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# 1 Introduction

## 1 Introduction

The salient feature of a macroscopic cortical organization is the presence of different functional units such as columns and areas. These units form an ordered network of connections mediated by axonal bundles in white matter. On a microscopic scale, however, neurons are connected in sparse, stochastic local circuits (Braitenberg, 1978a; Douglas and Martin, 1991). The transition between the two levels of organization takes place on a column-size scale.

It has been argued that both microscopic and macroscopic connectivity, i.e., the fraction of connected sites, should decrease with brain size (Stevens, 1989; Ringo, 1991; Ringo et al, 1994), because this would decrease the total axonal length; a feature desirable especially in bigger brains. This expectation follows from the so-called minimal axon length principle, which assumes that the brain tries to save its biochemical resources (Mitchison, 1992; Cajal, 1995; Cherniak, 1995; Murre and Sturdy, 1995; Chklovskii and Stevens, 1999).

The purpose of this article is to investigate whether this is a justified presumption by studying how both microscopic and macroscopic connectivity depend on brain size. It is found that, although the connectivity between neurons decays with brain size (a known fact), the connectivity between cortical areas is either weakly decreasing or invariant with the brain volume. We argue that the formula for the connectivity between areas can be used to estimate an average axon length in white matter, thus providing a useful practical tool, especially in the face of lacking data. We also suggest that brains, in order to perform efficient computation, have to sacrifice some of their computational power, and this is due to a trade-off between managing brain size and its limited biochemical resources, and maintaining functional operativeness. We speculate that this trade-off may lead to observed scaling laws between some cortical parameters.

In all considerations below, it is assumed that the brain volume $`V_b`$ and the gray matter volume $`V_g`$ scale with an exponent close to 1, which is well justified experimentally (Jerison, 1973; Frahm et al, 1982; Prothero and Sundsten, 1984; Hofman, 1985; Hofman, 1989; Barton and Harvey, 2000). Therefore, we use terms “scale with gray matter volume” and “scale with brain volume/size” interchangeably and treat them as equivalent.

For completeness, first let us determine how neuronal connectivity depends on brain size. An average connectivity $`p`$ (or probability of connection) between neurons can be defined as $`p=M/N`$, where $`M`$ is the average number of synapses per neuron, and $`N`$ is the total number of neurons in the cortex. Since the volume density of synapses in gray matter is brain size independent (Schüz and Demianenko, 1995; Braitenberg and Schüz, 1998), i.e. $`NM/V_g=const`$, then we obtain that $`MV_g/N`$, and as a consequence $`pV_g/N^2`$. The total number of neurons $`N`$ is proportional to the total cortical surface area $`W`$ (Rockel et al., 1980). The latter scales with the brain volume as: $`WV_g^{0.9}`$ for large convoluted brains (Hofman, 1985). This leads to the following scaling between the average connectivity $`p`$ and brain size for convoluted brains

$$pV_g^{0.8}.$$
(1.1)
Thus $`p`$ decreases quickly with brain size. As an example, the human brain volume and the rat brain volume differ by a factor of $`614.6`$ (Hofman, 1985). From this, it follows that the average connectivity $`p`$ is about $`170`$ times smaller in human than in rat.

In the next Sections we study scaling of the area connectedness with the brain volume.

List of symbols used in this article

$`a`$ is a dimensionless parameter characterizing cortical geometry and a pattern of axonal organization in white matter,

$`c`$ is the ratio of the volumes of gray matter and the whole brain,

$`d`$ is the average diameter of axons in white matter,

$`E`$ is the basal metabolic energy rate used by gray matter at rest,

$`f`$ is the fraction of active excitatory synapses in gray matter at resting conditions,

$`K`$ is the number of areas in the cortex,

$`L_0`$ is the average length of axons in white matter,

$`M`$ is the average number of synapses per neuron in the cortex,

$`N`$ is the total number of neurons in the cortex,

$`<n>`$ is the average degree of separation between cortical areas,

$`p`$ is the average probability of connection between neurons in the cortex,

$`q`$ is the probability of sending at least one macroscopic axonal bundle to white matter by a module,

$`Q`$ is the average probability of connection between two areas,

$`P_n`$ is the probability that two areas are connected in at least $`n`$ steps,

$`S_n`$ is the probability of connection of two areas via at least one of the paths that uses $`n`$ intermediate areas (steps),

$`W`$ is the total cortical surface area,

$`W_0`$ is the surface area of one cortical area,

$`V_g`$ is the gray matter volume,

$`V_w`$ is the white matter volume,

$`V_b`$ is the brain volume,

$`V_{body}`$ is the volume of the whole body,

$`\alpha `$ is the scaling exponent of the cortical area number with the gray matter volume,

$`\beta `$ is the scaling exponent of the axonal length in white matter with the gray matter volume,

$`\gamma `$ is the scaling exponent of the white matter vs gray matter volume,

$`\delta `$ is the scaling exponent of the cortical area connectedness with the gray matter volume,

$`\kappa `$ is the probability of connection between a given module in one area to some other area,

$`\stackrel{~}{\kappa }`$ is a fraction of connected cortex by a module,

$`\xi `$ is the linear size of a module in the cortex,

$`\tau `$ is the average conduction delay between cortical areas.

## 2 Connectivity between cortical areas

In this Section a probability of a connection between cortical areas is derived. We assume that the cerebral cortex of the total surface area $`W`$ is divided into $`K`$ areas of an identical surface area $`W_0`$. Each of the areas, in turn, is composed of modules of linear size $`\xi `$. We define a module as a local group of neurons with similar functional properties that is capable of sending at least one macroscopic (containing at least several axons) coherent bundle of long-range (cortico-cortical) axons to a particular place in the cortex (Pandya and Yeterian, 1985; Zeki and Shipp, 1988; Felleman and Van Essen, 1991). One can think about such defined modules as being cortical columns or barrels that have been found in the visual and somato-sensory cortices of different mammals.

Consider two cortical areas A and B. We assume that the area A is connected to the area B if at least one of the modules in A is connected to B. Note that this definition of connectivity ignores the issue of strength of the connection, and focuses only on the existence of a link between areas. Also, we neglect the explicit influence of the distance between areas on their connectivity, since no precise quantitative anatomical data exists. In this sense, we consider only $`\mathrm{𝑎𝑣𝑒𝑟𝑎𝑔𝑒}`$ area connectedness. However, we include implicitly the spatial effect by considering the average length of axons connecting different areas. If we assume that there are limited biochemical resources in the cortex, then in particular, the length of axons that modules can send to white matter should be kept as small as possible. This restriction puts a spatial constraint on the number of areas a module can reach, and this in turn, influences the probability of connection between areas. An average probability $`\kappa `$ that a given module in A connects with any module in B (probability of connection between a module in A and the whole area B) is given by

$$\kappa =q(W_0/W)(aL_0^2/W),$$
(2.1)
where $`q`$ is the probability that the module in A sends at least one macroscopic axonal bundle to white matter. This probability should be close to 1, since e.g. for the mouse cortex pyramidal cells, many of which project to white matter, constitute $`85\%`$ of the total number of cortical cells (Braitenberg and Schüz, 1998) and a module consists of about $`10^3`$ neurons (Braitenberg, 1978b). Thus, it is very likely that a sufficient number of axons is sent to form at least one coherent bundle, and this process should not depend on brain size. The ratio $`W_0/W`$ in eq. (2.1) is the probability that this bundle terminates in the area B. In general, this probability can be different for a different pair of cortical areas (c.f. Young et al, 1995) and does not have to be equal to $`W_0/W=1/K`$. However, since we are interested only in average probability, the assumption of uniformity is reasonable and sufficient. The dimensionless ratio $`aL_0^2/W`$ is the probability that the area B can be physically reached given finite average axonal length $`L_0`$ in white matter (fraction of areas that can be connected given finite fiber range). The factor $`a`$ is some dimensionless constant characterizing a particular cortical geometry (either convoluted or smooth) and a pattern of axonal organization in white matter (e.g., how many, on average, bundles a module sends to white matter). This factor can be weakly species-dependent, however, it should not depend in any systematic manner on brain size. We do not make any specific assumptions about the cortical or axonal geometry, and therefore our results and conclusions drawn are quite general. The latter do not depend on a particular value of the parameter $`a`$.

The probability $`Q`$ that the area A connects with the area B (area connectedness) is exactly complementary to the probability that none of the modules in A connects with the area B, i.e. $`(1\kappa )^{W_0/\xi ^2}`$, where $`W_0/\xi ^2`$ is the number of modules in every area. Thus, our $`Q`$ is given by

$$Q=1(1\kappa )^{W_0/\xi ^2}.$$
(2.2)
We can simplify this formula by using an identity $`1\kappa =\mathrm{exp}[\mathrm{ln}(1\kappa )]`$, and by expanding the logarithm in it for small $`\kappa `$ according to $`\mathrm{ln}(1\kappa )\kappa `$. This produces: $`(1\kappa )^{W_0/\xi ^2}\mathrm{exp}(\kappa W_0/\xi ^2)`$. The next step is to substitute the right-hand side of eq. (2.1) for $`\kappa `$, and to use the fact that $`W_0=W/K`$. After these operations, we finally obtain the following expression for the average connectivity $`Q`$:

$$Q1\mathrm{exp}\left(\frac{aqL_0^2}{\xi ^2K^2}\right).$$
(2.3)
From this formula, which is one of the main ones in this paper, it follows that the average area connectedness for a given cortex depends on its four basic characteristics: cortical geometry, the average length of axons in white matter, module size, and the number of cortical areas.

It is also possible to find an expected number of modules in one area that connect with another area. Assuming that modules are statistically independent, i.e. the probability of sending axonal bundles for a given module does not depend on other modules, the distribution of the number of modules in A reaching B is represented by a binomial distribution. Thus the average number of modules in A connecting with B is given by the product of the probability that a module in A connects with area B ($`\kappa `$) and the number of modules in A ($`W_0/\xi ^2`$), i.e. $`aqL_0^2/\xi ^2K^2`$. The latter expression is exactly the same as the argument in the exponent in eq. (2.3), and this fact provides a useful interpretation of that equation.

To find how $`Q`$ scales with brain size, one therefore first has to determine how the expected number of connected modules between two areas depends on the brain volume. This is equivalent to finding how the above basic characteristics scale with brain size. This will be done in the next section. Here, we estimate the average connectivity $`Q`$ for the mouse cortex, and also, the average length of long-range axons for few other species. All the numbers provided are for one isolated hemisphere only.

Mouse is the only animal for which the distribution of axonal length in white matter of one hemisphere has been measured directly (Greilich, 1984; Braitenberg and Schüz, 1998, Fig. 62). From this, one can estimate that $`L_03`$ mm. Module size $`\xi `$ can be assumed to be of the order of an average barrel size, i.e. $`\xi ^20.1`$ mm2. The unknown factor $`a`$ in eq. (2.3) can be estimated from data of Schüz and Liewald (Schüz and Liewald, 2001). They found, using injections of anterograde tracer BDA, that neurons under a surface area of about $`0.1`$ mm2, i.e. of approximately a barrel size, in the mouse cortex project onto $`12\%`$ of the total cortical surface area of one hemisphere. The corresponding number for the macaque cortex is about $`12\%`$ (Schüz, private communication). To find $`a`$ we use eq. (2.1) for the probability of connection between a module in A and the area B. In the present case, however, the surface area of B is actually the whole cortex (of one hemisphere), i.e. $`W_0=W`$, and we obtain the following equation:

$$\stackrel{~}{\kappa }=aqL_0^2/W,$$
(2.4)
where $`\stackrel{~}{\kappa }=0.12`$ is the fraction of mouse cortex which is connected by a module. The total cortical surface area is a ratio of the gray matter volume, which in one hemisphere is $`V_g=56`$ mm3, and cortical thickness, which is about $`0.85`$ mm (Braitenberg and Schüz, 1998). Combining all the numbers, we obtain $`a0.87`$ (for $`q1`$), which can be used to determine the area connectedness. The number of cortical areas for mouse depends on the methodology used (see below). If we use the Caviness criteria (Caviness, 1975) then $`K=24`$. However, if we use methodology of Kaas et al, then $`K=68`$ (Krubitzer and Huffman, 2000). In the former case, this leads to $`Q=0.13`$, while in the latter this yields $`Q=0.710.89`$.

For a few other mammals, i.e. rat, cat, and macaque monkey, it has been possible to determine, based on experimental data, the average connectivity $`Q`$. Unfortunately, we are unable to compare those numbers with predictions of eq. (2.3) due to the lack of data for $`L_0`$ in these species. However, we can perform a reversed computation and evaluate the axonal length for each of these animals directly form eq. (2.3) \[i.e. solve eq. (2.3) for $`L_0`$\], that is

$$L_0\xi K\sqrt{\frac{1}{aq}\mathrm{ln}\left(\frac{1}{1Q}\right)}.$$
(2.5)
This formula, as well as formula (2.4) can have practical importance for estimation of average length of fibers in white matter, since it is technically easier to determine the connectivity $`Q`$, or the fraction $`\stackrel{~}{\kappa }`$ of connected cortex, than to measure directly $`L_0`$. However, the area and connectivity counts, must be done within a single methodology (see below).

For all the above animals the factor $`a`$ and the sizes of modules are roughly equal (this will be justified in the next section) to the corresponding numbers for mouse. Additionally, for rat we can find the number of connections between areas based on a connectivity graph in Kolb (Kolb, 1990; p. 26, Fig. 2.1). The total number of connections between areas (we assumed that all of them are reciprocal, which is a reasonable assumption, although there is no information about this in the article) is found to be 168, which gives $`6.46`$ connections per area. Since the number of areas is $`K=26`$ (Kolb, 1990), we estimate that the connectivity for the rat cortex in one hemisphere is $`Q=6.46/26=0.25`$. Using eq. (2.5), this yields $`L_0=4.7`$ mm. For the cat cortex with $`Q=0.27`$ and $`K=65`$ in one hemisphere (Scannell and Young, 1993; Scannell et al, 1995; Young et al, 1995), we obtain $`L_0=12.4`$ mm. Finally, for macaque with $`Q=0.15`$ and $`K=73`$ (Young, 1992; Young, 1993; Young et al, 1995), we obtain axonal length $`L_0=10.0`$ mm. The latter value, which is somewhat smaller than expected may result from, for instance, underestimation of the connectivity $`Q`$ (Young et al, 1995, p. 130) or the parameter $`a`$. However, we can perform a second, independent, evaluation of $`L_0`$ using eq. (2.4). Taking the macaque cortical surface area of one hemisphere as $`W=1.2510^4`$ mm2 (Hofman, 1985; Stephan et al, 1981), we find $`L_0=12.017.0`$ mm (for $`\stackrel{~}{\kappa }=0.010.02`$; Schüz, private communication), which seems to be more reasonable.

## 3 Scaling of basic cortical characteristics and area connectedness with brain size

In this Section we study how the number of cortical areas and their size, module size, the long-range axon length, and the area connectedness depend on the brain volume.

First, let us consider the scaling of the number $`K`$ of cortical areas with brain size. Although, there is no consensus on how to define areas, and different physiological criteria lead to different counts, it is possible to obtain such a scaling law if one focuses on a single methodology. This has been done by Changizi (Changizi, 2001), who used the methodology of Kaas and Krubitzer (Kaas, 1987; Krubitzer, 1995; Krubitzer et al, 1997). He found for 11 species with brain volumes spanning 2 orders of magnitude that $`KV_g^\alpha `$ with $`\alpha 0.4`$. It is rather unlikely that another methodology would change this exponent drastically. It is also interesting to note that a similar scaling law has been proposed theoretically for hypothetical cortical compartments forming a completely connected network (Braitenberg 1978b; Braitenberg, 2001).

We can combine the above scaling law for the number of cortical areas $`K`$ with the previously presented (in Introduction) scaling law for the total cortical surface area $`W`$ to find a useful allometric relation between the average cortical area size $`W_0`$ and the brain volume. Since $`WV_g^{0.9}`$ (Hofman, 1985), and $`KV_g^{0.4}`$ (Changizi, 2001), and because $`W_0=W/K`$, we obtain $`W_0V_g^{0.5}`$. Thus, the size of cortical areas increases moderately with brain size.

The dependence of a module size on the brain volume can be determined by noticing that the module size should correlate strongly with the size of cortical patches. The dependence of the size of patches in V1 of different species on the gray matter volume $`V_g`$ is shown in Fig. 1. This figure reveals that there is no systematic dependence of $`\xi `$ on $`V_g`$, and this suggests that $`\xi `$ is invariant with respect to brain size.

As was mentioned above, there are no data on the average length of long-range axons in mammals (with mouse being an exception), and therefore we have to make a reasonable assumption about its scaling with brain size. If we assume that the average axon length $`L_0`$ in white matter is proportional to its diameter, then $`L_0V_w^{1/3}`$, where $`V_w`$ is the white matter volume. The white matter volume is related to the gray matter volume via an allometric scaling law: $`V_wV_g^\gamma `$, with $`\gamma =1.221.33`$ (Frahm et al, 1982; Hofman, 1989; Allman, 1999; Zhang and Sejnowski, 2000; Barton and Harvey, 2000). It seems that the difference between $`1.22`$ and $`1.33`$ in the exponent $`\gamma `$ results from the fact that different researchers included different species in their analysis. For example, the white matter volume of insectivores scales against the rest of the brain volume with a lower exponent than a corresponding exponent for primates (Barton and Harvey, 2000). Combining the above, we obtain for the average axon length in white matter $`L_0V_w^{1/3}V_g^{\gamma /3}V_g^\beta `$, where $`\beta =\gamma /3`$. Thus the exponent $`\beta `$ is in the range $`0.410.44`$. We can verify this result independently. In Fig. 2 we plot our values of $`L_0`$, estimated in Sec. 2 based on eqs. (2.4) and (2.5), against the gray matter volume. The figure yields the value of the exponent $`\beta `$ about 0.26, which is clearly different from the value $`0.4`$ above. The source of the discrepancy between the two numbers may be twofold. First, the assumption about the linear relationship between axonal length in white matter and the white matter diameter may not be quite correct. Second, our Fig. 2 uses only 4 mammals and that may be a reason for a poor statistics. It is possible that the true value of the exponent $`\beta `$ lies in the range $`0.260.44`$.

Now we are in a position to determine how the connectivity between cortical areas scales with brain size. Combining the scaling laws for $`L_0`$, $`\xi `$, and $`K`$, we find that the expected number of connected modules between two areas $`aqL_0^2/(\xi K)^2`$ scales as

$$\frac{aqL_0^2}{\xi ^2K^2}=AV_g^{2(\beta \alpha )},$$
(3.1)
from which we obtain the scaling relation for the area connectedness

$$Q1\mathrm{exp}\left(AV_g^\delta \right),$$
(3.2)
where $`\delta =2(\alpha \beta )`$ and $`A`$ is some positive brain size independent constant. It is apparent that for the scaling of $`Q`$ with brain size, it matters only the relative scaling of the average axon length and the number of areas. In the case when $`\beta 0.4`$ the value of the exponent $`\delta 0`$, suggesting almost perfect independence of $`Q`$ of brain size. However, in the second case when $`\beta =0.26`$, there should be a slow decay of $`Q`$ with the brain volume, since then $`\delta =0.28`$. Below, we estimate the magnitude of this decay.

The constant $`A`$ appearing in eqs. (3.1) and (3.2) can be determined by using our previous estimates of $`a=0.87`$ and $`\xi ^2=0.1`$ mm2, data in Fig. 2 on $`L_0`$ scaling, and data on $`K`$ scaling (Changizi, 2001). From Fig. 2 we obtain that $`L_0=1.10V_g^{0.26}`$. From Fig. 3 in Changizi (Changizi, 2001) we find the area number $`K=0.42V_b^{0.4}`$, where $`V_b`$ is the brain volume of one hemisphere expressed in mm3 (note that Changizi uses the total brain volume of two hemispheres). However, the cortical area count used by Changizi (Kaas-Krubitzer methodology) underestimates the area number by a factor of 2.6-4.0 (calculation for monkey, cat, and mouse) in comparison to more traditional approaches (Caviness, 1975; Kolb, 1990; Young et al, 1995). In order to be consistent with the previous sections, where we used those traditional approaches in our estimates of the axonal length, we rescale the Changizi scaling law by a factor of 3.3, which is the average of the above numbers. Thus, a modified expression for the $`K`$ scaling takes the form: $`\stackrel{~}{K}3.3K1.45V_b^{0.4}`$, where $`\stackrel{~}{K}`$ is the modified cortical area number. We also need the relationship between the brain volume $`V_b`$ and its gray matter volume $`V_g`$ that takes the form: $`V_g/V_b=c`$, where $`c`$ is approximately constant within a single mammalian group. For example, $`c`$ is about $`0.5`$ for primates and $`0.1`$ for insectivores (Stephan et al, 1981; Barton and Harvey, 2000). Inserting all the above into eq. (3.1) we arrive at the value of $`A5.0c^{2\alpha }`$. Thus the scaling relation for the cortical area connectedness in the case when $`\beta =0.26`$ takes the from:

$$Q1\mathrm{exp}\left(5.0c^{2\alpha }V_g^\delta \right),$$
(3.3)
where the exponents $`\alpha =0.4`$, $`\delta =0.28`$, and $`V_g`$ is the gray matter volume of one hemisphere expressed in mm3. As an example, for the mouse cortex with $`V_g=56`$ mm3 (Braitenberg and Schüz, 1998) and since for rodents $`c0.15`$ (Stephan et al, 1981), we obtain $`Q=0.30`$. For the human cortex with $`V_g=3.410^5`$ mm3 and $`c0.5`$ (Stephan et al, 1981), we obtain $`Q=0.08`$. Although the brains of these two species differ by almost 4 orders of magnitude, their area connectedness differs only by a factor of 3.8.

Another characteristic of the cerebral cortex related to its connectivity is the so-called degree of separation between cortical areas. This quantity is defined as an average minimal number of steps (i.e. number of intermediate areas) which are necessary to connect two given areas. The detailed calculation of this quantity is presented in the Appendix. Here, we only note that the average degree of separation between areas is slightly less or around $`2`$ regardless of brain size.

## 4 Discussion

One of the main objectives brains try to accomplish, is to process various forms of information. This goal can be achieved by possessing a certain level of computational power, which can be controlled by many factors. Some of these factors may involve molecular processes, some cellular, and some may involve interactions with the environment. To study all of them, it is an extremely complicated task. However, if one focuses only on a coarse-grained macroscopic outcome of these processes, then a few functional/architectonic principles can be identified which brains should meet to efficiently process information. We suggest that there are three basic principles, which one can view as constraints imposed by some hypothetical “perfect” design. We will argue below that deviations from this design in real brains are the consequence of compromises that brains have to face.

The first principle is that the number of cortical areas should increase as quickly as possible with brain size (Kaas, 1995; Kaas, 2000). The result of Changizi (Changizi, 2001) on the number of areas vs brain size is consistent with this assertion. That trend would allow bigger brains to perform many sophisticated tasks in appropriately specialized locations, i.e. locally. This principle implicitly assumes that the number of areas is a major contribution to animal’s capabilities (Kaas, 1995). The second principle is that brains try to maintain a constant connectivity between cortical areas regardless of brain size; this is what the results of Sec. 3 may suggest. The third principle, which is closely related to the second, is that intra- and inter-hemispheric temporal delay should not increase with the brain volume. The last two requirements prevent isolation of cortical areas and additionally enhance the efficiency of information transfer between them, thus providing the link between local and global information processing (Sporns et al, 2000). Although, it has been argued before that delays do increase with brain size (Ringo et al, 1994), we treat the third principle as a first order approximation of what one may naively expect to be a perfect design. The reason for this is that it is intuitively natural to assume that delays would somehow interfere with efficient cross-talk between areas.

It is interesting to realize that by fulfilling the functional/architectonic requirements brains would have to deal with an excessive increase in size of white matter in relation to gray matter. This is undesirable, because this would lead indirectly to longer cortico-cortical axons, and that would contradict the principle of minimal axon length (Mitchison, 1992; Cajal, 1995; Cherniak, 1995; Murre and Sturdy, 1995; Chklovskii and Stevens, 1999). Below we analyze how this excessive scaling of white matter vs. gray matter arises.

If we assume that the cortical white matter is composed primarily of cortico-cortical fibers then the white matter volume $`V_w`$ is given by proportionality

$$V_wNL_0d^2,$$
(4.1)
where $`N`$ is the number of neurons in the cortex and $`d`$ is the axonal diameter in white matter. There has been some debate about whether actually the axonal diameter in white matter changes with brain size. The early comparison of fibers for mouse and macaque (Jerison, 1991; Schüz and Preissl, 1996) indicated that majority of axons in both species have roughly the same diameter, with the exception of a small fraction of thick fibers which were present only in macaque. This led to the impression that the fiber diameter can depend only very weakly on brain size, however these data were not sufficient to determine the scaling exponent. Recently, the scaling exponent has been determined for the group of 6 mammals with volumes spanning almost 3 orders of magnitude using a single methodology (Olivares et al, 2001). It was found that the average diameter of axons in corpus callosum scales against the gray matter volume as $`dV_g^{0.066}`$, which indeed is quite weak.

We want to express the white matter volume in terms of 3 functional parameters: the number of areas $`K`$, the average connectivity between areas $`Q`$, and the conduction delay $`\tau `$ between areas. For this we have to find how $`L_0`$ and $`d`$ depend on these parameters. $`L_0`$ is related to $`K`$ and $`Q`$ via eq. (2.3). If we expand the exponent in that equation and retain only the leading order term, then $`Q(L_0/K)^2`$. Thus, approximately $`L_0KQ^{1/2}`$. The conduction delay $`\tau `$ between areas scales as $`\tau L_0/v`$, where $`v`$ is the velocity of signal transmission in the white matter axons. Since, most of the axons in the white matter are myelinated, the velocity $`v`$ is proportional to the first power of axonal diameter $`d`$, that is, $`vd`$ (Hursh, 1939; Rushton, 1951). Thus, the conduction delay $`\tau L_0/d`$. From which, it follows that $`dL_0/\tau KQ^{1/2}/\tau `$. Finally, from the Introduction, we have that the number of neurons $`NV_g^{0.9}`$. Combining all the above, we find that the ratio of volumes of white and gray matters depends on the functional parameters in the following way:

$$V_w/V_gV_g^{0.1}\frac{K^3Q^{3/2}}{\tau ^2}.$$
(4.2)
This equation shows that, if the above three hypothetical functional principles were satisfied then the white matter volume would have to grow excessively with the gray matter volume due to fast growth of $`K^3`$ with brain size. This would lead to an undesirable situation when, above certain brain scale, fibers require more space and possibly relatively more biochemical resources than the units processing information. A more optimal situation would be to require slower increase of $`K`$ with brain size and simultaneously to allow $`\tau `$ to increase, and $`Q`$ to decrease slowly with brain size, because this would reduce a scaling exponent of the right-hand side of eq. (4.2) with $`V_g`$. That would probably slightly decrease information-processing capabilities of the brain but on the other hand, it would also decrease its size and biochemical costs. Such strategy seems to be taken by brains, since approximately $`\tau L_0/dV_g^{0.20}`$ and $`QV_g^{0.28}`$ (if we take the exponent $`\beta =0.26`$). Thus, in order to manage their biochemical resources and size brains probably have to sacrifice some of their computational power by choosing compromised scaling exponents. Note that we reached a similar conclusion regarding conduction delays as Ringo et al (Ringo et al, 1994), but using a different perspective.

Another constraint imposed on brains, indirectly related to the above principles, is associated with metabolic processes in neurons during information transfer (Laughlin et al, 1998). One can expect that for an efficient coding the metabolic energy consumption should be low (Levy and Baxter, 1996; Karbowski, 2001; Karbowski, 2002). Below, we present a mathematical argument which is consistent with this hypothesis.

Imaging techniques have been pointing out that glutamatergic excitatory synapses are the major users of metabolic energy in the brain (Wong-Riley, 1989; Sibson et al, 1998; Shulman and Rothman, 1998). Recent estimate of the distribution of energy expenditure among different processes confirms that conjecture, especially for bigger brains (Attwell and Laughlin, 2001). Thus, the metabolic energy $`E`$ used by gray matter should be roughly proportional to a number of active excitatory synapses in its volume. Since the proportion of excitatory and inhibitory synapses in the cortex seems to be brain size independent (Schüz and Demianenko, 1995), one can conclude that the number of excitatory synapses should be proportional to the total number of synapses $`NM`$ in the cortex regardless of brain size. This implies that

$$EfNM,$$
(4.3)
where $`f`$ is the fraction of active excitatory synapses. Our goal is to find how the fraction of active synapses at resting conditions scales with brain size. In order to do this, we have first to determine how $`E`$ scales with the brain volume. From Hofman (1983), we find that a basal metabolic rate (an oxygen consumption by the whole cortex at rest) $`EV_gV_{body}^{0.15}`$, where $`V_{body}`$ is the body volume. Using a scaling relation between the brain and body volumes $`V_gV_{body}^{0.75}`$ (Hofman, 1983; Allman, 1999), we obtain $`EV_g^{0.8}`$. On the other hand, the total number of synapses in gray matter, i.e. the factor $`NM`$ in eq. (4.3) scales in first power with $`V_g`$ (Schüz and Demianenko, 1995; Braitenberg and Schüz, 1998). From this, it follows that the fraction of active excitatory synapses $`f`$ at resting conditions scales with brain size as $`fV_g^{0.2}`$, i.e there is a slow decay in value of $`f`$ as brain size increases. This result can suggest that metabolic energy is indeed the resource that brains try not to overuse.

## 5 Appendix

The degree of separation in a network composed of some units is defined as the minimal number of steps which are necessary to connect two arbitrary units. The derivation of this quantity for cortical areas is technically similar to the derivation of the average degree of separation for neurons, which has been done elsewhere (Karbowski, 2001). Here, we follow that approach.

A given two areas can be connected indirectly through many paths composed of chains of other areas in the cortex. The probability $`S_n`$ that these two areas are connected via at least one of the paths that uses $`n`$ steps (i.e. the chain of $`n`$ intermediate areas) is given by (compare, Karbowski, 2001)

$$S_n=1(1Q^n)^{m_n},$$
(5.1)
where $`m_n=\left(\genfrac{}{}{0pt}{}{K2}{n}\right)n!K^{n1}`$ is the number of all possible paths that use exactly $`n`$ steps through which the two areas can be connected indirectly, and $`Q`$ is the average probability of a direct connection between cortical areas given by eq. (2.3) in the main text. We can rewrite this formula in a more convenient form as we did in Sec. 2:

$$S_n=1e^{p_n},$$
(5.2)
where

$$p_n=K^{n1}\mathrm{ln}(1Q^n).$$
(5.3)
For large $`n`$ we can expand the logarithm obtaining $`p_n(KQ)^{n1}Q`$. Since $`KQ`$ is the average number of areas a cortical area is connected to, it is substantially greater than $`1`$. As a consequence $`p_n1`$ as $`n1`$. We will use this fact later.

It is also instructive to determine how $`p_n`$ scales with the brain size. From eq. (3.2) in the main text, we have to leading order in the Taylor expansion $`QV_g^\delta `$ ($`\delta =0.28`$), and using another scaling of the number of areas $`K`$ with $`V_g`$, we obtain $`p_nK^{n1}Q^nV_g^{\alpha (n1)\delta n}=V_g^{2\beta n\alpha (n+1)}`$. Thus $`p_n`$ scales against $`V_g`$ with the exponent $`2\beta n\alpha (n+1)`$. This implies that $`p_n`$ grows quickly with $`V_g`$ for $`n>\alpha /(2\beta \alpha )`$, and decays to zero for $`n<\alpha /(2\beta \alpha )`$. In the former case, from eq. (5.2) we get $`S_n1`$ as $`V_g\mathrm{}`$, i.e. there is a connection after $`n`$ steps in the limit of very big brains. In the latter case, this leads to $`S_n0`$ as $`V_g\mathrm{}`$, i.e. there is no connection at all. One can think about the boundary value $`\alpha /(2\beta \alpha )1.54`$ as the average degree of separation between cortical areas in the limit of very big brains. As a comparison, the average degree of separation between neurons is either 5, for smooth brains, or 10-11, for convoluted ones, in this limit (Karbowski, 2001; Karbowski, 2002).

Because we want to find the minimal number of steps which are needed to connect indirectly two given areas, we have to define a second probability $`P_n`$ that areas are connected in at least $`n`$ steps, i.e. $`n`$ is the minimal number of necessary steps. These probabilities are related to the probabilities $`\{S_n\}`$ in the following way

$`P_n=(1S_1)\mathrm{}(1S_{n1})S_n`$ (5.4)
for $`n2`$, and $`P_1=S_1`$ for $`n=1`$. The average minimal number of steps, or equivalently, the average degree of separation between cortical areas, defined as $`<n>=_{n=1}^{K1}nP_n`$, is given by

$`<n>=2Q+{\displaystyle \underset{j=2}{\overset{K2}{}}}\mathrm{exp}({\displaystyle \underset{i=1}{\overset{j}{}}}p_i)(K1)\mathrm{exp}({\displaystyle \underset{i=1}{\overset{K1}{}}}p_i).`$ (5.5)
This exact but complicated equation can be approximated if we use the fact that $`p_n`$ rapidly becomes large as $`n`$ increases for a given $`V_g`$. This allows us to neglect all the exponents except the leading one, $`\mathrm{exp}[(p_1+p_2)]`$. Thus, approximately

$$<n>2Q+(1Q)e^{KQ^2},$$
(5.6)
and it is apparent that the average degree of separation between areas is close to $`2`$ with only minor species specific corrections and finite size effects. For example, for rat with $`K=26`$, $`Q=0.25`$ we find $`<n>=1.89`$, for cat with $`K=65`$, $`Q=0.27`$ we have $`<n>=1.73`$, and for macaque monkey with $`K=73`$, $`Q=0.15`$ we obtain $`<n>=2.01`$.

Acknowledgments

The author thanks Dr. Almut Schüz for data on projection experiments in mouse and monkey, Bard Ermentrout, and an anonymous Reviewer for editorial comments on the manuscript. The work was supported by NSF grant DMS 9972913, and by the Sloan-Swartz fellowship at Caltech.

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Figure Captions

Fig. 1
Dependence of the average size of cortical patches in V1 on the logarithm of the gray matter volume $`V_g`$ for several mammals. Data for the patches widths are: for rat $`\xi =370`$ $`\mu m`$ (Rumberger et al 2001), for tree shrew $`\xi =230`$ $`\mu m`$ (Rockland et al 1982), for cat $`\xi =300`$ $`\mu m`$ (Luhmann et al 1986), for macaque $`\xi =230`$ $`\mu m`$ (Amir et al 1993), for human $`\xi =400`$ $`\mu m`$ (Burkhalter and Bernardo 1989). The gray matter volumes were taken form Stephan et al, 1981.

Fig. 2
Log-log dependence of the average axon length $`L_0`$ in white matter on the gray matter volume $`V_g`$ in one hemisphere for few mammals: mouse, rat, cat, and macaque. We find the allometric law $`L_0=1.10V_g^\beta `$. The scaling exponent $`\beta =0.26\pm 0.02`$. Data for the axon length come from computation performed in Sec. 2. For macaque, it was taken $`L_0=14.5`$ mm as an average value between 12.0 and 17.0 mm. The gray matter volumes were taken form Stephan et al (1981) and rescaled by 0.5.


format: text

text:
# 1 The phase diagram of the disordered, commensurate loop-current model (). All error bars are of order 10⁻³ and smaller than point sizes; data points for the SF-BG line were taken from: Δ=0.4 (), Δ=0.2 () Δ={0.1,0.5} [this work].

Comment on “Phase Diagram of a Disordered Boson Hubbard Model in Two Dimensions”

In a recent Letter LeeChaKim  (see also Kisker ) the authors presented numerical evidence supporting an idea of a direct transition between the superfluid (SF) and Mott insulating (MI) phases in the disordered Bosonic system, and even studied non-trivial properties of the multicritical line where SF, MI and the Bose Glass (BG) phases meet. The results were obtained from Monte Carlo simulations of the (2+1)-dimensional classical loop-current model Wallin94  with the lattice action

$$S=\frac{1}{2K}\underset{𝐫\tau }{\overset{\stackrel{}{J}=0}{}}\left[\stackrel{}{J}^2(𝐫,\tau )2(\mu +v(𝐫))\stackrel{}{J}_\tau (𝐫,\tau )\right].$$
(1)
where $`𝐫,\tau `$ are spatial and imaginary time coordinates, and $`\stackrel{}{J}(𝐫,\tau )`$ are integer current vectors with zero divergence. The spatial disorder potential $`v(𝐫)`$ is uniformly distributed on the interval $`(\mathrm{\Delta },\mathrm{\Delta })`$.

Here we prove that all of the above mentioned conclusions are incorrect and originate from doing simulations for too small system sizes (the maximum system size considered in LeeChaKim  was $`L_x\times L_y\times L_\tau =14\times 14\times 20`$), and ignoring the rigorous theorem of Fisher89 ; FM96  saying that for disorder $`\mathrm{\Delta }`$ larger than the half-width of the energy gap in the ideal Mott insulator (we denote it as $`E_g`$) the system state is compressible, i.e. it is BG. Indeed, in the infinite system one can always find arbitrary large regions with the chemical potential being nearly homogeneously shifted downwards or upwards by $`\mathrm{\Delta }`$. There is no energy gap then for the particle transfer between such regions, and they can be doped with particles/holes. \[The conjecture is that the MI-BG transition is exactly at the upper boundary of the theorem, $`\mathrm{\Delta }=E_g(K)`$.\] We note, that the theorem is based on rare statistical fluctuations, and for $`\mathrm{\Delta }0`$ the distance between regions contributing to non-zero but exponentially small compressibility is diverging exponentially.

In Fig. 1 we plot our data for $`E_g(K)`$ ourcondmat2003  along with the critical values of disorder for the superfluid-insulator transition. Since $`\mathrm{\Delta }`$ is always larger  than $`E_g(K_c)`$, the transition is always from SF to the compressible insulating phase, or BG. Accordingly, the multicritical line where SF, MI, and BG phases meet does not exists for non-zero $`\mathrm{\Delta }`$.

The diverging distance between rare statistical realizations of disorder is the major problem in interpreting Monte Carlo data for small system sizes. Recently developed Worm algorithms ourcondmat2003 ; AS  allow simulations of system sizes as large as $`160\times 160\times 1000`$, but for $`\mathrm{\Delta }=0.4`$ even this is barely enough to resolve very small but finite compressibility at the critical point ourcondmat2003 . Clearly, for smaller system sizes and smaller values of disorder the short length-scale behavior will mimic a direct SF-MI transition observed in Refs. Kisker ; LeeChaKim . Similar arguments were used previously in the criticism of the direct SF-MI transition in one dimensional systems ourcomment98 .

This work was supported by the National Science Foundation under Grant DMR-0071767.

Nikolay Prokof’ev and Boris Svistunov
Department of Physics,
University of Massachusetts, Amherst, MA 01003,
Russian Research Center “Kurchatov Institute”,
123182 Moscow, Russia

PACS numbers: 74.20.De, 73.43.Nq, 74.40.+k


text:
# Instability of set recurrence and Green’s function on groups with the Liouville property

## 1. Introduction

Let $`\mathrm{\Gamma }`$ be an infinite graph. Recall that simple random walk on $`\mathrm{\Gamma }`$ is a Markov process such that $`p(x,y)=1/deg(x)`$ if $`xy`$ and $`0`$ otherwise, and a function $`f`$ is said to be harmonic if $`f(x)=p(x,y)f(y)`$. In the case when $`\mathrm{\Gamma }`$ is the Cayley graph of a group, a common generalization is to consider walks generated by a probability measure $`\mu `$, i.e., $`p(x,y)=\mu (x^1y)`$. A number of properties of the long term behavior of a random walk on a group are tied to the existence of non-constant bounded harmonic functions. A natural question to ask is to what extent is the behavior of the random walk, or behavior of harmonic functions, affected by small perturbations in the graph $`\mathrm{\Gamma }`$ or generating measure $`\mu `$?

For metric spaces $`\mathrm{\Gamma }`$ and $`\mathrm{\Gamma }^{}`$, a map $`\varphi :\mathrm{\Gamma }\mathrm{\Gamma }^{}`$ is said to be a quasi-isometric embedding if there exist constants $`\lambda 1`$ and $`C0`$ such that

$$\frac{1}{\lambda }d(x,y)Cd(\varphi (x),\varphi (y))\lambda d(x,y)+C$$

where $`d(,)`$ is the edge distance in the graph. A quasi-isometric embedding $`\varphi `$ is called a quasi-isometry if in addition there is a constant $`D0`$ such that for any $`y\mathrm{\Gamma }^{}`$ there exists an $`x\mathrm{\Gamma }`$ with $`d(\varphi (x),y)D`$. An important example of a quasi-isometry comes from changing generating sets for a group. Let $`S`$ and $`S^{}`$ be two finite generating sets for a group and let $`\mathrm{\Gamma }`$ and $`\mathrm{\Gamma }^{}`$ be the metric spaces whose elements are elements of the group and where the metric is the world length with respect to $`S`$ and $`S^{}`$ respectively. These spaces $`\mathrm{\Gamma }`$ and $`\mathrm{\Gamma }^{}`$ are quasi-isometric.

Fix a basepoint $`x_0\mathrm{\Gamma }`$. A set $`S\mathrm{\Gamma }`$ is said to be recurrent if simple random walk starting at $`x_0`$ visits $`S`$ infinitely often with probability 1. When $`\mathrm{\Gamma }`$ is a group, we let $`x_0`$ be the identity, and say that $`S`$ is $`\mu `$-recurrent if the walk generated by $`\mu `$ visits $`S`$ infinitely often with probability 1. Likewise, a set $`S`$ is said to be transient if simple random walk almost surely visits $`S`$ only finitely often.

A function $`f:\mathrm{\Gamma }`$ is $`\mu `$-harmonic if it satisfies the mean value property, namely $`f(x)=f(y)\mu (x^1y)`$. On a general graph, $`f`$ is harmonic means that $`f(x)`$ is the average of $`f`$ over the neighbors of $`x`$ The graph $`\mathrm{\Gamma }`$ is said to have the Liouville property if all bounded harmonic functions are constant. Lyons  took advantage of the fact that the free group admits instability of recurrence to construct a pair of quasi-isometric graphs such that one has the Liouville property and the other one does not.

A second construction, due to Benjamini and Schramm  is as follows: suppose that $`\mathrm{\Gamma }`$ is a Cayley graph and $`S`$ is $`\mu `$-recurrent but not $`\nu `$-recurrent. Let $`\mathrm{\Phi }:S`$ be any injection, and consider the graph with vertex set $`^4\mathrm{\Gamma }`$ and edges consisting of edges in $`^4`$ and $`\mathrm{\Gamma }`$, along with edges of the form $`x(\mathrm{\Phi }(x),0,0,0)`$. Because $`S`$ is $`\mu `$-recurrent and simple random walk on $`^3`$ is transient, a walk generated by $`\mu `$ will eventually be absorbed by the $`^4`$ component of the graph, and the fact that $`^4`$ is Liouville implies that the larger graph is as well. A walk generated by $`\nu `$ has a positive probability of not being absorbed by $`^4`$, and letting $`f(y)`$ be the probability of being absorbed in $`^4`$ beginning at $`y`$ gives a non-constant, bounded $`\nu `$-harmonic function. More details of the argument as well as a more general statement are in .

Despite the existence, and in fact easy construction, of pairs of quasi-isometric graphs such that one has the Liouville property while the other does not, a major open question about random walks on groups is whether or not having the Liouville property is an invariant for all finitely supported, symmetric probability measures on a group. There are some cases for which it is known that all such measures either admit the Liouville property or do not: non-amenable groups are not Liouville, while groups of polynomial volume growth are, as are polycyclic groups. The examples for which the Liouville property is not preserved under quasi-isometry involve graphs which are not vertex transitive, and it is possible that the vertex transitivity of Cayley graphs mean that the Liouville property is preserved under changes of measure. A recent survey of some of these boundary properties is in .

The nature of these examples may seem to suggest that groups that admit an instability of recurrence should not have the Liouville property. This belief is perhaps supported by the classical result that $`^d`$ has the Liouville property and does not admit an instability of recurrence or Green’s function. Perhaps surprisingly, there are many other examples of groups which do. The main focus of this paper is to present a number of examples of groups with the Liouville property that admit instability of both recurrence and Green’s function.

For many natural examples, instability of recurrence and of Green’s function will go hand in hand. The expected number of visits to a recurrent set is, of course, infinite. Conversely, the arguments that we will use are Borel-Cantelli based, and so the expected number of visits to the transient sets we consider will be finite.

###### Theorem 1.1.

Suppose that $`G`$ is a polycyclic group of the form $`G=^m^d`$, where for any $`𝐤^m`$, the eigenvalues of the matrix associated with the action of $`𝐤`$ on $`^d`$ are positive. The group $`G`$ admits instability of both recurrence and Green’s function if and only if $`G`$ has exponential volume growth.

At first, this theorem appears to be a very special case. However, a discrete subgroup $`G`$ of a Lie group $`\mathrm{\Gamma }`$ contains a torsion free finite index subgroup $`G^{}`$ that admits the exact sequence $`1NG^{}^d1`$, where $`N`$ is a torsion free nilpotent group. The main shortcomings of this theorem are thus the requirement that $`N`$ be abelian, and that the sequence splits as a semi-direct product. These restrictions appear as a result of the explicit computations used in the proof and it is not clear that they should be necessary.

Another class of examples that admit instability of recurrence and Green’s function are wreath products over $`^d`$. Elements of the wreath product $`GH`$ are pairs of the form $`(f,y)`$, where $`yH`$ and $`f_HG`$. Recall that elements of the direct sum $`_HG`$ are functions from $`H`$ to $`G`$ which are equal to the identity for all but finitely many values. The law is given by $`(f,y)(g,z)=(fs(y)g,yz)`$, where $`s(y)`$ denotes translation by $`y`$, i.e. $`s(y)g_i=g_{iy}`$. In this way, $`H`$ acts by coordinate shift on $`_HG`$ and $`GH=_HGH`$ is the resulting semi-direct product.

The case of random walk on $`G=_2`$ and $`H=^d`$ has received particular attention because when $`d=1`$ or $`2`$, it is an example of a group of exponential growth that has the Liouville property, and when $`d3`$, it is an example of an amenable group which does not have the Liouville property. These examples are often referred to as lamplighter groups because the element $`f_^d_2`$ can be viewed as a configuration of lamps in $`^d`$, finitely many of which are on, and $`y^d`$ a lamplighter who moves from lamp to lamp, turning them on and off.

###### Theorem 1.2.

The lamplighter groups $`G=H^d`$ admit instability of recurrence and Green’s function.

Theorem 1.2 is more surprising when $`d=1`$ or $`2`$ because in those cases the group has the Liouville property.

## 2. Proofs

We begin by proving Theorem 1.2 because the proof contains the intuition behind the proof of Theorem 1.1 while being technically simpler.

###### Proof of Theorem 1.2.

We first consider the case when $`d=1`$. We need to produce two symmetric, finitely supported probability measures $`\mu `$ and $`\nu `$ and a set $`S`$ such that $`S`$ is $`\nu `$-recurrent but not $`\mu `$-recurrent. The proof will use the Borel-Cantelli lemmas and so will give us the instability of Green’s function for free.

The measure $`\mu `$ that we will consider is a convolution measure that is typically used in random walks on lamplighter groups . In the lamplighter description, $`\mu `$ corresponds to the walk in which during each time step the lamplighter randomizes the current lamp, moves via simple random walk on $``$, and then (for symmetry) randomizes the new lamp. Formally, $`\mu (f,x)=1/8`$ if $`x=\pm 1`$ and $`f(i)=0`$ for $`i\{0,x\}`$, and $`\mu (f,x)=0`$ otherwise.

Let $`\nu `$ be the measure obtained by half of the time sampling from $`\mu `$ and half of the time having the lamplighter take a step of size $`8`$ while not adjusting any lamps. Thus $`\nu (f,x)=1/4`$ if $`x=\pm 8`$ and $`f0`$, and $`\nu (f,x)=\mu (f,x)/2`$ otherwise.

For an element $`(f,x)_2`$, where $`x`$ and $`f_{}_2`$, let $`F_R`$ be a flag at the rightmost lamp that is on, or $`0`$ if no positive lamps are on, i.e., $`F_R=\mathrm{max}\{0,i:f(i)=1\}`$.

For $`ϵ(0,2/5)`$, let $`S=S(ϵ)`$ be the set given by

$$S=\{(f,x):xF_R\frac{(2+5ϵ)\mathrm{log}x}{\mathrm{log}2},x1\}$$

Let $`(f_n,X_n)`$ and $`(g_n,Y_n)`$ denote the walks generated by $`\mu `$ and $`\nu `$ respectively. We will show that with probability 1, $`(f_n,X_n)S`$ finitely often, and $`(g_n,Y_n)S`$ infinitely often, i.e., $`S`$ is $`\nu `$-recurrent but $`\mu `$-transient.

First we show that $`(g_n,Y_n)S`$ infinitely often. Let $`n_k=inf\{n:Y_nk^{1/2}\}`$, $`t_k=\mathrm{log}k/\mathrm{log}4`$, and let $`A_k`$ be the event

$$A_k=\{Y_{n_k+t_k}=Y_{n_k}+8t_k\}.$$

In words, $`A_k`$ is the event that upon first reaching $`k^{1/2}`$, the lamplighter then takes $`t_k`$ steps immediately to the right, reaching a configuration in which the lamplighter is far enough to the right of $`F_R`$ that the walk on the wreath product is in $`S`$.

For large enough $`k`$, the events $`A_k`$ are independent because the time intervals are disjoint. Moreover, whenever the event $`A_k`$ occurs, $`xF_R8t_k`$, and since $`x`$ is on the order of $`k^{1/2}`$, $`8t_k`$ is on the order of $`4\mathrm{log}_2x`$, which in particular means that $`(g_{n_k+t_k},Y_{n_k+t_k})S`$ once $`k`$ is large enough. Since $`(A_k)4^{t_k}k^1`$, infinitely many of the $`A_k`$ occur, proving the first part of the claim.

The main point is to show that $`(f_n,X_n)S`$ finitely many times. Let

$$M_n=\underset{kn}{\mathrm{max}}X_k$$

be the rightmost lamp visited by the lamplighter by time $`n`$. Since $`M_n`$ is increasing, $`M_nX_n`$ for all $`n`$, and $`xc\mathrm{log}x`$ is increasing for large $`x`$,

(1)
$$M_n\frac{(2+5ϵ)\mathrm{log}M_n}{\mathrm{log}2}X_n\frac{(2+5ϵ)\mathrm{log}X_n}{\mathrm{log}2}$$

for all sufficiently large $`n`$. In particular, it suffices to show that the event

(2)
$$U_n=\left\{M_nF_R(f_n,X_n)\frac{(2+5ϵ)\mathrm{log}M_n}{\mathrm{log}2}\right\}$$

occurs finitely often. The key is that our choice of generating set $`\mu `$ implies that each visited lamp is on with probability $`1/2`$, so

(3)
$$[M_nF_R\alpha ]=2^\alpha .$$

But $`M_n<n^{1/2ϵ}`$ finitely often, so taking

$$\alpha =(2+5ϵ)\mathrm{log}_2M_n$$

yields a convergent series. By the Borel-Cantelli lemma, finitely many of the $`U_n`$ occur as required.

Moreover, this argument shows that the expected number of visits to $`S`$ is finite. Since the expected number of visits to $`S`$ is $`_{xS}G_\mu (id,x)`$ and the expected number of visits by a walk generated by $`\nu `$ is infinite, this in turn implies that there is a sequence $`\{x_n\}S`$ with $`G_\mu (id,x_n)/G_\nu (id,x_n)0`$, so Green’s function is unstable as well.

Higher dimensions and the case when $`H_2`$ follow from a comparison argument. For the general case, take $`\mu =\eta \lambda \eta `$, where $`\eta `$ is a symmetric measure satisfying $`\eta (id)=1/2`$ and

$$\mathrm{Supp}\eta \{(f,0):f(y)=e,y0\},$$

that is to say $`\eta `$ performs a random walk in the current lamp with holding probability $`1/2`$. Take $`\lambda `$ to be a symmetric measure with $`\mathrm{Supp}\lambda \{(𝐞,𝐱)\}`$ and $`_{𝐱^d:x_1=1}\lambda (𝐱)=1/2`$, so $`\lambda `$ corresponds to the lamplighter moving without adjusting any lamps in such a way that the projection onto the first coordinate is simple random walk. Take $`\nu (f,𝐱)`$ to be $`1/4`$ if $`f=𝐞`$ and $`𝐱=(\pm 8,0,\mathrm{},0)`$ and $`\mu (f,𝐱)/2`$ otherwise. Let $`F_R(f,x)`$ be the rightmost point such that $`f(𝐲)e`$. The behavior of $`xF_R`$ for the walk generated by $`\mu `$ is stochastically dominated by the behavior on $`_2`$, so $`S`$ is still not $`\mu `$-recurrent, while the old argument still shows that $`S`$ is $`\nu `$-recurrent. ∎

###### Proof of Theorem 1.1.

We begin by assigning a coordinate system to $`G=^m^d`$. Because $`G`$ splits as a semi-direct product, we can uniquely write any $`gG`$ as an ordered pair $`(𝐤,𝐱)`$, with $`𝐤^m`$ and $`𝐱^d`$ such that the group multiplication law is given by

(4)
$$(𝐤,𝐱)(𝐥,𝐲)=(𝐤+𝐥,𝐱+\mathrm{\Psi }_𝐤(𝐲))$$

where by hypothesis $`\mathrm{\Psi }_𝐤SL_d()`$ has strictly positive eigenvalues. Let $`𝐞_1,\mathrm{},𝐞_d`$ be a basis for $`^d`$, $`𝐮_1,\mathrm{},𝐮_m`$ a basis for $`^m`$, and let $`\lambda _{ij},j=1,\mathrm{},d`$ be the eigenvalues for $`\mathrm{\Psi }_{𝐮_i}`$. Since $`^m`$ is abelian, the matrices $`\mathrm{\Psi }_{𝐮_i}`$ commute, so they have a common eigenbasis $`𝐯_1,\mathrm{},𝐯_d^d`$.

Without loss of generality, we may assume that $`\lambda _{11}\lambda _{ij}`$ for all $`i,j`$. The group $`G`$ has polynomial growth whenever there is no dilation by the action. Since our eigenvalues are positive, this means that $`G`$ has polynomial growth iff $`\lambda _{ij}=1`$ for all $`i,j`$. In this case $`G=^{d+m}`$, which is classically known to have stability of recurrence and Green’s function. We will thus restrict our attention to the case when $`\lambda _{11}>1`$, which is to say when $`G`$ has exponential volume growth. We may also assume that $`(𝐞_i,𝐯_1)>0`$ for all $`i`$, where $`(,)`$ denotes the standard inner product.

For an element $`g=(𝐤,𝐱)`$, let

(5)
$$\varphi (g)=\underset{i=1}{\overset{m}{}}k_i\mathrm{log}\lambda _{i1}.$$

The role of the functional $`\varphi `$ will be analogous to the role of the position of the lamplighter in the proof, and the analog to $`F_R`$ will be played by $`\mathrm{log}|(𝐱,𝐯_1)|`$. Denote the random walk $`\xi _n`$ by $`\xi _n=(𝐤_n,𝐱_n)`$, and let $`M_n=\mathrm{max}_{tn}\varphi (\xi _n)`$. Take

(6)
$$S=S(C)=\{g:\varphi (g)\mathrm{log}|(𝐱,𝐯_1)|C\mathrm{log}\varphi (g)\}.$$

The two walks that we will consider on $`G`$ are given by the measures $`\mu `$ and $`\nu `$ as follows: let

$$\mu (\pm 𝐮_i,\pm 𝐞_j)=\frac{1}{6md}$$

and

$$\mu (\pm 𝐮_i,0)=\frac{1}{6m},$$

with $`\mu (g)=0`$ otherwise. Define $`\nu `$ by letting $`\nu (\pm \beta 𝐮_i,0)=\frac{1}{2}\frac{1}{2m}`$ for a suitably large $`\beta `$ that we will choose later, and let $`\nu (g)=\mu (g)/2`$ otherwise.

We will first choose $`C`$ large enough so that $`S`$ is $`\mu `$-transient, and then choose $`\beta `$ depending on $`C`$ such that $`S`$ is $`\nu `$-recurrent. Again, the Borel-Cantelli arguments used to prove recurrence and transience will also prove the instability of Green’s function.

For the first part, we will prove that the analogy to (3) holds. Let

$$t_0(n)=\mathrm{min}\{tn:\varphi (𝐤_t,𝐱_t)=M_n\}$$

and recursively define

$$t_{\mathrm{}}(n)=\mathrm{max}\{tt_\mathrm{}1(n):\varphi (\xi _t)\varphi (\xi _{t_\mathrm{}1})\mathrm{log}3\}.$$

Since $`M_n`$ is the maximum value of a linear functional of the position of a symmetric random walk on $`^m`$, we have $`M_nn^{1/2ϵ}`$ finitely often. Let $`y_{\mathrm{}}(n)=x_{t_{\mathrm{}}(n)+1}x_{t_{\mathrm{}}(n)}`$ be the increments in $`x_n`$ at time $`t_{\mathrm{}}`$. By definition of $`\mu `$,

$$(y_{\mathrm{}}(n),𝐯_1)=\pm (𝐞_1,𝐯_1)\mathrm{exp}\varphi (\xi _t_{\mathrm{}})$$

with probability $`\frac{1}{3d}`$ and $`y_{\mathrm{}}=0`$ with probability $`\frac{1}{3}`$. Moreover, this increment is independent of the change in $`\varphi (\xi _t)`$. This is analogous to the lamplighter randomizing the current lamp independently of his movement in the previous proof. By the construction of the $`t_{\mathrm{}}`$,

$$\frac{\mathrm{exp}\varphi (\xi _{t_{\mathrm{}+1}})}{\mathrm{exp}\varphi (\xi _t_{\mathrm{}})}3$$

and so

(7)
$$[\mathrm{log}|(𝐱_n,𝐯_1)|<M_n\beta (\mathrm{log}3+\lambda _{11})]\left(1\frac{1}{3d}\right)^\beta .$$

As before, this means that the events

(8)
$$U_n=\left\{M_n\mathrm{log}|(𝐱_n,𝐯_1)|C\mathrm{log}M_n\right\}$$

occur finitely often for large enough $`C`$, and so for suitably large $`C`$, the walk generated by $`\mu `$ is in $`S(C)`$ finitely often.

For the second part, let $`n_r`$ be the first time that $`\varphi (\xi _n)r1`$. With probability at least $`(4m)^\alpha `$,

$$\varphi (\xi _{n_r+\alpha })\varphi (\xi _{n_r})\alpha \beta \mathrm{log}\lambda _{11}$$

while $`𝐱_{n_r}=𝐱_{n_r+\alpha }`$. But $`(𝐱_{n_r},𝐯_1)n_r\mathrm{exp}(r)`$. Thus, with probability at least $`(4m)^\alpha `$, we have the events

$$\{\mathrm{log}|(𝐱_{n_r+\alpha },𝐯_1)|\mathrm{log}n_r+r\}$$

and

$$\{\varphi (\xi _{n_r+\alpha })r+\alpha \beta \mathrm{log}\lambda _{11}1\}$$

occurring simultaneously. Taking $`\alpha =\frac{\mathrm{log}r}{\mathrm{log}4m}`$ and $`\beta =\frac{6C\mathrm{log}4m}{\mathrm{log}n\mathrm{log}\lambda _{11}}`$ does the job. ∎

## 3. Further questions and remarks

* Instability of recurrence also allows us to construct examples in which the rate of escape for a random walk varies under quasi-isometry. For a random walk $`\xi _n`$ on a graph $`\mathrm{\Gamma }`$, call $`lim\; inf|\xi _n|/n`$ the speed of the random walk, where $`|\xi _n|`$ denotes the graph distance from the starting point after $`n`$ steps. When $`\mathrm{\Gamma }`$ is the Cayley graph of a group, $`lim|\xi _n|/n`$ exists by subadditivity arguments. In the case when $`\mu `$ is finitely supported and symmetric and $`\xi _n`$ is random walk generated by $`\mu `$, then the speed is zero iff the group has the Liouville property with respect to $`\mu `$. For a survey of connections between random walks and the Poisson boundary, see .

Suppose $`\mathrm{\Gamma }`$ is the Cayley graph of a group for which the speed of random walk is positive, such as $`_2^3`$. Let $`\mu `$ and $`\nu `$ be measures and $`S`$ a set such that $`S`$ is $`\mu `$-transient but $`\nu `$-recurrent, and let the graph $`G`$ be obtained from $`\mathrm{\Gamma }`$ by adding an infinite ray at every point of $`S`$. Because $`S`$ is $`\mu `$-transient, the walk induced by $`\mu `$ on the new graph will still have positive speed, but because the expected return time on a ray is infinite, the walk induced by $`\nu `$ will have zero speed.
* Instability of recurrence is robust with respect to quotients. More precisely, note that if $`NG`$ and the quotient $`G/N`$ admits instability of either recurrence or Green’s function, then so does $`G`$. To see this, suppose that $`\mu `$ and $`\nu `$ are measures on $`G/N`$ such that $`S`$ is transient with respect to $`mu`$ and recurrent with respect to $`\nu `$. Let $`\stackrel{~}{\mu }`$ and $`\stackrel{~}{\nu }`$ be measures on $`G`$ such that their projections onto $`G/N`$ are $`\mu `$ and $`\nu `$. Then $`SN`$ is transient with respect to $`\stackrel{~}{\mu }`$ and recurrent with respect to $`\stackrel{~}{\nu }`$.

The next question is are these instabilities robust with respect to extensions? If $`HG`$ and $`H`$ admits instability of recurrence, does $`G`$ also admit instability of recurrence?
* The main question is what is the key property of a group that causes it to admit instability of recurrence or Green’s function? The examples presented suggest that maybe the key is the volume growth of the group. Is it true that a group admits instability of Green’s function iff its volume growth is exponential (or perhaps super-polynomial)? Benjamini  gave examples of non-vertex transitive graphs with polynomial growth that have instability of recurrence, so any equivalence would need to use vertex transitivity. Moreover, since the sets $`S`$ that we considered in the proofs of Theorems 1.1 and 1.2 use the projection onto $``$ in their descriptions, they rely heavily on the fact that they contain elements of infinite order. It seems possible that perhaps torsion groups of exponential growth have different behavior.


text:
# Effect of Deformation on Surface Characteristics of Finite Metallic Crystals1footnote 11footnote 1Published in: Metallofiz. Noveishie Tekhnol. 2002 – 24 – P.1651-1656 (in parially); Ukr. Fiz. J. 2002 – 47 – P.1065-1071 (fully)

## I Introduction

The preparation and study of nanometer scale structures attracts a considerable current interest for both technological and scientific reasons. The free-electron gas models are invariably popular tools in the physics of metals 1 ; 2  and low–dimensional structures 3 .

Recently, several authors discussed the definition of the surface stress and the chemical potential for the case of finite samples 4 ; 5 ; 6 ; 7 ; 8 .

In our previous papers 6 ; 8  we proposed a successful method to calculate the surface stress and the work function of a single elastically deformed finite metal crystal. It was applied for simple metal. A fairly tightly bound d band that overlaps and hybridizes with a broader nearly free – electron sp band characterizes transition metals. The cohesive properties of simple, noble and transition metals can be calculated from the first principles in the context of one–electron picture provided by the density-functional theory 9 ; 10 .

The direct measurements, using the Kelvin method showed a decreasing/increasing of the contact potential difference (CPD) of the elastically tensed/compressed metal samples 11 ; 12 ; 13 ; 14 . A similar effect on CPD was observed at the surface of sample with a nonuniform distribution of residual mechanical stress 15 . The conventional method of measurement of the work function changes versus x–axes strain 11 ; 12 ; 13 ; 14  is based on the expression:

$$\mathrm{\Delta }W_{Kel}W(u_{xx})W(0)=CPD,$$
(1)
i.e., the work function as if increases for a tensed sample. The change $`\mathrm{\Delta }W_{Kel}(u_{xx})`$ was measured (see Fig.1) at the side perpendicular y– and z–directions, $`u_{xx}`$ is the relative deformation along x–axes (see Fig.2). These, at first

sight, surprising results mean that the work function increases/decreases with uniaxial tension/compression of metallic sample. This fact contradicts to another well-known observation: the work function of simple metals decreases for the transition Al $``$ Na $``$ Cs, i.e. with decreasing of the electron concentration.

In the present paper, we report the results of calculations of the effect of deformation on the surface energy, the work function, and the contact potential difference of faces of technologically important metals such as Al, Ti, Ni, Cu, and Au using their nominal valence. The problem of an accurate definition of the work function is discussed. We checked the accuracy of Eq.(1) by fully self-consistent calculations and showed that it is wrong. Eq.(1) is incorrect in the diagnostic of strained surface.

## II NONSTRAINED SURFACE

Surface energy per unit area and work function are the most important characteristics of a metal surface. In the framework of density–functional theory the total energy of metal is a functional of the nonhomogeneous electron concentration $`n(r)`$, $`n(r)\overline{n}`$ in the bulk, $`\overline{n}=3/4\pi r_{s0}^3`$, $`r_{s0}=Z^{1/3}r_0`$, $`r_{s0}`$ and $`r_0`$ are, respectively, the average between electron and between ion distances in the nonstrained metal bulk, $`Z`$ is the metallic valence. Using a pseudopotential approach the total energy can be written as the sum

$$E[n(r)]=T_s+E_{ex}+E_{cor}+E_H+E_{ps}+E_M,$$
(2)
where $`T_s`$ is the (non-interacting) electron kinetic energy, $`E_{ex}`$ is the exchange energy, $`E_{cor}`$ is the correlation energy, $`E_H`$ is the Hartree (electrostatic) energy, $`E_{ps}`$ is the pseudopotential correction, and $`E_M`$ is the Madelung energy. The sum of first four terms in Eq.(2) corresponds to the energy of ordinary jellium, $`E_J`$. The ordinary jellium model provides a useful description for the bulk modulus and surface energy of the simple metals only for $`r_{s0}`$ 4 bohr (Na), where bulk jellium is stable. The jellium surface energy for $`r_{s0}`$ 2 and the bulk modulus for $`r_{s0}`$ 5 bohr are negative. These deficiencies are removed in the stabilized jellium model 17 . The average energy per valence electron in the bulk of stabilized jellium is $`\overline{\epsilon }_{SJ}=E[\overline{n}]/N`$, where $`N`$ is a total number of free electrons, defined by valence and atomic density,

$$\overline{\epsilon }_{SJ}=\overline{\epsilon }_J+\overline{w}_R+\overline{\epsilon }_M,$$
(3)
where the term ,

$$\overline{\epsilon }_J=\overline{t}_s+\overline{\epsilon }_{ex}+\overline{\epsilon }_{cor}=\frac{3}{10}\overline{k}_F^2+\frac{3}{4\pi }\overline{k}_F+\overline{\epsilon }_{cor},$$
(4)
consists of the average kinetic, exchange and correlation energy per electron, $`\overline{k}_F=(3\pi ^2\overline{n}_0)^{1/3}`$, $`r_0`$ is the radius of the Wigner – Seitz cell, and $`w_R=2\pi \overline{n}_0r_c^2`$ represents the average of the repulsive part of the Ashcroft model potential, $`r_c`$ is the radius of ionic core, $`\overline{\epsilon }_M=9Z/10r_0`$. We employ atomic units throughout ($`\mathrm{}=m=e=1`$) and the popular expression for the correlation energy 18 ; 19

$$\epsilon _{cor}[n(r)]=\frac{0.1423}{1+0.8293n(r)^{1/6}+0.2068n(r)^{1/3}}.$$
(5)
Applying the variation principle one can find the Euler – Lagrange equation for nonhomogeneous electron gas

$$\mu =V_{eff}(r)+\frac{\delta T_s[n]}{\delta n(r)},$$
(6)
where $`\mu `$ is the chemical potential of the electrons, and effective one – electron potential is

$$V_{eff}(r)=\phi (r)+\frac{\delta [E_{ex}+E_{cor}]}{\delta n(r)}+\delta V_{face}\theta (rr^{}),$$
(7)
where $`r^{}`$ is the radius–vector of the surface, $`\theta (rr^{})`$ is the step function. The electrostatic potential $`\phi (r)`$ satisfies the Poisson equation.

$$^2\phi (r)=4\pi [n(r)\rho (r)].$$
(8)
The ionic charge distribution can be modelled by the step function $`\rho (r)=\overline{\rho }\theta (rr^{})`$, where $`\overline{\rho }=\overline{n}_0/Z`$.

The coordinate–independent term $`\delta V_{face}`$ in Eq.(7) represents the difference between the pseudopotential of the ion lattice and the electrostatic potential of positive background averaged over the Wigner–Seitz cell. This term allows one to distinguish different faces of semi-infinite samples. The face-dependence of the stabilization potential 16 ; 17  reads

$$\delta V_{face}=\delta V_{WS}\left(\frac{\overline{\epsilon }_M}{3}+\frac{\pi \overline{n}_0}{6}d_0^2\right),$$
(9)
$$\delta V_{WS}=\overline{n}_0\frac{d}{d\overline{n}_0}(\overline{\epsilon }_M+\overline{w}_R),$$
(10)
where $`d_0`$ is the spacing between the lattice planes parallel to the surface. From the bulk stability condition $`d\overline{\epsilon }_{SJ}/d\overline{n}_0=0`$ one can obtained the relation

$$\delta V_{WS}=\overline{n}_0\frac{d}{d\overline{n}_0}(\overline{t}_s+\overline{\epsilon }_{ex}+\overline{\epsilon }_{cor}),$$
(11)
The electronic profile $`n(r)`$ can be expressed in the terms of one-electron wave functions $`\psi _i`$,

$$n(r)=\underset{i=1}{\overset{N}{}}|\psi _i(r)|^2,$$
(12)
where the functions $`\psi _i`$ satisfy the one-electron wave equation

$$\frac{1}{2}^2\psi _i(r)+V_{eff(face)}(r)\psi _i(r)=\epsilon _i\psi _i(r).$$
(13)
The set of the Kohn-Sham equations must be solved self-consistently. Then the total kinetic energy of electrons in Eq.2 is

$$T_s[n]=\underset{i=1}{\overset{N}{}}\epsilon _id^3rn(r)V_{eff}(r)$$
(14)
As a rule for semi-infinite metal it is supposed that the electronic profile $`n(r)`$ and effective potential $`V_{eff}(r)`$ vary only in the direction perpendicular to the surface. The conventional approach involves introducing periodic boundary conditions in the x– and y–directions. Thus, only crystal face is in z–direction. In this case the set of equations (8), (12) and (13) reduces to

$$\phi (z)=\phi (\mathrm{})4\pi \underset{z}{\overset{\mathrm{}}{}}𝑑z^{}\underset{z^{}}{\overset{\mathrm{}}{}}𝑑z^{\prime \prime }[n(z^{\prime \prime })\rho (z^{\prime \prime })],$$
(15)
$$n(z)=\frac{1}{\pi ^2}\underset{0}{\overset{\overline{k}_F}{}}𝑑k\left(\overline{k}_F^2k^2\right)\left|\psi _k(z)\right|^2,$$
(16)
$$\left[\frac{1}{2}\frac{d^2}{dz^2}+V_{eff}[z,n]\right]\psi _k(z)=\frac{1}{2}k^2\psi _k(z).$$
(17)
Here the effective potential is taken in a local-density-approximation

$$V_{eff}[z,n]=\varphi (z)+V_{xc}(z)+\delta V_{face}\theta (z),$$
(18)
where $`nn(z)`$. The electrons wave number varies in the interval (0, $`\overline{k}_F`$). The solution of the problem can be reduced to the iteration procedure by means of the follow relation 20

$$\varphi _{i+1}(z)=\underset{\mathrm{}}{\overset{\mathrm{}}{}}𝑑z^{}e^{k_F|zz^{}|}\frac{2\pi }{k_F}[n(z^{})\rho (z^{})]+\frac{k_F}{2}\varphi _i(z),$$
(19)
where $`i`$ is the number of iteration.

The surface energy can be written as

$$\gamma _{SJ}=\gamma _J+V_{WS}\underset{\mathrm{}}{\overset{0}{}}𝑑z[n(z)\overline{n}_0],$$
(20)
The ordinary jellium components are:

$$\begin{array}{c}\gamma _s=\frac{1}{2\pi ^2}\underset{0}{\overset{k_F}{}}𝑑kk\left[\frac{\pi }{4}\delta (k)\right]\hfill \\ \hfill \underset{\mathrm{}}{\overset{\mathrm{}}{}}𝑑zn(z)\left[V_{eff(face)}(z)\overline{V}_{eff(face)}\theta (z)\right],\end{array}$$
(21)
where $`\delta `$ is the phase shift of wave function,$`\psi _k(z)\mathrm{sin}[kz\delta (k)]`$ as $`z\mathrm{}`$, $`\overline{V}_{eff(face)}`$ is the bulk magnitude of effective potential, and

$$\gamma _{xc}=\underset{\mathrm{}}{\overset{\mathrm{}}{}}𝑑z[n(z)\epsilon _{xc}(n(z))\overline{n}\epsilon _{xc}(\overline{n})\theta (z)],$$
(22)
$$\gamma _H=\frac{1}{2}\underset{\mathrm{}}{\overset{\mathrm{}}{}}𝑑z\phi (z)[n(z)\rho (n(z))].$$
(23)
Putting the electrostatic potential in the vacuum equal zero, $`\phi (+\mathrm{})`$ =0, one can calculate the work function as $`(\overline{\epsilon }_F=\overline{k}_F^2/2)`$

$$W_{zface}\mu =\overline{V}_{eff}\overline{\epsilon }_F.$$
(24)
## III DEFORMED SURFACE

The strain dependence of the CPD was measured for polycrystalline compressed 11  and tensed samples 13 ; 14 . One can assume that a polycrystal is assembled from a number of simple crystallites. Thus, qualitatively, the problem can be reduced to an analysis of tension or compression applied to a single crystal. We consider a single crystal in the shape of a parallelepiped with sides having equivalent Miller indices. For simplicity, the material of the sample is assumed to have the cubic crystallographic symmetry. We introduce the coordinate system with axes and perpendicular to the sample faces. Their areas are equal to and respectively (see Fig.2). We neglect temperature and dimensional effects that differ from the approach used in 3 ; 21 .

Let us first express the average electron density in a metal as a function of deformation. For this purpose, consider an undeformed cubic cell of side length $`a_0`$, $`a_0^3=4\pi r_0^3/3`$. In the modified stabilized jellium model 6 ; 8  the metal energy is a function of the electron density parameter $`r_{su}=Z^{1/3}r_{0u}`$, spacing $`d_u`$ between the lattice planes perpendicular to z–direction, the Poisson coefficient for polycrystal $`\nu `$, the Young modulus $`Y`$, and deformation $`u_{xx}`$.

For uniaxially deformed cell elongated or compressed along the x–axis one can write 8 :

$$d_u=d_0\left(1\nu u_{xx}\right),$$
(25)
where $`d_u`$ is the spacing between the lattice planes perpendicular to the y– or z–directions, $`d_0`$ is the interplanar spacing in undeformed crystal,

$$\overline{n}=\overline{n}_0\left[1\left(12\nu \right)u_{xx}\right]+O\left(u_{xx}^2\right),$$
(26)
is the average electron density in deformed metal bulk, $`\nu `$ is the Poisson coefficient for polycrystal and the corresponding density parameter is .

$$r_{su}=r_s\left[1+(12\nu )u_{xx}\right]^{1/3}.$$
(27)
The stabilization potential (11) must be changed by

$$\delta V_{WS}=\overline{n}_0\frac{d}{d\overline{n}_0}\left(\overline{t}_s+\overline{\epsilon }_{ex}+\overline{\epsilon }_{cor}+\frac{P}{\overline{n}_0}\right),$$
(28)
where

$$P=(\mathrm{\Pi }_{xx}+\mathrm{\Pi }_{yy}+\mathrm{\Pi }_{zz})=Yu_{xx}(12\nu )$$

is the external pressure.

An applied force stimulates the change of a volume and reticular electron density at particular faces of neutral metallic crystal and results in a difference between electrostatic potentials of these faces.

The corresponding anisotropic three-dimensional electric field arises due to a transfer of electrons between faces. Thus, finite sample sizes lead, in the first place, to the fact that the surface tends to equipotentiality. In general case, this transfer of electrons does not give any possibility to calculate the work function using conventional approach for semi–infinite sample. However, in the special case of the largest face of the metallic crystal,

$$A_zA_x,A_y,$$
(29)
the use of the conventional approach (see Eq. (24)) in fact is adequate 8 , $`A_z`$ is the area of upper side at Fig. 2. As a result, the calculated work function exclusively for z–direction corresponds to that for the *whole* crystal. The face perpendicular to this direction is not appreciably perturbed by the transferred electronic charge independently from the crystallographic orientation 8 . The conventional method involves introducing periodic boundary conditions in the x– and y–directions. In this case the surface potential depends strongly from the atomic packing density. Thus, the only crystal face is in -direction. Putting the three-dimensional electrostatic potential in the vacuum equal zero, under condition (29) one can use definition (24), where the effective potential in the bulk of semi-infinite metal yields the total sample-vacuum barrier. Solving the set of Eqs. (15) – (18) and using relations (25) – (28), one can calculate the strain dependencies of the surface energy and work function.

We calculate the diagonal component of surface stress for given largest face using the following expression 5 ; 6 ; 7 ; 8 :

$$\tau _{xx}=\gamma +\frac{d\gamma }{du_{xx}},$$
(30)
where $`\gamma `$ is the surface energy per unit area of the largest face of sample.

## IV RESULTS AND DISCUSSIONS

We performed our calculations for the work function and the surface energy for the case of absence of the strain state of metals and for the strain dependences $`W_{face}(u_{xx})`$ and $`\gamma _{face}(u_{xx})`$ within the range of deformation $`0.01u_{xx}+0.01`$ for Ni and $`0.03u_{xx}+0.03`$ for Al, Au, Cu, and Ti, respectively. The positive/negative deformation is equivalent to the tension/compression of the largest side of the sample, i.e., the decrease/increase of the atomic packing density at this side, and the decrease/increase of the mean electron concentration and the interplanar spacing in direction. Upper side of sample in Fig.2 is suggested as having indexes (100), (110), (111) or (0001).

The tends in bulk and surface characteristics of Al, Au, Cu, Ni, and Ti have been reproduced from the theory of uniform electron gas with the average electron density corresponding to the nominal valence by the volume per atom. The use of the integer and fractional magnitude of a valency leads to a successful calculation of bulk modulus $`B`$ 22 . The concept of the metallic valency can be defined to treat simple and transition metals in terms of the uniform electron gas.

The results of our calculations for free and deformed faces are summarized in Table 1 and Figs.2 and 3, respectively. For

comparison we perform calculations of bulk modulus $`B=\overline{n}_0^2d^2(\overline{n}_0^2\overline{\epsilon }_{SJ})/d\overline{n}_0^2`$, $`\gamma `$ and $`W`$ for Au ($`Z`$ = 1). The data of Table 1 demonstrate intricate picture for common description of cohesive and surface metallic properties in the simple approach. In fact the use of nominal valence gives satisfactory results for the surface characteristics. We found that the deformation changes of the work function and the surface energy remain linear with respect to the deformation. The strain derivative of the work function and the surface energy is positive. The values of surface stress component vary appreciably within the interval (1.15, 1.75)$`\gamma _{face}`$. Similar results for the surface stress (1250 and 1440 erg/cm2 for Al (111)) are yielded by the *ab initio* 26  and atomistic 27  calculations. In contrast to the present work (Fig.3), the strain derivative obtained for Au in 28  was larger than the surface energy.

The relative change of the work function equals approximately 1% for the maximal strains (compare Table 1 and Fig.4). For the

case of the compression ($`u_{xx}<0`$), the tail of electron profile and, therefore, of the effective potential grows steeper in vacuum. For the case of the tensile strain ($`u_{xx}>0`$), these coordinate dependences have the opposite tendency. A total decrease/increase of the work function is determined by a positive/negative shift of the effective potential versus strain in the bulk of metal (neglecting the deformation dependence $`\epsilon _F(u_{xx})`$, one can certainly put the shift $`\mathrm{\Delta }W\mathrm{\Delta }\overline{V}_{eff}`$). Our calculation mimics the usual work function dependence from electronic concentration (for transition Al $``$ Na $``$ Cs).

However, relation (1) gives incorrect dependence $`W(u_{xx})`$. These results, at first sight, contradict to experiments 11 ; 12 ; 13 ; 14 .

We suggest that, qualitatively, the problem is reduced to the effect of strain on a single crystal. The experimental observations can be explained based on the change of the effective potential at the position of the image plane $`z=z_0`$ 8 . For simplicity we take $`z_0`$ = 1 bohr for faces and use

$$CPD=\mathrm{\Delta }V_{eff}(z_0,u_{xx}).$$

At present, we calculated $`\mathrm{\Delta }W`$ and $`CPD`$ without use of Eq.(1). Our Fig.4 demonstrates, on the one hand, a good qualitative agreement of the calculated values of with the experimental data, on the other hand, the inverse dependence than it follows from Eq. (1).

Let us introduce $`\xi `$ the ratio of the effective potential differences between strained and strain-free samples at the surface and in the bulk,

$$\xi =\frac{\mathrm{\Delta }V_{eff}(z_0,u_{xx})}{\mathrm{\Delta }\overline{V}_{eff}(u_{xx})}\frac{CPD}{\mathrm{\Delta }W},$$

where $`\overline{V}_{eff}(u_{xx})V_{eff}(z=\mathrm{},u_{xx})`$. The calculations show that the value $`\xi `$ varies within the interval (-3, -1) for the metal faces under study. For Al $`\xi 2.8`$!!!

The analysis of experimental data provided the evidence that it is not adequate to use the Kelvin method for the measurement, e.g., of temperature dependence of the work function (see Fig. 6 of 30 ).

Our results show:

(i) the strain changes of the effective potential in the bulk and at the surface have the *opposite signs*,

(ii) the sign of the deformation effect is *independent* on the material and of the crystallographic orientation.

In the conclusion let us remember that the density-functional calculations of this quantity deal with the nonrealistic semi-infinite systems. However, in all experiments *finite* samples are used, in general, of arbitrary sizes and shapes. In this context, an important remark appears about the conventional definition of face–dependent work function. The ionization potential ($`IP`$) of a finite sample (as a giant molecule ) is given by

$$IP=E_{N1}E_NW+\frac{e^2}{2C},$$
(31)
where $`E_N`$ is the total energy of neutral metallic sample containing $`N`$ electrons. Here $`W`$ is introduced as a work function of the *whole* sample and $`C`$ is a capacitance of the sample, which is a scalar quantity. It is clearly seen from Eq.(31) that the work function is not an anisotropic characteristic but a scalar quantity, and $`IPW`$ at $`C\mathrm{}`$. It may be demonstrated by formation of finite sample adding consistently atoms each to other. The ionization potential of single atom, dimer, etc. (up to work function) corresponds to the ionization process of each stage of nucleation (up to the solid) 31 . Thus, the conventional definition (31) leads to the conclusion that the concept of an anisotropy of the work function of metal is spurious in principle. Hence, the realistic geometry considerations presented in the 16 ; 32  are adequate in the case when all sample faces is posses the same atomic packing density.

Our theory can be applied for the explanation of new pressure effects in a single-electron transistor 33 .

###### Acknowledgements.

This work was supported by the Ministry of Education and Science of Ukraine and the NATO Science for Peace Programme. We thank Prof. V. U. Nazarov for giving us an access to his computer code for testing purposes and Dr. W. V. Pogosov for reading the manuscript.