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# Directional tunnelling spectroscopy of a normal metal-𝑠+𝑔-wave superconductor junction

## 1 Introduction

Nonmagnetic rare-earth borocarbides, such as YNi2B2C and LuNi2B2C, are among the materials which exhibit unconventional superconductivity. There is strong evidence in these materials indicating that their superconducting gap function is highly anisotropic  and that there exist low-lying excitations in the superconducting state . The presence of these low energy excitations implies that the gap function has nodes (or deep minima) on the Fermi surface. The location of these nodes and their nature, i.e., whether they are point nodes or line nodes is still unclear. The thermal conductivity in a magnetic field at low temperatures  and the dependence of the specific heat on the magnetic field  suggest the existence of line nodes like those in the cuprates and UPt3. However, the recent measurements of the $`c`$-axis thermal conductivity in a rotational magnetic field along the $`ab`$ plane were interpreted as evidence for a gap function with point nodes along  and  directions . Further studies which employ different experimental techniques may be necessary to determine the detailed structure of the superconducting gap function in momentum space. Here we suggest that directional tunnelling spectroscopy may be useful for this purpose.

In general, the tunnelling conductance spectrum of an anisotropic superconductor is strongly dependent on the crystal orientation with respect to the interface plane. In the case of a $`d`$-wave superconductor with vertical line nodes, it has been shown that features in the conductance spectrum occur at voltages which depend strongly on crystal orientation. These voltages correspond to values of the gap function at particular points on the Fermi surface . For instance, in the case of an $`ab`$ plane tunnelling junction, if the surface orientation of the superconductor is not  or , the conductance spectrum contains a peak at the voltage corresponding to the value of the gap function in the direction parallel to the surface normal. The observation of this feature would, in principle, allow the directional normal metal-superconductor (NS) tunnelling spectroscopy to map out the magnitude of the superconducting gap function.

In this paper, we calculate the NS tunnelling spectra of anisotropic $`s`$-wave superconductors with two forms of gap functions, which have been suggested as possible candidates for the gap in borocarbides . The candidates are allowed by the symmetry of the borocarbide crystal structure and consistent with experimental results. It is apparent that the gap function has four-fold symmetry and does not change sign but there is evidence for deep minima along  and  directions . The simplest suitable candidates are of the $`s+g`$-wave form. In our calculation, we find, similar to a $`d`$-wave case, that features appear in the spectra at voltages corresponding to values of the gap at particular points on the Fermi surface depending on surface orientation. Some of these features are characteristic of the general $`s+g`$-wave gap function and are thus common to both candidates, while one particular feature occurs only for the candidate with point nodes. Thus, if these features can be observed experimentally, it may be possible to determine which form of the gap, if either, correctly describes that of the borocarbides.

The two candidate gap functions are both $`s+g`$-wave and are given by equation (1a) and (1b) respectively.

$`\mathrm{\Delta }_{k,1}=\mathrm{\Delta }_s\mathrm{\Delta }_g\mathrm{cos}4\varphi `$ (1a)
$`\mathrm{\Delta }_{k,2}=\mathrm{\Delta }_s\mathrm{\Delta }_g\mathrm{sin}^2\theta \mathrm{cos}4\varphi `$ (1b)
where $`\theta `$ and $`\varphi `$ are the polar angles in spherical coordinates, and $`\mathrm{\Delta }_s`$ and $`\mathrm{\Delta }_g`$ are the $`s`$ and $`g`$ components of the gap function respectively. For an elliptical Fermi surface, the case of line (point) nodes occurs when $`\mathrm{\Delta }_s=\mathrm{\Delta }_g`$ in equation (1a) (equation (1b)). We study both $`ab`$ plane and $`c`$-axis tunnelling spectra for both forms of the gap function by using the so-called Blonder-Tinkham-Klapwijk (BTK) scattering formalism  and a continuous model to describe the electronic structure of the normal metal and superconductor. Although detailed features of the conductance depend on the shape of the Fermi surface, it is sufficient to use the continuous model which gives an elliptical Fermi surface to study the positions of the main features in the conductance spectra .

In the case of tunnelling into the $`ab`$ plane of a $`s+g`$-wave superconductor, we show in this paper that there are three main features occurring at voltages associated with the difference of the $`s`$ and $`g`$ component of the gap function and the values of the gap function in two particular directions with respect to the interface normal, one in the direction parallel to the surface normal and the other in the direction making a $`\pi /4`$ angle with the surface normal. These two features are more prominent for the $`s+g`$-wave superconductor with line nodes than for the superconductor with point nodes. In the case of $`c`$-axis tunnelling junctions, there is one prominent feature at the maximum gap in the conductance spectrum of the superconductor with line nodes, whereas for the superconductor with point nodes the conductance spectrum contains two features, one at the maximum gap and the other at the value of the gap function along the $`c`$ axis.

In Section 2, we describe the calculation method and the assumptions used throughout this paper. Then, we provide the detailed results and discussion of all the cases of interest at zero temperature in Section 3. In addition to the cases in which the nodes exist, we also consider cases in which the superconducting gap has small but nonzero gap minima. We show all the results in both the Andreev limit (low barrier) and the tunnelling limit (high barrier).

## 2 Assumptions and method of calculation

As in reference , we represent the NS junction with an infinite system, the left half of which is a normal metal and the right half of which is a superconductor (see figure 1). The insulating barrier is represented by a delta function potential with strength $`H`$.

For the $`ab`$ plane tunnelling junctions, the interface normal vector lies somewhere in the $`ab`$ plane, and for the $`c`$-axis tunnelling junction the interface normal is parallel to the $`c`$ axis.

We take the normal metal to be cubic, and take the superconductor to be tetragonal to describe the crystal structure of the borocarbides. In our calculation, we ignore both the suppression of the gap function near the NS interface and the proximity effect for simplicity. The gap function $`\mathrm{\Delta }_k`$ is taken to be as in either equation (1a) or (1b).

The Bogoliubov-de Gennes equations that describe the excitations of the system are

$$\left[\begin{array}{cc}\widehat{O_p}+H\delta (x)\mu & \mathrm{\Delta }_k\mathrm{\Theta }(x)\\ \mathrm{\Delta }_k\mathrm{\Theta }(x)& \widehat{O_p}H\delta (x)+\mu \end{array}\right]U(\stackrel{}{r})=EU(\stackrel{}{r})$$
(1b)
where $`\mu `$ is the chemical potential, $`\mathrm{\Theta }(x)`$ is the Heaviside step function,

$`\widehat{O_p}={\displaystyle \frac{\mathrm{}^2}{2}}\left({\displaystyle \frac{1}{m_{xy}}}\left({\displaystyle \frac{^2}{x^2}}+{\displaystyle \frac{^2}{y^2}}\right)+{\displaystyle \frac{1}{m_z}}{\displaystyle \frac{^2}{z^2}}\right),`$
$`m_{xy}`$ $`=`$ $`\{\begin{array}{cc}m\text{ (effective mass in the normal metal), }x<0\hfill & \\ m_{ab}\text{(}ab\text{ plane effective mass in the superconductor), }x>0\hfill & \end{array}`$ (1e)
$`m_z`$ $`=`$ $`\{\begin{array}{cc}m\text{}x<0\hfill & \\ m_c\text{ (}c\text{-axis effective mass in the superconductor)}\text{}x>0\hfill & \end{array}`$ (1h)
and $`U(\stackrel{}{r})`$ is a two-component function:

$$U(\stackrel{}{r})=\left[\begin{array}{c}u(\stackrel{}{r})\\ v(\stackrel{}{r})\end{array}\right]=\left[\begin{array}{c}u_k\\ v_k\end{array}\right]e^{i\stackrel{}{k}\stackrel{}{r}}.$$
(1i)
After substituting $`U(\stackrel{}{r})`$ from equation (1i) into equation(1b), we obtain the bulk excitation energies for the normal metal and superconductor respectively as

$`E(\stackrel{}{q})=\pm \xi _q=\pm \left({\displaystyle \frac{\mathrm{}^2}{2m}}(q_x^2+q_y^2+q_z^2)\mu \right)`$ (1ja)
$`E(\stackrel{}{k})=\sqrt{\xi _k^2+\mathrm{\Delta }_k^2}`$ (1jb)
where for the normal metal (equation (1ja))the plus and minus signs are for electron and hole excitations respectively, and for the superconductor (equation (1jb ))

$$\xi _k=\frac{\mathrm{}^2}{2}\left(\frac{k_x^2+k_y^2}{m_{ab}}+\frac{k_z^2}{m_c}\right)\mu .$$
(1jk)
Figure 2 shows a plot of the excitation energy of the normal metal (superconductor) as a function of $`q_x`$ ($`k_x`$), the component along the interface normal, at a particular $`\stackrel{}{q_{}}=\stackrel{}{k_{}}=(k_y,k_z)`$, the component perpendicular to the interface normal.

The amplitudes of the excitations, $`u_k`$ and $`v_k`$, of the normal metal are

$$\left[\begin{array}{c}u_k\\ v_k\end{array}\right]=\{\begin{array}{cc}\left[\begin{array}{c}1\\ 0\end{array}\right]\hfill & \text{for electrons}\hfill \\ & \\ \left[\begin{array}{c}0\\ 1\end{array}\right]\hfill & \text{for holes}\hfill \end{array}$$
(1jl)
whereas those of the superconductor are

$$\left[\begin{array}{c}u_k\\ v_k\end{array}\right]=\frac{1}{\sqrt{|E+\xi _k|^2+\mathrm{\Delta }_k}}\left[\begin{array}{c}\mathrm{\Delta }_k\\ E+\xi _k\end{array}\right].$$
(1jm)
The wave function of each side is a linear combination of all the appropriate excitations of the same energy and the momentum that has the same component perpendicular to the interface normal. For $`ab`$ plane tunnelling, the wave functions of both sides are therefore

$`U_N(\stackrel{}{r})`$ $`=`$ $`\left(\left[\begin{array}{c}1\\ 0\end{array}\right]e^{iq^+x}+a\left[\begin{array}{c}0\\ 1\end{array}\right]e^{iq^{}x}+b\left[\begin{array}{c}1\\ 0\end{array}\right]e^{iq^+x}\right)e^{ik_yy+ik_zz}`$ (1jng)
$`U_S(\stackrel{}{r})`$ $`=`$ $`\left(c\left[\begin{array}{c}u_{k+}\\ v_{k+}\end{array}\right]e^{ik^+x}+d\left[\begin{array}{c}u_k\\ v_k\end{array}\right]e^{ik^{}x}\right)e^{ik_yy+ik_zz}`$ (1jnl)
where $`q^\pm `$ and $`k^\pm `$ (see figure 2) satisfy

$`\mathrm{}q^\pm `$ $`=`$ $`\sqrt{2m(\mu \pm E)\mathrm{}^2k_y^2\mathrm{}^2k_z^2}`$ (1jnoa)
$`{\displaystyle \frac{\mathrm{}k^\pm }{\sqrt{m_{ab}}}}`$ $`=`$ $`\sqrt{2(\mu \pm \sqrt{E^2\mathrm{\Delta }_k^2}){\displaystyle \frac{\mathrm{}^2k_y^2}{m_{ab}}}{\displaystyle \frac{\mathrm{}^2k_z^2}{m_c}}}.`$ (1jnob)
and $`a`$, $`b`$, $`c`$, and $`d`$ are the Andreev reflection, the normal reflection, the same-branched transmission, and the cross-branched transmission amplitudes respectively. For the $`c`$-axis tunnelling, we can obtain the wave function of each side in a similar way.

Normally, the range of the energy $`E`$ relevant to the NS tunnelling experiments is of order meV whereas the Fermi energy is of order eV. Therefore, we use the following approximation for $`q^\pm `$ and $`k^\pm `$:

$`q^+=q^{}`$ $`=`$ $`\sqrt{{\displaystyle \frac{2m\mu }{\mathrm{}^2}}k_y^2k_z^2}`$ (1jnopa)
$`=`$ $`q_F\mathrm{sin}\theta _N\mathrm{cos}\varphi _N`$
$`k^+=k^{}`$ $`=`$ $`k_F\sqrt{{\displaystyle \frac{m_{ab}}{m^{}}}}\mathrm{sin}\theta _S\mathrm{cos}\varphi _S`$ (1jnopb)
where $`q_F`$ is the magnitude of the Fermi wave vector of the normal metal, and $`k_F`$, $`m^{}`$ are the parameters that satisfy $`\mathrm{}^2k_F^2/(2m^{})=E_{F,S}`$, the Fermi energy of the superconductor. Using the conservation of the momentum parallel to the surface, we have the following relationship between the polar angles in spherical coordinates:

$`q_F\mathrm{sin}\theta _N\mathrm{sin}\varphi _N`$ $`=`$ $`k_F\sqrt{{\displaystyle \frac{m_{ab}}{m^{}}}}\mathrm{sin}\theta _S\mathrm{sin}\varphi _S`$ (1jnopqa)
$`q_F\mathrm{cos}\theta _N`$ $`=`$ $`k_F\sqrt{{\displaystyle \frac{m_c}{m^{}}}}\mathrm{cos}\theta _S.`$ (1jnopqb)
We obtain all the amplitudes $`a`$, $`b`$, $`c`$, and $`d`$ by applying the following matching conditions at the interface:

$`U_N(x=0)=U_S(x=0)U_0`$ (1jnopqra)
$`ZU_0={\displaystyle \frac{1+m/m_{ab}}{4k_F}}\left({\displaystyle \frac{U_S}{x}}|_{x=0^+}{\displaystyle \frac{U_N}{x}}|_{x=0^{}}\right)`$ (1jnopqrb)
where $`Z=mH/(\mathrm{}^2k_F)`$. Note that both matching conditions are for the $`ab`$ plane tunnelling junction. For the $`c`$-axis tunnelling junction, the first condition remains the same, but we have to replace $`m_{ab}`$ with $`m_c`$ in the second condition.

In the BTK formalism, the Andreev reflection, the normal reflection, and the two transmission probabilities are used to obtain the current across the junction. All the reflection and transmission probabilities are obtained from

$`A`$ $`=`$ $`|a|^2\left({\displaystyle \frac{q^{}}{q^+}}\right)`$ (1jnopqrsa)
$`B`$ $`=`$ $`|b|^2`$ (1jnopqrsb)
$`C`$ $`=`$ $`|c|^2\left(|u_{k^+}|^2|v_{k^+}|^2\right)\left({\displaystyle \frac{k^+}{q^+}}\right)`$ (1jnopqrsc)
$`D`$ $`=`$ $`|d|^2\left(|u_k^{}|^2|v_k^{}|^2\right)\left({\displaystyle \frac{k^{}}{q^+}}\right)`$ (1jnopqrsd)
and satisfy: $`A+B+C+D=1`$, i.e., the number of particles is conserved.

On the normal metal side, we find the current across the junction as a function of an applied voltage is

$$I_{NS}(V)=\frac{e\mathrm{\Omega }}{(2\pi )^3}𝑑\stackrel{}{q}v_{q_x}[1+A(\stackrel{}{q})B(\stackrel{}{q})][f(E_qeV)f(E_q)]$$
(1jnopqrst)
where $`\mathrm{\Omega }`$ is volume, $`v_{q_x}`$ is the $`x`$ component of the group velocity of the incoming electron, and $`f(E)`$ is the Fermi-Dirac distribution function. The conductance of the $`ab`$ plane junction at zero temperature is

$`G_{NS}^{ab}(V)`$ $`=`$ $`{\displaystyle \frac{dI_{NS}^{ab}}{dV}}`$ (1jnopqrsu)
$`=`$ $`{\displaystyle \frac{me^3\mathrm{\Omega }V}{4\pi ^2\mathrm{}^2}}{\displaystyle 𝑑\varphi _N𝑑\theta _N\mathrm{sin}^2\theta _N\mathrm{cos}\varphi _N[1+A(V,\varphi _N,\theta _N)B(V,\varphi _N,\theta _N)]}`$
Similarly, the conductance of the $`c`$-axis tunnelling junction is

$$G_{NS}^c(V)=\frac{me^3\mathrm{\Omega }V}{4\pi ^2\mathrm{}^2}𝑑\varphi _N𝑑\theta _N\mathrm{sin}\theta _N\mathrm{cos}\theta _N[1+A(V,\varphi _N,\theta _N)B(V,\varphi _N,\theta _N)]$$
(1jnopqrsv)
The limits of both integrals can be found by considering equation(1jnopqa) and (1jnopqb).

## 3 Results and discussion

We plot the normalized conductance as a function of applied voltage of both $`ab`$ plane and $`c`$-axis tunnelling. We define the normalized conductance as the conductance of the junction normalized by its value at a high voltage, i.e., eV $`\mathrm{\Delta }_{max}`$, the maximum magnitude of the gap function. Using both forms of the gap function in equation(1a) and (1b), we consider 3 cases: (1) $`\mathrm{\Delta }_s=\mathrm{\Delta }_g`$, (2) $`\mathrm{\Delta }_s=0.9\mathrm{\Delta }_g`$, and (3) $`\mathrm{\Delta }_s=1.1\mathrm{\Delta }_g`$. These choices of the parameter $`\mathrm{\Delta }_s/\mathrm{\Delta }_g`$ span the range allowed by the results of thermal conductivity measurements in borocarbides which indicate that the ratio of the gap maximum to the gap minimum is at least ten . All the results are obtain for zero temperature.

### 3.1 $`ab`$ plane tunnelling

Figure 3 shows the diagram of the junction that has the interface normal on the $`ab`$ plane of the superconductor. We specify the orientation in the $`ab`$ plane with $`\alpha `$, the angle between the interface normal and the $`a`$ axis of the superconductor. The gap function is a function of $`\alpha `$,

$`\mathrm{\Delta }_{k^\pm ,1}=\mathrm{\Delta }_s\mathrm{\Delta }_g\mathrm{cos}4(\varphi _S\alpha )`$ (1jnopqrswa)
$`\mathrm{\Delta }_{k^\pm ,2}=\mathrm{\Delta }_s\mathrm{\Delta }_g\mathrm{sin}^2\theta _S\mathrm{cos}4(\varphi _S\alpha )`$ (1jnopqrswb)
In the Andreev limit (small $`Z`$), the conductance spectrum depends very little on the junction orientation. As shown in figure 4 for $`\mathrm{\Delta }_{k,1}`$ and in figure 5 for $`\mathrm{\Delta }_{k,2}`$, the conductance spectra in all cases have the inverted gap structure. Note that in the case of $`\mathrm{\Delta }_{k,2}`$ in figure 5, there is a slight kink at the voltage associated with the value of the gap function along the $`c`$ axis (eV = $`\mathrm{\Delta }_s`$). Also note that when $`\mathrm{\Delta }_s\mathrm{\Delta }_g`$, there is a feature occurring at eV $`=|\mathrm{\Delta }_s\mathrm{\Delta }_g|`$ as marked by the arrows in figure 4 (b),(c) and figure 5 (b),(c).

In the tunnelling limit (large $`Z`$), the shape of the conductance spectrum changes with the interface orientation. First, consider the case where $`\mathrm{\Delta }_s=\mathrm{\Delta }_g`$, there are two distinct peaks which are more pronounced for the superconductor with the gap function $`\mathrm{\Delta }_{k,1}`$ than for the superconductor with the gap function $`\mathrm{\Delta }_{k,2}`$ (compare figure 6 (a) and figure 7 (a)).

The two peaks occur at voltages corresponding to $`\mathrm{\Delta }_{k,i}(\theta _S=\pi /2,\varphi _S=0,\alpha )`$ (marked by the filled arrows) and $`\mathrm{\Delta }_{k,i}(\theta _S=\pi /2,\varphi _S=\pi /4,\alpha )`$ (marked by the hollowed arrows), where $`i`$ is either 1 or 2. Notice that when $`\alpha =\pi /8`$, there is only one peak due to the fact that $`\mathrm{\Delta }_{k,i}(\theta _S=\pi /2,\varphi _S=0,\alpha =\pi /8)=\mathrm{\Delta }_{k,i}(\theta _S=\pi /2,\varphi _S=\pi /4,\alpha =\pi /8)`$.

In the case of $`\mathrm{\Delta }_s=0.9\mathrm{\Delta }_g`$, $`\mathrm{\Delta }_{k,i}`$ can be both positive and negative. Consequently, for the orientations with $`\alpha 0,\pi /4`$, in addition to the two peaks at the positions like those in the case of $`\mathrm{\Delta }_s=\mathrm{\Delta }_g`$, there exists a peak at zero voltage (see figure 6 (b) and 7 (b)). The existence of this zero-bias conductance peak, which also occurs in the $`d`$-wave case, is a signature of the presence of a sign change of the gap function .

When $`\mathrm{\Delta }_s=1.1\mathrm{\Delta }_g`$, there is a finite gap minimum. The conductance is very small for voltages less than the gap minimum, and the two peaks at $`\mathrm{\Delta }_{k,i}(\theta _S=\pi /2,\varphi _S=0,\alpha )`$ and $`\mathrm{\Delta }_{k,i}(\theta _S=\pi /2,\varphi _S=\pi /4,\alpha )`$ are still present.

In summary, the conductance spectrum in every case where $`\alpha 0,\pi /4`$ contains two peaks at $`\mathrm{\Delta }_{k,i}(\theta _S=\pi /2,\varphi _S=0,\alpha )`$ and $`\mathrm{\Delta }_{k,i}(\theta _S=\pi /2,\varphi _S=\pi /4,\alpha )`$. These two angles, $`\varphi _S=0,\pi /4`$, are special because the magnitudes of the gap function of the two transmitted superconducting excitations with the $`k_y`$ corresponding to these angles are the same, i.e., $`\mathrm{\Delta }_{k^+}=\mathrm{\Delta }_k^{}`$, as shown pictorially in figure 8. The feature at $`\mathrm{\Delta }_{k,i}(\theta _S=\pi /2,\varphi _S=0,\alpha )`$ has also been shown to occur in a $`d`$-wave superconductor in a continuous model . However, the feature at $`\mathrm{\Delta }_{k,i}(\theta _S=\pi /2,\varphi _S=\pi /4,\alpha )`$ is unique to an anisotropic $`s`$-wave superconductor in this model. In a d-wave superconductor the values of $`\mathrm{\Delta }_{k^+}(\theta _S=\pi /2,\varphi _S=\pi /4,\alpha )`$ and $`\mathrm{\Delta }_k^{}(\theta _S=\pi /2,\varphi _S=\pi /4,\alpha )`$ always have opposite signs and thus excitations having these momenta contribute to the zero energy surface bound state  instead of giving rise to such a feature. We note that the two peaks at $`\mathrm{\Delta }_{k,i}(\theta _S=\pi /2,\varphi _S=0,\alpha )`$ and $`\mathrm{\Delta }_{k,i}(\theta _S=\pi /2,\varphi _S=\pi /4,\alpha )`$ are more prominent for the superconductor with the gap function $`\mathrm{\Delta }_{k,1}`$ than for the superconductor with the gap function $`\mathrm{\Delta }_{k,2}`$. Given only this quantitative distinction between the $`ab`$ plane tunnelling results for the two forms of the gap considered, it would likely be difficult to determine from real tunnelling data which form is present. The $`ab`$ plane tunnelling spectrum would enable a determination of the magnitude of the gap function in an arbitrary direction in the plane for either of the two forms of the gap.

### 3.2 $`c`$-axis tunnelling

Because in the continuous model the Fermi surface of a tetragonal crystal is invariant under rotation around the $`c`$ axis of the crystal, the $`c`$-axis tunnelling spectroscopy is independent of the rotation around the $`c`$ axis. In the Andreev limit, when $`|\mathrm{\Delta }_s\mathrm{\Delta }_g|<`$ eV $`<\mathrm{\Delta }_{max}`$, the conductance curve of the superconductor with the gap function $`\mathrm{\Delta }_{k,1}`$ is upward and decreasing smoothly (see figure 9 (a)). On the contrary, the conductance curve of the superconductor with the gap function $`\mathrm{\Delta }_{k,2}`$ is downward when $`|\mathrm{\Delta }_s\mathrm{\Delta }_g|<`$ eV $`<\mathrm{\Delta }_{k,2}(\theta _S=0)`$ (see figure 10 (a)).

In the tunnelling limit, the spectrum of the superconductor with the gap function $`\mathrm{\Delta }_{k,1}`$ contains a peak at the gap maximum and a feature at $`|\mathrm{\Delta }_s\mathrm{\Delta }_g|`$ (see figure 9 (b)). The spectrum of the superconductor with the gap function $`\mathrm{\Delta }_{k,2}`$ contains a feature at the gap maximum, and a sharp peak at $`\mathrm{\Delta }_{k,2}(\theta _S=0)`$ (see figure 10 (b)). The occurrence of the sharp peak at different positions in the conductance spectrum makes it possible to distinguish the tunnelling spectrum of the line-node gap from the point-node gap form using $`c`$-axis tunnelling data.

## 4 Conclusions

We have studied the $`c`$-axis and $`ab`$ plane tunnelling spectroscopy of $`s+g`$-wave superconductors. The observation of the predicted features in tunnelling measurements made for various junction orientations would, in principle, provide a way to study the detailed momentum dependence of an $`s`$+$`g`$-wave superconducting gap. In borocarbides, the presence of an $`s+g`$-wave gap function having either line or point nodes has been suggested. Directional tunnelling spectroscopy would help to determine whether either form of the superconducting gap is correct.

We can distinguish the $`c`$-axis tunnelling spectra of a superconductor with line nodes from the spectra of a superconductor with point nodes. In the tunnelling limit, the $`c`$-axis tunnelling conductance spectrum of a line-node superconductor contains a sharp peak at the gap maximum, whereas in the spectrum of a point-node superconductor a sharp peak occurs at the value of the gap function along the $`c`$ axis.

The $`ab`$ plane tunnelling spectra may be used to map out the magnitude of the gap function in the plane. The conductance spectrum of $`ab`$ plane tunnelling junction is strongly dependent on the junction orientation. Two features in the spectrum appear at energies equal to the magnitude of the superconducting gap in two momentum directions: one is the direction parallel to the interface normal and the other is the direction making a $`\pi /4`$ angle with the interface normal. It is worth noting that these features are more prominent in the spectrum of the superconductor with line nodes than in the spectrum of the superconductor with point nodes, although this subtle distinction may not be observable especially at finite temperatures.

We would like to thank M. B. Walker for valuable discussions and comments. Also, PP would like to thank Thai Research Fund (TRF, grant no. TRG4580057) for financial support.


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# Charge-density-wave order parameter of the Falicov-Kimball model in infinite dimensions

## Abstract

In the large-$`U`$ limit, the Falicov-Kimball model maps onto an effective Ising model, with an order parameter described by a BCS-like mean-field theory in infinite dimensions. In the small-$`U`$ limit, van Dongen and Vollhardt showed that the order parameter assumes a strange non-BCS-like shape with a sharp reduction near $`TT_c/2`$. Here we numerically investigate the crossover between these two regimes and qualitatively determine the order parameter for a variety of different values of $`U`$. We find the overall behavior of the order parameter as a function of temperature to be quite anomalous.

Dynamical mean field theoryMetzner and Vollhardt (1989) has been widely used to study electron correlations in a variety of different interacting systems. Much work has focused on the “paramagnetic” metal-insulator transition, on transport properties in the normal state, and on determining phase diagrams to ordered phases via a susceptibility analysis or a Maxwell construction. The properties of the ordered phase have been less studied, yet there is much interesting physics to examine there. For example, one might have thought that since the system is infinite-dimensional, both the critical behavior and the order parameter as a function of temperature would be determined by a BCS-like mean-field picture. Indeed, the critical exponents are always mean-field like, but the order parameter can have quite anomalous behavior as a function of temperature. This anomalous behavior is amplified for small correlation strength, since many models map onto effective spin models for large correlations, and the order parameter of an infinite-dimensional spin model is always mean-field-like. In this contribution, we examine in detail the case of a commensurate (two-sublattice) charge-density-wave (CDW) phase in the spinless Falicov-Kimball model at half filling. Analytical work in the large and small-$`U`$ limits has already been carried outvan Dongen and Vollhardt (1990); van Dongen (1992).

The Falicov Kimball (FK) modelFalicov and Kimball (1969) was introduced in 1969 to describe metal-insulator transitions in transition-metal and rare-earth compounds. The model consists of two types of particles: itinerant conduction electrons and localized ions that mutually interact with an on-site Coulomb interaction. It is the simplest Fermionic model of electron correlations and the spinless version can be interpreted as a simple model for crystallization,Kennedy and Lieb (1986) where the system has a phase transition from a disordered phase at high temperature to an ordered phase as the temperature is lowered. We examine the order parameter as a function of temperature here.

Many body effects enter via the statistical mechanics associated with annealed averaging. The FK model is the simplest many-body problem that can be solved exactly in the limit of large dimensions. Brandt and MielschBrandt and Mielsch (1989, 1990, 1991) presented the first solution of this problem using dynamical mean-field theory. Their solution quantitatively illustrated how a period-two CDW phase is stabilized at low temperatures.

For the symmetric half-filled case on a bipartite lattice, the ordering is into a commensurate CDW state, in which the particles order in a checkerboard pattern: the conduction electrons preferentially occupy one sublattice, and the ions the other one. Van Dongen and Vollhardtvan Dongen and Vollhardt (1990); van Dongen (1992) derived an analytical expression for the critical temperature $`T_c`$ as a function of the Coulomb interaction in the large and small-$`U`$ limits. For large-$`U`$, it has the conventional strong-coupling $`t^2/U`$ form, but for small coupling, $`T_c`$ is much larger than the BCS-like exponential form of $`\mathrm{exp}[C/U]`$. They obtained similar results for the order parameter—for large-$`U`$ it behaved mean-field-like, but for small-$`U`$ the behavior was quite anomalous with a sharp decrease as $`TT_c/2`$. Here we numerically explore the behavior of the order parameter between these two limits. A self-consistent algorithmGruber et al. (2001) is employed to perform efficient computations at low temperature and to make it feasible to study the order parameter when $`U`$ is small. Surprisingly, the order parameter is not BCS-like!

The spinless Falicov-Kimball model is represented by the following Hamiltonian:

$$=\underset{ij}{}t_{ij}c_i^{}c_j+E_f\underset{i}{}f_i^{}f_i+U\underset{i}{}c_i^{}c_if_i^{}f_i.$$
(1)
The conduction electrons (created or destroyed at site i by $`c_i^{}`$ or $`c_i`$) can hop between nearest-neighbor sites with a hopping matrixMetzner and Vollhardt (1989) $`t_{ij}=t^{}/2\sqrt{D}`$. The localized ions (created or destroyed at site i by $`f_i^{}`$ or $`f_i`$) have a site energy $`E_f`$. There is a Coulomb interaction $`U`$ between the localized ions and the conduction electrons that sit at the same lattice site. A chemical potential $`\mu `$ is employed to determine the number of conduction electrons. At half filling, we have $`\mu =U/2`$ and $`E_f=U/2`$.

We examine two bipartite lattices here—the hypercubic lattice with a density of states (DOS) given by $`\rho (ϵ)=\mathrm{exp}(ϵ^2)/t^{}\sqrt{\pi }`$ and the infinite-coordination Bethe lattice with $`\rho (ϵ)=\sqrt{4ϵ^2}/t^{}2\pi `$ (we take $`t^{}=1`$ as our energy unit). The local Green’s function $`G(i\omega _n)`$ can be written as the Hilbert transform of the noninteracting DOS $`\rho (ϵ)`$

$$G(i\omega _n)=𝑑ϵ\rho (ϵ)\frac{1}{i\omega _n+\mu \mathrm{\Sigma }_nϵ}$$
(2)
where $`\omega _n=\pi T(2n+1)`$ is the Fermionic Matsubara frequency and $`\mathrm{\Sigma }(i\omega _n)=\mathrm{\Sigma }_n`$ is the local self energy. Dyson’s equation for the local self energy reads

$$\mathrm{\Sigma }_n=i\omega _n+\mu \lambda _nG^1(i\omega _n)$$
(3)
with $`\lambda _n`$ the dynamical mean field evaluated at the $`n`$th Matsubara frequency. The effective medium Green’s function $`G_0(i\omega _n)`$ is

$$G_0(i\omega _n)=\frac{1}{G^1(i\omega _n)+\mathrm{\Sigma }_n}=\frac{1}{i\omega _n+\mu \lambda _n}.$$
(4)
Solving the atomic problem in a time-dependent field yields another equation for the local Green’s function

$$G(i\omega _n)=\frac{1w_1}{i\omega _n+\mu \lambda _n}+\frac{w_1}{i\omega _n+\mu \lambda _nU}$$
(5)
where $`w_1`$ represents the density of the ions which is determined by the atomic partition function

$$𝒵_{at}(\lambda )=𝒵_0(\lambda ,\mu )+e^{\beta E_f}𝒵_0(\lambda ,\mu U)$$
(6)
with

$$𝒵_0(\lambda ,\mu )=2e^{\frac{\beta \mu }{2}}\underset{n}{}\frac{i\omega _n+\mu \lambda _n}{i\omega _n}$$
(7)
and $`w_1=e^{\beta E_f}𝒵_0(\lambda ,\mu U)/𝒵_{at}`$. When $`E_f=U/2`$ and $`\mu =U/2`$, then $`\lambda _n`$ is pure imaginary and we have $`w_1=0.5`$.

The iterative algorithm for finding the self-energy is that of JarrellJarrell (1992): (i) first set the self-energy equal to zero; (ii) then determine the local Green’s function from Eq. (2); (iii) then determine the effective-medium Green’s function from Eq. (4) and the ion density from the atomic partition function (in our case we always have $`w_1=0.5`$); (iv) next determine the new local Green’s function from Eq. (5) and the new self energy from Eq. (3). Starting with the new self-energy, repeat steps (ii-iv) until convergence is reached.

After solving for the self-energy and the Green’s functions, the susceptibility to a CDW instability ($`T\chi =n_in_jn_in_j`$) can be calculated following the derivation of Brandt and MielschBrandt and Mielsch (1989, 1990). At high temperature, the electrons are uniformly distributed throughout the lattice. As the temperature is lowered, the charge density becomes nonuniform when the momentum-dependent susceptibility diverges and a CDW forms. After some tedious algebra, the transition temperature is found to occur when

$`1`$ $`=`$ $`{\displaystyle \underset{n}{}}{\displaystyle \frac{w_1(1w_1)U^2G_n^3\eta _n(q)}{(1+G_n\mathrm{\Sigma }_n)[1+G_n(\mathrm{\Sigma }_nU)]}}`$ (8)
$`\times `$ $`{\displaystyle \frac{1}{1+G_n[\mathrm{\Sigma }_n(1w_1)U]+G_n\eta _n(q)[1+G_n(2\mathrm{\Sigma }_nU)]}}`$ (9)
holds, where

$$\eta _n(q)=\frac{G_n}{\stackrel{~}{\chi }_n^0(q)}G_n^1$$
(10)
and the bare susceptibility satisfies

$$\stackrel{~}{\chi }_n^0(q)=\frac{1}{N}\underset{q}{}G_n(k+q)G_n(q)$$
(11)
in terms of the momentum-dependent Green’s functions ($`N`$ is the number of lattice sites). The q-dependence of $`\chi `$ can be summarized by the scalar parameterMüller-Hartmann (1989)

$$X(q)=\underset{D\mathrm{}}{lim}\frac{1}{D}\underset{i=1}{\overset{D}{}}\mathrm{cos}q_i.$$
(12)
For $`X=1`$, there is a phase transition from a uniform distribution to a (two-sublattice) checkerboard phase when the temperature falls below $`T_c`$. This transition temperature is plotted versus $`U`$ for (a) the Bethe lattice and (b) the hypercubic lattice in Fig. 1.

For $`T<T_c`$, we need to revise the algorithm to solve for the Green’s functions and to determine the order parameter. Since the thermodynamic quantities now differ on the $`A`$ and $`B`$ sublattices of the bipartite lattice, we label them by their respective sublattice. The order parameter for the CDW is defined to be $`\mathrm{\Delta }=|w_1^Aw_1^B|`$. We find that if we try to iterate a generalization of the Jarrell algorithm to include the possibility of CDW order, then the equations suffer from “critical slowing down” as one approaches $`T_c`$ from below. This would make an efficient determination of the order parameter as a function of $`T`$ impossible when $`T_c`$ became small because the number of Matsubara frequencies employed becomes large, and the equations must be iterated for a long time to achieve convergence. Instead, we adopt a variant of the algorithm proposed by Gruber et al.Gruber et al. (2001). We start by setting the self energies on each sublattice to zero. Then we (i) choose a value for the order parameter $`0<\mathrm{\Delta }<1`$ and set $`w_1^A=0.5(1+\mathrm{\Delta })`$ and $`w_1^B=0.5(1\mathrm{\Delta })`$; (ii) we determine the parameter $`Z_n`$ defined by

$$Z_n=\sqrt{(i\omega _n+\mu \mathrm{\Sigma }_n^A)(i\omega _n+\mu \mathrm{\Sigma }_n^B)}$$
(13)
and calculate the local Green’s function on the $`A`$ sublattice

$$G_n^A=\frac{i\omega _n+\mu \mathrm{\Sigma }_n^B}{Z_n}𝑑ϵ\frac{\rho (ϵ)}{Z_nϵ};$$
(14)
(iii) we solve for the effective medium on the $`A`$ sublattice

$$G_0^A(i\omega _n)=(G_{n}^{A}{}_{}{}^{1}+\mathrm{\Sigma }_n^A)^1;$$
(15)
and (iv) we calculate the new local Green’s function

$$G_n^A=(1w_1^A)G_0^A(i\omega _n)+\frac{w_1^A}{G_{0}^{A}{}_{}{}^{1}(i\omega _n)U};$$
(16)
finally (v) we determine the new self energy

$$\mathrm{\Sigma }_n^A=G_{0}^{A}{}_{}{}^{1}(i\omega _n)G_{n}^{A}{}_{}{}^{1}.$$
(17)
Next we perform a similar analysis on the $`B`$ sublattice: (vi) first we update $`Z_n`$ then calculate the local Green’s function on the $`B`$-sublattice

$$G_n^B=\frac{i\omega _n+\mu \mathrm{\Sigma }_n^A}{Z_n}𝑑ϵ\frac{\rho (ϵ)}{Z_nϵ};$$
(18)
(vii) we determine the effective medium

$$G_0^B(i\omega _n)=(G_{n}^{B}{}_{}{}^{1}+\mathrm{\Sigma }_n^B)^1;$$
(19)
and (viii) we find the new local Green’s function

$$G_n^B=(1w_1^B)G_0^B(i\omega _n)+\frac{w_1^B}{G_{0}^{B}{}_{}{}^{1}(i\omega _n)U};$$
(20)
finally (ix) we calculate the new self energy

$$\mathrm{\Sigma }_n^B=G_{0}^{B}{}_{}{}^{1}(i\omega _n)G_{n}^{B}{}_{}{}^{1}.$$
(21)
Steps (ii–ix) are repeated until converged. Then we (x) calculate the local ion site energy on each sublattice by solving the generalization of the formula for the filling $`w_1`$ to the two-sublattice case, and solving for the $`E_f`$ on each sublattice:

$$E_f^A=\frac{U}{2}+T\mathrm{ln}\left[\frac{1w_1^A}{w_1^A}\right]+T\underset{n}{}\mathrm{ln}[1UG_0^A(i\omega _n)],$$
(22)
and

$$E_f^B=\frac{U}{2}+T\mathrm{ln}\left[\frac{1w_1^B}{w_1^B}\right]+T\underset{n}{}\mathrm{ln}[1UG_0^B(i\omega _n)].$$
(23)
If $`E_f^A=E_f^B`$, then a consistent thermodynamic solution has been achieved. If not, then we adjust the order parameter $`\mathrm{\Delta }`$ and repeat the algorithm starting at step (i) until a consistent solution is reached. Since the ion densities on each sublattice are not updated during the iterative part of the algorithm, this technique does not suffer from critical slowing down, and it is easy to perform on both the Bethe lattice and the hypercubic lattice, simply by changing the corresponding DOS in the Hilbert transforms of Eqs. (14) and (18). In our numerical calculations, we use an energy cutoff of $`10t^{}`$ for the Matsubara frequencies; the maximum number of Matsubara frequencies we include is 250 000.

For $`U\mathrm{}`$, the FK model maps onto an antiferromagnetic Ising model with $`J=t^2/4DU`$. This spin system can be analyzed with static mean field theory to yield the order parameter in a Curie-Weiss form,

$$\mathrm{\Delta }=\mathrm{tanh}(\frac{\mathrm{\Delta }T_c}{T}),$$
(24)
with $`T_c=t^2/4U`$ on the hypercubic lattice. For $`U0`$, the order parameter varies sharply from this result, with a steep decrease near $`T_c/2`$ and a flattening out before going to zero at $`T_c`$. We examine the transition between these two limits numerically. We find that $`U`$ must be very small to even see the deviations from the mean-field theory curve. The evolution from the small-$`U`$ to large-$`U`$ limits is nonmonotonic. As $`U`$ increases, the order parameter curve becomes steeper and steeper near $`T_c`$ and flatter and flatter for small $`T`$ until we reach the $`U`$ corresponding to approximately the maximum of the $`T_c`$ versus $`U`$ curve. Once $`U`$ increases past the maximum, then the order parameter curve slowly approaches the large-$`U`$ limit.

We illustrate this behavior in Fig. 2 for the Bethe lattice. When $`U`$ lies below 0.2 \[panel (a)\], we can see the depression in the curve develop as we evolve toward the $`U=0`$ limit. For $`0.2<U<2.6`$, the curve moves the right and becomes steeper (but the critical exponent always remains 0.5) \[panel (b)\]. Finally, for larger values of $`U`$, the curve moves to the left until it assumes the mean-field-theory form \[panel (c)\].

The results on the hypercubic lattice are similar and are shown in Fig. 3. We show only two different regimes, as the curve is steepest when $`U`$ lies near 1.0. Note that there are no analytic results available for the $`U0`$ limit on the hypercubic lattice. The one difference from the Bethe lattice, is that here, the curves move to the right as we increase from $`U=1`$ to $`U=4`$, but they overshoot the mean-field theory curve, so they move back to the left to reach the $`U\mathrm{}`$ limit for larger values of $`U`$.

In summary, we have shown that the order parameter has an anomalous evolution as a function of temperature for small $`U`$ in the spinless FK model. One can ask is this anomalous behavior something generic to many-body systems, to the infinite-dimensional limit, or to the FK model. We tend to believe that it is most likely a curious property of the FK model itself. The weak-coupling limit of the FK model is known to have anomalous behavior for it’s $`T_c`$, being much higher than what would be predicted by a BCS approach, and it is possible that the anomalous shape survives in finite dimensions as well. Unfortunately, our numerical calculations show that $`U`$ must be very small in order to see the anomalous shape emerge, and it is likely that the $`T_c`$ is so small, that numerical calculations in finite dimensions may have trouble being performed at the temperatures necessary to see the anomaly. Even in infinite-dimensions, we are limited by how small we can make $`U`$ because the $`T_c`$ is pushed so low that the number of Matsubara frequencies included in the calculation grows too large.

Acknowledgments: We acknowledge support from the National Science Foundation under grant number DMR-0210717. L.C. would like to thank the IBM Almaden Research Center for hosting him as a visitor while this work was completed.


text:
# An Analytical Approach to Neuronal Connectivity

## Abstract

This paper describes how realistic neuromorphic networks can have their connectivity properties fully characterized in analytical fashion. By assuming that all neurons have the same shape and are regularly distributed along the two-dimensional orthogonal lattice with parameter $`\mathrm{\Delta }`$, it is possible to obtain the accurate number of connections and cycles of any length from the autoconvolution function as well as from the respective spectral density derived from the adjacency matrix. It is shown that neuronal shape plays an important role in defining the spatial spread of network connections. In addition, most such networks are characterized by the interesting phenomenon where the connections are progressively shifted along the spatial domain where the network is embedded. It is also shown that the number of cycles follows a power law with their respective length. Morphological measurements for characterization of the spatial distribution of connections, including the adjacency matrix spectral density and the lacunarity of the connections, are suggested. The potential of the proposed approach is illustrated with respect to digital images of real neuronal cells.

A particularly meaningful way to understand neurons is as cells optimized for *selective connections*, i.e. connecting between themselves in a specific manner so as to achieve proper circuitry and behavior. Indeed, the intricate shape of dendritic trees provide the means for connecting with specific targets while minimizing both the cell volume and the implied metabolism (e.g. Purves and Lichtman (1985); Karbowski (2003)). While great attention has been placed on the importance of synaptic strength over the emerging neuronal behavior, geometrical features such as the shape and spatial distribution of the involved neurons play a particularly important role in defining the network connectivity. In addition, the topographical organization and connections pervading the mammals’ cortex provide further indication that adjacencies and spatial relationships are fundamental for information processing by biological neuronal networks. The importance of neuronal geometry has been reflected by the growing number of related works (see, for instance, da F. Costa (2003)). However, most of such approaches target the characterization of neuronal morphology in terms of indirect and incomplete measures such as area, perimeter and fractal dimension of the dendritic and axonal arborizations, to name but a few. Interesting experimental results regarding the connectivity of neuronal cells growth *in vitro* have been reported in Shefi et al. (2002); Segev et al. (2003) and what is possibly the first direct computational approach to neuronal connectivity was only recently reported in da F. Costa and Monteiro (2003), involving the experimental estimation of the critical percolation density as neuronal cells are progressively superposed onto a two-dimensional domain. At the same time, the recent advances in complex network formalism (e.g. Albert and Barabási (2002); Bollobás (2002); Barabási et al. (2001); Buckley and Harary (1990); Amaral et al. (2000)) provide a wealthy of concepts and tools for addressing connectivity. Initial applications of such a theory to bridge the gap between neuronal shape and function were reported in Stauffer et al. (2003); da F. Costa et al. (2003).

As such developments are characterized by computational approaches involving numerical methods and simulation, a need arises to develop an analytical framework for neuromorphic characterization that could lead to additional insights and theoretical results regarding the relationship between neuronal shape and function. The current paper describes how regular neuromorphic complex networks can be obtained and their connectivity fully characterized in analytical terms. By regular it is meant that all cells have the same shape and are regularly distributed along the two-dimensional orthogonal lattice with parameter $`\mathrm{\Delta }`$. Such a kind of networks can be considered as models of biological neuronal networks characterized by planarity and morphologic regularity, as is the case with ganglion cell retinal mosaics Boycott and Wässle (1974) and the basal dendritic arborization of cortical pyramidal cells.

Let the neuronal cell be represented in terms of the triple $`\eta =[A,S,D]`$ where $`A`$ is the set of points belonging to its axonal arborization, $`S`$ is the set of points corresponding to the respective soma (neuronal body) and $`D`$ are the dendritic arborization points. For simplicity’s sake, a finite and discrete neuronal model is considered prior to its continuous general formulation. We therefore assume that the points used to represent the neuron belong to the square orthogonal lattice $`\mathrm{\Omega }=\{1,2,\mathrm{},N\}\times \{1,2,\mathrm{},N\}`$, with parameter $`\mathrm{\Delta }=1`$. The axon and soma are represented by a single point each, i.e. $`A=\stackrel{}{a}`$ and $`S=\stackrel{}{s}`$. Such points could be understood as corresponding to the tip of the axon and the soma center of mass, respectively. The dendritic arborization is represented in terms of the finite set of dendrite points $`D=D_1,D_2,\mathrm{},D_M`$, and it is henceforth assumed that a dendrite point never coincides with the axon. Figure 1 illustrates such a geometrical representation for a neuron with 3 dendrite points. Observe that the coordinate origin coincides with the axon, which is taken as reference for the soma and dendrite coordinates.

Neuromorphic networks (actually digraphs Bollobás (2002)) can now be obtained by placing one such a neuron at all possible nodes of the orthogonal lattice $`\mathrm{\Omega }`$. By fully characterizing such neuronal architectures, the connections established whenever an axon is overlaid onto a dendrite point (no connections with soma are allowed) stand out as particularly important features of the obtained network. Consequently, it is important to obtain analytical expressions fully characterizing neuronal connectivity, in the sense of the spatial distribution of paths and cycles of any specific length. We start by considering the connections initiated from a single specific neuron $`i`$ placed at position $`\stackrel{}{p}`$. As illustrated in Figure 2, the three neurons identified by the vectors $`\stackrel{}{c}_1=\stackrel{}{p}\stackrel{}{d}_1\stackrel{}{s}`$, $`\stackrel{}{c}_2=\stackrel{}{p}\stackrel{}{d}_2\stackrel{}{s}`$, $`\stackrel{}{c}_3=\stackrel{}{p}\stackrel{}{d}_3\stackrel{}{s}`$ are directly connected to $`i`$ through paths of unit length. As is clear from such a construction, the set of neurons connected to $`i`$ through unit-length paths can be obtained by convolving the initial point $`\delta \left\{\stackrel{}{p}\right\}`$ with the function $`g(x,y)=\delta \left\{\stackrel{}{d}_1\stackrel{}{s}\right\}+\delta \left\{\stackrel{}{d}_2\stackrel{}{s}\right\}+\delta \left\{\stackrel{}{d}_3\stackrel{}{s}\right\}`$. In other words, given a set of initial neurons with axons located at $`\xi (x,y)`$, the number $`\chi (x,y)`$ of connections received from that set by a neuron at position $`(x,y)`$ is obtained as in Equation 1. The binary-valued (1-true, 0-false) function $`\nu (x,y)`$ given in Equation 2 indicates whether there is a unit-length path between the neuron at $`(x,y)`$ and the initial set of points $`\xi (x,y)`$, where $`\varphi ()`$ is the hard-limiting function. The functions expressing the number of connections of length $`k`$ between $`\xi (x,y)`$ and the neuron at position $`(x,y)`$ and the presence of at least one such a connection at that position are given by Equations 3 and 4, respectively. The total number of connections from length 1 to $`k`$ received by the neuron located at position $`(x,y)`$ from $`\xi (x,y)`$ is given as in Equation 5. Observe that the use of the Dirac delta function in such a formulation allows the immediate extension of such results to continuous spatial domains. It should be also observed that the above framework can be immediately extended to generalized axons by having the dendritic arborization to undergo Minkowski dilation Stoyan et al. (1995) with the axonal shape and considering as axon only the single point corresponding axon a reference along its shape. While the analytical characterization of the connectivity of the considered network models has been allowed by the fact that identical neuronal shapes are distributed along all points of the orthogonal lattice, it is interesting to consider extensions of such an approach to other situations. An immediate possibility is to consider sparser configurations, characterized by larger lattice parameters $`\mathrm{\Delta }`$. Such an extension involves sampling the neuronal cell image at larger steps.

$`\chi (x,y)=g(x,y)\xi (x,y)`$ (1)
$`\nu (x,y)=\varphi (\chi (x,y))`$ (2)
$`\chi _k(x,y)=\underset{k\times }{\underset{}{g(x,y)\mathrm{}g(x,y)}}\xi (x,y)`$ (3)
$`\nu _k(x,y)=\varphi (\chi _k(x,y))`$ (4)
$`\tau _k(x,y)={\displaystyle \underset{j=1}{\overset{k}{}}}(\chi _j(x,y))`$ (5)
Figure 3 shows two digital images obtained from real ganglion cells, (a) and (b), and their respective functions $`\chi _k(x,y)`$ for $`k=2`$ to $`4`$. The axon has been placed over the centroid of the neuronal shape (including soma and dendrites), whereas the dendritic trees have been spatially sampled into 2033 and 671 pixels, respectively. Figure 4 shows $`\chi _k(x,y)`$ obtained for the cell in Figure 3(a) but with the soma located at the cell center of mass, which is displaced from the cell centroid by $`\stackrel{}{s}=(0,7)`$. It is clear from such results that the neuron morphology strongly determines the connectivity between cells in two important senses: (i) the spatial scattering of the dendrite points influences the spatial connectivity distribution and (ii) the relative position of the axon defines how the centroid of the connections shifts for increasing values of $`k`$. While the increased number of synaptic connections implied by denser neuronal shapes is as expected, it is clear from the example in Figure 4 that the distance from axon to cell center of mass implies a coordinated spatial shifting of connections as their respective lengths are increased. Given the predominantly two-dimensional structure of the mammals’ cortex, such an effect provides an interesting means to transmit information horizontally along such structures. As the proper characterization, classification, analysis and simulation of neuromorphic networks are all affected by these two interesting phenomena, it is important to derive objective related measurements. Let $`P(x,y)`$ be a density function obtained by normalizing $`\chi _k(x,y)`$. Thus, the spatial scattering of the connections can be quantified in terms of the respective covariance matrix $`K_k`$, and the spatial displacement of the centroid of $`P(x,y)`$ can be quantified in terms of the ‘speed’ $`v=\stackrel{}{s}`$. Additional geometrical measurements of the evolution of the neuronal connectivity that can be derived from the covariance matrix $`K`$ include the angle $`\alpha _k`$ that the distribution main axis makes with the x-axis and the ratio $`\rho _k`$ between the largest and smallest respective eigenvalues.

Another interesting network feature related to connectivity is its number $`C_{\mathrm{},k}`$ of cycles of length $`\mathrm{}`$ established by the synaptic connections. This feature can be calculated from the enlarged matrix $`A`$ obtained by stacking the columns of the matrix where the neuronal cell image is represented in order to obtain the rows of $`A`$, while the reference point of the cell is shifted along the main diagonal of $`A`$. Observe that the image size $`N\times N`$ has to be large enough in case dynamics near the toroidal boundary conditions are to be avoided. The $`N^2`$ eigenvalues of the thus obtained *adjacency matrix* Albert and Barabási (2002) of the whole two-dimensional network are henceforth represented as $`\lambda _i`$, $`i=1,2,\mathrm{},N^2`$. As $`A`$ is circulant, these eigenvalues can be immediately obtained from the Fourier transform of its first row. Observe that the simplicity and speed of such an approach allow for systematic investigation of a variety of different neuronal shapes. As the cell reference point is assumed never to coincide with a dendrite point, we also have that $`_{r=1}^N\lambda _r=0`$. As $`A`$ is a non-negative matrix, there will always be a non-negative eigenvalue $`\lambda _M`$, called the *dominant eigenvalue of A*, such that $`\lambda _r\lambda _M`$ for any $`r=1,2,\mathrm{},N`$. The (unnormalized) *cycle density* of $`\mathrm{\Gamma }`$, defined in Equation 6, provides a clear characterization of the network cycles in terms of their respective populations. The total number of cycles up to length $`P`$ is defined as $`T=_{p=1}^P\mathrm{\Lambda }(p)`$. The *spectral density* (e.g. Albert and Barabási (2002)) of the adjacency matrix, defined in Equation 7, where $`\lambda _p`$ is the $`p`$th eigenvalue of $`A`$, provides an additional way to characterize the topology of the obtained networks.

$`\mathrm{\Phi }(t)={\displaystyle \underset{p=1}{\overset{P}{}}}\mathrm{\Lambda }(p)\delta (tp)`$ (6)
$`\rho (\lambda )={\displaystyle \frac{1}{N}}{\displaystyle \underset{r=1}{\overset{N}{}}}\delta (\lambda \lambda _r)`$ (7)
It is interesting to note that as the maximum length $`p`$ in Equation 6 increases, the number of cycles with that length can be approximated as $`\mathrm{\Lambda }(p)\lambda _M^p`$, i.e. the dynamics of $`p`$ is defined by the dominant eigenvalue of $`A`$, and the distribution of $`\mathrm{\Lambda }(p)`$ tends to follow a power law. The eigenvalue $`\lambda _M`$, which depends on the specific dynamics through which new edges are incorporated into the network, therefore represents an interesting parameter for characterizing the cyclic composition of complex networks. Figures 5(a) and (b) show the real part (recall that the adjacency matrix for a digraph is not necessarily symmetric) of the spectral density of the adjacency matrices obtained for the neuronal cells in Figure 3(a) and (b) considering $`\mathrm{\Delta }=1`$ and 5. The wider dispersion of the spectrum of the denser cell in Figure 5(a) reflects a higher potential for connections of that neuron in both cases. It is also clear that the separation of cells by $`\mathrm{\Delta }=5`$ leads to a substantially smaller spectrum, with immediate implications for the respective neuronal connectivity.

An additional morphological property of the spatial distribution of the connections is their respective *lacunarity* (e.g. Hovi et al. (1996)), which expresses the degree of translational invariance of the obtained densities. Figure 6 shows the lacunarities of the connection densities obtained for the two considered cells with respect to $`k=1`$ to $`4`$. It is interesting to observe that most of the lacunarity differences are observed for $`k=1`$, with similar curves being obtained for larger values of $`k`$. At the same time, the denser cell led to lower lacunarity values. Given their immediate implications for neuronal connectivity, the above proposed set of neuronal shape measurements present specially good potential for neuron characterization and classification.

In addition to paving the way for the complete analytical characterization of the connections in regular neuromorphic networks in terms of paths and cycles, the framework proposed in this article can be immediately adapted to express the spread of neuronal activity starting from the stimulus $`\xi (x,y)`$. The neurons are understood to accept input and produce output in synchronous manner at each clock cycle $`T`$. For instance, the situation where the neuronal cell output corresponds to the inner product between its shape and the respective area of the input space can be immediately characterized in terms of the eigenvalues and eigenvectors of precisely the same adjacency matrix $`A`$ constructed as described above. Although the proposed methodology assumes identical, uniformly distributed neuronal cells, it is expected that they provide a reference model for investigating and characterizing real networks characterized by a certain degree of regularity, such as some subsystems found in the retina and cortex. Mean-field extensions of the reported approach are currently being investigated.

###### Acknowledgements.

The author is grateful to FAPESP (processes 99/12765-2 and 96/05497-3) and CNPq for financial support.


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# Influence of external information in the minority game

## I Introduction

The minority game has become an extensively used model of some aspects of financial markets CZ97 . It shows that complex behavior can arise from relatively simple mathematical rules, used to define a system of interacting agents. In addition, it is amenable to analytical treatment CMZ00 , and shows the usefulness of the methods of statistical physics for the study of problems of interest in economics, sociology, or biology MG . The model has been extensively analyzed, and it shows a phase transition between an ergodic phase, where the agents reach a well defined stationary state, and a non ergodic phase, where the evolution is strongly dependent on the initial conditions SMR99 . The ergodic phase can be well characterized by means of the replica formalism, well known in studies of systems with quenched disorder. The disorder in the minority game arises from random differences between the agents, associated to the strategies at their disposal (see below). There is no similar degree of understanding of the behavior of the agents in the non ergodic phase, where frustration and herding effects play a major role in determining the long time evolution. Relatively simple modifications of the rules of the game change significantly the results, for the parameter range where the ergodic phase occurs. These changes can modify, or even suppress, herding behavior. We can mention, among other variations, evolution based schemes, which allow for the use of the opposite outcome predicted by the “best” strategy Jetal99 , agents which discount the effect of their own choices on the market MC01 , or agents which use individual, instead of global, information CPG00 . The case where agents discount their impact on the market can be studied analytically, and it can be shown that the dynamics lead to a stationary state with small volatitlity, and which optimizes the benefits to the collective MC01 ; CMZ00b ; MM01 . It is known that, for the non ergodic phase in the standard version of the minority game, the available information is arbitraged away, making the difference between the actual histories and random data irrelevant C99 . On the other hand, the outcome of the game shows a significant dependence on the initial bias in the scores of the strategies, when this bias is allowed to have a finite valueHC01 .

In the present work, we will analyze further how the external information is processed in the non ergodic phase. For that purpose, we will assume that a given number of agents make always the same choice, inducing a bias in the outcome. The predictable behavior of these fixed agents can be considered as an external information source which can be processed by the remaining active agents. If the active agents were playing at random, the minority group would tend to be the one not preferred by the fixed agents. This situation corresponds to having a given number of correlated producers, in the generalization of the minority game described in CMZ00b ; MM01 . Alternatively, we can consider that the “comfort threshold” for the active agents has been shifted away from half filling by the presence of the agents with fixed choices. This situation was already considered in the initial version of the minority game A94 , and it has been further studied in Jetal99b . An extension of the analytical results for the standard minority game to a situation where the “comfort threshold” has been shifted can be found in CMO03 . A situation where all strategies used by the agents are biased towards a given outcome is discussed in Yetal03 . A related situation is that in which some agents prefer to be in the majority, considered in MGM03 . The existence of these “trend followers”, however, is not a source of information for the other agents.

The models studied will be more precisely defined in the following section. We present the main results in section III. Finally, section IV summarizes the conclusions, and compares the results with related work.

## II The models

We study the minority game defined in the usual way. There are $`N`$ agents which use $`s`$ strategies each, assigned initially at random. These strategies associate a given binary outcome to a series of $`m`$ binary numbers, which represent the history of the game in the previous $`m`$ time steps. The number of possible strategies is $`2^{2^m}`$. The goal of the agents is to choose the minority group, that is, the one chosen by less than half of the agents, $`N/2`$. There is a given number of agents $`N_f`$ which always make the same choice, 1. Hence, the number of “active” agents is $`NN_f`$. The maximum number of active agents which can win at a given time is, obviously, $`N/2`$, when $`N/2N_f`$ active agents make the choice 1, and the remaining $`N/2`$ choose 0. The game becomes trivial if $`N_fN/2`$, as all the active agents will profit from making the choice 0. Note that in the standard version of the minority game there will be, on the average, a fraction $`2^s`$ of agents unable to make this choice, as the strategies available to them lead only to choice 1. The results to be discussed are averages over the possible distributions of strategies among agents.

We study three versions of the model, which differ in the way the score of the strategies available to the agents are updated, or in the information processed by the agents:

i) The standard minority game, as defined in CZ97 . Each agent updates the score of the strategies available to it according to whether the predicted outcome was successful (one point is added to the score) or unsuccessful (zero points are added).

ii) The individual minority game, as defined in CPG00 . The input used by each agent in order to decide the outcome predicted by a given strategy is the succession of events that it has experienced. A given (individual) history thus corresponds to the series of choices made by the agent.

iii) The minority game where agents discount the impact of the strategy which they have used on the global result CMZ00b ; MC01 ; CMZ00 . In order to take the impact into account, the score of the strategies is updated considering what would have happened if the agent had taken the opposite decision, and rewards the strategy used. For that purpose, we follow the linear payoff introduced in ref. CMZ00 , which considers an increase in the score of each strategy $`s`$ of agent $`i`$ in time $`t`$ of $`\mathrm{\Delta }=a_{s,i}(t)A(t)/P+\eta \delta _{s,s_i(t)}/P`$; $`a_{s,i}`$ is the prediction of strategy $`s`$ (in terms of $`\{1,1\}`$), $`A(t)=N_1(t)N_0(t)`$, and $`\eta `$ is the reward to the strategy played. In the following we use $`\eta =0.5`$.

In all three cases, the total number of agents is $`N`$, which is taken to be an odd number. Then, the number of winners cannot exceed $`(N1)/2`$. The fixed agents can also be on the winning side, and the same bound also applies to the winners among the active agents. In all three cases, the distribution of strategies among the active agents is completely random, with no particular correlation among the strategies at the disposal of each agent. The initial score of the strategies is set to zero, and thus the $`s`$ strategies assigned to each agent are equally good.

As mentioned in the introduction, the existence of $`N_f`$ players which always make the same choice is equivalent to a minority game with no fixed players, but where the “comfort” threshold has been shifted. We can assume that there are only $`NN_f`$ agents, but that the winning outcome is 0 when the number of agents which make that choice is less than $`N/2`$, which, in this case, is greater than one half of the number of agents.

## III Results

### III.1 The phase transition.

The analytical study of the minority game CMZ00  allows us to determine the existence and location, of the transition between the ergodic and non ergodic phase as function of the number of fixed agents, $`N_f`$. Following ref. CMZ00b , the fixed agents considered here play the role of “producers”. These producers have only one strategy, which, in our case, is the same for all of them, and it gives the same decision for each possible history, so that, in the notation in CMZ00b , they are maximally correlated. The analytical results obtained there, valid in the “thermodynamic” limit when the number of agents and available strategies is large, describe how the phase transition between the symmetric and asymmetric phase depends on the the fraction of effective producers, which can be written as $`\rho N_f^2/N`$. This number is large, $`\rho 1`$, which allows us to expand the implicit expression for the critical value of $`\rho `$, in the Appendix in CMZ00b . We find that, at the transition:

$$N_f^{}\frac{N}{2^{m/2}\sqrt{\pi }}$$
(1)
when the number of strategies per agent is $`s=2`$. When the number of fixed agents, $`N_f>N_f^{}`$, the game is in the ergodic phase. The expression in eq. (1) ceases to be valid when the assumption $`\rho 1`$ fails, that is, for $`N_f^{}\sqrt{N}`$.

When $`N_f=0`$ and $`s=2`$, there is a phase transition for $`N=N^{}2^m/0.3374`$.

Results for different quantities and for the three versions of the minority game described in the previous section are shown in Fig. . The number of agents is 1001. All quantities displayed have been calculated by averaging over 100 series of $`300\times 2^m`$ time steps, after the system has achieved a stationary state, each series corresponding to a different initial distribution of strategies among the active agents.

In the ergodic phase the discount of the market impact ceases to be relevant, and the volatility displayed in Fig.  is the same for cases i) and iii) defined in the previous section. The value $`N_f^{}`$ at which this transition takes place is well described by eq. (1). Similar results are obtained for other values of the number of strategies assigned to each agent, as shown in Fig. . The transition is shifted towards higher values of $`N_f`$ as we increase the number of strategies $`s`$ available to each agent, and the tendency for the agents to overreact to the information provided by the fixed agents in the standard version of the game and in the non ergodic phase is more pronounced (see $`N_0`$ in figs.  and ).

The fluctuations in the size of the minority group are reduced by the presence of fixed agents, in qualitative agreement with Yetal03 . The fraction of winners among the active agents is constant, within our numerical accuracy, in the non ergodic phase, and then it increases significantly as one enters the ergodic phase. The increase is also in agreement with the results in Yetal03 , where the efficiency of the game was increased with a biased pool of strategies. The initial plateau of the fraction of winners among the active players also agrees qualitatively with the slow rise found in Yetal03 .

The transition from the non ergodic (symmetric) phase to the ergodic (asymmetric) phase, as function of the memory of the agents, $`m`$, is shown in Fig. . For comparison, we also show the transition line obtained using the analytical calculation in CMZ00b .

When the number of fixed agents is sufficiently large, the number of winners is equal to the number of agents which make choice 0, that is, which avoid the group chosen by the fixed agents. In addition, the dynamics converges to a stationary state where all agents which have the appropriate strategies available make choice 0. There is only one history describing the winning choice in this regime, $`\mathrm{}00000\mathrm{}`$. On average, there is a fraction $`2^m`$ of active agents which cannot make use of the winning strategies, $`\mathrm{}00000\mathrm{}0`$. Thus, the average number of active agents which make the correct choice, 0, is $`N_0=(12^m)(NN_f)`$. This situation is stable if the $`N_0`$ agents are indeed in the minority group, that is, if $`N_0<N/2`$, which implies:

$$N_f>\frac{2^{m1}1}{2^m1}N$$
(2)
This inequality gives the threshold for the trivial dynamics when the number of fixed agents is sufficiently large, deep into the ergodic phase.

### III.2 The non ergodic phase. “Overscreening” effects.

Inside the non ergodic phase, $`N_f<N_f^{}`$, where the value of $`N_f^{}`$ is given in eq. (1), the number of agents making the opposite choice of that of the fixed agents, $`N_0`$, is such that $`N_0N/2`$ in the non ergodic phase, when the number of fixed agents is not zero (see fig. ). This choice makes the outcome highly unfavorable for the collective of active agents as the number of agents which can win cannot exceed $`N/2`$.

The benefits of the collective in the non ergodic phase increase greatly when the agents are able to discount the impact of the strategies on the outcome, or use their own individual histories. Note that when agents discount the impact of the strategies, the score of a given strategy is not the same for all agents, making the situation somewhat similar to that in the individual minority game. In both variations of the standard minority game the number of winning agents, $`N_w`$, is about half the number of active agents, $`N_w(NN_f)/2`$. This is below the maximum number of possible winners, which is $`N/2`$, provided that $`N_f<N/2`$.

The most striking result is that, in the standard version of the minority game, the number of active agents which make choice 0 is larger than its optimal value in the non ergodic phase. This choice is the opposite to the choice made by the fixed agents. Thus, the active agents perceive the existence of the fixed agents, but there is a herding effect which induces them to make the opposite choice in numbers above the appropriate comfort level. In the language of a random spin model MPV87 , the active agents “overscreen” the external field induced by the fixed agents.

### III.3 The non ergodic phase. Dynamics.

We have analyzed the “overscreening” of the information provided by the fixed agents in the standard minority game by studying individual time series in the non ergodic phase. Results are shown in Fig. , for a memory of two time steps, $`m=2`$, and $`s=2`$ and $`s=6`$ strategies per active agent. The time series show well defined cycles with periodicity greater than the time horizon available to the agents, who are unable to make use of this information, as in the standard minority game without fixed agents SMR97 . These cycles are sometimes interrupted by strong deviations when $`s=6`$. The origin of these spikes is unclear, although it is consistent with the enhancement of herding effects as the value of $`s`$ increases.

For the case $`m=2`$ the typical cycle spans eight time steps, where the winning choice follows the series $`\mathrm{}11100010\mathrm{}`$. We can understand this cycle by assuming that there are two strategies with the highest score being used by the agents. These strategies are mutually opposite. They can be considered as representative of broad classes of strategies with similar outcomes CZ98 . We further assume that the score of these strategies can either differ by one unit (the minimum amount) or be equal, in which case the strategy used is decided by a coin toss. Then, i) At the beginning of the cycle the history processed by the agents is $`11`$. We assume that the strategy with the highest score predicts $`110`$. The majority of active agents follows this strategy so that the winning choice is 1. The score of this strategy and that of its opposite, $`111`$ becomes equal. ii) The history processed by the agents remains $`11`$. The active agents take a random decision, and the majority group is determined by the fixed agents. The winning choice is 0, and the strategy $`110`$ becomes again the one with the highest score. iii) We now assume that the strategies predicting the two opposite outcomes after the history $`10`$ have equal score. The active agents make a random decision, and the outcome is determined by the choice of the fixed agents. The winning choice is 0, and the scores are updated accordingly. iv) We assume again that the strategies $`000`$ and $`001`$ have the same score. The winning choice is 0, and the scores are updated. v) The active agents use the history $`00`$ and take choice 0. The winning choice becomes 1, and the two strategies $`000`$ and $`001`$ have again the same score. vi) The history is $`01`$. If the strategies predicting the two possible outcomes have the same score, the winning choice will be 0. vii) The history now is $`10`$. The strategy with the highest score is $`100`$, as fixed in step iii). The winning choice is 1. viii) The history is $`01`$. The strategy with the highest score is $`010`$, as fixed in step vi). The winning choice is 1, and the cycle repeats itself. This succession of events is schematically shown in Table.

The influence of the fixed agents is to determine the outcome in cases where two strategies which lead to opposite choices have the same score. The existence of these situations in the standard minority game leads to a rich structure in the size of the groups CPG99 , and to Gaussian fluctuations around the average values, due to the randomness in the outcomes. This randomness disappears in the presence of fixed agents. When two opposite strategies have the same score, around half of the active agents make one choice and the other half makes the opposite. The existence of fixed agents determines the majority group, which is that chosen by the fixed agents. Then, the active agents have a strong bias towards the opposite group the next time that the same history presents itself. This tendency leads to the overscreening of the information provided by the fixed agents. If the number of time steps in the history processed by the agents is $`m`$, the cycle is usually of $`2^{m+1}`$ steps. These cycles appear in the non ergodic phase, where a majority of active agents are able to distinguish the “best” strategies. The tendency towards overscreening increases with the number $`s`$ of strategies available to the agents.

The information available to the agents in the series in Fig. , vanishes, because the outcome after a given history is totally unpredictable. Then, as we are using a binary payoff, the difference between the scores of the $`s`$ strategies of each agent averages to zero. This can be seen in Fig. , where we show how $`\theta `$ ($`\theta ^2=\frac{1}{2^m}_\mu (2\psi 1)|\mu ^2`$, $`\psi `$ is the minority group in each time step), which indicates the amount of information on the time series is zero in the non ergodic phase.

### III.4 Influence of the payoff function.

It is interesting to study the changes in the non ergodic phase when the payoff function used in updating the score of the strategies is proportional to the deviation from the optimal occupancy, instead of a step function, as commonly used when analytical methods are applied to the minority game CMZ00 . In this case, the condition that there is no information available to the agents implies that the average payoff for each strategy is zero. In order for this to happen, $`N_0=N/2`$ should be satisfied. Hence, the tendency towards overscreening in the ergodic phase described above does not lead to deviations of $`N_0`$ from its “natural” value. There is, however, a significant asymmetry in the distribution $`P(N_0)`$, as shown in Fig. . There is a range of values of $`N_0`$ near $`N/2`$ for which $`P(N_0)`$ is biased towards $`N_0>N/2`$, as in the minority game with a binary payoff. This effect is compensated by the inverse asymmetry of $`P(N_0)`$ when $`N_00`$ or $`N_0N`$. Note that, for the standard situation with no fixed agents, the distribution $`P(N_0)`$ is significantly different from that in the minority game with a binary payoff CPG99 .

### III.5 Random vs. actual histories.

We have studied the changes induced by replacing the actual histories by random variables in the standard version of the minority game, as initially discussed in C99 . The results are shown in Fig. . We plot there a number of statistical averages which serve to characterize the minority game, like the fraction of “frozen agents”, which although in principle active, settle to use only one strategy at long times, $`\varphi `$, and the information stored in the history of the game CMZ00 , $`\theta ^2`$, which is the bias towards one of the two outcomes of the game when a given history appears on the time seriesoutcome . In the non ergodic phase, the agents are not able to distinguish between the actual histories and a succession of random events, as in the minority game without bias C99 . In the ergodic phase, however, the information provided by the fixed agents becomes relevant, and there is a difference between the actual game and that generated by a succession of random events.

The cycles shown in Fig.  are due to the sequential substitution of the strategy with the highest score by its opposite. Hence, a random succession of histories can give rise to the same overscreening. Thus, the results in the non ergodic phase do not change when the histories are random variables, as shown in Fig. . The situation changes in the ergodic phase. When the histories processed by the agents are random but the winning choice is constant in time, 0, the score of each strategy will depend only on how often it contains 0 as an output. If the number of strategies at play is small, in the ergodic phase, the strategies with the highest score will contain a significant number of 1’s as outputs. Then, the agents will become frozen, and make, with similar probability, the two possible choices. This explains the results in the first row and right columns (high values of $`m`$) in Fig. , where about half of the active agents make the right choice, 0, and the other half choose 1, when the histories are random. As shown in the third row, most agents in this regime are frozen and the information in the dynamically generated histories is maximal CMZ00  (fourth row in Fig. ). This situation, where a significant number of active agents become frozen, is more difficult to achieve when the histories are dynamically generated by the agents themselves.

Finally, while the dynamics of the standard minority game in the non ergodic phase imply frequent situations where agents make choices using a coin toss, see table, the actual outcome of the game is fixed. Hence, we do not expect that this non deterministic aspect of the dynamics will play a significant role JHJ02 .

## IV Conclusions

We have studied the minority game when a given number of agents make always the same choice. Hence, from the point of view of the remaining, active, agents, the predictable behavior of the fixed agents can be considered a source of external information. We have analyzed the standard version, the variant where agents use individual information, and that in which agents are able to discount the effect of their actions on the outcome.

The system shows a variety of interesting results in the non ergodic phase, where the ability of the agents to process the information available to them is highest:

i) In the standard minority game, the active agents tend to overscreen the information provided by the fixed agents, leading to disastrous effects for the collective (we are using the analogy with spin models, where the external information can be viewed as an applied field, to be screened by the dynamical spins which represent the agents). The number of agents in the minority group not only shows a large dispersion, as in the symmetric minority game, but its average is far from the optimal value. Assuming that there are $`N`$ agents, of which $`N_f`$ make always the same choice, 1, we find that the average of the number of active agents which make choice 0 is $`N_0>N/2`$, while the optimal value is $`N_0N/2`$.

ii) The overscreening of the external information can be understood through the existence of cycles longer than the amount of time steps which the agents are able to process. The presence of the fixed agents determine the outcome of the situations when opposite strategies have the same score. This, in turn, leads to a strong bias of the active agents towards the group not chosen by the fixed agents. This bias proves catastrophic for the global benefit of the active agents.

iii) The gain made by the collective of active agents in the non ergodic phase is significantly improved when the agents use individual information, or are able to discount the effect of their own choices on the global outcome. The dispersion in the number of agents in the minority group is greatly reduced. The average number of winners, $`N_w`$, however, fluctuates around the half the number of active agents, $`N_w(NN_f)/2`$, while the maximum number of possible winners is $`N/2`$, for $`N_f<N/2`$.

iv) The results for the non ergodic phase are qualitatively the same when agents use individual information, and for the case where agents discount the effect of their strategies on the outcome. This is probably due to the fact that, in both cases, the score assigned to a given strategy is different for different agents.

These features imply that the existence of an external bias in the non ergodic phase of different versions of the minority game significantly reduces the global benefit of the agents with respect to the maximum possible value, which increases as external information is fed into the system.

The situation where the agents achieve the highest collective payoff, with respect to the maximum payoff which can be achieved takes place when the number of fixed agents vanishes. This fact is not contradictory with an increase in the efficiency of the game in absolute terms Yetal03 , as the opportunities for a given active agent are significantly increased by the presence of fixed agents.

On the other hand, the predictability of the outcome, in the non ergodic phase, is zero, as any outcome is possible after a given history CMO03 , despite the fact that the agents fail to guess the correct “comfort” threshold.

We have not considered here the influence of varying the initial scores of the strategies, which is expected to change the volatility in the non ergodic phase HC01 ; MC01 . The fact that the active agents are unable to remove the external information in the ergodic phase is in agreement with the results in CMO03 .

## V Acknowledgements

We appreciate helpful comments, and a careful reading of the manuscript, to M. Marsili and D. Challet. We are thankful to Caja de Ahorros de Granada “La General” and MCyT (Spain) for financial support, through grant MAT2002-04095-C02-01.


text:
# Long range magnetic ordering in a spin-chain compound, Ca3CuMnO6, with multiple bond distances

## Abstract

The results of ac and dc magnetization and heat capacity measurements as a function of temperature (T = 1.8 to 300 K) are reported for a quasi-one-dimensional compound, Ca3CuMnO6, crystallizing in a triclinically distorted K4CdCl6-type structure. The results reveal that this compound undergoes antiferromagnetic ordering close to 5.5 K. In addition, there is another magnetic transition below 3.6 K. Existence of two long-range magnetic transitions is uncommon among quasi-one-dimensional systems. It is interesting to note that both the magnetic transitions are of long-range type, instead of spin-glass type, in spite of the fact that the Cu-O and Mn-O bond distances are multiplied due to this crystallographic distortion. In view of this, this compound could serve as a nice example for studying ”order-in-disorder” phenomena.

PACS numbers: 75.50.-y; 75.50.Lk; 75.30.Cr; 75.30.Kz

E-mail address: sampath@tifr.res.in

The spin-chain compounds of the type, (Sr, Ca)3MXO6 (M, X= a metallic ion, magnetic or nonmgnetic), crystallizing in the K4CdCl6 (rhomhohedral) derived structure (space group $`R\overline{3}c`$), are attracting a lot attention in the recent literature (see, for instance, Refs. 1-17 and references cited therein). The structure is characterized by the presence of chains of M and X ions running along c-direction arranged hexagonally forming a triangular lattice. These chains are separated by Sr (or Ca) ions. Within the chains, alternating MO6 trigonal prism and XO6 octahedra share one of the faces. The triangular arrangement of magnetic ions in the a-b plane may result in magnetic frustration in the event that the interchain interaction on the a-b plane is antiferromagnetic. A survey of the literature reveals that a variety of magnetic behaviour, including ”partially disordered antiferromagnetic structure” (a rare magnetic structure), has been observed (Refs. 10, 11) in this class of compounds. Among these spin-chain oxides, the Cu containing ones are especially of interest due to a lowering of crystal symmetry. For instance, Sr3CuIrO6 undergoes a monoclinic distortion (space group C2/c) due to Jahn-Teller effect as a result of which the Cu ions at the trigonal prisms move slightly away within the basal plane from its original position thereby attaining pseudo-square-planar oxygen coordination. An interplay of this distortion and defects makes the magnetism inhomogeneous with the magnetic behavior being sensitive to sample preparative conditions. One would therefore expect that such distortions should not result in long range magnetic ordering. Therefore, we carried out magnetic studies on another Cu containing compound, Ca3CuMnO6, which has been recently synthesized and found to undergo further distortion to a triclinic structure (space group, P-1). The results reveal that this compound actually undergoes antiferromagnetic ordering close to 5.6 K, in contrast to the inhomogeneous, spin-glass behaviour seen for Sr3CuIrO6, thereby presenting another interesting situation among this class of compounds. In addition, interestingly, there is one more magnetic transition below 3.6 K, a feature uncommon among other classes of quasi-low-dimensional magnetic materials.

The title compound was prepared by a conventional solid state route from high purity ($`>99.9\%`$) CaCO3, MnO2 and CuO. Required amounts of these were thoroughly mixed, pressed into pellets and annealed at 1130 C for 48 h. The pellets were ground finely, pelletized and heat-treated in an atmosphere of oxygen at 1000 C for 4h, after which it was slow-cooled. The samples were characterized by x-ray diffraction and the pattern (see Fig. 1) confirms single phase nature of the specimen. The dc magnetic measurements were performed by commercial superconducting quantum interference device (Quantum Design) and vibrating sample (Oxford Instruments)

magnetometers, whereas ac susceptibility ($`\chi `$) data were obtained with the former. Heat-capacity (C) data (1.8 - 40 K) were obtained by a semi-adiabatic heat-pulse method.

The results of dc $`\chi `$ measurements recorded in the presence of a magnetic field (H) of 5 kOe is shown in Fig. 2a. The $`\chi (T)`$ follows Curie-Weiss behaviour above 50 K. The paramagnetic Curie temperature $`(\theta _p)`$ obtained from this plot turns out to be about -85 K with the negative sign indicating the existence of antiferromagnetic correlations. The effective moment is found to be 4.4$`\mu _B`$, which is close to the value obtained assuming Cu and Mn are 2+ and 4+ states respectively. As the temperature is lowered below 50 K, there is a deviation of inverse $`\chi (T)`$ curve from high temperature linear behaviour, presumably due to short range magnetic correlations, leading to magnetic ordering close to 5.7 K as evidenced by the appearance of a distinct peak at 5 K. There is an additional shoulder at 3.6 K as though there is another magnetic transition. In order to understand the nature of the magnetic ordering, we have performed $`\chi `$ measurements at low temperatures (2-20 K) in the presence of a H of 100 Oe, both for field-cooled (FC) and zero-field-cooled (ZFC) conditions of the specimen, as well as isothermal magnetization (M) measurements. It is clear from the figure 3a that there is a distinct peak at 5.7 K. The $`\chi `$(T) plots for both ZFC and FC states merge and this is sufficient enough to establish that both the magnetic transitions are of a long-range type, presumably of an antiferromagnetic type judged by the appearance of a peak in the $`\chi (T)`$ plot at the onset of magnetic ordering. Further evidence for this conclusion is obtained from the data shown in Fig. 2b. At 1.8 K, M varies linearly with H till about 30 kOe, which is followed by a curvature of the plot of M(H) at higher fields to a higher M value compared to the one obtained from the linear extrapolation of the low field data as though there is a spin reorientation. There is no evidence for saturation till the highest field applied and the plot is non-hysteretic. Similar features are seen at 4.2 K, but not at 10 K (not shown in the figure). These features establish that both the transitions are of an antiferromagnetic type. It is at present not clear whether both Cu and Mn ions contribute to these magnetic transitions.

Further evidence for the absence of spin-glass freezing is obtained from the ac $`\chi `$ data (1.8 - 20 K), recorded at various frequencies ($`\nu `$= 1, 10, 100 and 1000 Hz). In the real part ($`\chi ^{}`$) of ac $`\chi `$, there is a broad peak close to 5.7 K, in addition to a weak shoulder at about 3.6 K, as clearly seen in the data for $`\nu `$= 10 Hz (in which case the data is less noisy), consistent with the two magnetic transitions inferred above (Fig. 3b). It is to be noted that the peak temperature is not frequency-dependent. In addition, the imaginary part of ac $`\chi `$ is completely featureless in the temperature range of investigation (and hence not shown in the form of a figure). These findings conclusively establish that both the magnetic orderings are not of a spin-glass type. We have also measured C as a function of temperature (Fig. 3c). There are two prominent peaks in C(T) plot, one at 3.7 K and the other at 5.2 K; the huge jumps at the transitions establish that both the transitions are of bulk nature thereby ruling out a role of magnetic impurities (not detectable by x-ray diffraction) on the origin of either of the two transitions. The sharpness of both the transitions in this plot is consistent with long range magnetic order, but not with random freezing of the spins. If the spins undergo spin-glass freezing, then the peak in C should be broader without $`\lambda `$-anomaly; in addition, the peak in C should appear at a temperature which is higher by about 20$`\%`$ compared to the transition temperature, given by, say the peak temperature in ac $`\chi `$, and C should vary linearly with T well below magnetic transition temperature, in sharp contrast to the observations. Therefore, spin-glass freezing is completely ruled out.

Thus, the results presented above conclusively establish that this compound exhibits antiferromagnetic ordering close to (TN) 5.7 K. A careful look at the crystallographic features indicates that this finding is intriguing. In contrast to Sr3CuIrO6, there is a partial replacement of Cu sites (to the extent of 10$`\%`$) by X ions (in this case Mn), however maintaining the characteristic coordination (4 + 2) for all the Cu ions. As a result of this atomic disorder, Jahn-Teller effect is partially suppressed for this fraction of Cu, which means that there is an increase of Cu-O mean distances for 4-coordination, though still all the six Cu-O bond distances are totally different. This means that the positions of these Cu ions are more towards the center of the trigonal prism, compared to the rest of Cu ions, which remain closer to a face of trigonal prism (that is, pseudo square-planar coordination) as in the case of Sr3CuIrO6. The mean 4-coordination Cu-O distances for the latter case are thus reduced to 2.026 Å compared to that (2.122 Å) of former Cu ions. In the same way, there are multiple Ca-O and Cu-Mn distances. Thus, in spite of randomness of Cu-O and Mn-O bond distances and Cu-Mn disorder, it is fascinating that this compound does not exhibit a corresponding frustration in the magnetic structure. The only role of frustration presumably is to reduce the magnetic ordering temperature, considering that the value of $`\theta _p`$ is comparatively larger. Therefore, the observation of long range magnetic ordering implies that the site-exchange takes place in an ordered fashion. Thus, this compound serves as a nice example for ”order in disorder” phenomena. In this respect, it is worthwhile to carry out crystal structure studies at low temperatures in order to ensure that there is no change in crystal symmetry in the vicinity of magnetic ordering temperature.