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# Magnetic flares and the optical variability of the X-ray transient XTE J1118+480

## 1 Introduction

The newly discovered transient X-ray source XTE J1118+480 \[Remillard et al. 2000\], has already shown a number of remarkable properties. It was discovered as a weak source with the RXTE All-Sky Monitor on March 29, 2000 at high galactic latitude ($`b62^o`$). Subsequent RXTE pointed observations revealed an energy spectrum typical of black hole candidates in their hard state, showing a prominent power-law component in its X-ray spectrum with a photon index of about 1.8 up to at least 30 keV. The source was also observed on March 26 in hard X-rays by BATSE, up to 120 keV (Wilson & McCollough 2000). The 13th magnitude optical counterpart, discovered by Uemura, Kato & Yamaoka (2000), exhibit a spectrum fairly typical of X-ray Novae in outburst (e.g. Garcia et al. 2000).

Being at such an high galactic latitude, the source suffers from low interstellar absorption, and consequently has also been observed in the extreme ultra violet (EUV) by the Extreme Ultraviolet Explorer (EUVE). The EUVE spectrum and fluxes derived by Hynes et al. (2000) however are extremely sensitive to the details of the absorbing column and are therefore subject to large uncertainties.

A strong QPO feature with a frequency $`\nu 0.08`$ Hz has been found in the X-ray power density spectrum (PDS) of the source in the first month of the outburst (March 29 – May 4, see Revnitsev, Sunyaev & Borozdin 2000). More surprisingly, the optical lightcurves also show strong flickering on timescales of a few seconds or faster and a prominent quasi periodic feature with a frequency in agreement with that of the X-ray QPO. Subsequent HST, RXTE and ASCA observations in the optical/UV and X-ray band respectively, have also shown that the QPO is drifting to higher frequencies systematically in both bands, from $`\nu 0.08`$ Hz to $`\nu 0.11`$ Hz later in the month (Haswell et al. 2000b; Yamaoka, Ueda & Dotani 2000; Patterson private communication).

The strikingly similar variability properties observed in both bands suggest that at least a fraction of the optical/UV flux from the object should be produced in the same region of the accretion flow where the X-rays are produced and hence reflect a different aspect of the same phenomenon. This implies that the modulated optical/UV flux cannot be produced by thermal emission from the accretion disc itself; the optical/UV flux from a stellar mass black hole arises from the outer region of the disc (radii greater than hundreds of Schwarzchild radii) where the X-ray emission is negligible.

Here we show that the presence of such optical/UV variability in the observations of XTE J1118+480 argues for the presence of significant thermal synchrotron radiation from a magnetically dominated corona (or possibly from an advection dominated accretion flow, ADAF, occupying the inner parts of the flow).

The only other object ever observed to show similar short timescale variability, in both the optical and X-ray bands, is the black hole candidate GX 339-4 in its hard state (Motch et al 1982). For the case of GX 339-4, typically brighter than XTE J1118+480 in X-rays, it was also suggested that thermal synchrotron emission should provide a significant contribution to the optical band (Fabian et al. 1982; Di Matteo, Celotti & Fabian 1999).

## 2 Cyclo-syncrotron emission from a magnetic corona

### 2.1 The Magnetic field in the corona

It is now well established that magnetic stresses in accretion discs are likely to be responsible for the transfer of angular momentum (see Balbus & Hawley 1998 for a review). Magneto-rotational instabilities can drive turbulence by amplifying the seed magnetic fields on roughly Keplerian timescales; the rate at which magnetic energy is built up is fast enough to explain the bulk of energy release in an accretion disk as magnetic dissipation. This supports the idea that accretion disc coronae, the loci where the hard X-ray emission is produced, are highly magnetic and form by buoyancy of the strong magnetic fields amplified in the disk (e.g. Galeev, Rosner & Vaiana 1979). This picture is supported by numerical simulations (Miller & Stone 2000) which show that, when weak $`B`$ fields are amplified via MHD turbulence in the disk, only a fraction $`H/R<1`$ of the energy is dissipated locally while the rest escapes and forms a strongly magnetized corona above the disc.

In any such models, the magnetic field in the corona is likely to be strongly inhomogeneous and to dissipate energy in localized active regions. Following Di Matteo, Celotti & Fabian (1997; 1999), we assume that a significant fraction, $`f`$, of the accretion power, $`L=\dot{m}L_{\mathrm{Edd}}`$, is accumulated in the corona while the remaining fraction $`(1f)`$ is dissipated internally in the disc. The magnetic field strength, $`B`$, in the magnetic flux tubes rising from the disk can be higher than the values implied by equipartition with radiation energy density. In fact, if the active region is powered by the release of magnetic energy, its dissipation velocity is $`v_\mathrm{A}`$, the Alfven speed (see e.g. Di Matteo 1998). The energy stored in the field is therefore a fraction $`v_A/c0.1`$ of that of the radiation \[Di Matteo, Blackman & Fabian 1997\]. Based on similar arguments Haardt, Maraschi & Ghisellini (1994) showed that the magnetic energy is released on typical timesclales $`t_010R_\mathrm{b}/c`$, where $`R_\mathrm{b}`$ is the size of the active region. This leads to a magnetic field strength,

$$\frac{B^2}{8\pi }\frac{v_\mathrm{A}}{c}\frac{9fL}{16\pi N(r_\mathrm{b}R_\mathrm{s})^2c}$$
(1)
where $`N`$ is the number of active regions and $`r_\mathrm{b}`$ their dimension in units of $`R_\mathrm{s}=2GM/c^2`$, the Schwarzschild radius for a given central mass $`M=m\mathrm{M}_{}`$. This implies a value

$$B10^8\frac{1}{r_\mathrm{b}}\left(\frac{\dot{m}fc}{Nmv_\mathrm{A}}\right)^{1/2}\mathrm{G}$$
(2)
for the estimated magnetic field in the inner part of the accretion flow.

### 2.2 Synchrotron emission

In the hot ($`T50200`$ keV), highly magnetized, coronal plasma the majority of the electrons are thought to be thermal and are expected to produce synchrotron emission, and Compton scatter the softer photons produced both by dissipation in the underlying accretion disk and by the synchrotron processes themselves.

In a thermal plasma, optically–thin synchrotron emission rises steeply with decreasing frequency. Under most circumstances the emission becomes self-absorbed and gives rise to a black-body spectrum below a critical frequency: $`\nu _\mathrm{c}2.7\times 10^{14}\tau ^{0.05}(\frac{T}{10^9\mathrm{K}})^{0.95}(\frac{B}{10^6\mathrm{G}})^{0.91}`$ Hz (see Wardziński & Zdziarski 2000), where $`T`$ is the coronal temperature and $`\tau `$ the scattering optical depth. Above this frequency, which is right in the optical/UV band for typical parameter of X-ray transient sources and magnetic fields $`B10^610^7`$ G, the cyclo-synchrotron emission decays exponentially as expected from a thermal plasma, due to the superposition of cyclotron harmonics.

In an active region above an accretion disc, the relative importance of the cyclo-synchrotron emission (and its Comptonization) as opposed to the Comptonization of the external photon field has to be estimated by comparing the relevant timescales for the processes. Such comparisons have shown that, as the synchrotron emission is heavily self-absorbed, the internal energy density of the synchrotron radiation $`U_{\mathrm{rad},\mathrm{int}}<B^2/8\pi <U_{\mathrm{rad},\mathrm{ext}}`$, where $`U_{\mathrm{rad},\mathrm{ext}}=(1f)L/4\pi cR_{\mathrm{disc}}^2`$ is the ‘external’ energy density of the radiation emerging from the disc. Consequently (and in accordance to standard models) most of the X-ray emission in the soft and hard states of GBH is usually due to Comptonization of the external photon fields (and not of the synchrotron component; Di Matteo, Celotti & Fabian 1997; 1999; Wardziński & Zdziarski 2000). Nevertheless, in the hard states of GBH the disk blackbody component, which dominates the X-ray emission in the soft state, often disappears or cools down significantly, and the synchrotron component is likely to contribute at least in the optical/UV band.

Here we show that thermal synchrotron emission can be an important radiation process in the case of XTE J1118+480.

## 3 Application to XTE J1118+480

### 3.1 Spectral modeling

Hubble Space Telescope observations of XTE J1118+480 (Haswell et al. 2000a) were made on 2000 April 8, at the end of the rising phase of the outburst. The data indicate a flux density at $`1500\mathrm{\AA }`$ of $`3\times 10^{13}\mathrm{ergs}\mathrm{cm}^2\mathrm{s}^1\mathrm{\AA }^1`$ and a spectrum between 1200 and 8000 $`\mathrm{\AA }`$ slightly flatter than $`F_\nu \nu ^{1/3}`$. On the other hand, unfiltered CCD fast photometry \[Haswell et al. 2000b, Patterson 2000\] has revealed optical flickering of $`\pm 0.2`$ mag on timescales of seconds, which correspond to $`20`$ per cent of the optical flux. As the optical variability is strongly modulated by a QPO with a frequency comparable (if not the same) to that of the X-ray one, it has to be produced where most of the X-rays are produced, namely in the inner part of the accretion flow.

We assume that this rapid variability is due to self absorbed cyclo-synchrotron (CS) emission. To explicitly show the various parameter dependences of the synchrotron emission we write the flux at the peak frequency $`\nu _\mathrm{c}`$ as \[Di Matteo, Celotti & Fabian 1997\]

$`F_{\mathrm{CS}}`$ $`=`$ $`2\pi m_e\nu _c^3\theta r_\mathrm{b}^2N\left({\displaystyle \frac{R_\mathrm{S}}{D}}\right)^2\left[{\displaystyle \frac{1}{1+t_{\mathrm{CS}}/t_{\mathrm{iC}}}}\right]`$
$``$ $`5.7\times 10^{14}\theta r_\mathrm{b}^2N\left({\displaystyle \frac{\nu _c}{10^{15}}}\right)\left({\displaystyle \frac{m}{d}}\right)^2`$
$`\times `$ $`\left[{\displaystyle \frac{1}{1+3.2\times 10^2\tau U_{\mathrm{rad}}\left(\frac{10^{15}}{\nu _c}\right)^3}}\right],`$
where $`d`$ is the distance of the source in kiloparsecs, $`\theta =kT/m_ec^2`$ the dimensionless temperature, $`U_{\mathrm{rad}}=U_{rad,int}+U_{\mathrm{rad},\mathrm{ext}}`$ and the ratio of the relevant timescales for the cyclo-synchrotron and inverse Compton emission determines which process dominates in an active (see Section 2.2). Under the assumption that at least one fourth of the flux at $`\nu =\nu _c=10^{15}`$ Hz is due to CS, we deduce that the intrinsic dissipation in the accretion disc has to be fairly small ($`\dot{m}(1f)10^3`$) implying a magnetic field intensity $`B2\times 10^6`$ G.

We model the spectrum of the source following the work of Di Matteo, Celotti & Fabian (1999). The main feature of the model is that it considers reprocessing of coronal radiation in the accretion disc not only according to the active blob size but also according to their height above the disc. The temperature and the optical depth in the corona are constrained from the observed slope of the power-law in the X-ray spectrum ($`\alpha 0.8(\tau \theta )^1`$; e.g. Wardziński & Zdziarski 2000). The spectrum is calculated self-consistently for every annulus of radius $`R=rR_\mathrm{S}`$ and width $`dRR`$ and integrated over radius from $`r=3`$ to $`r=1000`$. We take into account all the relevant radiative processes and rescale them opportunely according to the ratios of their typical cooling timescales which are obtained by integrating each spectral component (more accurately than in Eq. 3)

In all cases we postulate that the accretion disc extends down to the innermost stable orbit of a non-rotating black hole ($`R_{\mathrm{in}}=3R_\mathrm{S}`$), so that both the optical and X-rays are produced where most of the energy is dissipated. The number of active regions at any given annulus is calculated as in Haardt, Maraschi & Ghisellini (1994), following their discussion on the timescales over which the magnetic field is amplified in the disc ($`t_{\mathrm{amp}}t_{\mathrm{Kep}}`$) and released in the corona ($`t_{\mathrm{rel}}t_0`$, see section 2.1). We obtain $`dN=9.5r^{3/2}dr`$, so that the total number of flares active at any time $`N10`$, as usually assumed from variability arguments. The mass is fixed to $`10`$ solar masses.

In Figure 1 we show an illustration of two model spectra for the recent optical and X-ray observations of XTE J1118+480. They are not to be regarded as detailed fits to the data, rather as indicative of the physical properties of the source implied by the model. In particular, we do not attempt to fit the optical continuum with a realistic model for the outermost parts of the accretion disc, our main interest being to put constraints on the nature of the inner accretion flow. The relatively high optical-to-X-ray flux ratio for the source imposes the major constraints on the model. In order for both the synchrotron component to be important in the optical band and the Comptonized flux not to exceed the observed limit in the hard X-ray band $`U_{\mathrm{rad},\mathrm{ext}}`$, the external radiation energy density intercepting the active region (see Eq. 3) has to be lower than $`(1f)L/(4\pi R_{\mathrm{disc}}^2c)`$.

The first spectrum (case a, solid lines) is obtained assuming static dissipation regions at fixed height. For $`r_\mathrm{b}=3`$ we have to allow the reconnection sites to be above the accretion disc at a height of $`45r_\mathrm{b}`$. The need for such aspect ratio of the active region is just an indication that the soft radiation field seen by the flaring region has been reduced.

As expected from the simple scaling arguments of Eqs. (2) and (3), we obtain a relatively low accretion rate ($`\dot{m}0.01`$) and a high value of the fraction of the power dissipated in the corona ($`f0.97`$), both consistent with the source being in its hard state. However, in this geometry $`f`$ is not a relevant parameter because the hard X-ray radiation illuminates the disk and a substantial fraction of it ($`0.5`$, depending on the disc albedo) is reprocessed and thermalized giving rise to a hotter blackbody-like component roughly similar to that obtained for lower values of $`f`$.

In Figure 1 (case b, dashed lines) we illustrate an alternative way to reduce the contribution from this thermal component in the soft X-ray band and enhance the the cyclo-synchrotron emission in the optical/UV band. Following Beloborodov (1999), we allow for bulk relativistic motion of the emitting coronal plasma away from the disc. Due to Doppler boosting the radiation from a reconnection site towards the disc is reduced. This is equivalent, for our purpose, to the assumption that the coronal emission is anisotropic: for $`v/c0.3`$, roughly $`90`$ per cent of it is emitted upwards and only the remaining $`10`$ per cent impinges on the underlying disc.

Finally, the values of temperature and optical depth of the active regions we derive are, respectively, $`\theta 0.3`$ and $`\tau 0.6`$ and are almost equal in the two cases. The distance we obtain is of the order of $`D=0.4`$ kpc, as expected for a high latitude galactic source.

### 3.2 The inner disc

Hynes ey al. (2000) have recently reported on EUV observations of XTE J1118+480 and have shown that the relatively low EUV flux may be inconsistent with an optically thick disc extending down to radii $`r_{\mathrm{in}}<1000`$. However EUV observations are extremely sensitive to the assumed absorption and the derived limits on $`r_{\mathrm{in}}`$ highly uncertain. This is further emphasized by recent ASCA observations which appear to show a slight soft excess below 2 keV (Yamaoka et al. 2000) well fitted by a multicolour disc of temperature 0.2 $`\pm `$ 0.1 keV. Because of the inconsistency between the ASCA and EUVE measurements we did not use the EUVE data as a further constraint for our model.

However, in accordance with the requirements discussed above, most objects observed in their hard/low state often show either no or very little evidence for soft blackbody emission or strong reflection features (i.e., the backscattered emission from the putative accretion disk). Based on this, it has therefore been argued that, in the hard state, geometrically thin discs may not extend down to the innermost stable orbit but are truncated at tens or hundreds of Schwarzchild radii. (Gierlińsky et al. 1997; Poutanen & Coppi 1998; Zdziarski et al. 1998; Done & Życki 1998; Esin et al. 1997; Wilms et al. 1999 and references therein).

If the disc does not extends down to the innermost stable orbit, then $`U_{\mathrm{rad},\mathrm{ext}}`$ is suppressed and the relative importance of the synchrotron component (see Eq. 3) increases, as required by the data. Therefore, a central advection dominated (ADAF) component of the flow extending out to hundreds or thousands of Schwarzschild radii and surrounded by an optically thick accretion disc may also fit the spectrum reasonably well (see e.g. Esin et al. 1998). The information provided by temporal studies are then crucial for constraining the geometry of the inner disk, in particular optical-X-rays cross-correlation and time lag analysis for the QPO component.

#### 3.2.1 The $`0.1`$ Hz QPO

Psaltis, Belloni & van der Klis (1999) have suggested that the frequencies of the periodic features in the PDS of black hole candidates (which can appear more or less broadened) follow a quite tight correlation that encompasses also neutron star sources, and therefore has to be related to the properties of the accretion flow. Recently Psaltis & Norman (2000) have proposed a model in which the QPOs are produced in a narrow ring in the accretion disc where a discontinuity in some properties of the flow occurs. The frequencies themselves are essentially determined by the relativistic proper frequencies of the system (Stella, Vietri & Morsink 1999; Merloni et al. 1999). Assuming such a model, the data can be used to constrain the position of the flow discontinuity (Di Matteo & Psaltis 1999).

The published PDS of XTE J1118+480 strongly resembles that of GX 339-4 in the hard state (see Nowak 2000 for a discussion of the various variability components). Apart from the strongly peaked QPO at 0.08 Hz, it exhibits a broader feature around 1 Hz. Plotted one against the other, these frequencies fall remarkably well on the correlation presented by Psaltis, Belloni & van der Klis (1999). This would suggest that the low frequency QPO is analogous to the HBO in neutron stars and is related to twice the nodal precession general-relativistic frequency of a perturbed orbit around the compact object. The value of the transition radius, where the modulation is produced, depends on the spin of the black hole, but is limited in the range $`25R_t/R_\mathrm{S}6`$ for a $`10\mathrm{M}_{}`$ black hole with dimensionless angular momentum $`0.99a0.01`$. This provides an upper bound for the inner extent of the geometrically thin accretion disc, which is in conflict with the limits derived from EUVE observations (Hynes et al. 2000) and significantly reduces the relevance of a central ADAF component, favoring instead models discussed in Section 3.1. We note, however, that if the observed QPO is associated with the HBO frequency it is not clear why the expected modulation at the keplerian frequency at the same radius (with frequency $`\nu _{\mathrm{Kep}}30`$ Hz) is not directly observed, even though it should have a higher quality factor (although, see e.g. Nowak 2000).

Alternatively, we can ignore the very broad feature in the PDS at $`1`$ Hz and consider the sharp low frequency QPO as due to Keplerian modulation of the flow far away from the source. This would imply a transition radius $`R_t500R_\mathrm{S}`$. Although this interpretation for the observed variability is less plausible, it may be in better agreement with the implied EUV fluxes and possibly with the presence of a central ADAF component. However, in this case it remains to be explained how the modulation propagates inward in the advective flow without loss of coherence, given that, in the ADAF model, the bulk of the optical and X-ray are produced in the inner part of the flow, where the magnetic field is high enough ($`B_{ADAF}10^7\alpha _{0.1}^{1/2}m_{10}^{1/2}\dot{m}_{0.01}^{1/2}r_3^{5/4}`$ G) to power the cyclo-synchrotron emission, which is then Componized to give rise to the high energy spectrum (see e. g. Narayan & Yi 1995; Quataert & Narayan 1999).

## 4 Discussion

We have applied a model for the emission from a highly magnetic, structured corona to the optical and X-ray observations of the newly discovered X-ray transient XTE J1118+480.

This source is unique for a number of reasons. It is located at high galactic latitude and has a very high optical-to-X-ray flux ratio. The source is observed in the typical black hole candidates hard state (photon index $`\mathrm{\Gamma }1.8`$). Given the optical/UV to X-ray flux ratio we have derived constraints for the approximate size, optical depth and magnetic field strengths of the coronal active regions.

The main point of our work is that the simultaneous presence of a strong quasi periodic feature in the optical and X-ray lightcurves clearly suggests that the fluxes in the two bands both originate from the same region in the inner part of the accretion flow. Self-absorbed cyclo-synchrotron emission is the natural candidate to explain the optical variability. Such emission is expected in any magnetic corona model, and the inferred magnetic field value ($`B2\times 10^6`$ G) is the one predicted to arise when the source is in the hard state (low value of $`\dot{m}`$ and high value of $`f`$).

Our model is not unique. The relatively high optical-to-X-ray flux ratio observed can be explained either by a strong, structured magnetic corona with a relatvely high scaleheight, or by a central ADAF surrounded by an optically thick accretion disc. We have shown that even if cyclo-synchrotron emission plays an important role in the optical band in both cases, in our model the X-ray photons are mainly produced via inverse Compton scattering of the soft disc photons, while in the ADAF model the CS emission itself acts as source field. We gave an example of how variability data can be used to further discriminate between the models.

Independently of the dominant source of soft photons for Comptonization, we expect that any (small) variation in the physical parameters characterizing the active coronal regions (either in temperature or optical depths) driven by a flow discontinuity in the disk should modulate the emission simultaneously in the optical (via the CS emission) and in the X-ray band (via inverse Compton emission). In particular, any increase (at a level of 20 per cent or so, as required) in temperature or density in the corona will cause an increase in the cyclo-synchrotron component at optical frequencies, while at the same time it will make the X-ray spectrum harder. From any such model we then expect a correlation between the optical and hard X-ray variability but an anticorrelation between optical and soft X-rays (this has been observed for the case of GX 339-4; see Motch et al. 1982). Our model also predicts optical variability on flaring timescales ($``$ tens of milliseconds), with a PDS similar to the one observed in X-rays. Furthermore the variable optical component is expected to drop out quickly at low frequencies $`\nu <\nu _\mathrm{c}`$ due to the fast decline of the synchrotron emission in the Rayleigh-Jeans regime. Time-resolved spectroscopy observations of such behaviour would support this model and allow us to place strong constraints on the magnetic field strength in the corona.

## 5 Acknowledgments

We thank Annalisa Celotti for many useful suggestions and comments on the manuscript and Joe Patterson for useful informations on the optical variability. This work was done in the research network ‘Accretion onto black holes, compact stars and protostars’, funded by the European Commission under contract number ERBFMRX-CT98-0195. AM and ACF thank the PPARC and The Royal Society for support, respectively. TDM acknowledges support for this work provided by NASA through Chandra Fellowship grant number PF8-10005 awarded by the Chandra Science Center, which is operated by the Smithsonian Astrophysical Observatory for NASA under contract NAS8-39073.


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# 1 (a) Total currents 𝐽_Hall and 𝐽_𝑥 (on different scales) vs vacancies 𝑁ᵥ. (b) Hall-current distribution 𝑗_Hallᵃᵛ(𝑦) [in units of -(𝑒²/2𝜋ℏ)𝛿𝐸_𝑦] in the plateau regime. (c) Density distribution.

YITP-99-72

Current distribution in Hall bars and
breakdown of the quantum Hall effect

K. Shizuya

Yukawa Institute for Theoretical Physics
Kyoto University, Kyoto 606-8502, Japan

Abstract

A numerical study is made of current distribution in small Hall bars with disorder. It is observed, in particular, that in the Hall-plateau regime the Hall current tends to concentrate near the sample edges while it diminishes on average in the sample interior as a consequence of localization. Also reported is another numerical experiment on a related, but rather independent topic, the breakdown of the quantum Hall effect. It is pointed out that the competition of the Hall field with disorder in the sample interior, an intra subband process, can account for both the magnitude and magnetic-field dependence $`B^{3/2}`$ of the critical breakdown fields observed experimentally.

Keywords: Quantum Hall effect; Current distribution; Breakdown of quantum Hall effect

1. Introduction

The current distribution in a Hall sample is a subject of interest pertaining to the foundation of the quantum Hall effect (QHE). In spite of various studies, both experimental  and theoretical \[2-6\], it is still a focus of attention and controversy whether the Hall current flows in the sample interior or along the sample edges.

In this paper we first report on a numerical study of current distribution in small Hall samples with disorder and verify some theoretical observations . In particular, we demonstrate an important physics of redistribution of the Hall current via disorder.

A by-product of the numerical analysis is a hint as to a rather independent subject, the breakdown of the quantum Hall effect \[8-13\]. We report on a numerical analysis  to verify that the competition of the Hall field with disorder in the sample interior, an intra subband process, can account for both the magnitude and magnetic-field dependence $`B^{3/2}`$ of the critical breakdown fields $`E^{\mathrm{cr}}`$ observed in a series of experiments by Kawaji et al. \[11-13\].

2. Method of calculation

Consider a Hall bar bent into a loop of circumference $`L_x`$ and width $`L_y`$, with a uniform magnetic field $`B`$ normal to the plane. We distribute short-range impurities over it through an impurity potential $`U(x,y)=_i\lambda _i\delta (xx_i)\delta (yy_i)`$, and detect the current $`j_x`$ flowing in response to a uniform Hall field $`E_y`$. We take the $`y=0`$ edge to be a sharp edge where the wave function is bound to vanish and leave the other edge $`y=L_y`$ as a gentle edge.

For numerical calculations it is advantageous to work with the basis $`\{|n,y_0\}`$ of the eigenstates of the $`U=E_y=0`$ case, labeled by $`n=0,1,2,\mathrm{}`$, and $`y_0=\mathrm{}^2p_x`$, with $`\mathrm{}1/\sqrt{eB}`$. Diagonalizing the Hamiltonian with respect to Landau labels $`n`$ by a unitary transformation $`W`$, one obtains the Hamiltonian governing each impurity-broadened Landau subband:

$`H_n^W(y_0,y_0^{})=h(y_0)\delta _{y_0y_0^{}}+U_{nn}(y_0,y_0^{})+\mathrm{},`$ (1)
$`h(y_0)=\omega \{\nu _n(y_0)+\frac{1}{2}\}+eE_y\{y_0\mathrm{}^2\nu _{n}^{}{}_{}{}^{}(y_0)\},`$ (2)
where the confining potentials $`\omega \nu _n(y_0)`$ relevant around $`y_00`$ derive from the sharp edge.

Numerically diagonalizing $`H_n^W`$, one obtains eigenstates $`|\alpha `$ forming the $`n`$th subband and can calculate the associated current density $`j_x^{(\alpha )}(x,y)`$. We shall distinguish between $`j_x^{(\alpha )}(x,y)`$ present even in equilibrium and its response to a Hall field, the Hall-current component $`j_{\mathrm{Hall}}^{(\alpha )}(x,y)=j_x^{(\alpha )}(x,y|E_y+\delta E_y)j_x^{(\alpha )}(x,y|E_y)`$, calculated with $`\delta E_y=E_y/100`$.

There are three competing effects to be considered. (i) Impurities capture electrons and make them localized. In contrast, (ii) a Hall field makes them drift with velocity $`v_xE_y/B`$. A simple estimate of energy cost reveals how these two effects compete: An electron state localized around an isolated impurity of strength $`\lambda `$ acquires an energy shift $`\mathrm{}ϵ\lambda /(2\pi \mathrm{}^2)s\omega `$, where we have introduced a dimensionless strength $`s`$. When a Hall field is turned on, it will perceive over its spatial extent of $`O(\mathrm{})`$ an energy variation of magnitude $`e\mathrm{}E_y`$. Accordingly, if the field becomes so strong that the field-to-disorder ratio

$$Re\mathrm{}|E_y|/(|s|\omega )1,$$
(3)
the electron state would be delocalized. The numerical experiment given below reveals that $`R^{\mathrm{cr}}O(0.1)`$ is the critical value for delocalization. Finally, (iii) the sharp edge $`y=0`$ drives electrons along it by an “effective field” as strong as $`e\mathrm{}E_y^{\mathrm{eff}}\omega \mathrm{}\nu _{n}^{}{}_{}{}^{}\omega `$.

3. Hall-current distribution

We have examined current distributions for a number of samples. Here we mainly quote the case of a sample of length $`\sqrt{2\pi }\mathrm{}\times 2870\mathrm{}`$ and width $`\sqrt{2\pi }\mathrm{}\times 820\mathrm{}`$, supporting $`28\times 8=224`$ electron states in the $`n=0`$ subband. 180 impurities of varying strength $`|s_i|s_{\mathrm{max}}0.1`$ are randomly distributed on it. We choose $`E_y<0`$ so that the $`y=0`$ edge is the “upper” edge, and in most cases take it very weak, $`R=e\mathrm{}|E_y|/(s_{\mathrm{max}}\omega )1/10^4`$.

We first summarize the observations drawn from our numerical analysis : (i) The equilibrium current $`j_x`$ and the Hall current $`j_{\mathrm{Hall}}`$ are substantially different in distribution. (ii) In the Hall-plateau regime the edge states (of the uppermost subband) are vacant and scarcely contribute to the current distribution. This indicates that the edge states are in no sense the principal carriers of the Hall current. (iii) In the plateau regime the Hall current $`j_{\mathrm{Hall}}`$ tends to diminish on average in the sample bulk and concentrate near the sample edges. (iv) The sharp edge and disorder combine to efficiently delocalize electrons near the edge. (v) The Hall field competes with disorder to delocalize electrons in the sample bulk.

Evidence for (i) and (ii) is seen from Fig. 1(a), where the total currents $`J_x`$ and $`J_{\mathrm{Hall}}`$ carried by the $`n=0`$ subband are plotted as a function of vacancies $`N_\mathrm{v}`$. There the edge states, carrying a large amount of current per state, are readily identified through a rapid decrease of $`J_x`$ for $`0N_\mathrm{v}15`$. They, however, have little effect on $`J_{\mathrm{Hall}}`$.

Note the contrast between the upper and lower plateaus in Fig. 1(a). This suggests observation (iv).

See next the ($`x`$-averaged) Hall-current distribution across the sample width in Fig. 1(b), which clearly demonstrates (iii). The density distribution in Fig. 1(c) also shows that in the plateau regime more electrons survive near the sample edge than in the interior. This gives evidence for the expulsion of the Hall current out of the disordered sample bulk, expected theoretically . The decrease of the current in the sample bulk is correlated with the dominance of localized states there. This is confirmed by increasing a Hall field or $`R`$ gradually: Drastic changes arise around $`R0.1`$; there the Hall plateaus disappear and a sizable amount of Hall current is seen to flow in the bulk. This leads to observation (v).

Figure 2 shows another demonstration of current redistribution via disorder. There it is clearly seen that electron states residing on the edges of the disordered region (“bulk edges”) support a considerable amount of Hall current per state and that a small number of states in the inner bulk carry an even larger amount.

Observation (v) suggests a possible mechanism for the breakdown of the QHE. We study the competition of the Hall field with disorder in detail in the next section.

4. Field-induced breakdown of the QHE

To simulate electrons in the bulk of a realistic sample we have considered electron states residing over a disordered domain of size $`70\mathrm{}\times 30\mathrm{}`$, where 360 random impurities with $`|s_i|s_{\mathrm{max}}`$ are distributed . The main observation drawn from our numerical experiment is that, in the regime of dense impurities $`N_{\mathrm{imp}}/N_{\mathrm{state}}>1`$ (which presumably applies to realistic samples), the number of localized states, $`N^{\mathrm{loc}}`$, decreases exponentially with $`|E_y|`$ and obeys an approximate scaling law written in terms of

$$Re\mathrm{}|E_y|/(s_{\mathrm{max}}\omega )|E_y|/(s_{\mathrm{max}}B^{3/2}).$$
(4)
See the $`N^{\mathrm{loc}}R`$ plots for the uppermost subband in Fig. 3(b); they stay approximately the same for a wide variation in magnetic field $`B=B_0/\kappa `$ with $`\kappa =14`$. See also the $`J_x^{\mathrm{Hall}}N_\mathrm{v}`$ plots in Fig. 3(a) for various choices of $`R`$. Actually the data refer to the $`n=0`$ subband, but the way the plateaus shrink with increasing $`R`$ turns out virtually the same for higher $`n=1,2,3`$ subbands as well. This shows that the field-to-disorder ratio $`R`$ is a good measure to express field-induced delocalization of electron states.

The underlying physical picture revealed by this scaling behavior of $`N^{\mathrm{loc}}`$ is that the electron states remaining localized in the near-breakdown regime are always governed by the same set of impurities of large strength $`|s_i||s|_{\mathrm{max}}`$; that is, one always encounters the same set of localized states prior to breakdown. We have confirmed this by observing that suppressing weaker impurities (e.g., $`|s_i|<0.5s_{\mathrm{max}}`$) entails no essential change in the behavior of $`N^{\mathrm{loc}}`$ for large $`R`$.

This picture offers a simple explanation for the observed $`E_y^{\mathrm{cr}}B^{3/2}`$ law of the critical breakdown field. (The fact that this scaling law is observed for samples differing in carrier density and mobility \[11-13\] would be attributed to relatively small variations in disorder-strength $`|s|_{\mathrm{max}}O(0.1)`$ for a variety of samples.) It is also consistent with the observation of Cage et al.  that the breakdown of the dissipationless current is spatially inhomogeneous. Finally, it is a natural consequence of the present intra subband process that the magnitude of $`E_y^{\mathrm{cr}}`$ falls within the observed range of a few hundred V/cm, one order of magnitude smaller than what intersubband processes, such as Zener tunneling , typically predict.

5. Concluding remark

As for current redistribution via disorder, discussed in Sec. 3, it is essential to separate the (slow) Hall-current component $`j_{\mathrm{Hall}}`$ from the (fast) equilibrium current $`j_x`$. A way to achieve such separation in experiment is to add a small alternating component to an injected direct (or slowly-alternating) current. Information on the Hall-current distribution would then be obtained by detecting the alternating component in the Hall-potential distribution responding to it.

Acknowledgments

This work is supported in part by a Grant-in-Aid for Scientific Research from the Ministry of Education of Japan, Science and Culture (No. 10640265).

References

 P. F. Fontein et al., Phys. Rev. B 43 (1991) 12 090, and earlier references cited therein.

 A. H. MacDonald, T. M. Rice, and W. F. Brinkman, Phys. Rev. B 28 (1983) 3648.

 O. Heinonen and P. L. Taylor, Phys. Rev. B 32 (1985) 633.

 T. Otsuki and Y. Ono, J. Phys. Soc. Jpn. 58 (1989) 2482.

 D. J. Thouless, Phys. Rev. Lett. 71 (1993) 1879.

 T. Ando, Phys. Rev. B 49 (1994) 4679.

 K. Shizuya, Phys. Rev. B 59 (1999) 2142; Phys. Rev. Lett. 73 (1994) 2907.

 G. Ebert, K. von Klitzing, K. Ploog, and G. Weimann, J. Phys. C 16 (1983) 5441.

 M. E. Cage et al., Phys. Rev. Lett. 51 (1983) 1374.

 H. L. Stormer et al., Proc. 17th Int. Conf. Physics of Semiconductors, San Francisco, 1984, ed. J. D. Chadi and W. A. Harrison (Springer Verlag, New York,1985) p. 267.

 S. Kawaji et al., J. Phys. Soc. Jpn. 63 (1994) 2303.

 T. Okuno et al., ibid. 64 (1995) 1881.

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text:
# 1 Introduction

## 1 Introduction

The Gaussian Orthogonal Ensemble (GOE) was originally introduced by Wigner  in 1951 into physics in order to describe statistics of isolated, high-lying nuclear levels. A detailed analysis of each state seemed neither possible nor desirable. Statistical properties, on the other hand, were needed for nuclear technology and were well described by the GOE. About a quarter of a century ago there was considerable interest in the so called embedded ensembles and in particular in the two-body random Hamiltonian ensemble (TBRE) , because it was realized that the GOE represented an $`n`$-body interaction in a mean field basis, while it is generally assumed that nuclei can be fairly well described by an effective two-body interaction in this basis. Thus $`n`$-body Hamiltonians were constructed from two-body GOE’s assuming degenerate single-particle states. The spectral statistics of these two-body random ensembles were analyzed. The main findings were:

1. The level density of the TBRE is Gaussian , rather than semi-circular.
2. The TBRE is neither stationary  nor ergodic .
3. Unfolding the TBRE individually GOE statistics is recovered .
4. The deviation with respect to GOE is due to the variance of average spacings over the ensemble .
5. Fluctuations at the edge of the spectrum of a TBRE are very large  compared to those of a GOE and can be roughly described by a Brody distribution  of nearest-neighbour spacings with a parameter $`\omega =0.85`$ .

These results, with the exception of the one for the level density, are exclusively numerical. They were obtained at a time of very limited computer facilities. As a consequence, only few particles were treated and the dimension of the TBRE matrices was small.

There has been recently a flurry of interest in the TBRE regarding properties of wave functions and spectra  \- . In this context the old work was ignored to a large extent. Yet it seems worthwhile to take it into account, because it is not clear what effects non-ergodicity could have in the new context. The numerical results can be improved considerably upon and by consequence the old results can be tested. Furthermore it seems desirable to go beyond the TBRE to what we may call a realistic two-body random ensemble (RTBRE) by lifting the degeneracy condition on the single-particle spectrum. Applications in nuclear physics and in other fields certainly require this.

In what follows we will first fix notation defining the TBRE properly and proceed in section 3 to analyze properties in the center of the spectrum. In the fourth section we consider properties at the edge of the spectrum and we discuss the RTBRE which seems to differ mainly there. Conclusions will be given in the last section.

## 2 Definition of the TBRE

The TBRE is defined for a fermionic system of $`n`$ spin $`1/2`$ particles in three dimensions. A set of degenerate single-particle states with well defined angular momentum and other quantum numbers is used to construct $`n`$-particle states, that belong to a good total angular momentum $`J`$, and if we think of a nucleus, also a good isospin $`T`$. Due to the Pauli principle and the corresponding blocking of states, the lowest single-particle states may not enter the picture because we assume them to be filled and inert. The effective two-body interaction usually used in this context was replaced by a Gaussian distributed two-body interaction matrix whose strength is irrelevant as no energy scale is established by degenerate single-particle states.

For our numerical studies we choose a strength parameter $`\lambda `$ such that the value $`\lambda =1`$ corresponds to a typical interaction strength in the nuclear $`2s1d`$ shell on which we shall concentrate. This parameter will be important for the RTBRE, where realistic mean field parameters yield the relevant single-particle energies and thus provide an energy scale. The calculations reported here were mainly carried out for eight particles in the $`2s1d`$ shell. Information about the quantum numbers, dimension of the spectra and the number of matrices of each ensemble used can be found in Table 1. The corresponding shell model calculations were carried out using the code OXBASH . As far as spectral statistics are concerned we shall mainly consider the nearest-neighbour spacing distribution $`P(s)`$ and the number variance $`\mathrm{\Sigma }^2(L)`$ and occasionally the skewness and the excess; for definitions we refer to a standard book such as Mehta .

## 3 Statistics in the center of the TBRE and non-ergodicity

Before we proceed to analyze statistics of spectral fluctuations we have to unfold the spectrum  in order to have average spacing $`D=1`$ throughout the spectrum. For this purpose we could use the analytic result that we have a Gaussian density for the TBRE . For practical purposes it turns out to be convenient simply to make a polynomial unfolding, using a best fit to the cumulative level density of the ensemble. For the central region of the spectrum the type of unfolding used is indeed not relevant.

We thus superpose all spectra and the integrated level density (staircase) is fitted with a polynomial of degree 15. Each spectrum is unfolded with this polynomial for an energy interval at the center of the of the spectra which contains on the average 115 states and calculated $`P(s)`$ and $`\mathrm{\Sigma }^2(L)`$. The results are shown in Figs. 1a and 1b. The short-range fluctuations deviate significantly from the GOE and the long-range correlation show huge deviations from this ensemble. This becomes rather obvious if we look at the distribution of the average energy and width of each spectrum individually. In Table 2 we show the values of the standard deviation of the distribution of the average energy $`\sigma _c`$ and of the widths distribution of the spectra $`\sigma _v`$ and compare them with the widths $`\sigma _{tot}`$ of the energy distribution of the entire ensemble. The scattering of the centers and the widths of the TBRE and the RTBRE in units of the total widths is about 30 times larger than the one of the GOE. Both quantities fluctuate widely while for the GOE the distributions are extremely narrow.

This indicates that the TBRE is not ergodic and thus unfolding with the ensemble averaged level density is inappropriate. We therefore proceed to adjust a polynomial of degree 7 to each spectrum individually and use this individual density for the unfolding procedure.

Figs 2a and 2b show that now $`P(s)`$ and $`\mathrm{\Sigma }^2(L)`$ are in good agreement with the GOE prediction and Figs. 3a and 3b show a similar agreement

for the skewness and excess. We should remark that in this case we could increase the energy interval and decrease the degree of the polynomial in order to get the high quality of the result for $`\mathrm{\Sigma }^2(L)`$ up to $`L=50`$. We discarded 85 states both at the upper and lower end of the spectra. These numbers were chosen because omitting fewer states showed significant edge effects while omitting more reduced the range of $`L`$ for which the fluctuations of $`\mathrm{\Sigma }^2(L)`$ were acceptable.

We next wish to check whether the variations of the centers and widths of the spectra were alone responsible for the deviations with respect to the GOE. Therefore we repeated the calculations with an ensemble unfolding after first re-centering all spectra to the same value or, alternatively, normalizing their width to the same value. The result for the number variance for both procedures is drawn in Fig. 1b. Both curves for the number variance represent an improvement but remain very far from GOE. Obviously we should apply both corrections, i.e. both re-center and dilate the spectra such as to correspond to uniform centers and widths before the ensemble unfolding. The result is such that on the scale of Fig. 1b it is not distinguishable from the GOE. The result is therefore plotted in Fig. 2b and is comparable to the one obtained by unfolding the individual spectra.

On the average we discarded 105 states at the edges of the spectra and found $`m=15`$ as the optimum degree for the polynomial in this analysis. The quality of the energy averaged $`\mathrm{\Sigma }^2(L)`$ is only marginally better. Higher moments play a minor role. We obtained the same result for an ensemble of comparable size and quantum numbers $`J=0,T=2`$ and $`J=2,T=0`$. Similar agreement was found for $`P(s)`$, as well as for skewness and excess.

These results seem to indicate that the first and second moments are basically responsible for the non-ergodicity of the TBRE, but we have no theoretical argument to support this conjecture, and thus it might not always be true, or break down with higher exactitude.

The above procedure eliminates the large fluctuations in the average density of each spectrum, but it is not totally equivalent to the procedure proposed by French . In the original paper the correction he calculated was given for the distribution of widths of $`n`$-th neighbour spacings as a function of $`L`$. We translated the correction to one for $`\mathrm{\Sigma }^2(L)`$ (see equations (5.3) and (6.3) of reference ) that reads as

$$\mathrm{\Sigma }_s^2(L)=\frac{\mathrm{\Sigma }_e^2(L)+\left[\frac{1}{6}L^2\right]\frac{\sigma ^2}{D^2}}{1\frac{\sigma ^2}{D^2}}$$
(1)
where $`\mathrm{\Sigma }_e^2(L)`$ and $`\mathrm{\Sigma }_s^2(L)`$ denotes the ensemble and spectral (energy) averaged number variance at distance $`L`$ and $`\sigma ^2`$ denotes the ensemble variance of the spectrally averaged mean level distance $`D`$. Fig. 4 shows $`\mathrm{\Sigma }_s^2(L)`$ as calculated from eq. (1) using the numerical data for $`\mathrm{\Sigma }_e^2(L)`$.

Note that this correction is applied after re-centering the spectra. This is not explicit in the original paper, but it is the only reasonable way to interpret the basic argument given there. Indeed, application of the formula to non re-centred spectra gives unreasonable results.

For correlations up to about $`L`$=5 and certainly for the nearest-neighbour spacing distribution the correction works quite well; at larger distances discrepancies become large, as is to be expected if the aim is to simulate the adjustment of the width of a near Gaussian. The larger the spectra the larger the range on which we expect the correction to work well. In earlier calculations with smaller ensembles the number variance was not considered at large distances, and thus the deviation could not be detected.

The spectral properties of the RTBRE at the center are also found to be of GOE type up to some energy range which depends on the subspace defined by the quantum numbers we consider and on the interaction strength.

## 4 Properties at the edge of the spectra

The fluctuations at the edge of the spectra are of interest because of the comparison with low-lying nuclear states , and in the context of recent work on the angular momentum dependence of ground states . The quantity to consider is the nearest-neighbour spacing distribution. The old results are fitted with a Brody distributions  with parameters around $`0.5`$. Recent studies have suggest the use of semi-Poisson distributions , that might be relevant as we are interested in the edge of the spectra. These distributions have been discussed in relation with triangles with irrational relations between angles , where the coincidence is spotty. We shall keep this additional option in mind to expand on the old discussions.

The simplest way to proceed is to take all spacings between the first and the second level and normalize them to average 1 (for improved statistics we shall use the corresponding spacings at the upper end of the spectrum also, without mentioning it explicitly each time).

In Fig. 5 we show the spacing distribution obtained in this way, and we find amazingly large spacings up to 8 in the case $`J=0,T=0`$ and up to 6 for the ensemble with quantum numbers $`J=2,T=0`$. Note that the same procedure performed on a GOE of the same size leads to a spacing distribution very similar to that at the center of the spectrum. The semi-Poisson distribution does not yield a very convincing fit, but is not worse than the usual Brody distribution, despite of the fact that the latter has one free parameter.

Normalizing the distances to $`1`$ might seem too naïve. Although the polynomial unfolding of the integrated spectrum delivered good results for the analysis of the central region it is not useful at the edges. Therefore we proceed to use a Gaussian to unfold each spectrum individually adjusting its parameters. This procedure has some merit; a Gaussian is the exact result for the ensemble with infinite dimension, though the fact that we have already re-confirmed the non-ergodicity of the TBRE casts some doubt on its application to individual spectra.

In Fig. 6 we show the spacing distribution between the first and the second states for $`J=0,T=0`$ and $`J=2,T=0`$ unfolded in this way. The extremely large spacings have disappeared though the result still differs markedly from a GOE. The confidence levels, discussed in  for a Brody fit, rely heavily on binning the small intensities in the tail in one large bin and are therefore somewhat arbitrary. In particular, a few large spacings would not invalidate the fit. The analysis of the ensemble for $`J=0,T=2`$ delivered qualitatively the same result and they agree substantially with the old results. The semi-Poisson distribution drawn in the same picture gives a surprisingly good fit in Fig. 6b and is somewhat worse in Fig. 6a. Note though that the discrepancies again are considerably smaller for the longer spectrum and are not larger for the shorter one than for the Brody distribution with an adjusted parameter.

Yet we may ask if the Gaussian unfolding is really that meaningful. In this context two questions arise: First, is the procedure stable? And second, does it relate to the only experimental data we have? While the latter point will be discussed later, the former may be considered by using a Gaussian multiplied by a polynomial for unfolding. We may then ask if we find any plateau of the result as a function of the degree of the polynomial. We considered the Brody parameter as a function of the degree of the polynomial and we find that for the short spectrum a polynomial up to degree 2 and for the longer one a polynomial up to degree 4 can be added without a significant change of the Brody parameter. This, combined with the theoretical expectation of a Gaussian in the limit of large matrices, gives us some confidence to use the unfolding mentioned and should encourage further analysis as to the significance of the agreement found with a semi-Poisson distribution.

We next look at the comparison with the nuclear physics results of ref. . Note that here the normalization of the spacings is made as a function of mass number and angular momentum, but in no way is the spectral density further up in the spectrum involved. We therefore conclude that only a comparison with the simply normalized spacings shown in Fig. 5 is legitimate. Yet these data have a very long tail that seems incompatible with the nuclear data. As we discarded a more sophisticated unfolding, we have to fall back on an alternative option. Obviously the assumption of degenerate single-particle levels is not fulfilled in the nuclear case. It therefore seems justified to consider realistic splitting of the single-particle levels combined with a realistic interaction strength, i.e. the RTBRE. In this case we must limit ourselves to the spacings at the bottom of the spectrum, as symmetry is destroyed by the single-particle energies. Note that the results we now obtain are dependent on the shell splitting and by no means universal. Yet if we compare these results in Fig. 7 with the experimental ones we see less discrepancies.

As the nuclear data have poor statistics the agreement is not very meaningful, but at least the few large spacings are consistent and the general shape seems correct. Fits with a Brody distribution fails in this case and the agreement with a semi-Poisson distribution is similarly poor. Comparison with the unfolded TBRE for the smaller sample, on the other hand would give a better fit, but has no real foundation.

## 5 Conclusions

We may conclude that the phenomenology observed in earlier papers for the TBRE is essentially correct when viewed with larger spectra. The correction formula proposed in  will only correct short-range behaviour if we re-center the spectra previously. We found that re-centering spectra and normalizing their widths would remove the non-ergodicity at the center of the spectrum to a large extent. Note though, that this non-ergodicity is not really a problem at least if we consider the center of the spectra, because in practice we have to unfold each nuclear, atomic, resonance cavity or whatever spectrum individually, anyway. At the center of the spectrum the fluctuation properties of the RTBRE coincide with those of the TBRE on the range determined by the strength of the interaction.

As far as edge effects are concerned, the situation changes. Spectral properties with realistic splitting of single-particle levels differ significantly from those of the TBRE. The RTBRE seems to be in better agreement with the nuclear data, but no doubt a new compilation of such data is desirable because the small sample does not allow a detailed comparison. The unfolding procedures at the edge of the spectrum are quite sensitive, but we have found unfolding with a Gaussian to be quite satisfactory both because of its theoretical background and because of its stability. We certainly confirm earlier findings of large fluctuations, and with the Gaussian unfolding we found very reasonable agreement with a semi-Poisson distribution for the longest spectrum we have.

We may conclude that future attention should be concentrated on two points: First we should look out for possible effects of the non-ergodicity on wave function properties, and second we should investigate the possible significance of the semi-Poisson distribution at the edge of spectra.

Acknowledgment: We gratefully acknowledge valuable discussions with F. Leyvraz and I. Rotter. This work is supported by the following grants: CONACyT 32101-E, 32171-E, DGAPA (UNAM) IN-112998 and NSF 0070911


text:
# Superfluid transition temperature from the Lindemann-like criterion

## I Introduction

Recently considerable attention has been attracted to the long standing problem of how the critical temperature of the superfluid transition depends on density (or interaction strength) in interacting Bose systems . If the interaction is switched off then the temperature of the Bose-Einstein condensation is given by the well known ideal gas formula

$$T_\lambda ^0=\frac{2\pi }{[\zeta (3/2)]^{2/3}}\frac{\mathrm{}^2}{m}n^{2/3}3.31\frac{\mathrm{}^2}{m}n^{2/3}$$
(1)
where $`n`$ is the density and $`m`$ is the particle mass (we use units $`\kappa _B=1`$). This formula should be approximately valid also for an interacting system in the limit of low density. By now it is generally believed that if the density increases $`T_\lambda `$ first rise with respect to the ideal gas value, but the exact form of the correction to Eq. (1) still remains, to some extent, a point of controversy, despite the large number of recent investigations .

While for a weakly interacting gas there exists (at least formally) a small parameter, proportional to the scattering length, the problem looks even more difficult if the density is not small. The critical temperature should finally goes down if the density is further increased, as observed e.g. in liquid helium, primarily due to an increase in effective mass, that is believed to replace $`m`$ in Eq. (1) for an interacting system. Since $`T_\lambda `$ is obviously not an universal quantity (unlike critical exponents it depends strongly on microscopic details of the system) it seems reasonable simply to evaluate the transition temperature numerically for a given system, using e.g. the Path Integral Monte Carlo (PIMC) method , but some analytical results, if available, would certainly lead to a better understanding. In case of dense systems with strong interaction a lattice model may provide a good starting point (see e.g. Refs.) though the lattice introduces some additional commensuration effects not present in continuous systems.

On the other hand a simple phenomenological superfluidity criterion was proposed recently by the author , which results in an analytical expression for $`T_\lambda `$ in a dense system. The approach is based on a Feynman picture of a bosonic system evolving in imaginary time, when the superfluidity is related to the appearance of permutation exchange cycles of arbitrary large length . At high temperatures only the identity permutation is important in the partition function and each particle returns to its initial position in the imaginary ’time’ $`\beta =1/T`$ . Its root mean square (r.m.s.) displacement $`R`$ is essentially the corresponding quantum coherence length which increases when the temperature is lowered. The superfluid transition occurs when $`R`$ finally reaches the value of the order of the interparticle distance $`a=n^{1/3}`$ (at lower temperatures nontrivial permutations can be no longer ignored). This picture suggests that one can first evaluate $`R(T)`$ at a given temperature $`T`$ and then obtain an estimate for $`T_\lambda `$ e.g. from the condition $`R^2(T_\lambda )=\xi a^2`$, where $`\xi `$ is some numerical factor of order unity (see Sec. II for details).

This approach is similar in spirit to the well known Lindemann melting criterion, which states that a solid melts whenever the r.m.s. displacement of particles from their equilibrium positions (due to lattice vibrations) reaches a certain fraction of the nearest-neighbor distance. It is known that in many cases the ratio of these two quantities (the Lindemann ratio) is almost universal thus making the criterion quite useful for qualitative estimates (see e.g. Ref. ). One may hope that the present approach which treats the superfluid transition as some kind of ’melting in imaginary time’ may also be of use at least as a first approximation.

From the physical point of view $`R`$ may be regarded as a generalization of the thermal de-Broigle wavelength $`\lambda _T=(2\pi \mathrm{}^2/mT)^{1/2}`$, which is the coherence length for non-interacting particles at a temperature $`T`$. Indeed, for the ideal gas $`R\lambda _T`$ and our criterion coincides with the textbook argument which states that Bose-Einstein condensation occurs whenever $`\lambda _Ta`$ (which yields $`T_\lambda (\mathrm{}^2/m)n^{2/3}`$). If the interaction is switched on, interparticle scattering will tend to reduce the coherence length, so that $`R`$ can be much smaller than $`\lambda _T`$. The physics here is essentially the same as in the decoherence due to environment , since for a given particle all other particles will now act as some dissipative environment. One may also recall that the kinetic energy $`K(T)`$ of a particle in a quantum liquid is no longer given by $`\frac{3}{2}T`$ but is higher due to interaction (at low temperatures the mean kinetic energy tends to a constant value determined by a zero-point motion), so that the particle wavelength estimated as $`(\mathrm{}^2/mK(T))^{1/2}`$ indeed gets smaller than $`\lambda _T`$.

If the interaction leads to the reduction of the coherence length it also reduces the superfluid transition temperature (the initial growth of $`T_\lambda `$ with interaction strength in a Bose gas has a different origin  and will be discussed in Sec. III). Thus e.g. the observed decrease of $`T_\lambda `$ with pressure in helium may be understood either as a decoherence phenomenon or as a consequence of the more intensive zero-point motion in a pressurized system.

In Ref.  this supefluidity criterion was applied to molecular hydrogen H2 and results in $`T_\lambda 1`$ K for the temperature of the possible superfluid transition . This estimate is significantly lower than the very first one, based on the ideal gas formula (1), $`6÷8`$ K  (though consistent with later estimates  and PIMC results for H2 clusters  and films ). This result was obtained, however, by assuming that the ’Lindemann’ parameter $`\xi `$ is universal, i.e. the same as in case of liquid helium. Such an assumption may cause some doubt and its further analysis is certainly in order. The r.m.s. displacement $`R`$ that enters the superfluidity criterion was evaluated in Ref.  using the Caldeira-Leggett model  which also needs some justification in our case.

In this paper we study this problems in more detail in order to better understand the accuracy and reliability of the criterion proposed. In Sec. II we review some general aspects of the theory. The general formula will be derived, which relates $`R^2`$ to the mobility of an external particle in the liquid. We will show that the Caldeira-Leggett model approach is equivalent in our case to the Drude approximation for the mobility. Within the Drude approximation the mobility is determined entirely by the collision rate $`\gamma `$ and it appears possible to derive a general formula for the superfluid transition temperature which is an universal function of $`\mathrm{}\gamma /T_\lambda ^0`$. If this ratio is much larger than unity the superfluidity is suppressed.

Next we apply the formula obtained to different superfluid systems and compare the results to available experimental data. In Sec. III a weakly interacting Bose gas is considered. Here we analyze the ratio of $`T_\lambda /T_\lambda ^0`$ as a function of density and compare the result to the known PIMC calculation . Sec. IV is devoted to liquid helium. Contrary to the previous work  where $`\gamma `$ was related to the mean kinetic energy of a helium atom, the transition temperature is expressed here as a function of the shear viscosity in the normal state (at $`T`$ close to $`T_\lambda `$). We also check the validity of the Drude approximation and find out that for liquid helium this is quite accurate if exchange effects are neglected. Finally, in Sec. V we extend the present approach to 3He-4He mixtures. With no additional fitting it appears possible to describe qualitatively the behaviour of $`T_\lambda `$ as a function of both the total density and the concentration of 3He atoms.

## II General formalism

According to the Feynman’s path integral approach  the partition function $`Z`$ for a system of $`N`$ interacting bosons can be represented as a sum over all possible permutations of these particles

$$Z=\frac{1}{N!}\underset{P}{}\underset{i}{}d𝐫_i\underset{i}{}𝒟𝐫_i(\tau )\mathrm{exp}(\frac{1}{\mathrm{}}S),$$
(2)
$`S={\displaystyle _0^\mathrm{}\beta }[{\displaystyle \underset{i}{}}{\displaystyle \frac{m\dot{𝐫}_i^2}{2}}+{\displaystyle \underset{i<j}{}}V(𝐫_i𝐫_j)]𝑑\tau `$

where $`V(𝐫_i𝐫_j)`$ is the interparticle interaction potential and $`\beta =1/T`$. The integration in Eq. (2) is over all paths with $`𝐫_i(0)=𝐫_i,`$ $`𝐫_i(\mathrm{}\beta )=P𝐫_i`$, where $`P`$ is some permutation of $`N`$ particles.

At high temperatures only the identity permutation contributes to the sum, but as $`\beta `$ increases, other permutations finally also become important and the system becomes superfluid. In this picture the superfluid transition is related to the appearance of long cyclic permutations (see e.g. Ref.  for details). This means that the critical temperature should be roughly of the same order as a temperature at which nontrivial permutations can no longer be neglected. Then we may try to estimate $`T_\lambda `$ from a criterion

$$R^2\frac{1}{\mathrm{}\beta }_0^\mathrm{}\beta [𝐫(\tau )𝐫(0)]^2𝑑\tau =\xi a^2,$$
(3)
where $`𝐫(\tau )`$ is a path of some arbitrary particle in the system of distinguishable particles and $`\xi `$ is a numerical factor, to be determined later. Average in this formula means the functional integration over all paths of the chosen particle $`𝐫(\tau )`$ with $`𝐫(0)=𝐫(\beta )`$

$$\mathrm{}=\frac{1}{Z}𝒟𝐫(\tau )\mathrm{}\mathrm{exp}\left(\frac{1}{\mathrm{}}_0^\mathrm{}\beta 𝑑\tau \frac{m\dot{𝐫}^2}{2}W\{𝐫(\tau )\}\right)$$
(4)
where the effective action $`W\{𝐫(\tau )\}`$ arises from the integration over other $`N1`$ particles ($`i=1,2\mathrm{}N1`$) with $`𝐫_i(0)=𝐫_i(\beta )`$

$$\mathrm{exp}\left(W\{𝐫\}\right)=\underset{i}{}𝒟𝐫_i(\tau )\mathrm{exp}(\frac{1}{\mathrm{}}S^{}\{𝐫,𝐫_i\}),$$
(5)
$`S^{}\{𝐫,𝐫_i\}={\displaystyle _0^\mathrm{}\beta }[{\displaystyle \underset{i}{}}{\displaystyle \frac{m\dot{𝐫}_i^2}{2}}+{\displaystyle \underset{i}{}}V(𝐫𝐫_i)+{\displaystyle \underset{i<j}{}}V(𝐫_i𝐫_j)]𝑑\tau `$

The condition (3) merely states that near the transition the mean displacement (in imaginary time) of a given particle from its initial position becomes comparable to the interparticle spacing. This is similar in spirit to the well known Lindemann melting criterion. For this reason we shall some times refer to Eq. (3) as the ’Lindemann-like’ criterion and also call $`\xi `$ the ’Lindemann ratio’. We shall assume here that $`\xi `$ is roughly a constant, but, certainly, possible weak dependence of $`\xi `$ on system parameters (e.g. on density) cannot be excluded and may be important in some cases (see e.g. Sec. III).

In the ideal gas the left hand side of Eq. (3) is essentially the square of the de Broglie thermal wavelength $`\lambda _T^2=2\pi \mathrm{}^2/mT`$, and our criterion looks like $`\lambda _Ta`$, but interactions will tend to reduce $`R^2`$ (this was observed e.g. in Ref. ). One may think of this reduction as arising from the decoherence due to interaction with environment. Neighboring particles which scatter from the one we are looking at ’measure’, in a sense, its position thus reducing its quantum uncertainty in coordinate space (compare e.g. with Ref.).

Estimating $`R^2`$ in a system of interacting particles is still a very complicated problem, even if exchanges are neglected. One has first to calculate somehow the effective action $`W\{𝐫\}`$ given by Eq. (5). However, since we are interested only in the simple average (3) we can avoid the evaluation of $`W\{𝐫\}`$ and relate this average to the mobility of an external particle.

If we introduce a Fourier transform of the path $`𝐫(\tau )`$ according to

$`𝐫(\tau )={\displaystyle \underset{n=\mathrm{}}{\overset{+\mathrm{}}{}}}𝐫_ne^{i\omega _n\tau },`$

where $`\omega _n=2\pi n/\mathrm{}\beta `$, $`n=0,\pm 1,\pm 2,\mathrm{}`$ then in three dimensions the mean square displacement defined by Eq. (3) can be written as

$$R^2=12\underset{n=1}{\overset{+\mathrm{}}{}}|𝐫_n|^2$$
(6)
Now let us write the expression for the mobility in the Matsubara representation $`\mu _M(\omega _n)`$. For this purpose we introduce an external force $`𝐟(\tau )=𝐟\mathrm{exp}(i\omega _n\tau )`$ acting on a given particle and a perturbation term

$$\delta S=_0^\mathrm{}\beta 𝐫(\tau )𝐟(\tau )𝑑\tau $$
(7)
in the action. The force will induce the average velocity $`𝐯(\tau )=𝐯_n\mathrm{exp}(i\omega _n\tau )`$ and the mobility $`\mu _M(\omega _n)`$ is defined according to

$$𝐯_n=\mu _M(\omega _n)𝐟.$$
(8)
Since $`𝐯(\tau )=i\dot{𝐫}(\tau )`$, to the first order in $`𝐟`$ we obtain

$$𝐯(\tau )=\frac{i}{\mathrm{}}_0^\mathrm{}\beta \dot{𝐫}(\tau )𝐫(\tau ^{})𝐟(\tau ^{})𝑑\tau ^{},$$
(9)
and hence

$$\mu _M(\omega _n)=\omega _n\beta |𝐫_n|^2.$$
(10)
This means that the average we are interested in can be expressed as follows

$$R^2=\frac{12}{\beta }\underset{n=1}{\overset{+\mathrm{}}{}}\frac{\mu _M(\omega _n)}{\omega _n}.$$
(11)
The Matsubara mobility is related to the mobility at real frequency $`\mu (\omega )`$ by the usual equation

$`\mu _M(\omega _n)=\mu (i|\omega _n|).`$

Since $`\mu (\omega )`$ is a response function and is analytical in the upper half-plane of the complex frequency one can easily verify that

$$\mu (i\omega _n)=\frac{1}{\pi }_{\mathrm{}}^+\mathrm{}𝑑\omega \frac{\omega _n\mathrm{Re}\mu (\omega )}{\omega _n^2+\omega ^2}$$
(12)
for positive $`\omega _n`$. Substituting this expression in Eq. (11) and carrying out summation over $`n`$ we finally obtain

$$R^2=\frac{6\mathrm{}}{\pi }_0^+\mathrm{}\frac{d\omega }{\omega }\mathrm{Re}\mu (\omega )\left[\mathrm{coth}(\frac{\mathrm{}\omega }{2T})\frac{2T}{\mathrm{}\omega }\right].$$
(13)
Thus if we know $`\mu (\omega )`$ from some theory or experiment, we can evaluate the mean square displacement (13) which enters in our superfluidity criterion.

Important asymptotics can be obtained, however, without knowing the exact expression for $`\mu (\omega )`$. We shall assume only that the static mobility $`\mu =\mu (0)`$ is finite and introduce the scattering rate $`\gamma =1/(m\mu )`$. First of all , if the interaction is switched off, then $`R^2\mathrm{}^2\beta /2m`$. Then the criterion (3) results in $`T_\lambda =(1/2\xi )\mathrm{}^2n^{2/3}/m`$. Since this is the ideal gas formula for the critical temperature (1) we conclude that $`1/2\xi 3.31`$, i.e.

$$\xi 0.15$$
(14)
If however the interaction is so strong that $`\mathrm{}\gamma T`$ then the leading low temperature contribution to $`R^2`$ will be logarithmic in $`\mathrm{}\gamma /T`$

$$R^2\frac{6}{\pi }\frac{\mathrm{}}{m\gamma }\mathrm{ln}(\frac{\mathrm{}\gamma }{2\pi T})+\mathrm{const}$$
(15)
It is clear from (13) that this logarithmic behavior is actually independent of the form of $`\mu (\omega )`$ provided the static mobility is finite i.e. $`\mu (0)0`$, and the prefactor is determined entirely by $`\mu =1/(m\gamma )`$. The second term in (15) depends on the exact form of the function $`\mu (\omega )`$.

It is important, that though we consider low temperatures, we always deal here with nondegenerate liquid where the mobility (and hence $`\gamma `$) is approximately independent of temperature (see Sec. III). Below the $`\lambda `$ point the friction of an external particle is determined by collisions with quasiparticles (phonons and rotons) and will tend to zero as $`T0`$. For this reason it is more adequate to describe the system below the $`\lambda `$ point in terms of an effective mass $`m^{}`$. Our present approach is in fact complementary to the one based on the notion of effective mass, which results in $`T_\lambda (\mathrm{}^2/m^{})n^{2/3}`$. The temperature dependence of $`R^2`$ in the normal system above $`T_\lambda `$ (with all exchange effects switched off) can hardly be described by a simple renormalization of the particle mass, and the incoherent diffusion may be more adequate a model for the particle motion (see also Sec. IV). Though the effective mass approach results in the apparently simple expression for $`T_\lambda `$ it is not really simpler, since there are no analytical closed expressions for $`m^{}`$.

Using Eq. (15) we can obtain from Eq. (3) a very simple formula

$$T_\lambda =\alpha \frac{\mathrm{}\gamma }{2\pi }\mathrm{exp}\left(\xi \frac{\pi }{6}\frac{\mathrm{}\gamma }{T_0}\right),T_0=\frac{\mathrm{}^2}{m}n^{2/3}$$
(16)
where $`\alpha `$ is some unknown factor, dependent on the high frequency behavior of $`\mu (\omega )`$, and $`T_0`$ is essentially the critical temperature for the ideal gas (it differs from Eq. (1) only by a numerical factor).

Thus the temperature of the superfluid transition crucially depends on the ratio $`\mathrm{}\gamma /T_0`$ which is a function of density and interaction strength. At $`\mathrm{}\gamma T_0`$ the ideal gas formula (1) is valid while in the opposite limit the critical temperature of the $`\lambda `$ transition is exponentially small due to the decoherence phenomenon. Since $`\gamma `$ should normally increase with density (for systems with strong repulsion between particles at small distances), the formula obtained qualitatively explains the suppression of $`T_\lambda `$ in sufficiently dense systems.

Now we introduce a simple model for $`\mu (\omega )`$. At high frequencies (higher than the collision rate) the mobility is the same as for a free particle, i.e. $`\mu (\omega )i/(m\omega )`$. Then we may try to use, as a first approximation, the interpolation formula for the frequency dependent mobility in the Drude form

$$\mu (\omega )=\frac{1}{\lambda im\omega }$$
(17)
where $`\lambda `$ is the friction coefficient which determines the static mobility $`\mu =\mu (0)=1/\lambda `$. Frequency dependence of this kind is valid for the mobility of a heavy particle, moving with friction according to the Langevin equation. Variational calculations of Ref.  suggest that the Drude formula may be adequate for a light particle as well. In fact this interpolation formula is reasonable when there is only one frequency scale in a problem. Strictly speaking the friction coefficient should be also frequency dependent, i.e. $`\lambda =\lambda (\omega )`$, but in many cases it is possible to neglect this dispersion since $`\mathrm{Re}\mu (\omega )`$ will be already very small when the dispersion in $`\lambda `$ becomes significant. Now, substituting Eq. (17) in Eq. (13) we obtain

$$R^2=\frac{6}{\pi }\frac{\mathrm{}}{m\gamma }\left[C+\psi \left(1+\frac{\mathrm{}\gamma \beta }{2\pi }\right)\right]$$
(18)
where $`\gamma =\lambda /m,`$ $`\psi (x)`$ is the digamma function and $`C0.577\mathrm{}`$ is the Euler’s constant. This very expression was used previously  when the motion of a particle was described by the Caldeira-Leggett model with ohmic dissipation. Note that this formula (with the suitable choice of $`\gamma `$) may be used also to describe the suppression of superfluidity by an external disordered potential (this will be discussed elsewhere).

The final result for the transition temperature in case of $`\mu (\omega )`$ given by Eq. (17) may be written as

$$T_\lambda =\frac{\mathrm{}\gamma }{2\pi }F\left(\xi \frac{\pi }{6}\frac{\mathrm{}\gamma }{T_0}\right),\gamma =\lambda /m$$
(19)
where the function $`F(x)`$ is implicitly defined by the equation

$$x=C+\psi (1+1/F(x)).$$
(20)
From Eq. (20) one can obtain $`F(x)(6/\pi ^2)1/x`$ at $`x0`$ while $`F(x)`$ becomes exponentially small $`F(x)\mathrm{exp}(Cx)`$ at $`x\mathrm{}`$. In the intermediate region $`x1`$ this function is well approximated by the interpolation formula $`F(x)1.6\mathrm{exp}(0.96x)/(1\mathrm{exp}(0.96x))`$.

Unfortunately, even for such a simple choice of $`\mu (\omega )`$ there seems to be no opportunity to calculate the value of $`\gamma `$ analytically for a dense liquid with a strong interaction between particles. For this reason one has to use experimental results as well as approximations with some adjustable parameters. One can also try to use the fluctuation-dissipation theorem for the velocity fluctuations and write the following expression for the kinetic energy

$$K(T)=\frac{3}{2}m_0^{\mathrm{}}\frac{d\omega }{\pi }\mathrm{}\omega \mathrm{Re}\mu (\omega )\mathrm{coth}(\frac{\mathrm{}\omega }{2T})$$
(21)
If we put $`T=0`$ then

$$K=\frac{3}{2}m_0^{\mathrm{}}𝑑\omega \mathrm{}\omega \mathrm{Re}\mu (\omega )$$
(22)
where $`K=K(0)`$. This integral is known to diverge logarithmically for the Drude mobility at high frequencies. If we assume that for true $`\mu (\omega )`$ there is only one characteristic frequency scale $`\gamma `$ then obviously

$`Km\mathrm{}\gamma ^2/\lambda \mathrm{}\gamma `$

This approximation was used in the previous paper , and it has some advantage, because the kinetic energy $`K`$ (essentially the zero-point energy) can be easily evaluated for various systems . In what follows, however, we shall try to make a more direct estimate of the damping parameter $`\gamma `$.

## III Weakly interacting Bose gas

Before we turn to dense liquids consider first a non-ideal Bose gas. In the gas the transition temperature is close to Eq. (1) and we are interested in corrections to $`T_\lambda ^0`$ at non-zero density. To estimate these corrections consider a classical gas of hard spheres of diameter $`d`$. Then the scattering rate is given by

$$\gamma v/l\pi nd^2v$$
(23)
where $`l1/(n\pi d^2)`$ is the mean free path and $`v(T/m)^{1/2}`$ is the mean velocity. Since $`TT_\lambda ^0\mathrm{}^2n^{2/3}/m`$

$$\gamma \frac{\mathrm{}}{m}d^2n^{4/3}$$
(24)
If we introduce a small parameter $`z=(nd^3)^{1/3}`$ then we see that the ratio $`\mathrm{}\gamma /T_\lambda ^0z^2`$ is small at low densities and one can expand the formula (18) for $`R^2`$ in $`\mathrm{}\gamma /T`$. Retaining only the first correction in $`\gamma `$ we find from Eq. (3)

$$T_\lambda \frac{1}{2\xi }\frac{\mathrm{}^2}{m}n^{2/3}\left(1\frac{3\zeta (3)}{\pi ^3}\frac{\mathrm{}\gamma }{T_\lambda ^0}\right)$$
(25)
The correction due to decoherence is negative and leads to the suppression of $`T_\lambda `$. It is generally accepted, however, that the first correction to Eq. (1) should be positive . The only way to account for this increase of $`T_\lambda `$ in the present approach is to assume that the parameter $`\xi `$ also slightly depends on density and gets smaller as the density is increased i.e.

$$\xi =\xi (n)\xi _0(1\delta )$$
(26)
where $`\xi _00.15`$ and the small density dependent correction $`\delta `$ will be specified later. The physical reason for such a dependence is the same as in Ref. : particles in a more dense system tend to be more homogeneously distributed through the whole volume, hence it is easier for a particle to find a neighbor for exchange. Then we can write

$$\frac{T_\lambda }{T_\lambda ^0}1+\delta \frac{3\zeta (3)}{\pi ^3}\frac{\mathrm{}\gamma }{T_\lambda ^0}$$
(27)
Now we need some more accurate estimate of $`\gamma `$. For a nondegenerate system of hard spheres one can evaluate the friction coefficient $`\lambda =m\gamma `$ from the Bolzmann equation and in the low density limit

$$\lambda =\frac{32}{3}nd^2(\pi mT)^{1/2}$$
(28)
(see e.g. Ref. ). The additional factor of $`4`$ is introduced here because in our case, contrary to the pure classical one, the wavelength of the particle is larger then $`d`$ and the $`s`$-wave scattering cross section is known to be $`4\pi d^2`$ rather than $`\pi d^2`$ as for a classical sphere.

Hence near the transition, when $`TT_\lambda ^0`$

$$\mathrm{}\gamma \frac{32\sqrt{2}\pi }{3[\zeta (3/2)]^{1/3}}\frac{\mathrm{}^2}{m}d^2n^{4/3}$$
(29)
Most of recent calculations suggest, that at low density the first positive correction in Eq. (27) should be of the first order in $`d`$ , so in this limit we can take $`\delta z`$. At higher density the Lindemann ratio is likely to reach some finite limit close to $`\xi 0.12`$.  Then we may try a simple interpolation formula

$$\delta =\frac{a_1z}{1+a_2z}$$
(30)
Then the final expression for the transition temperature can be written as

$$T_\lambda /T_\lambda ^01+\frac{a_1z}{1+a_2z}a_3z^2,z=(nd^3)^{1/3}$$
(31)
where $`a_31.2`$ from Eqs.(27) and (29), while $`a_1`$ and $`a_2`$ should be taken from some microscopic theory or experiment. The dependence of $`T_\lambda /T_\lambda ^0`$ on density given by Eq. (31) is shown in Fig. 1 for $`a_12.3`$ as obtained e.g. in recent Monte Carlo study  and for $`a_29.9`$. This value of $`a_2`$ was fixed by the requirement that at $`z0.61`$ (which approximately corresponds to helium density, when $`nd^30.23`$) $`\xi `$ should be close to $`0.12`$ i.e. $`\delta 0.2`$. The squares represent the PIMC data  for a quantum system of hard spheres. Though we have taken rather large initial slope $`a_12.3`$, which is almost an order of magnitude larger than reported in Ref. , the resulting curve does not deviates much from the PIMC data (the largest deviation is less than ten percent) and reveals a qualitatively similar behaviour.

What is perhaps more interesting, explaining the initial rise of $`T_\lambda `$ with density by a change in the Lindemann ratio $`\xi `$ places an upper bound on the peak value of $`T_\lambda /T_\lambda ^0`$. Indeed, if the parameter $`\xi `$ changes from $`\xi _00.15`$ to something like $`\xi 0.12`$ at high densities then the maximum value of $`\delta `$ in Eq. (27) is $`0.2`$ and hence $`T_\lambda /T_\lambda ^0`$ should not exceed $`1.2`$. This result is consistent with the PIMC calculations  but is incompatible with recent experiment in 4He-Vycor system  where the peak value of $`T_\lambda /T_\lambda ^0`$ was found to be almost $`3.5`$ times larger. This disagreement seems to be not yet explained and one may suspect that we do not fully understand all possible effects of a disordered porous substrate in Vycor samples on $`T_\lambda `$.

## IV Liquid helium

Let us see first what an elementary kinetic approach can suggest for $`\mu (\omega )`$. It is known from experiment  that above the superfluid transition the momentum distribution of helium atoms is approximately of a Gaussian type with the mean kinetic energy $`K15`$ K. If we used a Boltzman equation for a classical gas of hard spheres of diameter $`d`$ at effective temperature $`T^{}=\frac{2}{3}K`$ then in the relaxation time approximation we obviously would obtain the frequency dependent mobility in the Drude form (17) with the inverse relaxation time $`\gamma v/l\pi nd^2v`$ as in Eq. (23) where now $`v(K/m)^{1/2}`$. At the same time one has

$`\lambda m\gamma \pi nd^2mv`$

for the friction coefficient and

$$\eta mvnl(1/\pi )mv/d^2$$
(32)
for shear viscosity. From these formulas we get

$$\lambda \pi ^2(nd^3)\eta d$$
(33)
Extrapolating this result to a dense system with $`nd^31`$ we see that the friction coefficient in a liquid is in fact proportional to the viscosity. Note that the estimate (32) is quite reasonable for liquid helium above the $`\lambda `$ point . Indeed, the measured viscosity above $`T_\lambda `$ is almost independent of temperature and is equal to $`\eta 3.510^5`$ poise (at s.v.p. and at $`T=3.2`$ K) while the more accurate version of Eq. (32) $`\eta 0.18(mT^{})^{1/2}/d^2`$ gives $`\eta 3.610^5`$ poise at $`d2.2`$ Å.

Practically the same result as Eq. (33) arises also from the hydrodynamic approach. For a particle of a large radius $`a`$ in a liquid the friction coefficient $`\lambda `$ from the Stokes’ formula is $`6\pi \eta `$. It is clear, however, that for a particle of the liquid, which is not large as compared to other particles, this formula should be modified. Long ago it was argued (see e.g. Ref.  and references therein) that it this case one should rather take $`\lambda =4\pi \eta `$, as for an empty bubble in a liquid. One may suppose in this connection that a particle in a liquid is surrounded by a ’correlation hole’, so that one may view the particle as associated with a ’bubble’ of radius $`n^{1/3}`$. Then we have an estimate

$$\lambda =4\pi \eta bn^{1/3}$$
(34)
where we have put $`=bn^{1/3}`$ and $`b`$ is some numerical factor of order unity. Certainly, this estimate makes sense only above the $`\lambda `$ transition and for sufficiently dense liquid. When $`nd^31`$, estimates (33) and (34) lead to essentially the same results. In what follows we shall use Eq. (34) since this will result in a slightly more transparent final formulas.

Now, making use of Eq. (34) we can rewrite the general formula (19) for the superfluid transition temperature in the form

$$T_\lambda =A\frac{\mathrm{}^2}{m}n^{2/3}\frac{\eta }{\eta _0}F\left(B\frac{\eta }{\eta _0}\right),\eta _0=\mathrm{}n$$
(35)
where the function $`F(x)`$ is defined by Eq.(20) and

$$A=2b,B=\frac{2}{3}\pi ^2b\xi .$$
(36)
We see now that the critical temperature in this approach is determined by the shear viscosity $`\eta `$, and $`T_\lambda `$ will be smaller than the ideal gas value if the viscosity is considerably larger than $`\eta _0=\mathrm{}n`$, which may be called a ’quantum’ of viscosity. For typical densities of liquid helium one has $`\eta _0210^5`$ poise, while the viscosity above the superfluid transition is $`\eta 3.510^5`$ poise. Thus in the case of helium $`\eta `$ is only slightly larger than $`\eta _0`$, and hence the temperature of the $`\lambda `$ transition should be close to that of the ideal gas, as it is experimentally. In sufficiently viscous Bose liquids the critical temperature of the possible superfluid transition should be suppressed and they will crystallize on cooling.

The viscosity in helium slightly above $`T_\lambda `$ is almost independent of temperature and increases with density approximately by a factor of two when the pressure is raised from s.v.p. to $`24`$ atm. We take experimental data for the pressure dependent viscosity at $`T=3.2`$ K from Ref.  and turn it into $`\eta (n)`$ dependence using the known equation of state at the same temperature. The density dependence of the ratio $`\eta /\eta _0`$ is approximated then by the second order polynomial

$$\eta /\eta _0\underset{l=0}{\overset{2}{}}c_l(n^{})^l$$
(37)
where $`n^{}=nr_0^3`$ ($`r_02.556`$ Å) is the reduced density and the coefficients are $`c_02.965`$, $`c_115.701`$ and $`c_234.027`$. Then we fit Eq. (35) to the experimental data for $`T_\lambda `$ in helium (actually to the Kierstead empirical equation for the $`\lambda `$ line ) and obtain $`A`$ $`1.39`$ and $`B0.58`$, which correspond to quite reasonable values

$$b0.7,\xi 0.13$$
(38)
The resulting curve for the transition temperature is shown in Fig. 2 (solid line). We also extrapolate this curve to lower densities, corresponding to a metastable liquid, though we do not expect our hydrodynamic formula (34) to be valid at $`n0.2÷0.3`$. At low densities the friction coefficient should be smaller than Eq. (34) (see e.g. Eq. (33))and hence the true value of $`T_\lambda `$ should be higher. Also on this figure the condensation temperature for the ideal gas is shown (dashed line) along with the experimental data for liquid helium (squares) and recent PIMC results for metastable helium at negative pressure  (circles). Note that the points at negative pressure were not used in the fit.

The value of the Lindemann ratio $`\xi `$ from Eq. (38) is quite close to that of the ideal gas $`\xi _00.15`$ and also to $`\xi 0.12`$ obtained in Ref.  by taking $`\mathrm{}\gamma K`$. If we now evaluate the value of the damping parameter $`\gamma =\lambda /m`$ then at $`b0.7`$ we have from Eq. (34) $`\mathrm{}\gamma 13`$ K, which is indeed close to the zero point kinetic energy $`K15`$ K.

In the case of helium it appears possible to check also the validity of the Drude approximation (17) which results in Eq. (18) for the mean square displacement in imaginary time. For this purpose let us consider a more general quantity

$`R^2(\tau )=[𝐫(\tau )𝐫(0)]^2`$

The $`R^2`$ discussed above is just the average of $`R^2(\tau )`$ over imaginary time. Proceeding as in Sec. II and taking the mobility in the Drude form (17) we obtain

$$R^2(\tau )=\frac{24}{m\beta }\underset{n=1}{\overset{+\mathrm{}}{}}\frac{1}{\omega _n^2+\gamma \omega _n}\mathrm{sin}^2\left(\frac{\omega _n\tau }{2}\right)$$
(39)
Note that for a free particle one would have

$$R^2(\tau )=(3/m\beta )\tau (\mathrm{}\beta \tau )$$
(40)
At small $`\tau `$ we can replace the sum in Eq. (39) by the integral to obtain $`R^2(\tau )(3\mathrm{}/m)\tau `$ which is independent of $`\gamma `$ since on a very short time scale the particle moves without collisions. In the general case the sum can be calculated numerically and the result for $`\beta =2`$ K-1and $`\mathrm{}\gamma 13`$ K (as obtained from the fitting of $`T_\lambda `$) is shown by the solid line in Fig. 3. Also the PIMC calculation results are shown as presented in Ref. , where the same quantity was evaluated for bosons (triangles) and for distinguishable particles (squares).

Is is clear from Fig. 3 that the Drude approximation well account for the depression of $`R^2(\tau )`$ due to the interaction in the nondegenerate system. Since by our definition $`R^2`$ should be calculated for the system with all exchange effects neglected (see Sec. II) we conclude that the Drude approximation (and hence the Caldeira-Leggett model) may be quite sufficient for our superfluidity criterion.

## V 3He-4He mixtures

To check the universality of the Lindemann-like criterion it is necessary to consider some other superfluid systems. A natural choice to start with is the case of 3He-4He mixtures. One may try to repeat calculations from the previous section and express $`T_\lambda `$ in terms of viscosity. Unfortunately there seems to be no such viscosity measurements for a wide range of pressures as that of Goodwin  for pure 4He. Though there exists a recent investigation  of $`\eta `$ in mixtures it deals only with pressures near the saturated vapor pressure. Above $`T_\lambda `$ (at $`T3`$ K) the viscosity at s.v.p. is almost independent of temperature and gets smaller if the concentration $`x`$ of 3He atoms increases.

At small $`x`$ this effect may be attributed simply to the decrease of the total density. Indeed, adding 3He atoms to liquid 4He leads to some reduction of the mean density (due to lighter mass of 3He atoms they have larger zero-point energy and are harder to localize) and hence to a lower viscosity. But at a fixed density the local environment of a given 4He atom remains practically the same as for $`x=0`$ since interactions between atoms do not depend on the isotope mass. Hence the viscosity and the mean square displacement $`R^2`$ in dilute mixtures (small $`x`$) are likely to be the same as in pure 4He at the same density.

However, it is the mean distance between Bose particles that enters in the r.h.s. of the criterion (3). This distance is now larger by the factor $`(1x)^{1/3}`$ due to the presence of additional 3He atoms which do not participate in superfluidity, so the criterion should read

$$R^2=\xi (1x)^{2/3}a^2$$
(41)
where $`a=n^{1/3}`$ is determined by the total mean density.

Now assuming that at a fixed density $`R^2`$ is indeed the same as in pure 4He, and proceeding as in the previous section we obtain

$$T_\lambda =A\frac{\mathrm{}^2}{m}n^{2/3}\frac{\eta }{\eta _0}F\left(\frac{1}{(1x)^{2/3}}B\frac{\eta }{\eta _0}\right),\eta _0=\mathrm{}n$$
(42)
where $`\eta /\eta _0`$ is again given by Eq. (37). The universality hypothesis means that $`\xi `$ is independent of $`x`$, so that we may consider $`A`$ and $`B`$ to be defined by Eqs. (36) and (38). Then the only dependence of the superfluid transition temperature on $`x`$ is through the explicit factor of $`(1x)^{2/3}`$ in Eq. (42).

To check the validity of the assumptions made we are to compare the formula (42) with experimental data. Here we make use of experiments  where $`T_\lambda `$ was measured in 3He-4He mixtures under pressure at several values of $`x`$. We transform these results into $`T_\lambda (n)`$ dependence using equations of state for different $`x`$ at $`T=1.5`$ K, which hardly can introduce any significant error. These data are shown by squares in Fig. 4 for $`x=0.089`$ and $`x=0.228`$ along with the pure 4He results. Solid curves represent $`T_\lambda `$ as obtained from Eq. (42). Note that only the $`x=0`$ curve was fitted to experiment.

We see that qualitatively the formula (42) correctly describes the dependence of the transition temperature both on density and on $`x`$, though for larger $`x`$’s the theoretical curves tend to lie lower than the experimental points. It is difficult to decide unambiguously whether this deviation indicate possible weak dependence of $`\xi `$ on $`x`$ or simply the approximations made in evaluating $`R^2`$ are too crude. In any case the estimate (42) makes sense only for small $`x`$.

## VI Conclusions

In this paper the Lindemann-like superfluidity criterion proposed earlier  was applied to several systems where the superfluid transition is known to occur, namely to a weakly non-ideal Bose gas, liquid helium and 3He-4He mixtures. The mean square displacement $`R^2`$ of a particle in imaginary time which enters in the criterion, and hence $`T_\lambda `$ were related here to the zero frequency friction coefficient (or to the shear viscosity in case of liquids). We found that in all cases the results obtained do qualitatively reproduce the observed behaviour of the transition temperature $`T_\lambda `$, as obtained from experiment (including numerical modeling).

As far as the quantitative accuracy of the approach is concerned the situation is still not fully understood. It is clear, however, that one can hardly expect it to be very accurate. Indeed, the criterion proposed may be of real interest only if the critical temperature differs significantly from the ideal gas value (in the opposite case the estimate (1) is quite sufficient). But it is obvious e.g. from Eq. (16), valid at $`\mathrm{}\gamma /T_01`$, that the result in this case is rather sensitive to the exact values of the damping parameter $`\gamma `$ and the phenomenological parameter $`\xi `$ since they both stand in the exponential. These parameters are in general not known exactly and even a small variation in $`\gamma `$ or $`\xi `$ may significantly influence the resulting estimate for $`T_\lambda `$.

It seems therefore that the best use of the formulas obtained may be the analysis of how the transition temperature, which e.g. is known for a given system, may change if some parameters of the system are slightly modified. In this case one can fix all adjustable parameters by fitting to the known data and then analyze their deviations for a modified system. A simple example of how this can be done was given in Sec. V where 3He-4He mixtures were discussed. We have first fixed all free parameters comparing the theory to the pure 4He data and then take account of the nonzero concentration of 3He atoms.

The criterion proposed leads also to an unexpected prediction for the weakly interacting Bose gas. In this case the initial increase of $`T_\lambda `$ with interaction strength may be attributed to the change of the Lindemann parameter $`\xi `$ and this results in an upper bound on the peak value of $`T_\lambda /T_\lambda ^0`$. Indeed, in the limit of zero density $`\xi 0.15`$ and at helium densities we have an estimate $`\xi 0.12÷0.13`$ (see Ref.  and Sec. IV) so that the change in $`\xi `$ and hence the maximum value of $`T_\lambda /T_\lambda ^0`$ could not be large. In Sec. III we obtain a rough estimate $`T_\lambda /T_\lambda ^0<1.2`$ consistent with the PIMC results . Possible numerical evaluation of $`\xi `$ in a dense system can make this inequality more accurate.

Numerical estimates of $`\xi `$ would be desirable also from the general point of view. This is practically the only way to make a final decision concerning the validity of the approach presented here. One has to calculate $`R^2`$ along the $`\lambda `$ line and then check whether $`\xi =R^2/a^2`$ can be regarded as a constant (at least in some density range) and to what extent is $`\xi `$ universal in systems with e.g. different interaction potentials.

I am grateful to P.I. Arseyev and V.V. Losyakov for usefull discussions and to D.M. Ceperley for stimulating correspondence concerning the Bose gas. This work was supported in part by the Russian Foundation for the Fundamental Research (Project No 00-15-96698).