text:
# Money in Gas-Like Markets: Gibbs and Pareto Laws

## I Introduction

In an earlier conference in Kolkata in 1994, many leading Indian economists from the Indian Statistical Institute and physicists met and discussed about the possible formulations of some economic problems and their solutions using tricks from physics kol95 . In one of these papers bkcmarj , possibly the first published joint paper with both physicist and economist Indian coauthors, the possibility of a kinetic theory of (ideal) gas-like model of trading in the market was discussed. Among other things, it tried to identify, from the known effects of various fiscal policies, equivalence of the (kinetic) energy of the gas molecules (money) and the temperature (average money in the market). Such a “finite temperature” market model and the corresponding distributions were also noted by others olids ; dy1 . With the possibility of putting more than one agent in the same (micro) state, identified by the price or money income of the agent in the market, the likely distribution was concluded there to be Bose-Einstein like, rather than Gibbs like bkcmarj . These studies of course had the limitation of absence of any comparison with real income distributions (in any market or country). In a recent paper by Dragulescu and Yakovenko dy1  a simple (trading) market model was developed with fixed (total) money and number of agents in the market. Random two-agent exchanges (with local money conservation) lead to Gibbs-like steady income distribution. This was also confirmed by simple numerical simulations. Modifications due to savings was studied simultaneously acbkcepjb . In a very recent review hayes , a popular introduction to these developments is given.

Saving propensity among the agents, a very selfish and local feature of the tradings, introduce in effect some global co-operative feature (cf. acbkcepjb ). We show that a fixed and uniform saving propensity of all the agents in the market shifts the most-probable money of the distribution away from zero (as given by Gibbs for zero savings), while a random distribution of saving propensity among the population can give the Pareto (power) law pareto

$$P(m)m^{(1+\nu )}$$
(1)
for the wealth or money ($`m`$) distribution. We intend to discuss here in brief the effects of various kinds of savings on the ideal gas-like money distributions in the above-mentioned market models, and compare our observations with those from real markets.

## II An Ideal Gas-Like Market Model

Let us consider a simple model of a closed economic system where the total amount of money $`M`$ and the total number $`N`$ of agents are fixed. No development (production) or migration (death/birth of agents) occurs and the only economic activity is confined to trading. Each agent $`i`$, individual or a corporate, possess a money $`m_i(t)`$ at (discretised) time $`t`$. Time changes after each trading. In any trading, two randomly chosen agents $`i`$ and $`j`$ exchange their money such that their total money is (locally) conserved and none ends up with negative money (debt not allowed):

$$m_i(t)+m_j(t)=m_i(t+1)+m_j(t+1)$$
(2)
where $`m_i(t)0`$ for all $`i`$ and $`t`$; $`_{i=1}^Nm_i=M`$. Since money is conserved, in the steady state ($`t\mathrm{}`$), the probability $`P(m)`$ of the density of people with money $`m`$ will satisfy

$$P(m_1)P(m_2)=P(m_1+m_2)$$
(3)
which corresponds to the Gibbs distribution dy1 ; acbkcepjb

$$P(m)=\left(1/T\right)\mathrm{exp}\left(m/T\right);T=M/N.$$
(4)
Numerical simulations in the model also confirmed the steady state distribution of money, no matter what initial distribution of money the agents had, to be Gibbs’ one: after sufficient number of tradings, most of the agents end up with very little money! This result is quite robust (and realistic too!). In fact, several variations of the trading, and of the ‘lattice’ (on which the agents can be put and each agent trade with its ‘lattice neighbours’ only), whether compact, fractal or small-world olids , leaves the distribution unchanged. Some other variations like random sharing of an amount $`2m_2`$ only (not of $`m_1+m_2`$) when $`m_1>m_2`$ (trading at the level of lower economic class), lead to even drastic situation: all the money in the market drifts to one agent and the rest of the agents all become truely pauper hayes ; chaxijmpc ! Attempts have also been made tsalreiss  to get Pareto-like power-law distribution here with changed definition of entropy or the conservation law (cf. eqn. (3)).

Chakrabarti and Marjit bkcmarj  argued for the Bose-Einstein like distribution (rather than Gibbs) in such a market (with the temperature $`T`$ similarly identified with the average money $`M/N`$ per agent), as one can put more than one agent in the same economic state (specified by the income) and the maximisation of the consequent entropy. For the possibility of adding and subtracting agents into/from the market, one similarly needs (negative) “chemical potential” which becomes zero at a finite temperature or money level in the market, when the “Bose condensed” fraction of the agents will fall out of the market distribution and might be identified as unemployed.

The real income distributions did not indicate so far anything like the Bose distribution; rather considerable evidences support the possibility of Gibbs like distribution (4) in the income (almost for 90% of the low-income range) of various countries (see e.g., dy2dy3 , see also data in fuji ; Fig. 2).

## III Model with fixed saving propensity of the agents

Here we assume acbkcepjb  that each economic agent $`i`$ saves a fraction $`\lambda `$ of its money $`m_i(t)`$ before the trading at time $`t`$. We again assume that an agent’s money is non-negative and no debt is permitted. Let us now consider an arbitrary pair of agents $`i`$ and $`j`$, who get engaged in a trade, and their money $`m_i(t)`$ and $`m_j(t)`$ before the trade change respectively to

$$m_i(t+1)=m_i(t)+\mathrm{\Delta }m;m_j(t+1)=m_j(t)\mathrm{\Delta }m$$
(5)
$$\mathrm{where}\mathrm{\Delta }m=(1\lambda )[ϵ\{m_i(t)+m_j(t)\}m_i(t)];$$
(6)
with $`ϵ`$ as any random fraction. As may be checked by straight-forward substitution, this kind of trading again satisfies eqn. (2), while each agent saves a fixed fraction $`\lambda `$ of its money before the trade and exchanges randomly (with fraction $`ϵ`$) the rest of the money.

One finds here that at $`\lambda =0`$ the market becomes non-interacting and the steady state money distribution becomes the Gibbs’ one. For any nonvanishing $`\lambda `$, the equilibrium distribution becomes asymmetric Gibbs-like (see inset of Fig. 1) with the most-probable money $`m_p`$ per agent (corresponding to the peak in $`P(m)`$) shifting away from $`m=0`$ (for $`\lambda =0`$) to $`M/N`$ as $`\lambda 1`$ acbkcepjb . This self-organising feature of the market, induced by sheer self-interest of saving by each agent without any global perspective, is very significant as the fraction of paupers decreases with saving fraction $`\lambda `$ and most people end up with the average money in the market (socialists’ dream achieved with just people’s self-interest of saving)! Interestingly, self-organisation also occur in such market models when there is restriction in the commodity market acspbkc . Although this fixed saving propensity does not give yet the Pareto-like power-law distribution, the Markovian nature of the scattering or trading processes (eqn. (3)) is lost and the system becomes co-operative. Indirectly through $`\lambda `$, the agents get to know (start interacting with) each other and the system co-operatively self-organise towards a most probable distribution ($`m_p0`$).

FIG.1: Money distribution $`P(m)`$ in the model for distributed $`\lambda `$ ($`0\lambda <1`$). Inset shows $`P(m)`$ for three typical values in the fixed $`\lambda `$ case (including $`\lambda =0`$; Gibbs). For both cases, $`N=100`$ play with average money per agent $`M/N=1`$.

## IV Model with random saving propensity of the agents

We now consider a market again with fixed $`N`$ and $`M`$ but with random saving propensity $`\lambda _i`$ ($`0\lambda _i<1`$) fixed or “quenched” for each agent ($`\lambda _i`$ are independent of trading or $`t`$, but vary randomly from agent to agent) acnccm . One again follows the same trading rules as mentioned in the previous section (eqn. (5)), except that

$$\mathrm{\Delta }m=ϵ(1\lambda _j)m_j(t)(1\lambda _i)(1ϵ)m_i(t)$$
(7)
here; $`\lambda _i`$ and $`\lambda _j`$ are the saving propensities of agents $`i`$ and $`j`$. We first take a market with $`N`$ agents, each having a fixed saving propensity $`\lambda `$ distributed independently, randomly and uniformly (white) within an interval $`0`$ to $`1`$. Having assigned each agent $`i`$ the saving propensities $`\lambda _i`$, and starting with an arbitrary initial (uniform or random) distribution of money among the agents, we start the tradings. At each time, two agents are randomly selected and the money exchange among them occurs, following the above mentioned scheme. We check for the steady state, by looking at the stability of the money distribution $`P(m)`$ in successive Monte Carlo steps $`t`$.

In Fig. 1, we show the money distribution $`P(m)`$ vs. $`m`$ (in units of $`M/N`$) for $`N=100`$, $`M/N=1`$, after averaging over $`10^6`$ initial configurations ($`\lambda _i`$ distribution among the agents) at $`t/N`$ =10,000. There is an initial growth of $`P(m)`$ from $`m=0`$, which quickly saturates and then a long range of power-law decay in $`P(m)`$ for large $`m`$ values (for less than 10% of the population $`N`$ in the market) is observed (for more than two decades in $`m`$). This decay, when fitted to Pareto law (1), gives $`\nu =1.03\pm 0.03`$.

FIG.2: Cumulative distribution $`Q(m)=_m^{\mathrm{}}P(m)𝑑m`$ of wealth $`m`$ in USA dy2dy3  in 1997 and Japan fuji  in 2000. Low-income group follow Gibbs law (shaded region) and the rest (about 5%) of the rich population follow Pareto law. The inset shows the cumulative distribution for a model market where $`p=0.9`$ fraction of the agents trade randomly without any saving and the rest $`1p`$ fraction trades with their saving propensities distributed uniformly between $`0`$ and $`1`$. The dotted line (for large $`m`$ values) corresponds to $`\nu =1.0`$.

We now investigate on the range of distribution of the saving propensities within the population. If a certain fraction $`p`$ of the population trades in the market randomly without any saving while the rest $`(1p)`$ fraction have a quenched distribution of their saving propensities ($`0\lambda _i<1`$), we observe that for larger values of $`p`$ ($`p>0.8`$), the distribution is Gibbs-like for low-income group and has a power law tail for the high-income group. The range of validity of Gibbs law increases with increasing $`p`$. However, the exponent $`\nu `$ does not change with $`p`$. These model wealth distributions $`P(m)`$ compare very well with the wealth distributions of various countries: Data suggests Gibbs like distribution in the low-income range dy2dy3  (more than 90% of the population) and Pareto-like in the high-income range fuji  (less than 10% of the population) of various countries (Fig. 2).

We also considered annealed randomness an the saving propensity $`\lambda `$: here $`\lambda _i`$ for any agent $`i`$ changes from one value to another within the range $`0\lambda _i<1`$, after each trading. Numerical studies for this annealed model did not show any power law behavior for $`P(m)`$; rather it again becomes exponentially decaying on both sides of a most-probable value $`m_p(\lambda )`$, similar to fixed $`\lambda `$ case.

## V Summary and Conclusions

We have considered ideal-gas models of trading markets. In these models, we introduce saving propensity $`\lambda `$ of agents, such that each agent saves a fraction $`\lambda `$ of its money and trades with the rest. We show the steady-state money or wealth distribution $`P(m)`$ in the market is that of Gibbs (4) for $`\lambda =0`$, has got a non-vanishing most-probable value for $`\lambda >0`$ (but fixed for all agents), and one gets Pareto distribution (1) with $`\nu 1.0`$ when $`\lambda `$ is widely distributed among the agents. These results in simple ideal-gas like market models also compare well with real market observations.


format: text

text:
# Particle acceleration by slow modes in strong compressible MHD turbulence, with application to solar flares.

## 1 Introduction

The first part of this paper treats stochastic particle acceleration by slow modes in compressible magnetohydrodynamic (MHD) turbulence assuming efficient pitch-angle scattering. The second part presents the energy spectra of accelerated particles taking into account Coulomb losses and assuming that particles escape the acceleration region on an energy-independent time scale. The third part of the paper shows that slow-modes in the efficient-pitch-angle-scattering limit are not a viable explanation for electron acceleration in solar flares in the 10-100 keV energy range, although in principle they could explain the electron spectra at 100-5000 keV inferred from microwave gyrosynchrotron radiation.

Throughout the paper it is assumed that energetic particles propagate through a magnetized plasma containing both “large-scale” turbulent compressible motions that vary over distances much larger than the energetic-particle gyroradius $`\rho _g`$ and “small-scale” waves that vary over distances $`\rho _g`$. The small-scale waves scatter particles, causing diffusion in physical space with mean free path $`\lambda _{\mathrm{mfp}}`$ as well as diffusion in momentum space. The large-scale motions also cause spatial and momentum diffusion. Only those large-scale plasma motions on scales $`\lambda _{\mathrm{mfp}}`$ are considered. Particle acceleration by velocities on scales $`\lambda _{\mathrm{mfp}}`$ has been considered previously by a number of authors \[e.g., Kulsrud & Ferrari (1971) Bykov & Toptygin (1982, 1990, 1993), Ptuskin (1988), Dolginov & Silantev 1990, Katz & Stehlik (1991), Chandran & Maron (2003)\]. In the present paper, the large-scale velocities are taken to be slow-mode eddies in strong anisotropic compressible MHD turbulence. Such eddies are elongated along the local magnetic field, and involve velocities directed primarily along the local magnetic field (Lithwick & Goldreich 2001, Cho & Lazarian 2002). Part of the motivation for considering slow modes is that under certain conditions they can contribute significantly to momentum diffusion. An additional motivation is for completeness; by comparison the effects of fast modes and Alfvén modes are relatively well understood (e.g., Jokipii 1966, Kulsrud & Pearce 1969, Berezinskii et al 1990, Miller et al 1997, Schlickeiser & Miller 1998, Chandran 2000, Schlickeiser 2002, Yan & Lazarian 2002).

If the small-scale waves are Alfvén waves, the transport equation describing the energetic-particle distribution function $`f`$ is (Skilling 1975)

$$\frac{f}{t}+\left[\frac{}{p^3}\left(p^3𝐰\right)\right]f=\left(D_{}\widehat{𝐛}\widehat{𝐛}f\right)+(𝐰)\frac{p}{3}\frac{f}{p}+\frac{}{p^3}\left[9p^4D_{\mathrm{pp}}^{(\mathrm{s})}\frac{f}{p^3}\right],$$
(1)
where $`p`$ is momentum, $`\widehat{𝐛}`$ is the magnetic-field unit vector,

$$𝐰=𝐮+\frac{3}{2}(1\mu ^2)\frac{\nu _+\nu _{}}{\nu _++\nu _{}}v_\mathrm{A}\widehat{𝐛}$$
(2)
is an effective “wave-frame” velocity at which the cosmic rays are advected, $`𝐮`$ is the large-scale plasma velocity, $`v_\mathrm{A}`$ is the Alfvén speed, $`\nu _+`$ and $`\nu _{}`$ are, respectively, the pitch-angle scattering rates associated with waves traveling parallel to and anti-parallel to the magnetic field, $`\mu `$ is the pitch-angle cosine, $`\mathrm{}`$ indicates an average over $`\mu `$,

$$D_{}=v^2\frac{1\mu ^2}{2(\nu _++\nu _{})}$$
(3)
is the diffusion coefficient for particle motion along the magnetic field,

$$D_{pp}^{(\mathrm{s})}=4\gamma _L^2m^2v_\mathrm{A}^2\left(\frac{1\mu ^2}{2}\right)\frac{\nu _+\nu _{}}{\nu _++\nu _{}}$$
(4)
is the momentum diffusion coefficient associated with the small-scale waves, and $`\gamma _L`$ is the relativistic Lorentz factor of an energetic particle. Equations (2) and (4) show that either $`𝐰𝐮`$ or $`D_{pp}^\mathrm{s}0`$ (Schlickeiser 2002). Nevertheless, for simplicity the momentum diffusion associated with small-scale waves is ignored ($`D_{pp}^\mathrm{s}0`$), and at the same time, inconsistently, it is assumed that $`𝐰=𝐮`$. This approximation has been standard in studies of particle acceleration by velocities on scales $`\lambda _{\mathrm{mfp}}`$ \[Bykov & Toptygin (1982, 1990, 1993), Ptuskin (1988), Dolginov & Silantev 1990, Katz & Stehlik (1991)\]; it reduces equation (1) to

$$\frac{f}{t}+𝐮f=\left(D_{}\widehat{𝐛}\widehat{𝐛}f\right)+(𝐮)\frac{p}{3}\frac{f}{p}.$$
(5)
Equation (5) is used to calculate the momentum diffusion coefficient arising from the large-scale turbulence. It seems plausible that a nonzero $`D_{pp}^\mathrm{s}`$ would approximately add to the momentum diffusion coefficient associated with the large-scale turbulence calculated from equation (5), but future work is needed to verify this. The spatial diffusion caused by the large-scale turbulence is neglected. It is assumed that the rms large-scale turbulent velocity is comparable to $`v_\mathrm{A}`$ and that the ratio $`\beta `$ of thermal to magnetic pressure is $`1`$. The power spectrum of the slow modes is assumed to follow the theory of Lithwick & Goldreich (2001), which has received support from direct numerical simulations (Cho & Lazarian 2002). It is also assumed that $`v_\mathrm{A}d_{\mathrm{min}}D_{}v_\mathrm{A}l`$, where $`d_{\mathrm{min}}`$ is the length along the magnetic field of the smallest slow-mode eddies under consideration ($`d_{\mathrm{min}}`$ is either the length of the eddies at the dissipation scale or several times $`\lambda _{\mathrm{mfp}}`$, whichever is larger), and $`l`$ is the length of the largest (outer-scale) eddies. Since the time for an eddy of length $`\lambda _{}`$ (measured along the magnetic field) to be randomized is $`\lambda _{}/v_\mathrm{A}`$ (Lithwick & Goldreich 2001), the inequality $`v_\mathrm{A}d_{\mathrm{min}}D_{}v_\mathrm{A}l`$ implies that the largest eddies are randomized before a particle diffuses through them, and that a particle diffuses through eddies of length $`d_{\mathrm{min}}`$ before such eddies are randomized. The assumption $`D_{}v_\mathrm{A}d_{\mathrm{min}}`$ requires that the particle speed $`v`$ satisfy $`vv_\mathrm{A}`$ since $`D_{}v\lambda _{\mathrm{mfp}}`$ and $`d_{\mathrm{min}}>\lambda _{\mathrm{mfp}}`$.

The procedure used to calculate the momentum diffusion coefficient $`D_p`$ arising from the large-scale velocities is to average over the slow-mode fluctuations, neglect spatial variations in the averaged distribution function $`f_0`$, and approximate the eddies on scales comparable to $`l`$ as a uniform background field $`𝐁_0`$. The eddies on scales $`l`$ have velocities $`v_\mathrm{A}`$ and magnetic perturbations $`B_0`$ and can be treated using quasilinear theory. It is found that

$$\frac{f_0}{t}=\frac{1}{p^2}\frac{}{p}\left(p^2D_p\frac{f_0}{p}\right),$$
(6)
with

$$D_p\frac{2p^2v_\mathrm{A}}{9l}\left[\mathrm{ln}\left(\frac{lv_\mathrm{A}}{D_{}}\right)+2\gamma 3\right],\text{ for }v_\mathrm{A}d_{\mathrm{min}}D_{}v_\mathrm{A}l\text{,}$$
(7)
where $`\gamma 0.577`$ is Euler’s constant. The corresponding acceleration time scale, $`p^2/D_p`$, is of order the large-eddy turnover time $`l/v_\mathrm{A}`$, and depends only weakly through the $`\mathrm{ln}(lv_\mathrm{A}/D_{})`$ term on $`p`$ and particle species. An approximate version of equation (7) is obtained using phenomenological arguments in section 2.3.

Section 3 presents the time-dependent spectrum of accelerated particles assuming an ad-hoc model of particle escape from the acceleration region with an energy-independent escape time. Section 4 gives the steady-state spectrum for electron acceleration taking into account Coulomb losses, again assuming an energy-independent escape time. Section 5 compares the predicted spectra and acceleration times to observations of electrons in solar flares. The results of the paper are summarized in section 6. Much of the notation used in the paper is defined in table 1.

## 2 Stochastic particle acceleration by slow-mode eddies in strong compressible MHD turbulence

This section reviews properties of small-amplitude slow magnetosonic waves and compressible MHD turbulence and presents phenomenological and analytic derivations of the contribution to $`D_p`$ from slow modes in compressible MHD turbulence.

### 2.1 Properties of small-amplitude slow magnetosonic waves

It is instructive to consider the properties of a small-amplitude slow magnetosonic wave propagating in a uniform background magnetic field $`𝐁_0=B_0\widehat{𝐳}`$ with frequency $`\omega `$, wave vector $`𝐤`$, and $`k_zk`$. Such a wave varies much more rapidly across the magnetic field than along the magnetic field, like slow modes in compressible MHD turbulence (see section 2.2). The wave frequency, polarization, and velocity divergence when $`k_zk`$ are given by (Lithwick & Goldreich 2001)

$$\omega =\frac{c_\mathrm{s}v_\mathrm{A}|k_z|}{\sqrt{c_\mathrm{s}^2+v_\mathrm{A}^2}}\left[1+𝒪\left(\frac{k_z}{k}\right)^2\right],$$
(8)
$$\frac{u_x}{u_z}\frac{c_\mathrm{s}^2}{c_\mathrm{s}^2+v_\mathrm{A}^2}\frac{k_z}{k},$$
(9)
$$u_y=0,$$
(10)
and

$$𝐤𝐮=\frac{v_\mathrm{A}^2}{c_\mathrm{s}^2+v_\mathrm{A}^2}\left[1+𝒪\left(\frac{k_z}{k}\right)^2\right]k_zu_z,$$
(11)
where $`𝐮`$ is the fluctuating velocity, $`𝐤`$ is taken to lie in the $`xz`$-plane, and $`c_\mathrm{s}`$ is the sound speed. Equations (9) and (10) imply that the slow-wave velocity is approximately aligned with the background magnetic field. The total pressure perturbation (magnetic plus thermal) vanishes to second order in $`k_z/k`$ (Lithwick & Goldreich 2001). An important property of slow waves with $`k_zk`$ when $`\beta 1`$ (and thus $`c_\mathrm{s}v_\mathrm{A}`$) follows from equations (9) and (11): $`𝐤𝐮k_z|𝐮|`$.

### 2.2 Slow-mode eddies in strong anisotropic MHD turbulence

The anisotropy of magnetohydrodynamic (MHD) turbulence has been studied by many authors.111 See, e.g., Montgomery & Turner 1981, Shebalin et al. 1983, Higdon 1984, Higdon 1986, Oughton et al. 1994, Sridhar & Goldreich 1994, Goldreich & Sridhar 1995, Montgomery & Matthaeus 1995, Ghosh & Goldstein 1997, Goldreich & Sridhar 1997, Matthaeus et al. 1998, Spangler 1999, Bhattacharjee & Ng 2000, Cho & Vishniac 2000, Maron & Goldreich 2001, Milano et al 2001, Lithwick & Goldreich 2001, Cho & Lazarian 2002. In this paper, it is assumed that the ambient plasma is stirred at a scale $`l`$, and that the rms turbulent velocity is comparable to $`v_\mathrm{A}`$. In this case, the rms magnetic fluctuation at scale $`l`$, denoted $`B_l`$, is comparable to any mean magnetic field in the system. The stirring excites an inertial range of turbulent fluctuations extending from the large scale $`l`$ to a much smaller dissipation scale. Within any box of dimension $`l`$, the fluctuations can be decomposed into the three MHD wave polarizations with respect to the average magnetic field direction within the box, $`𝐁_{\mathrm{local}}`$. For example, when $`\beta 1`$, the velocity fluctuations aligned with $`𝐁_{\mathrm{local}}`$ are associated with slow waves. The slow-wave fluctuations within the box can be thought of as a collection of nested eddies, where an eddy is simply a volume of some specified width $`\lambda _{}`$ measured across the magnetic field and length $`\lambda _{}`$ measured along the magnetic field, for which the velocity variation across the width of the eddy is comparable to the velocity variation along the length of the eddy. For values of $`\lambda _{}`$ in the inertial range, slow-mode eddies are elongated along $`𝐁_{\mathrm{local}}`$, with

$$\lambda _{}\lambda _{}^{2/3}l^{1/3},$$
(12)
and the rms velocity variation across a slow-mode eddy is

$$u_\lambda _{}v_\mathrm{A}\left(\frac{\lambda _{}}{l}\right)^{1/3}$$
(13)
(Lithwick & Goldreich 2001, Cho & Lazarian 2002). Equation (12) means that the velocity varies more rapidly across $`𝐁_{\mathrm{local}}`$ than along $`𝐁_{\mathrm{local}}`$. Suppose the vector separation between two points is $`𝐫`$, with $`r`$ in the inertial range of the turbulence, and let the rms velocity difference between the two points be $`\delta 𝐮`$. If $`𝐫𝐁_{\mathrm{local}}`$, equation (13) implies that $`\delta uv_\mathrm{A}(r/l)^{1/3}`$; if $`𝐫𝐁_{\mathrm{local}}`$, equations (12) and (13) imply that $`\delta uv_\mathrm{A}(r/l)^{1/2}`$. Slow-mode eddies are randomized in a time $`\lambda _{}/v_\mathrm{A}`$ due to the mixing of slow modes by Alfvén-mode eddies (Lithwich & Goldreich 2001).

The dissipation scale in the directions perpendicular to $`𝐁_{\mathrm{local}}`$, denoted $`d_{}`$, and the corresponding parallel scale $`d_{}=d_{}^{2/3}l^{1/3}`$, are given by (Lithwick & Goldreich 2001)

$$d_{}r_{\mathrm{g},\mathrm{thermal}}\text{ for }\beta 1\text{, and}\text{}$$
(14)
$$d_{}\lambda _{\mathrm{thermal}}\text{ for }\beta 1,$$
(15)
where $`\lambda _{\mathrm{thermal}}`$ is the collisional mean free path of thermal ions, and ion-neutral friction and radiative cooling are ignored. Equation (14) is surprising in that linear slow magnetosonic waves are strongly damped in low-$`\beta `$ plasmas on scales smaller than the collisional mean free path: i.e., when $`\beta 1`$, the damping time of slow modes with $`\lambda _{}<\lambda _{\mathrm{thermal}}`$ is $`\lambda _{}/c_\mathrm{s}`$, comparable to the linear wave period. The reason that turbulent slow-mode eddies can persist on parallel scales $`<\lambda _{\mathrm{thermal}}`$ when $`\beta c_\mathrm{s}^2/v_\mathrm{A}^21`$ is that the cascade of slow mode eddies is controlled by the Alfvén modes, and the cascade time $`\lambda _{}/v_\mathrm{A}`$ is much less than the linear slow-wave damping time (Lithwick & Goldreich 2001).

### 2.3 Phenomenological estimate of $`D_p`$

Since only that part of the turbulence with $`\lambda _{}\lambda _{\mathrm{mfp}}`$ is considered, and since the momentum diffusion associated with small-scale waves is ignored, the time derivative of a particle’s momentum induced by the large-scale velocity $`𝐮`$ is given by (Ptuskin 1988)

$$\frac{dp}{dt}=\frac{u}{3}p.$$
(16)
For $`\beta 1`$, the rms velocity divergence of slow-mode eddies of width $`\lambda _{}`$ satisfies (Lithwick & Goldreich 2001)

$$|𝐮|_\lambda _{}^2^{1/2}\frac{u_\lambda _{}}{\lambda _{}}.$$
(17)
The rms contribution to $`dp/dt`$ from eddies of length $`\lambda _{}`$ is thus

$$\left(\frac{dp}{dt}\right)_\lambda _{}\frac{pv_\mathrm{A}}{3\sqrt{\lambda _{}l}}.$$
(18)
If a particle interacts coherently with an eddy of length $`\lambda _{}`$ for a time $`\mathrm{}t`$, it incurs a random momentum increment of rms magnitude $`\mathrm{}p(dp/dt)\mathrm{}t`$. The contribution to $`D_p`$ from eddies of size $`\lambda _{}`$ is $`(\mathrm{}p)^2/\mathrm{}t`$. When $`d_{\mathrm{min}}v_\mathrm{A}D_{}lv_\mathrm{A}`$, particles are confined within eddies with $`\lambda _{}>D_{}/v_\mathrm{A}`$ throughout the time $`\lambda _{}/v_\mathrm{A}`$ required for the eddies to be randomized in the turbulent flow. For such eddies, $`\mathrm{}t\lambda _{}/v_\mathrm{A}`$. Each eddy size between $`D_{}/v_\mathrm{A}`$ and $`l`$ makes a contribution to $`D_p`$ of $`p^2v_A/(9l)`$. The contribution to $`D_p`$ from all such eddies is

$$D_p\frac{p^2v_\mathrm{A}}{9l}\mathrm{ln}\left(\frac{lv_\mathrm{A}}{D_{}}\right)\text{ for }d_{\mathrm{min}}(D_{}/v_\mathrm{A})l\text{,}$$
(19)
in approximate agreement with equation (30) below. The contribution to $`D_p`$ from eddies with $`\lambda _{}<D_{}/v_\mathrm{A}`$ can be neglected. 222If slow-mode eddies were oscillatory, as opposed to repeatedly randomized, then eddies larger than $`D_{}/v_\mathrm{A}`$ would contribute less to $`D_p`$ than eddies of length $`D_{}/v_\mathrm{A}`$, and the logarithmic term would disappear from equation (19). However, although $`𝐮`$ is oscillatory within any infinitesimal fluid element (since the density does not change secularly in time), the average value of $`𝐮`$ over the volume of a slow-mode eddy is randomized in the time $`\lambda _{}/v_\mathrm{A}`$ since the eddy is completely shredded and mixed with its neighbors in a time $`\lambda _{}/v_\mathrm{A}`$ by Alfvén modes. In addition, an energetic particle moves from one fluid element within an eddy of length $`\lambda _{}`$ to a new fluid element that is chosen randomly from the surrounding eddy-volume of width $`\lambda _{}`$ and length $`\lambda _{}`$ in a time $`\lambda _{}/v_\mathrm{A}`$ due to cross-field diffusion and the turbulent mixing of fluid elements by Alfvén modes.

### 2.4 Derivation of $`D_p`$ in the quasilinear approximation.

Particle acceleration by slow-mode eddies on scales $`l`$ is now treated analytically for $`\beta 1`$. A scale $`l^{}`$ is introduced with $`\lambda _{\mathrm{mfp}}l^{}l`$, and an approximation is made in which eddies with $`l^{}<\lambda _{}<l`$ are replaced with a uniform magnetic field $`B_l\widehat{𝐳}`$, so that $`𝐁_{\mathrm{local}}`$ is everywhere approximately along $`\widehat{𝐳}`$. In terms of the Fourier transform of the velocity $`𝐮(𝐤,t)`$, and in accord with equations (12) and (13), the spectrum of the (homogeneous) turbulence is taken to be (Goldreich & Sridhar 1995, Lithwick & Goldreich 2001, Cho & Lazarian 2002)

$$𝐮(𝐤_1,t_1)𝐮(𝐤_2,t_2)=P(𝐤_1)e^{\gamma _k|t_1t_2|}\delta (𝐤_1+𝐤_2),$$
(20)
with

$$P(𝐤)=\frac{v_\mathrm{A}^2}{6\pi }l^{1/3}k_{}^{10/3}g\left(\frac{k_zl^{1/3}}{k_{}^{2/3}}\right)$$
(21)
for $`(l^{})^1<k_{}<d_{}^1`$ \[$`P(𝐤)=0`$ otherwise\],

$$g(x)=e^{|x|},$$
(22)
and

$$\gamma _k=k_{}^{2/3}l^{1/3}v_\mathrm{A}\frac{v_\mathrm{A}}{\lambda _{}},$$
(23)
where $`k_{}=\sqrt{k_x^2+k_y^2}`$. Given equation (17), it is assumed that

$$𝐤_1𝐮(𝐤_1,t_1)𝐤_2𝐮(𝐤_2,t_2)$$

$$=k_{1z}^2P(𝐤_1)e^{\gamma _{k1}|t_1t_2|}\delta (𝐤_1+𝐤_2).$$
(24)
For $`𝐁_{\mathrm{local}}\widehat{𝐳}`$, equation (5) becomes

$$\frac{f}{t}+𝐮f=D_{}\frac{^2f}{z^2}+(𝐮)\frac{p}{3}\frac{f}{p}.$$
(25)
The distribution function is written as the sum of two parts,

$$f=f_0+f_1,$$
(26)
where $`f_0=f`$, $`f_1=ff`$, and angled brackets denote an average over an ensemble of realizations of the turbulence. For simplicity, it is assumed that $`u=0`$ and $`f_0=0.`$ The ensemble average of equation (25) is then

$$\frac{f_0}{t}=𝐮f_1+(𝐮)\frac{p}{3}\frac{f_1}{p}.$$
(27)
Subtracting equation (27) from equation (25) yields

$$\frac{f_1}{t}D_{}\frac{^2f_1}{z^2}=\frac{(𝐮)p}{3}\frac{f_0}{p},$$
(28)
in which products of fluctuating quantities have been neglected. Such products are small compared to $`|f_1/t|`$ since the slow-mode velocity is almost along $`z`$, $`uv_\mathrm{A}`$ for eddies on scales $`l`$, and $`|f_1/t|v_\mathrm{A}|f_1/z|`$. Upon solving for $`f_1`$ and substituting into equation (27), one recovers equation (6) with

$$D_p=\frac{p^2}{9}d^3k_0^{\mathrm{}}𝑑\tau k_z^2P(𝐤)e^{(\gamma _k+k_z^2D_{})\tau }.$$
(29)
When $`d_{\mathrm{min}}(D_{}/v_\mathrm{A})l_{}^{}`$,

$$D_p=\frac{2p^2v_\mathrm{A}}{9l}\left[\mathrm{ln}\left(\frac{l_{}^{}v_\mathrm{A}}{D_{}}\right)+2\gamma 3\right],$$
(30)
where $`\gamma 0.577`$ is Euler’s constant. An estimate of the contribution to $`D_p`$ from all eddies, including those with $`l_{}^{}<\lambda _{}<l`$, is obtained by taking $`l_{}^{}l`$ in equation (30).

## 3 Time-dependent energy spectrum of accelerated particles assuming an energy-independent escape time and no Coulomb losses

In this section, the energy spectrum of accelerated particles is presented for $`p>p_0`$, where $`p_0`$ corresponds to a particle velocity of a few times $`v_\mathrm{A}`$. Coulomb collisions are neglected, and particle escape from the acceleration region is modeled in an ad hoc fashion by adding a loss term to the right-hand side of equation (6),

$$\frac{f}{t}=\frac{1}{p^2}\frac{}{p}\left(p^2D_p\frac{f}{p}\right)\frac{f}{\tau _{\mathrm{esc}}},$$
(31)
where the escape time $`\tau _{\mathrm{esc}}`$ is assumed to be momentum-independent. In equation (31) and throughout this section, the subscript on $`f_0`$ will be dropped, with the understanding that $`f`$ now refers to the distribution function obtained after averaging over the turbulent fluctuations. Equation (31) is solved for $`pp_0`$ and $`t0`$ subject to the boundary conditions

$`f(p=p_0,t0)`$ $`=`$ $`A\text{ with }A\text{ constant,}`$ (32)
$`f(p>p_0,t=0)`$ $`=`$ $`0,\text{ and}`$ (33)
$`f(p\mathrm{},t0)`$ $``$ $`0.`$ (34)
Equation (32) would apply, at least approximately, if Coulomb collisions kept the distribution at low energies fixed and only a small minority of the particles were accelerated. It is assumed that

$$D_p=\frac{p^2}{\tau _{\mathrm{acc}}},$$
(35)
with $`\tau _{\mathrm{acc}}`$ independent of $`p`$. From equation (30) it can be seen that $`\tau _{\mathrm{acc}}`$ for acceleration by slow-mode eddies in compressible MHD turbulence is of order $`l/v_\mathrm{A}`$ and independent of $`p`$ and particle species, aside from a possible weak momentum and species dependence arising from the $`\mathrm{ln}(l_{}^{}v_\mathrm{A}/D_{})`$ term. The solution to equations (31) through (34) is (Kardashev 1962, Schlickeiser 2002)333 See also Parker (1957), Ramaty (1979), Schlickeiser (1984), Ball et al (1992), and Park & Petrosian (1995).

$$f=\frac{A}{2}\left(\frac{p}{p_0}\right)^{(3+\sqrt{9+4\chi })/2}\left[1+\mathrm{erf}\left(\frac{\mathrm{ln}(p/p_0)+\tau \sqrt{9+4\chi }}{2\sqrt{\tau }}\right)\right]$$

$$+\frac{A}{2}\left(\frac{p}{p_0}\right)^{(3+\sqrt{9+4\chi })/2}\left[1\mathrm{erf}\left(\frac{\mathrm{ln}(p/p_0)+\tau \sqrt{9+4\chi }}{2\sqrt{\tau }}\right)\right],$$
(36)
where

$$\tau \frac{t}{\tau _{\mathrm{acc}}},$$
(37)
$$\chi =\frac{\tau _{\mathrm{acc}}}{\tau _{\mathrm{esc}}},$$
(38)
and

$$\mathrm{erf}(x)=\frac{2}{\sqrt{\pi }}_0^xe^{y^2}𝑑y$$
(39)
is the error function.

The solution in equation (36) is illustrated in figure 1 for $`\chi =4`$. The solid line corresponds to $`\tau =0.1`$, the dotted line to $`\tau =0.5`$, and the dashed line to $`\tau =2`$. Roughly speaking, $`f`$ approaches the power law $`A(p/p_0)^{(3+\sqrt{9+4\chi })/2}`$ for $`p=p_0`$ up to $`p=p_{\mathrm{max}}p_0e^{\tau \sqrt{9+4\chi }}`$, with $`f`$ dropping off sharply for $`p>p_{\mathrm{max}}`$. The width of the cutoff in $`\mathrm{ln}(p/p_0)`$-space increases like $`\sqrt{\tau }`$. For the case $`\chi =4`$ plotted in figure 1, $`fp^4`$ for $`pp_{\mathrm{max}}=p_0e^{5\tau }`$. When $`\tau _{\mathrm{acc}}\tau _{\mathrm{esc}}`$, $`p_{\mathrm{max}}e^{2t/\sqrt{\tau _{\mathrm{acc}}\tau _{\mathrm{esc}}}}`$, and the de-facto time scale for particle acceleration is $`\sqrt{\tau _{\mathrm{esc}}\tau _{\mathrm{acc}}}`$. This time scale is short for small $`\tau _{\mathrm{esc}}`$ because the only particles to reach high energies when $`\tau _{\mathrm{esc}}\tau _{\mathrm{acc}}`$ are a small fraction that happen to be accelerated much more rapidly than average.

The energy spectrum $`N(E)`$ is the number of accelerated particles per unit energy. In the non-relativistic limit, it is given by

$$N(E)=4\pi mpf(p)|\begin{array}{c}\\ _{p=\sqrt{2mE}}\hfill \end{array},$$
(40)
where $`m`$ is the particle mass. In the non-relativistic limit, $`N(E)`$ approaches the power law $`E^q`$ for $`E<p_{\mathrm{max}}^2/2m`$, with $`q=(1+\sqrt{9+4\chi })/4`$; equivalently, a specified power law $`N(E)E^q`$ corresponds to $`\chi =4q^22q2`$. In the ultra-relativistic limit, $`N(E)`$ approaches the power law $`E^q`$ for $`E<p_{\mathrm{max}}c`$, with $`q=(1+\sqrt{9+4\chi })/4`$; equivalently, for a specified $`q`$, $`\chi =4q^2+2q2`$. If escape is neglected, then $`\chi =0`$; this corresponds to $`q=1`$ in the non-relativistic limit and $`q=1/2`$ in the ultra-relativistic limit.

## 4 Steady-state energy spectrum of accelerated electrons with Coulomb losses and an energy-independent escape time

In the presence of Coulomb losses, steady electron injection at energy $`E_0`$, and an energy-independent escape time $`\tau _{\mathrm{esc}}`$, the energy spectrum of superthermal electrons $`N(E)`$ satisfies the Fokker-Planck equation (Park & Petrosian 1995)

$$\frac{N}{t}=\frac{^2}{E^2}\left(D_EN\right)\frac{}{E}\left(A_EN\right)\frac{N}{\tau _{\mathrm{esc}}}+S\delta (EE_0)\mathrm{\Theta }(t),$$
(41)
where in the non-relativistic limit

$$D_E=\frac{p^2D_p}{m_e^2},$$
(42)
$$A_E=\frac{m_e}{p^2}\frac{d}{dp}\left(pD_E\right)\frac{\alpha _cm_e^2c^3}{p},$$
(43)
$$\alpha _c=6\times 10^3\left(\frac{n}{10^{10}\text{ cm}^3}\right)\text{ s}^1,$$
(44)
$`n`$ is the electron density, $`S`$ is a constant, and $`\mathrm{\Theta }(t)`$ is the Heavyside function. Assuming

$$D_p=\frac{p^2}{\tau _{\mathrm{acc}}},$$
(45)
with $`\tau _{\mathrm{acc}}`$ independent of $`p`$, the steady-state ($`t\mathrm{}`$) solution to equation (41) for $`E>E_0`$ is \[Park & Petrosian 1995, equation (71)\]444Equation (46) of this paper follows from the results of Park & Petrosian (1995) upon noting two minor typos in that paper. In particular, the second line of equation (67) of that paper should read $`\delta _\pm =[(a+1)/2]\pm \mu `$, while the second half of equation (68) of that paper should read $`\lambda _0=[(a+1)/2]^2+\theta `$ (Petrosian 2003). The correct versions of the equations were given by Park (1995).

$$N(E)=c_1x^{3\stackrel{~}{\gamma }/2}M(\stackrel{~}{a},\stackrel{~}{b},|\beta |x^{3/2}),$$
(46)
where $`c_1`$ is a constant,

$$x=\frac{E}{m_ec^2},$$
(47)
$$\stackrel{~}{a}=\frac{1}{2}+\frac{\sqrt{9+4\chi }}{6},$$
(48)
$$\stackrel{~}{b}=1+\frac{\sqrt{9+4\chi }}{3},$$
(49)
$$\stackrel{~}{\gamma }=\frac{1}{6}\frac{\sqrt{9+4\chi }}{6},$$
(50)
and

$$\beta =\frac{\alpha _c\tau _{\mathrm{acc}}}{6\sqrt{2}}.$$
(51)
Equation (46) is illustrated in figure 2 for the parameters $`E_0=0.002\text{ }m_e\text{c}^2`$, $`n=2\times 10^9\text{ cm}^3`$, $`\chi =10`$, and $`\tau _{\mathrm{acc}}=5`$ s. For $`x\beta ^{2/3}`$, Coulomb losses become unimportant, and the spectrum obtains the same steady-state power law as in section 3. For $`x\beta ^{2/3}`$, Coulomb losses cause the spectrum to steepen relative to its high-energy power law (Hamilton & Petrosian 1992).

## 5 Application to electron acceleration in solar flares

In this section it is shown that the acceleration mechanism discussed in this paper is probably not responsible for electron acceleration in solar flares in the 10-100 keV range. On the other hand, the predicted energy spectrum is roughly consistent with the energy spectra of electrons in the 100-5000 keV range, although it is not clear that $`D_{}lv_\mathrm{A}`$ for such particles.

A simple and fairly standard flare model is considered, as depicted in figure 3, with features drawn from the works of, e.g., Sturrock (1966), LaRosa et al (1994), Tsuneta (1996), Miller et al (1996), Tsuneta et al (1997), Miller et al (1997), and Aschwanden (2002). The flare arises from reconnection between open magnetic field lines above a pair of footpoints. The reconnection layer is assumed to be Petschek-like, so that the reconnection rate is sufficiently fast. Most of the magnetic energy is released outside (downstream) of the reconnection layer, where the magnetic tension associated with newly reconnected field lines accelerates plasma away from the reconnection site in a “sling-shot” action. It is assumed that turbulence is generated in this magnetized outflow with rms velocity $`v_\mathrm{A}`$, and that the turbulence is similar to strong homogeneous MHD turbulence (section 2.2). Electrons accelerated by the turbulence stream towards the solar surface, evaporating chromospheric plasma and emitting hard bremsstrahlung x-rays at the pair of footpoints that anchor the magnetic flux tube occupied by the energetic electrons. The evaporated chromospheric plasma rises, filling a magnetic-flux-tube loop with hot relatively dense plasma that emits soft x-rays. As additional field lines reconnect, the hard x-ray footpoints move progressively outward and the top of the soft-x-ray loop rises. Time-of-flight measurements typically place the electron acceleration region well above the tops of the soft x-ray loops and also above the hard x-ray emission that has been observed above the soft x-ray loops in a number of flares (Aschwanden 2002).

The electron energy spectrum varies between flares and between the footpoints and above-the-looptop regions. If $`N(E)`$ is taken to be a power-law $`E^q`$ in the 10-100 keV range, then a typical value of $`q`$ is 4, although values between $`1.5`$ and $`10`$ have been observed (Alexander & Metcalf 1997, Miller et al 1997, Petrosian 2002). Above $`100`$ keV, the electron spectrum flattens, with values of $`q`$ in the range $`2.02.7`$ for the three flares modeled by Kundu et al (2001). Time-of-flight measurements indicate that the electron acceleration time is very short. For the flare of December 15, 1991, 1932 UT, Aschwanden (2002) found that the time to energize electrons to 511 keV is $`0.36`$ s; Aschwanden (2002) pointed out that even the $`0.18`$ s acceleration time to 511 keV found by Miller et al (1996) is too long to be consistent with the energy-dependent arrival times of electrons at the hard-x-ray footpoints in this flare.

The start frequencies of bi-directional and type III radio bursts indicate that the electron density in the acceleration region is in the range $`n_e=0.610\times 10^9\text{ cm}^3`$ (Aschwanden & Benz 1997). Models of the gyrosynchrotron emission suggest that the magnetic field strength at the tops of flaring loops is $`300`$ G (Kundu et al 2001). The magnetic field in the acceleration region is probably somewhat smaller. For typical parameters, it is assumed that $`n_e=2\times 10^9\text{ cm}^3`$ and $`B=200`$ G in the acceleration region, yielding $`v_\mathrm{A}10^4`$ km/s. It is assumed that the outer scale of the turbulence is $`l=5000`$ km, and that the region of greatest turbulence intensity is of size $`l`$.

It has been hypothesized that microturbulence in the acceleration region, e.g., whistler turbulence, causes $`\lambda _{\mathrm{mfp}}`$ for energetic electrons to be much shorter than the Coulomb mean free path (Miller et al 1997). If $`D_{}lv_\mathrm{A}`$ as assumed in this paper, then the time for particles to diffuse out of the region of strongest turbulence, $`l^2/D_{}`$, is much longer than the acceleration time, $`\tau _{\mathrm{acc}}l/v_\mathrm{A}`$. On the other hand, the plasma undergoes a bulk flow at speed $`v_\mathrm{A}`$ away from the reconnection site that advects electrons out of the region of strongest turbulence on a time scale $`l/v_\mathrm{A}`$. For particles with $`D_{}lv_\mathrm{A}`$, transport out of the turbulent region is dominated by this advection, and the escape time $`\tau _{\mathrm{esc}}`$ is then $`l/v_\mathrm{A}0.5`$ s, independent of electron energy (Blackman 2003). If $`d_{\mathrm{min}}v_\mathrm{A}D_{}lv_\mathrm{A}`$, then particle acceleration by slow-modes is approximately described by equation (30). Taking $`l_{}^{}l`$ in equation (30) and $`D_{}=lv_\mathrm{A}/10`$, one finds that $`\tau _{\mathrm{acc}}=p^2/D_p10l/v_\mathrm{A}5`$ s, and $`\chi =\tau _{\mathrm{acc}}/\tau _{\mathrm{esc}}=10`$.

Coulomb losses are the dominant energy losses for electrons in solar flares with $`E<100`$ keV (Hamilton & Petrosian 1992). If escape is modeled with an ad-hoc loss term as in equation (41), then the energy spectrum of electrons accelerated by slow modes approaches the form depicted in figure 2. For energies above a few keV, Coulomb losses can be neglected and $`N(E)E^q`$, with $`q=2`$. Such a spectrum is significantly harder than typical solar-flare spectra in the 10-100 keV range, as discussed above. For energies above a few keV, the time dependent spectrum behaves approximately as in section 3, with $`N(E)E^2`$ for $`E<E_{\mathrm{max}}`$, with $`E_{\mathrm{max}}=p_{\mathrm{max}}^2/2me^{(2\mathrm{t}/\tau _{\mathrm{acc}})\sqrt{9+4\chi }}=e^{14\mathrm{t}/\tau _{\mathrm{acc}}}`$. The time required for $`E_{\mathrm{max}}`$ to increase from 5 keV to 500 keV is then $`0.3\tau _{\mathrm{acc}}1.5`$ s. This time is more than a factor of 10 larger than the energization time implied by time-of-flight measurements for the flare of December 15, 1991, 1932 UT (Aschwanden 2002). The inability of the acceleration mechanism described in this paper to explain the observed steep electron spectra and short acceleration times makes it an unlikely explanation for electron acceleration in solar flares in the 10-100 keV range.

The predicted spectra are roughly consistent with the energy spectra of electrons in the 100-5000 keV range inferred from microwave gyrosynchrotron emission (Kundu et al 2001). The electrons responsible for this emission may have considerably longer acceleration times than the electrons involved in x-ray bursts. The acceleration mechanism discussed in this paper could explain these high-energy electrons, but only if $`D_{}lv_\mathrm{A}`$ for electrons in this energy range.

## 6 Summary

The momentum diffusion coefficient $`D_p`$ arising from slow modes in strong compressible anisotropic MHD turbulence is calculated for the case that the rms turbulent velocity is $`v_\mathrm{A}`$, pitch-angle scattering of energetic particles is very efficient ($`d_{\mathrm{min}}v_\mathrm{A}D_{}lv_\mathrm{A}`$), the energetic particle speed $`v`$ is $`v_\mathrm{A}`$, and $`\beta 1`$. It is found that

$$D_p\frac{2p^2v_\mathrm{A}}{9l}\left[\mathrm{ln}\left(\frac{lv_\mathrm{A}}{D_{}}\right)+2\gamma 3\right],\text{ for }v_\mathrm{A}d_{\mathrm{min}}D_{}v_\mathrm{A}l\text{,}$$
(52)
where $`\gamma 0.577`$ is Euler’s constant. Aside from a possible weak momentum dependence associated with the $`\mathrm{ln}(lv_\mathrm{A}/D_{})`$ term, $`D_pp^2`$, implying that the acceleration time $`\tau _{\mathrm{acc}}=p^2/D_p`$ is independent of $`p`$. In addition, $`\tau _{\mathrm{acc}}`$ is of order $`l/v_\mathrm{A}`$ and approximately independent of particle species.

Slow modes in the $`D_{}lv_\mathrm{A}`$-limit are an unlikely explanation for electron acceleration in solar flares to energies of 10-100 keV, because for solar-flare conditions the predicted acceleration times are too long and the predicted energy spectra are too hard. The acceleration mechanism discussed in this paper could in principle explain the relatively hard spectra of gyrosynchrotron-emitting electrons in the 100-5000 keV range, but only if $`D_{}lv_\mathrm{A}`$ for such particles.

I thank Eliot Quataert, Steve Spangler, Torsten Ensslin, Eric Blackman, Ted LaRosa, and Vahe Petrosian for valuable input. I also thank the referee, R. Schlickeiser, for his very helpful comments. This work was supported by NSF grant AST-0098086 and DOE grants DE-FG02-01ER54658 and DE-FC02-01ER54651. Alexander, D., & Metcalf, T. 1997, ApJ, 489, 442 Aschwanden, M. 2002, Sp. Sci. Rev., 101, 1 Aschwanden, M., & Benz, A. 1997, ApJ, 480, 825 Ball, L., Melrose, D., & Norman, C. 1992, ApJ, 398, L65 Berezinskii, V., Bulanov, S., Dogiel, V., Ginzburg, V., & Ptuskin, V. 1990, Astrophysics of Cosmic Rays (New York: Elsevier) Bhattacharjee, A., & Ng, C. S. 2000, ApJ, submitted Blackman, E. 2003, private communication Bykov, A., & Toptygin, I. 1982, J. Geophys., 50, 221 Bykov, A., & Toptygin, I., 1990, Sov. Phys. JETP, 71, 702 Bykov, A., & Toptygin, I., 1993, Physics Uspekhi, 36, 1020 Chandran, B. 2000, Phys. Rev. Lett., 85, 4656 Chandran, B., & Maron, J. 2003, ApJ, accepted Cho, J., & Lazarian, A. 2002, Phys. Rev. Lett., 88, 245001 Cho, J., & Vishniac, E. 2000, ApJ, 539, 273 Dolginov, A., & Silant’ev, N. 1990, A&A, 236, 519 Ghosh, S., & Goldstein, M. 1997, J. Plasma Phys., 57, 129 Sridhar, S., & Goldreich, P. 1994, ApJ, 432, 612 Goldreich, P., & Sridhar, S. 1995, ApJ, 438, 763 Goldreich, P., & Sridhar, S. 1997, ApJ, 485, 680 Gruzinov, A., & Quataert, E. 1999, ApJ, 520, 849 Hamilton, R., & Petrosian, V. 1992, ApJ, 398, 350 Higdon, J. C. 1984, ApJ, 285, 109 Higdon, J. C. 1986, ApJ, 309, 342 Jokipii, J. R. 1966, ApJ, 146, 480 Kardashev, N. 1962, Sov. Astr., 6, 317 Katz, M., & Stehlik, M. 1991, Astr. Sp. Sci., 183, 259 Kulsrud, R., & Ferrari, A. 1971, Astrophys. Sp. Sci., 12, 302 Kulsrud, R., & Pearce, W. 1969, ApJ, 156, 445 Kundu, M., Nindos, A., White, S., & Grechnev, V. 2001, ApJ, 557, 880 LaRosa, T., Moore, R., & Shore, S. 1994, ApJ, 425, 856 Lithwick, Y., & Goldreich, P. 2001, ApJ, 562, 279 Maron, J., & Goldreich, P. 2001, ApJ, 554, 1175 Matthaeus, W., Oughton, S., & Ghosh, S., Phys. Rev. Lett., 81, 2056 Milano, L., Matthaeus, W., Dmitruk, P., Montgomery, D. C. 2001, Phys. Plasmas, 8, 2673 Miller, J. 1998, Sp. Sci. Rev., 86, 79 Miller, J., Cargill, P., Emslie, A., Homan, G., Dennis, B., LaRosa, T., Winglee, R., Benka, S., & Tsuneta, S. 1997, J. Geophys. Res., 102, 14631 Miller, J., LaRosa, T., & Moore, R. 1996, ApJ, 461, 445 Montgomery, D., & Matthaeus, W. 1995, ApJ, 447, 706 Montgomery, D., & Turner, L. 1981, Phys. Fluids, 24, 825 Oughton, S., Priest, E., & Matthaeus, W. 1994, J. Fluid Mech., 280, 95 Park, B. 1995, Ph.D. thesis, Stanford University Park, B., & Petrosian, V. 1995, ApJ, 446, 699 Parker, E. 1957, Phys. Rev., 107, 830 Petrosian, V. 2002, astro-ph/0207482 Petrosian, V. 2003, private communication Ptuskin, V. 1988, Sov. Astron. Lett., 14, 255 Quataert, E. 1998, ApJ, 500, 978 Ramaty, R. 1979, in Particle Acceleration Mechanisms in Astrophysics, ed. Arons, J., Max, C., McKee, C. (AIP: New York), p. 135 Schlickeiser, R. 1984, A&A, 136, 227 Schlickeiser, R. 2002, Cosmic Ray Astrophysics (Berlin: Springer) Schlickeiser, R., & Miller, J. 1998, ApJ, 492, 352 Shebalin, J. V., Matthaeus, W., & Montgomery, D. 1983, J. Plasma Phys., 29, 525 Skilling, J. 1975, MNRAS, 172, 557 Spangler, S. 1999, ApJ, 522, 879 Stone, J., Ostriker, E., & Gammie, C. 1998, ApJ, 508, L99 Sturrock, P. 1966, Nature, 211, 695 Tsuneta, S. 1996, ApJ, 456, 840 Tsuneta, S., Masuda, S., Kosugi, T., & Sato, J. 1997, ApJ, 478, 787 Yan, H., & Lazarian, A. 2002, Phys. Rev. Lett., 89, 281102


text:
# Observation of McMillan-Rowell like oscillations in underdoped YBCO junctions oriented along the node of the d-wave order parameter

## Abstract

Dynamic resistance spectra of ramp junctions made of underdoped $`YBa_2Cu_3O_y`$ electrodes and Ga-doped YBCO barrier are reported. Series of equidistant peaks were observed in these spectra in junctions oriented along the node direction. Junctions with different barrier thickness $`d_N`$, showed that the distance between adjacent peaks scales inversely with $`d_N`$. The peaks were thus identified as due to McMillan-Rowell like oscillations in the barrier. Analysis of the series of peaks yields an upper limit of about 3.7 meV on the value of the energy gap along the node. We attribute this small gap to the $`is`$ component of the order parameter of underdoped YBCO near the interface of the junctions.

INTRODUCTION

The fine details of the symmetry of the order parameter in the high temperature superconductors (HTS) are still under debate. Determining the exact symmetry could be important for understanding the mechanism of the high $`T_c`$ superconductors. Several experiments show that the dominant component of the order parameter in the HTS materials has a $`d_{x^2y^2}`$-wave symmetry, as summarized in a review article by Tsuei and Kirtley.Tsuei  Other experiments are consistent with the existence of an additional sub-dominant component on the surface of the HTS, of $`is`$ or $`id_{xy}`$ nature.Covington ; Krupke ; Sharoni ; Koren2002 ; KorenJLTP  Tunneling measurements of underdoped junctions show that in addition to the $`d_{x^2y^2}+is`$ gap, a large gap which can be attributed to the pseudogap is also present.DeutscherNature ; Krasnov ; KorenPseudogap  The magnitude of the $`is`$ component in these studies,Covington ; Krupke ; Sharoni ; Koren2002 ; KorenJLTP  was found to be in the range of 1-3 meV as determined from the peak to peak distance in the conductance curves. Recent self-consistent calculations using Bogoliubov-DeGennes type equations, led to a good fit of the data assuming a pure d-wave symmetry in the bulk, and coexisting $`d_{x^2y^2}`$ and $`is`$ order parameters near the interface.Lubimova  The magnitude of the $`is`$ gap resulting from these simulations is 2.6$`\pm 0.1`$ meV. In the present experiment we observed series of geometrical resonances in the dynamic resistance spectra of node junctions. From these series, we find an upper limit of 3.7 meV on the energy of the sub-dominant s-wave component of the gap, which is consistent with the simulations results.

EXPERIMENTAL

The junctions used in the present study are of the same type of ramp junctions used before,KorenPseudogap ; NesherTomasch ; Koren2002 ; KorenJLTP ; NesherSubHarmonic  but instead of the Fe-doped YBCO barrier, we used a Ga-doped YBCO barrier. This was done in order to check if the appearance of the s-wave component depends on the nature of the barrier. In particular, the possible presence of magnetic impurities in the Fe doped barrier, is probably absent when a Ga doped barrier is used. Therefore, observation of a signature of an $`is`$ gap, in both type of junctions, is indicative that magnetic effects in the barrier are not likely to be the source of this gap. Fig. 1 shows the resistivity versus temperature of a blanket $`YBa_2Ga_{0.4}Cu_{2.6}O_y`$ film deposited on (100) $`SrTiO_3`$ (STO) wafer, annealled in-situ under the same annealing conditions as for obtaining YBCO films with $`T_c=60K`$. This barrier material behaves like a Mott insulator (MI) with variable range hopping (VRH) in 3D with lg$`(\rho )T^{1/4}`$ for the whole temperature range. The resistivity value at 2K is of about $`0.6\mathrm{\Omega }cm`$, which is more than an order of magnitude higher than that of $`YBa_2Fe_{0.45}Cu_{2.55}O_y`$ used previously as the barrier layer.NesherSubHarmonic  The geometry of the junction is described schematically in the inset of Fig. 1. All the YBCO and doped YBCO layers are epitaxial with the $`caxis`$ normal to the wafer. The two superconducting YBCO electrodes are coupled in the $`ab`$ plane via a thin barrier layer of the Ga-doped YBCO film.

The multi-step junction preparation process was described before.NesherTomasch  Briefly, we first prepared by laser ablation deposition the base electrode which was composed of a bilayer of STO on YBCO on (100) STO wafer. Patterning of the base electrode was done by photolithography and Ar ion beam milling. The ramps of the junctions were patterned along the node direction of the YBCO film. After a thorough cleaning process, the cover electrode was deposited. This included the barrier layer, a second YBCO film, and an Au layer on top. The cover electrode was then patterned to produce the final junction layout, as well as the four gold pads for each junction. All junctions in the present study had the same 90nm thick YBCO electrodes (base as well as cover), the same lateral width of $`5\mu m`$, and varying barrier thickness. The resistance versus temperature of the junctions was measured using the standard four probe technique, and the dynamic resistance was measured using a standard ac modulation technique.

RESULTS AND DISCUSSION

Fig. 2 shows the measured resistance as a function of temperature of three node junctions with 10.5, 21 and 32 nm thick barriers. The first two junction were annealled in 8 mTorr of flowing oxygen, and the last one in 27 mTorr oxygen flow, respectively. The corresponding normal state resistance of these three junctions is typical of underdoped $`YBa_2Cu_3O_y`$ with $`y6.55`$ for the low oxygen annealled ones and $`y6.85`$ for the richer oxygen junction.Segawa  We note that the higher normal state resistance of the junction with the thinnest barrier is due to its longer leads (a different photolithographic mask pattern was used). One can observe two distinct transitions in the resistance of each junction. In the two oxygen deficient junctions (8 mTorr annealing), the transition temperature $`T_c`$ of the electrodes occurs at approximately 55K, while in the third oxygen rich junction (27 mTorr annealing) the electrodes become superconducting already at 80K. The transitions seen at 40 and 25K in the first two junctions, and at 60K in the third one, result presumably from an apparent proximity effect in the barrier of the different junctions. At low temperatures, the junction with the 10.5nm thick barrier shows a critical current of about 0.5mA at 5K which yields a critical current density of $`1.1\times 10^4A/cm^2`$. The other two junctions with the 21 and 32nm thick barriers are resistive at low temperatures and have resistance values at low bias of about 200 and 2$`\mathrm{\Omega }`$, respectively. In these two cases, the barriers exhibit insulating behavior with the resistance either increasing slightly with decreasing temperature or staying almost constant.

The dynamic resistance spectra of the two oxygen deficient node junctions with 21 and 10.5nm thick barriers are shown in Figs. 3 and 4, respectively. The different behavior at low bias, namely tunneling like in Fig. 3, and critical current and zero bias conductance peak (ZBCP) in Fig. 4, is due to the much higher normal resistance of the first junction ($`R_N(3K)200\mathrm{\Omega }`$). We prepared another node junction with a 32nm thick barrier, but annealled it in a higher oxygen pressure of 27mTorr. This was done in order to avoid a very high $`R_N(5K)`$, and yielded $`R_N(5K)2\mathrm{\Omega }`$ (see Fig. 1). The dynamic resistance spectra of this junction (not shown here) was similar to that of Fig. 3, but with a ZBCP and a more closely spaced series of peaks. In all three junctions, the position of the series of peaks on the voltage axis in the dynamic resistance curves seem to be almost independent of the oxygen content, or the presence of a ZBCP. It was however strongly dependent on the thickness of the barriers. In order to determine the origin of the series of peaks, we plotted the peak voltages versus peak number for each of the three junctions. It is generally nontrivial to associate a peak number to each peak because not all of them are present or have the same intensity. Some of the peaks are missing, some are enhanced while others can also overlap and interfere with one another. Nevertheless, by comparison with data of other node junctions, we could determine the peak numbers properly, and in Fig. 5 we plot the peak voltages of four series versus the peak number including the data of Figs. 3 and 4. Fig. 5 shows that each series of peaks appears with a constant voltage difference between adjacent peaks. Linear fits of the four series yield $`V_n=5.1+10.1n`$ and $`V_n=6+12n`$ for the two junctions in Fig. 4 with the thinnest barrier, $`V_n=1.9+6.5n`$ for the junction in Fig. 3, and $`V_n=1.9+4.5n`$ for the fourth junction with the 32nm thick barrier. The intersects at n=0 (5.1, 6, 1.9 and 1.9 mV) are of the same order of magnitude as the bias voltages of the corresponding first peaks in the series (5, 6, 3.4 and 2.4 mV). Fig. 5 also shows that the adjacent peaks spacing is sensitive to the barrier thickness. Its ratio in the three types of junctions is 10.1-12:6.5:4.5 which is approximately equal to the inverse ratio of the barrier thickness (1/10.5):(1/21):(1/32). Since the superconducting electrodes in all our junctions have the same thickness (90nm), the above result indicates that the series of peaks in the dynamic resistance spectra originate in geometrical resonances in the barrier layer. Next we discussed this result in the context of the nature of the present S/MI/S junctions (MI is Mott insulator with VRH).

It has already been demonstrated in the past that a-axis YBCO/$`PrBa_2Cu_3O_{7\delta }`$/YBCO junctions which are basically S/MI/S junctions as we have here, carry significant critical currents $`I_c`$ at low temperatures even when the barriers are up to 100nm thick.Yoshida  Surprisingly for these kind of junctions, it was found that $`I_c(T)`$ behaves as exp$`[aT^{0.5}]`$ where $`a`$ is a constant, which is exactly the expected behavior for SNS type junctions with a normal metal barrier in the dirty limit. There are many more reports on observations of a long range proximity effect and Andreev reflections in similar type of junctions with insulating VRH barriers.Kabasawa ; Adrian ; Frydman  The puzzling question is why such barrier materials with a resistivity of 0.1-1 $`\mathrm{\Omega }cm`$ which is two to three orders of magnitude higher than $`1m\mathrm{\Omega }cm`$ the maximum resistivity a metal can have, when in contact with a superconductor should behave like normal metals? This is a complicated problem to deal with theoretically, and only sketchy reports on this issue exist.Tanaka  We shall not attempt to speculate here what is the reason for this normal metal like behavior of the VRH barriers in the S/MI/S junctions, but simply take it as given, and use as a first approximation the formulas derived for SNS junctions. We note however, that unlike the previous reports where the HTS electrodes of the S/MI/S junctions were close to optimal doping,Yoshida ; Kabasawa ; Adrian  in our case the underdoped 60K YBCO based junctions yield critical current only for the thinnest 10.5nm barrier. This can perhaps be related to the fact that the present node junctions have a weaker superconductivity coupling and shorter proximity penetration lengths, but detailed investigation of this effect is outside of the scope of the present study. We thus proceed with the treatment of our S/MI/S junctions, along the line used with SNS junctions.

We now discuss four possible types of geometrical resonances in SNS junctions that can lead to similar series of peaks in the dynamic resistance spectra like we observed here. Two are due to sub-gap scattering processes of quasiparticles, and two to above gap processes. The first two involve sub-harmonic resonances, which are caused by multiple Andreev reflections, or DeGennes-Saint James bound states.NesherSubHarmonic ; Andreev ; DGSJboundStates  Both result in series of peaks which are not equally spaced, and therefore are not similar to the presently observed series. Moreover, the junctions in the present study are oriented along the node direction where the d-gap vanishes, and the s-gap is too small to allow us to attribute the peaks at large voltage to sub-gap structures. The second group of scattering processes that leads to above gap series involves Tomasch and McMillan-Rowell oscillations.Tomasch ; MMR  The Tomasch oscillations are due to resonances in the superconducting electrode, and their peak energies are given by

$$eV_n=\sqrt{(2\mathrm{\Delta })^2+[\frac{nhv_{FS}}{2d_S}]^2},$$
(1)
where $`\mathrm{\Delta }`$ is the superconducting gap, $`v_{FS}`$ is the Fermi velocity in the electrodes, $`d_S`$ is the superconducting electrode thickness, and n is the serial number of the peak. Thus the resonances are not equally spaced, but for small energy gap values the deviation from a constant voltage difference between adjacent peaks is quite small, and generally cannot be observed due to experimental error. McMillan-Rowell oscillations (MRO),MMR  are also seen as series of equidistant peaks in the dynamic resistance spectra above the gap, and are caused by geometrical resonances of quasiparticles in the barrier. The voltage difference between adjacent peaks in this series is given by

$$\mathrm{\Delta }V=\frac{hv_{FN}}{4ed_N},$$
(2)
where $`v_{FN}`$ is the Fermi velocity in the barrier, and $`d_N`$ is the barrier thickness. We thus find that both the Tomasch like and McMillan-Rowell like oscillations can yield the linear behavior of the peak voltage versus peak number seen in Fig. 5, provided the node gap is small compared to the adjacent peak spacing. The voltage difference between adjacent peaks however, depends on either the thickness of the superconducting electrode in the Tomasch scenario as seen in Eq. (1), or on the barrier thickness in the MRO case as seen in Eq. (2). Since the thickness of the superconducting base and cover electrodes is the same for all our junctions, and the observed series of peaks depend on the thickness of the barrier as seen in Fig. 5, it seems that these series are due to McMillan-Rowell like oscillations. Compared to the original study of MRO,MMR  the presently observed conductance peaks are much sharper, especially those in Fig. 4. As mentioned above, the linear fits in Fig. 5 show that the ratio of adjacent peaks spacing is approximately equal to the ratio of the inverse thickness of the barriers. It thus follows that scaling with the barrier thickness $`d_N`$ as depicted by Eq. (2), is found here, and the observed resonances are due to McMillan-Rowell like oscillations. We stress that this result is independent of either the barrier strength or the different oxygen content of the junctions. For a normal metal barrier, Eq. (2) would have allow us to determine also the Fermi velocity of quasiparticles in the barrier. In the present case of S/MI/S junctions with SNS like behavior, analysis yields an effective velocity $`v_{FN}=1.2\pm 0.2\times 10^7`$cm/sec, which compares well with a previous result of $`1.5\times 10^7`$ cm/sec measured in the same kind of junction with a Fe-doped YBCO barrier. The later has a much lower resistivity value at low temperatures, of the order of $`1020m\mathrm{\Omega }cm`$, thus being much closer to a normal metal than the present Ga doped YBCO. A-priori the Fermi velocity is not well defined here since there is no Fermi surface at all in isolated VRH materials. When the thin VRH layer however, is in contact with a superconductor like in the present junctions, it is possible that the Fermi surface is recovered, and the Fermi velocity is thus well defined. The fact that similar numbers were obtained for $`v_{FN}`$ of the Fe and Ga doped YBCO barriers which have very different resistivity values, further supports the notion that the S/MI/S junctions have N like features. These $`v_{FN}`$ values of course are only approximate ones. They are quite smaller than the value $`v_F2.5\times 10^7`$ obtained by ARPES along the node direction in differently doped LSCO crystals.Shen  This ARPES study also shows that there is no direct link between the measured Fermi velocity in the cuprates and the size of the resistivity.

Since the McMillan-Rowell like oscillations occur at energies above the gap, the voltage of the first peak in each series constitutes an upper limit on the magnitude of the gap energy. Previously, Nesher and Koren measured McMillan-Rowell oscillations in junctions that were directed along a main crystallographic axis of YBCO where the d-gap is at it’s maximum.NesherSubHarmonic  The first peak in their series appears at 16 mV, which is an upper limit on the value of the dominant d-wave component of the gap in the 55K phase of underdoped YBCO. In the present study, on the contrary, the junctions are aligned along the node direction where the dominant d-wave gap vanishes, and we can thus measure an upper limit on the gap energy of the sub-dominant component. The first peak (knee) in Fig. 3 is found at 3.4 mV, and its voltage in Fig. 4 is 5-6 mV. This yields an upper limit on the value of the s-gap in the range of 3.4-6 meV, which is in reasonable agreement with the measured gap values of 2.5$`\pm `$0.5 meV found previously.Koren2002 ; KorenJLTP  We note however, that if we take the average value of the intercepts of the four straight lines in Fig. 5, we obtain a value of 3.7 mV. This represents a four series average of the voltage of the first peak, which is thus a more reliable upper limit on the energy of the s-gap near the interface.

CONCLUSIONS

The present study shows that the experimental properties of S/MI/S junctions made of underdoped YBCO have several common features with normal SNS junctions. Measurements of dynamic resistance spectra in underdoped YBCO junctions along the node direction, show geometrical resonances in the barrier which behave like McMillan-Rowell oscillations above the gap. From these we find an upper limit of 3.7 meV on the magnitude of the $`is`$ component of the gap near the interface.

Acknowledgments: This research was supported in part by the Israel Science Foundation, the Heinrich Hertz Minerva Center for HTSC, the Karl Stoll Chair in advanced materials, and by the Fund for the Promotion of Research at the Technion.


text:
# Entanglement and Time

## I Introduction

Quantum Mechanics predicts correlated outcomes in space-like separated regions for experiments using two-particle entangled states jb64 . Suppose one of the measurements produces the value $`\rho `$ ($`\rho \{+,\}`$), and the other the value $`\sigma `$ ($`\sigma \{+,\}`$). According to Quantum Mechanics the probability $`Pr(\rho ,\sigma )`$ of getting the joint outcome $`(\rho ,\sigma )`$ depends on the choice of the phase parameters characterizing the paths or channels uniting the source and the detectors; depending on the value of the phases, the quantity $`Pr(\rho ,\rho )`$ oscillates between the situation of perfect correlation ($`Pr(\rho ,\rho )=1`$), and that of perfect anticorrelation ($`Pr(\rho ,\rho )=0`$). Moreover $`Pr(\rho ,\sigma )`$ is completely independent of any time ordering of the events, i.e. in the calculation of $`Pr(\rho ,\sigma )`$ the quantum formalism does not bother about whether the outcome $`\sigma `$ occurs before $`\rho `$, and $`\rho `$ depends on $`\sigma `$, or conversely.

In this article we introduce the conditional probability $`Pr(\sigma |\rho )`$ as the probability that one of the particles produces the value $`\sigma `$ provided the other produces the value $`\rho `$, and establish a correspondence between the different meanings one can attribute to this quantity and the different views about quantum entanglement. We argue that recent experiments demonstrate that the dependence expressed by $`Pr(\sigma |\rho )`$ actually exists but is in principle unobservable and does not correspond to any real time ordering.

## II Nonlocal and nontemporal Quantum Mechanics

To understand the implications of quantum entanglement, it is convenient to consider first the case of experiments with entangled photon pairs and *time-like* separated measurements ptjr94 . Suppose the outcome $`\rho `$ occurs in time before $`\sigma `$. Even if standard Quantum Mechanics does not bother at all about which outcome depends on which one, in the case of *time-like* separated measurements it seems obvious that the measurement occurring before in time $`\rho `$, is independent of that occurring after $`\sigma `$: Indeed, in this situation, from any point of view, the after event $`\sigma `$ does not exist when the before one $`\rho `$ takes place. Moreover one could even arrange that the outcome $`\rho `$ in side 1 of the setup determines classically (through light signals) the phase in side 2 and, thereby, the outcome $`\sigma `$ in side 2. Experiments with time-like separated measurements show that the quantum correlations are compatible with the idea of ordered events, and even with time-ordered ones. In such experiments the correlations reveal the dependence of the later outcome on the first one, and since the events lie time-like separated this dependence can be considered a time-ordered causal link.

Consider now the case of *space-like* measurements. Here there is no compulsory ordering, and in principle two different descriptions are possible:

One can consider that $`\rho `$ depends on $`\sigma `$ and describe things according to the following equation:

$$Pr(\rho ,\sigma )=Pr(\sigma |\rho )\underset{\sigma }{}Pr(\rho ,\sigma )$$
(1)
where the conditional probability $`Pr(\sigma |\rho )`$ expresses the dependence of the outcome $`\sigma `$ on $`\rho `$.

Or one can alternatively consider that $`\rho `$ depends on $`\sigma `$ and the correlations are worked out according to the following equation:

$$Pr(\rho ,\sigma )=Pr(\rho |\sigma )\underset{\rho }{}Pr(\rho ,\sigma )$$
(2)
where the conditional probability $`Pr(\rho |\sigma )`$ expresses the dependence of the outcome $`\rho `$ on $`\sigma `$.

One can hardly deny that the very fact of the correlations reveals a dependence actually existing in the world:“Correlations cry out for explanation” jb64 , two events cannot be correlated if each of them takes place quite at random. Therefore it is astonishing that Quantum Mechanics only speaks about joint probabilities, and says nothing about conditional probabilities expressing the dependence between the outcomes. This silence protects two deep secrets.

The first one is that of Nonlocality, which John Bell unveiled. Quantum mechanics implies that the term $`Pr(\sigma |\rho )`$ (or $`Pr(\rho |\sigma )`$) corresponds to a faster than light link between outcomes. Nonlocality has been tested and did prevail against Einstein local realism (see section III below).

The second secret is Nontemporality, unveiled by recent research. The dependence expressed by the term $`Pr(\sigma |\rho )`$ (or $`Pr(\rho |\sigma )`$), actual though it is, it doesn’t correspond to any real temporal ordering, it doesn’t have any observable counterpart. The correlations arise without the flow of time. Nontemporality has been tested and did prevail against Multisimultaneity (see section V below).

## III Testing nonlocality vs Einstein’s local realism

According to the local view of Relativity one has to exclude any link faster than light and, therefore, any direct connection between space-like separated regions. This means that the dependence expressed by $`Pr(\sigma |\rho )`$ or $`Pr(\rho |\sigma )`$ doess not arise from a direct link between the two measurements, but originate from some common cause in the absolute past of both measurements. Apparently this was the way Einstein thought, and concluded that the quantum mechanical description of the physical reality cannot be considered complete epr .

However John Bell showed that if one only admits relativistic local causality (causal links with $`vc`$), the correlations occurring in two-particle experiments should fulfill clear locality conditions (“Bell’s inequalities”), which by contrast are violated by Quantum Mechanics (Bell’s theorem) jb64 . Bell experiments conducted in the past two decades, in spite of their loopholes, suggest a violation of local causality: statistical correlations are found in space-like separated detections; violation of Bell’s inequalities ensure that these correlations are not pre-determined by some common cause in the past exp . Nature seems to behave nonlocally, and Quantum Mechanics predicts well the observed distributions.

Even if the quantum nonlocality violates Einstein’s view that nothing in nature goes faster than light, it does not lead to any conflict with Relativity on the level of the observations. Effectively, the quantum mechanical formalism ensures that the unobservable “Bell connections” cannot be used to phone faster-than-light eb78 .

## IV Bohm’s theory

If the correlations are not pre-determined, then there must be some direct dependence or connection between two space-like separated events. But what kind of causality does such a direct dependence involve?

Bohm’s theory dbbh  was the first attempt to cast nonlocality into a time-ordered causal scheme. It gives up the relativity of time and uses a unique preferred frame or absolute time, in which one event is caused by some earlier event by means of instantaneous action at a distance. The value occurring later in this preferred frame, say $`\sigma `$ depends on the value $`\rho `$ occurring before. In this sense Bohm’s action at a distance refers to a causal link though not a Lorentz-invariant one. The description makes always the same predictions as Quantum Mechanics. At the observable level no conflict with relativity arises.

However, if one tries to cast nonlocal causality into only one preferred frame it is not more reasonable to connect a “cause” event to an “effect” event in that frame rather than in some other frame. Effectively a single preferred frame (“quantum ether”) is “experimentally indistinguishable” jb64 : The predictions would remain the same if one assumes that the preferred frame is a virtual entity changing from experiment to experiment.

One is tempted to think that Bohm introduces absolute time just because he wishes to justify a causal description, but in the end, an untraceable “quantum ether” is essentially the same as deciding arbitrarily which event depends on which one pe99 . What is more, in the particular case, possible in principle, of both measurements taking place at exactly the same time in the preferred frame, the only way of establishing which event depends on which is by arbitrary decision. Actually, Bohmian Mechanics can be considered a causal description but not a real temporal one, and to date it has not lead to experiments capable of distinguishing it from Quantum Mechanics. Regarding the meaning of the dependence $`Pr(\sigma |\rho )`$, in the end Bohmian Mechanics shares the same view as Quantum Mechanics: The dependence actually exists but it is essentially unobservable; the ordering expressed in $`Pr(\sigma |\rho )`$ does not correspond to any real time ordering.

## V Testing Nontemporality vs Multisimultaneity

As long as one believed (according to Einstein) that there are no space-like influences, the fundamental temporal notion could not be other than proper time along a time-like trajectory. But since Bell experiments did reveal a world consisting in nonlocal connected events, the “reasonable” position in the very spirit of relativity is to assume time-ordered causality, and describe the nonlocal links using lines of simultaneity to distinguish between “before” and “after”.

Indeed, such a description is very well possible in conventional Bell experiments, in which all apparatuses are standing still in a laboratory frame. Since the emission time of the photons is not exactly the same, and the fibers guiding the photons from the source to the measuring devices do not have exactly the same length, according to the clock defined by the laboratory s inertial frame, one of the measurements always takes place before the other, and the particle arriving later can be considered to take account of the outcome of the one arriving before. In fact, this is the way Bell tried to explain things, and, in doing so (i.e. assuming that $`Pr(\sigma |\rho )`$ reflects the the time ordering in the laboratory frame) he came to discover quantum nonlocality jb64 . Orderings with one measurement before and the other after in time are referred to as *before-after* or *after-before* timings. In experiments with all measuring devices at rest, it is possible to explain quantum correlations through time-ordered (nonlocal) causality.

But what about experiments with moving apparatuses in which several relevant frames are involved? In this case, different clocks watch the arrival times, and what is “after” according to the laboratory clock may become “before” according to one moving clock. Then, it is possible to define other time orderings: If each measuring device in its own reference frame is the first to select the output of photons, we have *before-before* timing. If each measuring device in its own reference frame selects the photon output after the other, we have *after-after* timing. Is it also possible to give a time-ordered causal explanation for relativistic experiments using apparatuses in motion?

Recently, an alternative nonlocal description called Multisimultaneity has been proposed, which extends the time-ordered description to experiments with *before-before* and *after-after* timings asvs97 ; as97 ; as00.1 . This description imbeds nonlocality in a real relativistic time ordering by using several relevant frames. The main motivation of such a proposal is to create an experiment allowing us to decide whether nonlocal influences can be measured by means of several real clocks.

Multisimultaneity assumes basically Bohm’s idea of time-ordered nonlocal causality but uses real and well defined inertial frames to describe the causal links: the inertial frames of the measuring devices. The basic assumption of Multisimultaneity is that the decision about the output port by which a photon leaves a choice-device takes account of all the local and nonlocal information available within the inertial frame of this choice-device, at the instant the particle strikes it. The dependence expressed by $`Pr(\sigma |\rho )`$ is tied to an experimentally well defined inertial frame and corresponds to a real time ordering. Within each choice-device’s frame the causal links always follow a well defined chronology, one event never depending on some future event.

As said, in the conventional Bell experiments there is only one relevant frame, and in it one of the choices, say, $`\rho `$ takes place always before the other $`\sigma `$, and the particle arriving later takes account of the decision of that arriving first, just as indicated in equation (1). Therefore, Multisimultaneity bears the same predictions as Quantum Mechanics. In experiments with all devices at rest it is possible to give a causal explanation in which the ordering of the events fits with the time ordering in the laboratory frame.

Consider now experiments in which the choice-devices are in motion in such a way that each of them, in its own reference frame, is first to select the output of the photons (*before-before* timing). Then, each particle’s choice will become independent of the other’s, and according to Multisimultaneity the nonlocal correlations should disappear. By contrast Quantum Mechanics requires that the particles stay nonlocal correlated independently of any timing, even in such a *before-before* situation as00.1 . This means that *before-before* experiments are capable of acting as standard of time-ordered nonlocality (much as Bell’s experiments act as standard of locality): if timing-independent Quantum Mechanics prevails, nonlocality cannot be imbedded in a relativistic chronology; if Quantum Mechanics fails, there is a time ordering behind the nonlocal correlations, and proper time along a time-like trajectory is not the only temporal notion ip98 .

As a matter of fact, the conventional Bell experiments did not test in any way whether or not entanglement depends on the timing of the measurements in relativistic setups. Therefore, also taking nonlocality for granted, it was necessary to make experiments with moving measuring devices.

This means that if one invokes a description assuming the quantum collapse one has to put the detectors in motion, and if one invokes a description without collapse (in the line of Bohm’s theory) the monitored beam splitters. We stress that in case of the beam splitters this frame is unambiguously defined by the velocity corresponding to the Doppler-shift of the reflected photons as00.1 .

Multisimultaneity proposes feasible experiments using moving choice-devices asvs97 ; as97 ; as00.1 , which are of interest in the general context of physical situations involving several observers in relative motion pe01 , specially to the aim of testing the timing-independence of the quantum probabilities. All four possible relativistic timings have been experimentally tested. In February 2000 experiments using moving detectors showed results in agreement with Quantum Mechanics zbgt , i.e. no disappearance of the correlations was observed with *before-before* and *after-after* timing. More recently, acousto-optic modulators have made it possible to perform experiments with moving beam-splitters as00.1 . The results obtained in June 2001 uphold the predictions of Quantum Mechanics too szsg .

## VI Other temporal schemes

We discuss now two other ways of imbedding entanglement in a temporal scheme, which have strong implications for the understanding of causality and involve peculiar experimental conditions.

Ph. Eberhard’s theory uses influences propagating at finite velocity $`V>c`$. Such a theory has been proposed by eb89 . The value of the new constant $`V`$ is not given, but possible experiments are described, which would allow us to establish it providing they prove standard Quantum Mechanics wrong. Since the preferred frame is in principle experimentally distinguishable, it would define a real universal clock and, therefore, the assumed causality is a temporal one. However, the experiments proposed would not be capable of discarding the preferred-frame description: upholding of the quantum mechanical predictions would simply establish a lower bound for the speed $`V`$ of the superluminal influences causing the correlations. As Eberhard himself shows, the influences propagating at a finite speed $`V>c`$ could be used for superluminal communication eb89 . Thus, the belief in a *real* preferred frame, if it is serious, should lead to *real* experiments aiming to demonstrate superluminal signaling ophoc . But we fear the fact that the theory cannot be falsified when tested against Quantum Mechanics is preventing physicists from performing the proposed experiments.

O. Costa de Beauregard sticks to Einstein’s postulate that any causal link has a Lorentz invariant counterpart in the formalism, and proposes to explain entanglement by means of influences propagating along the light-cone but backwards in time (retrocausation): The measurement of one of the particles does not influences directly the other particle but the source through backwards causation co .

In reality backwards causation is the strongest form of the bias that causality is always bond to the flow of time (one could also say the bias that all causal links have to be essentially Lorentz invariant): If one cannot bind causality to the time flowing forwards, one binds it to the time flowing backwards! This view seems to bear a big problem in situations in which the two measurements lie time-like separated, for instance the measurement of photon 2 lies in the future light cone of the measurement of photon 1. Indeed, in this case backwards causation means that an event occurring at time T (the measurement of photon 1) is determined by another event (the measurement of photon 2), which at time T has no existence at all in any possible inertial frame (of the source or other).

As far as such a view does not imply observable effects there is no problem in maintaining it: it is merely another way to say the same as Quantum Mechanics, as it is the case also for Bohm’s theory. Nevertheless Costa de Beauregard pretends that backwards causation should have observable implications in experiments involving psi-subjects enjoying capacities as telepathy. In experiments with entangled particles, such psi-subjects are supposed to be capable of influencing on purpose the probability to get a particular outcome, say +, on one side of the setup, and because entanglement they would also change faster than light the corresponding probability on the other side. This would imply the possibility of signaling faster than light and, therefore, of changing the past. As it seems, there is work in progress to test Costa de Beauregard’s prediction. Additionally to the difficulty of establishing which subjects can be considered to posses psi-capacities, the question is whether the corresponding experiments will be acknowledged as valuable tests beyond the psi-community.

## VII Conclusion

The results of experiments with moving measuring devices mean that the quantum correlations are caused regardless of any relativistic chronology: entangled photons run afoul of the relativity of time, Einstein’s frames have no effect on “spooky action”, even though we cannot use this fact to establish an absolute time.

So what Quantum Mechanics actually implies is that in case of space-like separated measurements the dependence the correlations reveal does not correspond to any real time ordering and, consequently, is not tied to any experimentally distinguishable frame. In spite of the different orderings the equations (1) and (2) bear the same joint probability of getting the outcome $`(\rho ,\sigma )`$, i.e., the measurable quantity $`Pr(\rho ,\sigma )`$ predicted by Quantum Mechanics, which is independent of any ordering and timing. To produce the correlations, nature can choose between the ordering assumed in (1) and that in (2) but its choice has no observable consequence at all, and it is not possible, even in principle, to distinguish which measurement is the independent and which the dependent one. Any observer who would record the temporal sequence of the outcomes in his own frame, and assume that the outcome later in time depends on the earlier one according to one of the rules (1) or (2), would make the same predictions as Quantum Mechanics.

The term $`Pr(\rho ,\sigma )`$ expressing the measurable joint probability of getting a given outcome is perfectly Lorentz-invariant. As for the quantities $`Pr(\sigma |\rho )`$ and $`Pr(\rho |\sigma )`$ expressing the dependence between the events they are certainly not Lorentz invariant but don’t have any measurable counterpart. Quantum entanglement implies causal links which are not Lorentz-invariant. Nevertheless such causal links do not imply any *observable* violation of Lorentz invariance at all.

The influences allowing us to phone between two separated regions follow time-like trajectories, and can consistently be described in terms of “before” and “after” by means of real clocks; Einstein’s world contains only such local causal links. The entanglement bringing about nonlocal correlations is insensible to space and time, and cannot be described in terms of “before” and “after” by means of any set of real clocks. The notion of time makes sense only in Einstein’s world, i.e. along time-like trajectories. Suppose a physicist could act non-locally and would like to bring about Bell-correlations; she or he would first choose one event assigning randomly a value (either $`+`$ or $``$) to it, and subsequently would assign a value depending upon the first, to the second event. Suppose these operations occur without the flow of time; as Quantum Mechanics seems to mean, and the experimental results confirm, this is the way things happen in nature.

In conclusion the experiments testing quantum entanglement rule out the belief that physical causality necessarily relies on observable signals. Quantum entanglement supports the idea that the world is deeper than the visible, and reveals a domain of existence, which cannot be described with the notions of space and time. In the nonlocal quantum realm there is dependence without time, things are going on but the time doesn’t seem to pass here.

## Acknowledgements

I would like to thank Nicolas Gisin, Valerio Scarani, André Stefanov, and Hugo Zbinden for very stimulating discussions, and the Odier Foundation of Psycho-physics and the Léman Foundation for support.