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# Quantum games of asymmetric information

## I Introduction

The field of information and computation has experienced a fundamental innovation since the last decades of the twentieth century, through the combination with the theory of quantum physics. The new-born theory of quantum information and computation opens a broad field of potential applications 1 . Its recent application into the theory of games extends the classical game theory 8 , which is in fact one of the cornerstones of modern economics, into the quantum domain. It has shown that quantum games may have great advantages over their classical counterparts 2 ; 3 ; 4 ; 6 ; g1 ; g2 ; g3 ; g4 . Many of the current works focus on games in which the players has finite number of classical strategies and/or the information is symmetrically distributed among the players. While games with continuous set of strategies and those of asymmetric information, which represent much realistic significance 5 , especially in market situations in economics, are not given much attention. However the quantization of these games deserves thorough investigations, and interesting results could be obtained.

The investigations on quantum games might provide new insights into the field of economics research, as it does in the field of computation, communication and others. There are several reasons that quantizing games that could be applied in economics may be interesting. First, market situations could be in their nature regarded as games, their quantization may be of the same interests as quantizing games 3 . Second, in any market situation, information and communication are of most importance. However, information is — as we live in a quantum world — legitimate to think of as quantum information, and communication may also need to think of as quantum communication (at least in the near future) 1 , it therefore might be interesting to investigate the quantization of market situations as games, and interesting quantum features might be explored.

In this paper we investigate the quantum form of a particular game of the market situation known as the Cournot’s Duopoly 7  of asymmetric information, based on the previously proposed physical model for continuous-variable quantum games 6 . In the quantum game of asymmetric information, the “interaction” between the quantum entanglement and the informational asymmetry creates interesting properties of the game. Due to the presence of informational asymmetry, the quantum entanglement has contradictive effects: on the one hand it promotes cooperation and potentially increases the profits, but on the other hand it potentially decreases the profits at the same time. Whether the quantum game outperforms its classical counterpart depends strongly on not only the quantum entanglement but also the informational asymmetry.

## II Classical Cournot’s Duopoly of asymmetric information

We now briefly recall the classical Cournot’s Duopoly 7  of asymmetric information. In a simple scenario, firm 1 and firm 2 simultaneously choose the quantities (the strategies) $`q_1`$ and $`q_2`$, respectively, of a homogeneous product. Let $`Q=q_1+q_2`$ be the total quantity, and the market price be

$$P\left(Q\right)=\{\begin{array}{cc}aQ\hfill & \text{, for }Qa\hfill \\ 0\hfill & \text{, for }Q>a\hfill \end{array}.$$
(1)
Denote the unit cost of firm 1 and 2 by $`c_1`$ and $`c_2`$ respectively, with $`c_j<a`$ ($`j=1,2`$). Then the profit for firm $`j`$ is

$$u_j(q_1,q_2)=q_j\left[P\left(Q\right)c_j\right],$$
(2)
with $`j=1,2`$. In the case of asymmetric information, firm 1 does not clearly know what $`c_2`$ (firm 2’s unit cost) is, only knows that $`c_2=c_H`$ with probability $`\theta `$ and $`c_2=c_L`$ with probability $`1\theta `$ ($`c_H>c_L`$). Yet firm 2 knows with certainty the unit cost of its product ($`c_2`$) as well as that of firm 1’s ($`c_1`$). Let $`q_{2H}^{}`$ and $`q_{2L}^{}`$ be the quantity of firm 2 when $`c_2=c_H`$ and $`c_2=c_L`$, respectively, and $`q_1^{}`$ be the quantity of firm 1. If $`c_2=c_{H\left(L\right)}`$, then firm 2 needs to set $`q_2=q_{2H\left(L\right)}^{}`$ to maximize its profit

$$u_{2H\left(L\right)}(q_1^{},q_2)=q_2[(aq_1^{}q_2)c_{H\left(L\right)}].$$
(3)
Firm 1 needs to set $`q_1=q_1^{}`$ to maximize its expected profit

$$u_1(q_1,q_{2H}^{},q_{2L}^{})=\theta u_1(q_1,q_{2H}^{})+(1\theta )u_1(q_1,q_{2L}^{}),$$
(4)
where

$$u_1(q_1,q_2)=q_1[(aq_1q_2)c_1].$$
(5)
Solving the three optimization problems yields the Bayes-Nash equilibrium 8

$`q_1^{}`$ $`={\displaystyle \frac{2k_1k_2}{3}},`$
$`q_{2H}^{}`$ $`={\displaystyle \frac{a+c_12c_H}{3}}+{\displaystyle \frac{(1\theta )\mathrm{\Delta }}{6}},`$
$`q_{2L}^{}`$ $`={\displaystyle \frac{a+c_12c_L}{3}}{\displaystyle \frac{\theta \mathrm{\Delta }}{6}},`$ (6)
where

$`k_1`$ $`=ac_1,`$
$`k_2`$ $`=a[\theta c_H+(1\theta )c_L],`$
$`\mathrm{\Delta }`$ $`=c_Hc_L.`$ (7)
The special instance with $`k_1=k_2=k`$ and $`\mathrm{\Delta }=0`$ reduces to the original model of symmetric information, with the unique Nash equilibrium

$$q_1^{}=q_2^{}=\frac{k}{3},$$
(8)
and the payoffs being

$$u_1(q_1^{},q_2^{})=u_2(q_1^{},q_2^{})=\frac{k^2}{9}.$$
(9)
However this equilibrium fails to be the Pareto optimum 2 , which could easily be found to be

$$q_1^{}=q_2^{}=\frac{k}{4},$$
(10)
with

$$u_1(q_1^{},q_2^{})=u_2(q_1^{},q_2^{})=\frac{k^2}{8}.$$
(11)
## III Quantum Cournot’s Duopoly of asymmetric information

The quantum structure is given in Fig. 1, which is the same as presented in Ref. 6 . The necessity to include continuous-variable quantum systems is that a continuous set of distinguishable states are necessary to represent all the possible outcomes of classical strategies, due to the distinguishability of classical strategies. In Fig. 1, $`|vac_1`$ and $`|vac_2`$ are two vacuum states, e.g. of two single-mode electromagnetic fields respectively belong to the two firms. $`\widehat{J}\left(\gamma \right)`$ and $`\widehat{J}\left(\gamma \right)^{}`$ are unitary operators, which are known to both firms and should be symmetric with respect to the interchange of the two firms to guarantee a fair competition. The initial state of the game is

$$|\psi _i=\widehat{J}\left(\gamma \right)|vac_1|vac_2.$$
(12)
Strategic moves of firm $`j`$ is associated with unitary local operator $`\widehat{D}_j`$. The final state of the game is denoted by

$$|\psi _f=\widehat{J}\left(\gamma \right)^{}(\widehat{D}_1\widehat{D}_2)\widehat{J}\left(\gamma \right)|vac_1|vac_2.$$
(13)
It is straightforward to set the final measurement be corresponding to the observables $`\widehat{X}_j=(\widehat{a}_j^{}+\widehat{a}_j)/\sqrt{2}`$ (the “position” operators) for firm $`j`$, where $`\widehat{a}_j^{}`$ ($`\widehat{a}_j`$) is the creation (annihilation) operator of firm $`j`$’s electromagnetic field. If the measurement result is $`\stackrel{~}{x}_j`$, then the individual quantity is determined by $`q_j=\stackrel{~}{x}_j`$, and hence the profit by

$$u_j^Q(\widehat{D}_1,\widehat{D}_2)=u_j(\stackrel{~}{x}_1,\stackrel{~}{x}_2),$$
(14)
where the superscript “$`Q`$” denotes “quantum”. However, as will be shown in Eq. (18), in the case we considered in the present paper, the final state of the game $`|\psi _f`$ is a tensor product of two coherent states, respectively belonging to the two firms. One can not have a deterministic measurement result of $`\widehat{X}_j`$, since a coherent state is not an eigenstate of $`\widehat{X}_j`$. This poses a problem because the quantity $`q_j`$ is affected by uncertainty $`\mathrm{\Delta }q_j^2=\frac{1}{2}`$. One possible method to reduce this uncertainty is to perform appropriate squeezing operation on the final state before the measurement according to $`\widehat{X}_j`$ is carried out. The uncertainty of the measurement result of $`\widehat{X}_j`$ could be reduced, at the cost of increasing the uncertainty of the measurement result of $`\widehat{P}_j`$. In this paper, we assume the limit case that the state is infinitely squeezed, so that the uncertainty of the measurement result of $`\widehat{X}_j`$ tends to zero. Consequently, given a coherent state $`\mathrm{exp}(i\stackrel{~}{x}_j^{}\widehat{P}_j)|vac_j`$, the final measurement could deterministically yield $`q_j=\stackrel{~}{x}_j^{}`$ in this limit.

The classical Cournot’s Duopoly can be faithfully represented when $`\widehat{J}\left(\gamma \right)=\widehat{J}\left(\gamma \right)^{}=I`$ (the identity operator). The set

$$S_j=\{\widehat{D}_j\left(x_j\right)=\mathrm{exp}(ix_j\widehat{P}_j)x_j[0,\mathrm{})\}$$
(15)
is the quantum counterpart of the classical strategic space, where $`\widehat{P}_j=i(\widehat{a}_j^{}\widehat{a}_j)/\sqrt{2}`$ (the “momentum” operators). In this paper, we restrict ourselves to the “minimal” extension, i.e. we maintain the strategic space unexpanded ($`S_j`$ for firm $`j`$) while only extend the initial state $`|\psi _i`$ to be entangled. This minimal extension guarantees that any features of the game not seen in the classical form could be completely due to the quantum entanglement. However it is also possible to find a quantum version that includes both the entangled state and the expanded strategic spaces.

The choice of the entangling operator is not unique. Even though the requirement that for vanishing entanglement the classical game should be reproduced can not uniquely specify this operator in the case presented in this paper. However a possible and legitimate one is

$$\widehat{J}\left(\gamma \right)=e^{\gamma (\widehat{a}_1^{}\widehat{a}_2^{}\widehat{a}_1\widehat{a}_2)}=e^{i\gamma (\widehat{X}_1\widehat{P}_2+\widehat{X}_2\widehat{P}_1)}.$$
(16)
The initial state is exactly the two-mode squeezed vacuum state

$$|\psi _i=\mathrm{exp}\{\gamma (\widehat{a}_1^{}\widehat{a}_2^{}\widehat{a}_1\widehat{a}_2)\}|vac_1|vac_2,$$
(17)
where $`\gamma 0`$ is known as the squeezing parameter and can be reasonably regarded as a measure of entanglement. Detailed calculation reveals that if firm $`j`$’s strategy is $`\widehat{D}_j\left(x_j\right)=\mathrm{exp}(ix_j\widehat{P}_j)`$, then the final state is

$`|\psi _f=`$ $`\mathrm{exp}\{i(x_1\mathrm{cosh}\gamma +x_2\mathrm{sinh}\gamma )\widehat{P}_1\}|vac_1`$
$`\mathrm{exp}\{i(x_2\mathrm{cosh}\gamma +x_1\mathrm{sinh}\gamma )\widehat{P}_2\}|vac_2.`$ (18)
Hence the quantities read out from the final measurement are

$`q_1`$ $`=x_1\mathrm{cosh}\gamma +x_2\mathrm{sinh}\gamma ,`$
$`q_2`$ $`=x_2\mathrm{cosh}\gamma +x_1\mathrm{sinh}\gamma .`$ (19)
The total quantity is $`Q=q_1+q_2=e^\gamma \left(x_1+x_2\right)`$, and the market price is $`P=ae^\gamma \left(x_1+x_2\right)`$. Therefore profits are

$`u_1^Q(x_1,x_2)`$ $`=\left(x_1\mathrm{cosh}\gamma +x_2\mathrm{sinh}\gamma \right)\left[Pc_1\right],`$
$`u_{2H\left(L\right)}^Q(x_1,x_2)`$ $`=\left(x_2\mathrm{cosh}\gamma +x_1\mathrm{sinh}\gamma \right)\left[Pc_{H\left(L\right)}\right],`$ (20)
here for convenience we directly denote the strategy by $`x_j`$ when it is $`\widehat{D}_j\left(x_j\right)`$.

Let $`\{x_1^{},x_{2H}^{},x_{2L}^{}\}`$ be the Bayes-Nash equilibrium. Then $`x_2=x_{2H\left(L\right)}^{}`$ is chosen to maximize $`u_{2H\left(L\right)}^Q(x_1^{},x_2)`$, and $`x_1=x_1^{}`$ is chosen to maximize $`\theta u_1^Q(x_1,x_{2H}^{})+(1\theta )`$ $`u_1^Q(x_1,x_{2L}^{})`$. Solving the three optimization problem yields the Bayes-Nash equilibrium 8  and the profits could also be obtained. For convenience and simplicity, we further set $`k_1=k_2=k`$. Detailed calculation gives the unique Bayes-Nash equilibrium as

$`x_1^{}`$ $`={\displaystyle \frac{k\mathrm{cosh}\gamma }{1+2e^{2\gamma }}},`$
$`x_{2H}^{}`$ $`={\displaystyle \frac{k\left(1\theta \right)\mathrm{\Delta }+e^{2\gamma }\left[k2\left(1\theta \right)\mathrm{\Delta }\right]}{2e^\gamma \left(1+2e^{2\gamma }\right)}},`$
$`x_{2L}^{}`$ $`={\displaystyle \frac{k+\theta \mathrm{\Delta }+e^{2\gamma }\left[k+2\theta \mathrm{\Delta }\right]}{2e^\gamma \left(1+2e^{2\gamma }\right)}}.`$ (21)
In the remaining part of this paper, we would like to consider an iterative game in which the unit cost of firm 2’s product is determined by the probability known by firm 1, i.e. $`c_H`$ with probability $`\theta `$ and $`c_L`$ with probability $`1\theta `$, to avoid the ambiguity and complexity caused by the specific choice of firm 2’s unit cost in a single game. The average profits in the iterative game are

$`\overline{u}_1(\gamma ,s)`$ $`=\theta u_1^Q(x_1^{},x_{2H}^{})+\left(1\theta \right)u_1^Q(x_1^{},x_{2L}^{})`$
$`={\displaystyle \frac{k^2}{8}}\left[{\displaystyle \frac{8e^\gamma \mathrm{cosh}\gamma }{(3\mathrm{cosh}\gamma +\mathrm{sinh}\gamma )^2}}+\left(e^{2\gamma }1\right)s\right],`$
$`\overline{u}_2(\gamma ,s)`$ $`=\theta u_{2H}^Q(x_1^{},x_{2H}^{})+\left(1\theta \right)u_{2L}^Q(x_1^{},x_{2L}^{})`$
$`=\overline{u}_1(\gamma ,s)+{\displaystyle \frac{k^2}{4}}s,`$ (22)
where

$$s=\theta \left(1\theta \right)\frac{\mathrm{\Delta }^2}{k^2}0.$$
(23)
The profits are already expressed as functions of $`\gamma `$ and $`s`$, and are plotted in Fig. 2.

The notation $`s`$ defined in Eq. (23) can reasonably be regarded as the amount of informational asymmetry. Indeed, $`s=0`$ is attained only when $`\theta =0`$, $`\theta =1`$, or $`\mathrm{\Delta }=0`$, each corresponding to the case where firm 1 has the perfect information about firm 2’s unit cost, i.e. there is no asymmetry in the information distribution. However for fixed $`\theta `$, $`s`$ increases as $`\mathrm{\Delta }`$ increases, and for fixed $`\mathrm{\Delta }`$, $`s`$ increases as $`\theta `$ approaches $`1/2`$. This means that the more asymmetrical the information distribution is, the larger is $`s`$. It is in this sense that we regard $`s`$ as a measure of the informational asymmetry of the game.

We now investigate how the profits depend on the entanglement and the amount of informational asymmetry. The derivative of $`\overline{u}_1`$ and $`\overline{u}_2`$ with respect to $`\gamma `$ is

$$\frac{\overline{u}_1}{\gamma }=\frac{\overline{u}_2}{\gamma }=\frac{e^{2\gamma }k^2}{4}\left[\frac{4e^\gamma }{(3\mathrm{cosh}\gamma +\mathrm{sinh}\gamma )^3}s\right].$$
(24)
Eq. (24) shows that there is a threshold for the amount of informational asymmetry, $`s_m=4/27`$. If $`s>s_m`$,

$$\frac{\overline{u}_1}{\gamma }=\frac{\overline{u}_2}{\gamma }<0,$$
(25)
which means the profits monotonously decrease as $`\gamma `$ increases. In this case, the quantum game is definitely inferior to the classical game. It is also interesting to see that if $`s>1`$ we can always find that for some value of $`\gamma `$, $`\overline{u}_1`$ will be less than zero while $`\overline{u}_2`$ remains positive. In this case, lacking information makes firm 1 lose money in business on average, yet it is beyond firm 1’s means to get out of it.

In the case that $`s<s_m`$,

$$\frac{\overline{u}_1}{\gamma }|_{\gamma =0}=\frac{\overline{u}_2}{\gamma }|_{\gamma =0}>0,$$
(26)
the profits increase as $`\gamma `$ increases when $`\gamma `$ is small. However we can find $`\gamma _m`$ satisfying

$$\frac{\overline{u}_1}{\gamma }|_{\gamma =\gamma _m}=\frac{\overline{u}_2}{\gamma }|_{\gamma =\gamma _m}=0,$$
(27)
hence $`\overline{u}_1`$ and $`\overline{u}_2`$ simultaneously reach the maximum at $`\gamma =\gamma _m`$. But when $`\gamma >\gamma _m`$ the profits decrease.

In the limit that $`\gamma +\mathrm{}`$, we have

$`\overline{u}_1(\gamma ,s)|_{\gamma +\mathrm{}}`$ $`={\displaystyle \frac{k^2(1s)}{8}},`$
$`\overline{u}_2(\gamma ,s)|_{\gamma +\mathrm{}}`$ $`={\displaystyle \frac{k^2(1+s)}{8}}.`$ (28)
While in the classical game $`\gamma =0`$,

$`\overline{u}_1(0,s)`$ $`={\displaystyle \frac{k^2}{9}},`$
$`\overline{u}_1(0,s)`$ $`=k^2({\displaystyle \frac{1}{9}}+{\displaystyle \frac{s}{4}}),`$ (29)
therefore if $`1/9<s<s_m`$, we can find $`\gamma _c>0`$ satisfying

$`\overline{u}_1(\gamma _c,s)`$ $`=\overline{u}_1(0,s),`$
$`\overline{u}_2(\gamma _c,s)`$ $`=\overline{u}_2(0,s).`$ (30)
Thus we find another threshold for the amount of informational asymmetry, $`s_c=1/9<s_m`$.

For $`s<s_c`$, $`\overline{u}_1(\gamma ,s)|_{\gamma +\mathrm{}}>\overline{u}_1(0,s)`$ and $`\overline{u}_2(\gamma ,s)|_{\gamma +\mathrm{}}>\overline{u}_2(0,s)`$, the quantum game is always superior to the classical game for any $`\gamma >0`$. For $`s_c<s<s_m`$, the quantum game is superior to the classical game for $`0<\gamma <\gamma _c`$ but inferior for $`\gamma >\gamma _c`$, and the profits reach the maximum at $`\gamma =\gamma _m<\gamma _c`$. While for $`s>s_m`$, the quantum game is definitely inferior to the classical game, and the profits will get worse when the entanglement increases. To be illustrative, we plot firm 1’s profit (divided by $`k^2`$) with different settings of $`s`$ in Fig. 3, in which all the above intriguing features could be seen.

In fact the profits in Eq. (22) consist of two parts: one is independent of $`s`$, the other is linear with $`s`$. The first part is an increasing function of $`\gamma `$ while the second is a decreasing one. The combination of these two parts creates the intriguing features as mentioned above. However it also implies that the quantum entanglement has contradictive effects on the game with asymmetric information: on the one hand it potentially increases the profits but on the other hand it potentially decreases it. The part independent of $`s`$ in Eq. (22) can be regarded as the representation of cooperation. As the entanglement increases, the cooperation increases and the profits potentially increases. While the part dependent of $`s`$ in Eq. (22) represents the impact of the informational asymmetry. This impact will decrease the payoff with the presence of entanglement, not only for the player who lacks information but also for the one who possesses more information.

A special instance is the case with $`s=0`$ (see in Ref. 6 ), in which the classical game turns back to the original one of symmetric information proposed by Cournot 7 . While in the maximally entangled limit with $`\gamma +\mathrm{}`$, we have $`\overline{u}_1(\gamma ,0)|_{\gamma +\mathrm{}}=\overline{u}_2(\gamma ,0)|_{\gamma +\mathrm{}}k^2/8`$, which is exactly the Pareto optimum. In this case the initial state tends towards the singular limit $`|x,x`$d$`x`$. It is this limiting state, first considered by Einstein, Podolsky and Rosen, which enables the two firms to best cooperate, and therefore to be best rewarded. The dilemma-like situation is thus completely removed in this limit.

## IV Conclusion

We investigated the quantization of a game of a market situation known as the Cournot’s Duopoly of asymmetric information, based on the continuous-variable model for quantum games given in Ref. 6 . We found that, with the presence of informational asymmetry, the quantum entanglement has contradictive effects. On the one hand the quantum entanglement promotes cooperation and potentially increases the profits. While on the other hand, due to the asymmetric distribution of information, the quantum entanglement induces a decreasing effect not only to the player who lacks information but also to the one who possesses more information. The combination of these two effects results in an intriguing variation of the game with respect to the measure of entanglement and the amount of informational asymmetry.

###### Acknowledgements.

We greatly appreciate Zeng-Bing Chen and Serge Massar for fruitful discussions and valuable suggestions. This work was supported by the Nature Science Foundation of China (Grant No. 10075041), the National Fundamental Research Program (Grant No. 2001CB309300) and the ASTAR (Grant No. 012-104-0040).


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# At the Vigintennial of the Butcher–Oemler Effect

## 1 Introduction

About twenty years ago, Butcher and Oemler published a series of influential papers investigating the evolution of galaxies within clusters of galaxies (Butcher & Oemler 1978a, 1978b, 1984, 1985; Butcher, Wells, & Oemler 1983). From this series, it is the 1984 paper that describes the Butcher–Oemler (BO hereafter) effect. To understand the BO effect, it is necessary to examine the observational foundations upon which it is built.

Clusters of galaxies allow the study of a large number of galaxies ($`10^3`$) at a common distance and visible out to a large redshift, which makes them ideal for studying galaxy evolution. They feature predominantly passively evolving early-type (elliptical and lenticular) galaxies in their core regions (e.g. Pimbblet 2001). It is these galaxies that Visvanathan & Sandage (1977) first noted exhibit systematically redder integrated colours than the late-type (spiral and irregular) galaxies in clusters. Further, the early-type galaxies also demonstrate a tight correlation between their colours and magnitudes: a colour–magnitude relationship (CMR hereafter: e.g. Bower, Lucey, and Ellis 1992). By calculating $`R_{30}`$, the projected clustocentric radius that contains 30 per cent of the total galaxy population, Butcher & Oemler (1984) found the excess fraction of galaxies bluer than the CMR. Specifically, this blue fraction, $`f_B`$, is defined to be the fraction of galaxies within $`R_{30}`$ brighter than $`M_V=20`$ whose rest frame $`(BV)`$ colour is at least 0.2 magnitudes bluer than the cluster’s CMR.

Importantly, they also uncovered evidence for an evolution in the blue fraction with redshift, increasing from $`f_B0.03`$ at low redshifts ($`z0.05`$) to $`f_B0.25`$ at larger redshifts ($`z0.5`$). It is this evolution that is commonly referred to as the BO effect. The implication of these results is that the star-formation rate within galaxies has decreased dramatically with epoch irrespective of local environment. This article presents a historical review of progress into the understanding of the origins of the BO effect. In Section 2, the confirmation of the BO effect is presented alongside some immediate complicating factors. Section 3 discusses attempts to tie together several strands of observational evidence (photometric, spectroscopic, and morphological), whilst in Section 4, possible mechanisms for the effect are discussed. How selection effects can alter the calculated values of $`f_B`$ are discussed in more detail in Section 5. Finally, some concluding remarks are made in Section 6.

## 2 Confirmations and Complications

The original work has been followed up by many other authors (e.g. Couch & Newell 1984; Rakos & Schombert 1995) who show that the cores of $`z>0.2`$ clusters do contain blue galaxies, complementing the work of other authors (e.g. Terlevich, Caldwell, & Bower 2001) who find uniformly red, early-type galaxies populating local nearby clusters. The natural conclusion to this situation supports the original one: there has been strong, rapid evolution of clusters of galaxies with redshift.

More recently, Smail et al. (1998) examined a sample of 10 rich clusters of galaxies in the redshift range $`0.22<z<0.28`$ and found that the blue fraction (median $`f_B0.05`$) is lower than the values found by Butcher & Oemler (1984; see Figure 1). The individual measurements, however, show a large scatter (see also La Barbera et al. 2003). There is also found to be no significant correlation between $`f_B`$ and global cluster parameters such as X-ray morphology or cluster concentration. Other studies (e.g. Margoniner et al. 2001; Pimbblet et al. 2002; Figure 1) display a similarly large scatter in $`f_B`$.

To test the cluster membership of these blue BO galaxies, a number of groups (e.g. Dressler & Gunn 1983; Couch & Sharples 1987) undertook spectroscopic surveys of distant clusters and came up with surprising results. Although some blue galaxies are found to be interloping foreground or background galaxies, the bona fide blue cluster members are found to exhibit spectra typical of spiral galaxies. They display strong emission lines indicative of ongoing star formation. Further, some red galaxies show strong Balmer absorption lines with a lack of emission lines, indicative of a recent decline in star formation (Figure 2).

This latter type subsequently became known as post-starbursting galaxies (PSGs) or ‘E+A’111The nomenclature ‘E+A’ derives from the dominant presence of young, luminous, blue, A-type stars (resulting from a short-lived episode of star formation) contained within a galaxy possessing an old stellar population (E). Note that Poggianti et al. (1999) have further refined this class into ‘k+a’ and ‘a+k’ species. galaxies (e.g. Franx 1993; Zabludoff et al. 1996). The presence of the E+A galaxies in these clusters is surprising given their comparative rarity in nearby clusters (Caldwell & Rose 1997) and further reaffirms the view that clusters of galaxies have been recently evolving.

A complicating issue to the BO effect is the morphology–density ($`T\mathrm{\Sigma }`$) relation first discussed by Dressler (1980). Table 1 provides an illustration of the $`T\mathrm{\Sigma }`$ relation sufficient for this discussion: the proportion of spiral galaxies decreases strongly as a function of local galaxy density whilst lenticular (S0) and elliptical (E) galaxies increase. Oemler (1974) demonstrates a similar result within a number of relaxed, rich clusters with the E and S0 fraction increasing towards the centre, accompanied by a decline in the fraction of spiral types. The fraction of early types is also found to be correlated with global cluster structure: more relaxed clusters have a higher early-type fraction (Oemler 1974). The question of whether local galaxy density or clustocentric radius is the more fundamental parameter driving the morphological transformation, however, is still an open question (Whitmore & Gilmore 1991; Whitmore, Gilmore, & Jones 1993).

Moreover, recent studies by Rakos, Odell, & Shombert (1997) and Margoniner & de Carvalho (2000) show that the bluer galaxies are indeed preferentially located in low density environs. This is particularly valid in observations of relaxed systems (e.g. Smail et al. 1998) where $`f_B`$ is computed to be smaller than that predicted by Butcher & Oemler (1984). In cases where the clusters sampled are unrelaxed or contain significant substructure, however, $`f_B`$ is found to be systematically larger (Caldwell & Rose 1997; Metevier, Romer, & Ulmer 2000).

## 3 Discussion

Much recent effort has gone into attempts to tie together and understand the effects outlined above. In modern times this has been facilitated with the advent of the Hubble Space Telescope (HST) and advances in computational power that permit more accurate simulations of clusters. The HST has provided an unrivalled tool for examination of galactic morphologies at high redshift.

Two groups attempted to analyse morphological information provided by the HST before its refurbishment (Couch et al. 1994; Dressler et al. 1994). Independently, they made preliminary connections between morphologically disturbed-looking galaxies and blue BO galaxies together with an examination of numerous elliptical galaxies possessing E+A qualities (Couch et al. 1994).

Following the refurbishment of the HST, the two groups combined their efforts in the MORPHS collaboration (Smail et al. 1997). The MORPHS sample covers 11 fields in 10 clusters in the redshift range $`0.37<z<0.56`$. They demonstrate that the fraction of elliptical galaxies within the rich clusters remains near constant whilst the S0 fraction decreases with increasing redshift: a redshift evolution in the $`T\mathrm{\Sigma }`$ relation (Dressler et al. 1997). Meanwhile, the $`T\mathrm{\Sigma }`$ relation is generally found to be stronger in those clusters which are more relaxed and centrally concentrated. They conclude that whilst the elliptical galaxy population would have predated the gravitational collapse of a cluster, the S0 population is only generated in large numbers after this. The blue BO galaxies, meanwhile, appear morphologically disturbed and observations of their emission lines indicate that they are indeed currently star-forming (Couch et al. 1998).

More recent work by the same collaboration suggests that recently star-forming galaxies constitute $`20`$ per cent of the total population (Dressler et al. 1999; Figure 2). In contrast, their incidence in the field at the same redshift is found to be lower (two per cent; Figure 3). Further, the frequency of recently star-forming galaxies belonging to clusters at these redshifts is greater than equivalent clusters at lower redshifts and has a stronger evolution with redshift than field E+As suggesting a strong evolution in this galaxy type. Those galaxies found to be star-forming (i.e. possessing emission lines) also exhibit a larger spatial extent and greater velocity dispersion than the passively evolving population. Correspondingly, the recently star-forming galaxies exhibit qualities intermediate to the star-forming and passive populations (Dressler et al. 1999; Poggianti et al. 1999).

Another major modern study of high redshift ($`z=0.20.55`$) clusters is that of the Canadian Network for Observational Cosmology (CNOC: e.g. Yee, Ellingson, & Carlberg 1996; Ellingson et al. 2001). The primary CNOC sample is composed of 16 X-ray selected clusters of galaxies observed with the Canada–France–Hawai’i Telescope. Over 6400 spectra have been obtained for this sample, of which over 2600 have provided a reliable redshift.

Fifteen of the CNOC clusters have been analysed by Balogh et al. (1999). In contrast to MORPHS, they find that the fraction of star-forming galaxies only weakly increases with redshift. They further find that the recently star-forming population does not increase with redshift with any significance and is not in excess to the value for the local field.

The CNOC have also examined the dependence of galaxy type with clustocentric radius: they report an absence of emission line galaxies within the cluster region correlating well with radius (Balogh et al. 1997). This correlation, however, cannot wholly be accounted for by the $`T\mathrm{\Sigma }`$ relation (Balogh et al. 1998). Several other cluster gradients are also reported by Abraham et al. (1996) and Morris et al. (1998) including a dependence of galaxy colour with clustocentric radius (i.e. environment). Work by Pimbblet et al. (2002) appears to confirm this finding with higher redshift clusters displaying a stronger radial blueing of the CMR. This can be interpreted as an age effect, whereby those galaxies at the outskirts of the cluster have younger stellar populations than those in the core region.

How is it possible to reconcile the significantly lower fraction of star-forming and post star-forming galaxies found by Balogh et al. (1997) than by Dressler et al. (1999), given that their cluster samples are coeval? A number of possibilities are explored by Ellingson et al. (2000). They attribute the discrepancies to relative differences in cluster selection technique: CNOC used X-ray selected clusters222The CNOC clusters, being X-ray selected, are mostly relaxed, regular clusters, many of which contain cooling flows indicative of a lack of recent merging activity (Allen 1998). whereas MORPHS used optical selection.333The MORPHS clusters were collected over a number of years during the 1990s and are composed of both optically- and AGN-selected clusters which span a range of richness and morphology. The CNOC spectral data also possess a lower signal-to-noise ratio than MORPHS and therefore may not be able to classify recently star-forming galaxies as accurately.

A potential complicating factor is the existence of ‘dusty-starburst galaxies’ reported by Poggianti et al. (1999). These galaxies exhibit both strong emission and absorption lines. It has been suggested that these potential PSG progenitors have had their star-formation rates underestimated (Poggianti et al. 1999) owing to extinction. The star-formation rate is estimated by the strength of the \[OII\] emission line. This line, however, is sensitive to dust extinction. Some effort is now going into using less dust-sensitive emission lines as indicators of star formation (e.g. H$`\alpha `$: Balogh & Morris 2000).

At lower redshift ($`z<0.1`$) Zabludoff et al. (1996) use the Las Campanas Redshift Survey (LCRS; Shectman et al. 1996) to find that recently star-forming (E+A) galaxies in the field constitute a low fraction ($`0.2`$ per cent) of the total. This is in agreement with the CNOC collaboration, yet is significantly smaller than that found by the MORPHS collaboration in the field. Dressler et al. (1999) argued that the increase in recently star-forming galaxies in the field is a factor of two between their two samples.

## 4 Environmental Mechanisms

Environmental conditions can provide mechanisms to explain the observations. Assuming that initial condition considerations result in all protogalaxies being the same ($``$ spiral), there are several processes that can take place which have the potential to explain the observations.

One classic example is that of *ram pressure stripping* (or ram pressure ablation: Gunn & Gott 1972). On impact with the intra-cluster medium, galaxies that are infalling onto the cluster have their gas removed. In the case of a spiral galaxy, the stripping of its gaseous disc would result in the creation of a lenticular cluster galaxy (Quilis, Moore, & Bower 2000). Unfortunately, this mechanism does not explain the presence of S0 galaxies in low density environments and certainly cannot be the sole cause for the observed variations in galaxy properties with environment (Lewis et al. 2002; Gómez et al. 2003).

Galaxy–galaxy interactions could also provide a mechanism for the morphological transformation of spirals into ellipticals or lenticulars (Toomre & Toomre 1972; Barnes & Hernquist 1991) and enhance star formation (Lavery & Henry 1988; Lavery, Pierce, & McClure 1992; Rakos, Maindl, & Schombert 1996). Certainly there are enough strongly interacting galaxies observed to support this claim (Toomre 1978). Whilst this kind of interaction may explain some of the blue BO galaxies there are certainly not enough galaxy–galaxy interactions to explain all of them (Smail et al. 1997; Ghigna et al. 1998). Moore et al. (1996) propose a modified form of this interaction called ‘harassment’ whereby just close encounters of galaxy pairs is enough to initiate morphological transmutation.

Tidal interactions may also be taking place between galaxies and the gravitational potential of the cluster itself (Bekki, Couch, & Shioya 2001a). This process should be a more effective mechanism than ram pressure stripping in causing activity (Byrd & Valtonen 1990; Rose et al. 2001). Such a mechanism would, however, produce BO galaxies near the cluster core (Fujita 1998) which is observationally inconsistent.

Morphological segregation could also be driven by a slow starvation of star-forming gas (Larson, Tinsley, & Caldwell 1980; Bekki, Couch, & Shioya 2002). This could be caused by the removal of the gas reservoirs as galaxies enter the cluster (Poggianti et al. 1999; Balogh, Navarro, & Morris 2000). The mechanism may lead directly to the formation of an S0 galaxy, or other processes may be involved (Balogh et al. 2001). Whatever the exact details of the process that suppresses the star formation of infalling galaxies, it necessarily must be able to operate in low density environments (Fasano et al. 2000; Bekki et al. 2001b; Carlberg et al. 2001; Couch et al. 2001; Balogh et al. 2002; also see Drinkwater et al. 2003). One problem with the starvation mechanism is the inherent gentility: it does not produce enough starbursting galaxies (Oemler 1992).

Observationally, whilst Poggianti et al. (1999) favour an abrupt truncation of the star-formation rate to explain the frequency of recently star-forming galaxies, Balogh et al. (1999) advocate a more steady decline to explain the radial dependence of emission line strength. Kodama & Smail (2001) report that whatever the nature of the morphological transformation mechanism, the process requires 1–3 Gyr to complete from initial infall and that clusters must necessarily have a high accretion rate.

## 5 Selection Effects and Biases

To be certain that the BO effect is real, one must account for the way in which cluster samples are selected. It could be that the clusters observed at higher redshift are not comparable to lower redshift ones. Oemler, Dressler & Butcher (1997) proposed that higher redshift clusters are more exceptional than their lower redshift counterparts as they are dynamically younger and at an epoch of enhanced star formation.

Andreon & Ettori (1999) take this thought process further. They demonstrate that the mean X-ray luminosity ($`L_X`$) of the Butcher & Oelmer (1984) clusters increases with redshift. Therefore, the redshift trend in $`f_B`$ might not be due to one object class.444Cluster X-rays are produced from thermal bremsstrahlung of the (hot) inter-cluster gas (e.g. Jones & Forman 1984; Sarazin 1988). Larger X-ray luminosity, therefore, is indicative of more relaxed, massive clusters (Edge & Stewart 1991; see also Zabludoff & Zaritsky 1995 for a perspective on X-rays from a merging cluster). If true, this has implications for studies such as Ebeling, Edge & Henry (2001) who seek out only the most massive clusters at high redshifts. Figure 4 displays $`f_B`$ as a function of $`L_X`$ from a selection of published work. This shows no significant correlation between the two parameters.

Margoniner et al. (2001) circumvent this issue by selecting an unprecedented 295 Abell clusters (Abell 1958; Abell, Corwin, & Olowin 1989) with no a priori bias to richness class, $`L_X`$ (and hence mass), or morphological type (and/or degree of substructure) as some other studies do (Smail et al. 1998; Balogh et al. 2002; Fairley et al. 2002; Pimbblet et al. 2002). The results of Margoniner et al. (2001) show that the evolution in $`f_B`$ is real and occurs at similar rates for clusters of all richness classes, with poorer clusters (groups) displaying higher $`f_B`$ values at any given redshift. Lastly, Margoniner et al. (2001) re-affirm the view that there is no significant trend of $`f_B`$ with $`L_X`$ (see also Figure 4).

Calculation of $`f_B`$ crucially depends upon the parts of the luminosity function that are probed. Whilst Butcher & Oemler (1984) use $`M_V=20`$ as their fiducial magnitude cut, other investigators vary (e.g. Margoniner et al. 2001 sample down to $`M^{}+2`$). Sampling fainter magnitude cluster galaxies produces two major effects. Firstly, the total number of galaxies in a cluster will increase. This is beneficial as it will make Poissonian errors smaller. Secondly, different types of galaxy are sampled. This makes comparison to other works harder to facilitate as it can seriously affect the value of $`f_B`$ because fainter galaxies tend to have different colours.

Choice of the physical radius analysed (e.g. $`R_{30}`$) can also vary $`f_B`$ (see Ellingson et al. 2001). This is simple to understand in terms of the $`T\mathrm{\Sigma }`$ relation (Dressler 1980) as at larger radii, more blue, late-type galaxies will be present and cluster substructure can become important. Interestingly, by converting their selection criteria to that of the original BO work, Margoniner et al. (2001) find stronger cluster evolution than Butcher & Oemler did. This is consistent with the results of Rakos & Schombert (1995) and Margoniner & de Carvalho (2000).

In studies without spectroscopic data, there will inevitably be interlopers from the field population that change $`f_B`$ (e.g. Pimbblet et al. 2002). Diaferio et al. (2001) investigated this contamination by making $`N`$-body simulations. Whilst interlopers may represent only a small fraction of the total cluster population, they find that they are a significant fraction (perhaps up to 50 per cent) of the bluer BO population, particularly at small clustocentric radii (i.e. within $`R_{30}`$).

## 6 Concluding Remarks

Finally, the results from two of the largest modern surveys, the 2dF Galaxy Redshift Survey (Lewis et al. 2002) and the Sloan Digital Sky Survey (Gómez et al. 2003), are proving to be interesting. Both collaborations agree that the decrease in star-formation rates of galaxies in cluster environments is a Universal phenomenon that occurs over a wide range in density. The $`T\mathrm{\Sigma }`$ relation alone is unlikely to explain the origin of this $`\mathrm{\Sigma }`$ star-formation correlation (Gómez et al. 2003).

In conclusion, the landmark study of Butcher & Oemler (1984) is merely the tip of an evolutionary iceberg incorporating photometric, spectroscopic, and morphological changes. Whilst the debate remains intense, the precise mechanism(s) required to drive these observations remains unknown. Future avenues of investigation should concentrate on a multiwavelength (wide-field) approach tied with spectroscopy (to avoid contamination effects) and must possess well defined selection criteria that can readily be compared to (or transformed directly into the selection criteria of) previous studies. One line of inquiry would be to obtain data of clusters at high redshift ($`z>0.5`$ and beyond) to fill in the currently sparsely-sampled region of the $`f_B`$$`z`$ plane. Although observationally challenging, the advent of 8 m telescopes should make this task easier, although one must be careful in the cluster selection. Other uninvestigated areas include how $`f_B`$ varies with cluster environment within superclusters, and sampling reasonably large galaxy groups (similar to Balogh et al. 2002) to probe the extrema of the mass scale. When tied in with X-ray observations, a clearer picture of the effect that substructure plays should also become apparent.

## Acknowledgments

KAP thanks the many and varied discussions with the staff at the University of Durham, plus the rest of the LARCS team. The anonymous referee also provided a number of constructive suggestions which have improved this work. This work was supported from an EPSA University of Queensland Research Fellowship.

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text:
# Rheology of Active-Particle Suspensions

(version of 25 Aug 2003, printed )

## Abstract

We study the interplay of activity, order and flow through a set of coarse-grained equations governing the hydrodynamic velocity, concentration and stress fields in a suspension of active, energy-dissipating particles. We make several predictions for the rheology of such systems, which can be tested on bacterial suspensions, cell extracts with motors and filaments, or artificial machines in a fluid. The phenomena of cytoplasmic streaming, elastotaxis and active mechanosensing find natural explanations within our model.

An active particle active ; tonertu  absorbs energy from its surroundings or from an internal fuel tank and dissipates it in the process of carrying out internal movements usually resulting in translatory or rotary motion. This broad definition includes macroscopic machines and organisms, living cells, and their components such as actin-myosin and ion pumps alberts . In this paper, we consider the interplay of activity, order and flow via coarse-grained equations governing the hydrodynamic velocity, concentration and stress fields in a suspension containing active particles of linear size $`\mathrm{}`$, at concentration $`\varphi `$, each particle exerting a typical force $`f`$ on the ambient fluid, with the activity of an individual particle correlated over a time $`\tau _0`$ (say the ‘run’ time of a bacterium), and collective fluctuations in the activity correlated over length scales $`\xi `$ and timescales $`\tau `$ . Rather than focussing on ordered phases sppwork , instabilities sppwork ; tanniecris , or patterns (asters, vortices, spirals) formed in such assemblies asters  which our equations are of course capable of predicting, we apply them in the isotropic phase, with a view to understanding how a system such as a biological cell, composed of active elements, responds to deformation or mechanical stress. In addition to throwing light on full-cell rheometry crick ; fabry , our equations form the framework for an analysis of any experiment probing the mechanical consequences of biological activity.

Our simple model makes rather interesting predictions: An orientationally ordered state of active particles has a nonzero, macroscopic, anisotropic stress in contrast with thermal equilibrium nematics. Activity contributes an amount $`\delta \eta f\mathrm{}c_0\tau `$ to the viscosity, with a sign determined by the type of active particle, and always enhances the apparent (noise) temperature. The latter greatly enhances the amplitude of the $`t^{d/2}`$ long-time tails tails  in the velocity autocorrelation. On approaching an orientationally ordered state, active suspensions with $`\delta \eta >0`$ behave like passive systems near translational freezing, showing strong shear thickening and Maxwell-like viscoelasticity. Nonlinear fluctuation corrections give a dynamic modulus $`G^{}(\omega )\sqrt{i\omega }`$ for $`\omega \tau ^1`$ observable over a large dynamic range, since $`\tau `$ is large. Cytoplasmic streaming bray , in which material flows from the depolymerising trailing edge to the polymerising leading edge of a crawling amoeboid cell, finds a natural explanation in our model, as do elastotaxis fontes  and active mechanosensing mechanosens , where cells orient their motion along preferred axes of the ambient medium.

These results follow from equations of motion based simply on the conservation law $`_t𝐠=\mathbf{}𝝈`$ for the total (particles $`+`$ fluid) momentum density $`𝐠(𝐱,t)`$ for an incompressible suspension. The stress tensor $`𝝈`$ must in turn be determined by constitutive relations which emerge from an additional equation of motion for an active order parameter field. We ignore, for simplicity, the dynamics of the active-particle concentration $`\varphi (𝐱,t)`$, energy density and nutrient fields.

To determine the contributions of activity to the stress, we need the forces associated with the active particles. Since there are no external forces on the system, the simplest active particle, on long timescales, is a permanent force dipole brennen

(see Fig. 1). A collection of such particles sppwork  where the $`\alpha `$th particle, centred at $`𝐑_\alpha `$, has point forces of strength $`f`$ and directions $`\pm \widehat{𝐧}_\alpha `$ situated at $`𝐑_\alpha +b\widehat{𝐧}_\alpha `$ and $`𝐑_\alpha +b^{}\widehat{𝐧}_\alpha `$, leads to a force density

$`𝐅^a`$ $``$ $`(b+b^{})f\mathbf{}{\displaystyle \underset{\alpha }{}}\widehat{𝐧}_\alpha \widehat{𝐧}_\alpha \delta (𝐫𝐑_\alpha )`$ (1)
$`+`$ $`{\displaystyle \frac{(b+b^{})(bb^{})}{2}}f\mathbf{}\mathbf{}:{\displaystyle \underset{\alpha }{}}\widehat{𝐧}_\alpha \widehat{𝐧}_\alpha \widehat{𝐧}_\alpha \delta (𝐫𝐑_\alpha )+\mathrm{}`$
$`=`$ $`\mathbf{}𝝈\text{a},`$
which defines the active stress $`𝝈`$a. For bacteria swimming at speed $`v_0`$ in a fluid of viscosity $`\eta _0`$, $`f\eta _0bv_0`$. Both polar ($`bb^{}`$) and apolar ($`b=b^{}`$) particles disturb the fluid; the former (a “mover”) induces a nonzero fluid velocity at its centre and hence moves, the latter (a “shaker”), by symmetry, cannot. Note that $`𝝈`$a is insensitive, at lowest order in gradients, to the asymmetry $`bb^{}`$: movers and shakers have the same far-field fluid flow, and an isotropic collection of either or both should have similar rheology. Since the force dipole determines an axis for each active particle, the natural definition $`\varphi (𝐫)\text{Q}(𝐫)_\alpha (\widehat{𝐧}_\alpha \widehat{𝐧}_\alpha \frac{1}{3}\text{I})\delta (𝐫𝐑_\alpha )`$ (where I is the unit tensor) of a local nematic order parameter or alignment tensor Q associated with the activity lets us explore the rheological consequences of spatiotemporal correlations in the activity by a simple generalisation of nematodynamics degp . We have thus established that the active contribution to the deviatoric (traceless symmetric) stress QQ

$$𝝈\text{a}(1/3)\text{I}Tr𝝈\text{a}=W\text{Q}+W_2\text{Q}^2+\mathrm{}.$$
(2)
where the constants $`W,W_2(b+b^{})f\varphi `$ characterise the strength of the elementary force dipoles, and the sign of $`W`$ has vital rheological consequences. The relation (2) is at the heart of the novel mechanical properties of active systems sppwork . Even without equations of motion, (2) tells us why an active suspension with long-range nematic order is different from its passive counterpart. Both have $`\text{Q}0`$; the passive nematic, bound by Pascal’s Law since it is an equilibrium liquid despite its orientational order, has a purely isotropic mean stress, i.e., a pressure, whereas the active nematic has a nonzero mean deviatoric stress, a truly nonequilibrium effect.

Fig. 2 shows what the parameter $`W`$ means. In an imposed flow, in the absence of activity, discs (rods) tend to spend most of their time with symmetry axis along the compression (extension) axis of the flow forsterprl . When activity is switched on, the flow induced by the intrinsic force dipoles will clearly oppose the imposed flow in cases (a) and (b), and enhance it in (c) and (d).

For passive nematogens, Q is governed by a free-energy functional $`F[\text{Q}]`$ containing polynomials in Q as well as Frank elastic terms $`\text{Q}\text{Q}`$, giving rise to a passive order-parameter stress forsterprl

$$𝝈\text{OP}=3\text{G}\text{G}\text{Q}\text{Q}\text{G}$$
(3)
where $`\text{G}\delta F/\delta \text{Q}+(1/3)\text{I}Tr\delta F/\delta \text{Q}`$ is the nematic molecular field. The mean deviatoric passive stress (3) is zero in both isotropic and nematic phases. For small nematic perturbations $`\delta \text{Q}`$ in the isotropic phase, $`Fa\varphi Tr(\delta \text{Q})^2`$ so that the stress fluctuation $`a\varphi \delta \text{Q}`$ with a coefficient $`a`$ which decreases on approaching the transition to the ordered phase. In active systems, the relation (2) between stress and order parameter does not arise from a free-energy functional, and the proportionality constant $`W`$ has no reason to decrease with increasing nematic correlations. This difference will be seen to be crucial when we compare the pretransitional viscoelasticity of passive and active nematogenic suspensions.

Including the viscous stress $`𝝈\text{v}=\eta _0\text{A}+O(\text{Q}\mathbf{}𝐮)`$, expressed in terms of the rate of deformation $`\text{A}(1/2)[\mathbf{}𝐮+(\mathbf{}𝐮)^T]`$ and the hydrodynamic velocity field $`𝐮𝐠/\rho `$ for a system of density $`\rho `$, the total deviatoric stress $`𝝈`$ in the active case can be written as $`𝝈=𝝈\text{a}+𝝈\text{v}+𝝈\text{OP}`$, plus a noise source unconstrained by a fluctuation-dissipation theorem since this is a nonequilibrium system. This defines completely the equation of motion for the momentum density $`𝐠`$.

The coarse-grained equation of motion for $`𝝈`$ follows from that for Q which when linearised involves only terms sppwork  of a form present in passive nematodynamics degp :

$$\frac{\text{Q}}{t}=\frac{1}{\tau }\text{Q}+D^2\text{Q}+\lambda _0\text{A}+\mathrm{}.+\text{f},$$
(4)
where $`\tau `$ is the activity correlation time, $`D`$ is a diffusivity which in passive systems would be the ratio of a Frank constant to a viscosity, $`\lambda _0`$ is a “reversible” kinetic coefficient forsterprl , f is a traceless, symmetric, spatiotemporally white tensor noise with variance $`N_Q`$, representing thermal or active fluctuations, and the ellipsis includes the coupling of orientation to flow.

We are now ready to calculate the linear viscoelastic properties of our active suspension. In the isotropic phase, Eqs. (2), (3) and (4), linearised and applied to spatially uniform oscillatory shear flow at frequency $`\omega `$ in the $`xy`$ plane, imply

$`\sigma _{xy}(\omega )`$ $`=`$ $`\left[\eta _0+{\displaystyle \frac{(a+W)\lambda _0}{i\omega +\tau ^1}}\right]A_{xy}`$ (5)
$``$ $`{\displaystyle \frac{G^{}(\omega )iG^{\prime \prime }(\omega )}{\omega }}iA_{xy}.`$
which defines the storage and loss moduli $`G^{}(\omega )`$ and $`G^{\prime \prime }(\omega )`$. This is the claimed active enhancement or reduction $`\eta _{act}W\tau `$ of the effective viscosity at zero shear-rate and zero frequency. Activity enhances viscosity in Fig. 2 (a) and (b), since $`W>0`$, and reduces it in (c) and (d) ($`W<0`$). For $`W>0`$ (5) tells us that the viscosity grows substantially as the system approaches a transition to orientational order (which is in general continuous for active vectorial order tonertu ), i.e., as $`\tau `$ is increased. By contrast, in a passive system approaching a nematic phase the excess viscosity $`a\tau `$ is roughly constant since $`\tau 1/a`$.

Eq. (5) also predicts strong viscoelasticity as $`\tau `$ increases. For passive systems $`W=0`$. Since $`a\tau ^1`$, $`G^{}(\omega \tau 1)`$ decreases as $`\lambda _0\eta _0/\tau `$. There is little viscoelasticity near an equilibrium isotropic-nematic transition. For active systems, by contrast, $`W`$ is independent of $`\tau `$ and of proximity to the transition. Thus, as $`\tau `$ grows,

$$G^{}(\omega \tau 1)W$$
(6)
independent of $`\tau `$ and, of course, the dynamic range over which elastic behaviour is seen increases. At equilibrium, one would expect such strong viscoelastic behaviour from a fluid or suspension near translational freezing, not near orientational ordering.

The contribution $`W\text{Q}`$ to the deviatoric stress in active systems modifies sharply the stress vs rate flow curve. To see this, start with a passive sheared nematogenic system olmsted  in the isotropic phase near the transition to a nematic. Qualitatively, as the shear-rate is increased from zero, Q increases initially linearly, then more rapidly and then essentially linearly again, leading to shear-thinning olmstedlu . If we switch on activity, with a positive value of $`W`$, the rapid increase in Q implies an equally rapid increase in $`𝝈`$a. This will at the very least mitigate the shear-thinning and, if strong enough, will lead to shear-thickening. Alternatively, a system with $`W<0`$ will enhance the unstable shear thinning. Note that the sign of $`W`$ can be got from an independent experiment at low concentration, simply by seeing whether switching on activity increases or decreases the viscosity. Thus, the effect of activity on the zero frequency shear viscosity predicts the shear-thickening or -thinning nature of the active suspension.

We now calculate active fluctuation corrections to the shear viscosity. Eq. (2) contributes an active force density $`W_2\text{Q}\text{Q}`$ to the momentum equation, whose effect on viscosities, at one-loop order, is of the form $`\mathrm{\Delta }\eta (\omega )W\text{d}^3k\text{d}t\mathrm{exp}(i\omega t)G_\text{Q}(k,t)C_\text{Q}(k,t)`$, where $`G_\text{Q}`$ and $`C_\text{Q}`$ are respectively the propagator and correlation function of Q. From (4),

$$\frac{\mathrm{\Delta }\eta (\omega )}{\eta _0}\frac{WN_Q}{\eta _0D^{3/2}(i\omega )^{1/2}}\text{for}\omega \tau 1.$$
(7)
Expressing the noise strength in terms of an effective temperature $`T_{eff}`$, and assuming on dimensional grounds $`\eta _0/W\tau _0`$, $`N_Qk_BT_{eff}/\tau _0`$, and $`D\mathrm{}^2/\tau _0`$, $`\tau _0=\eta _0\mathrm{}^3/k_BT_{eff}`$ is the rotational relaxation time of a single active particle, and $`\mathrm{}`$ its typical size, we see from (7) that $`\mathrm{\Delta }\eta (\omega )/\eta _0(\omega \tau _0)^{1/2}`$, i.e., $`G^{}(\omega )\sqrt{i\omega }`$.

All of the above effects are likely to be greatly enhanced if the transition is to a polar-ordered phase, since such a transition is expected tonertu  to be continuous, so that $`\tau `$ can increase without bound. Furthermore, since the bare timescale $`\tau _0`$ is of order seconds for bacteria, the effects can be observed over a large dynamic range.

Activity greatly enhances the noise temperature: on dimensional grounds the variance of $`𝝈\text{a}(k=0,\omega =0)`$ is $`W^2\xi ^{\mathrm{\hspace{0.17em}3}}\tau `$, with $`W\eta u_0/\xi `$ for active particles moving with typical speed $`u_0`$, correlated over a scale $`\xi `$ and time $`\tau `$. Equating this to $`k_BT_{eff}\eta `$ and estimating $`\eta \eta _{water}=0.01`$ poise, $`u_0`$ to be a bacterial swimming speed $`20\mu `$m/s, $`\tau `$ $`1`$ sec (an E. coli run time) gives us an noise temperature $`T_{eff}10^510^6`$K, consistent with xlwu . This will mean a thousandfold enhancement of the $`t^{d/2}`$ long-time tails tails  in the autocorrelation of tagged-particle velocities. On timescales shorter than $`\tau `$, effects associated with spatiotemporal correlations in Q gregoire  intervene. For a drop shiva  or a film xlwu  of size $`L`$ the tails will be cut off on a scale $`\tau _v\rho L^2/\pi ^2\eta `$. In xlwu , $`\tau \tau _v`$.

Rheology enters biology crucially through the active order parameter Q in several motility experiments which we discuss below. In gels imposed strains as well as elastic anisotropies enter (4) in exactly the same way as A does in a fluid medium. This provides a natural explanation for elastotaxis, the ability of individual motile rod-shaped bacteria such as Myxococcus xanthus to orient with their long axes along the extension axis of an imposed elastic stress in their substrate fontes , as well as active mechanosensing mechanosens , where cells orient along the axis of greatest rigidity of an ambient gel.

Cytoplasmic streaming bray , associated with the crawling of amoebae, arises naturally in our model. Fig. 3 shows that an aggregate actively polymerising at one end and depolymerising at the other has induced flow fields with extensional and compressional axes interchanged. The resulting gradient in the active stress can be seen, in Fig. 3, to generate a mass flux from left to right. The effect will be enhanced by the fact that the depolymerising end, with negative $`W`$, is shear thinning and hence more fluid. These arguments suggest why such streaming always accompanies amoeboid locomotion.

To summarise, we have constructed the general equations governing the rheology of suspensions of active particles, and derived several novel predictions, quantitative and qualitative. Our description is universal: only the values of parameters such as $`W`$, $`\tau `$ and $`\lambda _0`$ distinguish the rheologies of a bacterial suspension and a motor-microtubule extract. We look forward to tests of these predictions in experiments on living, reconstituted, or artificial nasseri  active-particle systems.

We thank J-F. Joanny and J. Prost for interesting discussions and M. Fontes for bringing fontes  to our notice. MR thanks DST, India for a Swarnajayanti grant and the Institut Curie, Paris, for support during an enjoyable visit, and SR acknowledges support from a Chaire Paris Science at ESPCI, Paris.


text:
# Quantum chaos and nuclear mass systematics

## Abstract

The presence of quantum chaos in nuclear mass systematics is analyzed by considering the differences between measured and calculated nuclear masses as a time series described by the power law $`1/f^\alpha `$. While for the liquid droplet model plus shell corrections a quantum chaotic behavior $`\alpha 1`$ is found, errors in the microscopic mass formula have $`\alpha 0.5`$, closer to white noise. The chaotic behavior seems to arise from many body effects not included in the mass formula.

The importance of an accurate knowledge of nuclear masses to understand diverse processes in nuclear physics and astrophysics is well known Rol88 . Though tremendous progress has been made in the challenging task of measuring the mass of exotic nuclei, theory is necessary to predict the mass of nuclei very far from stability Lunn03 . Understanding of the properties of complex nuclei in terms of the actual forces between nucleons is a basic question which at present nuclear is unable to answer Lunn03 . For this reason nuclear masses are predicted using phenomenological models. The finite range droplet model (FRDM), which combines a macroscopic droplet with microscopic shell and pairing corrections Moll95 , has become the de facto standard for mass formulas. A microscopically inspired model was successfully introduced by Duflo and Zuker (DZ)Duf94 . Along the mean field model it is worth to mention the powerful Skyrme-Hartree-Fock (HFB) approach Gor01 . All these mass formulas can calculate and predict the masses (and often other properties) of as many as 8979 nuclides Lunn03 . There is a permanent search for better theoretical models that reduce the difference with the experimental masses and produce reliable predictions for unstable nuclei. At present, the rms error for 2135 nuclei is 674 keV for HFB, 676 keV for FRDM, and 373 keV for DZ. The origin of the differences in rms errors between the models and the possibility of reducing them are the subject of the present investigation.

Recently, the problem of the mass deviations was analyzed from a new angle: in Ref. Boh02  the errors among experimental and calculated masses in Moll95  were interpreted in terms of two types of contributions. The first one was associated with a regular part, related to the underlying collective dynamics (droplet model), plus the shell energy correction, while the other was assumed to arise from some inherent dynamics, possibly higher order interactions among nucleons Boh02 , that lead to chaotic behavior. According to Abe02  the latter could be interpreted as remaining signals of the chaotic dynamics occurring at higher energies, whose magnitude suggests that we have already achieved (within a factor of 2) the maximum accessible precision in the calculation of the masses in mean-field theories Boh02 . It is relevant to ask if this chaotic limit can be confirmed by independent techniques and, if so, if this lower bound is valid also for mass calculations which explicitly include residual correlations, like DZ.

The presence of chaotic motion in nuclear systems has been firmly related with the statistics of high-lying energy levels Wig65 ; Meh90 . Poisson distributions of normalized spacings of successive nuclear or atomic excited levels with the same spin and parity correspond to integrable classical dynamics, while Wigner’s statistics signal chaotic motion in the corresponding classical regime Boh85 . Intermediate situations are more difficult to assess. Very recently a proposal has been made to treat the spectral fluctuations $`\delta _n`$ as discrete time series Rel02 . Defining

$$\delta _n=_{\mathrm{}}^{E_{n+1}}\stackrel{~}{\rho }(E)𝑑En,$$
(1)
with $`\stackrel{~}{\rho }(E)`$ the mean level density which allows the mapping to dimensionless levels with unitary average level density, and analyzing the energy fluctuations as a discrete time series, they found that nuclear power spectra behave like $`1/f`$ noise, postulating that this might be a characteristic signature of generic quantum chaotic systems. In the present work we implement this idea, using the $`1/f`$ spectral behavior as a test for the presence of chaos in nuclear mass errors.

In Fra03  a systematic study of nuclear masses was carried out using the shell model, in an attempt to clarify the nature of the errors. This was achieved by employing realistic Hamiltonians with a small random component. In Vel03  we have analyzed in detail the error distribution for the mass formulas of Möller et al.Moll95  and found a conspicuous long range regularity that manifests itself as a double peak in the distribution of mass differences Vel03 . This striking non-Gaussian distribution was found to be robust under a variety of criteria. By assuming a simple sinusoidal correlation, we could empirically substract these correlations and made the average deviation diminish by nearly $`15\%`$ Hir03 .

In the present letter we carry out a study of the mass deviations in the Finite Range Droplet Model (FRDM) of Möller et al. Moll95 , and in the microscopically motivated mass formula of DZ Duf94 ; Duf95 , analyzing their correlations as time series. Two different criteria are employed to organize the data, which render similar and consistent power laws.

To map the mass error data, which depend on the charge $`𝒵`$ and neutron number $`𝒩`$, in term of variables with the maximum possible number of nuclei along each chain, the following transformation is employed

$`\stackrel{~}{A}=\text{Int}[\sqrt{2}(𝒩sin\theta +𝒵cos\theta )],`$
$`\stackrel{~}{T}_z=\text{Int}[\sqrt{2}(𝒩cos\theta 𝒵sin\theta )].`$ (2)
Both $`\stackrel{~}{A}`$ and $`\stackrel{~}{T}_z`$ are, by construction, integer numbers. To avoid introducing artificial noise, the data are softened by the interpolation of mass errors for unphysical values of $`\stackrel{~}{T}_z,\stackrel{~}{A}`$, i.e. those with $`\stackrel{~}{T}_z`$ even and $`\stackrel{~}{A}`$ odd, or vice versa. This process is necessary to eliminate the large number of zeroes which are induced by the transformation, which create artificial high frequency noise in the data.

We found that the best orientation, in order to have as many isotopes as possible with the same $`\stackrel{~}{T}_z`$, is $`\theta =56^{}`$. With this transformation, e.g., there are 174 isotopes with $`\stackrel{~}{T}_z=0`$.

Figure 1 displays the mass errors $`\mathrm{\Delta }M(\stackrel{~}{A})=M_{th}M_{exp}`$ for 18 values of $`\stackrel{~}{T}_z`$, from $`\stackrel{~}{T}_z=11`$ to 6 for the FRDM calculations. The regularities seen in Fig. 2 of Ref. Hir03  as regions with the same gray tone are seen here in the different plots, as groupings of nuclei with similar positive or negative mass differences, for the same $`\stackrel{~}{A}`$ region. Besides the two large groups with positive and negative mass errors below $`\stackrel{~}{A}=50`$, there are evident regions with negative errors close to $`\stackrel{~}{A}=100`$, and with positive mass differences for $`150<\stackrel{~}{A}<200`$.

Figure 2 displays the mass errors for 18 values of $`\stackrel{~}{T}_z`$ for the DZ calculations. The deviations are manifestly smaller and exhibit considerably less structure.

The discrete Fourier $`F_k`$ transforms are calculated as

$$F_k=\frac{1}{\sqrt{N}}\underset{j}{}\frac{\mathrm{\Delta }M(j)}{\gamma }\text{exp}\left(\frac{2\pi ijk}{N}\right),$$
(3)
where $`N`$ is the number of mass differences $`\mathrm{\Delta }M`$ in a given series. The parameter $`\gamma `$ makes $`F_k`$ dimensionless. Given that it only affects the global scale of the Fourier amplitudes, we made the simple selection $`\gamma =1`$ MeV. The Fourier amplitudes are plotted as functions of the logarithm of the frequency $`f=k/N`$ for the FRDM data in Fig. 3 and for the Duflo and Zuker data in Fig. 4, using a log-log scale.

These plots have some remarkable features. As expected from a $`1/k^\alpha `$ power law, low frequencies have the larger amplitudes. In most of the plots the largest Fourier amplitudes are those with frequencies between 0.3 and 0.4 (log f = -4 to -3), indicating that oscillations with periods $`\mathrm{\Delta }\stackrel{~}{A}2050`$ are dominant. This is consistent with the fitted frequencies found in Ref. Hir03 . A slight rise of the amplitudes at the larger frequencies (f $``$ 0.5, $`\mathrm{\Delta }\stackrel{~}{A}2`$) can be seen in many plots. They represent strong fluctuations between some nuclei and their closest neighbors.

The Fourier amplitudes are consistently smaller for the DZ data, which have also a Gaussian-like distribution of the mass differences Vel03 . This indicates that the FRDM mass differences have stronger correlations, which are precisely the ones removed in Ref. Hir03 .

The straight lines correspond to the best fitted slopes, in the log-log plots, of the power spectra, that is, the squared Fourier amplitudes against the frequency. While the fluctuations are large, and the number of nuclei included in each chain range from a few dozen to almost two hundred, the results are striking and correlated with the recently proposed universal features of quantum chaos Rel02 .

For the 18 chains listed, the slopes are

$$\alpha _{FRDM}^{(1)}=1.18\pm 0.17,\alpha _{DZ}^{(1)}=0.67\pm 0.16.$$
(4)
They fluctuate around -1.2 in the FRDM data and around -0.7 for the deviations found by DZ. These slopes convey our main result. The former is consistent with a frequency dependence of $`f^1`$ characteristic of quantum chaos while the latter suggest a tendency towards a more random behavior characteristic of white noise.

An alternative way to organize the 1654 nuclei with measured masses is to order them in a bustrofedon single list Hir03 , numbered in increasing order. To avoid jumps, we have ordered the nuclei with even A following the increase in N-Z, and those nuclei with odd A starting from the largest value of N-Z, and going on in decreasing order. Fig. 5 exhibits the mass differences plotted against the order number, from 1 to 1654, taken from Möller et al (top) and from DZ (bottom).

The presence of strong correlations in the Möller at al mass differences is apparent from the plot. Regions with large positive or negative errors are clearly seen. In the data of Duflo and Zuker the distribution of errors is closer to the horizontal axis, and the correlations are less pronounced, although not completely absent.

The ordering provides a single-valued function, whose Fourier transform can be calculated. The squared amplitudes are presented in Fig. 6.

The slopes are

$$\alpha _{FRDM}^{(2)}=0.91\pm 0.05,\alpha _{DZ}^{(2)}=0.51\pm 0.05,$$
(5)
for the FRDM and DZ mass differences.

While this ordering is quite different from the $`\stackrel{~}{A}`$ chains, the slopes are very similar.

To understand the possible origin of these spectral distributions, it is worth recalling that, while the FRDM calculations involve a liquid droplet model plus mean field corrections, including deformed single particle energies through the Strutinsky method and pairing Moll95 , the DZ calculations depend on the number of valence proton and neutron particles and holes, including quadratic effects motivated by the microscopic Hamiltonian Zuk94 . The present results show that the DZ formalism produces patterns that are locally smooth approximations to the data, and therefore give some information on the intrinsic nature of the data fluctuations.

We arrive at the conclusion that the chaoticity discussed in Boh02 , according to the criteria put forward in Rel02 , seems indeed to be present in the deviations induced by calculations using the Möller et al. liquid droplet mass formula, while it tends to diminish in the microscopically motivated calculations of Duflo and Zuker. While for the liquid droplet model plus shell corrections a quantum chaotic behavior $`\alpha 1`$ is found, errors in the microscopic mass formula have $`\alpha 0.5`$, closer to white noise. Given that both models attempt to describe the same set of experimental masses, our analysis suggests that quantum fluctuations in the mass differences arising from substraction of the regular behavior provided by the liquid droplet model plus shell corrections, may have their origin in an incomplete consideration of many body quantum correlations, which are partially included in the calculations of Duflo and Zuker. This interpretation would imply that it is in principle possible to reduce the limits in accuracy mentioned in Abe02  for the calculation of nuclear masses. It remains to be seen whether a robust picture of the coexistence of regular and chaotic motion emerge from these studies and whether a quantitative means to evaluate their relative importance can be formulated.

Acknowledgements: Relevant comments by R. Bijker, O. Bohigas, J. Dukelsky, J. Flores, J.M. Gomez, P. Leboeuf, R. Molina, S. Pittel, A. Raga, P. van Isacker, and A. Zuker are gratefully acknowledged. This work was supported in part by Conacyt, México.


text:
# Magnetic Order and Dynamics in Stripe-Ordered La2-xSrxNiO4

## 1 Introduction

The layered nickelate family La2-xSrxNiO4 has been the focus of many recent investigations on account of its stripe-ordered phase. This phase is characterized by the segregation of charge carriers into an ordered array of parallel lines separating antiferromagnetic domains of Ni2+ ($`S=1`$) spins . Stripes represent a novel type of complex order, and their properties have been energetically researched since the discovery of stripe order in members of the copper-oxide high-$`T_\mathrm{c}`$ superconductors . Experiments to establish the basic physics of the stripe phase in model non-superconducting systems can help determine whether or not stripes play an important role in the mechanism of superconductivity in the cuprates.

The nature of the spin and charge order in the stripe phase in La2-xSrxNiO4 has been characterized in detail over the doping range $`0.15x0.5`$ by electron, x-ray and neutron diffraction , and it is now of interest to explore the collective spin and charge dynamics over the same range of composition. From such studies one can learn about the nature of the excited states, and hence gain insight into the microscopic interactions that stabilize stripe order.

In this paper we describe neutron scattering studies of the magnetic order and dynamics in a number of La2-xSrxNiO4 compounds. Some of the data for the $`x=0.33`$ and $`x=0.5`$ systems have been reported previously . Here we focus on results obtained with polarized neutrons, and emphasize how certain characteristic features of the data vary with composition.

## 2 Experimental details

All the data presented here were collected on the IN20 triple-axis spectrometer at the Institut Laue-Langevin. Since its upgrade in 2001, the flux of polarized neutrons on IN20 has increased by an order of magnitude . This gain has allowed experimentalists to be more ambitious, especially with regard to inelastic scattering measurements.

IN20 is equipped with focussing arrays of heusler crystals for both monochromator and analyser. Typical experiments require measurement of the spin-flip (SF) and non-spin-flip (NSF) scattering, with the neutron polarization $`𝐏`$ in the horizontal scattering plane either parallel or perpendicular to the scattering vector $`𝐐`$, or with $`𝐏`$ vertical. For the present measurements the analyser was set to reflect neutrons of fixed final energy 14.7 meV.

Single crystals of La2-xSrxNiO4 were prepared in Oxford by the floating-zone method . The crystals were all rod-like with masses of 10–15 g.

## 3 Results

The first studies we describe concern the direction of the ordered magnetic moment of the Ni2+ spins in La2-xSrxNiO4. The magnetic ordering temperature $`T_{\mathrm{SO}}`$ of the Ni2+ spins in the stripe phase depends on $`x`$. For the compositions reported here, $`T_{\mathrm{SO}}200`$ K for $`x=0.275`$–0.37, and $`T_{\mathrm{SO}}80`$ K for $`x=0.5`$. The diagonal stripe pattern is twinned, with stripes either parallel to the $`[1,1,0]`$ or $`[1,1,0]`$ directions of the tetragonal lattice (cell parameter $`a=3.8\mathrm{\AA }`$). These are described by two-dimensional magnetic ordering wave vectors $`𝐐_\mathrm{m}=(\frac{1}{2},\frac{1}{2})\pm (\delta ,\delta )`$ and $`(\frac{1}{2},\frac{1}{2})\pm (\delta ,\delta )`$, respectively, where $`\delta x/2`$ in reciprocal lattice units. In our samples we observed an equal population of the twin domains.

Using polarized-neutron diffraction, Lee et al  deduced that the ordered moments at low temperature are constrained to lie in the NiO layers at an angle of $`27^{}`$ ($`x=0.275`$) and $`53^{}`$ ($`x=0.33`$) to the stripe direction. In the case of $`x=0.33`$, they also found that a transition takes place on warming through $`T_{\mathrm{SR}}50`$ K such that the spins rotate in the plane towards the stripe direction through an angle of $`13^{}`$.

We have performed similar measurements to Lee et al, but on crystals with $`x=0.37`$ and $`x=0.5`$. The results are presented in Fig. 1, which shows the angle of the spins from the stripe direction as a function of temperature. Like Lee et al, we are assuming in this analysis a collinear magnetic structure with a single canting angle, as opposed to a distribution of domains with different spin directions, the relative population of which could vary. This assumption needs to be checked out experimentally.

From Fig. 1, both $`x=0.37`$ and $`x=0.5`$ compounds are seen to undergo a spin reorientation transition within the NiO planes, with $`T_{\mathrm{SR}}10\mathrm{K}`$ $`(x=0.37)`$ and $`57\mathrm{K}`$ $`(x=0.5)`$. The transition is rather broad for $`x=0.37`$. The angle through which the spins rotate is $`13^{}`$ $`(x=0.37)`$ and $`26^{}`$ $`(x=0.5)`$

Next we discuss two characteristic features observed in the stripe-phase spin dynamics of La2-xSrxNiO4. We refer to the energy scans shown in Fig. 2. These scans were obtained with $`𝐐`$ fixed at the two-dimensional magnetic ordering wavevector $`𝐐_\mathrm{m}`$ for each composition. As expected, cooperative spin excitations emerge from the $`𝐐_\mathrm{m}`$ wavevectors. These excitations are found to be strongly dispersive, so much so that magnetic scattering is observed at $`𝐐_\mathrm{m}`$ over the whole energy range shown in Fig. 2. Inter-plane correlations were observed at low energies, but were found to be negligible for $`E5`$ meV.

One feature common to all the scans shown in Fig. 2 is a reduction in intensity below an energy of $`7`$ meV for $`x=0.2750.37`$, or $`4`$ meV for $`x=0.5`$. This reduction is not present in energy scans made at equivalent $`𝐐_\mathrm{m}`$ wavevectors with a large component along the $`c`$ axis (not shown). Given that neutrons scatter from spin fluctuations perpendicular to $`𝐐`$, these observations indicate that the intensity reduction below 4–7 meV is due to the freezing out of the c-axis component of the spin fluctuations. This points to the existence of a 4–7 meV energy gap due to single-ion out-of-plane anisotropy.

Polarized neutrons provide a direct method to check for anisotropy gaps. Below an anisotropy gap one component of the spin fluctuations is frozen out, and the component involved can be identified by polarization analysis. We measured the SF scattering from the $`x=0.33`$ crystal at energies of 3, 10, 15 and 26 meV, with the three-dimensional wavevector fixed at $`𝐐_\mathrm{m}=(1.33,1.33,l)`$, $`l`$ = 0 or 1. For these measurements the crystal was mounted with the $`[1,1,0]`$ and $`[0,0,1]`$ directions in the horizontal scattering plane, and we switched the neutron polarization between three orthogonal directions: (i) $`𝐏𝐐_\mathrm{m}`$, (ii) $`𝐏𝐐_\mathrm{m}`$ in the scattering plane, and (iii) $`𝐏`$ vertical (i.e. parallel to the stripe direction $`[1,1,0]`$). We label the corresponding SF intensities $`I_1`$, $`I_2`$ and $`I_3`$ respectively. For the case $`l=0`$, which was used with energies of 10, 15 and 26 meV, it can be shown that

$$\frac{I_1I_2}{I_1I_3}=\frac{S_c}{S_{}},$$
(1)
where $`S_c`$ and $`S_{}`$ are the components of the dynamic magnetic response function describing spin correlations along the crystal $`c`$ axis ($`S_c`$), and parallel to the stripe direction ($`S_{}`$). At 3 meV the intensity at $`(1.33,1.33,l)`$ shows a slight modulation with $`l`$ due to weak inter-layer correlations. This modulation peaks at odd $`l`$ integers, and we made the 3 meV measurement at the $`l=1`$ intensity maximum. As far as the crystal orientation is concerned the difference in angle between $`(1.33,1.33,0)`$ and $`(1.33,1.33,1)`$ is only $`9^{}`$, and Eq. (1) is still a very good approximation.

The results of these measurements are shown in Fig. 3. The ratio $`S_c/S_{}`$ is seen to be constant within experimental error for energies from 10 meV to 26 meV. The average value of $`S_c/S_{}`$ in this energy range is close to that calculated on the assumption of isotropic spin fluctuations about the ordered moment direction $`53^{}`$ away from the stripe direction . The point at 3 meV, however, is much lower than the others, indicating a strong reduction in out-of-plane spin fluctuations at this energy.

These results show that the spin fluctuations are predominantly in-plane at energies of 3 meV, and isotropic about the direction of the ordered moment at 10 meV and above. This confirms that the 7 meV feature in Fig. 2(b) for the $`x=0.33`$ crystal is the out-of-plane anisotropy gap. Similar measurements on the $`x=0.5`$ crystal showed likewise for the 4 meV gap in Fig. 2(d). We searched for the in-plane anisotropy gap in energy scans at wavevectors nearly perpendicular to the NiO layers, but could only put an upper limit on the gap energy of 1 meV.

Interestingly, the out-of-plane energy gap in undoped La2NiO4 is 16 meV . Together with the data reported here this indicates that the out-of-plane anisotropy decreases with doping. In a spin-wave model, the gap energy varies as $`\sqrt{K_cJ_{\mathrm{tot}}}`$, where $`K_c`$ is the anisotropy energy and $`J_{\mathrm{tot}}`$ is the total exchange energy per spin. Measurements of the overall spin-wave dispersion have established that the intra and inter-stripe Ni–Ni exchange interactions differ by only a factor 2 , so that $`J_{\mathrm{tot}}`$ decreases relatively slowly with doping. This implies a very considerable decrease in $`K_c`$ with doping, which has been confirmed by spin-wave analyses for $`x=0`$ and 0.33, for which $`K_c=0.52`$ meV and $`0.07`$ meV respectively .

The other notable feature is the dip centred on $`16`$ meV and subsequent peak near $`26`$ meV in Figs. 2(a)–(c). This dip–peak structure occurs in an energy range where there is strong scattering from phonons, as evident in the NSF channel shown in Fig. 2(b), and so neutron polarization analysis is an important tool to isolate the magnetic scattering.

Constant-energy scans performed at energies close to 26 meV showed that the magnetic response is significantly broader in $`𝐐`$ for $`x=0.275`$ than for $`x=0.33`$. Since the scans shown in Fig. 2 measure the amplitude of the magnetic response it is possible that this broadening has washed-out the $`26`$ meV peak for $`x=0.275`$.

There is no sign of the dip–peak structure in the data for $`x=0.5`$, and although the equivalent energy scans for $`x=0`$ do present a superficial resemblance to those in Fig. 2 the analysis in Ref.  showed that for the case of $`x=0`$ the signal in this energy range is fully accounted for by a spin wave model with two anisotropy gaps. The anomalous dip–peak structure in Figs. 2(a)–(c) cannot be explained by two anisotropy gaps because, as shown above, the anisotropy gaps for $`x=0.275`$–0.37 are below 10 meV.

## 4 Discussion and conclusions

It is not clear at present what mechanism drives the spin reorientation in La2-xSrxNiO4, but our results show, (i) that the reorientation occurs for several doping levels, including compositions in which the stripes are commensurate ($`x=0.33`$) and incommensurate ($`x=0.37`$ and 0.5) with the host lattice, and (ii) that the angle of the ordered moment relative to the stripe direction tends to increase with doping. The reorientation transition is most prominent for $`x=0.5`$, which has the highest charge ordering temperature ($`480`$ K) and a slightly-incommensurate checkerboard charge ordering pattern below $`180`$ K .

We also cannot offer an explanation for the pronounced decrease in single-ion anisotropy with doping. We can, however, comment on a possible origin of the dip–peak feature in the spin excitation spectrum. An explanation involving purely magnetic interactions seems unlikely since the feature is most prominent for $`x=0.33`$, whose spins order into a two-sublattice antiferromagnetic structure . The zero-field spin wave spectrum of such an ordering contains no gaps other than those due to anisotropy, and we have shown above that for $`x=0.33`$ the anisotropy gaps are 7 meV and $`1`$ meV. Moreover, the polarization of the spin fluctuations is constant over the dip–peak region, as illustrated in Fig. 3. Hybridization with phonon excitations of the host lattice is a possibility, but seems unlikely given that the anomalous dip is absent for $`x=0`$ and $`x=0.5`$. Therefore, the evidence so far points to a hybridization with an excitation associated with the stripes, possibly a cooperative motion of the charge domain walls.

Finally, we mention that the experiments reported here illustrate well the power of neutron polarization analysis to determine static and fluctuating spin components, and to separate magnetic and non-magnetic scattering unambiguously.

We thank F.R. Wondre for crystal characterization data, and the EPSRC for financial support.


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# Holography, Entropy and Extra Dimensions

## Acknowledgements

The work of D.K.H. is supported by KRF PBRG 2002-070-C00022. The work of S.H. was supported in part under DOE contract DE-FG06-85ER40224 and by the NSF through through the USA-Korea Cooperative Science Program, 9982164.


text:
# Frequency-domain study of 𝛼-relaxation in the Random Orthogonal Model

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