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# Dimensional crossover and universal roughness distributions in Barkhausen noise

## I INTRODUCTION

The Barkhausen effect Barkhausen (1919) has long been known in magnetism, and reflects the dynamics of domain-wall motion in the central part of the hysteresis cycle in ferromagnetic materials. The intermittent character which is a central feature of Barkhausen “noise” (BN) comes to light already in the original experimental setup. By wrapping a coil around a sample and ramping an external magnetic field at a suitable driving rate, one can detect well-separated voltage pulses across the coil, which are induced by sudden changes of magnetic flux. These in turn result from the microscopic realignment of groups of magnetic moments parallel to the field, i.e. domain-wall motion. For slow driving rates, the integral of the voltage amplitude of a given pulse over time is proportional to the change in sample magnetization, thus giving a measure of the number of spins overturned in that particular event, or “avalanche size”, to recall the terminology frequently used in the study of intermittent phenomena. Modern experimental techniques allow direct observation of domain-wall motion via magneto-optical Kerr effect measurements Puppin (2000); Kim et al. (2003), which demands use of a thin-film sample geometry.

Early proposals for theoretical modelling of BN are reviewed in Refs. Alessandro et al., 1988, 1990, whose authors formulate a Langevin description via Fokker-Planck equations. More recently, theoretical interest in the description of the statistical properties of BN has been rekindled, as attempts have been made to establish connections with general theories of non-equilibrium phase transitions and noise phenomena Cote and Meisel (1991); Urbach et al. (1995); Perković et al. (1995); Cizeau et al. (1997); Bahiana et al. (1999); Tadić (1999); Perković et al. (1999); Tadić (2000); Tadić and Nowak (2000); Kuntz and Sethna (2000); Zapperi et al. (1998); Durin and Zapperi (1999, 2000); de Queiroz and Bahiana (2001) . Here, we shall be concerned with two such connections. The first, motivated by the thin-film results just alluded to, is the crossover between universality classes \[these latter to be properly defined in the context\] as one varies the spatial dimensionality of samples; secondly, we extend recently-developed concepts of universality of distribution functions for $`1/f^\alpha `$ noise Bramwell et al. (1998, 2000); Antal et al. (2001, 2002) to the scaling properties of domain-wall roughness in BN.

Experimentally, double-logarithmic plots of frequency of avalanche occurrence, $`P(s)`$, against size $`s`$ turn out to produce unequivocally straight sections, $`P(s)s^\tau `$, often spanning 3-4 orders of magnitude, before dropping to zero for larger sizes Cote and Meisel (1991); Bertotti et al. (1994). Such power-law distribution of events has been associated to the concepts of self-organized criticality Babcock and Westervelt (1990); Cote and Meisel (1991); O’Brien and Weissman (1994); Urbach et al. (1995), although other researchers argue that this in fact reflects proximity to a standard second-order critical point, together with an unusually broad critical region in parameter space Perković et al. (1995, 1999). Whatever the interpretation, a power-law decay shows up in assorted models used for numerical simulation of BN, both those based on the motion of a single interface in a disordered medium Alessandro et al. (1988); Urbach et al. (1995); Cizeau et al. (1997); Bahiana et al. (1999) and those which adopt a picture of nucleation of multiple domains in a random-field Ising system Perković et al. (1995).

Analogy with the well-established scaling theory of equilibrium phase transitions suggests that, in this case of a non-equilibrium phenomenon, the search for distinct universality classes may lead to a better understanding of the basic mechanisms involved. In Ref. Durin and Zapperi, 2000, experimental measurements of the exponent $`\tau `$ of avalanche distributions for several soft ferromagnetic materials were found to separate into two distinct groups, namely $`\tau =1.50\pm 0.05`$ (polycrystalline Fe-Si and partially cristalized amorphous alloys) and $`\tau =1.27\pm 0.03`$ (amorphous alloys under stress). It was then proposed that BN for each group of materials listed above belongs to a different universality class of non-equilibrium phase transitions. While the value of $`\tau `$ is a fairly plausible indicator of universality, or lack thereof, between different systems, many questions (prompted again by analogy with static critical phenomena) still remain, such as to how many independent exponents there are, and, of particular interest here, what is the effect of space dimensionality.

Although sample shapes in Ref. Durin and Zapperi, 2000 were ribbon-like (30 cm $`\times `$ 0.5 cm $`\times `$ 60 $`\mu `$m, to quote typical dimensions), this is far beyond the thin-film regime, for which thicknesses are of the order $`5100`$ nm Puppin (2000); Kim et al. (2003). Thus the behavior reported in Ref. Durin and Zapperi, 2000 is expected to be characteristic of fully three-dimensional objects. However, when considering ever thinner samples as in Refs. Puppin, 2000; Kim et al., 2003, dimensional crossover effects cannot be ruled out from the outset.

In this work we use a single-interface model, originally introduced in Ref. Urbach et al., 1995 for the description of BN. We recall (though a detailed discussion will be deferred to Section V) that, for a fixed space dimensionality $`d=2`$ or 3, numerical values of e.g. the exponent $`\tau `$ have been found to differ between nucleation and single-interface models (or even between distinct formulations of the latter). Here we work under the assumption that the general features of dimensional crossover to be uncovered are model-independent, similarly to the presence of power-law avalanche distributions. The same assumption is expected to hold as regards the roughness distributions to be investigated in Section IV.

## II Model and calculational method

Here we shall use the single-interface model introduced in Ref. Urbach et al., 1995. We restrict ourselves to the adiabatic limit of a very slow driving rate, meaning that avalanches are regarded as instantaneous (occurring at a fixed value of the external field). Many experimental setups can be properly described in this approximation Urbach et al. (1995); Zapperi et al. (1998); Bahiana et al. (1999); Durin and Zapperi (2000); Kim et al. (2003).

Simulations are performed on an $`L_x\times L_y\times \mathrm{}`$ geometry, with the interface motion set along the infinite direction. The interface at time $`t`$ is described by its height $`h_ih(x,y,t)`$, where $`(x,y)`$ is the projection of site $`i`$ over the cross-section. No overhangs are allowed, so $`h(x,y,t)`$ is single-valued. Each element $`i`$ of the interface experiences a force of the form:

$$f_i=u(x,y,h_i)+k\left[\underset{j}{}h_{\mathrm{}_j(i)}h_i\right]+H_e,$$
(1)
where

$$H_e=H\eta M.$$
(2)
The first term on the RHS of (1) represents the pinning force, $`u`$, and brings quenched disorder into the model by being chosen randomly, for each lattice site $`\stackrel{}{r_i}(x,y,h_i)`$, from a Gaussian distribution of zero mean and standard deviation $`R`$. Large negative values of $`u`$ lead to local elements where the interface will tend to be pinned, as described in the simulation procedure below. The second term corresponds to a cooperative interaction among interface elements, assumed here to be of elastic (surface tension) type. In this term, $`\mathrm{}_j(i)`$ is the position of the $`j`$-th nearest neighbor of site $`i`$. The tendency of this term is to minimize height differences among interface sites: higher (lower) interface elements experience a negative (positive) force from their neighboring elements. The force constant $`k`$ gives the intensity of the elastic coupling, and is taken here as the unit for $`f`$. We assume the boundary conditions to be periodic along $`x`$ and free along $`y`$, so sites at $`y=0`$ and $`y=L_y`$ represent the film’s free surfaces and have only three neighbors on the $`xy`$ plane (except in the monolayer case $`L_y=1`$ which is the two-dimensional limit, where all interface sites have two neighbors). The last term is the effective driving force, resulting from the applied uniform external field $`H`$ and a demagnetizing field which is taken to be proportional to $`M=(1/L_xL_y)_{i=1}^{L_xL_y}h_i`$, the magnetization (per site) of the previously flipped spins for a lattice of transverse area $`L_xL_y`$. For actual magnetic samples, the demagnetizing field is not necessarily uniform along the sample, as implied in the above expression; even when it is (e.g. for a uniformly magnetized ellipsoid), $`\eta `$ would depend on the system’s aspect ratio. Therefore, our approach amounts to a simplification, which is nevertheless expected to capture the essential aspects of the problem. See Ref. Zapperi et al., 1998 for a detailed discussion. Here we use $`R=5.0`$, $`k=1`$, $`\eta =0.05`$, values for which fairly broad distributions of avalanche sizes and roughness are obtained.

We start the simulation with a flat wall. All spins above it are unflipped. The applied field $`H`$ is set close to the saturation value of the effective field $`H_e`$, in order to minimize transient effects. The force $`f_i`$ is then calculated for each unflipped site along the interface, and each spin at a site with $`f_i0`$ flips, causing the interface to move up one step. The magnetization is updated, and this process continues, with as many sweeps of the whole lattice as necessary, until $`f_i<0`$ for all sites, when the interface comes to a halt. The external field is then increased by the minimum amount needed to bring the most weakly pinned element to motion. The avalanche size corresponds to the number of spins flipped between two interface stops.

## III Scaling of avalanche distributions and dimensional crossover

We have collected avalanche histograms for varying $`L_x`$, $`L_y`$, in a such a way that the number of interface sites $`L_xL_y`$ varies between 800 and 80,000. The aspect ratio $`AL_y/L_x`$ was varied between essentially zero ($`d=2`$, one-dimensional interface) and unity ($`d=3`$, square interface). For each $`L_x`$, $`L_y`$ we generated $`10^5`$ avalanches. Although it may take $`10^210^3`$ avalanches for a steady-state regime to be reached (as measured by the stabilization of $`H_e`$ against external field $`H`$, apart from small fluctuations), we have checked that the only distortion introduced by the transient on avalanche size statistics is the one large event occurring at the very start, i.e. on departure from the initial, flat-interface, configuration. We cannot guarantee this to be so when roughness is the quantity under investigation, thus data in Section IV have been collected only under steady-state conditions.

The probability distribution $`P(s)`$ for avalanche size $`s`$ is expected to behave as

$$P(s)=s^\tau f\left(\frac{s}{s_0}\right),$$
(3)
where $`s_0`$ is a cutoff related (in experiment) to domain size and/or demagnetization effects Bahiana et al. (1999); Durin and Zapperi (2000), and (in simulations) to finite-lattice effects Urbach et al. (1995); Bahiana et al. (1999), or proximity to a critical point Perković et al. (1995). The specific shape of the function $`f(x)`$ has been debated. While a simple exponential has often been used, either phenomenologically Bertotti et al. (1994); Urbach et al. (1995); Bahiana et al. (1999); Perković et al. (1995) or (in some special cases) backed by theoretical arguments Alessandro et al. (1990), Gaussian fits, $`f(x)\mathrm{exp}(s^2/s_0^2)`$ Durin and Zapperi (1999), have been proposed as well. Going one step further, and at the same time trying to keep the number of fitted parameters to a minimum, here we shall follow Refs Spasojević et al., 1996; Tadić, 1996 and fit our data to a stretched exponential:

$$P(s)=A_0s^\tau e^{(s/s_0)^\delta }.$$
(4)
Apart from the overall normalization factor $`A_0`$, one then has three free quantities to fit, which has proved enough for our purposes. A typical example is displayed in Fig. 1.

For the roughly sixty $`\{L_x,L_y\}`$ sets investigated here, the fitted value of $`\delta `$ usually falls in the interval $`2.43.5`$, with half a dozen cases slightly above that. This is broadly in line with $`\delta =2.32(6)`$ quoted in Ref. Spasojević et al., 1996. Though one might argue that a universal value should hold for this exponent, we feel that our results are not accurate enough either to prove or disprove such hypothesis.

On the other hand, the exponent $`\tau `$ which is of central interest here displays systematic variations both against lattice dimensions and aspect ratio. These are displayed in Fig. 2. The overall picture strongly suggests a systematic crossover towards three-dimensional behavior for any fixed (finite) aspect ratio. In addition to this, finite-lattice effects are present as well.

In order to gain a quantitative understanding of this, we recall general ideas of finite-size Barber (1983); Nightingale (1990) and crossover scaling Stinchcombe (1983); Cardy (1996). Crossover phenomena reflect the competition between different types of (pseudo–)critical behavior in the vicinity of a multicritical point, at which several characteristic lengths diverge (i.e. their associated fields approach their respective critical values). See e.g. Section VII.A of Ref. Stinchcombe, 1983 for an illustration of the well-known case of thermal-geometric crossover in dilute magnets near the percolation point. Closer analogy with the present case is found in the discussion of dimensional crossover in “layer” magnets Stinchcombe (1983, 1980) (see figure 42 in Ref. Stinchcombe, 1983). Finite-size scaling can be seen as a particular instance of crossover, in which the system’s inverse finite size $`L^1`$ is an additional relevant field, driving it away from the true criticality which occurs only in the thermodynamic limit Barber (1983); Nightingale (1990); Cardy (1996). We now turn to the simulational results exhibited in Fig. 2. Upon increasing sample size, finite-size effects are reduced and the trends followed by the respective exponent estimates differ, depending on whether (i) the aspect ratio $`A`$ is kept fixed, no matter how small its value (all curves except the lower one), or (ii) $`L_y=1`$ is fixed instead (monolayer, lower curve). The latter corresponds to ever-decreasing $`A`$ as $`L_x`$ increases, and in the $`L_x\mathrm{}`$ limit is expected to reflect true two-dimensional behavior. Considering, for instance, the curve for $`A=0.005`$, for $`L_x`$ not very large one has exponent estimates closely resembling those of a monolayer with a similar cross-sectional “area”. However, the trend shown implies that this is in fact an apparent behavior, which arises only as long as finite-size effects (represented by $`L_x^1`$) are more important than the system’s three-dimensional character (represented by a non-zero value of $`A`$). Increasing $`L_x`$ while keeping $`A`$ constant, the relative importance of these quantities is eventually reversed, and one crosses over to three-dimensional behavior. These remarks are translated into quantitative statements, as follows. Since the inverse finite size $`L_x^1`$ and the interface aspect ratio $`A`$ are both relevant fields, which drive the system away from true two-dimensional behavior, a plausible ansatz for the crossover variable is $`x=(L_x^1)^\varphi /A`$, where $`\varphi `$ is a crossover exponent, to be determined Stinchcombe (1983); Cardy (1996). Thus, for any fixed $`A0`$, and $`L_x\mathrm{}`$ ($`x0`$), three-dimensional features must dominate, while for $`x1`$ two-dimensional behavior (with finite-size corrections) will take over.

Furthermore, the data of Fig. 2 must collapse on the same curve, when plotted against $`x`$. This latter statement gives the operational procedure for determination of $`\varphi `$. By recalling that the horizontal axis variable in Fig. 2 can be written as $`(L_xL_y)^1=x^{2/\varphi }A^{2/\varphi 1}`$, and that constant–$`A`$ curves are further away from the vertical axis the larger $`A`$ is, one sees that, in order for those curves to collapse one must have $`\varphi <2`$; consideration of the numerical values involved shows that, in fact, $`\varphi 1`$ is needed. The choice of $`\varphi =0.95(3)`$, with the corresponding results exhibited in Fig. 3, reflects the range of $`\varphi `$ for which the collapse of all data for non-zero $`A`$ (onto the left-hand side of the diagram) is visually deemed to be best. The fact that the $`d=2`$ data are segregated towards the right is to be expected in this context, as they belong to a different side of the crossover ($`x>1`$) where three-dimensional effects vanish.

The intersection of the scaling curve with the vertical axis provides an estimate of the three-dimensional scaling exponent. The result is $`\tau (d=3)=1.27(1)`$. An ad hoc parabolic fit against $`1/L_x`$, including only data for $`A=1`$ and $`L_x160`$, gives $`\tau (d=3)=1.28(1)`$, where the largest contribution to the uncertainty comes from spread between extrapolations that either do or do not include small-lattice data ($`L_x=30`$, $`40`$). As we have seven lattice sizes available for $`A=1`$, use of parabolic fits already gives us at most four degrees of freedom. Given the limited range of data available, attempting to improve estimates by including higher-order corrections would therefore not seem justifiable. Since neither extrapolation procedure appears to be obviously superior to the other, our final quote encompasses both results: $`\tau (d=3)=1.275(15)`$.

In Ref. Urbach et al., 1995, $`\tau (d=3)=1.13(2)`$ is quoted for $`L_x=40`$, while our corresponding result is $`1.21(1)`$. This difference arises mainly from distinct fitting procedures, in particular those authors’ apparent use of a fixed $`\delta =1`$ for the cutoff. Indeed, by keeping $`\delta =1`$, the best fit of our data is for $`\tau (d=3)=1.12(4)`$, though at the cost of increasing the $`\chi ^2`$ per degree of freedom by one order of magnitude compared with the variable–$`\delta `$ fitting scheme.

A similar parabolic fit of the two-dimensional data gathered on the right-hand corner of Fig. 3 (using $`4000L_x16000`$), gives $`\tau (d=2)=1.06(1)`$ . This is broadly in accord with the result of Ref. Urbach et al., 1995, namely $`\tau (d=2)=1.00(1)`$ (using $`500L_x5000`$).

## IV Roughness distributions and $`1/f^\alpha `$ noise

In this section, we consider only two-dimensional ($`L_x=1`$) and fully three-dimensional ($`L_x=L_y`$) systems. We have collected data on interface roughness, in order to analyze them in the context of universal fluctuation distributions. An important reason for interest in universal distributions is that they have no adjustable parameters Bramwell et al. (1998, 2000); Antal et al. (2001, 2002). The fact that a given property of a system behaves according to one of such distributions is then expected to indicate the universality class to which it belongs. For non-equilibrium problems such as is the case here, the task of connecting exponents (or features of distributions) to universality classes is far from accomplished (see e.g. the discussion in Ref. Antal et al., 2002). Accordingly, our purpose here is simply to identify what universal distribution (if any) is followed by the scaled interface roughness for the current model.

In order to make contact with previous work on interface roughness at depinning transitions, we recall some basic ideas.

At the end of each avalanche, we measured the roughness $``$ of the instantaneous interface configuration at time $`t`$ in the usual way, as the rms fluctuation of the interface height:

$$(t)=\left[\left(L_xL_y\right)^1\underset{i=1}{\overset{L_xL_y}{}}\left(h_i(t)\overline{h}(t)\right)^2\right]^{1/2},$$
(5)
where $`\overline{h}(t)`$ is the average interface height at $`t`$. As the avalanches progress, one gets a sampling of successive equilibrium configurations; the ensemble of such configurations yields a distribution of the relative frequency of occurrence of $``$. In order to get clean distributions, we have seen that the number of events considered must be $`𝒪(10^6)`$, i.e. one order of magnitude larger than the samples used for the analysis of size distributions in Section III. We have used only steady-state data. i.e. after the stabilization of $`H_e`$ of Eq. (2) against external field $`H`$. This way, our implicit assumption that successive interface configurations are stochastically independent gains plausibility. Similar ideas were invoked in Ref. Foltin et al., 1994 to justify a mapping of the steady state of a deposition-evaporation model onto a random-walk problem.

The roughness exponent $`\zeta `$ is related to the finite-size scaling of the first moment of the distribution Barábasi and Stanley (1995):

$$_LL^\zeta ,$$
(6)
where the angular brackets stand for averages over the ensemble of successive interface configurations of an interface with transverse dimension $`L`$. We have estimated $`\zeta `$ from power-law fits to our data. For $`d=2`$ (one-dimensional interface) using $`400L_x1200`$ we get $`\zeta (2d)=1.24(1)`$, which compares well with the usually accepted $`\zeta 1.25`$ for the quenched Edwards-Wilkinson universality class Leschhorn (1993); Makse and Amaral (1995); Makse et al. (1998); Rosso et al. (2003a). For $`d=3`$ (two-dimensional interface) we used $`30L_x=L_y80`$ and two alternative sets of boundary conditions, namely mixed (MBC) i.e. free along $`x`$ and periodic along $`y`$, as described in Section II, and periodic along both $`x`$ and $`y`$ (PBC). The results are, respectively, $`\zeta (d=3,\mathrm{MBC})=0.87(1)`$ and $`\zeta (d=3,\mathrm{PBC})=0.71(1)`$. While the latter value is not far from $`\zeta 0.75`$ for the corresponding quenched Edwards-Wilkinson model Leschhorn (1993); Rosso et al. (2003a), the former seems difficult to relate to existing results.

At this point one might invoke universality ideas and claim that the difference between three-dimensional estimates must be a finite-size effect. Investigating this directly, e.g. by performing simulations for larger $`L`$, would be straightforward but time-consuming. However, as we shall see in what follows, this issue can be addressed more efficiently by returning to our main goal in this Section, i.e. by looking at the full distributions, rather than examining only selected moments (as is the case of the scaling for extraction of $`\zeta `$). This is because mounting evidence indicates that, in general, width distributions decouple into the product of a single size-dependent scale and a universal (size-independent) scaling function Foltin et al. (1994); Antal et al. (2001, 2002); Rosso et al. (2003b), that is

$$P()=(1/\sigma )\mathrm{\Phi }(/\sigma ),\sigma ^2=()^2.$$
(7)
Therefore, if the functional form $`\mathrm{\Phi }(z)`$ varies depending e.g. on whether mixed or periodic boundary conditions are used, one is on safer grounds to assume that this reflects differences in the respective universality class. In this context, it must be recalled that dependence of scaling quantities on boundary conditions is an often–encountered feature when dealing with fluctuation phenomena Antal et al. (2001, 2002). One illustration of this, which is of great relevance here, is that one of the requirements for a class of universal (time) fluctuation distributions to hold is that they be periodic in time Antal et al. (2001, 2002); Foltin et al. (1994).

In our case, this feature is replaced by periodic boundary conditions in space (the same reasoning was used for the deposition-evaporation model of Ref. Foltin et al., 1994). Strictly speaking, this time-space correspondence is only true for the one-dimensional interfaces of the two-dimensional version of our model. However, the mixed boundary conditions (MBC) used in Sec. III suggest that an extension of our investigation to the three-dimensional case may not be unjustified. As regards fully periodic boundary conditions (PBC), even though it is not obvious that the analogy can be pushed that far, we decided to analyse the respective data for completeness.

We analysed the roughness distributions for $`d=2`$ and for the fully three-dimensional case (i.e. aspect ratio $`L_y/L_x=1`$), the latter both with MBC and PBC. As shown below, finite transverse dimensions are of negligible import as far as the scaling functions $`\mathrm{\Phi }(z)`$ are concerned, thus giving further support to the assumption that Eq. (7) holds.

We have compared our results against the family of roughness distributions for periodic $`1/f^\alpha `$ noise, described in Ref. Antal et al., 2002. The roughness of a time signal, and its connections via Fourier transform with the frequency spectrum (and thus with the respective $`\alpha `$), are described at length in Section II of that reference. The idea of fitting spatial roughness data to the roughness of time signals (e.g. random-walks) is well-known in the study of interface fluctuations Barábasi and Stanley (1995). The new feature here is that we have at our disposal a family of distributions whose shape varies smoothly against the single basic parameter $`\alpha `$ (but, apart from that, are strictly parameter-independent). We expect that the value of $`\alpha `$ which best fits our data should be connected to the underlying universality class of thew avalanche model used here. We recall that ours is a phenomenological study, since at present very little is known regarding the (physical) causal relationships between fluctuation distributions and universality classes for out-of-equilibrium transitions Bramwell et al. (1998, 2000); Antal et al. (2001, 2002).

The quantity to be compared against a universal form is the distribution of the deviation from the average, scaled by the standard deviation (this is termed scaling by the variance in Ref. Antal et al., 2002):

$$y\frac{}{\sigma }.$$
(8)
Our data are depicted respectively in Fig. 4 for $`d=2`$, Fig. 5 for $`d=3`$ with MBC, and Fig. 6 for $`d=3`$ with PBC. In each figure, we have plotted data corresponding to only two values of $`L`$ (“small” and “large”), in order to illustrate that the $`L`$–dependence of the scaled distribution is negligible, without cluttering the diagram with intermediate–$`L`$ results.

In all figures, the analytic curve corresponding to $`\alpha =1`$ is shown as a dashed line, in order to ease comparison between different cases. In general, the scatter of simulational data at the low-roughness end of the distribution is much smaller than that at the high end, thus we might give more weight to the former region when judging the quality of fit.

Using this criterion, one sees that the $`d=2`$ data appear to be closer to the $`\alpha =1.15`$ curve than to that for $`\alpha =1`$, while the situation is reversed in the $`d=3`$ case with MBC. Furthermore, for $`d=3`$ with PBC the best fit is undoubtedly for $`\alpha <1`$. For this latter case, we also display a Gaussian distribution, which corresponds to $`\alpha =0.5`$ Antal et al. (2002).

We have tried to quantify the above remarks, by investigating the behavior of the $`\chi ^2`$ per degree of freedom ($`\chi ^2/\mathrm{d}.\mathrm{o}.\mathrm{f}.`$) for fits of our data to the analytical distributions, against varying $`\alpha `$. We have included only data for which $`\mathrm{\Phi }(y)10^3`$, i.e. those displayed in Figs. 45, and 6. Though, in principle, the distributions can be evaluated in closed form Antal et al. (2002), we ran into serious numerical problems for $`\alpha 0.9`$ in the region $`y1`$. Fortunately, as shown in Fig. 7, this does not matter much as long as the $`d=2`$ and $`d=3`$ (MBC) cases are concerned, because the respective $`\chi ^2/\mathrm{d}.\mathrm{o}.\mathrm{f}.`$ clearly exhibit minima located slightly above $`\alpha =1`$. On the other hand, this means that for $`d=3`$ with PBC we were not able to follow the trend shown in the Figure into the region $`\alpha <0.9`$, where it is clear that a minimum of the corresponding $`\chi ^2/\mathrm{d}.\mathrm{o}.\mathrm{f}.`$ must be located. On the other hand, the Gaussian ($`\alpha =0.5`$) distribution shown in Fig. 6 evidently overshoots the desired corrections, so one can be sure that the best fit will be in the interval $`0.5<\alpha <0.9`$.

## V Discussion and Conclusions

The data displayed in Section III show that, in the interface model introduced in Ref. Urbach et al., 1995, the power-law behavior of avalanche statistics is characterized by an effective exponent, which varies continuously both with the interface’s linear dimensions and aspect ratio. By means of a finite-size and crossover analysis, we have demonstrated that such continuous variation in fact reflects crossover towards three-dimensional behavior, for any non-zero aspect ratio.

The implications of this for the interpretation of experimental BN results in thin films must be worked out carefully. In Ref. Puppin, 2000, the value $`\tau =1.1`$ is given for Fe films. The authors of Ref. Kim et al., 2003 quote $`\tau 1.33`$ for Co films and conclude that their setup is a two-dimensional realization of the (single-interface) model of Ref. Cizeau et al., 1997, for which $`\tau =4/3`$ in $`d=2`$ and $`3/2`$ in $`d=3`$ Zapperi et al. (1998); Vásquez and Sotolongo-Costa (2000). On the other hand, as seen above, the single-interface model considered here gives $`\tau =1.06(1)`$ in $`d=2`$ and $`1.275(15)`$ in $`d=3`$. Thus one might interpret both sets of experimental results as reflecting a crossover towards three-dimensional behavior. As regards the specific features of the experimental investigations, one must ask: (i) which, if any, of the two models applies to the corresponding microscopic description, and (ii) how far along, quantitatively, is the dimensional crossover for the thin-film geometries used.

While the visual evidence displayed in Ref. Kim et al., 2003 is convincing proof that a single-interface picture applies in that case, for a definite answer to (i) one must look at the differences between the models. As far as the power-law scaling of avalanche distributions is concerned, the model of Ref. Cizeau et al., 1997 differs from the one considered here by the introduction of a non-local kernel due to dipolar interactions. The value $`\tau =4/3`$ quoted in Ref. Kim et al., 2003 relies on assuming that the form taken by this kernel in momentum space is $`q^\mu `$, ($`q=`$ wavevector) with $`\mu =1`$ Vásquez and Sotolongo-Costa (2000). In $`d=3`$ the same theory gives $`\tau =3/2`$ for $`\mu =1`$, and $`\tau =5/4`$ for $`\mu =2`$ Durin and Zapperi (2000). Both values have been found to good approximation in experiments on fully three-dimensional systems (thus defining distinct universality classes), as recalled in the Introduction Durin and Zapperi (2000). For the thin-film cases it is not clear, without a detailed analysis of the specific materials involved, whether the non-local kernel is of sufficient import to drive avalanche scaling towards the $`d=2`$ behavior predicted for the model of Ref. Cizeau et al., 1997.

Turning to question (ii), recall that the evolution of an interface along a $`400\times 320`$ $`\mu `$m<sup>2</sup> area of a 25-nm film is shown in Ref. Kim et al., 2003. Translating to the language of Section III, this would correspond to a transverse aspect ratio $`A=25\mathrm{n}\mathrm{m}/320\mu \mathrm{m}8\times 10^5`$ (this in an upper bound, as the film’s transverse dimensions are likely to be larger than the area shown). Though we do not think that the model results depicted in Fig. 2 are quantitatively accurate enough, one must keep in mind the possibility that the effective experimental behavior still is very close to the two-dimensional limit. Indeed, the simulational curve for $`A=5\times 10^3`$ already shows a value of $`\tau `$ rather close to that for the two-dimensional case, along an extended portion of the Figure. The surest way to settle this matter would be by performing a series of experiments on films of the same composition and varying thicknesses, in order to produce a full picture of the dimensional crossover. We hope experimentalists will be motivated by the present results.

As regards the search for universal roughness distributions in Section IV, for now we quote (from Figure 7 and the associated remarks) $`\alpha 1.05`$ ($`d=2`$); $`\alpha 1.15`$ ($`d=3`$, MBC) and $`0.5<\alpha <0.9`$ ($`d=3`$, PBC). It thus appears that the boundary conditions do have significant influence in this context, a fact which remains to be more fully understood. Although the search for the physical origins of $`1/f`$ noise Weissman (1988) is clearly of great interest, it appears that, at least for non-equilibrium phenomena as is the case here, we are still at a very preliminary stage. Again, it is hoped that the present results will motivate further research. Measurements of the roughness distributions for alternative models of BN Perković et al. (1995); Cizeau et al. (1997) would be a natural extension of the this work, in order to check whether the above-quoted values of $`\alpha `$ are indeed universal within this subset of avalanche models.

###### Acknowledgements.

The author thanks Belita Koiller and Monica Bahiana for many interesting discussions and suggestions. The research of S.L.A.d.Q. was partially supported by the Brazilian agencies CNPq (Grants No. 30.1692/81.5 and No. 47.4715/01.9), FAPERJ (Grant No. E26–152.195/2002), FUJB-UFRJ and Instituto do Milênio de Nanociências–CNPq.


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# Circle Packings on Surfaces with Projective Structures and Uniformization

## 1. Introduction

Let $`\mathrm{\Sigma }_g`$ be a closed orientable surface of genus $`g2`$ and $`\tau `$ a graph on $`\mathrm{\Sigma }_g`$ which lifts to a triangulation of the universal cover $`\stackrel{~}{\mathrm{\Sigma }}_g`$. In , we initiated the study of circle packings on $`\mathrm{\Sigma }_g`$ with projective structures with combinatorics controlled by $`\tau `$. Since we discuss projective structures which are complex structures in particular, we orient $`\mathrm{\Sigma }_g`$ throughout this paper so that the orientation is the same as the one coming from the complex structure.

As the circle/disk is a fundamental geometric notion for projective structures, it makes sense to ask which surfaces admit a circle packing with fixed nerve isotopic to $`\tau `$, and furthermore, if the circle packings carried on these surfaces are rigid. The main results of  answer these two questions when $`\tau `$ has exactly one vertex. In this case, the cross ratio parameter space $`𝒞_\tau `$ associated with a graph $`\tau `$ on $`\mathrm{\Sigma }_g`$, which can be identified with the set of all pairs of a projective structure and a circle packing on it with nerve isotopic to $`\tau `$, is homeomorphic to $`^{6g6}`$. Furthermore, the forgetting map,

$$f:𝒞_\tau 𝒫_g,$$

of $`𝒞_\tau `$ to the space $`𝒫_g`$ of projective structures on $`\mathrm{\Sigma }_g`$ which forgets the packing is injective. Namely, the packings are in fact rigid.

On the other hand, any projective structure on $`\mathrm{\Sigma }_g`$ has a canonical underlying complex structure. Thus assigning the underlying complex structure to each projective structure, we obtain the uniformization map

$$u:𝒫_g𝒯_g,$$

of $`𝒫_g`$ to the Teichmüller space $`𝒯_g`$ (thought of here as the space of complex structures). By taking the Schwarzian derivative of the developing map, a projective structure can be identified with a holomorphic quadratic differential over the underlying Riemann surface, so the uniformization map is a complex vector bundle of rank $`3g3`$ over $`𝒯_g`$.

For the genus one case, when $`\tau `$ has one vertex, it was shown by Mizushima in , with slightly different language, that the composition of the forgetting map with the uniformization map is a homeomorphism. In , we conjectured that this holds in general, regardless of the genus $`g(1)`$ and the graph $`\tau `$. The purpose of this paper is to take the first step towards this conjecture by proving the following properness theorem for $`\tau `$ with one vertex:

###### Theorem 1.1.

Let $`\tau `$ be a graph on $`\mathrm{\Sigma }_g`$ ($`g2`$) with one vertex which lifts to a triangulation of $`\stackrel{~}{\mathrm{\Sigma }}_g`$ and $`𝒞_\tau `$ the cross ratio parameter space associated with $`\tau `$. Then the composition $`uf:𝒞_\tau 𝒯_g`$ of the forgetting map with the uniformization map is proper.

To complete the proof of the conjecture for such graphs $`\tau `$, since $`𝒞_\tau `$ in this case was shown to be homeomorphic to $`^{6g6}`$, it suffices to show that the map is locally injective. This sort of question for the grafting map based on Tanigawa’s properness theorem in  was settled by Scannell and Wolf in . See also Faltings  and McMullen  for earlier proofs of special cases. However, it is not clear if the proofs in the above cited papers can be extended to our setting.

The rest of this paper is organized as follows. In §2, we set the notations, and results required to prove the main theorem. In §3, we recall the definition of the cross ratio parameter space from  and show that it is properly embedded in the euclidean space. In §4, following the exposition in , we briefly review the Thurston coordinates of $`𝒫_g`$ in terms of hyperbolic structures and measured laminations, and show that the projected image of $`f(𝒞_\tau )`$ to the space of measured laminations on $`\mathrm{\Sigma }_g`$ is bounded. The results up to that section are valid for any graph $`\tau `$. In §5, under the assumption that $`\tau `$ has exactly one vertex, we show that the holonomy map from $`f(𝒞_\tau )`$ to the algebro-geometric quotient of the space of representations of $`\pi _1(\mathrm{\Sigma }_g)`$ in $`\mathrm{PSL}_2()`$ up to conjugacy is proper, and deduce from this that the projection of $`f(𝒞_\tau )`$ to the space of the hyperbolic structures in the Thurston coordinates is also proper. Finally, in §6, we complete the proof of the theorem using Tanigawa’s inequality in .

## 2. Preliminaries

We first set the notation and recall results from  to be used in the rest of the paper. Since $`g`$ and $`\tau `$ are fixed throughout this paper, we will drop the suffices where possible to simplify the notation. Let $`\mathrm{\Sigma }_g=\mathrm{\Sigma }`$ be a closed oriented surface of genus $`g2`$.

Attached to $`\mathrm{\Sigma }`$, we have the following spaces.

* The Teichmüller space $`𝒯_g=𝒯`$ which parameterizes either the hyperbolic or the complex structures on $`\mathrm{\Sigma }`$, depending on the point of view.
* The measured lamination space $`_g=`$ which is the completion of the space of weighted simple closed curves on $`\mathrm{\Sigma }`$. It is known to be homeomorphic to $`^{6g6}`$.
* The space $`𝒫_g=𝒫`$ of projective structures on $`\mathrm{\Sigma }`$, namely a geometric structure locally modeled on the Riemann sphere with transition functions in $`\mathrm{PSL}_2()`$.
* The algebro-geometric quotient $`𝒳_g=𝒳`$ of the space of representations of $`\pi _1(\mathrm{\Sigma })`$ in $`\mathrm{PSL}_2()`$ up to conjugacy. Taking the holonomy representation gives a map,

$$hol:𝒫𝒳,$$

which is a local homeomorphism, see .

Furthermore, we have the following spaces associated to $`\mathrm{\Sigma }`$ and a graph $`\tau `$ triangulating $`\mathrm{\Sigma }`$ by the study in .

* The cross ratio parameter space $`𝒞_\tau =𝒞`$, which turns out to be a semi-algebraic set in $`^E`$, where $`E`$ is the set of edges of $`\tau `$. An element $`𝐜𝒞^E`$ is called a cross ratio parameter and will be reviewed in the next section. It was shown in  that each cross ratio parameter determines a surface $`S𝒫`$ with a projective structure together with a circle packing $`P`$ on $`S`$ with nerve isotopic to $`\tau `$. Conversely, each pair $`(S,P)`$ gives a cross ratio parameter $`𝐜`$ in $`𝒞`$.
* The image $`=f(𝒞)`$ of $`𝒞`$ by the forgetting map $`f:𝒞𝒫`$, which is the set of all projective structures on $`\mathrm{\Sigma }`$ which admit a circle packing with nerve isotopic to $`\tau `$. When $`\tau `$ has only one vertex, it was shown in  that $`f`$ is a homeomorphism onto the image $``$ and hence $`f`$ identifies $`𝒞`$ with $``$ under this condition.

Here is another view of $`𝒫`$.

* The Thurston coordinates of $`𝒫`$,

$$𝒫𝒯\times ,$$

which use the pleated hyperbolic surface corresponding to a projective structure. The first factor parameterizes the hyperbolic surface and the second factor parameterizes the measured lamination coming from the bending. The coordinates are reviewed briefly in §4.

## 3. The Cross Ratio Parameter Space $`𝒞`$

We first recall briefly how the cross ratio parameter space $`𝒞`$ in  was defined. Suppose that $`S`$ is a surface with projective structure which lies in $`𝒫`$ and $`P`$ is a circle packing on $`S`$ with nerve $`\tau `$. To each edge $`e`$ of $`\tau `$ is associated a configuration of four circles in the developed image surrounding a preimage $`\stackrel{~}{e}`$ of $`e`$, see Figure 1(a). In , we defined a cross ratio of an edge $`e`$ by taking the imaginary part of the cross ratio of four contact points $`(p_{14},p_{23},p_{12},p_{13})`$ of the configuration chosen as in Figure 1(b) with orientation convention (for the definition of the cross ratio of four ordered points, see ). It is the modulus of the rectangle obtained by normalizing the configuration by moving the contact point $`p_{13}`$ to $`\mathrm{}`$, see Figure 2.

Because the developing map is a local homeomorphism, the cross ratios of the edges must satisfy certain conditions, best expressed in terms of the associated matrices. If $`e`$ is an edge of $`\tau `$ with a cross ratio $`x`$, we associate to $`e`$ the matrix $`A=\left(\begin{array}{cc}0& 1\\ 1& x\end{array}\right)`$. Now, if $`v`$ is a vertex of $`\tau `$ with valence $`m`$, we read off the edges $`e_1,\mathrm{},e_m`$ incident to $`v`$ in a clockwise direction to obtain a sequence of cross ratios $`x_1,\mathrm{},x_m`$ associated to $`v`$. Let

$$W_j=A_1A_2\mathrm{}A_j=\left(\begin{array}{cc}a_j& b_j\\ c_j& d_j\end{array}\right),j=1,\mathrm{},m$$

where $`A_i`$ is the matrix $`\left(\begin{array}{cc}0& 1\\ 1& x_i\end{array}\right)`$ associated to $`e_i`$. Then, for each vertex $`v`$ of $`\tau `$, we have

$`W_v=A_1A_2\mathrm{}A_m=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right),`$ (3)
and

$`\{\begin{array}{c}a_j,c_j<0,b_j,d_j>0\text{ for }1jm1\hfill \\ \text{except for }a_1=d_{m1}=0.\hfill \end{array}`$ (6)
Roughly, the first condition ensures the consistency of the chain of circles surrounding the circle corresponding to $`v`$, see Figure 3, and the second condition eliminates the case where the chain surrounds the central circle more than once. We note that it does not matter which edge we start out with in the above.

Conversely, if an assignment to the edges of $`\tau `$,

$$𝐜:E,$$

satisfies conditions (3) and (6) for each vertex, the map is a cross ratio parameter of some packing $`P`$ on a surface $`S`$, where both $`S`$ and $`P`$ are determined by $`𝐜`$ (main lemma of ). Hence, the set

$$𝒞=\{𝐜:E|𝐜\text{satisfies (1) and (2) for each vertex}\},$$

called the cross ratio parameter space, can be identified with the space of pairs $`(S,P)`$ of a surface $`S`$ with projective structure and a circle packing $`P`$ on $`S`$, and $`𝐜`$ parameterizes the space of such pairs.

By the definition, we see that $`𝒞`$ is a semi-algebraic set in $`^E`$ defined by equations coming from (3) and inequalities coming from (6) for each vertex $`v`$. We first show that the strict inequalities of (6) can be replaced by non-strict inequalities, namely, for each vertex $`v`$ and with the same notation as before, consider the set of conditions

$`\{\begin{array}{c}a_j,c_j0,b_j,d_j0\text{ for }1jm1\hfill \\ \text{except for }a_1=d_{m1}=0\hfill \end{array}`$ (9)
###### Lemma 3.1.

The conditions (3),(6) $``$ (3),(9).

###### Proof.

It is sufficient to prove (3), (9) $``$ (6). We have the identity

$`\left(\begin{array}{cc}a_{j+1}& b_{j+1}\\ c_{j+1}& d_{j+1}\end{array}\right)`$ $`=`$ $`\left(\begin{array}{cc}a_j& b_j\\ c_j& d_j\end{array}\right)\left(\begin{array}{cc}0& 1\\ 1& x_{j+1}\end{array}\right)`$ (16)
$`=`$ $`\left(\begin{array}{cc}b_j& a_j+b_jx_{j+1}\\ d_j& c_j+d_jx_{j+1}\end{array}\right).`$ (19)
Now $`a_2=b_1=1<0`$, so by induction, using (9) and (19), $`a_{j+1}=b_j<0`$ for $`j=1,\mathrm{},m1`$ since

$$a_2<0b_2>0a_3<0\mathrm{}b_{m1}>0a_m<0.$$

Similarly, since $`c_1=1<0`$, by induction, using (9) and (19), $`c_{j+1}=d_j<0`$ for $`j=1,\mathrm{},m2`$ since

$$c_1<0d_1>0c_2<0\mathrm{}d_{m2}>0c_{m1}<0.$$

This lemma tells us that the condition (6) does not divide a connected component of the algebraic set determined by (3). It just chooses appropriate connected components. With this, we can easily prove

###### Lemma 3.2.

The inclusion map of $`𝒞`$ into $`^E`$ is proper, where $`E`$ is the set of edges of $`\tau `$.

Remark. The above result holds for a general $`\tau `$ with no restriction on the number of vertices.

###### Proof.

Let $`\{𝐜_n\}`$ be a sequence of points in the intersection of a compact set in $`^E`$ with $`𝒞`$. Then, there exists a convergent subsequence. Let $`𝐜_{\mathrm{}}`$ denote the limit of the subsequence. Each $`𝐜_n`$ satisfies the conditions (3) and (6). Each entry of the product of the matrices in the conditions (3) and (6) is a polynomial in terms of $`x_i`$’s and thus is continuous. Hence, the limit $`𝐜_{\mathrm{}}`$ satisfies the conditions (3) and (9), and also lies in $`𝒞`$ by lemma 3.1. ∎

## 4. Image in $``$ is Bounded

Suppose $`S𝒫`$ is a surface with projective structure. Recall from  that associated to the developed image $`dev(\stackrel{~}{S})`$ is a collection of maximal disks $`\{D_i\}`$ on $`\stackrel{~}{S}`$. To each maximal disk, there is a set of at least two ideal boundary points which lie in the closure of $`D_i`$ but not in $`\stackrel{~}{S}`$. Take the convex hull $`V_iD_i`$ of the ideal boundary points with respect to the hyperbolic metric on the interior of $`D_i`$. Then for two distinct maximal disks $`D_i`$ and $`D_j`$, $`V_iV_j=\mathrm{}`$ and the collection $`\{V_i\}`$ gives a stratification of $`\stackrel{~}{S}`$ equivariant under the action of the fundamental group. Note that each $`V_i`$ is either an ideal polygon or a line, except in the trivial case where $`S`$ is a hyperbolic structure, in which case there is only one maximal disk. Also every point $`z`$ in $`\stackrel{~}{S}`$ is contained in a unique convex hull $`V_i`$. We call the maximal disk $`D_i`$ containing $`V_i`$ a supporting maximal disk of $`z`$.

The polygonal parts of the stratification $`\{V_i\}`$ support the hyperbolic metric. Collapsing parallel lines in $`\{V_i\}`$ to a line and quotienting the resultant by the action of the fundamental group, we obtain a map of $`S`$ to a hyperbolic surface $`H`$. This collapsing construction gives a map

$$\pi :𝒫𝒯$$

where $`𝒯`$ is regarded here as the space of hyperbolic structures on $`\mathrm{\Sigma }`$.

The stratification $`\{V_i\}`$ also defines a geodesic lamination $`\lambda `$ on $`H`$ by taking the complement of the interior of polygonal parts. Moreover, using the convex hull of the ideal points of the maximal disk not in the disk but in the 3-dimensional hyperbolic space $`^3`$, we can assign a transverse bending measure supported on $`\lambda `$. Hence we also obtain a map

$$\beta :𝒫.$$

Thurston showed that the pair $`(\pi ,\beta )`$ of these maps is a homeomorphism between $`𝒫`$ and $`𝒯\times `$.

###### Lemma 4.1.

$`\beta ()`$ is bounded in $``$.

Remark. The above result holds for a general $`\tau `$ with no restriction on the number of vertices.

###### Proof.

Let $`S`$ be a surface in $`=f(𝒞)𝒫`$, $`P`$ a circle packing on $`S`$ with nerve $`\tau `$, and $`H=\pi (S),\lambda =\beta (S)`$. The measured lamination $`\lambda `$ can be pulled back to a lamination with transverse measure by blowing up the atomic leaves on $`H`$ to parallel leaves in $`S`$ with stretched transverse measure in a canonical way. Hence we regard $`S`$ as a surface with this measured lamination $`\mu `$. To see boundedness of $`\beta ()`$, it is sufficient to show that the measure along each edge of $`\tau `$ is uniformly bounded since $`\tau `$ generates the fundamental group of $`\mathrm{\Sigma }`$ and $`\mu `$ collapses to $`\lambda `$.

We can choose a reference point for each circle in $`P`$ to represent the vertex $`v`$ of $`\tau `$ such that the supporting maximal disk of the point representing $`v`$ contains the circle and take their preimage in $`\stackrel{~}{P}`$ to get equivariant reference vertices. Let $`C_1`$ and $`C_2`$ be contact circles in $`\stackrel{~}{P}`$, and $`D_i`$ the supporting maximal disk of the reference point $`v_i`$ of $`C_i`$. $`D_i`$ contains $`C_i`$ for both $`i=1,2`$, so these form a $`\pi `$ roof over the pleated hyperbolic surface in $`^3`$ locally corresponding to $`dev(\stackrel{~}{S})`$, see Figure 4. So the total transverse measure along a path $`\stackrel{~}{e}`$ between $`v_1`$ and $`v_2`$ contained in $`D_1D_2`$ is bounded above by $`\pi `$.

## 5. $`hol`$ and $`\pi `$ on Image are Proper

In this section, we restrict ourselves to the case where $`\tau `$ has one vertex. We first show

###### Lemma 5.1.

Suppose that $`\tau `$ has only one vertex. Then there is a finite subset $`F`$ of the fundamental group $`\pi _1(\mathrm{\Sigma })`$ such that if $`\{𝐜_n\}`$ is a sequence of points in $`𝒞`$ which escapes away from the compact sets, then there is an element $`gF`$ and a subsequence of $`\{𝐜_n\}`$ for which $`|tr(\rho _n(g))|\mathrm{}`$, where $`\rho _n=hol(f(𝐜_n))`$. In particular, the composition $`holf:𝒞𝒳`$ of the forgetting map with $`hol:𝒳`$ is proper.

Remark. Although the image of holonomy lies in $`\mathrm{PSL}_2()`$ and the trace makes sense only up to signs, its absolute value is well-defined.

###### Proof.

Since $`\tau `$ has one vertex, each edge $`e_i`$ of $`\tau `$ starts and ends at the same vertex $`v`$, so corresponds to a pair of elements $`g_i^{\pm 1}\pi _1(\mathrm{\Sigma })`$, and the set $`\{g_i^{\pm 1}\}`$ forms a generating set for $`\pi _1(\mathrm{\Sigma })`$. $`F`$ is defined to be the set of all words of length $`2`$ in this generating set.

Passing to a subsequence, we may assume that the cross ratio $`𝐜_n(e)`$ of some fixed edge $`e`$ of $`\tau `$ approaches $`\mathrm{}`$ as $`n\mathrm{}`$. For each $`S_n=f(𝐜_n)`$, consider the developed image of $`\stackrel{~}{S}_n`$ and in particular the configuration of 6 circles $`C_1,\mathrm{},C_6`$ in $`\stackrel{~}{P}_n`$ with corresponding vertices $`v_1,\mathrm{},v_6`$ of $`\stackrel{~}{\tau }`$ as given in Figure 5a. Here, the edge $`e_3=v_1v_3`$ is the one whose cross ratio approaches $`\mathrm{}`$ as $`n\mathrm{}`$. Note that the configuration of $`C_j`$ and $`v_j`$ depends on $`n`$.

To each $`n`$, we may normalize the developed image so that it is given by Figure 5b, where the tangency point $`p_{13}`$ between $`C_1`$ and $`C_3`$ is $`\sqrt{1}`$. The concatenation of the two directed edges $`e_2=v_2v_1`$ and $`e_4=v_1v_4`$ which are the neighboring edges of $`e_3`$ about the vertex $`v_1`$ corresponds to an element $`g=g_4g_2^1F`$. Its holonomy image $`\phi _n:=\rho _n(g)=\rho _n(g_4g_2^1)`$ is an element of $`\mathrm{PSL}_2()`$ mapping $`C_2`$ to $`C_4`$. Note that in the normalized picture, the radius of $`C_4`$ approaches zero as $`n\mathrm{}`$ since $`𝐜_n(e_3)\mathrm{}`$. Hence we can represent the images of $`0`$, $`1`$ and $`\mathrm{}`$, all lying on $`C_2`$, under $`\phi _n`$ by $`\sqrt{1}+\epsilon _1`$, $`\sqrt{1}+\epsilon _2`$ and $`\sqrt{1}+\epsilon _3`$ respectively, where $`\epsilon _1`$, $`\epsilon _2`$, $`\epsilon _30`$ as $`n\mathrm{}`$. Letting $`K_n=\frac{\epsilon _2\epsilon _3}{\epsilon _2\epsilon _1}`$, $`\phi _n^1`$ is then described by

$$\phi _n^1:zK_n\frac{z(\sqrt{1}+\epsilon _1)}{z(\sqrt{1}+\epsilon _3)},\text{and}$$

$$M_n=\frac{1}{\sqrt{K_n(\epsilon _1\epsilon _3)}}\left(\begin{array}{cc}K_n& K_n(\sqrt{1}+\epsilon _1)\\ 1& (\sqrt{1}+\epsilon _3)\end{array}\right)\mathrm{SL}_2()$$

is a matrix representative of $`\phi _n^1`$. We have

$$tr(M_n)=\frac{1}{\sqrt{\epsilon _1\epsilon _3}}(\sqrt{K_n}\frac{1}{\sqrt{K_n}}(\sqrt{1}+\epsilon _3))$$

and $`|tr(\phi _n)|=|tr(\phi _n^1)|=|tr(M_n)|`$. If $`|tr(M_n)|\mathrm{}`$, we are done, otherwise, we must have $`(\sqrt{K_n}\frac{1}{\sqrt{K_n}}(\sqrt{1}+\epsilon _3))0`$ since $`(\epsilon _1\epsilon _3)0`$ as $`n\mathrm{}`$. This implies that $`K_n`$ approaches $`\sqrt{1}`$ since $`\epsilon _30`$ too. Geometrically, this means that the angle formed by $`\sqrt{1}+\epsilon _1`$, $`\sqrt{1}+\epsilon _2`$ and $`\sqrt{1}+\epsilon _3`$ approaches $`\pi /2`$, and hence $`\sqrt{1}+\epsilon _1`$ and $`\sqrt{1}+\epsilon _3`$ approach diametrically opposite positions on the circle $`C_4`$. In other words, the arc $`\alpha _1=\phi _n([\mathrm{},0])`$ occupies half of the circle $`C_4`$ in the limit.

On the other hand, the inferior arc $`\alpha _2`$ on $`C_4`$ connecting $`p_{14}`$ and $`p_{34}`$ also occupies half of $`C_4`$ in the limit since the radius of $`C_4`$, which we denote by $`rad(C_4)`$, approach $`0`$, where $`p_{jk}`$ is the tangency point between $`C_j`$ and $`C_k`$.

Claim: $`\alpha _1`$ and $`\alpha _2`$ are the images under $`\phi _n`$ of two distinct, non-adjacent segments of $`C_2`$ and thus are distinct non-adjacent segments on $`C_4`$.

Proof of Claim. It suffices to show that the image of $`[\mathrm{},0]`$ on $`C_1`$ by $`\rho _n^1(g_2)`$ and the image of the arc $`\alpha _2`$ by $`\rho _n^1(g_4)`$ are non-adjacent segments of $`C_1`$. The pair of edges $`(e_2,e_3)`$ are either part of an intersecting or non-intersecting triple of edges, since they are adjacent (see , §4). Similarly, the pair of edges $`(e_3,e_4)`$ are also part of an intersecting or non-intersecting triple. For all possibilities, $`\rho _n^1(g_2)[\mathrm{},0]`$ and $`\rho _n^1(g_4)(\alpha _2)`$ are non-adjacent segments of $`C_1`$, see Figure 6 (a),(b) and (c). ∎

From the claim, the subtended angle between $`p_{45}`$ and $`p_{34}`$ on $`C_4`$ in Figure 5 (b) approaches zero, as does the angle between $`p_{46}`$ and $`p_{14}`$. Thus, the ratios of the radius of $`C_5`$ and $`C_6`$ to that of $`C_4`$, $`\frac{rad(C_5)}{rad(C_4)}`$ and $`\frac{rad(C_6)}{rad(C_4)}`$ approach zero and the cross ratios of the two edges $`v_1v_4`$ and $`v_3v_4`$ both approach $`\mathrm{}`$. Repeating the argument with the roles of $`C_2`$ and $`C_4`$ reversed, we see that either $`|tr(\phi _n)|\mathrm{}`$ or the cross ratios of $`v_1v_2`$ and $`v_2v_3`$ both approach $`\mathrm{}`$. In other words, either $`|tr(\phi _n)|\mathrm{}`$ or the cross ratios of all neighbor edges approach $`\mathrm{}`$. By induction, using the edge $`e_4`$ instead of $`e_3`$ and repeating the above argument, we see that either some element $`gF`$ has holonomy with diverging trace, or the cross ratios of all the edges of $`\tau `$ diverge to $`\mathrm{}`$. However, in the latter case, the $`(2,2)`$ term $`d_m`$ of the matrix corresponding to the word $`W_m`$ defined in §3 has a dominating term $`x_1x_2\mathrm{}x_m`$ and diverges to $`\mathrm{}`$. This contradicts the fact that $`d_m=1`$ for all points of the sequence by condition (3) in §3. This completes the proof. ∎

Lemma 5.1 implies

###### Lemma 5.2.

Suppose that $`\tau `$ has only one vertex. The composition $`\pi f:𝒞𝒯`$ of the forgetting map with the collapsing map $`\pi :𝒫𝒯`$ in the Thurston construction is proper. In particular, the restriction of $`\pi `$ to $``$ is proper.

###### Proof.

Suppose that $`\{𝐜_n\}`$ is a sequence in $`𝒞`$ which escapes away from the compact sets. By passing to a subsequence, we may assume by lemma 5.1 that there is an element $`g\pi _1(\mathrm{\Sigma })`$ with holonomy $`\phi _n=\rho _n(g)`$ for which $`|tr(\phi _n)|\mathrm{}`$. $`g`$ corresponds to a closed curve $`\gamma `$ on $`\mathrm{\Sigma }`$ and the length $`l_n(\gamma )`$ of the geodesic representative of $`\gamma `$ on the collapsed surface $`H_n=\pi (S_n)`$ satisfies the inequality

$$l_n(\gamma )d_^3(z_n,\phi _n(z_n))$$

where $`z_n`$ is any point on the axis of $`\phi _n`$ in $`^3`$ and $`d_^3(z_n,\phi _n(z_n))`$ is the hyperbolic distance between $`z_n`$ and $`\phi _n(z_n)`$. Since $`|tr(\phi _n)|\mathrm{}`$, $`d_^3(z_n,\phi _n(z_n))\mathrm{}`$ and hence $`l_n(\gamma )\mathrm{}`$. It follows that $`\{H_n\}`$ escapes away from the compact sets in the Teichmüller space $`𝒯`$. ∎

## 6. Proof of Theorem

We recall the following result from , the notation has been modified slightly to fit into our framework.

###### Theorem 6.1 (, theorem 3.4).

Let $`S=(H,\lambda )`$ be a surface with projective structure where $`H=\pi (S)𝒯`$ and $`\lambda =\beta (S)`$ and let $`X`$ be the underlying Riemann surface. Let $`h:XH`$ denote the harmonic map with respect to the hyperbolic metric on $`H`$ and $`(h)`$ its energy. Then

$$l_H(\lambda )\frac{l_H(\lambda )^2}{E_X(\lambda )}2(h)l_H(\lambda )+8\pi (g1),$$
(20)
where $`l_H(\lambda )`$ is the hyperbolic length of $`\lambda `$ on $`H`$, and $`E_X(\lambda )`$ is the extremal length of $`\lambda `$ on $`X`$.

We are now ready to prove the theorem.

###### Proof of Theorem 1.1.

Assuming that $`\tau `$ has one vertex, we follow the argument of Tanigawa in . Let $`\{𝐜_n\}`$ be a sequence of points in $`𝒞`$ which escapes away from the compact sets, $`f(𝐜_n)=S_n=(H_n,\lambda _n)𝒯\times `$ and $`X_n=u(S_n)`$ the corresponding underlying Riemann surface. By lemma 5.2, we may assume that $`\{H_n\}`$ escapes away from the compact sets in $`𝒯`$. Furthermore, by lemma 4.1, since $`\{\lambda _n\}`$ lies in a compact subset of $``$, we may assume by taking a subsequence if necessary that $`\lambda _n\lambda `$ for some fixed measured lamination $`\lambda `$. Let $`h_n`$ be the harmonic map from $`X_n`$ to $`H_n`$. We consider the two cases

* $`sup_nl_{H_n}(\lambda _n)<\mathrm{}`$, or
* $`lim_n\mathrm{}l_{H_n}(\lambda _n)=\mathrm{}`$.

First assume that case (i) holds. If $`\{X_n\}`$ stays in a compact subset of $`𝒯`$, then since $`\{H_n\}`$ escapes away from the compact sets, by a result of M. Wolf , $`(h_n)\mathrm{}`$. This contradicts (i) and the right inequality of (20). Hence $`\{X_n\}`$ escapes away from the compact sets.

Next suppose that case (ii) holds. Then by (20)

$$\underset{n\mathrm{}}{lim}E_{X_n}(\lambda _n)=\underset{n\mathrm{}}{lim}E_{X_n}(\lambda )=\underset{n\mathrm{}}{lim}(l_{H_n}(\lambda _n)+O(1))=\mathrm{},$$

and so $`\{X_n\}`$ escapes away from the compact sets as well and we are done. ∎


text:
# Dynamical fermions by global acceptance stepsPresented by U. Wolff

## 1 Introduction

The inclusion of light dynamical fermions in a formerly quenched simulation boosts the computational demand by a very large factor for standard Hybrid Monte Carlo (HMC) type algorithms. This is even true in cases like the Schrödinger functional at weak coupling (small physical volume), where we expect the fermionic determinant to be less influential. We here explore the naive idea to propose in such cases gauge configurations by an effcient pure gauge update scheme and to filter these proposals by an accept reject step that leads to the correct full QCD ensemble. Although it is advantageous to optimize the coupling or even the type of action to be used for the proposals, we here focus on the case of proposing with just the gauge part of the full action. A more detailed account is given in .

We use the two-flavour two-dimensional Schwinger model with a non-compact lattice gauge field as a test-case with the partition function

$$Z=D\mu (A)|det(D_W+m)|^2,$$
(1)
where $`D_W`$ is the Wilson Dirac operator. The gauge action is included in the normalized measure

$$D\mu (A)\underset{x\mu }{}dA_\mu (x)\underset{\mu }{}\delta \left(\underset{x}{}A_\mu \right)\text{e}^{S_GS_\xi }$$
(2)
where $`S_G`$ is the plaquette action and

$$S_\xi =\frac{1}{2\xi ^2}\underset{x}{}(\mathrm{\Delta }_\mu ^{}A_\mu )^2$$
(3)
a gauge fixing term with the backward difference operator $`\mathrm{\Delta }_\mu ^{}`$. Periodic boundary conditions are assumed and the $`\delta `$-function eliminates the integration over two zero-momentum modes. In $`D_W`$ the compact gauge variables $`U_\mu =\mathrm{exp}(igA_\mu )`$ and with them the coupling strength $`g`$ enter. In the following it is replaced by the dimensionless variable $`z=\sqrt{\sigma }L`$, where $`\sigma =g^2/2`$ is the string tension. The gauge part of the action is purely Gaussian. Gauge fields distributed according to $`D\mu (A)`$ can be generated in momentum space and then Fourier transformed. This amounts to an ideal independent sampling or global heatbath algorithm. In Fig.1 the unquenched

Metropolis acceptance rate

$`q`$ $`=`$ $`{\displaystyle \frac{1}{Z}}{\displaystyle D\mu (A)D\mu (A^{})}`$
$`|det(D_W+m)|^2w(A,A^{})`$
with

$$w(A,A^{})=\mathrm{min}(1,\frac{|det(D_W^{}+m)|^2}{|det(D_W+m)|^2})$$
(5)
is shown for such proposals as a function of the mass. The determinants have been evaluated exactly in this case (data with error bars). The critical mass is defined from the spectral gap for individual configurations and $`m_c,\sigma _c^2`$ are its mean and variance with respect to $`D\mu (A)`$. For the range shown no execptional configurations are proposed in practice. The circles in the plot are obtained by assuming a Gaussian distribution for the fermionic part of the action, measuring its width and evaluating $`q`$ analytically for this model. Although the cost to compute exact determinants in higher dimension is prohibitive we here see that good acceptance of our global correction is possible. In  it is shown that $`q`$ is actually an upper bound for the stochastic method discussed next.

## 2 Stochastic acceptance steps

An independent new configuration $`A^{}`$ proposed as a successor to $`A`$ is now accepted with the probability

$$w_0(A,A^{};\eta )=\mathrm{min}[1,\rho (M\eta )/\rho (\eta )]$$
(6)
where $`\eta `$ is a pseudofermionic random field generated with some distribution $`\rho `$ (typically Gaussian) and $`M=(D_W^{}+m)^1(D_W+m)`$ is the ‘ratio’-operator. The main cost of this step is just an inversion. It leads to a correct algorithm due to detailed balance holding on average,

$`|det(D_W+m)|^2w_0(A,A^{};\eta )_\eta `$ $`=`$
$`|det(D_W^{}+m)|^2w_0(A^{},A;\eta )_\eta `$ , (7)
which is shown by a change of variables in the $`\eta `$-integral. As mentioned before

$$w_0_{A,A^{},\eta }=q_0q$$
(8)
has been derived. It turns out that for most of the physical situations shown in Fig.1 the value of $`q_0`$ is smaller than $`q`$ to such an extent that the stochastic algorithm is rendered useless. We found that this is related to the spectrum of $`M^{}M`$ whos eigenvalues $`\lambda _i`$ also occur in the generalized problem with $`(D_W+m)(D_W+m)^{}`$ on one side and its primed companion on the other. Full spectra are easily computed in our model and typically show a structure of two pairs of eigenvalues of order $`g^2,g^2`$ respectively and the bulk of the spectrum near one. The occurence of these special modes can be understood in perturbation theory. By analytically computing $`w_0(A,A^{};\eta )_\eta `$ as a function of $`\{\lambda _i\}`$ one sees that these extremal eigenvalues spoil the stochastic acceptance, even if $`\lambda _i1`$ and $`q`$ is close to one, and then lead to $`q_0`$ being very much smaller than $`q`$. As a remedy to this problem we found that detailed balance also holds exactly  for a partially stochastic (PSD) estimation of the determinant ratio with the acceptance probability

$`w_4(A,A^{})=`$ (9)
$`\mathrm{min}[1,{\displaystyle \underset{iS}{}}\lambda _i^1\mathrm{exp}(\eta ^{}\overline{P}(M^{}M1)\overline{P}\eta )].`$
Here $`S`$ is the index set corresponding to the four extremal eigenvalues $`\lambda _i`$ (two from either end of the spectrum) that caused the trouble. The complement of the span of the corresponding eigenvectors defines the projector $`\overline{P}`$. Instead of four also any other even number of extremal eigenvalues may be taken symmetrically from both ends of the spectrum, and then this family of algorithms interpolates between the exact determinant $`w`$ and the fully stochastic method with $`w_0`$. A few extremal generalized eigenvalues and -vectors may for instance be computed with Lanczos or Ritz minimization methods, but this point needs further study.

Results for acceptance rates are found in Figs.2 and 3.

Here a free parameter $`t`$ has been introduced, that allows so vary the size of proposed moves $`AA^{\prime \prime }=\mathrm{cos}(\pi t/2)A+\mathrm{sin}(\pi t/2)A^{}`$ with $`A^{}`$ generated by global heatbath. Also these proposals obey detailed balance with respect to the gauge action. Fig.2 demonstrates that for larger $`t`$-values PSD remains a feasible algorithm. As long as the gauge parameter $`\xi `$ vanishes, simulated fields occur in a completely fixed gauge, while for growing $`\xi `$ the proposals are positioned more and more randomly on their gauge orbits. Fig.3 shows as one may intuitively expect that this freedom of gauge mismatch lowers the acceptance rate. Note that $`q`$ with the exact determinant is independent of $`\xi `$. For a locally gauge invariant distribution $`\rho `$ the $`\eta `$-averages of $`w_0`$ and $`w_4`$ are invariant under transforming both $`A`$ and $`A^{}`$ with the same gauge function due to the gauge covariance of $`D_W`$ but not under gauge moves of $`A^{}`$ relative to $`A`$. Hence the acceptance rate and autocorrelation times are $`\xi `$-dependent although physical results are not.

## 3 Conclusions

We found that at least in the 2-D Schwinger model the inclusion of fermions by a global accept step is possible. Gauge fields in this superrenormalizable model are generally smoother than in QCD and this is probably important for the success of the method. In sufficiently small physical volume with Schrödinger functional boundary conditions however a similar situation arises. We hope to be able to apply the global acceptance method there and maybe find an efficiency superior to HMC. This method has already found 4-D applications with blocked and hence smoother gauge fields entering into the Dirac operator . Here the use of HMC seems too complicated due to the complex dependence of the fermion action on the fundamental (unblocked) gauge fields. Also for such applications it seems to be valuable to understand the behaviour of the acceptance rate in detail and to look for tricks to boost it.


text:
# The Effect of Scattering on Pulsar Polarization Angle

## 1 Introduction

The polarization properties of more and more pulsars have been observed. They are important for our understanding of the pulsar emission process. The $`S`$-type PA curves of most pulsars are related to the rotation of the magnetic field plane where emission is generated, as described by the rotating-vector model. Recently, we noticed that if good quality measurements are available, almost all scatter broadened profiles have a flat PA curve in the trailing part without exception. Most previous work on scattering has concentrated on the total intensity profile (e.g. Rickett 1977; Lyne & Graham-Smith 1998; Kuz’min & Izvekova 1993; Bhat et al. 2003). Only a few just mention the possible effect of scattering on PA curves (Gil 1985; Wang et al. 2002) except for the early work by Komesaroff et al. (1972) on the Vela pulsar. In this research note, we discuss the scattering models and the effect of scattering on both total and polarized intensity profiles.

Scatter broadening is related to the geometry of the scattering disk (see Lyne & Graham-Smith 1998). Compared to the radiation coming from the center of the disk, the extra delay $`\tau `$ of the scattered rays from a radius $`r`$ in a disk at distance $`L`$ should be $`\tau =r^2/2cL`$. Considering the probability of a scattered ray from $`r`$ to $`r+dr`$, one finds an intensity variation with delay $`t`$: $`I(t)\mathrm{exp}(2cL/r^2t)`$. Whenever the polarized radiation passes through the interstellar medium, as shown by Macquart & Melrose (2000), all Stokes parameters should scintillate like the total intensity. Therefore, it is natural to assume that the scattering process works similarly on all Stokes parameters. We simulated the scattering effect on pulsar Stokes profiles and then checked the observational data of several pulsars. Using the observed high frequency mean pulse profiles without obvious scatter broadening as the intrinsic profiles, we can recover the low frequency observed profiles, including the flat PA curves, very well by convolving them with scattering models. We note that Komesaroff et al. (1972) had also shown that the broadened polarization profiles of the Vela pulsar (PSR B0833$``$45) are consistent with the scattering model.

## 2 Scattering Model and Simulation

The scattered pulse $`y(t)`$ can be derived by convolving the intrinsic pulse $`x(t)`$ with the response scattering function $`g(t)`$:

$$y(t)=x(\zeta )g(t\zeta )𝑑\zeta .$$
(1)
The thin screen of interstellar medium between the pulsar and the observer can be modeled by a response function $`g(t)=\mathrm{exp}(t/\tau _{\mathrm{sc}})`$ for $`t>0`$ (Kuz’min & Izvekova 1993; Williamson 1972). The scattering time scale $`\tau _{\mathrm{sc}}`$ can be related to the dispersion measure (DM) and the observation wavelength ($`\lambda `$) by an empirical relation

$$\tau _{\mathrm{sc}}=4.5\times 10^5DM^{1.6}\times (1+3.1\times 10^5DM^3)\lambda ^{4.4}.$$
(2)
with $`\tau _{\mathrm{sc}}`$ in millisecond, DM in $`\mathrm{pc}\mathrm{cm}^3`$ and $`\lambda `$ in meter (see Mitra & Ramachandran 2001).

The total intensity ($`I`$) profile of the simulated pulse has a Gaussian shape, with linear polarization ($`L`$) degree of 70% and a PA ($`\psi `$) following the rotating-vector model; the Stokes parameters $`Q`$ and $`U`$ can be written as $`Q=0.7I\mathrm{cos}(2\psi )`$, $`U=0.7I\mathrm{sin}(2\psi )`$. The circular polarization ($`V`$) is assumed to have a sense reversal (see the left panels in Fig. 1). If the scattering acts on all the Stokes parameters as described by Eq. (1), we can convolve $`I`$, $`Q`$, $`U`$, $`V`$ with the thin scattering model to get all scattered quantities. Simulation results are shown in Fig. 1. We can see in the right panels that the PA curve of the scattered profile is flattened and the circular polarization almost vanishes in the trailing part.

## 3 Scattering Effect on Observed Pulsar Profiles

To check the effect of scattering on polarization profiles, we downloaded high quality multifrequency polarization data of 5 pulsars (Gould & Lyne 1998) available from EPN database111http://www.mpifr-bonn.mpg.de/pulsar/data/(Lorimer et al. 1998), for which scatter broadening is very obvious in low frequency profiles (see Fig. 2-6).

The high frequency profiles without obvious scatter broadening were considered to be the intrinsic emitted pulse profiles for reference. The scattering time scales (Col. 7, 8 & 9 in Table 1) at lower frequencies can be either estimated using Eq. (2) in Col. 7 or derived by maximizing the correlation coefficients between the total intensity profile observed at lower frequency and the profiles convolved from high frequency profiles (Table 1) with a thin screen model (Col. 9). In fact, it can also be estimated directly from the exponential tails (Col. 8). Using the scattering time scale from the cross-correlation (with an uncertainty of about 20%), we then calculated each Stokes profile of 4 pulsars using the thin screen model. The convolved and observed profiles as shown in Fig. 2 and Fig. 4-6 are very consistent. We noticed that the convolved profiles of PSR B1838$``$04 at 0.606 GHz using a thin screen model do not fit the observed ones (Fig. 3), so we tried a thick screen and an extended medium (Williamson 1972) for response functions. The extended medium model

$$g(t)=(\frac{\pi ^5\tau _{\mathrm{sc}}^3}{8t^5})^{1/2}\mathrm{exp}(\frac{\pi ^2\tau _{\mathrm{sc}}}{4t})$$
(3)
does work very well.

The scattering time-scales we deconvolved from lower frequency data are consistent with earlier estimates if scaled with frequency, i.e. PSR B1831$``$03 in Ramachandran et al. (1997) and others in Taylor et al. (1993). While the estimate given by the empirical relation in Eq.(2) is a good description of the general tendency against DM, for a given DM they can differ by more than one magnitude (Mitra & Ramachandran 2001; Ramachandran et al. 1997).

Obviously when $`\tau _{\mathrm{sc}}`$ increases, the PA curves can be completely flattened irrespective of the original PA curve shape. In this case, the maximum gradient of the PA curve has been diminished and cannot be directly used to determine the geometry of the pulsar emission region (e.g. Wang et al. 2002). As we have tested, it is in principle possible to recover all Stokes profiles from the scattered ones as long as the a proper scattering model is used. However, one cannot be sure that the scattering material is of the thin-screen type, or extended, or in multi-thin-screen form. Consequently, the merit of deconvolved profiles is difficult to assess. For example, two possible results for PSR J1852+0031 from the two kinds of scattering medium given by Bhat et al. (2003) are both acceptable. It would be difficult to say which one is more likely to be the intrinsic one.

The recent Parkes multibeam Survey has discovered many pulsars with scatter broadened profiles (Manchester 2001). Polarization observations of some of them have shown the flattened PA curves in the trailing part (e.g. PSR J1730$``$3350 in Crawford et al. 2001). The leading part in fact cannot be used to determine the geometrical parameters of the pulsar, mainly because it has also been influenced by scattering (see simulation in Fig. 1). However, if the scattering model can be determined by comparing the scattered profile with one at higher frequency, then it is worth trying to recover the intrinsic Stokes profiles.

It is also worthy to note that not all flat PA curves are related to the scattering effect. For example, the flat PA curves of millisecond pulsars, e.g. PSR B1937+21 (Thorsett & Stinebring 1990), at higher frequencies are obviously intrinsic, and probably not related to the scattering process.

From simulations, we also noticed that when the sense reversal appears in the intrinsic circular polarization profile, the scattering can largely weaken the circular polarization in the trailing part, as shown by PSR B1859+03 (Fig. 5). If there is no sense reversal, as in the other 4 pulsars shown, the single-hand circular polarization profiles are simply stretched.

## 4 Conclusion

We investigated the scattering effect on polarization profiles, especially position angle. The scattering can flatten the PA curves. Taking the high frequency profiles of 5 pulsars as intrinsic pulses, the observed low frequency scattered polarization profiles can be reproduced by convolving the high frequency observations with the scattering models.

## Acknowledgments

We thank the referee, Prof. R.G. Strom, for his insightful suggestions and careful readings which improved the paper a lot. We are very grateful to X.H. Sun for carefully reading the manuscript. JLH is supported by the National Natural Science Foundation of China (19903003 and 10025313) and the National Key Basic Research Science Foundation of China (G19990754) as well as the partner group of MPIfR at NAOC.


text:
# Network dynamics of ongoing social relationships

## I Introduction

The recent development in database technology has allowed researchers to extract very large data sets of human interaction sequences. These large data sets are suitable to the methods and modeling techniques of statistical physics, and thus, the last years has witnessed the appearance of an interdisciplinary field between physics and sociology ba:rev ; doromen:rev ; mejn:rev . More specifically these studies have focused on network structure—in what ways the networks of social interaction deviates from completely random networks, and how this structure can emerge from individual behavior. Most111To our knowledge, the only type of large (relatively) instantaneous network figuring in recent physics literature is networks of corporate directors sitting in the same board, Ref. davis:board0 . of these recent large-scale social network studies have focused on networks of accumulated relationships. In many cases, the social network of interest is rather the network of ongoing social relationships: The dynamics of the spreading of diseases andersonmay , opinion formation bahr:op , and fads watts:fad  are often rather fast compared to the evolution of the network—in such cases inactive relationships have no relevance. In social search processes watts:search , distant acquaintances can be helpful, but not all acquaintances a person has ever had. We also believe the network of ongoing contacts lies conceptually closer to the colloquial idea of a network of friends, than what the network of actors and their accumulated contacts do. Furthermore, traditional social network studies (e.g. Refs. wiring ; deep ; rap:school ) based on interviews or field surveys has mapped out ongoing contacts. The complication, and probably the reason earlier studies have focused on the network of accumulated contacts, is that the time of a tie’s cessation is less clear-cut than its beginning. However, if the sampling time of the data set is very large compared to the network dynamics; then one can, at a time $`t`$ in the interior of the sampling time span, approximate the network of ongoing relationships by the network of contacts that has occurred and will occur again. In the present paper we use this method to study the structure and structural fluctuations of networks of ongoing relationships. To justify that the sampling time is long enough compared to the time evolution of the network, we investigate the temporal structure of the relationships. The data sets we use are obtained from scientific collaborations mejn:scicolpre1 , email exchange bornholdt:email  and interaction within an Internet community pok .

## II Notations and network construction

All our data sets take the form of lists of triples, or *contacts*, $`(v_A,v_B,t)`$ meaning that $`v_A`$ and $`v_B`$ has interacted at time $`t`$. For the scientific collaboration networks the two first arguments are unordered, for the other two networks the interaction is directed. We call the set of contacts with the same two first elements (neglecting the order) a *relationship* between $`v_A`$ and $`v_B`$. Our approximation of the graph of ongoing contacts at time $`t`$ is then defined as $`G(t)=\{V(t),E(t)\}`$, where $`V(t)`$ is the set of vertices (or actors) that occur in a contact at a time earlier than $`t`$, and $`E(t)`$ is the set of unordered pairs of vertices $`(v_A,v_B)`$ where there exist contacts between $`v_A`$ and $`v_B`$ at times $`t^{}`$ and $`t^{\prime \prime }`$ such that $`t^{}<t<t^{\prime \prime }`$.

For the network of scientific collaborations we use similar data as used in Ref. mejn:scicolpre1  (but sampled one year longer). This data is extracted from the preprint repository arxiv.org where scientists themselves can upload manuscripts. An edge between $`v_A`$ and $`v_B`$ means that $`v_A`$ has appeared as a coauthor of a preprint together with $`v_B`$. The time the manuscript is uploaded is the time we say the collaboration has occurred.

The email network is the same data set as presented in Ref. bornholdt:email  and consists of all in- and out-going email traffic to a server handling undergraduate students’ email accounts in Kiel, Germany.

The Internet community network is constructed from the same data set as in Ref. pok . Here an edge represents any of four different ways of contacts between users of the Swedish Internet community pussokram.com. This community is intended for romantic communication among adolescents and young adults.

For the email and pussokram.com networks one can define a direction for the contacts. In the study of network structure, however, we will consider the contacts as bidirectional. Statistics for the networks are presented in Table 1.

## III Relationship dynamics and the speed of network change

Before we investigate the approximate network of ongoing contacts, as defined above, we discuss the speed of interaction and the validity of the approximation. First, we focus on the distribution of response times $`\tau `$—times between consecutive contacts of different direction within a relationship.222As mentioned we will focus on undirected networks later, but for comparison with other works we use directed contacts in this definition. The conclusion from an undirected definition would be the same. For the undirected e-print data we simply define $`\tau `$ as the time between consecutive uploads of e-prints within a relationship. We measure the $`\tau `$-distribution of the data sets, $`p^{}`$, and also a quantity $`p`$ where the effects of the finite size effects are compensated for. An earlier study eckmann:dialog  has found a power-law like $`\tau `$-distribution. As shown in Fig. 1(a) this picture is confirmed in the large scale. This stretched functional form makes the finite sampling time a problem as it imposes a cut-off on the recorded distribution $`p^{}`$. To compensate for this and construct a better approximation $`p`$ to the real distribution, we use the formula $`P(B_\tau )=P(AB_\tau )/P(A|B_\tau )`$ where $`A`$ is the event that a response interval that starts within the sampling interval $`I_t=[0,t_{\mathrm{stop}}]`$ also ends within $`I_t`$, and $`B_\tau `$ is the statement that the response time is $`\tau `$. Now $`P(AB_\tau )`$ is just the frequency distribution of interval length as measured during the sampling. To find $`P(A|B_\tau )`$ we note that, if we assume that contacts occurs with a constant rate (which is reasonable in a long term perspective for a system of a relatively constant number of actors), then a response interval ends within $`I_t`$ with probability

$$1\tau /t_{\mathrm{stop}}.$$
(1)
However, the sizes of the communities need not to be time independent. For response intervals involving an actor that enters the system at time $`t`$ Eq. (1) becomes $`1(\tau +t)/t_{\mathrm{stop}}`$. Now we approximate the time an actor $`v`$ enters the system with the first time $`t_v`$ that $`v`$ is involved in a contact, and get the formula:

$$p(\tau )=P(A|B_\tau )=a\underset{vV}{}\mathrm{\Theta }(t_{\mathrm{stop}}t_v\tau )\left[1\frac{t_v+\tau }{t_{\mathrm{stop}}}\right]$$
(2)
where $`\mathrm{\Theta }()`$ denotes the Heaviside function, and $`a`$ is a normalizing constant. $`p`$ is plotted, along with the $`p^{}`$ values that differs most from $`p`$, in Fig. 1(a) (here $`a`$ is chosen to make $`p`$ coincide with $`p^{}`$ for small $`\tau `$ values rather than to normalize $`p`$). We note that $`p`$ is straighter than $`p^{}`$ in the log-log scale (for at least the e-mail and pussokram.com curves), which suggests a power-law like behavior over a considerable range. (Of course there is eventually a cut-off—from the human life time, if nothing else.) The e-print curve has a peculiar bend as it seems to shift exponent around $`\tau =300\mathrm{days}`$, an observation we hope future studies can explain. There is a conspicuous irregularity around $`\tau =1\mathrm{day}`$ for the e-mail and pussokram.com curves. This was also observed in Ref. eckmann:dialog  and explained as an effect of people’s everyday routines—the Kiel students read and reply their e-mails at the same hour as the day before, the pussokram.com members log in after school or work, and so on. This effect is more visible in a linear scale, see Figs. 1(b) and (c). For the e-mail curve the peak at seven days is larger than the surrounding peaks, indicating that some emails are associated with weekly routines among the Kiel students and their contacts. This one-week-peak can not be seen in the pussokram.com curve; possibly reflecting that business (or university studies) has more weekly scheduled routines than leisure do.

Now we turn to the more central question about the speed of relationship cessation. Our central quantity is the number of relationships existing at time $`t_0`$ that still remains at time $`t`$ (we assume $`0t_0<t<t_{\mathrm{stop}}`$), $`\mu (t_0,t)`$. This quantity can crudely be approximated with the number of relationships at $`t`$ that existed at $`t_0`$ that will occur again before $`t_{\mathrm{stop}}`$, $`\mu ^{}(t_0,t)`$. The error in the approximation will be rather large for $`t`$ close to $`t_{\mathrm{stop}}`$. But, just as above, one can improve the approximation considerably. If one assumes that the response time distribution $`p(\tau )`$ applies to all relationships regardless if the relationship is new or old; then, during a time interval $`\mathrm{\Delta }t`$, the change of $`\mu `$ can be written:

$$\mathrm{\Delta }\mu =\mathrm{\Delta }\mu ^{}+\mu \mathrm{\Delta }\pi $$
(3)
where $`\pi (t)`$ is the probability that a relationship, that has its last recorded contact at time $`t`$, actually continues after $`t_{\mathrm{stop}}`$:

$$\pi (t)=\underset{\tau =t_{\mathrm{stop}}t}{\overset{\mathrm{}}{}}p(\tau )\mathrm{\Delta }\tau ,$$
(4)
where the sum is over the bins of the $`p(\tau )`$ histogram. A change of variables gives:

$$\mathrm{\Delta }\pi (t)=\mathrm{\Delta }tp(t_{\mathrm{stop}}t),$$
(5)
and finally a formula for integrating $`\mu `$:

$$\mu (t+\mathrm{\Delta }t)=\frac{\mathrm{\Delta }\mu ^{}(t+\mathrm{\Delta }t)+\mu (t)}{1\mathrm{\Delta }tp(t_{\mathrm{stop}}t)}.$$
(6)
We also need the factor $`a`$ of Eq. (2) which is hard to estimate since we don’t exactly know $`p(\tau )`$’s long term behavior. However, we note that for certain $`a`$ the $`\mu (t)`$ curves are rather straight in a lin-log plot, see Fig. 2 (as opposed to the e-mail and pussokram.com curves the e-print curve decays so slowly that a power-law form of $`\mu (t)`$ cannot be ruled out). This means that the characteristic duration time is well-defined—fitting to an exponential $`A\mathrm{exp}(t/t_{\mathrm{dur}})`$ ($`A`$ and $`t_{\mathrm{dur}}`$ are the two degrees of freedom) gives the characteristic durations $`t_{\mathrm{dur}}`$ of relationships displayed in Table 1. To be able to approximate the network of ongoing contacts with the network of contacts that have happened and will happen again one would like $`t_{\mathrm{dur}}t_{\mathrm{stop}}`$ to hold. We see that for the pussokram.com data $`t_{\mathrm{stop}}`$ is about four times as large as $`t_{\mathrm{dur}}`$ which enables us to draw some conclusions using this approximation. The effective sampling times of the e-print and e-mail data are, however, so short that we exclude these for the latter section of this paper.

Now we take a brief look at the time evolution of the network sizes—$`n`$, the number of active actors at time $`t`$, and $`m`$, the number of edges in our approximate network of ongoing relationships. If the number of active users increases during the sampling period, the time evolution of $`n`$ and $`m`$ should be right-skewed, and this is indeed true for the e-print data (as seen in Figs. 3(a) and (b)). The e-mail and pussokram.com curves are more symmetric (the pussokram.com curve is indeed slightly left-skewed). We note that for pussokram.com, $`m`$ is much less than $`M`$. The kinks of the e-mail curves are due to group or spam e-mails, the other quantities $`m`$, $`p`$ and so on, are not affected by this.

## IV Network structure and structural fluctuations

Now we turn to the structure of the network of ongoing contacts, and the fluctuations of the structural measures. In this Section we only use the pussokram.com data (due to, as mentioned above, the large effective sampling time for this data set). We focus on three quantities that recently have received much attention: The first structural measure is the distribution of degree (number of edges to a vertex). The first quantity is the clustering coefficient $`C(G)`$ where we use the traditional sociological definition

$$C(G)=c_3(G)/p_3(G),$$
(7)
where $`c_3(G)`$ is the number of representations of every 3-cycle (triangle) of $`G`$333If $`(v_1,v_2,v_3)`$ is a triangle, then $`(v_2,v_3,v_1)`$ another representation of the same triangle. So the number of distinct triangles is $`c_3(G)/6`$. and $`p_3(G)`$ is the number of representations of 3-paths. The second quantity is the assortative mixing coefficient mejn:assmix

$$r=\frac{k_1k_2k_1k_2}{\sqrt{k_1^2k_1^2}\sqrt{k_2^2k_2^2}}$$
(8)
where averages are taken over $`E`$, and $`k_1`$ and $`k_2`$ are the degrees of an edge’s first and second arguments as they appear in $`E`$.

The cumulative degree distribution of our approximate network of ongoing relationships, along with the corresponding data for the network of accumulated contacts is plotted in Fig. 4(a). Just as for the accumulated network, our approximate network of ongoing relationships has a fat tailed degree distribution; but the network of ongoing relationships fits better to a single power-law with. The stronger downward bend of $`P(k)`$ for accumulated social contacts has been observed earlier mejn:scicolpre1 ; pok ; maybe this larger correction to a power-law form is due to inactive edges. We note that even if the degree distribution fits very well to that of the Barabási-Albert model ba:model ,444For a case study of papers citing Ref. ba:model , see Ref putsch . the central ingredient in the Barabási-Albert model (the “preferential attachment”) does not apply directly to the pussokram.com community. Preferential attachment means that a vertex acquires new edges with a rate proportional to its degree, but in the pussokram.com community the degree of a member is invisible to others pok .

Next we turn to the time evolution of $`C`$ and $`r`$. In Figs. 4(b) and (c) these are displayed for the whole sampling time. The earliest and latest times can, of course, be affected by the proximity to the borders of the sampling time frame—for our discussion we focus on the interval $`[t_{\mathrm{dur}},t_{\mathrm{stop}}t_{\mathrm{dur}}][129,383]\mathrm{days}`$. We see that both $`C`$ and $`r`$ are of the same order of magnitude for the networks of ongoing and accumulated contacts. These values of $`C`$ and $`r`$ are rather neutral in the sense that they can be expected from a random network with a skewed degree distribution mejn:why . The fluctuations are rather large, especially for the clustering coefficient (with a standard deviation of around half the average value). An intriguing question for future studies is how dynamical systems on the networks are affected by strong structural fluctuations. Slightly outside our interval, at $`t395`$ there is an upward jump in both $`C`$ (from $`0.023`$ to $`0.041`$) and $`r`$ (from $`0.057`$ to $`0.043`$) that is the result of a new contact between two of the most central actors. Such a new edge introduces a new triangle for every common neighbor of the two vertices, and can thus increase $`C`$ substantially as two high-degree actors may have many neighbors in common. Such an event will, by definition, also give a large positive contribution to the assortative mixing. We can expect sudden jumps in many structural quantities for networks of ongoing relationships with fat tailed degree distributions, as the rare event of an edge appearing or disappearing between two of the most connected vertices will affect many structural measures (various kinds of centrality measures wf  are probably even more sensitive to such events). Unfortunately the sampling time is too short, despite the fast pussokram.com dynamics, to get good statistics for the autocorrelation function of $`C(t)`$ and $`k(t)`$ (it is consistent with a characteristic time of decay similar to $`t_{\mathrm{dur}}`$).

## V Summary and Conclusions

In this paper we investigate networks of ongoing contacts from three large sets of social interaction data. We study the response time distribution and distribution of relationship duration. We reanalyze these quantities to compensate for the finite sampling time by supposing that the response time distribution is the same for all relationships, and the same throughout the duration of the relationship. We find a response time distribution that has a power-law like shape in the large scale, but has an informative small-scale structure reflecting the daily and weekly routines. The distribution of relationship duration is consistent with an exponential decay. This indicates that there is a well-defined characteristic duration time of a relationship, $`t_{\mathrm{dur}}`$; and that if $`t_{\mathrm{dur}}`$ is much less than the sampling time $`t_{\mathrm{stop}}`$ the network of ongoing contacts can be reasonably well approximated by the network of contacts that have happened and will happen again. For one of our data sets—that of the Internet community pussokram.com—we have $`4t_{\mathrm{dur}}t_{\mathrm{stop}}`$. For this data set we compare the approximate network of ongoing contacts with networks of accumulated contacts—the common way of constructing social networks from interaction data. We find a degree distribution that fits much better to a power-law for the network of ongoing contacts than the network of accumulated contacts. The clustering coefficient and assortative mixing coefficients are of the same order; which, to some extent, justifies the use of network of accumulated contacts as a proxy for networks of ongoing contacts. The fluctuations in these quantities are, however, rather large. A fact that may have important consequences for dynamical systems. We hope these results will inspire more extensive longitudinal studies of interaction networks with fast dynamics, as well-converged data for relationship duration distribution and autocorrelation functions of structural quantities are within reach. We also point out the interplay between dynamical systems on the networks and the structural fluctuations as an interesting area of future studies.

## Acknowledgments

The author would like to thank Niklas Angemyr, Stefan Bornholdt, Holger Ebel, Michael Lokner, Mark Newman, and Christian Wollter for help with data acquisition; and Beom Jun Kim for comments and suggestions. The author was partly supported by the Swedish Research Council through contract no. 2002-4135.