text:
# Searches for New Physics in Photonic Final States at LEP

## 1 Introduction

Photonic final states were produced at LEP via the reactions $`\mathrm{e}^+\mathrm{e}^{}\nu \overline{\nu }\gamma (\gamma )`$ and $`\mathrm{e}^+\mathrm{e}^{}\gamma \gamma (\gamma )`$, leading to two distinct topologies: single- and multi-photon events with missing energy and events with collinear photons (di-photons), respectively. These experimental signatures are also predicted by a wide variety of theories with physics beyond the Standard Model. Single- and multi-photon events can be used in direct searches for new neutral particles, such as graviton production in models with extra dimensions and neutralino and gravitino production processes in supersymmetry. Whereas in the di-photon topology, New Physics can manifest itself through deviations in the measured total and differential cross sections.

Results reviewed here are based on studies of the photonic final states by the four LEP collaborations, ALEPH, DELPHI, L3 and OPAL, using the highest centre-of-mass energy, $`\sqrt{s}`$, and luminosity LEP data samples collected in 1998-2000 at $`\sqrt{s}=189208\mathrm{GeV}`$ with an integrated luminosity of about 650 pb-1 per experiment.

## 2 Single- and Multi-Photon Signatures

### 2.1 Neutrino Production

In the Standard Model of the electroweak interactions the reaction $`\mathrm{e}^+\mathrm{e}^{}\nu \overline{\nu }\gamma (\gamma )`$ proceeds through $`s`$-channel Z exchange and $`t`$-channel W exchange, where the photons are radiated mainly from the incoming electrons and positrons. The distribution of the recoil mass to the photon system, $`M_{rec}`$, is expected to peak around the Z mass in the $`s`$-channel, whereas photons from the $`t`$-channel W exchange are expected to have a relatively flat energy distribution, peaked at low energies. A typical selection (L3) of single- and multi-photon events at LEP requires no charged tracks and the transverse momentum of the photon system, $`P_t^\gamma `$, greater than $`0.02\sqrt{s}`$. The purity of the selected $`\nu \overline{\nu }\gamma (\gamma )`$ sample is 99% and the selection efficiency is estimated to be about 71% l3sg .

The expected total and differential cross sections depend on the number of light neutrino families, $`N_\nu `$. The $`M_{rec}`$ spectrum of the single- and multi-photon events selected by the L3 experiment is shown in Figure 1 together with the expectations for $`N_\nu =2,3`$ and 4. To determine $`N_\nu `$ a maximum likelihood fit is performed to the two-dimensional distribution of $`M_{rec}`$ vs. $`|\mathrm{cos}\theta _\gamma |`$. Including lower energy data, $`N_\nu `$ is determined to be l3sg

$$N_\nu =2.98\pm 0.05(stat)\pm 0.04(syst).$$

This result is more precise than the present world average of measurements relying on the single-photon method hagiwara . ALEPH alephsg  and DELPHI delphisg  have performed similar measurements of $`N_\nu `$, which are also consistent with the Standard Model value of $`N_\nu =3`$.

### 2.2 Searches for Extra Dimensions

Models with large extra dimensions qgrav1  predict a gravity scale, $`M_D`$, as low as the electroweak scale, naturally solving the hierarchy problem. Gravitons, G, are then produced in $`\mathrm{e}^+\mathrm{e}^{}`$ collisions through the process $`\mathrm{e}^+\mathrm{e}^{}\gamma `$G, and escape detection, leading to a single-photon signature.

All LEP experiments have performed searches for this reaction using selected samples of single-photon events. Since the photon energy spectrum from the graviton production is expected to be soft, the L3 experiment has also extended its standard single-photon selection to accept photons with $`P_t^\gamma `$ as low as 0.008$`\sqrt{s}`$ l3sg . In the low $`P_t^\gamma `$ region the Standard Model background is increased due to the reaction $`\mathrm{e}^+\mathrm{e}^{}\mathrm{e}^+\mathrm{e}^{}\gamma (\gamma )`$, where both electrons have a very low polar angle and cannot be detected. However, this effect is compensated by a significant increase in the accepted signal cross section. Effects of extra dimensions on the L3 photon energy spectrum are shown in Figure 2.

A good agreement with the Standard Model expectation is observed and limits on the parameter $`M_D`$ are derived from a fit to the photon energy and polar angle distributions. Recent limits obtained at LEP are detailed in Table 1. These are the best current collider limits for the number of extra dimensions below 6.

The presence of the brane in theories with extra dimensions creates additional degrees of freedom. Brane fluctuations in the extra-space directions would then manifest themselves as new stable particles, called “branons”, $`\pi _{Br}`$ morat\_bran . If the brane tension is below the gravity scale, branons can be detected at LEP via the reaction $`\mathrm{e}^+\mathrm{e}^{}\pi _{Br}\pi _{Br}\gamma `$, leading to a single-photon signature. The signal properties are similar to those of the graviton production process. L3 has limited branon masses to be above 103 GeV for a scenario with small brane tensions. Alternatively, under the assumption of light branon masses, brane tensions below 206 GeV are excluded l3bran .

### 2.3 Searches for SUSY

Single- and multi-photon events can be also produced by a variety of processes predicted in different models with supersymmetry (SUSY) kane . These processes involve production and decays of neutralinos and gravitinos. No evidence for such models is observed and corresponding limits on SUSY parameters are given in References l3sg ; alephsg ; delphisg . Combined searches are also performed by the LEP SUSY Working group lepsusy .

In particular, a search for pair-production of neutralinos, each decaying into a photon and a gravitino, is motivated by an interpretation ln96  of the rare ee$`\gamma \gamma `$ event observed by CDF cdfevent . This reaction, $`\mathrm{e}^+\mathrm{e}^{}\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_1^0\stackrel{~}{\mathrm{G}}\gamma \stackrel{~}{\mathrm{G}}\gamma `$, is predicted by models with gauge-mediated SUSY breaking when the lightest and next-to-lightest supersymmetric particles are gravitino, $`\stackrel{~}{\mathrm{G}}`$, and neutralino, $`\stackrel{~}{\chi }_1^0`$, respectively. The experimental signature of this process is very clean, involving events with two energetic acoplanar photons. No anomalous production of such events has been observed, and Figure 3 shows the region excluded by LEP in the $`m_{\stackrel{~}{\chi }_1^0}`$ vs. $`m_{\stackrel{~}{\mathrm{e}}}`$ plane, where $`m_{\stackrel{~}{\chi }_1^0}`$ and $`m_{\stackrel{~}{\mathrm{e}}}`$ are the neutralino and scalar electron masses. The above interpretation of the rare CDF event is now excluded.

## 3 Collinear Photons

Events with collinear photons are typically selected by requiring two energetic back-to-back photon candidates and no matching charged tracks. The cross section of this process has been measured by all four LEP collaborations alephsg ; delphi2g ; l32g ; opal2g . The individual measurements have been combined by the LEP Di-photon Working Group lep2g . The measured total cross sections normalized to the QED predictions are shown in Figure 4. To search for possible signs of new physics a global fit to the measured total and differential cross sections is performed. Good agreement with the Standard Model expectation is observed, and preliminary LEP combined limits have been derived in the context of several New Physics Models, some of which are described below.

The process $`\mathrm{e}^+\mathrm{e}^{}\gamma \gamma (\gamma )`$ has a simple QED description at tree level, and provides a benchmark test of the QED at $`\mathrm{e}^+\mathrm{e}^{}`$ colliders. A simple and convenient way of parameterizing possible deviations from QED is the introduction of the cut-off parameters $`\mathrm{\Lambda }^\pm `$. In a similar way, bounds on the mass scale of $`\mathrm{e}^+\mathrm{e}^{}\gamma \gamma `$ contact interactions can be derived in terms of a parameter $`\mathrm{\Lambda }_7`$. The corresponding 95% C.L. limits are:

$$\mathrm{\Lambda }^+>392\mathrm{GeV},\mathrm{\Lambda }^{}>364\mathrm{GeV},\mathrm{\Lambda }_7>837\mathrm{GeV}.$$

In models with extra dimensions, photon pair production via virtual graviton exchange can interfere with the Standard Model diagrams, leading to modifications of the differential cross section 111 It should be noted here, that searches for manifestations of extra dimensions are performed not only in photonic final states but in many other final state topologies mg\_ja .. Deviations from QED can be then described in terms of a new mass scale, $`M_S`$, and a parameter $`\lambda =\pm 1`$, which gives the sign of the interference. The derived 95% C.L. limits are given by:

$$M_S(\lambda =+1)>933\mathrm{GeV},M_S(\lambda =1)>1010\mathrm{GeV}.$$

## 4 Conclusions and Discussions

Searches for New Physics in photonic states have been performed at LEP using the complete LEP data sample. These include searches for supersymmetry, large extra dimensions and deviations from QED. No evidence of such models is found. Constraints on various New Physics theories are set by the LEP experiments separately and by preliminary LEP combinations. Several search strategies and results have been briefly reviewed in this paper. Individual references should be consulted for details.

The LEP combinations are expected to be finalized in the near future, and an improvement in sensitivity of the LEP combined searches with single- multi-photon events is expected. The L3 experiment has also published the selection results in the form of tables l3sg ; l32g , which can be used to test future models involving photonic final states at LEP.

## 5 Acknowledgements

###### Acknowledgements.

I am very grateful to S. Mele and H. Newman for their invaluable help and guidance in preparing this paper. This work was supported in part by the U.S. Department of Energy Grant No. DE-FG03-92-ER40701.


format: text

text:
# Isotropic-nematic transition in hard-rod fluids: relation between continuous and restricted-orientation models

## I Introduction

Understanding the phase behavior of colloidal suspensions of rodlike particles requires an accurate description of their microscopic properties. Fluids of hard rods may be considered as the simplest systems on which the models incorporating particle orientational degrees of freedom can be tested VL ; F . One of the exact theoretical results dates back to Onsager O  who analyzed the transition from a uniform isotropic phase to an orientationally ordered nematic phase in a fluid of monodisperse hard needles. He realized that the average pairwise (rod-rod) excluded volume is reduced in the nematic phase compared to that in the isotropic phase, and argued that the resulting gain of free volume (and hence translational entropy) compensates the loss of orientation entropy (due to the nematic ordering) at sufficiently high concentrations of rods O . Onsager derived a nonlinear integral equation for the orientation distribution function, a key quantity of the theory, which is constant in the isotropic phase and peaked about the director in the nematic phase. He circumvented the problem of explicitly calculating the nematic orientation distribution function (ODF) by adopting a variational Ansatz, which was numerically checked to be rather accurate later VL .

The generalization of the Onsager model to binary mixtures of rods showed the possibility of strong fractionation LCHDJCP84 ; OLJPC85  and even nematic-nematic demixing at sufficiently high density, driven by a competition between orientation entropy and ideal mixing entropy BKP88 ; VLJPC93 ; RMJCP96 . The functional forms of ODF’s in these studies were either variational Gaussian OLJPC85 ; VLJPC93 , truncated expansions in Legendre polynomials LCHDJCP84 , or numerically determined on an angular grid BKP88  or on a scaled angular grid RMJCP96 . In all these cases the focus was on describing the system with a continuum of orientations.

An alternative approach is to study models with a finite number $`N`$ of allowed orientations while the positions of the centers of mass of the rods remain continuous. The first such model was proposed by Zwanzig Z , with orientations of a rod to be restricted to $`N=3`$ mutually perpendicular directions $`\widehat{𝝎}_i,i=\{1,\mathrm{},N\}`$. Despite its inability to resolve the orientational structure of the one-particle distribution function in any detail, it has been successfully applied to explore wetting phenomena near a single hard wall and in a slit RDEEL2000 , or phase diagrams of polydisperse systems CCSSSJCP2000 ; MRCJCP2003 . The main advantage of such discrete models in comparison with the continuous ones is their computational simplicity. The combination of spatial inhomogeneity and/or polydispersity with a continuum of orientations is rather demanding numerically, and the computational efforts can be reduced significantly by discretizing the orientations CCSSSJCP2000 ; CN92 ; SRJPCM2001 . The hope has, of course, always been that with an increase of the number of allowed orientations one would smoothly approach the continuum limit. Here we show that this is not the case.

The possibility of a continuous interpolation between results for the discrete models on the one hand and Onsager-like solutions on the other has first been questioned by Straley SJCP72  in studies of models with dodecahedral ($`N=6`$) and icosahedral ($`N=10`$) symmetries. He concluded that they do not trend towards the continuum solution due to the single allowed orientation within the typical opening angle ($`\pi /9`$) of the nematic distribution at coexistence. Unfortunately, one cannot proceed the sequence of models with $`N=3,6,10`$ any further, since a larger fully symmetric set of orientations on the unit sphere does not exist. In order to be able to study the effect of discretizing the allowed orientations we give up part of the symmetry of the set, and this allows us to connect continuous and discrete models. We apply our method not only to a one-component system of rods, but also to binary mixtures, which may be considered as the simplest polydisperse systems.

This paper is organized as follows. In Sec. II we derive the grand potential functional for a model with discrete number of allowed rod orientations from the Onsager functional. We calculate bulk equations of state for specific orientational sets, and determine the number of orientations required to resemble the continuous Onsager solution. In Sec. III we apply the method to construct bulk phase diagrams of binary mixtures of thin and thick rods. We demonstrate that their structure can be significantly modified due to orientational discretization. A summary and some discussion of our results will be presented in Sec. IV.

## II Monodisperse rods

Consider a fluid of hard rods of length $`L`$ and diameter $`D`$ ($`LD`$) in a macroscopic volume $`V`$ at temperature $`T`$ and chemical potential $`\mu `$. The “Onsager” grand potential functional $`\mathrm{\Omega }[\rho ]`$ of the one-particle distribution function $`\rho (\widehat{𝝎})`$ can be written, within second virial approximation, as O

$`\beta \mathrm{\Omega }[\rho (\widehat{𝝎})]`$ $`=`$ $`{\displaystyle 𝑑\widehat{𝝎}\rho (\widehat{𝝎})\left(\mathrm{ln}[\rho (\widehat{𝝎})\nu ]1\beta \mu \right)}`$ (1)
$`+{\displaystyle \frac{1}{2}}{\displaystyle 𝑑\widehat{𝝎}𝑑\widehat{𝝎}^{}E(\widehat{𝝎},\widehat{𝝎}^{})\rho (\widehat{𝝎})\rho (\widehat{𝝎}^{})},`$
where $`\beta =(kT)^1`$ is the inverse temperature, $`\nu `$ is the rod’s thermal volume, and $`E(\widehat{𝝎},\widehat{𝝎}^{})`$ is the excluded volume of rods with orientations $`\widehat{𝝎}`$ and $`\widehat{𝝎}^{}`$. The function $`\rho (\widehat{𝝎})`$ is normalized as $`n=𝑑\widehat{𝝎}\rho (\widehat{𝝎})`$, with $`n`$ the bulk number density (which depends on $`\beta \mu `$). The minimum condition $`\delta \mathrm{\Omega }[\rho (\widehat{𝝎})]/\delta \rho (\widehat{𝝎})=0`$ on the functional leads to the nonlinear integral equation

$`\mathrm{ln}[\rho (\widehat{𝝎})\nu ]+{\displaystyle 𝑑\widehat{𝝎}^{}E(\widehat{𝝎},\widehat{𝝎}^{})\rho (\widehat{𝝎}^{})}=\beta \mu ,`$ (2)
to be solved for the equilibrium distribution $`\rho (\widehat{𝝎})`$.

Models with a discrete number $`N`$ of allowed rod orientations can be systematically derived from the continuous model (1) by dividing the unit sphere into solid sectors $`\mathrm{\Delta }\widehat{𝝎}_i,(i=1,\mathrm{},N)`$ around vectors $`\widehat{𝝎}_i`$, and fixing the rod density $`\rho (\widehat{𝝎})=\rho (\widehat{𝝎}_i)`$ within each sector as well as the excluded volume $`E(\widehat{𝝎},\widehat{𝝎}^{})=E(\widehat{𝝎}_i,\widehat{𝝎}_j)`$ for every pair of sectors. The grand potential functional $`\mathrm{\Omega }[\rho _i]`$ of such ”orientationally discretized” fluid with the density $`\rho _i=\rho (\widehat{𝝎}_i)\mathrm{\Delta }\widehat{𝝎}_i`$ and the excluded volumes $`E_{ij}=E(\widehat{𝝎}_i,\widehat{𝝎}_j)`$ is

$`\beta \mathrm{\Omega }[\rho _i]`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{N}{}}}\rho _i\left(\mathrm{ln}[\rho _i\nu ]1\beta \mu \right)+{\displaystyle \frac{1}{2}}{\displaystyle \underset{i,j=1}{\overset{N}{}}}E_{ij}\rho _i\rho _j`$ (3)
$`{\displaystyle \underset{i=1}{\overset{N}{}}}\rho _i\mathrm{ln}\mathrm{\Delta }\widehat{𝝎}_i`$
with normalization $`n=_{i=1}^N\rho _i`$. The last term in Eq. (3) represents the contribution due to the discretization procedure into the grand potential $`\mathrm{\Omega }`$, i.e. the intrinsic difference between continuous and discrete models. For a homogeneous distribution of vectors $`\widehat{𝝎}_i`$ on the unit sphere and $`\mathrm{\Delta }\widehat{𝝎}_i=\mathrm{\Delta }\widehat{𝝎}`$ (i.e. for the models with $`N=3,6`$ and $`10`$ SJCP72 ), it trivially shifts the chemical potential $`\beta \mu _d=\beta \mu +\mathrm{ln}\mathrm{\Delta }\widehat{𝝎}`$, which does not have any consequence for the solutions $`\rho _i`$ at a fixed $`n`$, and for the thermodynamics of the isotropic-nematic transition. However, when $`\mathrm{\Delta }\widehat{𝝎}_i`$ is not the same for all $`i`$, it acts as an external orientational field that tends to favor the larger sectors over the smaller ones. This becomes explicit if we consider the Euler-Lagrange equations that corresponds to the discrete functional (or equivalently the analog of Eqs. (2))

$`\mathrm{ln}[\rho _i\nu ]+{\displaystyle \underset{j=1}{\overset{N}{}}}E_{ij}\rho _j=\beta \mu +\mathrm{ln}\mathrm{\Delta }\widehat{𝝎}_i,`$ (4)
now to be solved for $`\rho _i`$. Note that the equation of state $`p=p(n,T)`$ does not pick up an additional term from discretization,

$`\beta p=n+{\displaystyle \frac{1}{2}}{\displaystyle \underset{j=1}{\overset{N}{}}}E_{ij}\rho _i\rho _j,`$ (5)
but the distributions $`\rho _i`$ to be inserted into it do depend on the discretization.

Further discussion requires a specification of the set of allowed orientations $`\widehat{𝝎}_i,i=1,\mathrm{},N`$ and the associated solid sectors $`\mathrm{\Delta }\widehat{𝝎}_i`$. Unfortunately, it is impossible to completely cover a surface of the unit sphere by equal regular spherical $`M`$-polygons, where $`M`$ indicates the number of polygon’s sides (only $`5`$ Platonic solids exist). But symmetries of the function $`\rho (\widehat{𝝎})`$ can be explicitly included into the set of vectors $`\widehat{𝝎}_i`$ in order to simplify the problem. For the present study we fix the $`\widehat{𝒛}`$ axis of the coordinate system to be parallel to the nematic director $`\widehat{𝒏}`$ and assume uniaxial symmetry of the function $`\rho (\widehat{𝝎})=\rho (\theta )`$, with $`\theta =\mathrm{arccos}(\widehat{𝝎}\widehat{𝒏})`$ the angle between $`\widehat{𝝎}`$ and $`\widehat{𝒏}`$. The azimuthal angle is denoted by $`\varphi `$, and hence we characterize a vector $`\widehat{𝝎}=(\mathrm{sin}\theta \mathrm{cos}\varphi ,\mathrm{sin}\theta \mathrm{sin}\varphi ,\mathrm{cos}\theta )`$ by the angles $`\theta `$ and $`\varphi `$. The “up-down” symmetry of the nematic phase reduces the orientational space to half the upper-hemisphere, i.e. $`\theta [0,\pi /2]`$ and $`\varphi [0,\pi ]`$. As we do not expect any azimuthal symmetry breaking we restrict attention to $`N_\varphi `$ uniformly distributed values for $`\varphi `$ for every allowed $`\theta `$. We have considered a uniform distribution of $`N_\theta `$ polar angles $`\theta [0,\pi /2]`$, i.e.

$`(\theta _k,\varphi _l)=({\displaystyle \frac{\pi (k1)}{2(N_\theta 1)}},{\displaystyle \frac{\pi (l1)}{N_\varphi 1}}),`$
$`k=1,\mathrm{},N_\theta ,l=1,\mathrm{},N_\varphi ,`$ (6)
as well as a uniform distribution of $`N_\theta `$ values of $`\mathrm{cos}\theta [0,1]`$, i.e.

$`(\theta _k,\varphi _l)=(\mathrm{arccos}\left[1{\displaystyle \frac{k1}{N_\theta 1}}\right],{\displaystyle \frac{\pi l1}{N_\varphi 1}}),`$
$`k=1,\mathrm{},N_\theta ,l=1,\mathrm{},N_\varphi `$ (7)
with the conventional definition of $`\mathrm{\Delta }\widehat{𝝎}_i=_{\mathrm{\Omega }_i}\mathrm{sin}\theta d\theta d\varphi `$.

Figure 1 shows the dimensionless pressure $`p^{}=\beta pL^2D`$ as a function of the dimensionless bulk density $`n^{}=nL^2D`$ for the grid (II) with different $`N_\theta `$ and $`N_\varphi =5`$. The plateaux (of the solid lines) correspond to the isotropic-nematic coexistence, obtained by equating pressure and chemical potential in the two phases. For $`N_\theta 9`$ the transition occurs between the isotropic phase ($`I`$) and an (almost) perfectly aligned nematic phase ($`A`$) with the pressure being close to the the ideal gas pressure. Note that such grids correspond to a single $`\theta `$ within the ”Onsager” opening angle, i.e. $`0\theta _1\pi /18<\theta _2`$. As soon as $`0\theta _1<\theta _2\pi /18`$, or $`N_\theta >9`$, the distribution function $`\rho (\theta )`$ at isotropic-nematic coexistence starts to converge to the continuous solution. These results are in full agreement with the previous explanation of Straley SJCP72 . Equations of state for the model (II) are very similar to Fig. 1 but start to resemble Onsager-like distribution function for $`N_\theta >80`$ due to the poor sampling of $`\widehat{𝝎}_i`$ near the nematic director. Equations of state for the Zwanzig ($`N=3`$), dodecahedral ($`N=6`$) and icosahedral ($`N=10`$) models were calculated using the original formulations SJCP72 , and are included for comparison. Our results for $`N_\theta 9`$ seem to converge well to these existing results.

For $`N_\theta >20`$ the pressure of the high-density nematic phase clearly demonstrates a linear dependence on the bulk density, i.e. $`\beta p(n)n`$. With increasing $`N_\theta `$ it gradually approaches a limiting scaling behavior $`\beta p(n)=3n`$, established for the continuous Onsager solution by means of a scaling argument RMEL96 .

The discretization of the rod’s allowed orientations shows the existence of an ”artificial transition” from a less-ordered nematic phase ($`N`$) to a near-perfectly aligned phase ($`A`$) for $`N_\theta >9`$, as indicated by the dashed horizontal lines in Fig.1. It occurs due to the same competition between excluded volume and orientational entropy as in the IN transition, and puts an additional constraint on the description of the nematic bulk state by restricted-orientation models. Below we argue that it has important consequences for discrete models of (polydisperse) hard-rod mixtures, where separation into nematic phases with different composition occurs at sufficiently high densities.

## III Binary mixtures

Consider a binary mixture of thin ($`D_1`$) and thick ($`D_2`$) hard rods of equal length $`L`$ and the diameter ratio $`d=D_2/D_1=4`$ in a macroscopic volume $`V`$ at temperature $`T`$ and chemical potentials $`\mu _1`$ and $`\mu _2`$, respectively. The “Onsager” grand potential functional for this system can be written as VL

$`\beta \mathrm{\Omega }[\{\rho _\sigma (\widehat{𝝎})\}]={\displaystyle \underset{\sigma =1}{\overset{2}{}}}{\displaystyle 𝑑\widehat{𝝎}\rho _\sigma (\widehat{𝝎})\left(\mathrm{ln}[\rho _\sigma (\widehat{𝝎})\nu ]1\beta \mu _\sigma \right)}`$
$`+{\displaystyle \frac{1}{2}}{\displaystyle \underset{\sigma ,\sigma ^{}=1}{\overset{2}{}}}{\displaystyle 𝑑\widehat{𝝎}𝑑\widehat{𝝎}^{}E_{\sigma ,\sigma ^{}}(\widehat{𝝎};\widehat{𝝎}^{})\rho _\sigma (\widehat{𝝎})\rho _\sigma ^{}(\widehat{𝝎}^{})},`$ (8)
with normalization $`n_\sigma =𝑑\widehat{𝝎}\rho _\sigma (\widehat{𝝎})`$. It is known from previous work RMDP98 ; SRPRL02 ; SRPRE03  that the bulk phase diagram of this system exhibits (i) strong fractionation at isotropic-nematic ($`IN_2`$) coexistence, (ii) nematic-nematic ($`N_1N_2`$) coexistence ending in a consolute $`N_1N_2`$ point at sufficiently high pressure, and (iii) an $`IN_1N_2`$ triple point. The discrete version of this model follows directly from (3) as

$`\beta \mathrm{\Omega }[\{\rho _{\sigma i}\}]={\displaystyle \underset{\sigma =1}{\overset{2}{}}}{\displaystyle \underset{i=1}{\overset{N}{}}}\rho _{\sigma i}\left(\mathrm{ln}[\rho _{\sigma i}\nu _\sigma ]1\beta \mu _\sigma \right)`$
$`+{\displaystyle \frac{1}{2}}{\displaystyle \underset{\sigma \sigma ^{}=1}{\overset{2}{}}}{\displaystyle \underset{i,j=1}{\overset{N}{}}}E_{\sigma i;\sigma ^{}j}\rho _{\sigma i}\rho _{\sigma ^{}j}{\displaystyle \underset{\sigma =1}{\overset{2}{}}}{\displaystyle \underset{i=1}{\overset{N}{}}}\rho _{\sigma i}\mathrm{ln}\mathrm{\Delta }\widehat{𝝎}_i`$ (9)
with the densities $`\rho _{\sigma i}=\rho _\sigma (\widehat{𝝎}_i)\mathrm{\Delta }\widehat{𝝎}_i`$, the excluded volumes $`E_{\sigma i;\sigma ^{}j}=E_{\sigma \sigma ^{}}(\widehat{𝝎}_i,\widehat{𝝎}_j)`$ and the number densities normalization $`n_\sigma =_{i=1}^N\rho _{\sigma i}`$. Figure 2 shows the phase diagrams for discrete systems in the $`p^{}x`$ representation with the dimensionless pressure $`p^{}=\beta pL^2D_1`$ and the mole fraction of thick rods $`x=n_2/(n_1+n_2)`$, for several orientational grids (II) with $`N_\theta =11`$ (a), $`20`$ (b), $`30`$ (c), $`50`$ (d) and $`N_\varphi =10`$. Note that all four discretizations are such that they reproduce the physical “Onsager”-like $`IN`$ transition at $`x=0`$ and $`x=1`$, at pressures $`p^{}17.7`$ and $`4.4`$, respectively. However, the existence of the artificial aligned nematic phase $`A`$ gives rise to spurious $`IA`$, $`N_1A`$ and $`N_2A`$ phase equilibria, where $`I`$, $`N_1`$ and $`N_2`$ are the physical isotropic and nematic phases. (For the coarsest discretization with $`N_\theta =11`$ (Fig.2(a)) the $`N_1`$ phase is stable in a very narrow region beyond the resolution of the picture.) Upon refining the discretization from $`N_\theta =11`$ the $`IN_2A`$ triple point ($``$) shifts to higher pressures, and combines with the $`IN_1A`$ triple point ($`\mathrm{}`$) at $`N_\theta =30`$ (Fig2(c)) to form the physical $`IN_1N_2`$ triple point (now denoted by $``$) and an artificial $`N_1N_2A`$ triple point ($`\mathrm{}`$) at slightly higher pressure. Further grid refinements to $`N_\theta =50`$ yields the physical phase diagram with an $`IN_1N_2`$ triple point and $`N_1N_2`$ consolute point as in Ref.RMDP98 , but with a spurious $`NA`$ coexistence at pressures beyond the “physical” part of the phase diagram. At these pressures one does not distinguish $`N_1`$ and $`N_2`$ nematic phases, but the single nematic phase denoted by $`N`$ here.

## IV Summary

We have explored the connections between continuous and restricted orientation models of monodisperse and binary hard-rod fluids (in the Onsager “needle” limit $`LD`$). Our main finding is that a discretization of the orientations leads to existence of a nonphysical almost perfectly aligned nematic phase ($`A`$) at high densities. If the discretization is coarse, i.e., the number of allowed orientations is small, then the $`A`$ phase can coexist with the isotropic phase ($`I`$), and at sufficiently fine discretization with the nematic phase $`N`$. We also found that the continuum limit requires a finer orientation grid for a mixture than the one-component fluid.

Clearly, our results are strongly influenced by the adopted limit $`LD`$, but we would expect similar effects, although weaker, for finite $`L/D`$ ratio.

These findings could be relevant for the study of inhomogeneous and/or polydisperse fluids of rods, which are computationally more demanding and hence impose the use of rather coarse grid of orientations in order to be tractable and practical. The present study shows that care must be taken with such rather coarse grids, since they can give rise to an artificial, discretization-induced aligned nematic phase.

###### Acknowledgements.

We would like to thank Prof. J.P. Straley for useful correspondence. This work is part of the research program of the “Stichting voor Fundamenteel Onderzoek der Materie (FOM)”, which is financially supported by the “Nederlandse organisatie voor Wetenschappelijk Onderzoek (NWO)”.

FIGURE CAPTIONS

1. Equation of state for models with different number of allowed polar angles $`N_\theta `$. Positions of the phase transitions are indicated by the horizontal lines. The continuous Onsager solution (Ons) can be reproduced in the present density interval with $`N_\theta 50`$. Dotted lines correspond to equations of state for the Zwanzig (Z), dodecahedral (6S) and icosahedral (10S) models SJCP72 . The dashed horizontal lines correspond to a spurious nematic-nematic ($`NA`$) transition due to poor discretization of the allowed orientations.
2. Bulk phase diagrams of a binary thin-thick mixture of hard rods (diameter ratio $`D_2/D_1=4.0`$, equal length $`LD_2`$), in the pressure-composition representation, with $`p^{}`$ the dimensionless pressure and $`x`$ the mole fraction of the thicker rods. We distinguish the low-pressure isotropic phase ($`I`$), high-pressure nematic phases ($`N_1`$ and $`N_2`$), aligned phase $`A`$, upper ($`\mathrm{}`$) and lower ($``$) triple phase coexistence and an $`N_1N_2`$ critical point ($``$). The grey regions, enclosed by the binodals, denote the two-phase regimes, and the tie lines that connect coexisting phases, are horizontal.


text:
# Tracing the star stream through M31 using planetary nebula kinematics

## 1 Introduction

It is now generally accepted that mergers play a key role in the formation of galaxies (White & Rees, 1978). Since galaxy evolution is an ongoing process, we might therefore expect to catch a number of systems in the nearby Universe mid-merger. Indeed, dramatic major mergers with complex tidal tails have been documented for quite some time (see, for example, Schweizer, 1986). Perhaps of greater importance to the more passive evolution of galaxies, and as a possible cause of phenomena such as thick disks (Quinn, Hernquist & Fullager, 1993), evidence for the more common minor mergers is now coming to light. In these cases, the detritus of the events has a high enough surface brightness be visible as a stellar stream. The Sagittarius Dwarf Galaxy provides a fine example in the Milky Way (Majewski et al., 2003), and one need look no further than the closest good-sized galaxy, M31, to find another dramatic stream of stars (Ibata et al., 2001), which is presumably the remnant of a similar minor merger. The proximity of these streams indicates quite how common this phenomenon must be, but it also offers prime laboratories for studying the merger process in detail. The Sagittarius Dwarf is inconveniently placed behind the centre of the Milky Way, and also presents the usual problems of geometry when trying to study an object inside our own galaxy, so the M31 stream is probably the best candidate for analysis. However, even this is not without its problems: the large extent of M31 necessitates a very extensive data set for any complete survey, and the low surface brightness of the feature renders the stream hard to detect particularly against any of the brighter parts of M31. The faintness of the stream and its constituent stars also makes it very challenging to obtain the kinematic observations that would tie down the full dynamical structure of the stream, and thus unequivocally demonstrate its nature.

In this paper, we seek to overcome these difficulties by supplementing the existing photometric data with a new sample of 2611 planetary nebulae in the disk of M31. The kinematics of these discrete stellar tracers can be used to pick out the star stream right through the brighter parts of M31’s disk as well as helping determine its dynamics. The remainder of this paper is laid out as follows. In Section 2 we review the existing photometric data on the M31 stream features and the hypothesis as to how they may be connected. Section 3 presents the kinematic data, which strengthens the case for such a link. Section 4 shows an orbit model that quantitatively marries these photometric and kinematic features, and presents the evidence that the stream may arise from M32’s tidal debris. Section 5 concludes.

## 2 The photometry of the stream

The star stream in M31 was first reported by Ibata et al. (2001), who demonstrated that this dramatic low-surface-brightness linear feature protrudes to the south-east of the galaxy out to a distance of tens of kiloparsecs (see Figure 1). The stream is oriented such that it points almost directly at two of M31’s satellites, M32 and NGC205, raising the intriguing possibility that it may be associated with one or other of these galaxies \[although, as Ferguson et al. (2002) point out, a tidal association with NGC205 is difficult to reconcile with the absence of any extension in the stream beyond this galaxy\].

A subsequent study by McConnachie et al. (2003) confirmed the existence of this “Southern Stream,” traced it to larger distances, and was even able to measure a distance gradient along it, placing it at some 60 degrees to the line of sight. Combining the new angular extent with the angle to the line of sight, they found that the stream is more than 100 kpc in length.

One of the peculiarities of the stream is that although it is plainly detected to the south-east of the galaxy, it does not appear in anything like a symmetric form to the north-west. There is some indication of a detection of the stream on this side of the galaxy in the detailed analysis by McConnachie et al. (2003), but it is clear that if the continuation of the stream exists at a similar strength then it must be oriented in such a way as to be mostly hidden. It was this asymmetry that led Ferguson et al. (2002) to hypothesize that the stream’s continuation might turn closer to the disk of M31, and its re-emergence might be associated with a feature known as the Northern Spur (see Figure 1).

The Northern Spur is a peculiar low-surface-brightness structure sticking out of M31’s disk, which contains a metal-rich stellar population. Since it lies in the direction of M31’s gaseous warp (Newton & Emerson, 1977), its projection away from the plane is usually attributed to a severe warp in the stellar disk. However, if so then it would have to be more extreme than the warps found in any other stellar disks (Walterbos & Kennicutt, 1988). It would also have to be an uncomfortably short-lived asymmetric feature, since there is no comparable spur to the south of M31. It therefore seems at least as plausible that this feature is associated with the star stream rather than the warp (although there is also always the third possibility that it is unrelated to either of these phenomena).

A direct link between the Southern Stream and the Northern Spur would be hard to detect photometrically against the bright disk, especially since the width of the Southern Stream ($`0.5`$ degrees; McConnachie et al. 2003) is comparable to the scale-length of the disk against which it appears projected, so no sharp features would stand out. However the kinematics of any stars forming such a link would be expected to be quite different from those of disk stars, so would be worth trying to detect.

## 3 The kinematics of the stream

As part of a project to study the stellar kinematics of the disk of M31, we have obtained radial velocities of 2611 M31 planetary nebulae (PNe) using a novel purpose-built device, the Planetary Nebula Spectrograph (PN.S). The instrument, mounted on the William Herschel Telescope, obtains both positions and line-of-sight velocities for PNe in a single observation using a form of slit-less spectroscopy; details of the method and design of the PN.S can be found in Douglas et al. (2002). PNe provide an ideal kinematic tracer of the stellar population. They can be readily identified as point-like emission line sources, and their kinematics can be measured using the same emission lines. Since PNe are just ordinary stars that we happen to catch at the ends of their lives, they are fairly representative of the bulk stellar population of the galaxy. Such discrete tracers are particularly good for searching for stellar streams because they provide a direct measure of the line-of-sight velocity distribution. More traditional absorption-line studies of unresolved stellar components require a deconvolution to obtain a measure of the velocity distribution, and the noise-amplifying properties of this process would hide any small kinematic subcomponent like a star stream. The resulting PNe data set is presented in Figure 1. The overall rotation of the disk is clearly visible, and a few of M31’s satellites are also apparent both spatially and from their distinct kinematics.

To identify any possible stream stars, we need a mechanism for identifying PNe whose kinematics are inconsistent with their being members of either M31’s bulk disk population or one of the known satellites. To this end, we have implemented a simple “friendless” algorithm. For each PN we identify its $`N`$ nearest neighbours on the sky, and calculate their mean velocity $`\overline{v}`$ and velocity dispersion $`\sigma `$. If the PN in question has a velocity that lies more than $`n\times \sigma `$ from $`\overline{v}`$, then it is flagged as friendless. This non-parametric approach selects pretty much the same PNe that one would pick out by eye as having discrepant kinematics, and turns out to be fairly robust in that the exact values of $`N`$ and $`n`$ chosen do not affect the results dramatically. Simulations of simple disk models show that only a very small number of “false friendless” PNe would be found in a system that only contains a disk population. For the present analysis, we have adopted $`N=30`$ and $`n=4`$; the 23 friendless PNe found with these parameters are highlighted in Figure 1.

The first thing that is apparent from the friendless PNe is the asymmetry in their distribution: away from the minor axis, there are 13 PNe at $`X<0.2`$ and $`v_{\mathrm{los}}<0`$, whereas the corresponding quadrant on the other side of the galaxy ($`X>0.2`$ and $`v_{\mathrm{los}}>0`$) contains only 5 PNe. A binomial test reveals that this lopsidedness is inconsistent with a symmetric distribution at $`95\%`$ confidence. Such an asymmetric distribution cannot be reconciled with any simple explanation for these friendless PNe, such as the extreme tail of a hot disk population (including a possible thick disk component), or a relaxed halo population; indeed, any contamination from these axisymmetric populations would tend to eradicate such an asymmetry. The friendless PNe do, however, lie in exactly the region one would expect to link the Southern Stream and the Northern Spur, so perhaps they could form the linking part of the stream, or possibly they could have been kicked out of the original disk through gravitational interaction with such a stream. As noted above, the width of the stream means that no subtler evidence for the stream can be found in the spatial distribution of friendless PNe, but, as we shall see in the next section, there is more information to be gleaned from their kinematics.

## 4 The Orbit of the stream

We now seek to model the stream features, and test whether the resulting kinematics are consistent with those of the putative stream PNe that lie between the photometric features. A full simulation of the merger, incorporating realistic tidal stripping and dynamical friction, is beyond the scope of this report. However, a simple single orbit model will go a long way toward describing the shape of this feature and picking out its likely kinematic signature.

One immediate constraint on possible orbits comes from the rather sharp angle through which material must turn in order to get from the Southern Stream to the Northern Spur. The only way for the stream to make such a sudden detour is if it follows a fairly radial orbit that takes it close to the centre of the potential. Further, the potential cannot contain a large “softening” core, which would inhibit the strong gravitational interaction necessary to produce the sharp deviation. Fortunately, as we shall see below, the rotation curve of M31 stays nearly flat all the way to very small radii, so there is no evidence for a significant core in this galaxy. We therefore adopt a flattened singular isothermal potential, $`\mathrm{\Phi }(R,z)=\frac{1}{2}v_c^2\mathrm{ln}(R^2+z^2/q^2)`$ where $`R`$ and $`z`$ are polar coordinates aligned with the disk plane of M31. For the amplitude, we use the upper envelope of the PNe velocities, $`v_c=250\mathrm{km}\mathrm{s}^1`$; for the flattening, we adopt a value of $`q=0.9`$, in line with what is found in other galaxies \[for example, Majewski et al. (2003)\] although the value of the flattening turns out not to be an important factor in this case. The resulting rotation curve is consistent with previous studies of M31 (e.g., Kent, 1989).

The orbit must fit two major photometric constraints. In the coordinate system of Figure 1, the Southern Stream is a rather linear feature which enters at projected $`X,Y`$ values $`(1.0,2.0)`$, and is inclined to the sky by some 60 degrees, with more negative values of $`Y`$ lying further away from us (McConnachie et al., 2003). The Northern Spur has a sharp outer edge near $`(2.0,0.6)`$. Identifying this edge with a turning point of the orbit implies that the speeds in $`X`$ and $`Y`$ are very small there. Thus, we are left with two free parameters for the orbit in the Northern Spur, which are the unknown values of $`Z`$ and $`v_Z`$ in this region. We have therefore searched the space afforded by these parameters to find if there are any orbits that reproduce the structure of both the Northern Spur and the Southern Stream.

It turns out that these constraints are strongly restrictive, but an orbit does exist that meets all these requirements; it is illustrated in Figure 2. As the upper panel of this figure shows, in addition to matching the three-dimensional structure of the Southern Stream and the turning point in the Northern Spur, it is interesting to note that this orbit originates in the rather confused “G1” region \[although Ferguson et al. (2002) point out that the colour of the G1 region differs from that of the stream, bringing into question any direct association\].

The lower panel of Figure 2 shows the kinematics of the PNe along the major axis. Note how the upper envelope of the main disk population stays constant at $`250\mathrm{km}\mathrm{s}^1`$ at all radii, justifying the choice and normalization of the singular isothermal potential. This normalization is the only use made of the kinematic data in the orbit fitting, yet the friendless PNe trace the projection of the orbit remarkably well. Although a few of the PNe closest to the low-velocity envelope of the main disk population are probably just the tail of the disk component, most follow the velocity of the orbit, including its decline with radius, rather closely. A full model of the stream would have to incorporate the fact that the stream is not in reality a single orbit, but a family of adjacent orbits. The impact of this dispersion is amplified by the singular nature of the potential, which can scatter adjacent orbits in significantly different directions, increasing the spread in velocities: an initial velocity dispersion of $`15\mathrm{km}\mathrm{s}^1`$ in the stream stars can lead to a spread of $`100\mathrm{km}\mathrm{s}^1`$ in the observed line-of-sight velocities after pericentre passage, much as seen in the data.

Fortunately, the observed major-axis kinematics of the stream are a rather generic indicator of any of the orbits that may connect the two photometric features, irrespective of the details of the adopted model. The geometry of the Southern Stream places the stars within it on an almost radial orbit, so that when they arrive in the disk of M31 they will be travelling at high velocities. However, the sharp edge of the Northern Spur is the signature of a turning point of the orbit, indicative of low velocities. Thus, stars on this link would be expected to show a velocity gradient along M31’s major axis from above the circular speed near the Southern Stream to close to zero at the radius of the Northern Spur. The width of the stream and the concentration of the survey toward the plane of M31 means that there is less information in the minor axis projection. However, there is a notable concentration of PNe around arrow 2 on the stream orbit in both velocity projections in Figure 2. Thus, both the asymmetry in the distribution of friendless PNe and their major axis kinematics point to them providing the “missing link” between the Southern Stream and the Northern Spur.

One interesting question is whether the progenitor of the stream still exists as a coherent object, or whether the detritus is all that remains. It is interesting to note that the orbit passes very close to M32 both in position \[as pointed out by Ferguson et al. (2002)\] and in velocity. If this is not just a chance superposition, then it implies that the streams are the tidal tails of M32 that have been ripped off as it orbits M31. Several less direct lines of argument support this hypothesis:

1. M32, the Northern spur and the Southern stream all have a red giant branch that is particularly red compared to the rest of the halo of M31 (Ferguson et al., 2002).
2. M32 sits more or less in the middle of the populated part of the orbit: the Southern Stream (which leads M32 in the model) is seen to extend to at least 3 degrees towards the south, comparable in length to the trailing part of the orbit which extends through the Northern Spur and back towards the center of M31.
3. M32 has the appearance of a highly tidally stripped galaxy. Crudely speaking, one might expect such a tidally stripped galaxy to have lost around half its total luminosity: much less than half, and it would not appear to have been stripped; much more than half and it would have disappeared entirely. It is therefore interesting to note that the number of PNe detected in the stream is similar to what is detected in M32 itself.

Note that this model implies that M32 at present lies about 4 kpc behind the centre of M31, but in front of the disk plane. Whether M32 lies behind or in front of M31 is currently an open question (Mateo, 1998), with some indications that it may lie in front (Ford, Jacoby & Jenner, 1978); a better relative distance measure would provide a further important check on this model.

It is also worth noting that the direction of motion along the stream is not, as yet, very tightly constrained. If the stars were travelling in the opposite direction, from the Southern Stream toward the Northern Spur, then the only difference in Figure 2 would be that the orbit in the lower panel would be reflected about $`v_{\mathrm{los}}=0`$. Since the shape of the orbit in this projection is approximately symmetric about $`v_{\mathrm{los}}=0`$, the difference in the quality of fit is rather slight, so this possibility cannot be ruled out. One significant difference in this configuration is that M32 is no longer simultaneously coincident with the stream both spatially and kinematically, so it is still possible that the stream is the remnant of another satellite altogether. The recently discovered satellite And VIII which Morrison et al. (2003) identified from a concentration of PNe, faint HI clouds, and globular clusters with radial velocity with respect to M31 near $`204\mathrm{k}\mathrm{m}\mathrm{s}^1`$ would be a candidate: this tidally stretched satellite occupies the region $`X=01`$, $`Y0.5`$ (just beyond the edge of the PN.S survey), near M32 and the point where the Southern Stream meets the disk of M31.

## 5 Conclusions

We have demonstrated that the star stream to the south of M31 and the spur to the north of the system can be modeled as parts of a single coherent merger stream stretching over some hundreds of kiloparsecs. As well as explaining where the Southern Stream goes after disappearing into M31, this model also eliminates the awkward need to invoke the most extreme stellar warp known as an explanation for the Northern Spur. This is not to say that the stream is unrelated to the gaseous warp, however, as such a merger event could well play a role in exciting the warp (Quinn, Hernquist & Fullager, 1993).

The model also makes a prediction as to where one might be able to detect the stream kinematically, and observations of the PNe in the disk of M31 show that there are stars at exactly the velocities that one would expect. These data trace the stream in the bright disk region where there is no chance of detecting it photometrically, and provide a direct link between the two photometric features at larger radii.

It is at present unclear whether the satellite whose debris makes up the Stream is still present or not. Both M32 and And VIII are possible parents, though they imply different orbit solutions. Direct measurements of the radial velocity of the Southern Stream will be required to distinguish between the possibilities.

## Acknowledgments

This research is based on data obtained using the William Herschel Telescope operated by the Isaac Newton Group in La Palma; the support and advice of the ING staff is gratefully acknowledged. We would also like to thank the referee for many helpful comments on the manuscript.


text:
# On the controllability of some steady states in the case of nonlinear discrete dynamical systems with control

## 1 Introduction

For nonlinear systems of differential equations with control, it has been proved (see ), that two asymptotically stable steady states belonging to an analytic path of asymptotically stable steady states can be transferred one in the other by successive maneuvers along the path. That means, according to , that the process described by the system can be piloted through the domains of attraction of the intermediary steady states, from the first to the second steady state.

In this paper, a similar result is established for the nonlinear discrete dynamical systems with control. A theorem from  is used, which states that the domain of attraction of an asymptotically stable fixed point of a nonlinear system of analytic difference equations, is the natural domain of analyticity of a certain Lyapunov function.

## 2 Preliminaries

We consider the following nonlinear discrete dynamical system with control:

$$x_{k+1}=f(x_k,\alpha )k=0,1,2\mathrm{}$$
(1)
In (1), $`f`$ is a given function $`f:\mathrm{\Omega }\times D^n`$, $`\mathrm{\Omega }^n`$, $`D^m`$ are domains, $`x\mathrm{\Omega }`$ is the state parameter, and $`\alpha D`$ is the control parameter. What concerns the regularity of $`f`$, we assume that $`f`$ is an analytic function.

A state $`x^0\mathrm{\Omega }`$ is a *steady state* for (1) if there exists $`\alpha _{x^0}D`$ such that

$$x^0=f(x^0,\alpha _{x^0})$$
(2)
The steady state $`x^0\mathrm{\Omega }`$ of (1) is ”*stable*” provided that given any ball $`B(x^0,\epsilon )=\{x\mathrm{\Omega }/xx^0<\epsilon \}`$, there is a ball $`B(x^0,\delta )=\{x\mathrm{\Omega }/xx^0<\delta \}`$ such that if $`xB(x^0,\delta )`$ then $`f^k(x,\alpha _{x^0})B(x^0,\epsilon )`$, for $`k=0,1,2,\mathrm{}`$ .

If in addition there is a ball $`B(x^0,r)`$ such that $`f^k(x,\alpha _{x^0})x^0`$ as $`k\mathrm{}`$ for all $`xB(x^0,r)`$ then the steady state $`x^0`$ is ”*asymptotically stable*.

The *domain of attraction* $`DA(x^0)`$ of the asymptotically stable steady state $`x^0`$ is the set of initial states $`x\mathrm{\Omega }`$ from which the system converges to the steady state itself i.e.

$$DA(x^0)=\{x\mathrm{\Omega }|f^k(x,\alpha _{x^0})\stackrel{k\mathrm{}}{}x^0\}$$
(3)
An *analytic path of steady states* of (1) is an analytic function $`\phi :D_1D\mathrm{\Omega }`$ which satisfies

$$\phi (\alpha )=f(\phi (\alpha ),\alpha ),\text{for any }\alpha D_1$$
(4)
An *analytic path of asymptotically stable steady states* of (1) is an analytic path of steady states which are all asymptotically stable.

A change of control parameters from $`\alpha ^{}`$ to $`\alpha ^{\prime \prime }`$ in (1) is called *maneuver* and is denoted $`\alpha ^{}\alpha ^{\prime \prime }`$. The maneuver $`\alpha ^{}\alpha ^{\prime \prime }`$ is *successful* on the path $`\phi `$ if $`\alpha ^{},\alpha ^{\prime \prime }D_1`$ and the sequence defined by

$$x_{k+1}=f(x_k,\alpha ^{\prime \prime }),\text{ }x_0=\phi (\alpha ^{})$$
(5)
tends to $`\phi (\alpha ^{\prime \prime })`$ as $`k\mathrm{}`$.

The following proposition from  concerning the discrete dynamical systems without control parameters is helpful.

###### Proposition 1.

If the analytic function $`g:\mathrm{\Delta }\mathrm{\Delta }`$ from the system

$$y_{k+1}=g(y_k),k=1,2,\mathrm{}$$
(6)
satisfies the following conditions:

$$g(0)=0$$
(7)
$$_0g<1$$
(8)
then $`0`$ is an asymptotically stable steady state of (6). $`DA(0)`$ is an open subset of $`\mathrm{\Delta }`$ and coincides with the natural domain of analyticity of the unique solution $`V`$ of the iterative first order functional equation

$$\begin{array}{cc}\{\begin{array}{c}V(g(y))V(y)=y^2\hfill \\ V(0)=0\hfill \end{array}\hfill & \end{array}$$
(9)
The function $`V`$ is positive on $`DA(0)`$ and $`V(y)\stackrel{yy^0}{}+\mathrm{}`$, for any $`y^0FrDA(0)`$ ($`FrDA(0)`$ denotes the boundary of $`DA(0)`$).

###### Remark 1.

If $`\phi :D_1D\mathrm{\Omega }`$ is an analytical path of steady states of (1), then the function $`g(,\alpha ):\mathrm{\Omega }\phi (\alpha )\mathrm{\Omega }\phi (\alpha )`$, given by

$$g(y,\alpha )=f(y+\phi (\alpha ),\alpha )\phi (\alpha )\text{for }y\mathrm{\Omega }\phi (\alpha )$$
(10)
is analytic and satisfies $`g(0,\alpha )=0`$, for any $`\alpha D_1`$. Therefore, $`y=0`$ is a steady state of the system

$$y_{k+1}=g(y_k,\alpha )k=0,1,2\mathrm{}\text{for any }\alpha D_1.$$
(11)
The steady state $`x=\phi (\alpha )`$ of (1) is asymptotically stable if and only if the steady state $`y=0`$ of the system (11) is asymptotically stable. The relationship between the domain of attraction of the steady state $`x=\phi (\alpha )`$ of (1) and that of the steady state $`y=0`$ of (11) is $`DA(\phi (\alpha ))=\phi (\alpha )+DA(0)`$.

## 3 Theoretical results

We now state an existence theorem for an analytic path of asymptotically stable steady states of (1).

###### Theorem 1.

If the analytic function $`f`$ from (1) satisfies:

1. there exist $`(x^0,\alpha ^0)\mathrm{\Omega }\times D`$ such that $`x^0=f(x^0,\alpha ^0)`$
2. $`_{x^0}f(x^0,\alpha ^0)<1`$

then there exists a maximal domain $`D_1D`$ containing $`\alpha ^0`$ and a unique analytic path $`\phi :D_1\mathrm{\Omega }`$ of asymptotically stable steady states of (1) satisfying the following conditions:

* $`\phi (\alpha ^0)=x^0`$;
* $`_xf(\phi (\alpha ),\alpha )<1`$ for any $`\alpha D_1`$;
* For $`\alpha ^{},\alpha ^{\prime \prime }D_1`$ the maneuver $`\alpha ^{}\alpha ^{\prime \prime }`$ is successful on the branch $`\phi `$ if and only if $`\phi (\alpha ^{})`$ belongs to the domain of attraction of $`\phi (\alpha ^{\prime \prime })`$.

###### Proof.

As the functions $`f`$ and $`_xf`$ are continuous on $`\mathrm{\Omega }\times D`$, taking into account the properties 1. and 2. of $`f`$, there exist two maximal domains $`\mathrm{\Omega }_1\mathrm{\Omega }`$ and $`D_1`$ and a unique analytic function $`\phi :D_1\mathrm{\Omega }_1`$ such that:

1. $`(x^0,\alpha ^0)\mathrm{\Omega }_1\times D_1`$ and $`\phi (\alpha ^0)=x^0`$;
2. $`\phi (\alpha )=f(\phi (\alpha ),\alpha )`$, for any $`\alpha D_1`$;
3. $`_xf(\phi (\alpha ),\alpha )<1`$ for any $`\alpha D_1`$.

This means that $`\phi `$ is path of asymptotically stable steady states for (1) (see Proposition 1 and Remark 1).

A maneuver $`\alpha ^{}\alpha ^{\prime \prime }`$ is successful on the path $`\phi `$ if and only if the sequence given by (5) tends to $`\phi (\alpha ^{\prime \prime })`$ as $`k\mathrm{}`$, which means that $`\phi (\alpha ^{})`$ belongs to the domain of attraction of $`\phi (\alpha ^{\prime \prime })`$.  $``$

In the followings, it is assumed that the conditions of Theorem 1 are fulfilled and thus, there exists an analytic path $`\phi `$ of asymptotically stable steady states of (1).

###### Theorem 2.

Let be $`\phi :D_1\mathrm{\Omega }`$ an analytic path of asymptotically stable steady states of (1). There exist an open set $`G\mathrm{\Omega }\times D`$ and a non-negative analytic function $`V`$ defined on $`G`$ satisfying the following conditions:

* $`G\mathrm{\Gamma }=\{(\phi (\alpha ),\alpha )/\alpha D_1\}`$
* $$\{\begin{array}{cc}V(f(x,\alpha ),\alpha )V(x,\alpha )=x\phi (\alpha )^2\hfill & \\ V(\phi (\alpha ),\alpha )=0\hfill & \end{array}$$
(12)
* For any $`\alpha D_1`$, $`DA(\phi (\alpha ))`$ is the natural domain of analyticity of $`xV(x,\alpha )`$
* $`V(x,\alpha )\stackrel{xx^0}{}+\mathrm{}`$, for any $`x^0FrDA(\phi (\alpha ))`$.

###### Proof.

Let be $`G=\underset{\alpha D_1}{}(DA(\phi (\alpha ))\times \{\alpha \})\mathrm{\Omega }\times D_1`$ and $`V:G_+^1`$ defined by

$$V(x,\alpha )=\underset{k=0}{\overset{\mathrm{}}{}}f^k(x,\alpha )\phi (\alpha )^2$$
(13)
Proposition 1 and Remark 1 provide that the set $`G`$ and the function $`V(x,\alpha )`$ satisfy the conditions a-d.  $``$

###### Corollary 1.

If $`\phi :D_1\mathrm{\Omega }`$ is an analytic path of asymptotically stable steady states of (1) then for any $`\alpha D_1`$ there is an open neighborhood $`U_\alpha `$ of $`\alpha `$ and an open neighborhood $`U_{\phi (\alpha )}`$ of $`\phi (\alpha )`$ such that:

* $`\phi (\alpha ^{})U_{\phi (\alpha )}`$, for any $`\alpha ^{}U_\alpha `$;
* $`U_{\phi (\alpha )}DA(\phi (\alpha ^{}))`$, for any $`\alpha ^{}U_\alpha `$

###### Proof.

For $`\alpha D_1`$ and $`xDA(\phi (\alpha ))`$, the function $`V(x,\alpha )`$ from Theorem 2 is considered. The real and non-negative function $`V`$ is defined on the open set $`G=\underset{\alpha D_1}{}(DA(\phi (\alpha ))\times \{\alpha \})\mathrm{\Omega }\times D_1`$, it is continuous and equal to zero on the set $`\mathrm{\Gamma }=\{(\phi (\alpha ),\alpha )/\alpha D_1\}G`$.

As $`V`$ is continuous and it is equal to zero in $`(\phi (\alpha ),\alpha )G`$, there is an open neighborhood $`W`$ of $`(\phi (\alpha ),\alpha )`$ such that for any $`(x^{},\alpha ^{})W`$, the inequality $`V(x^{},\alpha ^{})<1`$ holds. Let be $`U_\alpha `$ an open neighborhood of $`\alpha `$ and $`U_{\phi (\alpha )}`$ of $`\phi (\alpha )`$ such that $`U_{\phi (\alpha )}\times U_\alpha W`$. As the function $`\phi `$ is continuous, it can be admitted that for any $`\alpha ^{}U_\alpha `$, we have $`\phi (\alpha ^{})U_{\phi (\alpha )}`$ (contrarily, the neighborhood $`U_\alpha `$ can be replaced with a smaller neighborhood $`U_\alpha ^{}U_\alpha `$, for which we have $`\phi (\alpha ^{})U_{\phi (\alpha )}`$, for any $`\alpha ^{}U_\alpha ^{}`$).

Thus, for any $`(x^{},\alpha ^{})U_{\phi (\alpha )}\times U_\alpha `$, we have $`V(x^{},\alpha ^{})<1`$. This means that for any $`x^{}U_{\phi (\alpha )}`$ and any $`\alpha ^{}U_\alpha `$, we have that $`x^{}DA(\phi (\alpha ^{}))`$. Thus, $`U_{\phi (\alpha )}DA(\phi (\alpha ^{}))`$, for any $`\alpha ^{}U_\alpha `$.  $``$

###### Remark 2.

Corollary 1 states that for any $`\alpha ^{}U_\alpha `$, both maneuvers $`\alpha \alpha ^{}`$ and $`\alpha ^{}\alpha `$ are successful on the path $`\phi `$.

###### Theorem 3.

For two steady states $`\phi (\alpha ^{})`$ and $`\phi (\alpha ^{})`$ belonging to the analytic path $`\phi `$ of asymptotically stable steady states of (1), there exist a finite number of values of the control parameters $`\alpha ^1,\alpha ^2,\mathrm{},\alpha ^pD_1`$ such that all the maneuvers

$$\alpha ^{}\alpha ^1\alpha ^2\mathrm{}\alpha ^p\alpha ^{}$$
(14)
are successful on the path $`\phi `$.

###### Proof.

Let be $`PD_1`$ a polygonal line which joins $`\alpha ^{}`$ and $`\alpha ^{}`$. For any $`\alpha P`$ we consider the neighborhoods $`U_\alpha `$ and $`U_{\phi (\alpha )}`$ given by Corollary 1.

The family of neighborhoods $`\{U_\alpha \}_{\alpha P}`$ is a covering with open sets of the compact polygonal line $`P`$. From this covering we can subtract a finite covering of $`P`$, i.e., there exist $`\overline{\alpha }^1,\overline{\alpha }^2,\mathrm{},\overline{\alpha }^qP`$ such that $`P\underset{k=1}{\overset{q}{}}U_{\overline{\alpha }^k}`$. More, it can be assumed that $`\alpha ^{}U_{\overline{\alpha }^1}`$ and $`\alpha ^{}U_{\overline{\alpha }^q}`$ and that the intersections $`U_{\overline{\alpha }^k}P`$ are open and connected sets in $`P`$, and

$$(U_{\overline{\alpha }^k}P)(U_{\overline{\alpha }^{k+2}}P)=\mathrm{}\text{for any }k=1,2,\mathrm{},q2.$$

Taking into account Remark 2, as $`\alpha ^{}U_{\overline{\alpha }^1}`$ and $`\alpha ^{}U_{\overline{\alpha }^q}`$, it comes naturally that the maneuvers $`\alpha ^{}\overline{\alpha }^1`$ and $`\overline{\alpha }^q\alpha ^{}`$ are successful on the path $`\phi `$.

We still have to prove that each maneuver $`\overline{\alpha }^k\overline{\alpha }^{k+1}`$ is successful for any $`k=1,2,\mathrm{},q1`$.

If $`\overline{\alpha }^kU_{\overline{\alpha }^{k+1}}`$, Remark 2 provides that the maneuver $`\overline{\alpha }^k\overline{\alpha }^{k+1}`$ is successful on the path $`\phi `$.

If $`\overline{\alpha }^kU_{\overline{\alpha }^{k+1}}`$, a point $`\overline{\alpha }^{k,k+1}(U_{\overline{\alpha }^k}P)(U_{\overline{\alpha }^{k+1}}P)`$ is considered. Remark 2 provides that both maneuvers $`\overline{\alpha }^k\overline{\alpha }^{k,k+1}`$ and $`\overline{\alpha }^{k,k+1}\overline{\alpha }^{k+1}`$ are successful on the path $`\phi `$.

Thus, eventually inserting control parameters $`\overline{\alpha }^{k,k+1}`$ between $`\overline{\alpha }^k`$ and $`\overline{\alpha }^{k+1}`$, we come to find (after changing the notation and re-numbering) a finite sequence $`\alpha ^1,\alpha ^2,\mathrm{},\alpha ^pD_1`$ such that all the maneuvers

$$\alpha ^{}\alpha ^1\alpha ^2\mathrm{}\alpha ^p\alpha ^{}$$

are successful on the path $`\phi `$.  $``$

###### Remark 3.

Theorem 3 states that two steady states belonging to an analytic path of asymptotically stable steady states can be transferred one in the other using a finite number of successful maneuvers along the considered path.

## 4 Numerical examples

### Example 1.

The following one-dimensional discrete dynamical system with control is considered:

$$x_{k+1}=\alpha x_k(1x_k),k=0,1,2,\mathrm{}$$
(15)
where $`x`$ is the state parameter and $`\alpha `$ is the control parameter. This dynamical system is frequently used for showing chaotic behavior and it is subject to several themes of research (). We will illustrate using this system the concepts of analytic path, analytic path of asymptotically stable steady states, domain of attraction, successful maneuver.

For $`\alpha 0`$, the steady states of (15) are $`x=0`$ and $`x=\frac{\alpha 1}{\alpha }`$, while for $`\alpha =0`$ corresponds only the $`x=0`$ steady state. Thus, for (15) there are three paths of steady states: $`\phi _1(\alpha )=\frac{\alpha 1}{\alpha }`$, for $`\alpha <0`$, $`\phi _2(\alpha )=0`$, for $`\alpha `$ and $`\phi _3(\alpha )=\frac{\alpha 1}{\alpha }`$, for $`\alpha >0`$,. The path $`\phi _1`$ contains only unstable steady states. The steady states belonging to the path $`\phi _2`$ are asymptotically stable for $`\alpha (1,1)`$. The steady states belonging to the path $`\phi _3`$ are asymptotically stable for $`\alpha (1,3)`$.

In Fig. 1.2, the three paths of steady states are plotted. In Fig. 1.2 the gray rectangle represents the reunion of the domains of attraction of the asymptotically stable steady states of $`\phi _3`$, while the vertical gray line denotes the domain of attraction of the steady state $`\phi _2(0)`$. In both figures, the black parts of the paths of steady states represent the asymptotically stable steady states while the gray parts of the paths represent the unstable steady states.

The domain of attraction of the steady state $`\phi _2(0)=0`$ is $`DA(\phi _2(0))=`$, while the domain of attraction of a steady state $`\phi _3(\alpha )`$ for $`\alpha (1,3)`$ is $`DA(\phi _3(\alpha ))=(0,1)`$. These domains of attraction can be obtained using the staircase method , or can be estimated numerically using the method described in ).

The steady state $`\phi _3(1.1)`$ can be directly transferred by a single maneuver to $`\phi _3(2.9)`$, because $`\phi _3(1.1)DA(\phi _3(2.9))=(0,1)`$. The $`DA(\phi _3(1.1))`$ includes $`\phi _3(2.9)`$, thus, the maneuver $`\alpha :2.91.1`$ is also successful.

All asymptotically stable steady states of $`\phi _3`$ are in the domain of attraction of the steady state $`\phi _2(0)`$. This means that every maneuver $`\alpha 0`$, for $`\alpha (1,3)`$ is successful between the paths $`\phi _3`$ and $`\phi _2`$. Though, a steady state $`\phi _2(\alpha )`$ cannot be transferred in an asymptotically stable steady state of $`\phi _3`$, because any maneuver of the type $`\alpha \alpha ^{}`$, with $`\alpha ^{}(1,3)`$ causes a transfer to the unstable steady state $`\phi _2(\alpha ^{})=0`$.

### Example 2.

The following one-dimensional discrete dynamical system with control is considered:

$$x_{k+1}=(x_k\alpha )^3+\alpha ,k=0,1,2,\mathrm{}$$
(16)
where $`x`$ is the state parameter and $`\alpha `$ is the control parameter.

The sequence $`x_k`$, with the starting point $`x_0`$ which satisfies (16) is:

$$x_k=(x_0\alpha )^{3^k}+\alpha ,k=0,1,2,\mathrm{}$$
(17)
There are three analytic paths of steady states for (16): $`\phi _1(\alpha )=\alpha `$, $`\phi _2(\alpha )=\alpha 1`$ and $`\phi _3(\alpha )=\alpha +1`$, defined for $`\alpha `$. The path $`\phi _1`$ is an analytic path of asymptotically stable steady states while $`\phi _2`$ and $`\phi _3`$ are analytic paths of unstable steady states. In Fig. 3, the continuous line represents the path $`\phi _1`$, while the dashed lines represent the paths $`\phi _2`$ and $`\phi _3`$.

For any $`\alpha `$, the domain of attraction of the asymptotically stable steady state $`\phi _1(\alpha )`$ is $`DA(\phi _1(\alpha ))=(\alpha 1,\alpha +1)`$.

For $`\alpha ^{}=0`$ and $`\alpha ^{}=2`$, let’s consider the asymptotically stable steady states $`\phi _1(\alpha ^{})=0`$ and $`\phi _1(\alpha ^{})=2`$. The maneuver $`\alpha :\alpha ^{}=02=\alpha ^{}`$ is not successful, because $`\phi _1(\alpha ^{})=0DA(\phi _1(\alpha ^{})=2)=(1,3)`$. Though, a finite number of maneuvers can be found, which transfer the steady state $`\phi _1(\alpha ^{})=0`$ to the steady state $`\phi _1(\alpha ^{})=2`$, for example:

$$\alpha :\alpha ^{}=00.71.42=\alpha ^{}$$
(18)
These maneuvers are successful, because $`\phi _1(\alpha ^{})DA(\phi _1(0.7))=(0.3,1.7)`$, $`\phi _1(0.7)DA(\phi _1(1.4))=(0.4,2.4)`$ and $`\phi _1(1.4)DA(\phi _1(\alpha ^{}))=(1,2)`$. In Fig. 3, the vertical segments represent the domains of attraction of the steady states corresponding to the maneuvers (18).

### Example 3.

The following two-dimensional discrete dynamical system with control is considered:

$$\{\begin{array}{cc}x_{k+1}=(x_k\alpha )[(x_k\alpha )^2+(y_k\alpha )^2]+\alpha \hfill & \\ y_{k+1}=(y_k\alpha )[(x_k\alpha )^2+(y_k\alpha )^2]+\alpha \hfill & \end{array}$$
(19)
where $`(x,y)^2`$ is the state parameter and $`\alpha `$ is the control parameter.

There are an infinity of analytic paths of steady states for (19): $`\phi (\alpha )=(\alpha ,\alpha )`$ and $`\phi _t(\alpha )=(\alpha +\mathrm{cos}t,\alpha +\mathrm{sin}t)`$, for $`t[0,2\pi )`$; all paths are defined for $`\alpha `$. The path $`\phi `$ is an analytic path of asymptotically stable steady states while $`\phi _t`$ are analytic paths of unstable steady states, for any $`t[0,2\pi )`$.

For any $`\alpha `$, the domain of attraction of the asymptotically stable steady state $`\phi (\alpha )=(\alpha ,\alpha )`$ is the ball $`B((\alpha ,\alpha ),1)=\{(x,y)^2/(x\alpha )^2+(y\alpha )^2<1\}`$.

For $`\alpha ^{}=1`$ and $`\alpha ^{}=1`$, let’s consider the asymptotically stable steady states $`\phi (\alpha ^{})=(1,1)`$ and $`\phi (\alpha ^{})=(1,1)`$. The maneuver $`\alpha :\alpha ^{}=11=\alpha ^{}`$ is not successful, because $`\phi (\alpha ^{})=(1,1)DA(\phi (\alpha ^{})=(1,1))=B((1,1),1)`$. Though, a finite number of maneuvers can be found, which transfer the steady state $`\phi (\alpha ^{})=(1,1)`$ to the steady state $`\phi (\alpha ^{})=(1,1)`$, for example:

$$\alpha :\alpha ^{}=10.500.51=\alpha ^{}$$
(20)
These maneuvers are successful, because $`\phi (\alpha ^{})DA(\phi (0.5))=B((0.5,0.5),1)`$, $`\phi (0.5)DA(\phi (0))=B((0,0),1)`$, $`\phi (0)DA(\phi (0.5))=B((0.5,0.5),1)`$, and $`\phi (0.5)DA(\phi (\alpha ^{}))=B((1,1),1)`$.


text:
# Quantum-to-classical crossover of mesoscopic conductance fluctuations

## I Introduction

Sample-to-sample fluctuations of the conductance of disordered systems have a universal regime, in which they are independent of the mean conductance. The requirement for these universal conductance fluctuations Alt85 ; Lee85  is that the sample size should be small compared to the localization length. The mean conductance is then much larger than the conductance quantum $`e^2/h`$.

The same condition applies to the universality of conductance fluctuations in ballistic chaotic quantum dots Bar94 ; Jal94 , although there is no localization in these systems. Random-matrix-theory (RMT) has the universal limit

$$\underset{N\mathrm{}}{lim}\mathrm{var}G=\frac{1}{8}$$
(1)
for the variance of the conductance $`G`$ in units of $`e^2/h`$. Here $`N`$ is the number of modes transmitted through each of the two ballistic point contacts that connect the quantum dot to electron reservoirs. Since the mean conductance $`G=N/2`$, the condition for universality remains that the mean conductance should be large compared to the conductance quantum.

In the present paper we will show that there is actually an upper limit on $`N`$, beyond which RMT breaks down in a quantum dot and the universality of the conductance fluctuations is lost. Since the width $`W`$ of a point contact should be small compared to the size $`L`$ of the quantum dot, in order to have chaotic scattering, a trivial requirement is $`NM`$, where $`M`$ is the number of transverse modes in a cross-section of the quantum dot. (In two dimensions, $`NW/\lambda _\mathrm{F}`$ and $`ML/\lambda _\mathrm{F}`$, with $`\lambda _\mathrm{F}`$ the Fermi wavelength.) By considering the quantum-to-classical crossover, we arrive at the more stringent requirement

$$1N\sqrt{M}e^{\lambda \tau _{\mathrm{erg}}/2},$$
(2)
with $`\lambda `$ the Lyapunov exponent and $`\tau _{\mathrm{erg}}`$ the ergodic time of the classical chaotic dynamics. The requirement is more stringent than $`NM`$ because, typically, $`\lambda ^1`$ and $`\tau _{\mathrm{erg}}`$ are both equal to the time of flight $`\tau _0`$ across the system, so the exponential factor in Eq. (2) is not far from unity.

Expressed in terms of time scales, the upper limit in Eq. (2) says that $`\tau _{\mathrm{erg}}`$ should be larger than the Ehrenfest time Vav02 ; Sil03

$$\tau _E=\mathrm{max}[0,\lambda ^1\mathrm{ln}\frac{N^2}{M}].$$
(3)
The condition $`\tau _{\mathrm{erg}}>\tau _E`$ which we find for the universality of conductance fluctuations is much more stringent than the condition $`\tau _D>\tau _E`$ for the validity of RMT found in other contexts. Lod98 ; Vav02 ; Sil03L ; Jac02 ; Aga00 ; Sil03 ; Two03 ; Ale96 ; Ada03  Here $`\tau _D(M/N)\tau _0`$ is the mean dwell time in the quantum dot, which is $`\tau _{\mathrm{erg}}`$ in any chaotic system.

The outline of this paper is as follows. In Sec. II we describe the quantum mechanical model that we use to calculate $`\mathrm{var}G`$ numerically, which is the same stroboscopic model used in previous investigations of the Ehrenfest time Jac02 ; Two03 ; Gor03 . The data is interpreted semiclassically in Sec. III, leading to the crossover criterion (2). We conclude in Sec. IV.

## II Stroboscopic model

The physical system we have in mind is a ballistic (clean) quantum dot in a two-dimensional electron gas, connected by two ballistic leads to electron reservoirs. While the phase space of this system is four-dimensional, it can be reduced to two dimensions on a Poincaré surface of section.Bog92 ; Pra03  The open kicked rotator Jac02 ; Two03 ; Gor03 ; Oss02 ; Bor91 ; Bor92 ; Fyo00  is a stroboscopic model with a two-dimensional phase space. We summarize how this model is constructed, following Ref. Two03, .

One starts from the closed system (without the leads). The kicked rotator describes a particle moving along a circle, kicked periodically at time intervals $`\tau _0`$. We set to unity the stroboscopic time $`\tau _0`$ and the Plank constant $`\mathrm{}`$. The stroboscopic time evolution of a wave function is given by the Floquet operator $``$, which can be represented by an $`M\times M`$ unitary symmetric matrix. The even integer $`M`$ defines the effective Planck constant $`h_{\mathrm{eff}}=1/M`$. In the discrete coordinate representation ($`x_m=m/M`$, $`m=0,1,\mathrm{},M1`$) the matrix elements of $``$ are given by

$$_{m^{}m}=M^{1/2}e^{i\pi /4}e^{i2\pi MS(x_m^{},x_m)},$$
(4)
where $`S`$ is the map generating function,

$$S(x^{},x)=\frac{1}{2}(x^{}x)^2(K/8\pi ^2)(\mathrm{cos}2\pi x^{}+\mathrm{cos}2\pi x),$$
(5)
and $`K`$ is the kicking strength.

The eigenvalues $`\mathrm{exp}(i\epsilon _m)`$ of $``$ define the quasi-energies $`\epsilon _m(0,2\pi )`$. The mean spacing $`2\pi /M`$ of the quasi-energies plays the role of the mean level spacing $`\delta `$ in the quantum dot.

To model a pair of $`N`$-mode ballistic leads, we impose open boundary conditions in a subspace of Hilbert space represented by the indices $`m_n^{(\alpha )}`$. The subscript $`n=1,2,\mathrm{}N`$ labels the modes and the superscript $`\alpha =1,2`$ labels the leads. A $`2N\times M`$ projection matrix $`P`$ describes the coupling to the ballistic leads. Its elements are

$$P_{nm}=\{\begin{array}{cc}1\hfill & \mathrm{if}m=n\{m_n^{(\alpha )}\},\hfill \\ 0\hfill & \mathrm{otherwise}.\hfill \end{array}$$
(6)
The mean dwell time is $`\tau _D=M/2N`$ (in units of $`\tau _0`$).

The matrices $`P`$ and $``$ together determine the quasi-energy dependent scattering matrix

$$S(\epsilon )=P[e^{i\epsilon }(1P^\mathrm{T}P)]^1P^\mathrm{T}.$$
(7)
The symmetry of $``$ ensures that $`S`$ is also symmetric, as it should be in the presence of time-reversal symmetry. By grouping together the $`N`$ indices belonging to the same lead, the $`2N\times 2N`$ matrix $`S`$ can be decomposed into 4 sub-blocks containing the $`N\times N`$ transmission and reflection matrices,

$$S=\left(\begin{array}{cc}r& t\\ t^{}& r^{}\end{array}\right).$$
(8)
The conductance $`G`$ (in units of $`e^2/h`$) follows from the Landauer formula

$$G=\mathrm{Tr}tt^{}.$$
(9)
The open quantum kicked rotator has a classical limit, described by a map on the torus $`\{x,p|\mathrm{modulo}\mathrm{\hspace{0.17em}1}\}`$. The classical phase space, including the leads, is shown in Fig. 1. The map relates $`x,p`$ at time $`k`$ to $`x^{},p^{}`$ at time $`k+1`$:

$$p^{}=\frac{}{x^{}}S(x^{},x),p=\frac{}{x}S(x^{},x).$$
(10)
The classical mechanics becomes fully chaotic for $`K7`$, with Lyapunov exponent $`\lambda \mathrm{ln}(K/2)`$. For smaller $`K`$ the phase space is mixed, containing both regions of chaotic and of regular motion. We will restrict ourselves to the fully chaotic regime in this paper.

## III Numerical results

To calculate the conductance (9) we need to invert the $`M\times M`$ matrix between square brackets in Eq. (7). We do this numerically using an iterative procedure. Two03  The iteration can be done efficiently using the fast-Fourier-transform algorithm to calculate the application of $``$ to a vector. The time required to calculate $`S`$ scales as $`M^2\mathrm{ln}M`$, which for large $`M`$ is quicker than the $`M^3`$ scaling of a direct inversion. The memory requirements scale as $`M`$, because we need not store the full scattering matrix to obtain the conductance.

We distinguish two types of mesoscopic fluctuations in the conductance. The first type appears upon varying the quasi-energy $`\epsilon `$ for a given scattering matrix $`S(\epsilon )`$. Since these fluctuations have no classical analogue (the classical map (10) being $`\epsilon `$-independent), we refer to them as quantum fluctuations. The second type appears upon varying the position of the leads, so these involve variation of the scattering matrix at fixed $`\epsilon `$. We refer to them as sample-to-sample fluctuations. They have both a quantum mechanical component and a classical analogue. One could introduce a third type of fluctuations, involving both variation of $`\epsilon `$ and of the lead positions. We have found (as expected) that these are statistically equivalent to the sample-to-sample fluctuations at fixed $`\epsilon `$, so we need not distinguish between fluctuations of type two and three.

We have calculated the variance $`\mathrm{var}G=G^2G^2`$ of the conductance, either by varying $`\epsilon `$ at fixed lead positions (quantum fluctuations) or by varying both $`\epsilon `$ and lead positions (sample-to-sample fluctuations). Since the quantum interference pattern is completely different only for energy variations of order of the Thouless energy $`1/\tau _D`$, we choose a number $`\tau _D`$ of equally spaced values of $`\epsilon `$ in the interval $`(0,2\pi )`$. We take $`10`$ different lead positions, randomly located at the $`x`$-axis in Fig. 1. To investigate the quantum-to-classical crossover, we change $`h_{\mathrm{eff}}=1/M`$ while keeping the dwell time $`\tau _D=M/2N`$ constant. The results are plotted in Figs. 2 and 3.

## IV Interpretation

We interpret the numerical data by assuming that the variance of the conductance is the sum of two contributions: a universal quantum mechanical contribution $`𝒱_{\mathrm{RMT}}`$ given by random-matrix theory and a nonuniversal quasiclassical contribution $`𝒱_{\mathrm{cl}}`$ determined by sample-to-sample fluctuations in the classical transmission probabilities.

The RMT contribution equals Bar94 ; Jal94

$$𝒱_{\mathrm{RMT}}=\frac{1}{8},$$
(11)
in the presence of time-reversal symmetry. The classical contribution is calculated from the classical map (10), by determining the probability $`P_{12}`$ of a particle injected randomly through lead $`1`$ to escape via lead $`2`$. Since the conductance is given semiclassically by $`G_{\mathrm{cl}}=NP_{12}`$, we obtain

$$𝒱_{\mathrm{cl}}=N^2\mathrm{var}P_{12}.$$
(12)
We plot $`\mathrm{var}G=𝒱_{\mathrm{RMT}}+𝒱_{\mathrm{cl}}`$ in Fig. 3 (dashed curves), for comparison with the results of our full quantum mechanical calculation. The agreement is excellent.

We now would like to investigate what ratio of time scales governs the crossover from quantum to classical fluctuations.

To estimate the magnitude of the sample-to-sample fluctuations in the classical transmission probability, we use results from Ref. Sil03, . There it was found that the starting points (and end points) of transmitted trajectories are not homogeneously distributed in phase space. Instead, they cluster together in nearly parallel, narrow bands. These transmission bands are clearly visible in Fig. 1. The largest band has an area $`A_{\mathrm{max}}=A_0e^{\lambda \tau _{\mathrm{erg}}}`$ determined by the ergodic time $`\tau _{\mathrm{erg}}`$. This is the time required for a trajectory to explore the whole accessible phase space. The values of $`\tau _{\mathrm{erg}}`$ and $`A_0`$ depend on the degree of collimation of the beam of trajectories injected into the system. Sil03  For our model, without collimation, one has $`\tau _{\mathrm{erg}}`$ of order unity (one stroboscopic period) and $`A_0(N/M)^2`$. The typical transmission band has an area $`A_0e^{\lambda \tau _D}`$ which is exponentially smaller than $`A_{\mathrm{max}}`$ (since $`\tau _D=M/2N\tau _{\mathrm{erg}}`$).

As the position of the lead is moved around, transmission bands move into and out of the lead. The resulting fluctuations in the transmission probability $`P_{12}`$ are dominated by the largest band. Since there is an exponentially large number $`e^{\lambda \tau _D}`$ of typical bands, their fluctuations average out. The total area in phase space of the lead is $`A_{\mathrm{lead}}=N/M`$, so we estimate the mean squared fluctuations in $`P_{12}`$ at

$$\mathrm{var}P_{12}(A_{\mathrm{max}}/A_{\mathrm{lead}})^2=c(N/M)^2e^{2\lambda \tau _{\mathrm{erg}}},$$
(13)
with $`c`$ and $`\tau _{\mathrm{erg}}`$ of order unity. We have tested this functional dependence numerically for the map (10), and find a reasonable agreement (see Fig. 4). Both the exponential dependence on $`\lambda `$ and the quadratic dependence on $`\tau _D=M/2N`$ are consistent with the data. We find $`\tau _{\mathrm{erg}}=0.68`$ of order unity, as expected.

Eqs. (12) and (13) imply

$$\mathrm{var}G=\frac{1}{8}+c(N^4/M^2)e^{2\lambda \tau _{\mathrm{erg}}}.$$
(14)
In Fig. 5 we plot the same data as in Fig. 3, but now as a function of $`(N^4/M^2)e^{2\lambda \tau _{\mathrm{erg}}}`$. We see that the functional dependence (14) is approached for large dwell times.

The quantum fluctuations of RMT dominate over the classical fluctuations if $`N^2\mathrm{var}P_{12}1`$. Using the estimate (13), this amounts to the condition

$$\tau _{\mathrm{erg}}>\mathrm{max}[0,\lambda ^1\mathrm{ln}(N^2/M)]\tau _E$$
(15)
that the ergodic time exceeds the Ehrenfest time. Notice that condition (15) is always satisfied if $`N^2<M1/h_{\mathrm{eff}}`$. This agrees with the findings of Ref. Sil03, , that the breakdown of RMT starts when $`N\sqrt{M}`$.

## V Conclusions

In summary, we have presented both a fully quantum mechanical and a semiclassical calculation of the quantum-to-classical crossover from universal to non-universal conductance fluctuations. The two calculations are in very good agreement, without any adjustable parameter (compare data points with curves in Fig. 3). We have also given an analytical approximation to the numerical data, which allows us to determine the parametric dependence of the crossover.

We have found that universality of the conductance fluctuations requires the ergodic time $`\tau _{\mathrm{erg}}`$ to be larger than the Ehrenfest time $`\tau _E`$. This condition is much more stringent than the condition that the dwell time $`\tau _D`$ should be larger than $`\tau _E`$, found previously for universality of the shot noise in a quantum dot. Aga00 ; Sil03 ; Two03  The universality of the excitation gap in a quantum dot connected to a superconductor is also governed by the ratio $`\tau _D/\tau _E`$ rather than $`\tau _{\mathrm{erg}}/\tau _E`$ Lod98 ; Vav02 ; Sil03L ; Jac02 , as is the universality of the weak localization effect. Ale96 ; Ada03  These two properties have in common that they represent ensemble averages, rather than sample-to-sample fluctuations.

We propose that what we have found here for the conductance is generic for other transport properties: That the breakdown of RMT with increasing $`\tau _E`$ occurs when $`\tau _E>\tau _D`$ for ensemble averages and when $`\tau _E>\tau _{\mathrm{erg}}`$ for the fluctuations. This has immediate experimental consequences, because it is much easier to violate the condition $`\tau _E>\tau _{\mathrm{erg}}`$ than the condition $`\tau _E>\tau _D`$.

To test this proposal, an obvious next step would be to determine the ratio of time scales that govern the breakdown of universality of the fluctuations in the superconducting excitation gap. The numerical data in Refs. Gor03,  and Kor03,  was interpreted in terms of the ratio $`\tau _E/\tau _D`$, but an alternative description in terms of the ratio $`\tau _E/\tau _{\mathrm{erg}}`$ was not considered.

One final remark about the distinction between classical and quantum fluctuations, explained in Sec. III. It is possible to suppress the classical fluctuations entirely, by varying only the quasi-energy at fixed lead positions. In that case we would expect the breakdown of universality to be governed by $`\tau _D/\tau _E`$ instead of $`\tau _{\mathrm{erg}}/\tau _E`$. Our numerical data (Fig. 2) does not show any systematic deviation from RMT, probably because we could not reach sufficiently large systems in our simulation.

Note added: Our final remark above has been criticized by Jacquod and Sukhorukov \[Jac03, \]. They argue that the numerical data of Fig. 2 (and similar data of their own) does not show any systematic deviation from RMT because quantum fluctuations remain universal if $`\tau _E>\tau _D`$. Their argument relies on the assumption that the effective RMT of Ref. Sil03,  holds not only for the classical fluctuations (as we assume here), but also for the quantum fluctuations. The effective RMT says that quantum fluctuations are due to a number $`N_{\mathrm{eff}}Ne^{\tau _E/\tau _D}`$ of transmission channels with an RMT distribution. Universality of the quantum fluctuations is then guaranteed even if $`N_{\mathrm{eff}}N`$, as long as $`N_{\mathrm{eff}}`$ is still large compared to unity.

This line of reasoning, if pursued further, contradicts the established theory Ale96 ; Ada03  of the $`\tau _E`$ dependence of weak localization. RMT says that the weak localization correction $`\delta G=\frac{1}{4}`$ is independent of the number of channels Bar94 ; Jal94 . Validity of the effective RMT at the quantum level would therefore imply that weak localization remains universal if $`\tau _E>\tau _D`$, as long as $`Ne^{\tau _E/\tau _D}1`$. This contradicts the result $`\delta G=\frac{1}{4}e^{\tau _E/\tau _D}`$ of Refs. Ale96,  and Ada03, .

###### Acknowledgements.

This work was supported by the Dutch Science Foundation NWO/FOM. J.T. acknowledges the financial support provided through the European Community’s Human Potential Programme under contract HPRN–CT–2000-00144, Nanoscale Dynamics.