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# On isomorphisms of algebras of smooth functions

## Abstract.

We show that for any smooth Hausdorff manifolds $`M`$ and $`N`$, which are not necessarily second-countable, paracompact or connected, any isomorphism from the algebra of smooth (real or complex) functions on $`N`$ to the algebra of smooth functions on $`M`$ is given by composition with a unique diffeomorphism from $`M`$ to $`N`$. An analogous result holds true for isomorphisms of algebras of smooth functions with compact support.

This work was supported in part by the Slovenian Ministry of Science

Throughout this paper, manifolds are assumed to be smooth and Hausdorff. On the other hand, we do not assume manifolds to be second-countable, paracompact or connected. Thus manifolds may have uncountably many components, and in particular any discrete space is a manifold of dimension $`0`$.

Choose $`𝔽`$ to be either $``$ or $``$. For a manifold $`M`$ we shall denote by $`C^{\mathrm{}}(M,𝔽)`$ the commutative algebra of $`𝔽`$-valued smooth functions on $`M`$. Its subalgebra of smooth functions with compact support on $`M`$ will be denoted by $`C_c^{\mathrm{}}(M,𝔽)`$.

The aim of this paper is to prove the following theorem, which answers the question of Alan Weinstein, formulated at the International Euroschool on Poisson Geometry, Deformation Quantisation and Group Representations in Brussels (2003):

###### Theorem 1.

For any Hausdorff smooth manifolds $`M`$ and $`N`$ (which are not necessarily second-countable, paracompact or connected), any isomorphism of algebras of smooth functions $`T:C^{\mathrm{}}(N,𝔽)C^{\mathrm{}}(M,𝔽)`$ is given by composition with a unique diffeomorphism $`\tau :MN`$.

An analogous result, which we already proved in , holds true for isomorphisms of algebras of smooth functions with compact support:

###### Theorem 2.

For any Hausdorff smooth manifolds $`M`$ and $`N`$ (which are not necessarily second-countable, paracompact or connected), any isomorphism of algebras of smooth functions with compact support $`C_c^{\mathrm{}}(N,𝔽)C_c^{\mathrm{}}(M,𝔽)`$ is given by composition with a unique diffeomorphism $`MN`$.

Although we have chosen to work in the smooth context, we could as well consider manifolds of differentiability class $`C^r`$, for any $`r=0,1,\mathrm{}`$. In that case we obtain an analogous result for the isomorphisms of algebras of $`C^r`$-functions (with compact support), without any changes in the proof. In particular, the result holds true for isomorphisms of algebras of continuous functions (with compact support) on Hausdorff topological manifolds.

The standard way to prove this kind of a statement is to establish a one-to-one correspondence between points of $`M`$ and multiplicative functionals on the algebra of smooth functions on $`M`$ equipped with a suitable topology. However, for this one usually needs to impose additional conditions on the spaces $`M`$ and $`N`$ (see e.g. ).

In the proof of Theorem 1 we shall choose a different, purely algebraic approach. We shall characterize points of a manifold by suitable ‘characteristic’ sequences of functions on the manifold. We used these sequences already in , where we proved Theorem 2. In fact, the proof of Theorem 1 given below also proves Theorem 2, if in the argument one substitutes smooth functions with smooth functions with compact support.

A characteristic sequence of functions on a manifold $`M`$ at a point $`xM`$ is a sequence $`(f_n)_n`$ of $`𝔽`$-valued smooth functions on $`M`$ such that

1. $`f_nf_{n+1}=f_{n+1}`$ for any $`n=1,2,\mathrm{}`$, and
2. the sequence of supports $`(\mathrm{supp}(f_n))_n`$ is a fundamental system of neighbourhoods of the point $`x`$ in $`M`$.

Note that the equality $`f_nf_{n+1}=f_{n+1}`$ implies that $`f_n(x^{})=1`$ for any $`x^{}\mathrm{supp}(f_{n+1})`$, and hence $`\mathrm{supp}(f_n)`$ is a neighbourhood of $`\mathrm{supp}(f_{n+1})`$. In particular, if $`(f_n)_n`$ is a characteristic sequence of functions on $`M`$ at $`x`$, then $`f_n(x)=1`$ for any $`n=1,2,\mathrm{}`$. Also note that for any $`xM`$ there exists a characteristic sequence of functions at $`x`$.

###### Lemma 3.

Let $`(f_n)_n`$ be a sequence of $`𝔽`$-valued smooth functions on a manifold $`M`$ satisfying $`f_nf_{n+1}=f_{n+1}`$ for any $`n=1,2,\mathrm{}`$. Then $`(f_n)_n`$ is a characteristic sequence of functions at a point $`xM`$ if and only if $`_{n=1}^{\mathrm{}}\mathrm{supp}(f_n)=\{x\}`$ and at least one of the functions in the sequence $`(f_n)_n`$ has compact support.

###### Proof.

If $`(\mathrm{supp}(f_n))_n`$ is a fundamental system of neighbourhoods of $`x`$, then there exists $`m1`$ such that $`\mathrm{supp}(f_m)`$ is a subset of a compact neighbourhood of $`x`$ and hence itself compact. Conversely, if $`_{n=1}^{\mathrm{}}\mathrm{supp}(f_n)=\{x\}`$ and $`\mathrm{supp}(f_m)`$ is compact for some $`m1`$, then first note that $`\mathrm{supp}(f_n)`$ is compact for any $`nm`$ as well. Since for any open neighbourhood $`U`$ of $`x`$ in $`M`$ the intersection of the descending sequence of compact sets $`_{n=m}^{\mathrm{}}(\mathrm{supp}(f_n)U)`$ is empty, it follows that $`\mathrm{supp}(f_n)U`$ is empty for some $`nm`$, thus $`\mathrm{supp}(f_n)U`$. ∎

The idea of the proof of Theorem 1 is to show that the image of a characteristic sequence of functions along an isomorphism of algebras is again a characteristic sequence of functions, and then use this to define a map between manifolds with the required properties. The first part of this plan is done by the following lemma.

###### Lemma 4.

Let $`M`$ and $`N`$ be manifolds and let $`T:C^{\mathrm{}}(N,𝔽)C^{\mathrm{}}(M,𝔽)`$ be an isomorphism of algebras.

(i) If $`(g_n)_n`$ is a characteristic sequence of functions on $`N`$ at a point $`yN`$, then $`(T(g_n))_n`$ is a characteristic sequence of functions on $`M`$ at a point $`xM`$.

(ii) If $`(g_n)_n`$ and $`(g_n^{})_n`$ are two characteristic sequences of functions on $`N`$ at the same point $`yN`$, then $`(T(g_n))_n`$ and $`(T(g_n^{}))_n`$ are characteristic sequences of functions on $`M`$ at the same point $`xM`$.

###### Proof.

(i) For any $`n=1,2,\mathrm{}`$ write $`f_n=T(g_n)`$. Clearly we have $`f_nf_{n+1}=f_{n+1}`$, so $`f_n(x^{})=1`$ for any $`x^{}\mathrm{supp}(f_{n+1})`$, and thus $`\mathrm{supp}(f_n)`$ is a neighbourhood of $`\mathrm{supp}(f_{n+1})`$. Put

$$K=\underset{n=1}{\overset{\mathrm{}}{}}\mathrm{supp}(f_n).$$

First we will show that $`K`$ is not empty. Suppose the opposite, that $`K`$ is empty. Since each $`f_n`$ is non-zero, we can choose a strictly increasing sequence $`(i_k)_k`$ of natural numbers such that $`\mathrm{supp}(f_{i_k})\mathrm{supp}(f_{i_k+1})`$ is non-empty for any $`k=1,2,\mathrm{}`$. This implies that

$$U_k=\mathrm{Int}_M(\mathrm{supp}(f_{i_k}))\mathrm{supp}(f_{i_k+1})$$

is a non-empty open subset of $`M`$. Since $`K`$ is assumed to be empty, the disjoint sequence of open subsets $`(U_k)_k`$ is locally finite in $`M`$. This means that we can choose a smooth function $`f`$ on $`M`$ and a sequence $`(u_k)_k`$ of smooth functions on $`M`$ such that $`\mathrm{supp}(u_k)`$ is a non-empty compact subset of $`U_k`$,

$$fu_{2k}=u_{2k}$$

and

$$fu_{2k+1}=0$$

for any $`k=1,2,\mathrm{}`$. Note that $`f_{i_k}u_k0`$. Put $`g=T^1(f)`$ and $`v_k=T^1(u_k)`$. Since $`g_{i_k}v_k=T^1(f_{i_k}u_k)0`$, we can choose a point $`y_kN`$ such that

$$g_{i_k}(y_k)v_k(y_k)0.$$

In particular we have $`y_k\mathrm{supp}(g_{i_k})`$, so the sequence $`(y_k)_k`$ converges to $`y`$ because $`(g_n)_n`$ is a characteristic sequence of functions at $`y`$. Next, we have $`gv_{2k}=v_{2k}`$ and $`gv_{2k+1}=0`$, and since $`v_{2k}(y_{2k})0`$ and $`v_{2k+1}(y_{2k+1})0`$, it follows that $`g(y_{2k})=1`$ and $`g(y_{2k+1})=0`$. As the sequence $`(y_k)_k`$ is convergent, this contradicts the continuity of $`g`$. This proves that $`K`$ is not empty.

Take a point $`xK`$, and let $`U`$ be an open neighbourhood of $`x`$ in $`M`$. Choose a characteristic sequence $`(\alpha _n)_n`$ of functions on $`M`$ at $`x`$ such that $`\mathrm{supp}(\alpha _1)U`$. Put $`\beta _n=T^1(\alpha _n)`$ and $`\gamma _n=\beta _ng_n`$. Note that

$$\gamma _n\gamma _{n+1}=\gamma _{n+1}.$$

Since $`\alpha _n(x)=f_n(x)=1`$, we have $`\alpha _nf_n0`$ and hence $`\gamma _n0`$. It follows that $`(\mathrm{supp}(\gamma _n))_n`$ is a descending sequence of non-empty sets. Since $`(g_n)_n`$ is a characteristic sequence, there exists $`m1`$ such that $`\mathrm{supp}(g_n)`$ is compact for any $`nm`$. As $`\mathrm{supp}(\gamma _n)\mathrm{supp}(g_n)`$, this implies that $`\mathrm{supp}(\gamma _n)`$ is compact for $`nm`$, and therefore the intersection $`_n\mathrm{supp}(\gamma _n)`$ is a non-empty subset of $`_n\mathrm{supp}(g_n)=\{y\}`$, so

$$\underset{n}{}\mathrm{supp}(\gamma _n)=\{y\}.$$

It now follows from Lemma 3 that $`(\gamma _n)_n`$ is a characteristic sequence of functions at $`y`$. In particular, the support of $`\gamma _2`$ is a neighbourhood of $`y`$. We can therefore choose $`j2`$ such that $`\mathrm{supp}(g_j)`$ is a subset of $`\mathrm{supp}(\gamma _2)`$, which implies that

$$\gamma _1g_j=g_j$$

because $`\gamma _1`$ equals $`1`$ on $`\mathrm{supp}(\gamma _2)`$ and therefore also on $`\mathrm{supp}(g_j)`$. This equation implies

$$\alpha _1f_j=f_j,$$

since $`T(\gamma _1)=\alpha _1f_1`$ and $`f_1f_j=f_j`$. It follows that $`\mathrm{supp}(f_j)\mathrm{supp}(\alpha _1)U`$. This shows that $`(f_n)_n`$ is a characteristic sequence of functions at $`x`$. In particular, we have $`K=\{x\}`$.

(ii) For any $`n=1,2,\mathrm{}`$ write $`f_n=T(g_n)`$ and $`f_n^{}=T(g_n^{})`$. Part (i) implies that $`(f_n)_n`$ is a characteristic sequence of functions on $`M`$ at a point $`xM`$, and that $`(f_n^{})_n`$ is a characteristic sequence of functions on $`M`$ at a point $`x^{}M`$. We claim that $`x=x^{}`$. Indeed, if $`xx^{}`$, we can choose $`m1`$ such that $`f_mf_m^{}=0`$. This implies that $`g_mg_m^{}=0`$, a contradiction. ∎

###### Proof of Theorem 1.

For any $`xM`$, we choose a characteristic sequence $`(f_n)_n`$ of functions on $`M`$ at $`x`$. By Lemma 4 (i) we know that $`(T^1(f_n))_n`$ is a characteristic sequence of functions on $`N`$ at a point of $`N`$; denote this point by $`\tau (x)`$. By Lemma 4 (ii), this definition of $`\tau (x)`$ is independent of the choice of $`(f_n)_n`$, thus we get a map

$$\tau :MN.$$

We shall now show that $`T`$ is given by the composition with $`\tau `$. Take any $`xM`$, and choose a characteristic sequence $`(f_n)_n`$ of functions on $`M`$ at $`x`$.

First observe that if $`pC^{\mathrm{}}(N,𝔽)`$ is such that $`T(p)(x)=0`$, then $`p(\tau (x))=0`$. Indeed, if $`p(\tau (x))0`$, then $`p`$ has no zeros on an open neighbourhood $`V`$ of $`\tau (x)`$ in $`N`$. We can then choose $`n`$ so large that $`\mathrm{supp}(T^1(f_n))`$ is a compact subset of $`V`$, and we can define a smooth function $`qC^{\mathrm{}}(N,𝔽)`$ with $`\mathrm{supp}(q)V`$ by

$$q(y)=\frac{T^1(f_n)(y)}{p(y)}$$

for any $`yV`$. Now we have

$$1=f_n(x)=T(T^1(f_n))(x)=T(pq)(x)=T(p)(x)T(q)(x),$$

so $`T(p)(x)0`$.

For any $`gC^{\mathrm{}}(N,𝔽)`$ we have

$$T(gT(g)(x)1)(x)=T(g)(x)T(g)(x)=0.$$

By the argument above this yields

$$(gT(g)(x)1)(\tau (x))=0,$$

and therefore

$$T(g)(x)=g(\tau (x)).$$

This shows that $`T`$ is indeed given by composition with the map $`\tau `$.

The uniqueness of such a map $`\tau `$ is clear. Analogously, the isomorphism of algebras $`T^1`$ is also given by composition with a unique map $`NM`$, which is the inverse of $`\tau `$ by uniqueness. Since the smoothness of functions is preserved under the composition with $`\tau `$ and with its inverse as well, it follows that $`\tau `$ and its inverse are smooth maps. ∎

Remark. The argument above also proves Theorem 2, if we use only functions with compact support. In particular, in the proof of Theorem 1 we can replace the constant function $`1`$ on $`N`$ with $`T^1(f_n)`$.


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# Astrometry of the OH masers of 4 Mira stars

## 1. Introduction

Accurate distances of astronomical objects are the starting point for most astrophysical interpretations. For the optically visible Mira variables, accurate distances have become available from the Hipparcos astrometric mission. But a large fraction of AGB stars have so much circumstellar material that they are too obscured to reliably measure their motion. In addition they are Long Period Variables with large optical amplitudes. However, some of these stars exhibit circumstellar masers, which principle allow very accurate astrometry using VLBI. Although H2O and SiO masers yield intrinsically higher resolution, we have concentrated on OH first. Firstly, the OH masers lie at large distances from the star and are expected to be persistent over many years. Furthermore, it has been proposed (Norris et al. 1984; Sivagnanam et al. 1990) that in OH shells we can detect the amplified stellar image, which would serve as a fixed point with respect to the star. Finally, astrometry at 18cm can done on the VLBA relatively straightforwardly at the accuracy that is permitted by the OH maser brightness ($`1`$ mas).

Below we describe the results of 8 year monitoring of U Her and 2.5 years of W Hya, S CrB and R Cas. Two of these stars have their VLBI spectra dominated by blue-shifted emission, which is shown to be consistent with the amplified stellar image. But even for the two stars with only compact red-shifted emission it is possible to follow the motion of the star. It is thus demonstrated that accurate distances for enshrouded AGB stars can be obtained by VLBI. A more detailed discussion of the results can be found in Vlemmings et al. (2003), early results on U Her were published in van Langevelde et al. (2000).

## 2. Observations & Results

The 4 Mira variables were selected to have bright ($`>`$ 1 Jy) 1665 or 1667 (main line) maser emission and to be presumably nearby ($`<`$ 500 pc). Also, two bright nearby phase reference sources needed to be available. Most of the calibrators were between $`1^{}2^{}`$ from the target; for S CrB one calibrator was within $`1^{}`$, for U Her both were at $`3^{}`$. Cycle times of 5 minutes were used, often with 2 calibrators per target in one cycle, which allows an estimate of the accuracy.

The astrometry was obtained directly from the correlator model without any special software, with the exception of a home grown AIPS task to transfer calibration results from wide band data (on the reference sources) to the 500 kHz bands on the maser. Assuming a constant separation between pairs of extragalactic reference sources, the precision of the relative astrometry is estimated to be $`12`$ mas. Significant degradation of this accuracy was detected during the solar maximum, as well as its dependence on “throw” and elevation. In Fig. 1 & 2 we show only the formal errors derived from the fitted position, the residuals originate in most cases from the accuracy of the astrometry.

## 3. Discussion

The relative astrometry yields both proper motions as well as significant determinations of the parallax of each source. As these sources are all 4 optically visible Mira stars, the proper motions can be compared directly with results from the Hipparcos mission. In most cases they agree within the uncertainties.

The Hipparcos catalogue entries for the 4 target sources are flagged as being rather unreliable, but still optical parallaxes are available, albeit with rather large uncertainties. For S CrB and U Her the VLBI results seem more precise, while the R Cas value is significantly different from the Hipparcos value. The VLBI value puts this star closer to the $`PL`$ relation established by (Whitelock & Feast 2000) For W Hya the VLBI results seems less accurate than the Hipparcos value; this star is very close and the residuals are larger than can be explained from the astrometry and seem to correlate with its variability. Maybe we are witnessing structural changes in the maser tied to the stellar cycle.

Absolute astrometry can be done as well, because most of the reference sources have a position determined with respect to the celestial reference frame. For all 4 targets this yields absolute astrometry to about $`2`$ mas accuracy. This allows a direct comparison between the maser position and the Hipparcos optical position, where the main limitation is set by the extrapolation of the proper motion to a common epoch. In the cases of the blue-shifted masers these positions agree within the errors to lie within the expected radio-sphere of the stars. For the red-shifted masers, the separation can be substantial. From this we conclude that the brightest maser spots are not exclusively produced by amplified stellar emission, but that when there is a significant maser screen in front of the star, the line of sight to the star is favored.

## References

Norris, R.P., Booth, R.S., Diamond, P.J., et al., 1984, MNRAS, 208, 435

Sivagnanam, P., Diamond, P.J., Le Squeren, A.M., Biraud, F., 1990, A&A, 229, 171

van Langevelde, H.J., Vlemmings, W., Diamond, P.J., et al. 2000, A&A 357, 945

Vlemmings, W.H.T., van Langevelde, H.J., Diamond, P.J., Habing H.J., Schilizzi R.T., 2003, A&A, 407, 213

Whitelock, P., Feast, M., 2000, MNRAS, 319, 759


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# Young star clusters: Clues to galaxy formation and evolution

## 1. Models & Applications

We have further refined the Göttingen evolutionary synthesis code GALEV by including the effect of gaseous line and continuum emission. The emission contributes significantly to the integrated light (both to absolute magnitudes and colors) of stellar populations younger than $`3\times 10^7`$ yr (see Fig. 1 and Anders & Fritze - v. Alvensleben 2003). The updated models are available from http://www.uni-sw.gwdg.de/$``$galev/panders/.

We developed a tool to compare our evolutionary synthesis models with observed cluster SEDs, to determine the basic cluster parameters age, metallicity, internal extinction and mass independently. This tool was tested extensively using artificial clusters (Anders et al. 2003a) and broad-band observations of star clusters in NGC 3310 (de Grijs et al. 2003a). From our tests we conclude that:

1. At least 4 passbands are necessary to determine the 3 free parameters age, metallicity and extinction, and the mass by scaling the SED, independently.
2. The most important passbands are the U and B bands; for systems older than roughly 1 Gyr the V band is equally important.
3. NIR bands improve the results by constraining the metallicity efficiently.
4. A wavelength coverage as long as possible is desirable.
5. Large observational errors and/or wrong a priori assumptions may lead to completely wrong results.

As a first application the dwarf starburst galaxy NGC 1569 was chosen. Our results are consistent with values in the literature, but enlarge the sample of star clusters studied in this galaxy by a factor of 3. We find a surprising change in the cluster mass function with age, with clusters formed during the onset of the burst (approx. 25 Myr ago) being on average more massive than the most recently formed clusters (Anders et al. 2003b).

## 2. References

Anders, P., Fritze - v. Alvensleben, U. 2003, A&A, 401, 1063
Anders, P., Bissantz, N., Fritze - v. Alvensleben, U., de Grijs, R. 2003a,
MNRAS, submitted
Anders, P., de Grijs, R., Fritze - v. Alvensleben, U., Bissantz, N. 2003b,
MNRAS, submitted
de Grijs, R., Fritze - v. Alvensleben, U., Anders, P., Gallagher, J. S., Bastian, N., Taylor, V. A., Windhorst, R. A. 2003a, MNRAS, 342, 259


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# Circular Polarization of Circumstellar H2O Masers: Magnetic Fields of AGB stars

## 1. Introduction

The role of magnetic fields in the late stages of stellar evolution is still unclear. Blackman et al. (2001) have shown that AGB stars could produce fields of several hundreds of Gauss. Such strong fields can play an important role in driving stellar winds and shaping the outflows, giving rise to the non-spherical shapes observed in Planetary Nebulae.

Until recently, information on the magnetic field in the circumstellar envelopes was obtained by polarimetric observations of SiO masers at $`24R_{}`$ from the central star, and OH maser at a distance of $`100010000`$ AU. The SiO observations indicated fields of 5-10 Gauss for Mira stars and up to 100 Gauss for supergiants (e.g. Barvainis et al., 1987). However, using a non-Zeeman interpretation of the observed circular polarization, the magnetic fields could be a factor 1000 less (Wiebe & Watson, 1998). The OH maser observations indicated field strengths of 1-2 mG (e.g. Szymczak & Cohen, 1997).

Now we have determined the magnetic field strengths in the H2O maser region, at a few hundred AU. Although H2O is a non-paramagnetic molecule, it has been possible to observe the circular polarization on some of the strongest circumstellar H2O maser features. We have used both the LTE analysis presented in Vlemmings et al. (2001) and non-LTE models based on the models presented in Neduloha & Watson (1990). A full description of the analysis methods, observations and results are presented in Vlemmings et al. (2002).

## 2. Observations

We have observed 8 late-type stars with the VLBA. The first observations, on December 13th 1998, were performed on the supergiants S Per, VY CMa and NML Cyg, and the Mira variable star U Her. Recently, on May 20th 2003, additional observations were performed on the Mira variable stars U Her, U Ori and R Cas, and the supergiant VX Sgr. To get the highest spectral resolution, required for the circular polarization measurements, the data were correlated twice. Once with modest spectral resolution ($`0.1`$ km/s), to get all 4 polarization combinations (RR, LL, RL and LR), and once with high resolution ($`0.027`$ km/s), with only RR and LL. The calibration was mainly performed on the modest spectral resolution data and the solutions were copied and applied to the high resolution data. This data set was then used to produce circular polarization and total intensity image cubes. The modest resolution data set was used to determine the linear polarization.

## 3. Results

We have examined the strongest H2O maser features around the 7 stars observed. Circular polarization between $`0.1\%`$ and $`25\%`$ of the total intensity was detected on $`50\%`$ of the brightest maser features. An example of the features around S Per is shown in Fig.1. We rule out any systematic effects as a cause of the observed spectrum, because various percentages of circular polarization are observed as well as different directions of the magnetic field. No linear polarization was detected in excess of $`1.5\%`$.

The magnetic field strengths were determined with both the LTE and the non-LTE method. The LTE method predicts the circular polarization spectrum to be directly proportional to the derivative of the total power spectrum. We found that the observed spectra were narrower, which can only be explained with the non-LTE analysis. The non-LTE field strengths are $`40\%`$ lower than those determined by the LTE method.

From the observations and analysis, we estimate the magnetic field strengths in the H2O maser region to be $`200`$ mG for S Per and VY CMa. The field around NML Cyg is $`500`$ mG, while the Mira variable U Her shows a much higher field of $`1.5`$ G. Preliminary results for the second set of observations indicate a magnetic field of up to several Gauss on VX Sgr and U Ori. Unfortunately the masers around R Cas were not detected. The second observations of U Her provide an upper limit to the magnetic field of several hundred mG on the observed features. Since the velocity of the features observed around U Her at the observation dates are significantly different, we are now observing different maser spots. These spots are likely further out in the circumstellar envelope and have larger angles between line of sight and the magnetic field, which results in a lower observed field strength.

## 4. Discussion

Our results favor the non-LTE approximation and because we do not detect any linear polarization, a non-Zeeman interpretation is also highly unlikely. The lack of linear polarization can be easily explained in the non-LTE case, because linear polarization is only produced by strongly saturated masers. A line widths analysis indicates that the circumstellar H2O masers are not saturated. Even for large angles between the line of sight along the maser and the direction of the magnetic field we do not expect any linear polarization. In the LTE analysis, the lack of linear polarization can only be explained by having the maser line of sight beam along the magnetic field lines.

We can compare the strength of the magnetic field in the H2O maser region with the values obtained from SiO and OH maser polarization observations. This seems to indicate that the magnetic field strength values inferred from the SiO maser observations are indeed due to the normal Zeeman effect, although Elitzur (1996) has argued that the field strength can still be a factor 10 lower on both SiO and OH masers. Fig.2 shows the dependence of the magnetic field strength on distance from the star. Our observed values are plotted at the observed maximum extent of the H2O maser region. Because our observations are most sensitive for the highest magnetic fields, we are actually probing the inner edges of the H2O maser shell. The arrows indicate the typical thickness of such a shell. These results indicates that the magnetic field strength is best represented by a solar-type dependence on distance ($`r^2`$). The exact shape of the magnetic field strength cannot easily be determined from our observations. The SiO polarization maps indicate mostly radial field lines close to the star.

The magnetic pressure of the field in the H2O maser region dominates the thermal pressure by a factor of 20. Using the solar-type field, extrapolated surface field strengths are of the order of $`1001000`$ Gauss, strong enough to drive and shape the outflows.

## References

Barvainis, R., McIntosch, G., Predmore, C.R., 1987, Nature, 329, 613

Blackman, E.G., Frank, A., Markiel, J.A., et al., 2001, Nature, 409, 585

Elitzur, M., 1996, ApJ, 457, 415

Nedoluha, G.E., Watson, W.D., 1992, ApJ, 384, 185

Szymczak, M., Cohen, R.J., 1997, MNRAS, 288, 945

Vlemmings, W., Diamond, P.J., van Langevelde, H.J., 2001, AA, 375, L1

Vlemmings, W., Diamond, P.J., van Langevelde, H.J., 2002, AA, 394, 589

Wiebe, D.S., Watson, W.D., 1998, ApJ, 503, L71


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# Interpolating greedy and reluctant algorithms

## 1 Introduction and results

Combinatorial optimization stands as one of the most fruitful fields in the intersection of applied and pure mathematics: it connects the theory of the computational hardness to the techniques widely used in the search for global minima for complex functionals, i.e. functions with many local minima. Over the years there have been many strategies proposed to solve efficiently hard computational problems . Among them the statistical mechanics approach  has opened new interesting perspectives. In this paper we study the interpolation between two algorithms, the greedy and the reluctant. The first is the standard decrease along the deepest descent direction, while the second is the closest decrease to the level lines. In previous works  we have studied and compared the two algorithms focusing on relaxation time and minimum reached level. We observed, moreover, how a simple convex interpolation between them could improve the performances of both of them in large size regime. In this work we push further such analysis introducing a smooth interpolation between greedy and reluctant depending on a parameter $`\lambda `$: small $`\lambda `$ plays the role of the greedy algorithm, while large $`\lambda `$ that of reluctant. This allows us a better tuning among the two and especially a parameter optimization. The newly introduced algorithm is tested against a model which has become the standard of NP complete problems: the Sherrington Kirkpatrick model of the mean field spin glass. Our results confirm and extend those in : we find that the relaxation time grows linearly when the algorithm is close to the greedy regime and quadratically when it is close to the reluctant one with a progressive condensation for large values of $`\lambda `$. The dynamics is then tested in the search for low energy configurations for fixed values of initial conditions, where the reluctant dynamics works substantially better than any other. The main result of this work is then the minimization at fixed elapsed computer time. In this case, in fact, we find that in the small size regime (compared to total search time) the greedy component performs better than any other due the short relaxation time and the fact that, basically, the dynamics is able to find the ground state or, at least, to get very close to it. Moreover and more interestingly, we find that increasing the system size does not lead to a uniform deteriorating of the greedy performance toward an improvement of the reluctant one. We find, in fact, an optimal value of $`\lambda 10`$, for which the lowest energies are reached against a rather poor performance of the greedy $`(\lambda 1)`$ and reluctant algorithm $`(\lambda 100)`$. This optimal value appears to be independent of the size.

## 2 The model and the algorithm

Let us consider the Sherrington-Kirkpatrick model  defined by the Hamiltonian

$$H(J,\sigma )=\frac{1}{2}\underset{i,j=1}{\overset{N}{}}J_{ij}\sigma _i\sigma _j$$
(1)
where $`\sigma _i=\pm 1`$ for $`i=1,\mathrm{},N`$ are spin variables which interact through an $`N\times N`$ symmetric matrix with $`J_{ij}`$ independent, identically distributed gaussian random couplings $`(J_{ij}=J_{ji},J_{ii}=0)`$ with zero mean and variance $`1/N`$. We focus our attention on a stochastic energy-decreasing dynamics that, starting from any initial spin configuration at time $`t=0`$ (which we choose at random with uniform distribution), ends up on a local energy minimum. The evolution rule is:

1. Let $`\sigma (t)=(\sigma _1(t),\mathrm{},\sigma _N(t))`$ be the spin configuration at time $`t`$.
2. Calculate the spectrum of energy change obtained by flipping the spin in position $`i`$, for $`i=1,\mathrm{},N`$:

$$\mathrm{\Delta }E_i=\sigma _i(t)\underset{ji}{}J_{ij}\sigma _j(t).$$
(2)
If $`\mathrm{\Delta }E_i>0`$, $`i=1,\mathrm{},N`$, then the algorithm stops ($`\sigma (t)`$ is a local minimum).
3. Generate a random number $`D`$ with probability density

$$f(x)=\{\begin{array}{cc}\lambda e^{\lambda x}\hfill & \text{if }x0\hfill \\ 0\hfill & \text{if }x>0\hfill \end{array},\lambda >0.$$
(3)
4. Select the site $`i^{}`$ associated with the closest energy change to the value $`D`$, i.e.:

$$i^{}=\{i\{1,\mathrm{},N\}:\mathrm{\Delta }E_i^{}=\underset{i\{1,\mathrm{},N\}}{\mathrm{min}}\{|\mathrm{\Delta }E_iD|:\mathrm{\Delta }E_i<0\}\}.$$
(4)
5. Flip the spin on site $`i^{}`$:

$$\sigma _i(t+1)=\{\begin{array}{cc}\sigma _i(t)\hfill & \text{if }i=i^{}\hfill \\ \sigma _i(t)\hfill & \text{if }ii^{}.\hfill \end{array}$$
(5)

This algorithm generates a dynamics that, following a $`1`$-spin flip decreasing energy trajectory, arrives at a $`1`$-spin flip stable configuration, that is a configuration whose energy cannot be decreased by a single spin-flip. The speed of convergence to local energy minima is tuned by $`\lambda `$, the control parameter in the probability distribution function for the move acceptance. Of course, the larger is $`\lambda `$, the bigger it is the probability of doing small energy-decreasing steps, so that the trajectory will follow an evolution path close to level curves (reluctant). On the other hand, small values of $`\lambda `$ enrich the probability of large negative energy steps, which will quickly drive the dynamic to the end-point (greedy). In the next Section, by varying the control parameter $`\lambda `$, we study the efficiency of the algorithm by measuring the average time to reach a metastable configuration and the lowest energy value found as the system size is increased.

## 3 Results

We performed a set of experiments for different values of $`N`$, starting from $`N`$ initial conditions (for a system of size $`N`$) and averaging the data on $`nreal=1000`$ disorder realizations. We probed basically two quantities to measure the performance of the algorithm:

* the average time (i.e. the number of spin flips) to reach a minimum energy level

$$\tau =\frac{1}{M}\underset{i=1}{\overset{M}{}}t_i,$$
(6)
with $`M=Nnreal`$ and $`t_i`$, $`i=1,\mathrm{},M`$ the time for each initial condition
* the lowest energy found (averaged over disorder)

$$H_N=\frac{\mathrm{min}_\sigma H_N(J,\sigma )}{N}_{nreal},$$
(7)
where $`\mathrm{min}_\sigma H_N(J,\sigma )`$ is the minimum value of the energy of the metastable states attained starting from $`N`$ initial conditions.

In Fig.1 we represent $`\tau `$ as a function of $`N`$ in the range $`[25,300]`$ for six distinct values of $`\lambda `$ ($`\lambda =1,10,25,45,70,100`$), together with the best numerical fits. Because of high computational costs (which increase with $`\lambda `$), the case $`N=300`$ is studied in details only for $`\lambda =1`$ and $`\lambda =10`$. On the other hand, the average time has good self-averaging properties so that, in order to have the trend for “large” $`\lambda `$ we focused on the case $`N=300,\lambda =100`$ with $`nreal=140`$ disorder realizations instead of $`nreal=1000`$. From Fig.1 we observe the progressive increase of the slope in log-log scale from an almost linear law in $`N`$ for $`\lambda =1`$ ($``$) to an almost quadratic one for $`\lambda =100`$ ($``$). Thus, this algorithm behaves as a “smooth interpolation” between the two deterministic dynamics: “greedy”, that we obtain for $`\lambda =1`$, and “reluctant”, here represented by $`\lambda =100`$. More in detail, the numerical fits of Fig.1 are: $`\tau _{\lambda =1}(N)N^{1.027}`$ ($``$), $`\tau _{\lambda =10}(N)N^{1.263}`$ ($`+`$), $`\tau _{\lambda =25}(N)N^{1.600}`$ ($`\mathrm{}`$), $`\tau _{\lambda =45}(N)N^{1.796}`$ ($`\times `$), $`\tau _{\lambda =70}(N)N^{1.911}`$ ($`\mathrm{}`$), $`\tau _{\lambda =100}(N)N^{1.932}`$ ($``$). The fits are quite good for all the cases but $`\lambda =10`$ and $`\lambda =25`$. In these cases the quality of the fit is enhanced excluding the data corresponding to $`N=25`$ and $`N=40`$. So we obtain $`\tau _{\lambda =10}(N)N^{1.184}`$ and $`\tau _{\lambda =25}(N)N^{1.488}`$.

Next, we measured the lowest energy found by the algorithm. In Fig.2 we represent $`H_N`$ as a function of $`N`$ for different values of $`\lambda `$ and for a fixed number of $`N`$ initial conditions. While, for small $`N`$, the ground state is believed to be closely approximated for all values of $`\lambda `$ (in fact, varying $`\lambda `$, the lowest energy $`H_N`$ undergoes a relative change of $`2.510^4`$ for $`N=25`$ and of $`8.810^4`$ for $`N=40`$ and $`50`$), the best results for large $`N`$ $`(>50)`$ are obtained for $`\lambda =100`$ which corresponds to deterministic reluctant dynamics. Therefore, this confirms that, for a fixed number of initial spin configurations, the algorithm that makes moves corresponding to the “smallest” possible energy decrease is the most efficient in reaching low-energy states. In other words, the slower $`\mathrm{}`$ the better! However, this is reflected in an increasing cost for the computational time.

Indeed, when the analysis is focused on the performances for a fixed elapsed time, the situation changes drastically. In Fig. 3 we compare the minimum energy values $`H_N`$, obtained considering different system sizes and, for each of them, five different parameter values ($`\lambda =1,\lambda =10,\lambda =25,\lambda =45,\lambda =100`$) for an elapsed time of $`50`$ h of CPU on a IBM SP4. The system size $`N=350`$ is studied only for $`\lambda =10`$, $`\lambda =25`$ and $`\lambda =45`$. Each run (i.e. for fixed $`N`$ and $`\lambda `$) consists of $`1000`$ disorder realizations, with the same CPU time length ($`3`$ min.) assigned to each sample. For $`N100`$ we believe to find the ground state of the system, since varying $`\lambda `$ the values of $`H_N`$ coincide, within our numerical accuracy ($`10^{10}`$). The best result is obtained for the case $`\lambda =10`$, which seems to be the best compromise to obtain a dynamical trajectory that is able to arrive deep enough with respect to energy levels but without wasting all the time in the search for the slower of possible path. We note that this finding is in good agreement with the result of previous analysis , where a convex linear combination of reluctant (with probability P) and greedy (with probability $`1P`$) dynamics was considered. The optimal value $`\lambda 10`$ is the one for which the relaxation time $`\tau N^\alpha `$ grows with a scaling exponent $`\alpha `$ which is the closest, among the others, to the value $`\alpha =1.26`$ of the optimal convex combination with $`P=0.1`$.

Improvements of the greedy and reluctant algorithms is presently under study , by permitting also increase in energy with exponential decrease in time, in the very same spirit of the well-known Simulated Annealing strategies.

Acknowledgments:  We thank the Cineca staff for the technical support, Prof. S. Graffi and Prof. I. Galligani for their encouragement toward our work. One of us (P.C.) thanks the organizers of the Scientific Meeting OPT2003: “Numerical Methods for Local and Global Optimization: Sequential and Parallel Algorithms” for the invitation and the stimulating atmosphere.


text:
# Absence of magnetically-induced fractional quantization in atomic contacts

## Abstract

Using the mechanically controlled break junction technique at low temperatures and under cryogenic vacuum conditions we have studied atomic contacts of several magnetic (Fe, Co and Ni) and non-magnetic (Pt) metals, which recently were claimed to show fractional conductance quantization. In the case of pure metals we see no quantization of the conductance nor half-quantization, even when high magnetic fields are applied. On the other hand, features in the conductance similar to (fractional) quantization are observed when the contact is exposed to gas molecules. Furthermore, the absence of fractional quantization when the contact is bridged by H2 indicates the current is never fully polarized for the metals studied here. Our results are in agreement with recent model calculations.

preprint: 7

When a metallic wire is stretched its conductance becomes smaller as a result of the decrease of its cross section. This process continues until the breaking of the wire, and just before this event takes place, the contact is formed by just one atom. In this way atomic-sized contacts between two metallic electrodes can be formed and studied. The instruments that have made these studies possible are the mechanically controllable break junctions and the scanning tunnelling microscope. In both techniques the relative displacement of two electrodes is controlled with a resolution of a few picometers by the use of a piezoelectric element which allows to monitor the formation and breaking of the contact between the two electrodes.

Properties of such atomic-sized contacts have been extensively studied during the past decade Agraït et al. (2003) for many different metals both magnetic and non-magnetic. The conductance of these contacts can be described by the Landauer formula:

$$G=G_0\underset{i}{}T_i$$
(1)
where the summation is extended to all the available channels for the electrons traversing the contact, $`T_i`$ is a number between 0 and 1 for the transmission of the $`i^{th}`$ channel and $`G_0=2e^2/h`$ the quantum of conductance (assuming degeneracy of spin) in terms of the electron charge $`e`$ and Planck’s constant $`h`$. In the case in which the degeneracy of spin would be removed the channels would have to be redefined for each spin and each of these would carry up to $`\frac{1}{2}G_0`$.

The number of channels available in a one-atom contact is determined by the valence of the metal Scheer et al. (1998), and the transmission of each channel is fixed by other parameters such as the number of neighbors or the bond distance Scheer et al. (1997); Cuevas et al. (1998). For special cases (s-type metals like Au or Na), electronic transport through a single atom will be due to a single channel with a transmission close to unity, but this will not be true for other metals where all kinds of combinations of channels with different transmissions will add up to produce the total conductance of the atom. This is the case for transition metals with partial occupation of the d-orbitals and therefore they are not expected to have a one-atom conductance of $`\frac{1}{2}G_0`$ or $`1G_0`$ for magnetic or non-magnetic metals, respectively Delin and Tosatti (2003); Bagrets et al. (2003). This will make it difficult to establish just from the conductance whether the spin-degeneracy of the conductance channels has been lifted or not. However, several claims have appeared of the observation of half-integer conductance quantization for both magnetic and non-magnetic metals Elhoussine et al. (2002); Shimizu et al. (2002); Gillingham et al. (2002); Gillingham et al. (2003a, b); Rodrigues et al. (2003). The claims are based on the observation of peaks in conductance histograms at half integers of the quantum of conductance in experiments made at room temperature. These observations cannot be understood from the present knowledge of transport properties of atomic-sized contacts. Especially the claim of the observation of values of conductance at half integers of the quantum in the case of Pt and the interpretation of this phenomenon as the result of the lifting of the spin degeneracy Rodrigues et al. (2003) seem to contradict previous theoretical Delin and Tosatti (2003) and experimental Sirvent et al. (1996); Smit et al. (2001); Nielsen et al. (2003) work.

To further investigate this problem we have studied the conductance of several magnetic metals, namely Fe, Co and Ni, and a non-magnetic one, Pt. We have used the mechanically controllable break junction technique that uses a notched wire of the metal under study, which is glued to both sides of the notch on top of a bending beam. By bending of the beam the wire is broken at the notch and with the use of a piezo-element the relative displacement of the two resulting electrodes can be controlled with a precision of a few picometers. The first breaking of the wire is done only at 4.2K under cryogenic vacuum in order to assure that the atomic contact is formed between clean electrode surfaces. The break junction device remains under these conditions for the full duration of the experiment. The starting purity of our samples was 99.998 % for Pt, Fe and Ni and of 99.99 % for Co.

As part of the experiments we have recorded traces of conductance while pulling the contacts until breaking (seen as a sudden drop of conductance to well-below 1 $`G_0`$). Once broken the electrodes were pushed together again until the contact was big enough so as to assure a completely new atomic contact configuration. This is important in order to avoid repetitive evolution in the pulling process Untiedt et al. (1997). The process of contact making followed by controlled breaking was repeated a few thousand times and the traces were used to build histograms of conductance such as those shown in Fig. 1.

We collected histograms of conductance for three magnetic metals (Co, Fe and Ni, Fig. 1) and a non-magnetic metal, Pt, which has been predicted to become magnetic in a one dimensional atomic wire configuration Bahn and Jacobsen (2001); Delin and Tosatti (2003). In agreement with previous experiments done under similar conditions Sirvent et al. (1996); Ludoph and van Ruitenbeek (2000); Smit et al. (2001); Bakker et al. (2002); Smit et al. (2002); Nielsen et al. (2003), the histograms for the various d-metals in this work show a prominent first peak with a value well above 1 $`G_0`$ that is attributed to the conductance of single-atom contacts. Pt is not shown here, but looks very similar with a first peak between 1.5 and 2 $`G_0`$, see below. Below the first peak the counts rapidly drop until we find a new rise mainly caused by the tunneling of electrons through the vacuum barrier between the two electrodes. Note in particular that peaks at 1 $`G_0`$ and $`\frac{1}{2}G_0`$ are absent.

To test whether the relative orientation of magnetic domains around the contacts plays any role in our results we have repeated the same experiments in high magnetic fields. Prior to this we measured the hysteresis curves for the sample wires used in the experiments to identify the saturation field, which was for all the cases below 2 Tesla. In the experiments we used fields up to 5 T, well above the saturation fields. The conductance histograms (thin lines in Fig. 1) show no significant difference compared to the zero-field experiments. We even increased the magnetic field up to 10 T in the case of Co, and again no changes were observed.

The present results seem to contradict those obtained in the room temperature experiments mentioned above Elhoussine et al. (2002); Shimizu et al. (2002); Gillingham et al. (2002); Gillingham et al. (2003a, b); Rodrigues et al. (2003). Moreover, if the effects reported for room temperatures were a result of the metals being magnetic these effects should be even be more pronounced at low temperatures. Since this is not the case we have looked for other explanations for the observed (fractional) quantum peaks. The fact that all room temperature experiments are performed under atmospheres that are considerably less pure than that provided by cryogenic vacuum we are led to consider the possibility of atomic-scale contamination of the contact by foreign atoms or molecules.

For Pt it has recently been shown that a controlled contamination of the break junction with H2 leads to the appearance of a peak in the conductance histograms situated very close to 1 $`G_0`$ Smit et al. (2002). It was shown that this peak in the conductance histogram corresponds to stable configurations of a single hydrogen molecule having a single conductance channel that is nearly perfectly transmitting. Since a hydrogen molecule only allows a single channel of conductance one may guess that when such a molecule bridges two electrodes that are fully spin-polarized the conductance would be limited to $`\frac{1}{2}G_0`$. Considering that hydrogen is a rather common contaminant it may have influenced the experiments at room temperature and was acting as a ‘filter’ limiting the number of channels to one.

In order to test this idea we have repeated the experiments in the presence of a hydrogen atmosphere of approximately $`10^6`$ mbar. For all the experiments the sample was cooled to 4.2 K for a day in cryogenic vacuum, at this stage we could reproduce the histograms of Fig. 1. Then the H2 gas was introduced and the histograms changed dramatically as shown in Fig. 2. First we note that the histograms show counts at conductances below the first peak in an amount much higher than for the clean metals in Fig. 1. Second, under similar conditions as for the experiment on Pt Smit et al. (2002) the characteristic peaks for the various magnetic metals are suppressed while a new peak appears near 1 G0 in the conductance histogram taken at bias voltages above about 100 mV. As argued in Smit et al. (2002) the role of the higher bias voltage is to provide some local heating to evaporate away the weakly bound excess hydrogen molecules. The results suggest that the hydrogen-bridged configuration observed for Pt is a general feature in these metals, but we have not yet attempted to confirm this by phonon-spectroscopy.

A dominant conductance of 1 $`G_0`$ with a hydrogen molecule between electrodes of Co, Ni and Fe suggests that the current is at best partially spin-polarized in these atomic-sized contacts. As argued in Refs. Delin and Tosatti (2003); Bagrets et al. (2003), when there is a contribution of both spin components at the Fermi energy the conductance is still carried by two spin-channels even though the spin subbands may be shifted considerably in energy by the exchange interaction. The same is true for Pt. We cannot exclude the possibility of a magnetic moment developing in atomic-sized contacts, as has been predicted Bahn and Jacobsen (2001); Delin and Tosatti (2003). However, its existence cannot be concluded exclusively based on the appearance of peaks at fractional conductance quanta in conductance histograms, as we will illustrate next.

We have searched for effects of other possible gas molecules that could be present in some quantities at room temperatures or in high vacuum. We performed these studies again at low temperatures in a controlled atmosphere. From many experiments we have found that it is easy to tell whether or not some contaminants have reached the sample by just looking at the conductance histograms. In those cases where the contaminants reached the sample there is a large contribution to the histogram for values of conductance below 1 $`G_0`$. Above a certain quantity of contaminants the histograms have a large smooth background that decreases with conductance (Note the difference for the backgrounds between Fig. 1 and the thin lines in Fig. 2). This background is reduced when increasing the applied bias voltage and normally when it is above 200 mV both the new peaks and background disappear and the histograms for the bare metals are recovered.

When introducing small amounts of carbon monoxide, CO, to Pt atomic contacts we observed two new peaks appearing in the conductance histogram, one near $`\frac{1}{2}G_0`$ and one near 1 $`G_0`$ (Fig. 3). The gas was introduced through a capillary heated by sending a current through a resistive wire running inside the full length of the capillary.

These peaks behave as those from other contaminants, such as H2, and the positions are remarkably similar to those that would be expected for half-integer quantization. There is, however, no evidence that could relate these peaks to magnetism. The peak near $`\frac{1}{2}G_0`$ likely results from a stable molecular geometry of CO between the metal electrodes, that may have a single spin-degenerate partially transmitted channel. We would welcome numerical calculations to verify this. Although we cannot claim that the reported observations of half-integer quanta of conductance are all due to contamination of the contacts by CO, our result shows that at least there is one kind of molecule that would produce similar behavior. Since a direct relation of the observed half-integer peaks to magnetism is often not provided, we prefer to tentatively attribute the observed fractional quantum peaks to adsorbed molecular species.

In conclusion, in contrast to previous reports on Fe, Co, Ni and Pt we have not detected fractional conductance quantization at low temperatures for the same metals. Our experiments show that the conductance of pure metallic atomic-sized contacts for Fe, Co, Ni and Pt have no significant field dependence in the histogram-averaged conductance, and show no peaks that can be associated with pure quantization, in agreement with recent numerical results Bagrets et al. (2003); Delin and Tosatti (2003). At least part of the previously reported fractional quantization may be explained by the presence of foreign molecules at the surface of the studied samples, as we have demonstrated by intentional contamination of our samples. Our results support the idea that the magnetic state of the samples is not related in a simple manner to its conductance. Although the electrical current in the atomic-sized conductors may be partially spin-polarized this is not a sufficient condition to obtain a fractional quantum of conductance for single-atom contacts. Only when the conductance is dominated by a single s-channel and the exchange energy is large enough to completely block transport through one of the spin sub-channels we will find the sought-after half integer conductance. At the present time, the only experiment that probably fulfills these requirements is the one recently reported by Suderow et al. Suderow et al. (2003), where the atomic contact is between a gold tip and a thin gold film that is deposited on top of a half-metallic ferromagnetic manganite.

This work is part of the research program of the “Stichting FOM,” which is financially supported by NWO. C. U. acknowledges support of the Spanish Ramón y Cajal program of the MCyT. We are grateful to T. G. Sorop for magnetization measurements.


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# Classical intermittency and quantum Anderson transition

## I Classical intermittency

The phenomenon of intermittency is characterized by long periods of laminar (regular) motion interrupted by short irregular bursts . As a simple example of a dynamical system with such features we investigate the following map on the real line : $`x_{n+1}=f(x_n)`$, where $`f(x)`$ verifies $`f(x)=f(x)`$ and $`f(x+N)=f(x)+N`$ with $`N`$ an integer. With the above rules the map needs to be defined only in a restricted interval, $`f(x_n)=(1+ϵ)x_n+a|x_n|^z1,0<x_n<1/2`$, with $`z`$ and $`a`$ real numbers and $`ϵ0`$ is a small control parameter utilized to set the scale of the laminar phase. The laminar motion has its origin at points $`x_nN`$ where $`x_{n+1}x_n\pm 1`$ and thus the orbit is transfered to the same position in the neighboring cell. In a continuous time this corresponds to ballistic motion. Eventually the orbit leaves the region $`xN`$ and the dynamics becomes chaotic. The duration of the chaotic phase is typically much shorter than the ballistic one. We mention that due to universality , intermittency appears for any $`f(x)`$ with a Taylor expansion for $`x1`$ given by the above relation. In  it was found that the density of probability of staying in the laminar phase a time $`t`$ (or a distance $`r`$) has a power law tail,

$`\psi (t,r){\displaystyle \frac{\widehat{b}}{(1+r)^\mu }}\delta (|r|\widehat{b}t)`$ (1)
where $`\widehat{b}=2^za+ϵ/2`$ and $`\mu =\frac{z}{z1}`$. Indeed the motion is superdiffusive  for $`2<\mu <3`$ and ballistic for $`1<\mu 2`$. Based on the above result, Zumofen and Klafter  calculated the probability $`P(r,t)`$ to be at location $`r`$ at time $`t`$ in the framework of the continuous random walk model,

$`P(s,k){\displaystyle \frac{1}{is+b|k|^{\mu 1}}}2\mu 3`$ (2)
$`{\displaystyle \frac{s^{\mu 2}}{is^{\mu 1}+b|k|^{\mu 1}}}1<\mu <2`$ (3)
where $`P(s,k)`$ is the Fourier transform of $`P(x,t)`$ and $`b\widehat{b}`$ up to factors of order the unity. For $`2<\mu 3`$, the above equation is a solution of the following fractional Fokker Planck equation (for a recent review see ),

$`{\displaystyle \frac{P(x,t)}{t}}{\displaystyle \frac{b}{2}}{\displaystyle \frac{^{\mu 1}}{|x|^{\mu 1}}}P(x,t)=\delta (x)\delta (t).`$ (4)
where we define the fractional derivative as in .

The phenomenon of intermittency in Hamiltonian systems has been related  to the presence of cantori  in phase space. A trajectory is typically trapped in the intricate cantori structures for times ’long’ as compared with those involved in the transport through the pure chaotic phase space. Meiss and coworkers  described the transport through cantori in phase space as a random walk in a Bethe lattice. Such simplified model predicts a power law tail for the waiting times inside a cantori in agreement with numerical simulations . Details of the distribution as the decay exponent are sensitive to the scaling properties of the cantori which depend on the considered energy and are thus non universal. Since waiting times in phase space lead to ballistic motion in real space , a trajectory in real space is a mixture of long ballistic flights governed by a power-law distribution eventually interrupted by random walks when the trajectory escapes from the cantori region. The above simplified model cannot in principle describe the full complexity of typical KAM Hamiltonians with a mixed phase space where cantori with different scaling properties coexist with pure chaotic and integrable components (for a recent investigation in this direction see ). A different situation occurs in Hamiltonians in which, due to the non analyticity of the classical potential, the KAM theorem does not hold. In certain cases , as a parameter is switched on, the whole classical phase space undergoes an abrupt transition from integrable to homogeneously filled with cantori. The absence of additional classical structures permits in this case utilize the formalism above explained though the details of $`P(r,t)`$ may depend on the considered energy. Others class of systems with similar properties is that of pseudo-integrable billiards , the phase space is also fractal and the classical motion presents anomalous transport properties .

## II Quantum manifestations of classical intermittency.

We now investigate quantum manifestations of classical intermittency by using semiclassical techniques. Our starting point is the study of the connected two level correlation function,

$`R_2(s,g)=\mathrm{\Delta }^2\rho (ϵs/2)\rho (ϵ+s/2)1`$ (5)
where $`\rho (ϵ)`$ is the density of states at energy $`ϵ`$, $`\mathrm{\Delta }`$ is the mean level spacing, the energy $`s`$ is expressed in units of $`\mathrm{\Delta }`$ and the averaging is over an ensemble for disordered systems and over an interval of energy for single deterministic chaotic systems. The spectral properties depend on the ratio $`g=E_c/\mathrm{\Delta }`$. In the ergodic limit $`g\mathrm{}`$, the Hamiltonian can be accurately approximated by a random matrix with the appropriate symmetry and WD statistics applies. For instance, for broken time reversal invariance, $`R_2(s,0)=\frac{\mathrm{sin}^2(\pi s)}{\pi ^2s^2}`$. Perturbative corrections ($`g1`$ and $`s1`$) to this result are evaluated  by simple perturbation theory,

$`R_2^{pert}(s,g)={\displaystyle \frac{1}{2\pi ^2}}Re{\displaystyle \underset{n}{}}P^2(ϵ_n,s)`$ (6)
where $`P(ϵ_n,s)`$ is the propagator of the diffusion equation (in our case (2)), $`ϵ_n`$ are the eigenvalues of the diffusion equation and $`n`$ runs over the integers. As expected, the lowest mode $`n=0`$ reproduces the asymptotic form of the WD statistics. Non perturbative corrections (leading to the oscillating terms) to this result have been worked out by using the supersymmetry method . This approach is valid only in the $`s1`$ limit except for systems with broken time reversal invariance where it is supposed to hold for any $`s`$. In this case,

$`R_2(s,g)=R_2^{pert}(s,g)+R_2^{osc}(s,g)`$ (7)
$`R_2^{osc}(s,g)=\mathrm{cos}(2\pi s){\displaystyle \frac{D(s,g)}{2s^2\pi ^2}}`$ (8)
where $`D(s,g)`$ is the spectral determinant associated to the diffusion equation. For normal diffusion $`D^1(s,g)=_{n0}(1+\frac{s^2}{ϵ_n^2})`$ and $`ϵ_n=gn^2`$. In principle one may ask whether the above formalism is applicable to the case of anomalous diffusion. It turns out that for $`\mu 2`$ this can be demonstrated by mapping it onto an Anderson model with long range disorder (see below). For $`\mu <2`$, although the mapping is in principle possible, we are not aware of a rigorous proof so our results should be considered in this case as a conjecture.

The spectral correlations associated with classical intermittency are now studied by using the above semiclassical techniques. We evaluate (7) for different $`\mu `$ and then we investigate the long range spectral correlations by the analysis of the number variance. We recall that the number variance $`\mathrm{\Sigma }^2(L)=L^2L^2=L+2_0^L𝑑s(Ls)R_2(s,g)`$ measures the stiffness of the spectrum. In the metallic regime, for eigenvalues separated less than the Thouless energy, fluctuations are small and $`\mathrm{\Sigma }^2(L)\mathrm{log}(L)`$ for $`L1`$. Beyond the Thouless energy spectral fluctuations get stronger and $`\mathrm{\Sigma }^2(L)L^{d/2}`$ where $`d`$ is the dimensionality of the space. For disorder strong enough eigenvalues are uncorrelated (Poisson statistics) and $`\mathrm{\Sigma }^2(L)=L`$. At the MIT, the number variance is asymptotically proportional to $`\chi L`$ ($`\chi <1`$) with $`\chi `$ being related with the multifractal scaling of the wavefunction moments .

### A Case I: $`1<\mu <2`$

This case corresponds with classical ballistic diffusion $`r^2t^2`$ . The propagator of the diffusion equation is given by (2), $`P(ϵ_n,s)=\frac{s^{\mu 2}}{is^{\mu 1}+ϵ_n}`$, $`D^1(s,g)=_{n0}(1+\frac{s^{2\mu 2}}{ϵ_n^2})`$, $`ϵ_n=g|n|^{\mu 1}`$ (where periodic boundary condition and assumed) and, by using (7), $`R_2(s,g)g^{(\mu 1)^1}/s`$ for $`s1`$. The parameter $`b`$ in (2) is related to $`g`$ as follows. For normal diffusion $`E_cb/L^2`$ and $`gbL^{d2}`$. However, in our case, since the diffusion is ballistic, $`E_cb^{2\mu 3}/L`$ and $`gb^{2\mu 3}`$ for $`1<\mu <2`$. We remark that the scale invariance of $`g`$ may be modified by quantum corrections as in the case of a two dimensional weekly disordered conductor. The number variance behaves asymptotically as $`\mathrm{\Sigma }^2(L)g^{(\mu 1)^1}L\mathrm{log}L`$ with a subleading linear term as at the MIT. Additional work on the wavefunctions is needed to fully characterize the quantum properties in this region.

### B  Case II: $`\mu =2`$

In this case, $`D^1(s,g)=_{n0}(1+\frac{s^2}{n^2g^2})=\frac{1}{g^2}\frac{\pi ^2s^2}{\mathrm{sinh}^2(\pi s/g)}`$ and $`R_2(s,g)`$ can be explicitly evaluated,

$`R_2(s,h)=h^2{\displaystyle \frac{\mathrm{sin}^2(\pi s)}{\mathrm{sinh}^2(\pi hs)}}`$ (9)
where $`h=1/g1`$. Remarkably, this correlation function has been put forward as a definition of critical statistics . It reproduces typical features at the MIT as level repulsion (for $`s1`$ coincides with Wigner-Dyson statistics) and sub-Poisson number variance ($`\mathrm{\Sigma }^2(L)hL`$ for $`L1`$). In this case $`h1/b`$ is also scale invariant. As discussed below, by mapping this case onto a Anderson model with long range disorder one can show that the wavefunctions are indeed multifractal as at the MIT. Finally, we remark that the classical motion associated to $`\mu =2`$ leads to $`1/f`$ noise .

### C  Case III: $`2<\mu 3`$

Now the dynamics is superdiffusive but sub-ballistics, $`r^2t^{4\mu }`$ . Classical anomalous diffusion is described by the propagator, $`P(ϵ_n,s)=\frac{1}{is+ϵ_n}`$, $`D^1(s,g)=_{n0}(1+\frac{s^2}{ϵ_n^2})`$ with $`ϵ_n=g|n|^{\mu 1}`$. The asymptotic behavior of $`R_2(s,g)s^{2+1/(\mu 1)}`$ is power low instead of exponential. The conductance $`g`$ is scale dependent and decreases as the system size increases, $`E_cL^{2/(4\mu )}`$, $`gL^{12/(4\mu )}`$. For $`sg`$, the power law tail of $`R_2(s,g)`$ leads to $`\mathrm{\Sigma }^2(L)L^{1/(\mu 1)}`$. Both the scaling of $`g`$ and the spectral properties resemble those of a weakly disordered conductor in $`d=\frac{2}{\mu 1}`$  dimensions. Finally for $`\mu =3`$ one recovers the expected behavior $`\mathrm{\Sigma }^2(L)\chi \sqrt{L}`$ of a 1D weakly disordered conductor (no anomalous diffusion).

We mention that similar findings have been reported in Anderson models with long range $`1/r^{\mu 1}`$ hopping . For $`2\mu 3`$ the classical transport is also described by (2) provided that the disorder is weak enough . By using the supersymmetry method not only the spectral correlations but also the wavefunctions can be studied analytically. It turns out that the eigenfunctions are power law localized  $`|\psi (r)|r^{\mu +1}`$. In the thermodynamic limit, they become localized for $`\mu >2`$, delocalized for $`\mu <2`$ and multifractal for $`\mu =2`$ as at the MIT. Finally, we point out that typical features of these long range hopping models as power law localization and criticality also appears in higher dimensions . Thus, in $`d`$ dimensions, wavefunctions are power-law localized for any exponent $`\mu `$ and multifractal for $`\mu =d+1`$.

We now discuss under what conditions the above findings are relevant for deterministic Hamiltonians. Obviously a first constraint is that the classical dynamics be described by (2). As discussed previously this could be the case for non KAM systems  with a classical phase space homogeneously filled by cantori. Although the parameters defining (2) may depend on the considered energy, numerical results  suggest that the in certain cases they are barely modified in a broad window of energy and are close to the ones leading to $`1/f`$ noise. From a quantum mechanical point view our results are only valid in the limit $`g1`$ where interference (not tunneling) is the dominant quantum feature. In the context of quantum chaos this scale corresponds with $`\widehat{g}\mathrm{\Delta }W/\mathrm{}`$ where $`\mathrm{}`$ is the Planck constant and $`\mathrm{\Delta }W`$ is the flux swept across the cantorus with less flux at a given energy in one iteration of the map. Our results are thus applicable for energies such that $`\widehat{g}1`$. This limit corresponds to the case when quantum mechanics can resolve the classical barrier. For $`\widehat{g}1`$ quantum mechanics cannot resolve the gap and in order to cross it must tunnel through it. We mention that recently it has been reported  that the high energy excitations of non-KAM systems as the Anisotropic Kepler problem or the Coulomb billiard  are correlated according to critical statistics. It would be interesting to check whether the classical mechanics of these systems present $`1/f`$ noise as predicted in this letter.

In conclusion, we have investigated quantum manifestation of classical intermittency. It has been shown that for classical ballistic diffusion and $`1/f`$ noise (a special case of intermittency) the spectral correlations are given by critical statistics as at the MIT. In other cases the classical motion is superdiffusive but sub-ballistic, the wavefunctions are power law localized and the spectral correlations are similar to those of a weakly disordered conductor in less than two dimensions. In the context of Hamiltonian systems we have suggested that these results may be relevant for the description of the spectral correlations of non KAM systems with classical phase space homogeneously filled by cantori.

Discussions with Patricio Leboeuf, Yan Fyodorov and Vladimir Kravtsov are gratefully acknowledged. This work was supported by the European Union network “Mathematical aspects of quantum chaos”.


text:
# Effect of polymer-polymer interactions on the surface tension of colloid-polymer mixtures

## I Introduction

Colloids are “soft” materials, readily deformable, with weak interfaces. This can be easily inferred from the “giant atom” picture of colloidal suspensions where, even though each colloid is made up of thousands of individual molecules, it is treated as a single particle interacting with an effective potentialFrenkelbook ; Liko01 . Since the effective interactions are roughly of the same shape as those of atomic fluids, an approximate corresponding states principle suggests that the reduced or dimensionless surface tensions should be similar. Near the fluid-fluid transition, the attractive interactions for both classes of fluids are typically of order $`k_BT`$, but the colloidal particles have radii $`R_c`$ which can be $`2`$ or $`3`$ orders of magnitude larger than molecules. Thus the surface tension, which scales as $`\gamma k_BT/R_c^2`$, is expected to be $`4`$ or more orders of magnitude lower than the values found for simpler atomic and molecular fluids. Similar approximate corresponding states arguments also explain why colloidal crystals are so easily deformable: their elastic constants, which scale as $`k_BT/R_c^3`$, are at least $`6`$ orders of magnitude lower than those of simple atomic or molecular crystals. Colloids are indeed a form of “soft matter”.

Surface tension plays an important role in the formation of interfaces, as well as in phase transition kinetics, nucleation and spinodal decompositionBarr03 . Its indirect effects are therefore easily observable, but its low values make direct experimental measurements very difficult. Nevertheless, some recent experiments have made significant progress in measuring the fluid-fluid interface of colloid-polymer mixtures and its surface tensionHoog99 ; Hoog99\_2 . In these systems, adding non-adsorbing polymers induces attractive depletion pair potentials between the colloidsAsak54 ; Asak58 , which lead to the observed phase-transition between a colloid-rich (“liquid”) and a colloid-poor (“gas”) phase, separated by an interface. Because the experimental parameters can be easily tuned and controlled, colloid-polymer mixtures form an important model system for the study of phase transitions in soft matterPoon02 .

By applying theories similar to those used successfully for atomic and molecular fluidsRowl82 , VrijVrij97 , and Brader and EvansBrad00 , calculated the properties of this fluid-fluid interface for the case of ideal polymers, finding qualitative agreement with experiments. We have recently derived a depletion pair potential valid for interacting polymersLoui02 , which captures the dominant effects of polymer-polymer interactions on the phase diagramsRote03 . This success suggests that the same potential can be used to calculate the properties of the fluid-fluid interface.

The main purpose of this paper is to investigate the effects of polymer-polymer interactions on the fluid-fluid interface of colloid-polymer mixtures. For that reason, we apply the same combination of thermodynamic perturbation theoryHans86  and square-gradient theoryRowl82  that was used by Brader and EvansBrad00 , but with the new potentialLoui02  instead of the Asakura-Oosawa (AO)Asak54 ; Asak58  pair potential, valid only for ideal polymers. The differences between our new results, and those of ref. Brad00 , are then mainly due to the effect of polymer-polymer interactions.

The use of colloid-colloid depletion pair potentials describes one level of coarse-graining. It is also possible to derive a more fundamental two-component picture based on polymer-polymer, polymer-colloid, and colloid-colloid pair potentials. A number of more recent investigations have used sophisticated two-component density functional (DFT) theories for the AO modelSchm00  to uncover a host of interesting interfacial phenomena, including oscillatory density profiles at the fluid-fluid interface and a series of layering transitions at the fluid-hard-wall interfaceBrad02 . Computer simulationsDijk02  have confirmed some of these results. At present, all these theories are only applicable to the AO model, and it is unfortunately not yet clear how to extend them to interacting polymers (see however ref. Schm03 ) For that reason we restrict ourselves to the simplest square gradient approximation for the interfacial profiles.

Our paper is organised as follows: after briefly reviewing the nature of the depletion potentials and the equilibrium phase-diagrams in section II, we describe the implementation of the square gradient approximation in section III, and present our results for the interfacial tension and width in section IV. Section V summarises our conclusions.

## II One-component effective depletion interactions

This section briefly describes the colloid-colloid effective depletion potentials for both ideal and interacting polymers. They are characterised by the polymer radius of gyration $`R_g`$, the colloid radius $`R_c`$, and the polymer number density $`\rho _p`$, or equivalently by the size-ratio $`q=R_g/R_c`$ and the reduced polymer density $`\eta _p=\rho _p/\rho _p^{}`$, where $`\rho _p^{}=\frac{4}{3}\pi R_g^3`$ is the so-called overlap density. In the ideal case, the depletion interaction between two isolated colloidal spheres at distance $`r`$ is accurately approximated by a potential of the Asakura-Oosawa form:

$`\beta V_{id}(r)={\displaystyle \frac{4\pi }{3}}\rho _p^r\sigma _{cp}^3\left[1{\displaystyle \frac{3}{4}}\left({\displaystyle \frac{r}{\sigma _{cp}}}\right)+{\displaystyle \frac{1}{16}}\left({\displaystyle \frac{r}{\sigma _{cp}}}\right)^3\right]`$ (1)
for $`2R_c<r<2(R_c+R_{AO}^{eff})`$; $`V_{id}(r)=0`$ for $`r>2(R_c+R_{AO}^{eff})`$. Here, $`\sigma _{cp}=(R_c+R_{AO}^{eff})`$ and $`\rho _p^r`$ is the polymer density in a reservoir in osmotic equilibrium with the full colloid-polymer mixtureLekk92 . The range of this potential depends only on the polymer length and the depth is proportional to the polymer density. The effective Asakura-Oosawa parameter $`R_{AO}^{eff}`$ is set by the requirement that the insertion free energy of one colloid is equal to that of ideal polymersMeij94 ; it is given byLoui02\_116

$$R_{AO}^{eff}=R_c\left[\left(1+\frac{6q}{\sqrt{\pi }}+3q^2\right)^{1/3}1\right].$$
(2)
For interacting polymers, we will use a recently proposed pair potentialLoui02 , which accurately reproduces the depletion potentials obtained from direct computer simulations:

$$V_s(r)=\pi R_c\gamma _w(\rho _p^r)D_s(\rho _p^r)\left(1\frac{r2R_c}{D_s(\rho _p^r)}\right)^2$$
(3)
for $`2R_c<r<2R_c+D_s`$ and $`V_s(r)=0`$ for $`r>2R_c+D_s`$. Here $`\gamma _w(\rho _p^r)`$ is the surface tension of the polymer solution near a single wall Loui02\_116  and $`D_s(\rho _p^r)`$ is the range of the potential, given by

$$D_s(\rho _p^r)=\sqrt{\pi }\frac{\gamma _w(\rho _p^r)}{\mathrm{\Pi }(\rho _p^r)}\frac{R_{AO}^{eff}}{R_g},$$
(4)
where $`\mathrm{\Pi }`$ is the osmotic pressure of the solution of interacting polymers, which is well understoodScha99 .

The range of $`V_{id}`$ is independent of density, whereas the range of $`V_s`$ shrinks with increasing density. Furthermore, for a given $`\rho _p^r`$ and $`R_g`$, the well-depth of $`V_{id}`$ is greater than of $`V_s`$, which implies that ideal polymers induce stronger depletion potentials than interacting polymers (see e.g. Fig. 2 of ref. Rote03  for some explicit examples).

The differences in pair potentials help explain why, for a given $`q`$, phase-separation occurs at a larger value of $`\eta _p`$ for interacting polymers than for ideal polymersRama02 ; Bolh02 , a difference that grows with increasing $`q`$. Of course the pair-potential approximation becomes increasingly unreliable at high $`q`$ values, as many-body interactions become more important. However, we have recently shownRote03  that calculations based on pair potentials alone remain remarkably accurate up to $`q1`$. In this paper we use the phase-diagrams calculated in ref. Rote03 , based on second order perturbation theory, as the basis for our calculations of the properties of the fluid-fluid interface. We make the implicit assumption that the effective Hamiltonian used for phase-behaviour is also appropriate for describing the interface. This follows from the fact that we are working at a contact chemical potential, so that the same effective potential holds across the density inhomogeneity occurring at the “free” interface (see ref. Brad01 ).

## III Interfacial properties from the square gradient approximation

Once phase separation occurs, there are two phases with well defined colloidal bulk densities ($`\rho _c^G`$ and $`\rho _c^L`$ for the dilute and concentrated colloidal phases, respectively). Both phases are separated by a planar interface where the local density depends on the distance to the interface, $`\rho _c(z)`$. A well known way to treat the free-energy cost of making an interface is given by the square gradient approximation, where the free-energy is expanded to lowest non-trivial order in a gradient expansion around the homogeneous fluid. The surface tension and the density profile are then obtained from the integral of the free-energy across the interfaceCahn58 ; Evan79 ; Rowl82 ; Evan92

$$\gamma =_{\mathrm{}}^{\mathrm{}}\left[\mathrm{\Psi }\left(\rho _c(z)\right)+\kappa \left(\frac{d\rho _c}{dz}\right)^2\right]𝑑z,$$
(5)
where $`\mathrm{\Psi }\left(\rho _c(z)\right)=f\left(\rho _c(z)\right)\mu _c\rho _c(z)+P`$. Here $`\mu _c`$ and $`P`$ are the chemical potential and osmotic pressure of the colloids at coexistence and $`f\left(\rho _c(z)\right)`$ is the Helmholtz free energy density of a hypothetical colloid fluid of density $`\rho _c(z)`$. The coefficient of the square gradient term, $`\kappa `$, describes the free-energy penalty for creating an interface. Minimising this functionalEvan79 ; Rowl82  leads to the following expressions for the density profile

$$\left(\frac{d\rho _c}{dz}\right)^2=\frac{\mathrm{\Psi }}{\kappa }$$
(6)
and the surface tension

$$\gamma =2_{\rho _c^G}^{\rho _c^L}\left[\kappa \mathrm{\Psi }\right]^{1/2}𝑑\rho _c.$$
(7)
Requiring the functional in Eq. (5) to satisfy linear response relates the coefficient $`\kappa `$ to properties of the direct correlation function $`c(r)`$ of the homogeneous fluid Rowl82

$$\kappa =\frac{\pi k_BT}{3}_0^{\mathrm{}}r^4c(r,\rho _c)𝑑r.$$
(8)
Note that all these variables depend implicitly on the polymer chemical potential (or equivalently the polymer reservoir density, $`\rho _p^r`$) of the corresponding coexistence point. Due to the factor $`r^4`$ in the integrand of expression (8), the value of $`\kappa `$ is mainly determined by the behaviour of $`c(r)`$ at large $`r`$, where it is well known that $`c(r)\beta V(r)`$. We therefore follow Ref. Brad00 , and set $`c(r,\rho _c)`$ to be zero for $`r<2R_c`$ and equal to $`\beta V(r)`$ for $`r>2R_c`$, where $`V`$ is given by Eqs. (1) and (3) for ideal and interacting polymers, respectively. Hence Eq. (8) reduces to

$$\kappa \frac{\pi }{3}_{2R_c}^{\mathrm{}}V(r)r^4𝑑r.$$
(9)
This approximation has the further advantage that it circumvents the conceptual difficulty of defining $`c(r;\rho _c)`$ in the coexistence region. Even though the approximation for $`c(r)`$ itself may not always be so reliable, we found that the values of $`\kappa `$ still compare well with more sophisticated calculations of $`c(r)`$, because this simple model interpolates between the values at the two coexistence points. Similar conclusions were reached in a paper studying Lennard Jones systemsLu85 , where the Percus-Yevick approximation for the low and high density fluid phases was combined with a lever rule to obtain $`c(r)`$ in the coexistence region.

## IV Results and discussion

### IV.1 Phase behaviour and interfacial properties

In our earlier workRote03 , the free energy densities for the effective one-component system, $`f(\rho _c)`$, were calculated for various $`q`$-ratios by second order perturbation theory using the Barker-Henderson formulation Bark67 . The phase diagrams were determined by the common tangent construction. The resulting coexistence curves for ideal and interacting polymers are plotted in Fig. 1, for size-ratio $`q=0.67`$, as a function of the colloid packing fraction $`\eta _c=4\pi \rho _cR_c^3/3`$ and polymer reservoir packing fraction $`\eta _p^r=4\pi \rho _p^rR_g^3/3`$. The fluid-fluid coexistence lines are at higher values of polymer packing fraction for interacting polymers, which implies that polymer excluded volume effects reduce the global attraction between colloidal particles. But not only is the position of the binodal different, so is its shape. In particular, the binodal is flatter and the separation between the critical and triple points is smaller for interacting polymers. This effect is not merely an artifact of the pair-potential approximation, since the qualitative difference in shape is also observed when comparing two-component simulations of ideal and interacting polymer modelsBolh02 . Although we only show results for one size-ratio in Fig. 1, the differences become more pronounced for increasing $`q`$Bolh02 ; Rote03 , and are finally quite dramatic in the so called “protein limit” where $`q>>1`$Bolh03 .

It should be noted that, at least within our perturbation theory treatment, the gas-liquid binodal obtained for interacting polymers at $`q=0.34`$ is metastable with respect to the fluid-solid coexistence. This is not, however, an obstacle to the calculation of surface tensions. Furthermore, in many experimental systems the fluid-solid nucleation rates are very low, allowing the observation of metastable fluid-fluid phase-separation.

The free energy densities from perturbation theory were used in Eqs. (6) and (7) to calculate first the density profiles and then the surface tensions for the coexistence points along the fluid-fluid binodal. Two typical density profiles corresponding to ideal and interacting polymers are shown in Fig. 2 for $`q=1.05`$ and $`\mathrm{\Delta }\eta _p^r=(\eta _p^r\eta _p^{r,crit})/\eta _p^{r,crit}=0.2`$. All profiles obtained using the square gradient theory share approximately the same shape, i.e. a smooth monotonic curve which goes from the dense to the dilute colloidal phase. Comparison between both curves shows that the difference between the colloidal packing fractions in the two phases is larger for interacting polymers (a consequence of the flatter binodals), whereas the interfacial thickness is smaller.

The interfacial profiles are essentially characterised by their width. The 10-90 width of the interface ($`W`$), defined as the distance along the interface over which the colloidal density varies from $`(\eta _c^G+0.1(\eta _c^L\eta _c^G))`$ to $`(\eta _c^G+0.9(\eta _c^L\eta _c^G))`$, is plotted in Fig. 3 w.r.t. the deviation of the polymer reservoir packing fraction from the critical point. As expected, the interface is very diffuse near the critical point, and becomes sharper upon approaching the triple point. The interfacial widths increase with increasing $`q`$, reflecting the longer ranged attractions. For a given value of $`q`$, the widths are consistently lower for interacting polymers than for ideal polymers.

The resulting dimensionless surface tensions ($`\gamma R_c^2/k_BT`$) are shown in Fig. 4 versus the difference in colloidal packing fractions between both phases for three different size ratios, $`q=0.34`$, 0.67 and 1.05. For both ideal and interacting polymers, the surface tension vanishes at the critical point, and increases with $`\mathrm{\Delta }\eta _c=\eta _c^L\eta _c^G`$ as expected. These reduced values are of the same order as those found for simple liquidsRowl82 . Their absolute values depend only on $`R_c`$; typical colloid sizes result in values of $`\gamma `$ near the triple point on the order of $`\mu N/m`$ which is much smaller than the values of $`10100mN/m`$ found for simple fluids. For a given $`\mathrm{\Delta }\eta _c`$, the surface tension increases with $`q`$. Moreover, for a given $`q`$ the ideal polymer surface tension is always significantly larger than that of interacting polymers.

In view of the mean field nature of the present theory, the critical exponents are obviously classical, i.e. $`\gamma \mathrm{\Delta }\eta _c^3`$ and $`W\mathrm{\Delta }\eta _c^1`$. However, the prefactors are expected to be different for ideal and interacting polymer depletants. These prefactors are determined in the following sub-section. For ideal polymers similar scaling laws with the reservoir density $`\rho _p^r`$ can also be derived, by exploiting the analogy with inverse temperature. For exampleBrad00 , $`W(\mathrm{\Delta }\eta _p^r)^{\frac{1}{2}}`$. However, for interacting polymers such a simple scaling with $`\rho _p^r`$ does not follow, because the effective well-depths (i.e. the inverse ”temperatures”) don’t scale in a simple way with this variable.

### IV.2 Connection to the form of the depletion potential

The results of the previous subsection show that both the the 10-90 width, and the interfacial tension, are lower in the case of interacting polymers. In this section, we will attempt to rationalise these differences on the basis of the effective pair potentials.

Close to the critical point, $`\mathrm{\Psi }(\eta _c)`$ can be approximated as the product of two quadratic potential wells centred around the coexistence pointsBarr03

$$\mathrm{\Psi }^{}(\eta _c)\frac{C}{2}\left(\eta _c\eta _c^G\right)^2\left(\eta _c\eta _c^L\right)^2,$$
(10)
where $`\mathrm{\Psi }^{}=(4\pi R_c^3/3)\beta \mathrm{\Psi }`$ is dimensionless and $`C=(1/12)d^4\mathrm{\Psi }^{}/d\eta _c^4`$, calculated at the critical point. If we assume that $`\kappa `$ is independent of $`\rho _c`$, as we did in the previous section, then inserting Eq. (10) into Eq. (7) yields the following expression for the reduced surface tension:

$$\gamma ^{}=\frac{R_c^2\gamma }{k_BT}0.0275\sqrt{C}\sqrt{\kappa ^{}(\eta _p^r)}\left(\eta _c^L\eta _c^G\right)^3$$
(11)
where $`\kappa ^{}=\beta \kappa /R_c^5`$. The dependence of $`\kappa ^{}`$ on the polymer reservoir packing fraction is indicated explicitly to remind us that it is not a constant parameter but rather increases as we move away from the critical point since it depends on $`\eta _p^r`$ through $`V(r)`$. The same arguments lead toBarr03

$$W\sqrt{\frac{\kappa ^{}(\eta _p^r)}{C}}\left(\eta _c^L\eta _c^G\right)^1.$$
(12)
The values of $`W`$ and $`\gamma ^{}`$ are determined by the parameters $`\kappa ^{}`$ and $`C`$. Eq. (9) directly relates $`\kappa `$ to the depletion potential, whereas $`C`$ is given by the shape of the free energy inside the van der Waals loop. Understanding how the depletion potentials govern the interfacial behaviour now reduces to explaining how these two parameters depend on the potentials.

Fig. 5 compares the depletion pair potential for ideal and interacting polymers at their corresponding critical points when $`q=0.67`$. Even though the depletion potential for interacting polymers has a larger depth at contact, its range is significantly shortened by the polymer excluded volume interactionsLoui02 . The integrand in Eq. (9), which determines $`\kappa `$, multiplies the potential by $`r^4`$, giving extra weight to the longer ranged parts of the potentials. Thus the ratio of $`\kappa _{int}^{}`$ (calculated with Eq. (3)) to $`\kappa _{id}^{}`$ (calculated with the potential of Eq. (1)), is always less than $`1`$, and decreases with increasing $`q`$, as shown in the inset of Fig. 5. It has been recently shown that the reduced second virial coefficient, which is proportional to the integral of $`r^2(\mathrm{exp}[\beta V(r)]1)`$, is very similar at the critical point for a wide class of attractive potentialsVlie00 . This observation remains true for the two depletion potentials, giving further support to our argument that it is the large factor $`r^4`$ in the integrand for $`\kappa `$ which is responsible for the differences between $`\kappa _{id}^{}`$ and $`\kappa _{int}^{}`$.

The value of the other parameter, $`C`$, is not as easy to link directly to the pair potential. Nevertheless, it can be determined numerically from our previous calculations of the surface tension. It turns out not to depend strongly on $`q`$. We find $`C=85.8\pm 0.5`$ for ideal and $`C=76.0\pm 0.3`$ for interacting polymers, the small difference perhaps reflecting the fact that the free energy loop is slightly flatter for interacting polymers.

Compared to the large changes in the surface tension, the values of $`C`$ are quite similar, so that differences in the $`\gamma ^{}`$s, which scale as $`\gamma \sqrt{\kappa ^{}C}`$, arise mainly from $`\kappa `$. Since $`\kappa `$ increases with the range of the potential, i.e. with $`q`$, this explains why, for a given type of depletant, the surface tension grows with $`q`$. It further shows how the main differences in $`\gamma ^{}`$ between ideal and interacting polymers are linked to the reduction of the depletion potential range induced by polymer-polymer interactions. Since this effect becomes more important for increasing $`q`$, we expect the differences between the surface tensions induced by ideal and interacting polymers to grow with $`q`$ as well, and to become more pronounced in the protein limitBolh03 , as was recently pointed out by SearSear02 ; Sear02a .

The interfacial width scales as $`W\sqrt{\kappa ^{}/C}`$. Again, differences in $`W`$ are dominated by $`\kappa `$. Thus, the net effect of adding polymer-polymer interactions is to decrease the interfacial width.

These results show that the decrease of the range in the depletion potential, caused by the polymer interactions, plays the dominant role in determining the differences in the interfacial properties between the two types of depletants. The change in the depth of the potential is only a secondary effect.

In all the arguments above it should be kept in mind that our double symmetric parabola approximation of Eq. (11) is only valid close to the critical point. For coexistence points far from it, the bulk correlation length (defined as $`\xi _b=(2\kappa /(d\mu _c(\rho _b)/d\rho _b))^{1/2}`$, where $`\rho _b`$ is the colloidal density in the bulk phase) does differ between the two phases, implying that the decay of the profile tails is different between the liquid and the gas colloidal phaseLu85 . Strictly speaking, more sophisticated theories are needed in order to describe the interfacial properties near the triple point. DFT theories of the fluid-fluid interface in the two-component AO model suggest that for ideal polymers, the square gradient approximation underestimates the values of the interfacial tensionBrad02 , and that it misses more subtle effects like oscillatory density profiles. Part of the difference come from using more accurate DFT’s, but some also arises from the fact that the two-component DFT yields different phase-diagrams than the effective one-component descriptionSchm00 . In particular, the two-component theories yield a larger distance between the critical point and the triple pointMeij94 ; Dijk02 , which may have an important qualitative and quantitative effect on the interfacial behaviour. While it would clearly be desirable to have a two-component theory of similar accuracy for interacting polymers, this is not available at present. However, it is possible to use more sophisticated DFT approaches to study the one-component interacting polymer systemWink01 , a direction which we are now pursuing. In fact, we have already performed preliminary calculations using an accurate DFT for the HS part, and with the interaction of Eq. (3) treated as a perturbation. The results for surface tensions and interfacial widths are slightly higher than those from the present treatment, but the trends are very similar. This suggests that our use of the square gradient theory, coupled with our rater simple approximation for $`c(r)`$, as used in Eq. (9), is quite reliable.

In the longer term, it would be interesting to develop some approximate density functional for interacting polymers using a two-component representation, perhaps along the lines of ref. Schm03 , in order to obtain accurate predictions of the interfacial properties of free fluid-fluid interfaces, adsorption and wetting behaviour at hard walls and even surface tensions and density profiles of fluid-solid interfaces.

Although the actual values of the surface tensions found within the square gradient theory may only be accurate to about a factor of two, the differences between ideal and interacting polymers are fairly large, and follow from a simple physical explanation which seems robust. We therefore don’t expect more sophisticated theories to reverse the trends discussed in this paper. On the other hand, whether or not the more subtle interfacial phenomena found for the two-component AO modelBrad02 ; Dijk02  will be even qualitatively similar for interacting polymers remains to be seen. For example, in the latter case the differences between the triple and critical points are less pronounced, which may lead to less well defined oscillations in the density profiles. Clearly more work remains to be done.

The square gradient theory does not include the effects of capillary fluctuationsRowl82 , but these are not expected to be large, as shown in ref. Brad00 . We can therefore make comparisons with experiments. Full two-component AO model calculations within DFTBrad02  lead to values of the surface tension that are close to those of recent experiments Hoog99 . However, our results suggest that including polymer-polymer interactions will lower the value of the surface tension, leading to less agreement.

## V Conclusion

We have used thermodynamic perturbation theory and the square-gradient approximation to calculate the properties of the fluid-fluid interface for mixtures of colloids and interacting polymers within an effective one-component representation. We find significant differences compared to the case of ideal polymers. The main effect of polymer-polymer excluded volume interactions is to reduce the value of the interfacial tension $`\gamma `$ and the interface width $`W`$. This effect becomes more pronounced as the size-ratio $`q`$ increases. It can be rationalised by the differences in depletion potentials: at the critical point, the range for the interacting polymer case is significantly less than for the ideal case. This has a pronounced effect on the square gradient prefactor $`\kappa `$, and helps explain the differences between the two types of depletants.

## VI Acknowledgements

A. Moncho-Jorda thanks the Ramón Areces Foundation (Madrid), B. Rotenberg thanks the Ecole Normale Superieure (Paris), and A.A. Louis thanks the Royal Society (London), for financial support. We are indebted J. Dzubiella, C.N. Likos and R. Roth for helpful discussions and R. Evans and J. P. Hansen for a critical reading of the manuscript.

A. Moncho-Jordá et al., Fig. 1.

A. Moncho-Jordá et al., Fig. 2.

A. Moncho-Jordá et al., Fig. 3.

A. Moncho-Jordá et al., Fig. 4.

A. Moncho-Jordá et al., Fig. 5.