_{\mathrm{cl}}.`$ This is not a question of the mathematical realization of the prespace $`\mathrm{\Omega }`$ and the classical space $`X_{\mathrm{cl}}.`$ It may be that the prespace $`\mathrm{\Omega }`$ can also be described as $`\mathrm{\Omega }=𝐑^m`$ (or even as $`\mathrm{\Omega }=𝐑^3`$ – so in the same way as $`X_{\mathrm{cl}}=𝐑^3,`$ cf. section 8). The crucial point is that $`X_{\mathrm{cl}}`$ is created via the huge reduction of information in the process of transition from the prespace contexts to points of $`X_{\mathrm{cl}}.`$ Each classical point $`xX_{\mathrm{cl}}`$ is the image of a domain $`B_x`$ of the prespace $`\mathrm{\Omega }`$, see , and this domain can contain huge (may be even infinite) number of prepoints $`\omega =\omega ^x.`$ By our model there exist mappings:

$$\mathrm{\Omega }X_{\mathrm{cl}},\mathrm{\Omega }X_\mathrm{q},\text{and}X_\mathrm{q}X_{\mathrm{cl}}$$

Thus we also obtain the map:

$$\mathrm{\Omega }X_\mathrm{q}X_{\mathrm{cl}}$$

But there is no pathway:

$$\mathrm{\Omega }X_{\mathrm{cl}}X_\mathrm{q}$$

We underline (see further considerations) that the correspondence principle is based on the map $`\mathrm{\Omega }X_\mathrm{q}`$ and not at all on the map $`X_\mathrm{q}X_{\mathrm{cl}}.`$

3. Fundamental incompatible preobservables. Contextual probabilistic representation  of $`\mathrm{\Omega }`$-contexts in the quantum space $`X_\mathrm{q}=H`$ is based on a fixed pair of incompatible preobservables (reference observables):

$$b,a:\mathrm{\Omega }𝐑$$
(1)
In our model  preobservables are functions $`d:\mathrm{\Omega }𝐑.`$ Denote the set of all preobservables $`𝒪(\mathrm{\Omega }).`$ We interpret observables $`d𝒪(\mathrm{\Omega })`$ as realist observables: by fixing a prepoint $`\omega \mathrm{\Omega }`$ we are able to fix the value $`d=d(\omega ).`$ We are not able to measure an arbitrary $`d𝒪(\mathrm{\Omega }).`$ But reference preobservables (1) and functions of those preobservables, $`f(b),f(a)`$ can be measured . We denote the space of quantum observables by the symbol $`𝒪(H).`$ In mathematical models $`𝒪(\mathrm{\Omega })`$ and $`𝒪(H)`$ are represented by spaces of (Kolmogorovian) random variables and self-adjoint operators, respectively.

4. Position-momentum picture of prespace. In principle a contextual probabilistic representation of the prespace $`\mathrm{\Omega }`$ in the quantum space $`X_\mathrm{q}=H`$ can be based on any pair of incompatible preobservables. However, it seems that we (human beings) can use only the special pair of reference preobservables:

$$(q,p)=(\mathrm{position},\mathrm{momentum}).$$

Thus modern quantum as well as classical physics are the position-momentum pictures of the prespace. All classical and quantum observables are functions of position and momentum observables. In quantum case we use functions $`\widehat{d}=u(\widehat{q},\widehat{p})`$ of operators of the position $`\widehat{q}`$ and the momentum $`\widehat{p}.`$

By choosing another pair of reference preobservables we obtain another quantum picture of the prespace $`\mathrm{\Omega }.`$ However, it seems that at the present time we are not able to measure preobservables $`d𝒪(\mathrm{\Omega })`$ distinct from functions $`f(q)`$ and $`g(p).`$

5. Nonequivalence of quantum pictures of the prespace. It should be underlined that quantum pictures of the prespace $`\mathrm{\Omega }`$ based on two different pairs of incompatible observables $`(b,a)`$ and $`(v,w)`$ are in general nonequivalent. Of course, the same mathematical formalism – the Hilbert space formalism – can be used for any quantum picture of the $`\mathrm{\Omega }.`$333But Hilbert spaces $`H^{b/a}`$ and $`H^{v/w}`$ corresponding to pictures based on $`(b,a)`$ and $`(v,w)`$ can be different. But we should pay attention to physical structures of representations. So we should not forget about the $`(q,p)`$-origin of QM (as a physical theory and not as only a mathematical formalism), see also , .

6. No “no-go?” Existence of a realist underground model of QM looks very surprising in the view of various no-go theorems, e.g., von Neumann , Kochen-Specker , Bell ,… But all those no-go theorems suffered of the absence of physical justification for the list of assumptions on the correspondence between a realist prequantum model and QM. J. Bell performed the brilliant analysis of assumptions on the “real-quantum” correspondence which were assumed (very often indirectly) in previous no-go theorems, see . We should agree with Bell that von Neumann, Kochen and Specker and many others wanted too much for the “real-quantum” correspondence. Thus despite all pre-Bellian no-go theorems J. Bell was sure that it is possible to construct a realist basis of QM. However, J. Bell also wanted too much for the “real-quantum” correspondence, see,e.g., ,  for analysis of Bell’s assumptions. As a consequence, he came to the conclusion that every realist prequantum model should be nonlocal.

7. Correspondence between preobservables and quantum observables. Correspondence-maps

$$W:𝒪(\mathrm{\Omega })𝒪(H)$$

between realist preobservables and quantum observables which were considered by von Neumann, Kochen and Specker, …, Bell,… were too straightforward. Neither von Neumann and Kochen-Specker nor Bell had physical arguments to present a list of “natural features” of such a correspondence $`W.`$ I neither have physical arguments. But I have strong probabilistic arguments. There exists a unique quantum representation of a Kolmogorovian model and this representation automatically induces a map $`W`$ which have very special properties . Neither von Neumann and Kochen-Specker nor Bell maps have such properties.

In our realist model the map $`W`$ is defined only on a proper domain $`D_W`$ in $`𝒪(\mathrm{\Omega }),`$ namely

$$D_W=𝒪(b,a)=\{d(\omega )=f(b(\omega ))+g(a(\omega ))\},$$

where $`(b,a)`$ is the pair of reference preobservables determining the quantum picture of the $`\mathrm{\Omega }.`$ And in general the map $`W`$ does not preserve conditional probability distributions. Here we consider two conditionings: contextual conditioning in the $`\mathrm{\Omega }`$ and quantum state coditioning in the $`H.`$

But (!) conditional averages are preserved by the map $`W:`$

$$E(d/C)=(\widehat{d}\varphi _C,\varphi _C),$$

where $`\widehat{d}=W(d),dD_W,`$ and $`\varphi _CH`$ is the image of a prespace context $`C.`$

It is very important that quantum Hamiltonians belong to the $`W`$-image of the set of preobservables. The operator

$$\widehat{}=\frac{\widehat{a}^2}{2}+V(\widehat{b})$$

is the image of the energy preobservable

$$(\omega )=\frac{a(\omega )^2}{2}+V(b(\omega )).$$

But as we have already underlined the $`W`$ does not preserve probability distributions. So $`\widehat{}`$ and $`(\omega )`$ have different probability distributions. But they have the same average.

8. Quantization and the correspondence principle. As we noticed, it was proved  that quantum Hamiltonian $`\widehat{}`$ has the same contextual average as the prespace Hamiltonian $`:`$

$$E(/C)=(\widehat{}\varphi _C,\varphi _C).$$
(2)
We can speculate that this coincidence of averages is the real basis of quantization rules. By (2) to obtain the correct average of the energy preobservable $`(\omega )`$ we should put quantum images of the reference preobservables into the prespace Hamiltonian:

$$b\widehat{b}=W(b),a\widehat{a}=W(a)$$
(3)
and, in particular, for the (position, momentum) quantization

$$q_\mathrm{\Omega }\widehat{q}=W(q_\mathrm{\Omega }),p_\mathrm{\Omega }\widehat{p}=W(q_\mathrm{\Omega })$$
(4)
We should sharply distinguish the prespace position and momentum, $`q_\mathrm{\Omega },p_\mathrm{\Omega },`$ and classical space position and momentum $`q_{X_{\mathrm{cl}}},p_{X_{\mathrm{cl}}}.`$ In our model (in the opposite to the very common opinion) $`\widehat{q}W(q_{X_{\mathrm{cl}}})`$ and $`\widehat{p}W(p_{X_{\mathrm{cl}}}).`$

By our model the root of the quantization rule is the equality (2) and Hamiltonian dynamics in the prespace $`\mathrm{\Omega }`$ and not Hamiltonian dynamics in the classical space $`X_{\mathrm{cl}}.`$ 444It may be that dynamics in $`\mathrm{\Omega }`$ and $`X_{\mathrm{cl}}`$ are mathematically described in the same way. But we should distinguish Hamiltonian prespace dynamics and classical Hamiltonian dynamics.

Conclusion. In spite of all no-go theorems the realist model of QM exists.

I would like to thank A. Plotnitsky for numerous discussions on Heisenberg-Bohr interpretation of QM and L. Accardi, L. Ballentine, S. Gudder for discussions on the role of conditional probabilities in QM which were extremely important for the creation of a contextual representation of a Kolmogorovian model in a Hilbert space , cf. .

References

1. A. Khrennikov, Contextual approach to quantum mechanics and the theory of the fundamental prespace. quant-ph/0306003.

2. A. Plotnitsky, Quantum atomicity and quantum information: Bohr, Heisenberg, and quantum mechanics as an information theory. Proc. Int. Conf. Quantum Theory: Reconsideration of Foundations. Ed. A. Khrennikov, Ser. Math. Modelling, 2, 309-342, Växjö Univ. Press, 2002
(http://www.msi.vxu.se/forskn/quantum.pdf).

3. A. Khrennikov, Växjö interpretation of quantum mechanics. Proc. Int. Conf. Quantum Theory: Reconsideration of Foundations. Ed. A. Khrennikov, Ser. Math. Modelling, 2, 164-169, Växjö Univ. Press, 2002 (http://www.msi.vxu.se/forskn/quantum.pdf).

4. A. Yu. Khrennikov, Ensemble fluctuations and the origin of quantum probabilistic rule. J. Math. Phys., 43, N. 2, 789-802 (2002).

5. L. De Broglie, The current interpretation of quantum mechanics. A critical study. Elsevier Publ., Amsterdam (1964).

6. A. Yu. Khrennikov, I. V. Volovich, Local Realism, Contextualism and Loopholes in Bell‘s Experiments. Proc. Int. Conf. Foundations of Probability and Physics-2. Ed. A. Khrennikov, Ser. Math. Modelling, 5, 325-344, Växjö Univ. Press, 2003. (quant-ph/0212127).

7. J. von Neumann, Mathematical foundations of quantum mechanics. Princeton Univ. Press, Princeton, N.J. (1955).

8. S. Kochen and E. Specker, J. Math. Mech., 17, 59-87 (1967).

9. J. S. Bell, Speakable and unspeakable in quantum mechanics. Cambridge Univ. Press (1987).

10. Khrennikov A.Yu., Interpretations of Probability. VSP Int. Sc. Publishers, Utrecht/Tokyo (1999).