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# 1 Introduction

## 1 Introduction

Supersymmetric corrections to the $`b`$, $`t`$ quark masses and to the $`\tau `$ lepton mass are of great importance. These corrections affect importantly analyses of $`b\tau `$ and $`bt\tau `$ couplings in unified models of particle interactions. Further, such corrections can also affect a variety of low energy phenomena such as decays of the Higgs into $`b\overline{b}`$, $`\tau \overline{\tau }`$, $`c\overline{c}`$ etc which are potentials sources as signals of supersymmetry. In this talk we discuss the effect of CP phases on supersymmetric corrections to the $`b`$, $`t`$ quark masses and to the $`\tau `$ lepton mass. Previous analyses have not fully taken account of the phases For the $`b`$ and $`t`$ quark masses these arise from the SUSY QCD and SUSY electroweak contributions from the exchange of the gluino, charginos and neutralinos. For the $`\tau `$ lepton mass they arise from the SUSY electroweak contributions from the exchange of the charginos and the neutralinos. The CP phases in SUSY have a long history. It was realized early on that the SUSY CP phases could pose a severe problem in that they could generate large contributions to the electric dipole moments of the neutron and of the electron which may exceed the experimental limits. Additionally one now also has very stringent limits on the atomic edms specifically on the edm of $`Hg^{199}`$ (see Ref.). Initially the technique followed was to suppress the edm contributions by simply adjusting the CP phases to be small. However, since then other ways have been devised which allow one to suppress the edms while allowing for large phases. One technique of interest here is the cancellation mechanism wherein the edm contributions are suppressed by cancellations among various contributions. With this mechanism one can allow for large phases consistent with the current edm constraints. The process of cancellation is facilitated by the presence of several phases. Thus the minimal supergravity model (mSUGRA) can allow for two phases so that the parameter space including phases is described by $`m_0`$, $`m_{\frac{1}{2}}`$, $`|A_0|`$, $`\mathrm{tan}\beta `$, $`\alpha _{A_0}`$ and $`\theta _\mu `$, where $`m_0`$ is the universal scalar mass, $`m_{\frac{1}{2}}`$ is the universal gaugino mass, $`|A_0|`$ is the universal trilinear coupling, $`\mathrm{tan}\beta =H_2/H_1`$ where $`H_2`$ gives mass to the up quark and $`H_1`$ gives mass to the down quark and the lepton, $`\alpha _{A_0}`$ is the phase of $`A_0`$ and $`\theta _\mu `$ is the phase of the Higgs mixing parameter $`\mu `$. However, in the presence of nonuniversalities the more general SUGRA model can accommodate more phases. Thus, for example, due to a non flat gauge kinetic energy function one may have the $`SU(3)_C\times SU(2)_L\times U(1)`$ gaugino masses which are nonuniversal so that $`\stackrel{~}{m}_i=|\stackrel{~}{m}_i|e^{i\xi _i}(i=1,2,3)`$ In this case one has a greater parameter space for the cancellation mechanism to operate. The presence of phases has typically a large effect on low energy phenomenology and a small sample of these is given in Refs.  while a sample of some more recent works are given in Ref. A more complete list of works can be seen in Ref. .

We discuss now some details of the technique for the computation of the SUSY mass correction to the quark and lepton masses. We follow closely the analysis of Ref.. We begin by noting that the pole mass $`M_b`$ which is the physical mass of the b quark is related to the running mass $`m_b(M_b)`$ as follows

$$M_b=(1+\frac{4\alpha _3(M_b)}{3\pi }+12.4\frac{\alpha _3(M_b)^2}{\pi ^2})m_b(M_b)$$
(1)
where the corrections in the brace on the right hand side are the QCD corrections up to two loop level. The quantity $`m_b(M_b)`$ is obtained from $`m_b(M_Z)`$ by use of renormalization group evolution. In the analysis here we will focus on the computation of $`m_b(M_Z)`$ which is the running $`b`$ quark mass at the $`Z`$ scale. This quantity can be written in the form

$$m_b(M_Z)=h_b(M_Z)\frac{v}{\sqrt{2}}\mathrm{cos}\beta (1+\mathrm{\Delta }_b)$$
(2)
where $`\mathrm{\Delta }_b`$ is loop correction to $`m_b`$ . We give now further details of our analysis. Our procedure is similar to that of Ref. We begin by noting that at the tree level one has a coupling of the b quark only to $`H_1^0`$. At the loop level the coupling of $`H_1^0`$ is modified and there is in addition a correction to the couplings from $`H_2^0`$. Thus in the presence of loop corrections one can write the $`b`$ quark couplings as follows

$`L_{bbH^0}=(h_b+\delta h_b)\overline{b}_Rb_LH_1^0+\mathrm{\Delta }h_b\overline{b}_Rb_LH_2^0+H.c.`$ (3)
Eq. (3) is the effective coupling of the $`b`$ quark to the Higgs which can be used to compute the loop correction to $`b`$ quark mass. One finds

$`\mathrm{\Delta }_b=[{\displaystyle \frac{Re(\mathrm{\Delta }h_b)}{h_b}}\mathrm{tan}\beta +{\displaystyle \frac{Re\delta h_b}{h_b}}]`$ (4)
Because of the presence of phases the loop corrections $`\mathrm{\Delta }h_b`$ and $`\delta h_b`$ will in general be complex and the effective mass term for the $`b`$ quark will have the form

$$L_b=(m_b^0+\mathrm{\Delta }_1)\overline{b}b+i\mathrm{\Delta }_2\overline{b}\gamma _sb$$
(5)
where $`\gamma _5^{}=\gamma _5`$ and $`\mathrm{\Delta }_{1,2}`$ are real. In Eq. (5) the $`i\gamma _5`$ term can be removed by the transformation $`b=e^{i\frac{\theta }{2}\gamma _5}b^{}`$ with an appropriate choice of $`\theta `$. In the terms of the redefined fields one has

$$L_b=m_b\overline{b}^{}b^{},m_b=m_b^0+\mathrm{\Delta }_1+\frac{1}{2}\frac{\mathrm{\Delta }_2^2}{m_b^0}+..$$
(6)
Eq. (6) shows that the $`\mathrm{\Delta }_2`$ term is essentially a higher order correction and can be safely ignored at the one loop level. Similar considerations hold in the computation of loop corrections to the $`\tau `$ lepton mass and to the $`t`$ quark mass.

## 2 CP Phase dependent loop corrections to the $`b`$, $`t`$ quark masses and $`\tau `$ lepton mass

We begin with a discussion of correction to the b quark mass. Loop contributions to the b quark mass arise from the exchange of the gluino, chargino and neutralinos (see Fig. 1 )

$`\mathrm{\Delta }_b=\mathrm{\Delta }_b^{\stackrel{~}{g}}+\mathrm{\Delta }_b^{\stackrel{~}{\chi }^+}+\mathrm{\Delta }_b^{\stackrel{~}{\chi }^0}`$ (7)
Here $`\mathrm{\Delta }_b^{\stackrel{~}{g}}`$ is the gluino exchange contribution, $`\mathrm{\Delta }_b^{\stackrel{~}{\chi }^+}`$ is the chargino exchange contribution, and $`\mathrm{\Delta }_b^{\stackrel{~}{\chi }^0}`$ is the neutralino exchange contribution. The full expressions for all these three contributions can be found in Ref. . We will discuss here for illustrative purposes the gluino exchange contribution explicitly.

The total correction to the b quark mass from gluino exchange including the effects of CP phases is given by

$`\mathrm{\Delta }_b^{\stackrel{~}{g}}={\displaystyle \frac{2\alpha _s}{3\pi }}m_{\stackrel{~}{g}}\mathrm{tan}\beta {\displaystyle \underset{i=1,2}{}}{\displaystyle \underset{j=1,2}{}}Re(\mu ^{}e^{i\xi _3})|D_{b1i}^{}D_{b2j}|^2f(m_{\stackrel{~}{g}}^2,m_{\stackrel{~}{b}_i}^2,m_{\stackrel{~}{b}_j}^2)`$
$`+{\displaystyle \frac{2\alpha _s}{3\pi }}m_{\stackrel{~}{g}}{\displaystyle \underset{i=1}{\overset{2}{}}}{\displaystyle \underset{j=1}{\overset{2}{}}}|D_{b2j}|^2|D_{b1j}|^2Re(m_0A_be^{i\xi _3})f(m_{\stackrel{~}{g}}^2,m_{\stackrel{~}{b}_i}^2,m_{\stackrel{~}{b}_j}^2)`$ (8)
where D is defined so that $`\stackrel{~}{b}_L=_{i=1}^2D_{b1i}\stackrel{~}{b}_i`$ and $`\stackrel{~}{b}_R=_{i=1}^2D_{b2i}\stackrel{~}{b}_i`$ where $`\stackrel{~}{b}_i`$ are the b squark mass eigen states and f is defined by

$$f(a,b,c)=\frac{abln(a/b)+bcln(b/c)+acln(c/a)}{(ab)(bc)(ac)}$$
(9)
This result is valid for arbitrary values of $`\mathrm{tan}\beta `$. To compare our result to previous analyses we set the phases to zero and take the large $`\mathrm{tan}\beta `$ limit. In this limit we find

$$\mathrm{\Delta }_b^{\stackrel{~}{g}}=\frac{2\alpha _3\mu M_{\stackrel{~}{g}}}{3\pi }\mathrm{tan}\beta f(m_{\stackrel{~}{b}_1}^2,m_{\stackrel{~}{b}_2}^2,M_{\stackrel{~}{g}}^2)$$
(10)
The above result is exactly what is obtained in previous analyses in the limit of no phases and large $`\mathrm{tan}\beta `$. Similarly the chargino exchange contribution in the limit when $`\mathrm{tan}\beta `$ is large and the phases are set to zero gives

$$\mathrm{\Delta }_b^{\stackrel{~}{\chi }^+}=\frac{Y_t\mu m_0A_t}{4\pi }\mathrm{tan}\beta f(m_{\stackrel{~}{t}_1}^2,m_{\stackrel{~}{t}_2}^2,\mu ^2)$$
(11)
where $`Y_t=h_t^2/4\pi `$. Again the above result agrees with the result of previous analyses without phases valid for large $`\mathrm{tan}\beta `$. One notices that both the limiting forms of the gluino and the chargino exchange contributions depend linearly on $`\mathrm{tan}\beta `$. Because of this the loop corrections to the $`b`$ quark mass can become large for large $`\mathrm{tan}\beta `$. A very similar result holds for the case of the $`\tau `$ lepton except that here one only has chargino and neutralino exchange contributions as exhibited in Fig. (2). For the top quark the SUSY QCD and SUSY electroweak corrections have a very different dependence on $`\mathrm{tan}\beta `$. Thus the top mass at the Z scale is given by

$$m_t(M_Z)=\lambda _t(M_Z)\frac{v}{\sqrt{2}}\mathrm{sin}\beta (1+\mathrm{\Delta }_t)$$
(12)
where $`\mathrm{\Delta }_t`$ gives the loop correction to $`m_t`$ which arise from the loop corrections involving the gluino, chargino and neutralino exchange contributions. The effective $`ttH^0`$ interaction in this case is given by

$`L_{ttH^0}=(h_t+\delta h_t)\overline{t}_Rt_LH_2^0+\mathrm{\Delta }h_t\overline{t}_Rt_LH_1^0+H.c.`$ (13)
where

$`\mathrm{\Delta }_t=({\displaystyle \frac{Re(\mathrm{\Delta }h_t)}{h_t}}cot\beta +{\displaystyle \frac{Re(\delta h_t)}{h_t}})`$ (14)
The computation for $`\mathrm{\Delta }_t`$ in the presence of CP phases is given in Ref.. Here we observe that unlike the $`b`$ quark case the first term in Eq. (14) is suppressed because of $`cot\beta `$ factor rather than enhanced when $`\mathrm{tan}\beta `$ gets large. Consequently the size of SUSY loop correction to the $`t`$ quark mass is much smaller than for the case of the $`b`$ quark mass.

| Table 1. Electron, neutron and $`H_g`$ edms (From Ref.) | | |
| --- | --- | --- |
| case | $`m_0`$, $`m_{\frac{1}{2}}`$, $`|A_0|`$ | $`\alpha _A`$, $`\xi _1`$, $`\xi _2`$, $`\xi _3`$ |
| (a) | $`200,200,4`$ | $`1,.5,.659,.633`$ |
| (b) | $`370,370,4`$ | $`2,.6,.653,.672`$ |
| (c) | $`320,320,3`$ | $`.8,.4,.668,.6`$ |
| $`d_e(ecm)`$ | $`d_n(ecm)`$ | $`C_{H_g}(cm)`$ |
| (a) $`1.45\times 10^{27}`$ | $`9.2\times 10^{27}`$ | $`7.2\times 10^{27}`$ |
| (b) $`1.14\times 10^{27}`$ | $`7.9\times 10^{27}`$ | $`2.87\times 10^{26}`$ |
| (c) $`3.5\times 10^{27}`$ | $`7.1\times 10^{27}`$ | $`2.9\times 10^{26}`$ |

Table Caption: $`\theta _\mu =2.5`$ rad for cases (a), (b), (c) in the table.

## 3 Discussion of results

In the numerical analysis we will assume SUGRA models with nonuniversalities consistent with the FCNC constraints. Specifically, we assume that the parameter space of the model is defined by the parameters $`m_0`$, $`m_{\frac{1}{2}}`$, $`A_0`$, $`\mathrm{tan}\beta `$, $`\theta _\mu `$ and $`\xi _i`$ (i=1,2,3). We begin by discussing the satisfaction of the edm constraints which are already rather stringent. Thus for the electron the current experimental limit on the edm is $`d_e<4.3\times 10^{27}ecm`$ while for the neutron it is $`d_n<6.5\times 10^{26}ecm`$. As noted earlier the atomic edm constraints are also now very stringent. Thus for $`Hg^{199}`$ atom one has $`d_{Hg}<9\times 10^{28}ecm`$. This EDM constraint could be translated into a constraint on a specific combination of the chromo electric dipole moments of u, d and s quarks so that $`C_{Hg}=|d_d^Cd_u^C0.012d_s^C|`$ is constrained to satisfy $`C_{Hg}<3.0\times 10^{26}`$cm. In Table 1 we present cases where in SUGRA models with nonuniversalities you have satisfaction of the edm constraints for the electron, for the neutron and for the $`Hg^{199}`$ edm. The three cases in Table 1 all have large phases typically order unity and still one has satisfaction of the edm constraints. We discuss now the effect of these large phases on the analysis of supersymmtric contributions to the b quark. In Fig. 3 we give an analysis of the SUSY contribution to the b quark mass as a function of $`\mathrm{tan}\beta `$ where the other parameters correspond to the three cases given in Table 1. The lower curves are with phases while the upper curves are without phases. Fig. 3 exhibits several interesting features. First, one finds that the SUSY correction as expected does indeed increase essentially linearly with $`\mathrm{tan}\beta `$ for large $`\mathrm{tan}\beta `$. Further, one finds that the effects of phases for each of the three cases is rather drastic in that the sign as well as the magnitude of the supersymmetric correction is affected. We also note that with the inclusion of the susy correction the effect can be as much as 50% or more. This is a rather large correction showing the importance of the supersymmtric correction as well as of the phases. A similar analysis but for the $`\tau `$ lepton mass is given in Fig. 4. Here also one finds as expected an essentially linear dependence on $`\mathrm{tan}\beta `$ for large $`\mathrm{tan}\beta `$. Further, one also finds that the phases affect both the sign as well as the magnitude of the correction to the $`\tau `$ lepton mass. However, in this case one finds that the overall correction is typically order a few percent. This smaller relative correction is due essentially to the fact that in this case one does not have a SUSY QCD correction but only only a SUSY electroweak correction to the $`\tau `$ lepton mass. In Fig. 5 we give an analysis of the SUSY QCD and SUSY electroweak correction to the $`t`$ quark mass. In this case there is no $`\mathrm{tan}\beta `$ enhancement of the SUSY mass correction. Thus although the CP phases still have a very significant effect of the SUSY mass correction, the entire correction in this case in typically less than a percent or so.

## 4 Conclusion

In this talk we have given a brief overview of the supersymmetric corrections to the $`b`$ and $`t`$ quark masses and to the $`\tau `$ lepton mass including the effects of CP phases which have been ignored in previous analyses. It is found that the effects of these phases on the susy correction to the b quark mass can be large enough to change both the sign and the magnitude of the correction. Including the effects of the CP phases the supersymmetric correction can be as much as fifty percent or more of the total mass of the b quark mass. For the case of the $`\tau `$ lepton the supersymmetric correction, as in the case of the $`b`$ quark, is proportional to $`\mathrm{tan}\beta `$ for large $`\mathrm{tan}\beta `$ and further, it can change both the sign and the magnitude when one includes the phases. However, in this case the overall correction including the phases is typically much smaller than in the case of the b quark mass, i.e., only of the order of a few percent The smaller correction is in part due to the fact that in this case the correction is only electroweak. Similarly, the supersymmetric correction to the top quark mass is found to be very sensitive to the phases. In this case the correction does not have a large enhancement factor for large $`\mathrm{tan}\beta `$. Thus, overall the correction is typically less than a percent. As pointed out in Sec.1 the supersymmetric corrections to quark and lepton masses plays an important role in $`bt`$ and $`bt\tau `$ unification in the context of grand unified theory. Thus the phases have important implications in such analyses. In addition to affecting corrections to the quark and lepton masses, the CP phases also affect the Higgs vertices involving couplings of the Higgs to the quarks and the leptons. These modifications lead to important CP effects on the decay of the Higgs to $`b\overline{b}`$, $`\tau \overline{\tau }`$ and $`c\overline{c}`$. Thus accurate measurement of the branching ratios of the Higgs to $`b\overline{b}`$, $`\tau \overline{\tau }`$ and $`c\overline{c}`$ in future collider experiments can reveal the presence of supersymmetry and of CP phases.

## 5 Acknowledgments

This research was supported in part by NSF grant PHY-0139967.


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# Detecting local synchronization in coupled chaotic systems

## Abstract

We introduce a technique to detect and quantify local functional dependencies between coupled chaotic systems. The method estimates the fraction of locally syncronized configurations, in a pair of signals with an arbitrary state of global syncronization. Application to a pair of interacting Rössler oscillators shows that our method is capable to quantify the number of dynamical configurations where a local prediction task is possible, also in absence of global synchronization features.

PACS: 05.45.Tp,05.45.Xt,05.45.-a,05.45.Ac

In the past years much attention has been devoted to characterize coupled chaotic systems exhibiting synchronization regimes reviews . In this framework, different synchronization features have been studied, such as, e.g., identical and generalized synchronization complete ; generalized , phase synchronization phase , lag and intermittent lag synchronization intermittentlag . Furthermore, synchronization effects have been explored in natural phenomena nature , and controlled laboratory experiments experiment .

In this context, various attempts to provide unifying definitions for encompassing the different synchronization phenomena have been pursuited previous . Recently, a formal approach to the problem has been put forward definition , in which the unifying property of synchronization is established in the emergence of local functional dependencies between neighborhoods of particular phase space configurations in the projected spaces of the two coupled subsystems. The approach assumes a system Z $`^{m_1+m_2}`$ divisible into two coupled subsystems, X $`^{m_1}`$ and Y $`^{m_2}`$. In this framework, synchronization is equivalent to predictability of one subsystem’s values from another, i.e. that an event $`\stackrel{~}{y}`$ in Y always occurs when a particular event $`\stackrel{~}{x}`$ in X occurs. However, when searching for evidence of synchronization in data, one seldom has data that fall right on a given $`\stackrel{~}{x}`$ or on a given $`\stackrel{~}{y}`$. Rather, the closer $`x(t)`$ is to $`\stackrel{~}{x}`$ the closer $`y(t)`$ is to $`\stackrel{~}{y}`$. The latter statement is captured rigorously by a local continuous function; namely, the trajectories of $`x(t)`$ close to $`\stackrel{~}{x}`$ are mapped near to $`\stackrel{~}{y}`$ by a local function that is continuous at the point $`(\stackrel{~}{x},\stackrel{~}{y})`$, and that, near ($`\stackrel{~}{x},\stackrel{~}{y}`$) describes well the predictability of subsystem Y dynamics from subsystem X dynamics. Ref. definition  gives a general, formal mathematical ground to the above statements, and establishes the sufficient conditions for a system to display global synchronization features, i.e. to admit local functional dependencies regardless on the particular choice of the ($`\stackrel{~}{x},\stackrel{~}{y}`$) phase space configuration.

For a generic pair of coupled chaotic systems, however, it is to be expected that synchronization occurs only at some locations (if any) of the phase space, and not globally. In this case, a continuous functional dependence of $`y(t)`$ on $`x(t)`$ will exist only locally around a set of synchronization points $`\{\stackrel{~}{x}_s,\stackrel{~}{y}_s\}`$.

Implementation of a search for local functional dependencies requires two separate steps: a preliminary one in which the two interacting subsystems X and Y are properly identified within the original dynamical systems Z, and their dimensionalities measured, and a second one in which the local synchronization points ($`\stackrel{~}{x},\stackrel{~}{y}`$) are detected. The first problem was solved recently in Ref. disentangle  by means of a modification of the false nearest neighbors algorithm abarbanel , allowing for a separate measurement of the dimensionalities of weakly coupled systems in the case of emergent synchronization motions.

In this paper, we will address the second step of the search by introducing the synchronization points percentage (SPP) indicator, and show how one can gather information on local synchronization properties emerging in coupled chaotic systems.

We start by assuming to have $`N`$ data points in Z $`^{m_1+m_2}`$. By means of a proper subspace reconstruction disentangle , we end up with $`N`$ data points in X $`^{m_1}`$ and $`N`$ corresponding images in Y $`^{m_2}`$. We then pick a specific point $`\stackrel{~}{x}`$ X and consider its image $`\stackrel{~}{y}`$ Y.

The first task consists in identifying proper domains and co-domains for a statistical analysis of the existence of functional dependency. For this purpose, we choose a pair of positive real numbers $`(\epsilon _k,\delta )`$ (the index $`k`$ being an integer), and consider the volume $`U_{\epsilon _k}`$ X ($`V_\delta `$ Y) containing all points whose $`m_1`$-distance ($`m_2`$-distance) from $`\stackrel{~}{x}`$ ($`\stackrel{~}{y}`$) is smaller than $`\epsilon _k`$ ($`\delta `$). Furthermore, we look at all points in X falling within $`U_{\epsilon _k}`$, and verify the imaging condition, that is we ask ourselves whether or not all images of the points in $`U_{\epsilon _k}`$ fall within $`V_\delta `$. If the answer is no, we choose $`\epsilon _{k+1}<\epsilon _k`$, and repeat the above procedure. If for all $`k`$ the imaging condition is not satisfied, the task ends with the conclusion that no local functional dependency exists in the vicinity of the chosen configuration $`(\stackrel{~}{x},\stackrel{~}{y})`$. If, instead, for a given $`\stackrel{~}{k}`$ the imaging condition is verified, the task ends with the identification of a valid pair $`(\epsilon _{\stackrel{~}{k}},\delta )`$, over which one has to test for the existence of a continuous functional relationship.

Fig.1 helps in understanding the schematic representation of the procedure. In the following we will denote with $`U`$ X ($`V`$ Y) the neighborhood $`U_{\epsilon _{\stackrel{~}{k}}}`$ ($`V_\delta `$) surrounding $`\stackrel{~}{x}`$ ($`\stackrel{~}{y}`$), and assume that $`m<N`$ points fall within $`U`$. By construction, the number of points falling within $`V`$ will be $`nm`$, reflecting the fact that $`V`$ might host also images of points not belonging to $`U`$.

The probability of a single point falling within $`V`$ is $`P(V)n/N`$, and the probability that $`m`$ points fall within $`V`$ by pure chance is $`P_m(V)=P(V)^m=\left(\frac{n}{N}\right)^m`$. This latter quantity, for reasonable choices of $`n,m`$ \[reasonable pairs $`(\epsilon _{\stackrel{~}{k}},\delta )`$\], is a very small number. However, one has to fix a confidence level of comparison, for assessing existence of a local continuous function between the two neighborhoods. This problem was addressed in PecCarHea95 , where the continuity statistics method was proposed. This consists in calculating the quantity $`b_P`$, defined as

$`b_P=\underset{q=1,\mathrm{},m}{\mathrm{max}}B(q,m;P),`$ (1)
where $`B(q,m;P)`$ is the binomial distribution, giving the probability that $`qm`$ events out of $`m`$ attempts are realized for a process of elementary probability $`P`$.

As said above, the presence of a single data within $`V`$ has probability $`P(V)`$. The quantity $`b_P`$ (for $`P=P(V)`$) represents then the maximum over $`q`$ of the probability that, given $`m`$ points, $`q`$ out of them fall into $`V`$. Hence, a level of confidence for the existence of a continuous function can be estimated in terms of the ratio

$`\mathrm{\Theta }={\displaystyle \frac{P_m(V)}{b_P}}.`$ (2)
If $`\mathrm{\Theta }1`$ we have no trustable information about the existence of such a functional relationship, insofar as the chance probability of having our $`m`$ points in $`V`$ is of the same order of the maximum probability of having events in $`V`$ out of $`m`$ attempts. On the contrary, if $`\mathrm{\Theta }1`$, the chance probability of having our $`m`$ points in $`V`$ is negligible compared to $`b_P`$. Thus one concludes that the two sets $`U`$ and $`V`$ are the domain and co-domain respectively of a local continuous function mapping states in X close to $`\stackrel{~}{x}`$ to states in Y close to $`\stackrel{~}{y}`$. This answers the practical question of predicting states in Y with error $`\delta `$ from measurements of states in X with error $`\epsilon _{\stackrel{~}{k}}`$.

We have made use of the original formulation of the continuity statistics PecCarHea95 , that explicitly considers $`P=P(V)`$ in Eq.(2). More recently, the same Authors of PecCarHea95  have proposed an alternative way for measuring the confidence level, by choosing $`P=1/2`$ in the denominator of Eq. (2), corresponding to an hypothesis of equal probability for an attempt to fall within or outside the selected box ECCpaper .

Our technique for characterizing synchronization consists then of the three following points: i) check the imaging of neighborhoods of a given configuration $`\stackrel{~}{x}`$ into neighborhoods of $`\stackrel{~}{y}`$; ii) assess the degree of confidence that such an imaging process comes from the existence of a local continuous function; iii) repeat points i) and ii) for all $`N`$ pairs of configurations ($`\stackrel{~}{x},\stackrel{~}{y}`$) available in the data set. This procedure allows a classification of the different dynamical states into locally synchronized and non synchronized ones. As a result one can introduce the synchronization points percentage (SPP) indicator, as the ratio between the total number $`\stackrel{~}{n}`$ of locally synchronized configurations and the total number of available points $`N`$.

The proposed method can be applied to any kind of multivariate data set, for the detection of hidden local synchronization properties, that cannot be detected by global indicators, such as correlation functions, Lyapunov exponents, Lyapunov functionals, or any other kind of time (or ensemble) average indicators that unavoidably result in mixing locally synchronized and unsynchronized configurations. As a result, the SPP indicator furnishes relevant information in all those cases in which synchronization states emerge locally in phase space, to detect predictability properties that are limited to some subset of the dynamics.

In order to illustrate the robustness of the method, in the following we will refer to a test case, represented by a pair of non identical bidirectionally coupled chaotic Rössler oscillators. Here $`m_1=m_2=3`$, and the subspaces X and Y contain state vectors x$`(x_1,y_1,z_1)`$ and y$`(x_2,y_2,z_2)`$ whose evolution is ruled by

$`\dot{x}_{1,2}`$ $`=`$ $`\omega _{1,2}y_{1,2}z_{1,2}+ϵ(x_{2,1}x_{1,2}),`$
$`\dot{y}_{1,2}`$ $`=`$ $`\omega _{1,2}x_{1,2}+0.165z_{1,2},`$ (3)
$`\dot{z}_{1,2}`$ $`=`$ $`0.2+z_{1,2}(x_{1,2}10).`$
In Eqs.(Detecting local synchronization in coupled chaotic systems), $`\omega _{1,2}=\omega _0\pm \mathrm{\Delta }`$ represent the natural frequencies of the two chaotic oscillators, $`\omega _0=0.97`$, $`\mathrm{\Delta }=0.02`$ is the frequency mismatch and $`ϵ>0`$ rules the coupling strength. As $`ϵ`$ increases, the emergence of different synchronization features in Eqs.(Detecting local synchronization in coupled chaotic systems) has been described and characterized in the literature phase ; intermittentlag . Precisely, for $`ϵ<0.036`$ no global synchronization (NS) is established, in terms of the global indicators proposed up to now. For $`0.036ϵ0.11`$ a phase synchronized (PS) regime emerges characterized by the boundedness in time of the phase difference $`\mathrm{\Delta }\varphi \varphi _1\varphi _2`$ \[$`\varphi _{1,2}\mathrm{arctan}\left(\frac{y_{1,2}}{x_{1,2}}\right)`$ being the phases of the two oscillators\], whereas the two chaotic amplitudes remain almost uncorrelated phase . At larger coupling strengths ($`ϵ0.145`$), lag synchronization (LS) is established, corresponding to a collective motion wherein $`\text{x}(t)\text{y}(t\tau )`$ is bounded over the whole dynamical evolution ($`\tau >0`$ represents here a lag time) intermittentlag . In this regime, increasing $`ϵ`$ results in gradually decreasing $`\tau `$, eventually ending with a regime indistinguishable from complete synchronization (CS).

Most of the transition points between these regimes were also identified in Ref. intermittentlag , by inspection of the Lyapunov spectrum of Eqs.(Detecting local synchronization in coupled chaotic systems) as a function of the coupling strength. Precisely, the NS to PS (PS to LS) transition occurs for that value of $`ϵ`$ for which a previously zero (positive) Lyapunov exponent becomes negative. On the other hand, the LS to CS transition is a smooth transition that can be tracked by use of the time averaged similarity function intermittentlag . In the following we apply our method with a threshold value of $`\mathrm{\Theta }=0.1`$ for the discrimination of whether or not the coupled systems display local functional relationships.

An intermediate synchronization regime between PS and LS exists in the range $`0.11ϵ<0.145`$, called intermittent lag synchronization (ILS), where the system (Detecting local synchronization in coupled chaotic systems) displays long epochs of LS evolution, interrupted by persistent bursts of desynchronized motion. This has been observed numerically, and put in relation with the system’s trajectory passing through configurations where one globally negative Lyapunov exponent has a local positive value. Since ILS is an intimately local phenomenon, its transition point has not been captured by those techniques that measure time or ensemble averaged quantities. As a result, up to now, studies on ILS have been limited to numerical investigations intermittentlag , or based upon the role in the synchronization process played by the different unstable periodic orbits visited by the dynamics pazozaks . We will show that our SPP indicator is able to discriminate between ILS and PS regimes, as well as to directly identify the PS to ILS transition point.

We have performed long time simulations of Eqs.(Detecting local synchronization in coupled chaotic systems) at several coupling strength values, and collected data points from the two scalar outputs $`x_1`$ and $`x_2`$. For each $`ϵ`$, data points are collected over a time corresponding to $`1.710^5`$ Rössler cycles, with a sampling frequency of 10 points per cycle. Simulations were performed with a standard fourth order Runge-Kutta method, and with random initial conditions. Furthermore, the standard embedding technique takens  was used to reconstruct the three dimensional vector states x and y from time-delayed coordinates of the scalar variables $`x_1`$ and $`x_2`$, and calculation of the SPP indicator was performed on the reconstructed spaces.

Fig.2 reports the behavior of the SPP indicator vs. the coupling strength $`ϵ`$, calculated by fixing $`\delta `$ so as $`n=150`$ points are falling within $`V`$. Fixing $`n`$ results in general in an error $`\delta `$ that is not constant over the attractor. On the other side, if the measure is strongly non homogeneous, fixing $`\delta `$ could generate situations in which $`n`$ is so small that the statistics becomes meaningless. These concerns do not apply however in the case of the Rössler system for the parameters used in Eqs. (3), since the density of points is roughly homogeneous over the attractor and both choices lead to equivalent results. As one expects, SPP increases monotonically as the coupling strength increases, saturating to 1 when approaching the CS regime.

Interesting novel information can be extracted by inspection of SPP within those synchronization regimes, such as PS and ILS that do not correspond to global synchronization features. In particular, it is found that SPP is linearly increasing with $`ϵ`$ in both regimes, but with two different slopes (see the inset of Fig.2). The linear increase of the indicator already within PS is a relevant result. Indeed, if and to which extent PS implies weak correlations in the chaotic amplitudes was yet unknown, and constituted an issue generating controversy. The present result shows that PS does imply an increasing percentage of local functional relationship, thus quantifying directly the degree of amplitude synchronization within such a regime. Furthermore, the crossover point between the slopes of the two linear growths allows one to identify the PS to ILS transition point at $`ϵ0.10`$, that none of the various indicators used in previous works was capable to reveal.

Finally, other novel information can be extracted from the scaling behavior of SPP with $`n`$, that is with enlarging the radius $`\delta `$ of the image box in the Y subspace. Fig.3a) shows SPP vs. $`n`$ for the NS, PS and LS regimes. In all cases, the SPP indicator increases monotonically. For LS (circles) it fastly saturates to 1 (the same value as CS). This is reflecting the fact that LS differs from CS only due to the presence of a lag time $`\tau `$. Enlarging too much the neighborhood size results in $`V`$ to fully overlap with all images of points in $`U`$ shifted by a phase factor $`\omega \tau `$, where $`\omega `$ is the mean frequency of the oscillator, thus making indistinguishable LS from CS.

More insights on this property can be extracted from Fig.3b), where SPP is reported vs. $`n`$ within the LS regime for different values of $`ϵ`$, corresponding to different values of the lag time $`\tau `$. Here one sees that, before saturation, SPP depends on $`n`$ with a scaling law SPP $`n^\beta `$ with a unique exponent $`\beta 0.85`$ for the three $`ϵ`$ values. However, the three curves saturate to 1 at three different values of $`n`$, reflecting the behavior of $`\tau `$ within LS, that monotonically decreases as $`ϵ`$ increases.

Coming again to Fig.3a), one realizes that for both NS (triangles) and PS (squares), the SPP indicator is always bounded away from 1. This indicates that in these regimes a global predictability of one subsystem’s states from measurement in the other subspace is never possible for any choice of resolution. However, given a resolution $`\delta `$ in the image subspace (a maximum error allowed in the prediction), our indicator quantifies the number of states that can be locally predicted at that resolution, thus revealing that local hidden synchronization features can be extracted for prediction purposes, also in those cases in which global dependencies are not established. This feature might be relevant for detecting configurations where a local prediction can be assessed, in many situations where a global prediction procedure fails.

In real data, the effect of noise is to reduce the resolution in the phase space, so that the statistics relative to boxes containing a small number of points is not reliable anymore. A threshold in $`n`$ should therefore be introduced, typically corresponding to $`\delta `$’s larger than the noise-induced uncertainty.

Authors are indebted with L. Moniz and L.M. Pecora for many fruitful discussions. Work partially supported by EU Contract HPRN-CT-2000-00158, and MIUR Project FIRB n. RBNE01CW3M\_001. L.P. acknowledges support from contract MCFI-2000-01822.


text:
# On The Possibility of Quasi Small-World Nanomaterials

## I Introduction

Many materials have novel physical properties that are attributed to the quasi-low-dimensional nature of their structure, as can be seen in recent research in a number of areas. Examples of quasi-one-dimensional materials include conductors and superconductors JERO87 . Two-dimensional thin films lead to novel effects, including the quantum Hall effect PELE03  and low-dimensional magnetism SVIS03 . The change from one effective dimension to another may lead to interesting physical effects. For example, it may be responsible for the onset of high-temperature superconductivity MENZ02 . This type of dimensional crossover can lead to effective non-integer dimensional fixed points NOVO93 . However, quasi-low-dimensional materials have constraints due to their low-dimensional behavior. These include the absence of a phase transition both in one-dimensional systems and in some two-dimensional systems where two is below the lower critical dimension.

Recently there has been a great deal of interest in networks that are not regular lattices, such as small-world networks BARA02 . The study of these networks has been motivated mainly by social organizations (such as six degrees of separation) and connectivities of computers (such as the scale-free world-wide-web network) BARA02 . Such connectivities have also been used, for example, in non-trivial parallelization of short-ranged discrete event simulations KORN99 ; KORN00 ; KORN02 ; KOLA03 ; KORN03 . Simulations of models such as Ising spin models on these networks have been studied, but no attempt has been made to ask whether these theoretical models could actually be designed and built via various synthesis routes. This question is addressed in this manuscript. There is a difference between the models studied to date and the question of whether or not materials can be made that are governed by small-world fixed-points. The difference is that materials must be constructed from atoms and must be embedded in three-dimensional space.

## II Model and Methods

The models studied here are Ising models with $`N_0`$ spins on a linear chain, with a nearest-neighbor ferromagnetic interaction constant $`J_1`$.

In the first model, model 1, if there is a small-world connection between spins $`i`$ and $`j`$ and $`ij+1`$ a ferromagnetic interaction of strength $`J_2(i,j)`$ is added. The Hamiltonian is

$$=J_1\underset{i}{}\sigma _i\sigma _{i+1}\underset{\mathrm{SW}}{}J_2(i,j)\sigma _i\sigma _j$$
(1)
where periodic boundary conditions are used (spin $`N_0+1`$ equals spin 1) and the Ising spins $`\sigma =\pm 1`$. Terms in the second sum are only present if there exists a small world connection between spins $`i`$ and $`j`$. We construct a (random) small-world network algorithmically by: i) start with spin 1, and randomly connect it to any of the other $`N_01`$ spins; ii) if spin 2 is not connected to spin 1, then randomly connect it to one of the $`N_02`$ spins that are not already connected; iii) continue for all $`N_0`$ spins. Note that here $`N_0`$ must be even. This algorithm gives each spin $`i`$ three connections, two of strength $`J_1`$ to spins $`i1`$ and $`i+1`$ and one of strength $`J_2`$ to the small-world connection between spin $`i`$ and $`j`$. This type of small-world connection has been used in the past to obtain perfectly scalable parallel discrete-event simulations KORN03 . A study of the Ising model on a similar small world network with $`J_2(i,j)=Jr_{ij}^\alpha `$ (i.e. having a power-law dependence on distance) has recently been performed JEON03 . There they conclude that any non-zero value for $`\alpha `$ destroys the finite-temperature phase transition in the thermodynamic limit. This result differs from the case with $`J_2(i,j)=J_2`$ (independent of length), where a finite-temperature phase transition has been observed GITT00 ; BARR00 ; PEKA01 ; HONG02 ; KIM01 . Our first model has all small-world bonds of strength $`J_2`$, independent of length.

In our second model, model 2, we construct the small-world connections from Ising spins. In particular, for each small-world bond constructed as in our first model between spins $`i`$ and $`j`$, we add $`r_{ij}+1`$ Ising spins and couple each of them together with interactions of strength $`J_2`$. These additional Ising chains are coupled to the original Ising spins $`i`$ and $`j`$ with interaction strength $`J_2`$. Thus, the small-world connections have been constructed using the same lattice constant as the original lattice (but different nearest-neighbor interactions).

We have performed a standard importance-sampling Monte Carlo simulation LAND00 . We measured the magnetization $`m=_i\sigma _i/N_{\mathrm{tot}}`$, order parameter, susceptibility $`\chi `$, internal energy, specific heat, and the Binder 4th order cumulant for the order parameter $`U=1\frac{m^4}{3m^2^2}`$. The code was run using trivial parallelization on a cluster, using up to 128 processing elements. The parallel random number generator SPRNG 1.0 SPRNG  was used. The spins to be updated were chosen randomly, a Glauber spin-flip probability was used. For each temperature $`T`$, $`10^5`$ Monte Carlo steps per spin (MCSS) were used for thermalization and averages were taken over $`10^6`$ MCSS (with measurements taken every $`10`$ MCSS). The energy units were chosen such that $`J_1/k_\mathrm{B}=1`$, where $`k_\mathrm{B}`$ is Boltzmann’s constant. In this paper the choice $`J_2=4J_1`$ was made.

## III Data and Analysis

In our second model, one question is the average number of total Ising spins $`N_{\mathrm{tot}}`$ starting with a spin chain of length $`N_0`$. For a chain of length $`L`$ and lattice constant $`a`$, one has $`L=N_0a`$. Here we take the lattice spacing $`a=1`$, so $`N_0=L`$. It is shown in Fig. 1 that $`N_{\mathrm{tot}}N_0^x`$ with exponent $`x2`$. A fit to data (averaged over $`10^3`$ different small-world bond connections) for $`2^{10}N_02^{20}`$ gives $`N_{\mathrm{tot}}=0.127N_0^{1.999}`$. A fit with the same range of $`N_0`$ for the standard deviation of the mean gives $`\mathrm{std}(N_{\mathrm{tot}})=0.105N_0^{1.497}`$.

The relationship $`N_{\mathrm{tot}}N_0^2`$ can be understood easily in an approximate fashion, by ignoring correlations between the small-world interconnections. Although the number of spins scales as the square of the linear distance $`N_0`$, the fixed point governing the system is not expected to be the two-dimensional fixed point since the bond connectivity is different from that of a two-dimensional lattice. The average length of a connection is $`N_0a/4`$. This is because the lengths of the connections are chosen uniformly up to the maximum possible distance of a connection, which is $`N_0a/2`$ due to the periodic boundary conditions. There are $`N_0/2`$ such connections (the factor of 2 is to take into account double counting). Ignoring factors in the number of spins that are proportional to $`N_0`$ thus gives $`N_{\mathrm{tot}}\frac{1}{8}N_0^2`$. As seen in the fit in Fig. 1, both the fitted exponent and prefactor are in excellent agreement with this argument for $`N_02^7`$. An extension of this argument shows that if only a fraction $`p_{\mathrm{connect}}`$ of spins were connected, then the total number of spins should scale like $`N_{\mathrm{tot}}\frac{p_{\mathrm{connect}}}{8}N_0^2`$ for large $`N_0`$. Simulations were performed with values of $`N_0=8`$ and for $`N_0`$ up to $`N_0=16384`$ for model 1 and $`N_0=256`$ for model 2.

Figure 2 shows the average internal energy per Ising spin, in units of $`J_1`$, as a function of temperature. The internal energy is the expectation value of the Hamiltonian, $`E=`$. Model 1, Fig. 2(a), has the low-energy value for $`E/N`$ independent of $`N`$, since in the ground state (all spins the same direction) the energy is $`E/N=(2J_1+J_2)/2`$ where the division by $`2`$ takes into account double counting. For model 1, $`J_1=1`$ and $`J_2=4`$, so $`E/N=3`$ at low temperatures. Note that model 1 has a singularity developing with large $`N`$ near $`T=2.5J_1`$. Model 2, Fig. 2(b), looks different. Note that for model 2, this energy is divided by the total number of Ising spins, $`N_{\mathrm{tot}}`$. The ground-state energy per spin has the form $`\frac{E}{N_{\mathrm{tot}}}=\frac{N_0\left(2J_1+J_2\right)+2J_2\left(N_{\mathrm{tot}}N_0\right)}{2N_{\mathrm{tot}}}`$, which at low temperatures approaches $`4`$ since $`N_{\mathrm{tot}}N_0`$ for large $`N_0`$.

Figure 3 shows the Binder $`4^{th}`$-order cumulant for the magnetization as a function of the temperature for both models. The temperature where two of these curves for different $`N_0`$ cross is an estimate for the critical temperature. An alternative estimate can be obtained by choosing a value such as 0.5, and letting the estimate of the critical temperature be where the cumulant crosses the value of 0.5. (Ideally, one would like to use the value of the infinite-lattice cumulant, but this is often unknown unless the universality class of the model is known.) Model 1, Fig. 3(a), shows a very nice indication of a critical point near $`T2.7J_1`$. Model 2, Fig. 3(b), shows no such estimate of the critical point. Only by choosing the temperature where the cumulant crosses 0.5 can an estimate of the finite-size critical point (if it exists) be obtained. Note that for model 2 there are a number of different quenched small-world bond configurations for $`N_0=8`$, $`16`$, and $`256`$.

Figure 4 shows the susceptibility $`\chi `$ per Ising spin times the temperature $`T`$. For model 1, Fig. 4(a), shows a sharpening maximum at $`T2.7`$. Figure 5, for model 1, shows the maximum value for $`\chi T`$ as a function of $`N_0`$. There are five different quenched small-world connections shown for each value of $`N_0`$. The slope of this log-log plot gives an estimate for the exponent ratio $`\gamma /\nu `$, with $`\gamma `$ the susceptibility exponent and $`\nu `$ the correlation length exponent. The value obtained for the slope is $`0.73`$ using all lattice sizes, and it is $`0.65`$ using only the sizes $`256`$ and $`512`$. Although simulations for larger $`N_0`$ may give lower slopes yet, we estimate that $`\gamma /\nu =0.6\pm 0.1`$.

The maxima of $`\chi T/N_{\mathrm{tot}}`$ for model 2, Fig. 4(b), decrease with temperature as $`N_0`$ increases. This indicates that there may be no finite-temperature phase transition in the thermodynamic limit. This conclusion is further supported in Fig. 6. There the location of both the crossing of the Binder cumulant and 0.5 and the maximum of $`\chi T/N_{\mathrm{tot}}`$ is shown. Both estimates for the ‘finite system-size’ critical point agree. They both also have a reasonable fit, based on $`N_032`$, of $`T_\mathrm{c}=AN_0^x`$ with $`x=0.105`$ and $`A=2.74`$.

## IV Possibilities for Small World Materials

Model 2, with the small-world bonds built of atomic spins, exhibits no finite temperature phase transition in the thermodynamic limit. Consequently, the outlook for small-world materials is that they will not be easy to synthesize. Note that rigorously it has been shown that no finite temperature phase transition can occur in one dimension. Nevertheless, there are a large number of effective one-dimensional materials JERO87 . Small-world models with fixed connection sizes, such as model 1, exhibit a finite temperature critical point. Building these small-world connections from atomic spins as in model 2 provides the small-world bonds. However although the small-world fixed point is unstable at finite temperatures, the flow from this unstable fixed point seems to be extremely slow. Consequently, the outlook for quasi small-world materials is better than for quasi-one-dimensional materials.

Table I shows the effective $`T_{\mathrm{c},\mathrm{eff}}`$ for a given size of material for model 2. Also shown from ref. JEON03  are values of $`T_{\mathrm{c},\mathrm{eff}}`$ for small-world connections with strengths that behave as $`J_1r_{ij}^\alpha `$, for different values of $`\alpha `$. All temperatures are in units of $`J_1`$. Due to the slow decrease in the critical point with the system size, Table I shows that even for large systems (of the size of meters) the system should exhibit an effective critical temperature that can still occur at a reasonably high temperature.

One synthesis route for small-world nanomaterials is described here. This is a theorist’s cartoon of the synthesis route, and consequently is not meant to be detailed. First, start by constructing a one-dimensional chain of atoms (or molecules), most likely embedded on the surface of a support material. Prepare a solution of linear molecules of all different lengths up to the maximum size of material to be synthesized. This could be accomplished by starting with linear molecules of the same length, and then having a chemical process that breaks the linear chains at random locations. Place a reactive agent at the ends of these linear segments, this agent should be reactive with the constructed one-dimensional chain of atoms on the surface of the material. Bring this constructed chain of atoms into contact with the solution of reactive linear molecules, forming the small-world connections. A further synthesis step can be performed to reduce the length of the linear molecules to the minimum possible distance. This could be accomplished by removing atomic segments. The material synthesized in this way should mimic closely the small-world connections of model 2.

There are several factors that may make quasi small-world nanomaterials easier to synthesis than the synthesis route outlined above. It has been shown that not all original atoms (ones that are not in the small-world connections) need to be connected with small-world bonds for the system to be controlled by the small-world fixed point KORN03 ; JEON03 . Rather, what is required is just a finite density of small-world bonds. Hence, the prefactor in front of the power law for the number of total atoms per original atom may be made arbitrarily small. It is also possible to consider starting with a two-dimensional thin film, and synthesizing small-world connections on the film in a fashion similar to the one-dimensional route outlined above. Some studies of crossover from two- and three-dimensional fixed points to small-world fixed points have been performed HERR02 ; HAST03 . However, it is anticipated that for any finite density of small-world connections the dominant fixed point should be the small-world fixed point. Furthermore, since these original one and two-dimensional systems are embedded in three dimensions, it is possible to make some of the longer-distance small-world connections very short-ranged by bending or folding the original lattice to minimize the total length of all small-world bond connections. Finally, just as in quasi-one-dimensional materials there is the possibility of allowing weak interactions in three dimensional crystals to stabilize the fixed point in different dimensions before the system exhibits a cross-over to the three-dimensional fixed point.

## V Discussion and Conclusions

The ferromagnetic Ising model on two small-world networks has been studied. One model, related to models previously studied by others GITT00 ; BARR00 ; PEKA01 ; HONG02 ; KIM01 , has only fixed-strength interactions for the small-world connections. This model exhibits a finite-temperature second-order phase transition. We have determined from finite-size scaling of the maximum of the susceptibility the exponent ratio $`\gamma /\nu =0.6(1)`$ for the system sizes simulated. A study by other researchers with small-world connections that fall off as a power-law with actual distance shows no finite-temperature phase transition, but a logarithmic decrease with $`N_0`$ of an effective finite system size critical temperature $`T_{\mathrm{c},\mathrm{eff}}`$JEON03 .

The second Ising model studied here is more realistic for the possibilities of quasi small-world materials. The small-world connections have been constrained to be built from spins using the same lattice spacing. This models what would have to be accomplished in actual quasi small-world materials, since atoms are the fundamental building blocks. For this model, no finite-temperature phase transition was found to survive the thermodynamic limit. In particular, in terms of the number of linear spins $`N_0`$, an effective critical temperature $`T_{\mathrm{c},\mathrm{eff}}`$ was found to behave as $`N_0^x`$ with $`x0.105`$. Furthermore, on general grounds the total number of spins scales as $`N_{\mathrm{tot}}N_0^2`$ for a one-dimensional system with $`N_0`$ spins.

From these studies a theoretical picture emerges about the difficulty in synthesizing quasi small-world materials. The number of atoms needed to connect small-world bonds may be large, and is expected to scale as a power law of the number of atoms in the none small-world system. However, it has been shown that not all none small-world atoms need to be connected with small-world bonds for the system to be controlled by the small-world fixed point KORN03 ; JEON03 . Consequently, the prefactor in front of the power law for the number of small-world atoms may be made arbitrarily small in principle. For strengths of small-world connections that decrease as a power law JEON03 , a logarithmic fall-off of the effective critical temperature with system size has been found. Using some order-of-magnitude assumptions and the different power law results from this work and ref. JEON03 , one finds that a reasonable value of $`T_{\mathrm{c},\mathrm{eff}}`$ is possible for systems in the size ranges of microns, millimeters, or even meters. For the model studied here, where the small-world connections were built from atomic spins, a small power-law fall-off of the effective critical temperature was found. Thus nanoscale and mesoscale materials should exhibit an effective critical behavior related to the small-world bonds. A possible synthesis route to materials effectively governed by small-world fixed points was outlined.

## VI Acknowledgements

I acknowldge useful discussions with a number of people, particularly Torsten Clay, Seong-Gon Kim, Alice Kolakowska, Gyorgy Korniss, Chris Landee, Per Arne Rikvold, and Zoltan Toroczkai. Supported in part by NSF grants DMR-0120310 and DMR-0113049. Computer time from the Mississippi State University ERC and NERSC was critical to this study.