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# Model for the arrival-time distribution in fluorescence time-of-flight experiments

## Abstract

An operational arrival-time distribution is defined as the distribution of detection times of the first photons emitted by two level atoms in resonance with a perpendicular laser beam in a time of flight experiment. For ultracold Cesium atoms the simulations are in excellent agreement with the theoretical ideal time-of-arrival distribution of Kijowski.

preprint: EHU-FT/0009,quant-ph/0009111

In many experiments the observables are the instants when certain events occur, or the durations of processes. This is also the case in experiments where the scale of the physical system requires a quantum treatment. Nevertheless, and, in retrospect, rather surprisingly, considering time as an observable has been a long standing taboo for theorists because of Pauli’s argument against the existence of a self-adjoint time operator conjugate to a Hamiltonian bounded from below , a condition that applies to most systems of physical interest.

It is however quite clear nowadays, even though not yet a widespread piece of knowledge, that “Pauli’s theorem” is not a major stumbling block to formalize time in quantum mechanics, first because actual observables are in general linked to positive operator valued measures (POVM) that do not require self-adjoint (first-moment) operators , and second because in fact the “theorem” itself does not hold unless due care is taken of the domains of the operators implied (see for instance the analysis in).

While getting rid of the hindrance of Pauli’s theorem is an important step, there still remains the question of defining time observables and/or time distributions. One then immediately runs into the difficulty of dealing with the “occurrence of events” in quantum mechanics, since the standard formalism provides a smooth, continuous description of the state evolution, without any explicit abruptness such as “collapses” or “quantum jumps” associated with the events. After all, this may not be surprising if the quantum equations and the state are statistical and refer to ensembles; even clasically, abrupt changes for individuals (such as a yes/no transition) may be averaged out by statistical ensembles. The question then is how to extract information for individuals from the formalism, and in particular on the instants when the events occur. The current technical ability to trap and manipulate single atoms has triggered theoretical approaches to deal with a number of interesting time observables. These techniques make compatible the continuous and the jump descriptions, for the ensemble and the individual respectively. For example, the statistics of the dark periods of a fluorescing system with a rapidly decaying state and a metastable state have been theoretically understood and reproduced . Our aim is to apply a similar analysis to arrival-time experiments.

Among different time observables, the time of arrival (TOA) is one of the simplest, and an excellent study case since “arrival times” are routinely measured in particle, nuclear, atomic, and molecular physics laboratories. There has been much recent interest among theorists on the arrival time, as reported in an extensive recent review . In several works the possibility of defining ideal TOA distributions has been denied , or claims have been made that the arrival time cannot be measured precisely . However, these negative conclusions have not been shared by all. In particular, Kijowski’s TOA distribution for free motion has been defined and characterized as an optimal ideal distribution in the sense of satisfying in a unique manner several classically motivated properties . Nevertheless, there is a clear divorce between the daily routine of many laboratories where time-of-flight experiments are performed, and the theoretical studies on the time of arrival, which are based on the particle’s wave function without recourse to extra (apparatus) degrees of freedom. A number of “toy models” have been proposed that include simple couplings between the particle’s motion and other degrees of freedom acting as clocks or stopwatches, but they do not incorporate any irreversibility and are still far from realistic experimental conditions . Halliwell has provided so far the only irreversible model for a time-of-arrival measurement based on a two level detector where the initial excited level decays due to the presence of the particle. The model remains however rather abstract and no identification is made with any specific measuring system .

Advancing in this direction, we provide in this letter a theoretical model to fill the gap between theory and experiment by capturing essential ingredients of current atomic time-of-flight experimental settings, where the arrivals are measured as detections of fluorescence photons . Our model is based on a number of approximations and idealizations, which are either standard ones, or can be easily improved upon to make it even more accurate and realistic. In the experiment we model, the atoms are first prepared in a certain state, then fly a distance freely, and finally cross a perpendicular laser beam, resonant with one of the atomic transitions. The laser intensity is here assumed to increase sharply to a constant value in the direction of atomic propagation to facilitate the comparison with existing ideal TOA theories, and in particular with Kijowski’s distribution. Note however that this “step” profile may be easily modified, e.g. by using a more realistic Gaussian shape. The first fluorescence photon detected marks operationally the arrival time since it is assumed that all emitted photons are detected by a perfect counter. The preparation is such that a single atom density operator will adequately describe the dynamics. Even though it is not strictly necessary for the model setting, we shall deal in the simulations with ultracold atoms at velocities of the order of centimeters per second.

The atom’s evolution can be modelled by a one dimensional, two component, quantum master equation. The rotating wave and electric dipole approximations, and a semiclassical description of the atom-laser coupling are assumed; the internal structure of the atom is reduced to the two levels coupled by the laser, $`|1`$ and $`|2`$, with zero detuning. The interaction picture based on the internal state atomic Hamiltonian $`H_{int}`$,

$$H_{int}=\frac{\omega \mathrm{}}{2}(|22||11|),$$
(1)
is also used since it lets us eliminate the frequency $`\omega `$ and the time explicitly from the Hamiltonian. Finally, assuming a vacuum state background (this is plausible because of the high value of optical frequencies), the master equation takes the form

$`{\displaystyle \frac{d\rho }{dt}}={\displaystyle \frac{i}{\mathrm{}}}[H,\rho ]+{\displaystyle \frac{\gamma }{2}}\{2\sigma ^{}\rho \sigma ^+\sigma ^+\sigma ^{}\rho \rho \sigma ^+\sigma ^{}\},`$ (2)
where

$`H`$ $`=`$ $`p^2/2m+{\displaystyle \frac{\mathrm{}}{2}}\mathrm{\Omega }(x)(\sigma ^++\sigma ^{}),`$ (3)
$`\sigma ^{}`$ $`=`$ $`|12|,`$ (4)
$`\sigma ^+`$ $`=`$ $`|21|,`$ (5)
$`\mathrm{\Omega }(x)`$ is the position dependent Rabi frequency ($`\mathrm{\Theta }(x)\mathrm{\Omega }_0`$ in the simulations), and $`\gamma `$ is the inverse of the lifetime of the excited state due to the coupling with the bath of modes of the background vacuum-field.

Note that the master equation in Halliwell’s model is formally similar . There are however some important differences. In our case the two levels correspond to the internal structure of the particle, whereas in Halliwell’s model they are assigned to the detector. Our atom begins in the ground state, it is excited by the laser and decays emitting a photon, whereas Halliwell’s detector starts in an excited state and decays due to the coupling with the particle, which is restricted to a half-line. Halliwell’s Hamiltonian in (2) has only diagonal kinetic terms, and lacks the non-diagonal Rabi-frequency terms of (3) which are responsible for the absorption and emission induced by the laser. This leads in Halliwell’s model to a closed dynamical equation for the population of the excited state which does not hold here. Finally, while our dissipative term acts for all $`x`$, since an excited atom may also decay out of the laser field after the excitation, Halliwell’s decay term is restricted spatially and is in fact the interaction term.

The solution of the master equation (2) may be carried out by the techniques variously known as “quantum trajectories” , “Monte Carlo wave function approach” , or “quantum jumps” . These methods do not only allow to solve the master equation; they also provide, associated with specific measurement procedures, a temporal history or quantum trajectory for the individuals where the time observables can be read directly. For our two level system, repeated measurements of the spontaneously emitted photons at time intervals $`dt<\mathrm{\Omega }_0^1,\gamma ^1`$ (so that at most only one spontaneous photon is emitted in $`dt`$), lead, on a coarser time scale, to a Schrödinger equation for the two component state vector conditioned to no photon detection, $`|\psi _c`$,

$$x|\psi _c=|1x|\psi _{c,1}+|2x|\psi _{c,2}.$$
(6)
This Schrödinger equation is governed by an effective Hamiltonian,

$$H_{eff}=Hi\mathrm{}\frac{\gamma }{2}|2><2|.$$
(7)
The imaginary term responsible for the decay leads to a probability of detection of a spontaneously emitted photon in the interval $`dt`$ as given by $`p_c=\gamma dtP_2`$, where $`P_2`$ is the probability of the excited state (note the caveats on identifying emitted and detected photons in ). To reproduce the master equation, the ensemble is separated at every time step into detected or undetected cases by random collapses to the ground state according to $`p_c`$ . Thus, each atom’s history is characterized by a “trajectory” with a record of fluorescent photon detections at certain time steps. Averaging over many trajectories the master equation is recovered, but at variance with the smooth description of the master equation, each trajectory contains a sequence of collapses comparable to the experimental record of time-resolved photon counts for a single atom. For current purposes, only the time of detection of the first photon is relevant, so in our case the time dependent norm of the state vector in the Schrödinger equation with the effective Hamiltonian $`H_{eff}`$ provides directly the operational arrival-time distribution $`\mathrm{\Pi }(t)`$ we were seeking, as identical to the “delay function” ,

$`\mathrm{\Pi }(t)`$ $`=`$ $`dN/dt,`$ (8)
$`N`$ $`=`$ $`{\displaystyle \underset{j=1,2}{}}\psi _{c,j}(t)|\psi _{c,j}(t),`$ (9)
without the need of a random “Monte Carlo” sampling. This simplifies greatly the numerical treatment.

In the simulations we have used the split operator method to solve the two-component Schrödinger equation with the effective Hamiltonian (7). For simplicity a minimum-uncertainty-product wave packet for a Cesium atom is prepared out of the laser range, with average velocities currently achieved by laser cooling, and with its center 1.05 $`\mu m`$ away from the origin. Note that it is possible to simulate longer flight paths since the free motion of the Gaussian wave-packet is known analytically. A closer modelling of specific experimental conditions may require combining several minimum uncertainty packets, for example to reproduce the spatially broad states generated in a magneto-optical trap, or the direct propagation of initially mixed states rather than pure states. The velocity standard deviation, $`\delta v=0.098\mathrm{cm}/\mathrm{s}`$, is taken in agreement with actual experimental conditions . We set $`\gamma =2\pi \times 5.3\mathrm{MHz}`$ as corresponds to the Cesium resonance line for the transition $`6^2S_{1/2}6^2P_{3/2}`$ at 852 nm, with a lifetime of 30.0 ns.

The figure shows Kijowski’s TOA distribution for the free motion of the initial state, with an average velocity of 10 cm/s, and the operational (normalized) TOA distributions obtained for three different values of $`\mathrm{\Omega }_0`$ ($`0.099\gamma `$, $`0.372\gamma `$, and $`1.24\gamma `$). For the smallest value the operational distribution is clearly delayed with respect to Kijowski’s, whereas for the two larger values the agreement is excellent. A remarkable finding is that the agreement is not broken by the significant fraction of atoms ($`9\%`$) eventually rejected by the laser field barrier for the largest $`\mathrm{\Omega }_0`$. Essentially the same pattern with respect to the three values of $`\mathrm{\Omega }_0`$ has been also found for larger (40 cm/s) and smaller (1 cm/s) incident velocities. In the later case, only $`20\%`$ of the atoms provide a fluorescence photon for $`\mathrm{\Omega }_0=1.24\gamma `$.

This model opens up many opportunities for further insight into other time observables, such as dwell times, or tunnelling times. In the case of the arrival time, it will stimulate the currently faint interaction between experiment and theory of time observables. It may also help the experimentalists to select beforehand optimal Rabi frequencies and lifetimes. For the theorist, it is a simple tool to compare results of different approaches with simulations of experiments. An important bonus of the time distribution based on the first fluorescence photons is that it can be equally applied for free motion or in the presence of potentials (other than those associated to the measurement itself), so that it provides an operational first-arrival-time distribution for which ideal (apparatus independent) theoretical distributions are not as well studied as for the free motion case.

###### Acknowledgements.

We are grateful to S. Brouard for helpful discussions. This work has been supported by Ministerio de Educación y Cultura (Grants PB97-1482 and AEN99-0315), The University of the Basque Country (Grant UPV 063.310-EB187/98), and the Basque Government (PI-1999-28). A. D. Baute acknowledges an FPI fellowship by Ministerio de Educación y Cultura.


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# Strengthening of a Polymer Interface: Interdiffusion and Crosslinking

## 1 Introduction

When two pieces of the same polymer material are brought into good contact at a temperature above their glass transition temperature, the macroscopic interface between the pieces progressively disappears, whereas the mechanical strength of the interface increases. This phenomenon, of great practical importance, is known as “polymer-polymer welding” or “crack healing”, and has been widely studied, both experimentally  and theoretically . The crack healing is primarily due to the diffusion of the polymer chains from both sides across the interface.

In many situations, a crosslinker agent is added into the material: this is notably the case in the technology of latex coatings, where individual latex particles from a polymer dispersion are cast onto a surface (see the review on the subject by M.A. Winnik in ref ). Upon drying, particles form contacts and progressively coalesce to give a continuous film, whose mechanical properties may be significantly improved by crosslinker addition .

The use of a crosslinker, however, brings some difficulties: a fine balance between interdiffusion and crosslinking rates is required to obtain optimal film strength, because reaction and diffusion enter into competition. The interdiffusion is strongly sensitive to molecular weight, and slows down when the crosslinking reaction advances and the chains become more and more branched. Thus if the reaction rate is too fast, particles will mix only partially, to the disadvantage of film tenacity. As this issue is crucial to industrial applications, experimental studies have been carried out monitoring the evolution of the interface at a microscopic level .

Our aim in the present article, is to try, from a simple analysis based on scaling laws, to extract the important parameters that control the final state of the interface, and attempt to find some guidelines in optimizing systems displaying both interdiffusion and crosslinking. We do not hope, given the complexity of real situations, to afford a set of quantitative predictions.

The article is organized as follows. In section 2, we present our model, and derive the governing equations of the problem. In section 3, which will be of main interest for practical applications, we exhibit a control parameter and present the results of the model. In section 4, after discussing some limitations of our approach, we try to relate a macroscopic quantity as the adhesion energy to our previous microscopic results, and finally, we briefly consider a few other systems used in film coating technology that take benefit of alternative strengthening strategies.

## 2 Governing equations

### 2.1 Assumptions of the model

Initially, at the onset of contact between polymer particles, the chains near the surface are “reflected” at the interfaces (see Figure 1).

Because of the new volume made available to them after contact, these distorted conformations progressively relax towards the equilibrium, Gaussian conformations of chains in a melt, which maximize the entropy of the system. However, as shown in , this process does not take place through a Fickian diffusion of the chains: because of topological entanglements, the chains are trapped in the reflected tubes, and the only way to explore the volume on the opposite side of the interface is through the motion of chain ends which open the path across the junction and progressively drag along the rest of the chain according to a reptation mechanism.

In our system, a crosslinking agent is also added into the polymer particles, prior to contact. Hence, a chemical reaction proceeds in parallel to chain diffusion, and forms bridges between chains. This, in turn, has large consequences on the diffusion process itself, because crosslinked chains form branched objects whose motions are exponentially slower than linear chains : interdiffusion dramatically slows down, as well as the reaction rate (which is related to chain motion). In the general case, providing a description of the subsequent evolution of the system is extremely complex, with a vast variety of macromolecules reacting one with the other (all with different numbers, positions and lengths of branches, and hence, different diffusion kinetics). Our description will thus rely on a few simplifying assumptions, which we are now going to present, deferring a critical discussion to section 4.

We consider two latex particles of the same polymer, which are brought into contact at time $`t=0`$. The temperature is assumed to stay constant, and to exceed the glass transition temperature of the samples. The macromolecules, which we assume to be linear and monodisperse, consist of $`N`$ units ($`N`$ taken greater than the entanglement threshold $`N_e`$), and are statistical copolymers of two types of monomers, $`A`$ and $`A^{}`$. The crosslinker, called $`X`$, is a bi-functional agent, able to bind only to $`A^{}`$ sites. The crosslinking reaction sets up in two steps. First, the crosslinker molecules $`X`$ attach to the “active” sites $`A^{}`$, yielding $`PA^{}+X`$ $`PA^{}`$$`X`$ (where $`P`$ stands for “polymer backbone”). Then, in a second reaction, the “true” crosslinking between chains occurs, yielding $`PA^{}`$$`X+A^{}PPA^{}`$$`X`$$`A^{}P`$. The first step involves the diffusion of a small molecule $`X`$ and should be very fast compared to the second step, which involves reaction of sites both borne by polymer chains. For this reason, in the rest of the article, we will consider only the last step (polymer-polymer reaction), assuming that the attachment step is entirely completed at $`t=0`$ .

We also restrict ourselves to the case of only *one* $`X`$ attached per chain. This assumption is not meant solely to bring a simplification, but is also founded on practical grounds: from the classical work of Gent and coworkers , we know that for elastomers, a tighter network, as resulting from an increased $`X`$ concentration, makes a poorer adhesive. Our hope is thus that this hypothesis still allows for most situations of interest.

Finally, we assume that when a chain binds to another, the resulting branched object remains *fixed* in position; this is in contrast with *mobile* chains, that did not undergo any reaction (except the binding of an $`X`$ molecule) and still keep their full mobility (see Figure 2).

Of course, this assumption is not entirely realistic, because branched objects have a finite -though reduced- mobility. We shall come back to this point at the end of the article.

### 2.2 Extent of mixing $`\mathrm{\Gamma }_f`$

We add crosslinkers to enhance the mechanical strength of the overall film that is obtained after coalescence of the particles. At the microscopic scale of chains, the strengthening of an interface is due to the interdiffusion between the two blocks, i.e., the extent of mixing between adjacent particles. At a given time, if we consider the chains that have crossed the interface, some are fixed (because of prior crosslinking) so that their contribution to the mixing is permanent, and some are mobile and their contribution is bound to evolve. As the crosslinking reaction proceeds, the mobile chains “disappear” to the benefit of fixed ones, so that sooner or later, any chain that once contributed in a “transient” way to the extent of mixing finally contributes “permanently”. Ultimately, all chains are fixed and the extent of mixing reaches a maximum value which characterizes the final state of the film. In the following, because it is of greater physical importance, we will focus our attention mainly on the permanent part of the extent of mixing, $`\mathrm{\Gamma }_f`$ (taking only fixed chains into account), and will consider the transient part $`\mathrm{\Gamma }_m`$ only incidentally.

As stated already, the motion of the chains is actually led by the motion of chain ends across the interface. Let us define $`\rho _0`$ as the initial ($`t=0`$) density (per unit volume) of mobile chain ends at position $`x`$, and make the hypothesis that it is uniform (no segregation of chain ends at the interface). Denoting $`x`$ the abscissa on the axis perpendicular to the interface (which is located at $`x=0`$), we also define $`\rho _m(x,t)`$ and $`\rho _f(x,t)`$ as, respectively, the densities of mobile chain ends and fixed chain ends at position $`x`$ and time $`t`$. Our first relation comes from the conservation of the total number of chain ends, yielding:

$$\frac{d\rho _m}{dt}(x,t)=\frac{d\rho _f}{dt}(x,t).$$
(1)
The next point is to notice that, as far as the ongoing crosslinking reaction is concerned, the medium is spatially homogeneous. The argument proceeds as follows. At $`t=0`$, chains near the interface indeed start from out-of-equilibrium configurations. But, to first order, if we assume that the contact is perfect and that the melt density is the same at the interface and in the bulk, the diffusion modes of these distorted chains are the same as those of equilibrium bulk chains. As it is intimately related to these diffusion processes, the reaction rate must accordingly remain uniform in the system. In other words, this means that, wherever it is located, any given unit volume of the system hosts the same number of reactions.

In order to keep track of the reaction advancement, let us call $`r(t)`$ the ‘reacted fraction’, i.e., the fraction of the initially mobile chains whose $`A^{}X`$ site has reacted between time $`t=0`$ and time $`t`$ (implying $`r=0`$ at $`t=0`$, and $`r=1`$ at the end of the reaction). Each time a chain reacts, it becomes a fixed branched object, so that $`r(t)`$ also gives the fraction of mobile chains that have become fixed by reaction, yielding :

$$\rho _m(x,t)=\rho _0[1r(t)].$$
(2)
From this, using eq 1, we deduce

$$\rho _f(x,t)=_0^t\frac{d\rho _m}{dt}𝑑t=\rho _f(t=0)+\rho _0r(t),$$
(3)
where $`\rho _f(t=0)`$ is the initial density of fixed chains (initial network).

Let us describe the evolution of the interdiffusion for times smaller than the reptation time of the chains $`T_{rep}`$. At $`t=0`$, the film is made of the juxtaposition of polyhedral cells , displaying flat interfaces with their neighbors (Figure 3).

Adjacent cells then start coalescing by interdiffusion. In a given cell 1, we consider a thin slice of material, chosen parallel to the interface with cell 2, and located at some position $`x`$ (see Figure 4).

When do the first chain ends coming from cell 2 start to invade this slice? To answer this question, we have to know the distance traveled by a chain end in a given time $`t`$. According to the reptation theory , each chain diffuses inside a tube, and over a time $`t`$, travels a (r.m.s.) tube length given by $`s(t)=a(N/\sqrt{N_e})(t/T_{rep})^{1/2}`$, where $`a`$ denotes the length of a chain segment, and $`T_{rep}=N^3\tau _0/N_e`$ is the reptation time of the chain ($`\tau _0`$ the relaxation time of a monomer). To this curvilinear length corresponds a distance “as the crow flies”, $`l_{rep}(t)`$, which is given by:

$$l_{rep}(t)=(sa\sqrt{N_e})^{1/2}=R_0\left(\frac{t}{T_{rep}}\right)^{1/4}\text{ }(t\stackrel{<}{}T_{rep}),$$
(4)
where $`R_0=aN^{1/2}`$ is the Gaussian extension of a chain. Within constants, this distance $`l_{rep}(t)`$ is also the (rectilinear) distance traveled by the chain ends. Inverting this formula, we can now see that the first chain ends from cell 2 reach the slice at $`x`$ in cell 1 at a time

$$t_x=T_{rep}\left(\frac{x}{R_0}\right)^4.$$
(5)
We now want to compute $`\mathrm{\Gamma }_f`$, the extent of mixing due to permanent chains. All chains passing through the slice do not pursue their migration, a fraction of them is stopped there by crosslinking. This situation is accounted for by the local augmentation of $`\rho _f`$. From $`t=0`$, the density of *crossing* chain ends $`\rho _f^{cross}`$ (from cell 2) that have settled at $`x`$ (in cell 1) may then be written as

$$\rho _f^{cross}(x,t)=\{\begin{array}{cc}\rho _f(t)\rho _f(t_x)\hfill & \text{ if }t>t_x\hfill \\ 0\hfill & \text{ if }tt_x\hfill \end{array}$$
(6)
(where we took into account that chain ends settling down at times earlier than $`t_x`$ do not come from cell 2). Of course, eq 6 is not exact, and oversimplifies the density profiles generated by the diffusion process, but it should retain the main features.

Counting that each invading chain end located at $`x`$ drags along approximately $`x^2/a^2`$ monomers, because dragged chains form random walks (see Figure 4), and summing over all possible slices, we are now able to give a formula for the extent of mixing $`\mathrm{\Gamma }_f`$:

$$\mathrm{\Gamma }_f(t)=_0^{\mathrm{}}\rho _f^{cross}(x,t)\frac{x^2}{a^2}𝑑x\text{ }(t\stackrel{<}{}T_{rep}).$$
(7)
Finally, with the use of $`\rho _f^{cross}`$ (eq 6) and $`\rho _f`$ (eq 3), we arrive at

$$\mathrm{\Gamma }_f(t)=\frac{\rho _0}{a^2}\left(r(t)l_{rep}^3(t)_0^{l_{rep}(t)}r(t_x)x^2𝑑x\right)\text{ }(t\stackrel{<}{}T_{rep})$$
(8)
(ignoring numerical factors, which would not be very meaningful at our scaling law level).

We can also calculate the contribution $`\mathrm{\Gamma }_m`$ from mobile chains. In this case, with obvious notations, we have $`\rho _m^{cross}(x,t)=\rho _m(t)\rho _m(t_x)`$ if $`t>t_x`$, and $`\rho _m^{cross}(x,t)=0`$ otherwise, and thus

$$\mathrm{\Gamma }_m(t)=_0^{\mathrm{}}\rho _m^{cross}(x,t)\frac{x^2}{a^2}𝑑x=\frac{\rho _0}{a^2}[1r(t)]l_{rep}^3(t)\text{ }(t\stackrel{<}{}T_{rep}).$$
(9)
We now turn to the evolution of the system after the reptation time $`T_{rep}`$. Chains from each side of the interface keep diffusing further into the cell on the other side, so that the mixing between adjacent cells keeps increasing. However, for time $`t>T_{rep}`$, the traveled distance $`l_{rep}(t)`$ becomes greater than the Gaussian radius of the chains $`R_0`$. Thus, some chains migrate farther than a distance $`R_0`$ from the interface and lose any intersection with it, so that they do not bridge the junction anymore: although they improve the mixing between cells, such chains do not contribute to the strength of the interface. Since our interest lies in keeping track of the strengthening of the interface, rather than of the mixing by itself, we must discard these leaving chains from our computation, and keep only the “efficient” part of $`\mathrm{\Gamma }_f`$ and $`\mathrm{\Gamma }_m`$ (see Figure 5).

This is done by saturating the length $`l_{rep}`$ to $`R_0`$ after time $`T_{rep}`$ in equations 8-9. The modified equations at times greater than $`T_{rep}`$ take the form:

$$\mathrm{\Gamma }_f(t)=\frac{\rho _0R_0^3}{a^2}r(t)\frac{\rho _0R_0^3}{a^2}_0^{R_0}r(t_x)x^2𝑑x\text{ }(t\stackrel{>}{}T_{rep}),$$
(10)
and

$$\mathrm{\Gamma }_m(t)=\frac{\rho _0R_0^3}{a^2}[1r(t)]\text{ }(t\stackrel{>}{}T_{rep}).$$
(11)
We notice that, in eq 10, the second term containing the integral is now a constant independent of time.

### 2.3 Reacted fraction r(t)

In section 2.2, the reacted fraction $`r(t)`$ was defined as the fraction of the mobile chains present initially whose $`A^{}X`$ site has reacted with another site between $`t=0`$ and time $`t`$. Initially, at $`t=0`$, all the $`A^{}X`$ sites are unreacted, yielding $`r=0`$. At the end of the reaction, all the $`A^{}X`$ have reacted and $`r=1`$. To complete our calculation of $`\mathrm{\Gamma }_f`$ and $`\mathrm{\Gamma }_m`$, we now need to compute the reacted fraction $`r(t)`$.

Because of the non-Fickian laws for segmental diffusion in polymeric materials, reaction kinetics may display very special features in the so-called ‘diffusion-controlled regime’ . However, for reagents of common reactivity, the practical case is usually the ‘mean-field regime’ , that is to say, the regime of classical, small molecules, reaction kinetics, and this is indeed the regime that will be assumed in the following.

We start by defining $`Q`$ as the ‘local’ reactivity of the active sites $`A^{}X`$, to be understood as the probability of reaction per unit time of a pair $`A^{}X/A^{}`$ provided they are in permanent contact. Then the reaction constant $`k`$ is

$$k=Qb^3,$$
(12)
where $`b`$ is the capture radius, i.e., the distance below which reaction becomes possible. This capture radius is a molecular length, and we will often simply assume $`ba`$ (chain unit size).

We define $`X_0`$ as the initial ($`t=0`$) concentration of $`A^{}`$ sites bound to an $`X`$ molecule, i.e., the initial concentration in $`A^{}X`$ groups. $`A_0^{}`$ denotes the initial concentration in the *remaining* $`A^{}`$ sites, i.e., not bound to any $`X`$. Initially, the concentration of intermolecular bridges $`A^{}XA^{}`$ is zero. We also define a parameter $`\eta =X_0/A_0^{}`$. In our assumptions, there is only one $`X`$ attached per chain, but $`A^{}`$ sites may be more numerous, so that we necessarily have $`\eta 1`$. A straightforward calculation of chemical kinetics yields the number of $`A^{}X`$ sites that have been consumed by the bridging reaction $`A^{}X+A^{}A^{}XA^{}`$. Then, to compute the desired fraction $`r(t)`$ from this number, we simply need to divide it by the initial concentration $`X_0`$.

For $`\eta <1`$, we obtain

$$r(t)=\frac{1\mathrm{exp}[(1\eta )A_0^{}Qb^3t]}{1\eta \mathrm{exp}[(1\eta )A_0^{}Qb^3t]}\text{ }(\eta <1),$$
(13)
which can be easily rearranged to introduce the reptation time $`T_{rep}=N^3\tau _0/N_e`$ into

$$r(t)=\frac{1\mathrm{exp}[(1\eta )Q\tau _0\mu (t/T_{rep})]}{1\eta \mathrm{exp}[(1\eta )Q\tau _0\mu (t/T_{rep})]}\text{ }(\eta <1),$$
(14)
where a new important quantity appears: $`\mu A_0^{}N^3b^3/N_e`$.

For the marginal case $`\eta =1`$, a similar calculation can be performed, and yields

$$r(t)=\frac{Q\tau _0\mu (t/T_{rep})}{1+Q\tau _0\mu (t/T_{rep})}\text{ }(\eta =1).$$
(15)
## 3 Results

We have seen in the previous sections, that when two particles come into contact, the interface strengthens because of the interdiffusion and the crosslinking of chains at the junction. At a microscopic level, the extent of mixing between the adjacent particles $`\mathrm{\Gamma }_f`$, due to fixed (crosslinked) chains, provides a good account of this strengthening. We are now able to give results for this extent of mixing, using eqs 8-11 for the extent of mixing and eqs 14-15 for the reacted fraction $`r(t)`$.

We will split our discussion into two cases, depending on the relative rates of the crosslinking reaction and of the interdiffusion process. As we shall see, the crucial control parameter in the system is

$$\alpha =Q\tau _0\mu =Q\tau _0A_0^{}\frac{N^3}{N_e}b^3$$
(16)
In eq 16, $`Q\tau _0`$ is a dimensionless number, corresponding to the probability of reaction for *one* collision of reactive sites ($`Q`$ is the probability per unit time, and $`\tau _0`$, the monomer relaxation time, is similar to the collision duration).

### 3.1 ‘Fast reaction’ regime: $`\alpha 1`$

We start with the case $`\alpha 1`$. If we consider the reaction rate r(t) (eq 14), we easily see that $`r(t)1`$ is reached (end of reaction) for $`t\frac{T_{rep}}{(1\eta )\alpha }`$, i.e., at times much smaller than $`T_{rep}`$ since $`\alpha 1`$. (We stress that here $`\eta `$ cannot be chosen too close to 1, or we must use another expression for $`r(t)`$). Evaluating $`\mathrm{\Gamma }_f`$ (eq 8) at times great enough so that the reaction can safely be considered as complete, we find that the final value is:

$$\mathrm{\Gamma }_f^{final}\frac{\rho _0R_0^3}{a^2}\frac{1}{[(1\eta )\alpha ]^{3/4}}$$
(17)
(within prefactors of order unity), which, as will be seen shortly, is a very small value compared to the maximum reachable extent of mixing $`\mathrm{\Gamma }_f^{max}\rho _0R_0^3/a^2`$.

We should also mention the marginal case, when $`\eta `$ is chosen very close to 1. Then the correct expression for $`r(t)`$ is given by eq 15, but $`\mathrm{\Gamma }_f^{final}`$ remains very similar (and very small):

$$\mathrm{\Gamma }_f^{final}\frac{\rho _0R_0^3}{a^2}\frac{1}{\alpha ^{3/4}}$$
(18)
(within prefactors).

We conclude that this situation is not favorable to the development of a strong junction at the particles’ interfaces, and should be avoided. Actually, in this case, the reaction is so fast compared to the interdiffusion, that all chains are fixed by crosslinking well before they could bridge the interface efficiently.

### 3.2 ‘Slow reaction’ regime: $`\alpha 1`$

We now take $`\alpha 1`$. Here the reaction is complete at times $`tT_{rep}/\alpha `$ which are larger than $`T_{rep}`$. To evaluate $`\mathrm{\Gamma }_f^{final}`$, we shall then use the form valid at times greater than $`T_{rep}`$, as given by eq 10. In this expression, one can actually neglect the contribution from the integral, with respect to the first term, because for $`xR_0`$, $`r(t_x)1`$. The extent of mixing $`\mathrm{\Gamma }_f`$ hence evolves as $`r(t)\rho _0R_0^3/a^2`$, and reaches a final value

$$\mathrm{\Gamma }_f^{final}\frac{\rho _0R_0^3}{a^2},$$
(19)
which is the largest physically realizable value in our system.

We note that, if we have $`\eta 1`$, using the appropriate expression of $`r(t)`$ yields the same result.

This ‘slow reaction’ regime is thus the interesting one for practical purposes, because one allows the interdiffusion to develop fully before locking the formed bridges in position. We may also add that, in practice, $`\alpha `$ will probably not need to be much smaller than unity for the system to display a good strengthening.

One might wonder whether $`\alpha 1`$ is an easy value to find in real systems. If we exclude highly reactive groups, like radicals, usually $`Q\tau _0`$ is well below $`10^6`$ . The concentration of $`A^{}`$ sites also plays an important role. If there are a few $`A^{}`$ sites per chain, $`A_0^{}1/Na^3`$, then $`\alpha Q\tau _0(N^2/N_e)(b/a)^3`$, which is around $`10^4`$ with $`Q\tau _0=10^8`$, $`N=10^3`$, $`N_e=10^2`$ and $`ba`$. With many $`A^{}`$ on each chain, say $`A_0^{}p/a^3`$ ($`p<1`$ but not too small), we get $`\alpha Q\tau _0(N^3/N_e)p`$, which can still be made small: $`Q\tau _0=10^8`$, $`N=10^3`$, $`N_e=10^2`$, $`p=0.1`$, yield $`\alpha =0.01`$.

### 3.3 A simple interpretation of $`\alpha `$

We will here provide a simple explanation of the control parameter $`\alpha =Q\tau _0A_0^{}N^3b^3/N_e`$ that has been exhibited above. For this purpose, let us consider an $`A^{}X`$ group located on a given chain chosen at random among the others, and follow its evolution from the beginning of the crosslinking reaction, at $`t=0`$.

Thinking in terms of a lattice model, where the $`A^{}X`$ molecule moves with a jump frequency $`1/\tau _0`$ (where $`\tau _0`$ is the monomer relaxation time), we may say that the $`A^{}X`$ group makes $`T_{rep}/\tau _0`$ displacements from $`t=0`$ until $`t=T_{rep}`$. At each of these movements, the $`A^{}X`$ molecule may react and form a crosslink with any of the $`A^{}`$ molecules lying within a capture volume $`b^3`$. In our mean-field situation, we can estimate the number of such candidates approximately as $`A_0^{}b^3`$. However, only a fraction of these collisions with the possible candidates bring an effective reaction: with $`Q`$ the ‘local’ reactivity, i.e., the probability of effective reaction per unit time when an $`A^{}X`$ encounters an $`A^{}`$, and $`\tau _0`$ the contact time, we find that an $`A^{}X`$ molecule may have $`Q\tau _0A_0^{}b^3`$ effective crosslinking reactions at each displacement. (Note that this is only a virtual number of reactions, since an $`A^{}X`$ site is able to react only once.) Hence, over a time $`T_{rep}`$, we deduce that an $`A^{}X`$ group (virtually) makes $`Q\tau _0A_0^{}b^3T_{rep}/\tau _0`$ reactions. Noticing that $`T_{rep}=N^3\tau _0/N_e`$, we see that this quantity is the same as $`\alpha `$. Thus, $`\alpha `$ can be understood as the number of crosslinks that a given chain may form by reaction of its $`A^{}X`$ site, if it were able to react an infinite number of times.

We can now go further and understand the fast and slow reaction regimes in terms of characteristic times. On one hand, we define a characteristic crosslinking time as the time required for an $`A^{}X`$ site to react (once) with an $`A^{}`$ molecule. Since an $`A^{}X`$ site may have $`\alpha `$ (virtual) reactions in a time $`T_{rep}`$, we estimate this characteristic time for one reaction as $`T_{rep}/\alpha `$. On the other hand, the characteristic time for the interdiffusion process is $`T_{rep}`$, i.e., the time needed for an interfacial chain to relax entirely from its initial contorted conformation.

Comparing these characteristic times together, we are able to retrieve, in a simple way, some conclusions that have been exposed previously. When $`\alpha 1`$ (i.e., $`T_{rep}/\alpha T_{rep}`$), the reaction is faster than the interdiffusion, locking the chains before they can bridge the interface. On the opposite, when $`\alpha 1`$ (i.e., $`T_{rep}/\alpha T_{rep}`$), the reaction mainly occurs after an appreciable amount of interdiffusion has set up, and enhances the mechanical properties of the film.

## 4 Discussion

### 4.1 Further remarks

The approach that has been presented here is rather simplified, and could be improved in several ways. We list below a few points that would need to be worked on in order to get a more accurate description of the evolution of the system, that would go farther than scaling laws.

i) We restricted ourselves to monodisperse systems, but practical situations may prove more difficult. One of the effects of polydispersity is to give rise to a range of chain diffusion coefficients, and hence to a blurring of simple scaling laws as the ones that were used here (this has already been observed on systems displaying interdiffusion alone ). Other effects of polydispersity are discussed in Taylor and Winnik . Another point to notice is that, in real systems, having *precisely* one $`X`$ molecule bound per polymer chain is unfeasible: the number of $`X`$ per chain will rather display a statistical distribution of possible values, with an average of order unity. This distribution may also present spatial variations inside each particle: in the example of latex films, before contact between individual particles is set, the $`X`$ crosslinker molecules are originally outside the particles, in the aqueous solution, and progressively diffuse inside. The concentration profile arising from such a diffusion process will inevitably present spatial dependences.

ii) As pointed out in our model assumptions, we consider that branched objects remain fixed. This is not completely true, and one may imagine that in the late stages of the reaction most unreacted sites are borne by arms belonging to branched molecules. A complete theory would thus certainly need to take the kinetics resulting from reactions between such molecules into account. Very slow evolutions were indeed observed in experiments on certain types of latex films .

iii) Another assumption of our approach is that the kinetics of polymer reactions remains the same as that of small molecules, due to the weak reactivity of usual chemical species. However, as was shown by O’Shaughnessy in , there is necessarily a crossover at long times, from the usual kinetics regime to the ‘diffusion-controlled’ (DC) regime resulting from the non-Fickian diffusion of segments (the so-called ‘compact exploration’). We checked that, with usual chain lengths and usual reactivities of crosslinking sites, the crossover would take place well after completion of the crosslinking reaction. Would the DC regime set up earlier, for example if we choose very reactive agents ($`Q\tau _01`$), this would be harmful to the mechanical properties of the interface, and thus an undesirable situation.

iv) A last question is related to the surface state of the particles before they start merging together. In order to stabilize the initial solution, surface-active agents may be present. After onset of contacts, they might modify the diffusion kinetics of the chains across the interfaces. Also, with certain polymer compositions, the particles themselves may have a ‘core-shell’ structure, where the outer part of the particles display distinct properties compared to the inside.

### 4.2 Estimation of the adhesion energy

From a macroscopic point of view, the strengthening of the interfaces may be characterized by several physical quantities. One of them is the adhesion energy, defined as the work required to separate two particles by opening a fracture at the interface. We will here present an attempt to estimate this energy, in the limit of very low separation velocities.

We start with the fast reaction case $`\alpha 1`$ (section 3.1), and consider the final state, after completion of the reaction. Most of the chains were stopped by reaction very early in the process of interdiffusion. If we look at chains originally from the left side of the interface, we notice that these reactions most probably occurred on the longest part of the chain, i.e., the portion still in the original particle on the left. If we now try to separate the two adjacent particles, we will have to pull out the portions of chains that have penetrated into the right-hand particle (see Figure 6).

Some years ago, Raphaël and de Gennes developed a model  evaluating the adhesion energy when one pulls ‘connector’ chains grafted on a surface out of an elastomer. It was found that the adhesion energy $`G`$ in the quasi-static limit (very slow separation) is given by

$$G=U_v\sigma n,$$
(20)
where $`U_v`$ is a Van der Waals energy, $`\sigma `$ the number of connectors per unit area of interface, and $`n`$ the polymerization index of the connectors. If we try to extend this expression to our situation, we must integrate eq 20 over a distribution of connector lengths, since the effective pull-out length that has to be counted is the (varying) portion inserted into the adjacent particle (and not the total chain length $`N`$). Using the notations of sec. 2.2, it is easy to find that the appropriate form is

$$G=U_v_0^{\mathrm{}}\rho _f^{cross}(x,t)\frac{x^2}{a^2}𝑑x$$
(21)
(where the time $`t`$ in the integral is chosen after completion of the reaction). This expression appears to be similar to eq 7 for the extent of mixing. Thus, we conclude that in this case ($`\alpha 1`$), the zero-rate adhesion energy $`G`$ would be simply proportional to the final extent of mixing:

$$GU_v\mathrm{\Gamma }_f^{final}$$
(22)
(with $`\mathrm{\Gamma }_f^{final}`$ given by eq 17 or 18).

We now consider the slow reaction regime ($`\alpha 1`$). In this case, as already stated, the interface heals before the reaction has significantly advanced, so that most interfacial chains spread arms of comparable size ($`N`$) on both sides of the junction by the time they are pinned down. On Figure 7, which presents some possible configurations of the interfacial chains, we see that in addition to the chains that will have to be pulled out if we try to open a fracture, some chains are anchored on both sides and will rather undergo a scission. (The contribution of such scission processes to the adhesion energy $`G`$ is estimated in the Appendix.)

If we assume that the scission and the pull-out contribution simply add to each other, we find that, again, $`G`$ is related to the final extent of mixing $`\mathrm{\Gamma }_f^{final}`$ by a simple proportionality, in a similar way to eq 22:

$$GU_0\mathrm{\Gamma }_f^{final},$$
(23)
where $`U_0`$ is an energy, usually comparable to that of a chemical bond, and $`\mathrm{\Gamma }_f^{final}`$ should be taken as in eq 19). A derivation of this result is available in the Appendix.

Let us now consider the molecular weight dependence of these (zero-rate) adhesion energies in the fast and slow reaction regimes. In the *fast reaction* regime, we have $`GU_v\mathrm{\Gamma }_f^{final}`$ (eq 22) with $`\mathrm{\Gamma }_f^{final}`$ as given by eq 17 or 18. The dependence in $`N`$ of the parameter $`\alpha =Q\tau _0A_0^{}N^3b^3/N_e`$ can be evaluated as follows: in situations where the initial concentration $`A_0^{}`$ is a finite, $`N`$-independent, fraction of the total monomer concentration ($`A_0^{}=p/a^3`$, $`p<1`$), we have $`\alpha N^3`$. Alternately, if there are only a few $`A^{}`$ sites on each chain ($`A_0^{}1/Na^3`$), we have $`\alpha N^2`$. Together with $`\rho _01/N`$, $`R_0N^{1/2}`$, we get

$$G_{fast}\{\begin{array}{cc}N^{7/4}\hfill & (A_0^{}=p/a^3)\hfill \\ N^1\hfill & (A_0^{}1/Na^3).\hfill \end{array}$$
(24)
On the other hand, it is easy to estimate the $`N`$-dependence of the *slow reaction* regime, by using $`GU_0\mathrm{\Gamma }_f^{final}`$ (eq 23) and $`\mathrm{\Gamma }_f^{final}\rho _0R_0^3/a^2`$ (eq 19):

$$G_{slow}N^{1/2}$$
(25)
It appears that the fast and slow reaction regimes exhibit clearly distinct dependences on the molecular weight of the polymer: $`G_{fast}`$ has a marked inverse dependence on $`N`$, whereas $`G_{slow}`$ displays a square-root, increasing, dependence. Such predictions may prove testable on the experimental side, either by direct macroscopic measurements of the adhesion strength, or by microscopic techniques surveying the local evolution of the interpenetration (one would then rather have access to the extent of mixing $`\mathrm{\Gamma }_f^{final}`$, but molecular weight dependences are identical).

In our approach, the adhesion energy $`G`$ is proportional to the final extent of mixing $`\mathrm{\Gamma }_f^{final}`$ (obtained after completion of the crosslinking reaction). Since $`\mathrm{\Gamma }_f^{final}`$ saturates when the interpenetration distance is of the order of the Gaussian size $`R_0`$ of the chains (see section 2.2), $`G`$ saturates to its maximum value at the same time. This result is related to the fact that our systems are maintained above the glass transition (allowing relative sliding of chains), and that we are dealing with adhesion energies at low separation velocities. The property that the full tensile strength of a latex film is established over a time comparable to, or larger than, the reptation time is supported by several experimental studies (see ref.  and references therein). We emphasize, however, that glassy polymers may display rather different features .

We conclude this section by stressing that all these estimations of the adhesion work remain of course very crude, but they suggest a simple link between a microscopic quantity like the extent of mixing and the macroscopic adhesion energy.

### 4.3 Other systems

In the previous sections, we considered a system where the strenghtening of the interface occurs in the presence of a crosslinking agent. When the system is optimized, chains have time to diffuse across the interfaces before being locked by the chemical reaction and form permanent bridges. This strategy is not the only available, and we will here briefly consider a few other approaches of use in the latex film technology.

1) One possibility is to use a copolymer containing as one of the comonomers a functionality $`Y`$ which, upon addition of a catalyst, is able to react with another $`Y`$ to form a dimer. This reaction leads to the formation of $`Y`$$`Y`$ bridges between polymer chains, throughout the system, at the interfaces and in the bulk of the polymeric material. We can see that this is very similar to our system with a crosslinker agent, as soon as we neglect the first attachment of the crosslinker to the macromolecules.

2) A second possibility is to use a mixture of two different kinds of particles, for instance one sort made of a polymer A, and the other made of a polymer B, where chains of polymer A bear sites able to react with sites of polymer B. We may further assume that polymer A and B are strongly immiscible ($`\chi >0`$ and $`\chi N1`$, with $`\chi `$ the associated Flory parameter), so that the region where A and B coexist is very thin compared to the chain radius. In this case, A and B chains react only within the interface, and form block copolymers at the junction (see Figure 8).

Theory actually predicts a host of different chemical kinetics regimes for the formation of such bridges . There is, in the present situation, a significant strengthening of the interface, even though the extent of mixing remains vanishingly small: as seen on Figure 8, here again, one must pull out the interfacial copolymers out of their surrounding matrix to open a fracture. To characterize the strength of the interface, the adhesion energy formula of eq 20 discussed above seems suitable, and we may use it to give a few guidelines to optimize A/B systems. From eq 20, we see that we need the longest possible attached strands at the interface: this would suggest to have only *one* reactive site per chain (for A as well as for B). We would also wish to reach the highest possible interface coverage by connectors ($`\sigma \rho _0R_0`$), a condition which should be easy to fulfill, because it is a natural tendency of the interfacial reaction . Then the interfacial adhesion energy would be of order

$$GU_0\frac{1}{a^2N^{1/2}}NG_{max},$$
(26)
similar to the value reached with crosslinked systems.

3) Another variant of the A/B system is the case of a *miscible* pair A/B. This situation, however, raises difficulties of its own: reactions occur in a non-stationary, spreading region, making the computation of reactional quantities very difficult. In the case of small molecules with a time-dependent reaction front, theoretical studies  predict anomalous laws for reaction rates. But, to our best knowledge, the macromolecule case (of interest to us) still remains to be clarified.

## Acknowledgements

It is a pleasure to thank Prof. M.A. Winnik of the University of Toronto, who introduced us to this subject, and helped us forward with fruitful exchanges. The authors are also thankful to C. Creton, L. Léger, and the anonymous referees, for discussions and useful comments.

## Appendix. Estimation of the adhesion energy in the slow reaction regime

In this Appendix, we want to estimate the adhesion energy between the particles in the final state of the slow reaction regime (Figure 7).

We start by evaluating the density of connectors chains (crossing chains) $`\sigma _f`$ at the end of the reaction. If we consider an area S of interface, the chains crossing it must lie within a distance $`R_0`$, so that there is a number $`\rho _0R_0S`$ of them. This corresponds to a grafting density $`\sigma _f\rho _0R_0`$.

A fraction $`f_1`$ of these crossing chains have reacted only on one side of the interface, and thus contribute to the adhesion by a pull-out mechanism. Considering that most crossing chains display arms of comparable size $`N`$ on both sides of the interface, and using eq 20 to compute the corresponding adhesion energy, we find a contribution $`G_{pullout}U_vf_1\sigma _fN`$.

But a fraction $`f_2`$ of the interfacial chains is anchored on *both* sides of the interface (Figure 7), and rather than being pulled out, they undergo a scission when the interfacial fracture opens. For this scission mechanism, we may evaluate the adhesion energy using the classical Lake and Thomas argument : at the moment of rupture *each* monomer along one connector chain has stored an energy comparable to the chemical bond energy $`U_\chi `$. Hence, to bring a chain to rupture, we have to provide an energy $`U_\chi `$ to all the monomers between the anchorage points. Since crosslinked points are not too numerous on each chain, in average the number of monomers under tension is $`N`$ (within factors). We may then evaluate the scission contribution to the adhesion energy as $`G_{scission}U_\chi f_2\sigma _fN`$.

We note that $`G_{pullout}`$ and $`G_{scission}`$ have the same structure (at this scaling law level). If we assume that these energies add to each other into a global adhesion energy $`G_{tot}`$, we have $`G_{tot}U_0\sigma _fN`$, where the energy $`U_0`$ would be a weighted average of $`U_\chi `$ and $`U_v`$ with respect to the probabilities of the scission and pull-out mechanisms. Then, using $`\sigma _f=\rho _0R_0`$ and $`N=R_0^2/a^2`$, we see that this adhesion energy is related to the final extent of mixing (eq 19) in a proportional way:

$$G_{tot}U_0\rho _0R_0R_0^2/a^2U_0\mathrm{\Gamma }_f^{final},$$
(27)
as stated in section 4.2. We add that, because the covalent energy $`U_\chi `$ is much larger than the van der Waals energy $`U_v`$ ($`U_\chi /U_v40`$), $`U_0`$ should be, in many cases, dominated by the scission contribution, or equivalently, $`G_{tot}G_{scission}`$.


text:
# Profiles and Polarization Properties of Emission Lines from Relativistic Disks

## 1. Introduction

In recent years, the evidence of black holes has become more apparent owing to X-ray astronomy. Some broad iron lines from Seyfert galaxies were detected and attributed to relativistic effects in the emission region (Tanaka et al. 1995; Iwasawa et al. 1996; Nandra et al. 1997). The lines emitted from accretion disks near the central black hole show broad asymmetric profiles, significantly modified by both the gravitational redshift and Doppler effects. The emission region is inferred to be located near several times the black hole horizon, since the line width determines the strength of the relativistic effect, i.e., the radius from the disk center. Strong gravitational effects are crucial there, and the angular momentum of a rotating black hole is also constrained. (Dabrowski et al. 1997; Weaver, Yaqoob 1998)

The theoretical possibility was discussed beforehand. Fabian et al. (1989) calculated the line profile emitted from accretion disks around non-rotating black holes. Kojima (1991) and Laor (1991) independently extended this study to rotating cases. The effect of black hole rotation appears only in the disk structure close to the central black hole. The present remarkable observation gives not only evidence, but also the property of the central black holes. Future observations will give new topics related to strong gravitational phenomena.

Some natures of central black holes, which will be observable by the next advanced technique, are also discussed. Reynolds et al. (1999) calculated an X-ray reverberation map of lines for flares on the disk, which constrains the mass and spin of the black hole. In addition to the intensity and its time variation, the polarization of light is important. Polarization is expected to be produced by electron scattering above the accretion disk. Several authors (Connors et al. 1980: Laor et al. 1990) have discussed the possibility. In particular, polarization in the emission line may be important, although the observational technique is very difficult. The emission region of the line is inferred by the profile, so that the polarization is an additional diagnostic tool. Chen and Eardley (1991) already studied the polarization properties of the line originating from a disk around a Schwarzschild black hole. It is important to extend their calculation to a Kerr black hole and to explore the effect of the black hole rotation, since the current observation of the broad lines suggests likely rotating black holes. In this paper, we discuss a theoretical calculation of the possibility in advance, that is, the polarization and line profile originating from a disk around a Kerr black hole. In the next section, we describe our models. The line profiles and the polarizations depend on several parameters. In section 3, the numerical results are given to demonstrate typical examples. We show how additional information can be useful for determining the models. Section 4 is devoted to a discussion. We use the units $`c=G=1`$ throughout the paper.

## 2. Assumptions and Calculation Methods

In this section, we briefly summarize our model and the numerical method. The details of the formalism are given elsewhere e.g., for the line profile (Kojima 1991) and the polarization (Connors et al. 1980).

The polarization of a beam of radiation can be described by the Stokes parameters (Chandrasekhar 1960), i.e., the intensity $`I`$, linear polarization parameters $`Q`$, $`U`$, and the circular parameter $`V`$. The circular parameter vanishes for polarization induced by scattering. These quantities are related to the degree of polarization, $`\delta `$, and the angle of the plane of the polarization, $`\psi `$, as

$$\delta =\frac{\sqrt{Q^2+U^2}}{I},\psi =\frac{1}{2}\mathrm{tan}^1\left(\frac{U}{Q}\right).$$
(1)
For a purely electron-scattering atmosphere, the polarization is determined by the local physics. The degree of polarization depends on the emission angle, $`\varphi _\mathrm{e}`$, which is measured in the rest frame. An explicit formula has been derived by Chandrasekhar (1960). The degree, $`\delta _\mathrm{e}`$, ranges from 12% for $`\varphi _\mathrm{e}=90^{}`$ (edge-on case) to 0 for $`\varphi _\mathrm{e}=0`$ (face-on case).

These polarization quantities as well as the energy, $`E_{\mathrm{em}}`$, in the rest frame of emitting matter are related to the observed ones by the null geodesics. The observed energy, $`E_{\mathrm{ob}}`$, is shifted as $`E_{\mathrm{ob}}=gE_{\mathrm{em}}`$, with the redshift factor $`g^1.`$ Since the polarization degree, $`\delta `$, is a scalar, we have the observed value as $`\delta =\delta _\mathrm{e}`$, for the corresponding path. The angle of the polarization plane measured by an observer can be calculated by the parallel transportation along the null geodesics. The polarization vector at infinity can be constructed with the help of the so-called Walker–Penrose constant in the Kerr metric.

In this paper, we assume a geometrically thin, axisymmetric disk co-rotating in the equatorial plane around a Kerr black hole. The polarization is assumed to be produced by electron scattering in the disk surface ranging from $`R_{\mathrm{in}}`$ to $`R_{\mathrm{out}}`$. We adopt a power law-form with a constant index, $`q`$, as the local specific intensity $`\left[I_\mathrm{e}(E_{\mathrm{em}},\varphi _\mathrm{e},r_\mathrm{e})\right]`$;

$$I_\mathrm{e}(E_{\mathrm{em}},\varphi _\mathrm{e},r_\mathrm{e})\frac{ϵ(\varphi _\mathrm{e})}{4\pi }r^q\delta (E_{\mathrm{em}}E_\mathrm{o}),$$
(2)
where $`E_\mathrm{o}`$ is the rest energy of the line and $`ϵ(\varphi _\mathrm{e})`$ describes the local line specific intensity. We assumed that the intrinsic broadening of the line is so small that it can be neglected compared to the kinematical effect.

The flux by an observer at $`\theta _\mathrm{o}`$ is calculated by integrating over the disk surface,

$$F_\mathrm{o}(E,\theta _\mathrm{o})=g^3I_\mathrm{e}(E/g,\varphi _\mathrm{e},r_\mathrm{e})d\mathrm{\Omega }.$$
(3)
In a similar way, the observed net Stokes parameters $`\overline{Q},\overline{U}`$ are calculated as

$`\overline{Q}_\mathrm{o}(E,\theta _\mathrm{o})+i\overline{U}_\mathrm{o}(E,\theta _\mathrm{o})`$
$`={\displaystyle g^3\delta _\mathrm{e}(\mathrm{cos}2\psi +i\mathrm{sin}2\psi )I_\mathrm{e}(E/g,\varphi _\mathrm{e},r_\mathrm{e})d\mathrm{\Omega }}`$ (4)
The observed degree, $`\delta `$, and angle of polarization, $`\psi `$, are calculated by equation (1). The angle is measured from the direction perpendicular to both the normal vector of the disk and the propagation vector of the light. These quantities depend on the disk inclination, $`\theta _\mathrm{o}`$, the model parameters $`q,R_{\mathrm{in}},R_{\mathrm{out}},`$ and the Kerr parameter $`a`$. It is possible to calculate them in this large parameter space, but results are not easy to be understood. Since we found that the dependence of $`q`$ is not very sensitive, the results for $`q=3`$ are shown in the next section. As the outer boundary, $`R_{\mathrm{out}}`$, of the disk increases, the relativistic effects are less prominent because of the average over the disk. We will show a representative result of $`R_{\mathrm{out}}=20M`$ in the next section. Here $`M`$ is the mass of the central black hole.

## 3. Numerical Results

Before discussing the realistic cases, we illustrate the polarization angles emitted from a few rings in figure 1. Because the general cases can be regarded as a summation over a certain range of the disk, this figure is useful for understanding the relativistic effects. The shift in the energy and the polarization angle is small for emission from a ring of large radius. As the radius decreases, the range of the observed energy is more spread and the polarization angle significantly deviates from $`90^{}.`$ These quantities strongly depend on the emission position, and therefore give the information about the emission region as well as the line profile.

In figure 2-a and 2-b, we show the polarization angle and the degree of the emission line from the disk around a black hole. They are shown as a function of energy for three inclination angles of the disk. The other parameters are $`R_{\mathrm{in}}=1.24M`$, $`R_{\mathrm{out}}=20M`$, $`q=3`$, and $`a=0.998M`$. The inner radius, $`R_{\mathrm{in}}`$, is chosen as a marginally stable radius of the Kepler disk around the rotating black hole with $`a=0.998M.`$ Each curve is drawn for the range of the shifted energy. The angles of these models significantly deviate from the value of $`90^{}`$ in a non-relativistic calculation. The deviation is very clear for a small inclination angle of the disk, although the polarization degree is small. The degree decreases with the decrease in the inclination angle. Indeed, the degree vanishes for the face-on case ($`i=0^{}`$), since the degree is zero for the radiation perpendicular to the disk surface, as discussed in the previous section.

In figure 3, we compared the emission from three models in the line profile, the polarization angle and the degree. The three models are different in the inner boundary, which is chosen as the radius of the marginally stable orbit around the black hole. That is, $`R_{\mathrm{in}}=6M`$ for $`a=0,`$ and $`R_{\mathrm{in}}=1.24M,a=0.998M.`$ We also show the case of $`R_{\mathrm{in}}=6M,a=0.998M`$ for a comparison. As shown in previous calculations of the line profiles, the effect of black hole rotation appears through the inner boundary. This is also true for the polarization. Two models with the same innermost radius, $`R_{\mathrm{in}}=6M`$, give almost the same result, which is consistent with Kojima (1991). The effect of the innermost point is clear in only the red-shifted part.

The results mentioned so far are important for the idealized situation, since the spectro-polarimetry of the line is a quite difficult challenge in future observations. We consider the energy-integrated values, which are useful for an observation without spectro-polarimetry. The polarization angle and the degree for energy-integrated line photons are shown in figure 4. The relativistic effects significantly appear in both of polarization angle and the degree for any inclination angle.

Finally, we will apply our model to the broad iron line discovered in the Seyfert galaxy MCG-6–30–15. From the line profile, some parameters are inferred (Nandra et al. 1997), but inconclusive. The present data fit equally well with rotating and non-rotating black hole models. Using their fitting parameters, we show the polarization properties as well as the line profile in figure 5. The difference between the rotating and non-rotating models is evident in the redshift part. The polarization will indeed give additional information, although the model parameters will not be uniquely determined.

## 4. Discussion

Chen and Eardley (1991) calculated the profile and the polarization property of the line emitted for the mildly relativistic case, in particular, their calculation is limited to a non-rotating black hole. We extend their work to the extremely relativistic case with the rotating black hole, since recent observations suggest evidence of relativistic phenomena at a few times the black hole radius. In such a region of strong gravitational field, the black hole spin is important, since the inner edge of the disk depends on it. Our calculations show that the difference in black holes, i.e., spin effect, appears through the possible range of emission. Future observations, despite the difficulties, may produce phenomena relevant to our model.

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text:
# Communication through a Diffusive Medium: Coherence and Capacity

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## Abstract

Coherent wave propagation in disordered media gives rise to many fascinating phenomena as diverse as universal conductance fluctuations in mesoscopic metals and speckle patterns in light scattering. Here, the theory of electromagnetic wave propagation in diffusive media is combined with information theory to show how interference affects the information transmission rate between antenna arrays. Nontrivial dependencies of the information capacity on the nature of the antenna arrays are found, such as the dimensionality of the arrays and their direction with respect to the local scattering medium. This approach provides a physical picture for understanding the importance of scattering in the transfer of information through wireless communications.

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The ongoing communications revolution has motivated researchers to look for novel ways to transmit information (1, 2). One recent development (3, 4) is the suggestion that, contrary to long-held beliefs, random scattering of microwave or radio signals may enhance the amount of information that can be transmitted on a particular channel. Prompted by this suggestion, we introduce a realistic physical model for a scattering environment and analytically evaluate the amount of information that can be transmitted between two antenna arrays for a number of example cases. On the one hand, this lays a new foundation for complex microwave signal modeling, an important task in a world with ever-increasing demand for wireless communication, and, on the other, introduces a new arena for physicists to test ideas concerning disordered media.

From information theory (5), the capacity of a channel between a transmitter and a receiver, that is, the maximum rate of information transfer at a given frequency, can be described in terms of the average power of the signal $`S`$ and the noise $`N`$ at the receiver: $`C=\mathrm{log}_2(1+S/N)`$. More generally (2), the communication channel connecting several transmitters and receivers is described by a matrix $`G_{i\alpha }`$ giving the amplitude of the received signal $`\alpha `$ due to transmitter $`i`$. The information carried by the channel can be characterized using several quantities, such as the capacity or mutual information, which are typically functionals of the matrix $`G`$, which must be known in order to predict these quantities. Often $`G`$ cannot be predicted for actual systems, such as wireless communication networks or optical fibers, because of the complicated scattering and interference of waves that is involved. It is crucial, therefore, to develop physical models for the signal propagation, as it is only through such models that one can understand the real effects of scattering and interference on the amount of information that can be communicated.

In many cases, only partial information is available for prediction; in these situations, one only has a statistical description of $`G`$. Instead of making assumptions about $`G`$ directly, the usual procedure in information theory, we introduce statistical models for the physical environment from which we derive the properties of $`G`$. The advantage of this procedure is that simple physical models can yield very non-trivial properties of $`G`$.

Statistical descriptions of the environment have been quite successful in the physics of disordered media (6 – 8). The simplest of these is diffusive propagation. In our case of electromagnetic propagation in the context of wireless communication, diffusion is known to work well in various circumstances (9), and simple extensions seem relevant for many others. From a diffusive approach, one finds the moments of the distribution of $`G`$. These will enable us to calculate information-theoretic quantities (for example the capacity) using a replica field theory approach to random matrix theory (10). Implicit in this approach is the assumption that the full distribution of $`G`$ is sampled, which is realistic in many real world situations where the environment is changing. However, when the number of antennas is large, many quantities of interest become strongly peaked around their average and this assumption can be relaxed.

In a statistical description, the scattering of the signal is characterized by the mean-free path, $`\mathrm{}`$, corresponding roughly to the distance between scattering events. When $`\mathrm{}`$ is large compared to the wavelength $`\lambda `$ but small compared to the distance $`d`$ between the two arrays, the wave propagation becomes diffusive (7, 8). This has been analyzed in the past in the context of electron diffusion in metals (6) and light propagation in solids (7, 11). In the case of wireless propagation, with signals in the 2 GHz region, $`\lambda `$ 10-15 cm, while $`\mathrm{}`$ is of order meters for indoors and tens of meters for outdoors propagation, so diffusion is applicable.

In the diffusive regime $`\lambda \mathrm{}`$, to leading order in $`\lambda /\mathrm{}`$, only the quadratic correlations $`G_{i\alpha }G_{j\beta }^{}`$ are non-negligible and therefore describe the system, where the brackets represent an average over realizations of the disorder. Higher cumulants of $`G`$ are of higher order in $`\lambda /\mathrm{}`$. Therefore, the distribution of $`G`$ is Gaussian with zero average (6 – 8). The leading term in $`G_{i\alpha }G_{j\beta }^{}`$ is evaluated by a summation of so-called ladder diagrams (7) corresponding to processes in $`G_{i\alpha }G_{j\beta }^{}`$ where the waves from antennas $`i`$ to $`\alpha `$ and from $`j`$ to $`\beta `$ propagate through the scattering medium along identical paths except for segments of order $`\mathrm{}`$ at each end.

In several realistic situations discussed below, the correlations take a particularly simple form:

$$G_{i\alpha }G_{j\beta }^{}=R_{\alpha \beta }\frac{S}{n_T}T_{ij}.$$
(1)
Here $`R_{\alpha \beta }`$ and $`T_{ij}`$ are matrices describing the correlations of the receiving and transmitting antennas, respectively, and $`S=\mathrm{Tr}\{GG^{}\}/n_R`$ is the average power received at each of $`n_R`$ receivers assuming independent signals from each of $`n_T`$ transmitters. $`R`$ and $`T`$ are normalized such that $`\mathrm{Tr}\{T\}=n_T`$ and $`\mathrm{Tr}\{R\}=n_R`$. The factorization in Eq. 1 of the receiver and transmitter information reflects the dominance of the ladder terms: only the segments near the antennas contribute a net phase, so only local information about the antennas is relevant. Furthermore, under general circumstances, $`T`$ can be expressed in terms of the response $`\chi _i(\widehat{𝐤},\widehat{ϵ})`$ of antenna $`i`$ to an incoming plane wave in direction $`\widehat{𝐤}`$ with polarization $`\widehat{ϵ}`$ and a weight function $`w(\widehat{𝐤},\widehat{ϵ})`$ giving the fraction of incident power in that direction with that polarization:

$$T_{ij}𝑑\widehat{𝐤}\underset{\widehat{ϵ}}{}w(\widehat{𝐤},\widehat{ϵ})\chi _i(\widehat{𝐤},\widehat{ϵ})\chi _j^{}(\widehat{𝐤},\widehat{ϵ}).$$
(2)
$`R`$ is defined similarly.

Having summarized the coherent diffusion results that we will need, we now turn to considering information-theoretic quantities. While there are many such quantities that one could study with the diffusive techniques outlined above, for concreteness we focus on a problem of relevance to wireless communication applications (2 – 4, 12, 13). We assume that: (a) the receiver knows $`G`$, but the transmitter does not, (b) the noise at each receiving antenna has the same power $`N`$ and is Gaussian uncorrelated, and (c) after a long time, the entire space of possible $`G`$ matrices is explored as the environment changes, subject to the statistical properties of Eq. 1. Under these circumstances, the maximum time averaged information transfer rate is given by the so-called capacity, formally defined in (14), given by (2 – 4)

$$C=\underset{Q}{\mathrm{max}}\mathrm{Tr}\left\{\mathrm{log}_2[I_{n_R}+\frac{1}{N}GQG^{}]\right\}$$
(3)
where $`I_{n_R}`$ is the $`n_R\times n_R`$ unit matrix and $`Q`$ is the non-negative-definite $`n_T\times n_T`$ covariance matrix describing the correlations between the signals from the transmitter antennas. Here, the angled brackets again indicate an average over realizations of $`G`$ with correlations defined by Eq. 1. With the normalization of $`G`$ given above, the constraint on the maximum power transmitted yields the condition $`\mathrm{Tr}[Q]n_T`$. For a fixed covariance $`Q`$, the maximum information transfer rate is given by the same expression only without the $`\mathrm{max}_Q`$ in front. Maximization over $`Q`$ then gives the capacity of the channel.

The assumptions (a)-(c) given above are appropriate for certain real world systems, and have been previously studied (3, 4). Assumption (a) is appropriate if the transmitter occasionaly sends known signals so the receiver can determine $`G`$, and if $`G`$ changes slowly enough that the channel needs to be probed only very occasionally. We also assume that the receiver cannot send information about $`G`$ back to the transmitter. Assumption (c), while necessary to make Eq. 3 formally correct, is not too important in practice for systems with a large number of antennas where the maximum information transfer rate for a given $`Q`$ is strongly peaked about its average value (3, 15).

An important implication of Eq. 3, recently pointed out in (3, 4), is that if the environment is sufficiently multipath, the capacity increases linearly with the number of antennas even when the total transmitted power is fixed, greatly exceeding the capacity of line-of-sight propagation. This result may seem surprising since scattering may reduce the received signal. However, the scattering also produces many independent paths which interfere at both the transmitter and receiver. This interference can be exploited by placing several antennas at both ends in order to increase the capacity. We now illustrate this dramatic result with a simple example.

Consider the case of two antennas at each end and assume that a single scatterer (a mirror) is at some point between the two arrays (Fig. 1). Here and throughout this paper the Fresnel limit will be assumed: the size of the transmitter and receiver arrays, is much smaller than $`\sqrt{\lambda d}`$. In the absence of scattering there is only line-of-sight propagation. Due to the small effective aperture of the receiving array, it is impossible to resolve the different transmitting antennas. Thus, the capacity is the same as if there were only one transmitter and one receiver antenna, except that the noise level is reduced by a factor of 2 since it is averaged over 2 receivers. Mathematically, this corresponds to $`G`$ being a rank one matrix, indicating only one channel of communication. Including the mirror, the signal received is now the sum of the direct line-of-sight and the scattered amplitudes. If the two incoming waves are at very different angles, then the aperture of the receiving array is sufficient to resolve the two waves separately. It is thus possible to distinguish the two signals originating from the two transmitters. Now, $`G`$ is of rank two so there are two nonzero terms (two channels) in Eq. 3, roughly doubling the capacity.

Foschini and Gans argue (3) that for many scatterers, it is possible for $`G`$ to become of full rank (13) such that the capacity is proportional to the number of antennas. An increase in capacity can thus be obtained even if $`S/N`$ is reduced by scattering since this latter effect reduces the capacity only logarithmically. In order to derive their results, they assume that $`G`$ is a random matrix with completely uncorrelated elements. Their situation (fully uncorrelated matrix elements) corresponds to $`R`$ and $`T`$ being identity matrices in Eq. 1 so that the optimal $`Q`$ in Eq. 3 is identity also. This yields, in fact, an upper bound on the capacity which can be realized only in very special circumstances.

We now generalize the results of Foschini and Gans (3) to situations with nontrivial correlations ($`R`$ and $`T`$ not identity) which actually occur in real systems. The capacity (14) defined by Eq. 3 with such nontrivial correlations has never been considered previously. These correlations (nontrivial $`T`$ and $`R`$) indicate some redundancy in both the transmitter and receiver arrays thus reducing the capacity.

Surprisingly, we find that the capacity (Eq. 3) can be evaluated analytically for a large number of antennas using replica field theory extensively applied in statistical physics (10) once $`T`$ and $`R`$ are known (that is given $`G_{i\alpha }G_{j\beta }^{}`$). The result of this approach is a set of algebraic equations for the capacity in terms of the eigenvalues of $`R`$ and $`T`$ which will be described in detail elsewhere. In contrast, attempting to evaluate Eq. 3 numerically by generating realizations of $`G`$ with appropriate covariance would be quite difficult since one must then maximize over $`Q`$.

We now analyze illustrative situations involving scattering media. The simplest case is when scalar waves are considered and the antennas are deep inside a uniform and isotropic scattering medium with mean free path large compared to the size of the arrays. In addition, if we assume that the antennas are ideal, making a perfect measurement of the field at one point without distorting it in any way, then $`\chi _i(\widehat{𝐤})=\mathrm{exp}(ik_0\widehat{𝐤}𝐫_i)`$ (no $`\widehat{ϵ}`$ appears for scalar waves). Due to isotropy, $`w(\widehat{𝐤})=1`$, and thus using Eq. 2, we obtain $`T_{ij}=f(k_0|𝐫_i𝐫_j|)`$ and $`R_{\alpha \beta }=f(k_0|𝐫_\alpha 𝐫_\beta |)`$ with $`f(x)=\mathrm{sin}(x)/x`$ where $`k_0=2\pi /\lambda `$ and $`𝐫_i`$ are the antenna positions. When the antennas are separated by multiples of $`\lambda /2`$, all antennas of each array on a straight line, there are no correlations, and $`R`$ and $`T`$ are unit matrices as assumed by Foschini and Gans. Any other configuration has nontrivial correlations and therefore lower capacity.

An important consequence of the form of the correlation matrices is the scaling of the capacity with the number of antennas. In the limit of a large periodic array of antennas, the eigenvectors of $`T`$ and $`R`$ are plane-waves (by Bloch’s theorem) so one can find the eigenvalues analytically. When antennas are placed on a one or two dimensional array (Fig. 2), the capacity is proportional to the antenna number. However, when they are placed in a three dimensional array, the capacity scales as $`n^{2/3}`$ up to a logarithm, not linearly. The model of a scattering medium discussed above gives an intuitive interpretation of this result: a finite thickness of antennas on the surface is sufficient to resolve the incoming waves from the transmitting antennas; additional antennas in the interior are redundant. Therefore the optimal $`Q`$ is such that less power is transmitted from these interior antennas.

As a second example we consider ideal dipole antennas and vector electromagnetic waves. The average power propagating is the same as for scalar waves, since vectorial diffusion (non-zero spin) decays exponentially (11). The correlation matrices are now given by using $`\chi _i(\widehat{𝐤},\widehat{ϵ})=(\widehat{𝐩}_i\widehat{ϵ})\mathrm{exp}(ik_0\widehat{𝐤}𝐫_i)`$ in Eq. 2, where $`\widehat{𝐩}_i`$ is the polarization of antenna $`i`$. From the resulting expression, one finds that if antennas are positioned on a straight line with polarization at an angle $`\theta =54.73^o`$ ($`\mathrm{cos}^2\theta =\frac{1}{3}`$) with respect to that line, the correlations again vanish when antenna separations are multiples of $`\lambda /2`$. In this case, then, the ideal situation of Foschini and Gans is again realized; however, for any other angle, correlations play a role even if the antennas are separated by half wavelengths.

The simplest case in which the geometry of the environment is taken into account is a half-infinite diffusive 3-dimensional region without any scattering in the other half space (Fig. 3). This is a first approximation to modeling electromagnetic propagation in a city of high-rise buildings. When either of the arrays is close to the surface of the diffusive region, the correlations between antennas become qualitatively different. Specifically, when one antenna array is outside while the other is deep inside the scattering medium, $`w(\widehat{𝐤})=(\widehat{𝐤}\widehat{𝐳})\mathrm{\Theta }(\widehat{𝐤}\widehat{𝐳})`$ for the outside antenna array (for either scalar or vector waves) where $`\widehat{𝐳}`$ is the normal to the interface and $`\mathrm{\Theta }`$ is the Heaviside step function. Surprisingly, the maximum capacity is achieved by pointing the transmitter directly into the diffusive medium rather than at the receiver!

We close by pointing out several simple extensions which make these methods applicable to a wide variety of realistic situations. First, more realistic modeling of the scattering medium could take into account scatterers that are not small compared to the wavelength. A concrete example is the scattering off walls inside a building where the scattering is highly anisotropic (9). This case can be analyzed within our framework; however, the correlations no longer have the simple factorized form Eq. 1.

Second, more realistic antennas can be treated by simply inserting appropriate functions $`\chi _i(\widehat{𝐤},\widehat{ϵ})`$ in Eq. 2. Even for nontrivial antennas, these functions can be either determined numerically or measured experimentally. In this way, both practical antenna designs and the effects of antenna interactions can be included.

Finally, we can consider the case where the transmitter also has knowledge of $`G`$. In this case, the capacity will be greater. Here, the averaging over $`G`$ occurs after optimizing over $`Q`$, a process known as “water-filling” (2). This case can also be handled within our framework.