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# Computing the Depth of a Flat

## 1 Introduction

Regression depth was introduced by Hubert and Rousseeuw  as a distance-free quality measure for linear regression. The depth of a hyperplane with respect to a set of data points in $`R^d`$ is the minimum number of data points crossed in any continuous motion taking the hyperplane to a vertical hyperplane. A vertical hyperplane is a regression failure, because it allows the response variable (that is, the dependent variable) to vary over its entire range while keeping the explanatory variables (the independent variables) fixed. Thus a good regression plane should be far from a vertical hyperplane. A deepest hyperplane is farthest from vertical in a combinatorial sense; it provides a good fit even in the presence of skewed or data-dependent errors, and is robust against a constant fraction of arbitrary outliers.

Due to its combinatorial nature, the notion of regression depth leads to many interesting algorithmic and geometric problems. For points on the line $`R^\mathrm{1}`$, a median point is a point of maximum depth. For the case of $`n`$ points in the plane $`R^\mathrm{2}`$, Hubert and Rousseeuw  gave a simple construction called the catline, which finds a line of depth $`n/\mathrm{3}`$. The deepest line in the plane can be found in time $`O(nlogn)`$ . The catline’s depth bound is best possible, and more generally in $`R^d`$ the best depth bound is $`n/(d+\mathrm{1})`$ . The fastest known exact algorithm for maximizing depth takes time $`O(n^d)`$, and $`ϵ`$-cutting techniques can be used to obtain an $`O(n)`$-time $`(\mathrm{1}+ϵ)`$-approximation to the maximum depth .

In previous work , we generalized depth to multivariate regression, that is, fitting points in $`R^d`$ by affine subspaces with dimension $`k<d\mathrm{1}`$ ($`k`$-flats for short). We showed that for any $`d`$ and $`k`$, deep $`k`$-flats always exist, meaning that for any point set in $`R^d`$, there is always a $`k`$-flat of depth a constant fraction of $`n`$, with the constant depending on $`d`$ and $`k`$. This result implies that the deepest flat is robust, with a breakdown point which is a constant fraction of $`n`$. We also generalized the catline construction to find lines with depth $`n/(\mathrm{2}d\mathrm{1})`$, which is tight for $`d\mathrm{3}`$ and would be tight for all $`d`$ under a conjectured $`n/((k+\mathrm{1})(dk)+\mathrm{1})`$ bound on maximum regression depth. On the algorithmic side, we showed that $`ϵ`$-cuttings can be used to obtain an $`O(n)`$-time $`(\mathrm{1}+ϵ)`$-approximation for the deepest flat.

In this paper, we consider the problem of testing the depth of a given flat, or more generally the crossing distance between two flats. Rousseeuw and Struyf  studied similar problems for hyperplanes and points. The crossing distance between a point and a hyperplane can be found in time $`O(n^{d\mathrm{1}}+nlogn)`$ by examining the arrangement’s restriction to the hyperplane (as described later), and the same bound applies to testing the depth of a hyperplane or point. We show that, in contrast, the depth of a flat of any other dimension can be found in randomized time $`O(n^{d\mathrm{2}}+nlogn)`$. More generally, the crossing distance between a $`j`$-flat and a $`k`$-flat can be found in time $`O(n^{j+k\mathrm{1}}+nlogn)`$ when $`\mathrm{1}j,kd\mathrm{2}`$.

## 2 Definitions

A generic $`k`$-flat with $`k<d\mathrm{1}`$ can move continuously to vertical without crossing any data points, so it is not obvious how to generalize regression depth to $`k`$-flats. The key is to start from an equivalent definition of hyperplane regression depth: the depth of a hyperplane $``$ is the minimum number of data points in a double wedge with one boundary equal to $``$ and the other boundary vertical (parallel to the response variable’s axis). A double wedge is the closed region bounded by two hyperplanes; it is the region necessarily swept out by a continuous motion of one bounding hyperplane to the other.

Now consider the simplest example with $`k<d\mathrm{1}`$, the regression depth of a line in $`R^\mathrm{3}`$. We think of $`x`$ as the explanatory variable, and $`y`$ and $`z`$ as two response variables. A regression line simultaneously explains $`y`$ and $`z`$ as linear functions of $`x`$, and any line parallel to the $`yz`$-plane is a regression failure that allows $`y`$ and $`z`$ to vary over their entire range while keeping $`x`$ fixed. We would thus like our regression line to be far from lines parallel to the $`yz`$-plane. A reasonable guess at the definition of regression depth of a line $``$ would be the minimum number of data points in a double wedge with one boundary containing $``$ and the other boundary parallel to the $`yz`$-plane.

This guess indeed turns out to be the correct generalization; its naturalness is revealed by looking at the dual formulation of the problem. The projective dual of a point set is a hyperplane arrangement, and hyperplane regression dualizes to finding a central point in an arrangement. If the depth of a point $`p`$ is the minimum number of arrangement hyperplanes crossed by any line segment from $`p`$ to the hyperplane at infinity, then (as observed by Rousseeuw) the regression depth of a hyperplane is exactly the depth of its dual point in the dual arrangement. We generalized this observation to give a natural distance measure between flats in an arrangement .

###### Definition 1

The crossing distance between two flats in an arrangement is the fewest hyperplane crossings along any line segment having one endpoint on each flat.

In the primal formulation, the crossing distance is the minimum number of points in a double wedge with one boundary containing one flat and the other boundary containing the other.

###### Definition 2

The regression depth of a $`k`$-flat is the crossing distance between its dual $`(dk\mathrm{1})`$-flat and a $`k`$-flat at vertical infinity.

For multivariate regression, the $`k`$-flat at vertical infinity should be the one dual to the intersection of the hyperplane at infinity with the $`(kd)`$-flat spanned by the response variable axes. With this choice, regression failures have regression depth zero. For hyperplane regression, there is no choice to make as there is only one $`(d\mathrm{1})`$-flat at infinity.

Along with hyperplane regression, Definition 2 also subsumes the classical notion of data depth or Tukey depth. The data depth of a point $`p`$ is the minimum number of data points in any closed half-space—a degenerate double wedge—containing $`p`$. The data depth of $`p`$ is also the crossing distance of its dual hyperplane from the point at vertical infinity.

## 3 Reduction to Covering

We now show that crossing distance can be reduced to finding a minimally covered point in a certain family of sets. Suppose we are given an arrangement of hyperplanes, a $`j`$-flat $`_\mathrm{1}`$, and a $`k`$-flat $`_\mathrm{2}`$. We wish to determine the line segment, having one endpoint on each flat, that crosses as few arrangement hyperplanes as possible.

We first parametrize the space of relevant line segments. Without loss of generality the two flats do not meet (else the crossing distance is zero) so any pair of points from $`_\mathrm{1}\times _\mathrm{2}`$ determines a unique line. The pair divides the line into two complementary line segments (one through infinity), so we need to augment each point of $`_\mathrm{1}\times _\mathrm{2}`$ by an additional bit of information to specify each possible line segment. We do this topologically: $`_\mathrm{1}`$ is a projective space, having as its double cover a $`j`$-sphere $`𝒮_\mathrm{1}`$, and similarly the double cover of $`_\mathrm{2}`$ is a $`k`$-sphere $`𝒮_\mathrm{2}`$. The product $`𝒮_\mathrm{1}\times 𝒮_\mathrm{2}`$ supplies two extra bits of information per point, and there is a continuous two-to-one map from $`𝒮_\mathrm{1}\times 𝒮_\mathrm{2}`$ to the line segments connecting the two flats.

Now consider subdividing $`𝒮_\mathrm{1}\times 𝒮_\mathrm{2}`$ according to whether the corresponding line segments cross or do not cross a hyperplane $``$ of the arrangement. The boundary between crossing and non-crossing line segments is formed by the segments with an endpoint on a great sphere formed by intersecting $``$ with $`𝒮_\mathrm{1}`$ or $`𝒮_\mathrm{2}`$. The line segments that cross $``$ therefore correspond to a set $`(_\mathrm{1}\times \overline{}_\mathrm{2})(\overline{}_\mathrm{1}\times _\mathrm{2})`$, where $`_i`$ is a hemisphere bounded by the intersection of $``$ with $`𝒮_i`$. A line segment crossing the fewest hyperplanes then corresponds to a point in the fewest such sets.

For example, Figure 1 illustrates the case in which $`_\mathrm{1}`$ and $`_\mathrm{2}`$ are each lines. The space of line segments with one endpoint on $`_\mathrm{1}`$ and the other endpoint on $`_\mathrm{2}`$ is doubly covered by the two-dimensional torus $`𝒮_\mathrm{1}\times 𝒮_\mathrm{2}`$, which we have cut along two circles to show as a square. The solid dots represent the same line segment; the hollow dots represent the complementary line segment. Three covering sets of the form $`(_\mathrm{1}\times \overline{}_\mathrm{2})(\overline{}_\mathrm{1}\times _\mathrm{2})`$ are shown; their boundaries are shown dotted, dashed, and solid respectively, and the interiors of the sets are shaded. (The dotted boundary happens to align with the circles that cut the torus down to a square.)

Since the union in each set of the form $`(_\mathrm{1}\times \overline{}_\mathrm{2})(\overline{}_\mathrm{1}\times _\mathrm{2})`$ is a disjoint union, we can simplify the problem a bit by cutting each such set into two products of hemispheres. We summarize the discussion above with a lemma.

###### Lemma 1

Computing the crossing distance between flats $`_\mathrm{1}`$ and $`_\mathrm{2}`$ is equivalent to finding a point in a product of spheres $`𝒮_\mathrm{1}\times 𝒮_\mathrm{2}`$ that is covered by the fewest sets from a given family of subsets, each of which is a product of hemispheres $`_\mathrm{1}\times _\mathrm{2}`$.

## 4 Algorithms

We now show how to solve the problem given in Lemma 1. We first consider the special case of the crossing distance between a point and hyperplane, that is, $`j=\mathrm{0}`$ and $`k=d\mathrm{1}`$. In this case, the product of spheres is a disjoint pair of $`(d\mathrm{1})`$-spheres, both covered identically by a family of hemispheres, so we can treat it as if it were just a single sphere. We would like to find a point on this sphere that is covered by the fewest hemispheres. We can build the entire arrangement of hemispheres in time $`O(n^{d\mathrm{1}}+nlogn)`$ using a slight modification of an algorithm for computing a hyperplane arrangement , and compute the number of hemispheres covering each cell by stepping from cell to cell in constant time per step. Any minimally covered cell gives a solution.

Next let us consider the special case of the crossing distance between two lines, that is, $`j=k=\mathrm{1}`$. The product of spheres $`𝒮_\mathrm{1}\times 𝒮_\mathrm{2}`$ is just a 2-torus, and the products of hemispheres are just products of semicircles. We cut the torus into a square as in Figure 1; each product of semicircles turns into a set of at most four rectangles. We refer to the horizontal and vertical projections of these rectangles as segments.

We can now use a standard sweep-line algorithm to compute a point in $`𝒮_\mathrm{1}\times 𝒮_\mathrm{2}`$ covered by a minimum number of sets. Conceptually we sweep a vertical line from left to right across Figure 1. We use a segment tree  to represent the vertical segments crossed by the sweep line; let us assume that vertical represents $`𝒮_\mathrm{2}`$. As usual with segment trees, each vertical segment $`_\mathrm{2}`$ appears at $`O(logn)`$ nodes of the segment tree, exactly those nodes whose intervals are covered by $`_\mathrm{2}`$ but whose parents’ intervals are not covered by $`_\mathrm{2}`$. (Here we denote vertical segments by $`_\mathrm{2}`$, even though some of them are just “halves” of the original semicircles $`_\mathrm{2}`$.)

We equip each node $`v`$ of the segment tree with an additional piece of information: the minimum number of $`_\mathrm{2}`$ segments covering some point in the interval corrresponding to $`v`$. This coverage number can be computed by taking the minimum of the numbers at $`v`$’s two children and adding the number of segments listed at $`v`$ itself.

We sweep horizontally across the square. The events in the sweep algorithm correspond to endpoints of segments on $`𝒮_\mathrm{1}`$. At each endpoint of a segment we update the segment tree along with the coverage numbers at its nodes. Coverage numbers change at only $`O(logn)`$ nodes: the ancestors of the nodes storing the newly inserted or deleted vertical segment. The coverage number at the root gives the minimally covered cell currently crossed by the sweep line. We also maintain the overall minimum covering seen so far, and update this minimum at each event. At the end of the sweep, the overall minimum gives the answer. We have obtained the following theorem.

###### Theorem 1

The crossing distance between two lines in an arrangement in $`R^d`$, or the regression depth of a line in $`R^\mathrm{3}`$, can be found in time $`O(nlogn)`$.

For general $`j`$ and $`k`$, we use a randomized recursive decomposition in place of the segment tree.

###### Lemma 2

Given an arrangement of hyperplanes in $`R^d`$, we can produce a recursive binary decomposition of $`R^d`$, with high probability in time $`O(n^d+nlogn)`$, such that any halfspace bounded by an arrangement hyperplane has (with high probability) a representation as a disjoint union of decomposition cells with $`O(n^{d\mathrm{1}}+logn)`$ ancestors.

Proof sketch:  We apply a randomized incremental arrangement construction algorithm. Each cell in the recursive decomposition is an arrangement cell at some stage of the construction. The bound on the representation of a halfspace comes from applying the methods of \[7, pp. 120–123\] to the zone of the boundary hyperplane.

The same method applies essentially without change to spheres and hemispheres, so we can apply it to the sets occurring in Lemma 1. Each product of hemispheres occurring in Lemma 1 can be represented as disjoint unions of $`O(n^{j+k\mathrm{2}})`$ products of cells in the product of the two recursive decompositions formed by applying Lemma 2 to $`𝒮_\mathrm{1}`$ and $`𝒮_\mathrm{2}`$. Since there are $`O(n)`$ products of hemispheres, we have overall $`O(n^{j+k\mathrm{1}})`$ products of cells.

The algorithm has a similar structure to the algorithm for the case $`j=k=\mathrm{1}`$, only the simple sweep order for processing the cells of $`𝒮_\mathrm{1}`$ is replaced by a depth-first traversal of the recursive decomposition of $`𝒮_\mathrm{1}`$. As in the sweep algorithm, we maintain a coverage number for each cell of the decomposition of $`𝒮_\mathrm{2}`$. The coverage number measures the fewest $`_\mathrm{2}`$ hemispheres covering some point in that cell, where the $`_\mathrm{2}`$ hemispheres come from pairs $`_\mathrm{1}\times _\mathrm{2}`$ for which $`_\mathrm{1}`$ covers the current cell in the traversal of $`𝒮_\mathrm{1}`$. These numbers are computed by taking the minimum number for the cell’s two children and adding the number of hemispheres whose decomposition uses that cell directly. When the traversal visits a cell in $`𝒮_\mathrm{1}`$, we determine the set of hemispheres whose decomposition uses that cell, and update the numbers for the ancestors of cells covering the corresponding hemispheres in $`𝒮_\mathrm{2}`$. Each hemisphere product leads to $`O(n^{j+k\mathrm{2}})`$ update steps, so the total time for this traversal is $`O(n^{j+k\mathrm{1}})`$. We also maintain the overall minimum covering seen so far, and take the minimum with the number at the root of the decomposition of $`𝒮_\mathrm{2}`$ whenever the depth-first traversal reaches a leaf in the decomposition of $`𝒮_\mathrm{1}`$.

When one flat—say $`_\mathrm{1}`$—is a line, this method’s time includes an unwanted logarithmic factor. To avoid this factor, we return to a sweep algorithm as the case $`j=k=\mathrm{1}`$. We sweep across $`𝒮_\mathrm{1}`$, using the hierarchical decomposition data structure for $`𝒮_\mathrm{2}`$ in place of the segment tree. When the traversal reaches an endpoint of an interval $`_\mathrm{1}`$, we update the cells for the corresponding hemisphere $`_\mathrm{2}`$.

We summarize with the following theorem. It is likely that $`ϵ`$-cuttings can derandomize this result.

###### Theorem 2

The crossing distance between a $`j`$-flat and a $`k`$-flat can be found with high probability in time $`O(n^{j+k\mathrm{1}}+nlogn)`$ for $`\mathrm{1}j,k`$. The depth of a $`k`$-flat for $`\mathrm{1}kd\mathrm{2}`$ can be found in time $`O(n^{d\mathrm{2}}+nlogn)`$ with high probability.


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# The BeppoSAX observation of Mrk 766

## 1 Introduction

Mrk 766 is a rather bright (typical flux of about one milliCrab) Narrow Line Seyfert 1 galaxy at redshift 0.012, showing complex and puzzling X–ray variability (Molendi, Maccacaro & Schaeidt 1993; Molendi & Maccacaro 1994; Page et al. 1999) on time–scales as short as $``$1000 sec (Leighly et al. 1996). The 1992 June ROSAT PSPC observations, discussed by Molendi & Maccacaro (1994), indicated large amplitude variations in the softest part of the spectrum (0.1–0.9 keV), while the hardest part (0.9-2 keV) was consistent with being constant. The authors suggested accretion disc emission as the origin of the variable component. Recently, Page et al. (1999) analysed spectral variability in ROSAT PSPC data collected from 1991 to 1994, reaching different conclusions: a highly variable (on time–scales as short as 5000 s) hard power law component, and a constant soft excess. The ASCA–ROSAT observation reported by Leighly et al. (1996) shows a complex and variable spectrum, with the primary power law photon index changing from 1.6 to 2 within the observation, and variable warm absorber too. The soft excess variability was anti–correlated with that of the hard component. A narrow iron K$`\alpha `$ line was detected only when the source was in a high flux level.

We observed Mrk 766 with BeppoSAX to take advantage of the wide energy band of the satellite and try to better understand the origin of the spectral complexity in this source.

The paper is organized as follows: Sec. 2 describes the observation and data reduction; Sec. 3 presents the temporal, and Sec.4 the spectral, analysis; the results are compared with the ASCA–ROSAT ones in Sec. 5, discussed in Sec. 6 and summarized in Sec. 7.

## 2 Observation and data reduction

BeppoSAX (Boella et al. 1997) observed Mrk 766 on 17-18 May, 1997 as part of a Core Program devoted to a spectral survey of bright Seyfert 1 galaxies. The exposure time was 79 ksec for the MECS, the HPGSPC and the PDS and 42 ksec for the LECS. We discuss here data from the LECS, MECS and PDS only, because the source is too faint for the HPGSPC to be profitably used.

Spectra and light curves were extracted from the imaging instruments within circles of 8’ (LECS) and 4’ (MECS) radii centred on the source. Background spectra taken in the same regions from blank sky observations have been used for subtraction. Regarding the PDS, background subtracted spectra automatically generated at the SAX Scientific Data Centre (SDC) have been used. Fixed Rise Time thresholds have been adopted.

Time–averaged count rates are: 0.2765$`\pm `$0.0026 (LECS, 0.1-10 keV); 0.2624$`\pm `$0.019 (MECS, 1.5-10 keV, 2 units111The observation was performed after the failure of one of the three MECS units.); 0.2863$`\pm `$0.0038 (PDS, 15-200 keV). The 2–10 keV mean flux (obtained with model 5 in Tables 1 and 2) is 2.05$`\times `$10-11 erg cm-2 s-1.

In the field of view of the PDS there are two possible confusing sources, both of them BL Lac objects. At an angular distance of about 20 arcminutes there is ON 325. The source is clearly visible in the MECS, with a count rate of about 1/20 that of Mrk 766. The faintness of the source and its off–axis position do not permit a detailed spectral analysis, but the MECS spectrum appears to be rather steep, and therefore its contribution to the PDS is likely to be very small. More serious is the case of the other source, 2A 1219+305 (PG 1218+304), a member of the Piccinotti sample (Piccinotti et al. 1982) with a mean 2–10 keV flux of 3$`\times 10^{11}`$ erg cm-2 s-1 and a 2.5 $`\sigma `$ detection with BATSE (Malizia et al. 1999). The source is about 44’ arcminutes away from Mrk 766, i.e. outside the MECS field of view, and it is therefore not possible to estimate its contribution to the PDS, which may be substantial. For this reason we preferred to exclude the PDS from the spectral fitting, using the data a posteriori only as an upper limit to the hard X–ray emission of Mrk 766.

## 3 Data analysis and results. Temporal analysis

The LECS (0.1–10 keV) and MECS (1.5-10 keV) light curves are shown in Fig. 1. The source varies as much as a factor $``$2 on time–scales of a few thousands of seconds. To search for spectral variability, we have also plotted the (1.5-4)/(0.1-1.5) LECS hardness ratio, and the (4-10)/(1.5-4) MECS hardness ratio. Clearly, there is significant spectral variability, especially in the second part of the observation. To investigate the energy dependence of this variability, we calculated the Normalized Excess Variance (NEV; see Nandra et al. 1997) (Fig. 2) for different energy intervals, using a 128 s binning. The source is variable at all energies, but the amplitude is the highest around 2 keV.

The PDS light curve and the PDS/MECS ratio are also shown in Fig. 1. The light curve is very variable, the background subtracted PDS count rates sometimes going down to values consistent with zero. The light curve is different from those of the LECS and MECS, suggesting either a strong spectral variability or a significant contamination by the nearby BL Lac, 2A 1219+305.

## 4 Data analysis and results. Spectral analysis

The spectral analysis was performed on the LECS and MECS instruments only, because of the possible confusion problems in the PDS outlined above. The PDS data have been used only to check a posteriori that a LECS+MECS best fit spectrum, when extrapolated to higher energies, would not exceed the observed data.

All fits described below have been performed with the xspec software package. Quoted errors refer to 90% confident level for two interesting parameters (i.e. $`\mathrm{\Delta }\chi ^2`$=4.61).

Because of the significant spectral variability, it is not wise to use the spectrum averaged over the whole observation. On the other hand, it is important to collect as many photons as possible to search for spectral details. As a trade–off we have divided the observation in two parts, and extracted spectra from: a) the beginning of the observation till 8$`\times 10^4`$ sec (see Fig. 1), because within this interval variations in the hardness ratio, especially in the MECS, are not dramatic; b) from this time till the end of the observation.

As it will be seen in the following (Tables 1 and 2), no models will give a fully acceptable fit, the null hypothesis probability being 0.12 at most. This is likely due to the spectral variability discussed in the previous section, as our time selection makes this problem alleviated but not completely cured.

### 4.1 First half of the observation

Let us start discussing the first half of the observation. A simple power law absorbed by the Galactic column (i.e. 1.77$`\times `$1020 cm-2; Elvis, Wilkes & Lockman 1989) is a very poor fit to the data (see Fig. 3 and Table 1, model 1), with an unacceptable reduced $`\chi ^2`$ of 1.70. From the figure, it is clear that most of the contribution to the $`\chi ^2`$ comes from the softest part of the spectrum, i.e. below $``$1 keV, while no evidence for typical Seyfert 1 components like the iron line or the reflection continuum is present. A deficit of counts above 7 keV is also apparent. Leaving the column density free to vary (model 2), the quality of the fit significantly improves, but the fit is still unacceptable ($`\chi _r^2`$=1.50).

#### 4.1.1  The warm absorber

Inspection of the residuals suggests the presence of warm absorption features. We therefore added the absori model (model 3 in Table 1), obtaining a significant improvement in the quality of the fit. The warm absorber material has been assumed to be ionized by the observed power law. The best fit value of the ionization parameter, $`\xi `$, is about 240 erg cm s-1; with this value, the most prominent edge is the O viii one. The column density of the warm absorber is $``$8$`\times `$1021 cm-2.

#### 4.1.2 The Oxygen line

A further inspection of the residuals reveals an excess around 0.6 keV, which can be well fitted (model 4) by a narrow gaussian line at 0.59($`\pm `$0.05) keV (source rest frame), with an equivalent width of 68($`{}_{48}{}^{}{}_{}{}^{+63}`$) eV. The statistical significance of this line is 97.3% (F-test). The line energy is consistent with He–like oxygen (0.57 keV); a fit with the line fixed at this energy, plus a line at 0.65 keV (H–like oxygen) does not provide a statistical improvement; the best fit EWs are 60 and 30 eV, respectively. The value of $`\xi `$ is now lower. The best fit ionization structures of the absorber and the emitter are somewhat different (the most relevant ion being O vii in the emitter, and O viii in the absorber), but still consistent each other within the (fairly large) errors. Finally, a relativistic line (diskline model in xspec) fits the line equally well as a narrow gaussian line. Fixing the inner radius at 6 $`r_g`$, i.e. the last stable orbit for a Schwarzschild black hole, we obtain an outer radius of thousands of $`r_g`$ and an inclination angle consistent with zero (i.e. face–on disc).

#### 4.1.3 The iron edge. Ionized reflection of ionized absorption?

While the above fit is satisfactory from a statistical point of view, a deficit of counts above 7 keV is still apparent. Adding an absorption edge to model 4 the fit actually improves, the best fitting parameters being an edge energy of 7.55 keV, and $`\tau `$=0.26. This edge may be related to reflection from circumnuclear matter, and therefore we added a Compton reflection component. We allowed the matter to be ionized (pexriv model in xspec), both because the edge is at energies larger than 7.1 keV, the value of neutral iron, and because the lack of any observed iron K$`\alpha `$ line (see next paragraph) is only possible, in presence of a Compton reflection component, if the iron is mildly ionized and therefore resonant destruction possible (e.g. Matt, Fabian & Ross 1993, 1996). The results are reported in Table 1 as model 5. Interestingly, the value of the ionization parameter of the reflecting matter, even if poorly determined, is consistent with what is expected in order to have the iron line significantly destroyed. It is worth noticing that such an ionized disc could also account for the observed oxygen emission line, even if the equivalent width is larger than expected by a factor of a few, pointing to a possible oxygen overabundance. Moreover, the best fit parameters of the warm absorber material are now such that the most important oxygen ion is the Helium–like. It is therefore possible that both the accretion disc and the warm absorber contribute to the line flux.

Alternatively, the iron edge may be due to absorbing material. We therefore added a second ionized absorber (model 6), instead of the reflector. The fit is as good as the one with the reflector. This second absorber results to be more thick and ionized than the other one (but the parameters are loosely constrained). It may be interesting to note that a similar double–absorber solution has been found in the (broad line) Seyfert 1 NGC 3516 (Costantini et al. 2000).

#### 4.1.4  The iron line

Leighly et al. (1996) detected a narrow 6.4 keV iron line with an equivalent width of about 100 eV in the ASCA spectrum of Mrk 766, but only when the source was in a high state. We searched for an iron line in the BeppoSAX data, but could find only upper limits. The upper limits to a narrow iron line are 110, 43 and 36 eV if the line energy is fixed to 6.4 keV (neutral iron), 6.7 keV (H–like iron) or 6.97 keV (H–like iron), respectively. Therefore, our result is marginally consistent with the line found by Leighly et al. (1996). Of course, the upper limits would increase if the line is broad. As explained in the previous section, the lack of an observable line is still consistent with the reflection scenario, because the best fit ionization state is such to have the line destroyed by resonant re–absorption.

#### 4.1.5 PDS data

As shown in Fig. 4, the extrapolation of model 5 to the PDS data is rather good, which may be an indication (but unfortunately not a proof) that the contribution to the PDS count rate from 2A 1219+305 is low. Also the extrapolation of model 6 does not exceed the observed PDS data.

#### 4.1.6  The soft excess

We then searched for a soft excess (modeled as a black body), a component which has been already observed in this source (see Sec. 1), and whose presence may be expected by analogy with other Narrow Line Seyfert 1 Galaxies (e.g. Boller, Brandt & Fink 1996). The fit with the soft excess instead of the warm absorber (other components as in model 5) gives a worse $`\chi _r^2`$ (1.23/119; best fit temperature of about 30 eV), while the addition of the black body to model 5 does not provide a significant improvement ($`\chi _r^2`$=1.13/117; best fit temperature of 200 eV). We therefore conclude that such a component is not required by the data, and confirm that the warm absorber is real, and not an artifact of not having included the soft excess. However, it should be noted that while the fits presented in Table 1 have been obtained with a column density of the cold absorber in excess of the Galactic value, the column density turns out to be close to the Galactic one when the black body component is included. Therefore, the presence of the soft excess remains rather ambiguous. It is worth noting that the BeppoSAX power law index is significantly steeper than the one observed by ASCA, while the average 2-10 keV flux is about the same in the two observations, making any soft excess in the BeppoSAX data difficult to observe.

### 4.2 Second half of the observation

We then analysed the spectra extracted from the second half of the observation. For the sake of conciseness, only models 5 and 6 are reported in Table 2. The oxygen line is now not required by the data, and we fixed its energy to 0.6 keV (see Table 1; this energy would correspond to a blend of He– and H–like atoms) to get an upper limit. The fit with two absorbers is now preferable to that with one absorber and one reflector, from a statistical point of view. Again, a blackbody component instead of the warm absorber gives a much worse fit. This time, however, adding the blackbody component a significantly better fit is obtained, but at the expense of a very steep power law component ($`\mathrm{\Gamma }`$=3.4) and an unplausibly large reflection component ($`r`$=21). As there is significant spectral variations during the second half of the observation, it is possible that this improvement occurs because a further component may help fitting the fictitious spectral complexity arising from time–averaging over different spectral states. Not surprisingly, the $`\chi ^2`$ is significantly higher than in the first half of the observation.

Let us now compare the results obtained in the two halves of the observation. Two main differences are evident: first, in the second half of the observation the oxygen line is not required by the data, and only an upper limit on its EW can be obtained. This limit, however, is consistent with the value for the first half. Second, the WA (both of them in model 6) appears to be thicker and more ionized in the second half than in the first half (even if, within the errors, the values of the ionization parameters are consistent with each other). The two best fit absorption models are shown in Fig. 5, where it can be seen that the differences between the two models are large in the $``$0.9-2 keV interval. Intriguingly, these are the energies where the NEV has a maximum (Fig. 2). Unfortunately, the limited statistics prevent from a more detailed analysis.

## 5 Comparison with previous observations

The behaviour of Mrk 766 during the BeppoSAX observation is rather different than during the ASCA–ROSAT observation, performed on December 1993 and discussed by Leighly et al. (1997). The source was at an average flux level very similar in the two observations. While in both cases there is significant flux and spectral variability on time scales of thousands of seconds, the origin of the spectral variability appears to be different. In the ASCA–ROSAT observation, it is driven by significant changes in the spectral index of the power law, while in our observation it seems to be mostly related to changes in the warm absorber properties. Indeed, in our observation the power law index is consistent with being constant, but at a value significantly steeper (i.e. $`\mathrm{\Gamma }`$2.2) than those found by Leighly et al. ($`\mathrm{\Gamma }`$1.6–2). Moreover, in the ASCA–ROSAT observations a soft excess is strongly required by the data, while in our observation this component may be absent. (It is worth noting than even in the ASCA–ROSAT observations the soft excess is marginally visible when the power law is the steepest, because the soft component is almost constant during the observation; it may therefore be not surprising that in our observation the soft component is hardly detectable). A further difference is the presence, in the ASCA data and during the high flux phase, of an iron line with $``$100 eV equivalent width, while in the BeppoSAX data such a line is not visible (but the upper limit on the equivalent width is marginally consistent with the abovementioned value).

To summarize, in both observations the source underwent large and complex variability, but the pattern and origin of the variations seem to be very different in the two cases.

## 6 Discussion

While the Narrow Line Seyfert 1 Galaxy Mrk 766 shares with other members of its class the large amplitude and short time–scale variability, it does not share (at least during the observation described here) another characteristic which is common in Narrow Line Seyfert 1 galaxies, i.e. a prominent soft X–ray emission. The power law component is, actually, somewhat steeper than the typical value for classical Seyfert 1 galaxies, but the soft excess is modest, if present at all. The warm absorber is also typical of classical, ‘broad lines’ Seyfert 1s, being dominated by oxygen and neon edges. No $``$1 keV feature (besides those related to the warm absorber and cured by the inclusion of this component) is present, differently from what observed in other sources of this class (e.g. Leighly et al. 1997; Fiore et al. 1998; Leighly 1999; Vaughan et al. 1999a). This is not surprising, as these features have been observed so far only in very steep spectrum sources, a fact naturally explained if these features are due to a blend of resonant absorption lines, mainly from iron L–shell (Nicastro, Fiore & Matt 1999). The column density and ionized parameter of the warm absorber appear to have been changed between the two halves of the observations, in agreement with the fact that the variability is the largest around 1 keV. A so dramatic change of the column density, however, is unplausible, and it may be an artifact of having used pure photoionization equilibrium, single–zone models, while in reality it is possible that: the absorber is out of equilibrium most of the time (not surprisingly, given the flux variability; see Nicastro et al. 1999 for non equilibrium models); there is some contribution from collisional ionization; the absorbing medium is geometrically or physically complex.

Similar to other Narrow Line Seyfert 1s (TON S 180: Comastri et al. 1998, Turner, George & Nandra 1998; Ark 564: Vaughan et al. 1999b) is, instead, the possible presence of reprocessing from ionized matter. Ionized accretion discs are expected when $`\dot{m}`$ is high (Ross & Fabian 1992; Matt, Fabian & Ross 1993), and accretion rates close to the Eddington one have been indeed invoked to explain the NLS1 phenomenon (e.g. Pounds, Done & Osborne 1995; ). The (mild) ionization of the reprecessor may also account for the lack of any observed iron line (Matt et al. 1993; 1996), as the line photons may be resonantly trapped and then destroyed by the Auger effect.

Reflection from a mildly ionized disc may also explain at least part of the O vii emission line observed in the first half of the observation (in the second half only an upper limit is obtained, which however is consistent, within the error, with the value measured in the first half). In this case, the line is expected to be broadened by relativistic effects; the quality of our data is not good enough to distinguish between a narrow and a relativistic line, provided that the inclination angle of the disc is low. An oxygen line possibly from an ionized disc was observed by Piro et al. (1997) in the ASCA data of E1615+061, while the same line observed by BeppoSAX in the spectrum of NGC 5548 (Nicastro et al. 2000) clearly originates from outflowing material, as demonstrated by the Chandra/LETG observation (Kaastra et al. 2000). In Mrk766, it is possible that both the accretion disc and the warm absorber contribute to the observed emission, as the best fit ionization structure for both materials includes a significant fraction of O vii. High energy resolution observations are needed to definitely settle this issue.

## 7 Summary

The main results of the BeppoSAX observation of Mrk 766 may be summarized as follows:

$``$ The spectrum of Mrk 766 is well fitted by an absorbed power law (with cold absorption in excess of the Galactic one), a warm absorber, an oxygen line and a further component (mainly accounting for the iron edge) which may be either a second and more ionized warm absorber or a mildly ionized disc. A soft excess is not required by the data, but its inclusion makes the cold absorber closer to the Galactic value.

$``$ The spectral variability during the observation may be entirely due to variations in the properties of the warm absorber(s), even if the behaviour of the absorber is complex and no obvious correlation with the flux is apparent.

$``$ The power law is significantly steeper than during the ASCA–ROSAT observation (Leighly et al. 1996). The spectral variability pattern is also very different, indicating that we have observed the source in a different state.

$``$ There is clear evidence for an O vii emission line, which may originate either in the accretion disc or in the warm absorber, or, most plausibly given the large equivalent width, in both.

###### Acknowledgements.

We thank the referee, Thomas Boller, for useful comments. We acknowledge the BeppoSAX SDC team for providing pre–processed event files and for their constant support in data reduction. GM, GCP, FF and FN acknowledge financial support from ASI and MURST (grant cofin98–02–32). This research has made use of the NASA/IPAC Extragalactic Database (NED) which is operated by the Jet Propulsion Laboratory, California Institute of Technology, under contract with the National Aeronautics and Space Administration.


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# 1 Introduction

## 1 Introduction

Surfactant phases can exhibit a variety of interesting behaviour when observed in nonequilibrium experiments . Specifically, we are interested in the relaxation behaviour of onion phases. Onions consist of several closed bilayer shells, i.e. multilayer vesicles . Their equilibrium properties have been extensively studied with different techniques as well as their flow behaviour using rheology . However, only little is known on their behaviour during relaxation to equilibrium. In particular, we investigate the swelling and dissolution of onion phases after concentration quenches. Depending on the conditions onions are expected to swell and to dissolve eventually forming a micellar ($`L_1`$) and/or sponge phase ($`L_3`$).

Penetration-scan experiments \[9, pp. 535–538\] provide a useful method for studying surfactant phase behaviour and kinetics . These experiments involve placing one phase, e.g. $`L_\alpha `$, in a capillary tube and contacting it with another phase, e.g. solvent such as water or brine. At the interface between the two phases a sequence of intermediate, metastable phases may then arise. The structural arrangement of the mesophases is then observed using polarisation microscopy, which also facilitates to identified the formed mesophases by the birefringent textures . This technique has recently been used to study the formation and swelling of a lamellar phase by contacting pure surfactant with an aqueous phase . In many contact experiments, a crystal or neat surfactant liquid phase is used instead of the lamellar phase. However, in most of these cases a lamellar phase forms almost immediately at the interface, and controls the subsequent evolution. These random oriented bilayers (polycrystalline powder lamellar phase) are not very well-defined microstructures. We thus prefer to perform contact experiments directly with well-characterised lamellar samples, e.g consisting of onions with a certain size, than with pure surfactant from which the lamellar phase forms in a rather uncontrollable fashion. We exploit the fact that by shearing a lamellar phase its microstructure is changed from the powder state to a close packed array of onions .

In this study we perform penetration scans with an onion phase at different temperatures. Changing the temperature of a bilayer system affects various properties of the bilayers, such as fluctuations, bilayer topology and density of defects. This determines the equilibrium phase behaviour and also has important consequences for the non-equilibrium dynamics. In this paper we investigate non-equilibrium behaviour, specifically the swelling and dissolution of onions upon addition of brine. At low temperature onions are observed to disperse and swell slightly when observed over $`4`$ days. Over the same period of time, but at a higher temperature, a variety of phenomenon can been observed. Initially, the onions disperse and then proceed to swell up to three times their original diameter. The centre of the onion has a core of much larger density than the rest of the onion. Eventually, the onion dissolves forming a sponge phase which can be observed in abundance at the onion/micellar interface. During onion dissolution the core is expelled which then proceeds to diffuse away from the sponge phase until it eventually dissolves in the micellar phase. After $`4`$ days some onions are observed to coalesce forming large onions with diameters of about $`100\mu \text{m}`$.

## 2 Experimental Section

### 2.1 Materials

SDS was supplied by Touzard and Matignon, France, ($`99\%`$ purity) and used without further purification. The lamellar phase was prepared by dissolving $`9\%`$ SDS and $`11\%`$ octanol in brine ($`20`$g/l NaCl in distilled water). This was then left to equilibrate, until the lamellar phase was homogeneous, which took approximately two weeks.

### 2.2 Preparation of onion phase

To prepare the onion phase, the lamellar phase is sheared in a temperature controlled transparent Couette (light-scattering) cell with a $`1`$mm gap, manufactured by Caplim. In order to obtain onions that are $`10\mu \text{m}`$ in diameter the lamellar phase is initially loaded into the cell and then heated to $`\text{T}=35^{}\text{C}`$, where the lamellar phase is known to undergo a transition to the sponge phase. The sample is then subjected to a large shear rate of about $`200\text{s}^1`$) while the temperature is lowered to $`\text{T}=30^{}\text{C}`$. When onions form the light scattered from the sample gives a characteristic ring in the forward direction whose radius is related to the onion size . A steady state is assumed to have been reached when no further change in the size of the light-scattering ring is noticed. The sample is then removed from the Couette cell and loaded into the capillary tube or glass slide and cover slip arrangement as described below.

### 2.3 The contact experiment

The phase penetration scan experiment involves contacting onion phase with brine. This was either done using a glass slide and cover slip or a capillary tube. In the first case the onion phase is placed between a glass slide and a cover slip, which is raised at one edge by a spacer, and then contacted with brine. This method has the advantage that it allows to produce thin samples and therefore the contrast is high and structures can be studied in detail. In the second method, the capillary tube ($`4`$mm $`\times `$ $`0.4`$mm) is gently inserted into the onion phase whereupon capillary action loads the sample into the tube. At the sample end the tube is then sealed, using Araldite glue. Subsequently the sample is observed under a microscope to check that loading did not introduce disruption of the microstructure in the onion phase. The sample is then contacted with brine. This is done outside the microscope using a fine pipette in a controlled and gentle fashion. The sample is then placed on a microscope slide and slightly tilted at one end to keep any trapped air bubbles away from the lamellar/water interface. The capillary tube is completely sealed to prevent any evaporation. Thus this allows us to study the sample for up to 4 days. Disruption of the sample often occurs, when some of the material becomes torn from the interface as water flows in to displace the air. These samples are rejected and only those are further studied which produce a smooth initial interface between onion and aqueous phases.

### 2.4 Microscopy

Observations were made using an Olympus BX50 microscope in bright-field mode between crossed polarisers with long working distance objectives. In a few cases we applied Normarski DIC which detects changes in refractive index in the sample and gives better contrast in experiments where we use glass slide and coverslip (section 2.3). The evolution of the samples is recorded using a CCD camera and time lapse video recorder together with a framegrabber PC. The contrast of the presented images has been enhanced by thresholding. All experiments were done at a well-defined temperature in a Linkam LTS hot-stage which ensured controlled and stable conditions.

## 3 Results

Samples composed of onions are contacted with brine at two temperatures, $`\text{T}=20^{}\text{C}`$ and $`30^{}\text{C}`$, to study temperature effects on swelling and dissolution of lamellar phase.

### 3.1 Low temperature $`\text{T}=20^{}\text{C}`$

Onions with a characteristic diameter of $`10\mu \text{m}`$ were contacted with brine. The behaviour of the onions following this quench was studied using two different geometries. The first method is optimised for a high resolution of the onion organisation, which is achieved preparing thin samples. The sample is placed between a glass slide and coverslip and then observed using Normarski DIC. Upon contact with brine, onions in the bulk far from the interface remain close packed. Figure 1A shows the hexagonal organisation of the onion phase immediately after preparation. They are spontaneously deformed into this shape due to the low curvature energy cost of the bilayers. After a short time, about 2 minutes, the onions come apart and swell while becoming spherical (figure 1B).

The same experiment was also performed in a capillary tube. Because the capillary tube can be sealed, this allows us to study the long time behaviour without being affected by evaporation. We followed the behaviour of onions close to the interface, but still in bulk. Four days after contact these onions have moved apart, while they are not yet free from the bulk (figure 1C). Outside each onion we have observed a ‘halo’ domain. The walls of these domains are in contact with each other and are observed directly between the onions.

Directly at the interface the onions initially cascade from the interface. Due to their lower density, they move onto the top surface of the glass capillary tube (figure 2A). As the onions detach from the interface, they swell slightly from initially about $`10\mu \text{m}`$ to approximately $`1214\mu \text{m}`$ (figure 2B). The onions are not found to coalesce and appear to be fairly monodisperse across the whole interface. Furthermore, the internal structure of the onions appears to remain homogeneous throughout the observation period.

### 3.2 High temperature $`\text{T}=30^{}\text{C}`$

We have also performed penetration scan experiments on onion samples at a higher temperature $`\text{T}=30^{}\text{C}`$. After contact with brine, the onions detach from the onion/brine interface and move to the top of the glass capillary tube (figure 3A). In the region of detached and swelling onions, sponge phase ($`L_3`$) nucleates, at first forming droplets on the capillary tube surface. The $`L_3`$ droplets then coalesce to form a large region of $`L_3`$ phase (figure 3B). Since the SDS/octanol bilayers have a lower density than brine we observe the $`L_3`$ phase on the top surface of the capillary tube.

During the dissolution of onions into the $`L_3`$ phase, domains within the onion are observed (figure 4). An inner and outer part of the onion can be distinguished as well as a core. The onion core albeit peculiar seems to be no artifact, because it has been observed in various other systems . As the onion dissolves the interface between the inner and outer domains moves towards the centre of the onion. After the onion dissolves all that is left is a small core of approximately $`1\mu \text{m}`$ size. The core undergoes Brownian motion and eventually leaves the $`L_3`$ phase. Upon leaving the $`L_3`$ phase the core continues to undergo more vibrant Brownian motion in the micellar phase until it dissolves about $`10`$s later. Figure 5 shows a schematic representation of the vertical profile in the capillary tube.

After $`1`$ day we observe coalescence, where the onions merge together to form larger onions. Since this process is slow, onions can be observed at different stages of coalescence (figure 6). This behaviour is very different from the previous observations at $`\text{T}=30^{}\text{C}`$. In figure 6C-E we observe one of the largest onions in the system 4 days after contact. At this point in time we only observe a few very large onions since most of the small onions have fused with these.

After coalescence, onions are often observed to show several concentric domains with sharp interfaces. We also observe solvent-like-domains at some of these interfaces. The centre of the onion in this case is very brightly birefringent. This may imply a dense lamellar phase at the core. On close inspection a small inner core in the centre of a bright birefringent lamellar shell is observed (see figures 6C-E). This core is mobile in the centre of the onion and can be observed to undergo Brownian motion while being confined by the shell.

### 3.3 Dilution experiments

In a separate experiment, onions of $`10\mu \text{m}`$ diameter are added to solvent and then dispersed by gently shaking the sample. The diluted onion sample is placed in a flat capillary tube and observed at $`\text{T}=30^{}\text{C}`$ for a period of 6 hours. The onions appear to be slightly swollen; some of the onions are as big as 18$`\mu \text{m}`$. With these onions we observe swirly defects within the onions (figure 7A). If the onions are kept at high temperature ($`\text{T}=30^{}\text{C}`$) the onions dissolve after about one day in the brine without further swelling. However, if the temperature is lowered to $`\text{T}=20^{}\text{C}`$, the onions not only not dissolve, but in addition the defects vanish over time (figure 7B-D). We also noted a slight, but consistent decrease in onion size during this process.

## 4 Discussion

### 4.1 Onion swelling

An onion phase was contacted with brine at two different temperatures. The swelling and dissolution behaviour was found to depend on temperature and dramatic changes were found. When observed over a one week period at low temperature ($`\text{T}=20^{}\text{C}`$) onions remain intact while they detach and diffuse away from the interface. They do not appear to swell by a large amount. In contrast, onions at high temperature ($`\text{T}=30^{}\text{C}`$) can swell up to three times their diameter and eventually ‘melt’ into $`L_3`$ phase. This can be rationalised based on the equilibrium phase behaviour. A lamellar phase can only swell, i.e. accommodate solvent, to a maximum bilayer spacing which is determined by the position of the $`L_\alpha `$ phase boundary. When it reaches this point the bilayers will reorganise their structure and form sponge phase. At high temperature the maximum swollen lamellar phase can reach a larger layer spacing before transforming to $`L_3`$ phase than at lower temperatures. This behaviour is reflected in the observed swelling of the onions at higher temperature.

### 4.2 Onion collapse and cores

At low temperature onions only swell slightly and cores are not observed. However, in the high temperature experiments onions are found to eventually dissolve into $`L_3`$ phase and expel a stable core. While stable cores have been observed in nonionic/water  and AOT/brine  mixtures, the present system has some unique features that have not been observed before. During the onion collapse a domain is observed in the onion which shrinks towards the core (figure 4). The core will remain stable only for several minutes and then dissolve in the $`L_1`$ phase. There are two possible theoretical explanations for the stability of the core.

First we consider a possible kinetic reason for core stability. In order for onions to swell, solvent has to be transported through the layers into the onion. This requires defects, usually necks , which nucleate between layers. We can try to estimate the number of defects as a function of the diameter of one shell in the onion, i.e. one bilayer. The density of defects between bilayers was measured using rheology and found to increase drastically with increasing temperature . In particular, at low temperature ($`\text{T}=20^{}\text{C}`$) the area density of necks is small ($`\varphi =0.02\%`$), whereas at a higher temperature ($`\text{T}=30^{}\text{C}`$) it is significantly larger ($`\varphi =0.4\%`$). The diameter of the neck is expected to be of order of the layer thickness, $`d5\times 10^3\mu \text{m}`$, which gives the defect area to be $`A_d2\times 10^5\mu \text{m}`$. The number of defects $`n`$ on an onion layer with diameter $`D`$ is thus estimated as $`nD^2\varphi /A_d`$. Using the experimentally measured values of $`\varphi `$ at $`\text{T}=30^{}\text{C}`$ it follows that for onions smaller than $`0.1\mu \text{m}`$ there is on average less than one defect and thus swelling might not occur or be very slow. That this size is smaller than the core diameters observed, possibly indicates that more than one defect is required to swell the onion within a reasonable time.

Alternatively for swelling to occur, the distance between bilayers has to increase, while still maintaining the layered structure. To ensure that the layers are not in a bound state, but wish to swell thermodynamically, thermal undulations must be present. In contrast to the lamellar phase, the transition from a bound to an unbound state within the onion has to allow for a tension across the membrane . At the core, high curvature can induce a tension which suppresses membrane undulations and thus leads to a bound state. Surfactants in membranes with high curvature, at the core, will diffuse to membranes with a lower curvature. The tension of membranes in the centre will hence be higher than in the rest of the onion. This idea has been developed quantitatively by Diamant  and successfully predicts that the core will remain in a bound state during the swelling of the onion. Figure 8 shows the calculated density profile of a swollen onion where the bright region corresponds to high density and the dark region to low density. This argument assumes local equilibration of the bilayers within the onion during the swelling process and is thus, in contrast to the first argument, based on thermodynamic, equilibrium principles. Later we give evidence which supports this point of view (section 4.4).

### 4.3 Onion coalescence

Giant onions have been observed as large as $`100\mu \text{m}`$. They can be seen in penetration scans 3-4 days after contact and are the result of onions coalescing (figure 6). In emulsions and vesicles it is well known that droplets can coalesce and merge to form bigger aggregates. The time to coalesce is dependent on the energy barrier that must be surmounted in order to join the surfactant layers, which might either be a mono- or bilayer in the case of emulsions and vesicles, respectively. Once over the barrier they then rapidly merge . In the case of (multilamellar) onions one layer has to connect at a time. For the outer onion layer to connect, a neck must form between the two outer bilayers. Once this barrier is passed the onion cannot relax quickly since the next layer has to form a neck and so on. The complete process of coalescence has been observed (figure 6) and takes several days to complete. Also domains or cracks are observed radially in these onions. These may be remains of onions that have joined. After they have coalesced fully they leave a scar behind where there is some density variation in the onion. Alternatively there could be thermodynamic reasons for a radial domain structure in some cases .

### 4.4 Onion dilution

After the dilution of onions with brine, we have observed defects in the onions. These defects, which are probably solvent domains have a characteristic ‘swirl’. They may be due to the osmotic shock after the onions have been dispersed. Over 4 days these defects disappear, if the onions are kept at a low temperature of $`20^{}\text{C}`$. (In contrast, at $`30^{}\text{C}`$ the onions dissolve before the defects can disappear.) Since the onions slightly shrink this suggests that solvent is expelled from the onion. The bilayers within the onion are thus able to reorganise into an energetically more favourable state where there are no internal defects and thus the bilayers can reach a local equilibrium state. This reorganisation does not seem to depend on neck-like defects, since the density of these defects is small at low temperature . This also has important consequences for the stability of cores discussed above (section 4.2). This observation makes the kinetic reason involving necks less likely and thus supports the thermodynamic explanation based on the unbinding theory of an onion.

## Acknowledgements

We are grateful to J. Leng, H. Diamant, P. Garrett, D. Roux, J. Walsh and P. Warren for useful discussions. One of us (M. B.) thanks Unilever PLC and EPSRC (UK) for a CASE award. Work funded in part under EPSRC Grant GR/K 59606.


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# Phase behavior of three-component ionic fluids

## 1 Introduction

In many areas of Physics, Chemistry, and Biology electrostatic forces play an important role in determining system properties. This becomes particularly true when dealing with ionic fluids, i.e., fluids consisting of dissociated cations and anions, since in most cases the Coulomb interaction is the dominant interaction between the particles. Ionic mixtures have been intensely debated not only because of their interesting behavior (for recent reviews, see sengers ; fisher ; pitzer ; weingaertner ; stell ), but also because a better understanding of such systems is the first step towards a more rigorous theoretical treatment of more complicated systems like charged colloids and polyelectrolytes.

It has been shown experimentally that ionic solutions exhibit liquid-liquid phase coexistence, terminated by a critical point, similar to ordinary (nonionic) fluidskirshenbaum . Theoretically, such a demixing transition has been rationalized in terms of an effective attraction between the ionsmcquarrie ; friedman  which is due to charge screening, first introduced by Debye and Hückeldebye . For simple inorganic salts, such as NaCl, this critical point occurs at temperatures above $`3000`$ Kkirshenbaum  and thus precludes precise measurements. More detailed experiments became available with the advent of large organic ions, which show critical points at temperatures of $`414`$ Kpitzer2  and, more recently, at $`317`$ Ksingh .

The aforementioned examples correspond to binary mixtures of cations and anions of the same valence. In this article we will look at three-component ionic mixtures, i.e., we will consider solutions of $`z:z`$ salts to which a third component with valence $`Z`$ is added (keeping total charge neutrality). This situation often occurs in real systems, deserving for this reason a closer look. For instance, in the cellular medium several ionic species with different valences (like Cl-, Na+ and Ca2+) are simultaneously present. As another example, the presence of charged impurities can change dramatically the behavior of charge-stabilized colloidal suspensionsnote-tata . With this in mind, adding a third component to an ionic fluid is the natural extension of previous work and, as we will show, the resulting phase behavior is quite rich: it is our hope that this will motivate experiments testing our predictions.

The theoretical tools that are usually employed to treat ionic fluids are the Debye-Hückel theorydebye  (or some modified version of it) and liquid state theory with some special approximationjp-hansen  like the hypernetted chain (HNC) or the mean-spherical approximation (MSA). For instance, Caccamocaccamo  and Caccamo and Malesciocaccamo-malescio  studied ternary mixtures with $`\overline{Z}Z/z=2`$, the former using MSA (for low-density mixtures), while the latter made a comparison between MSA, HNC and Monte Carlo results (at high salt densities). Also, three-component mixtures with $`\overline{Z}=2`$ and 3 have been studied by Kenkare et al.kenkare , where MSA was used to compute the Coulombic contribution to the free energy. Their phase diagrams, although presented in a constant-pressure ensemble (in contrast to our phase diagrams, where we do not constrain the osmotic pressure to constant values), seem to be generally in accordance with our resultsnota-cacca ; nota-brami .

In general, the comparison between computer simulations and liquid state theory shows that the latter leads to quite accurate predictions for the thermodynamic variables of the system. The same cannot be said about the Debye-Hückel theory (cf. Table 1): although it should be exact in the limit of vanishing densities, it quickly deviates from the results obtained by computer simulations as one increases the salt density. However, if one is interested in low-density systems, Debye-Hückel has the advantage of offering a very simple free energy that, although not very accurate, can still be used to study the phase behavior of ionic systems without considerable numerical work (in contrast to most approximations used in liquid state theory). Besides, Debye-Hückel has been shownnetz ; note2  to be a Gaussian theory that can be improved, with the help of field-theoretic methods, through a *systematic* expansion of the free energy in cumulants of a fluctuating field (which can be related to the electrostatic potential). For these reasons, we will use here the free energy derived from the Debye-Hückel theory to describe our system.

Our article is presented as follows: in section 2 we briefly introduce the theoretical background of our work, in section 3 we present the resulting phase diagrams for various three-component systems and fully characterize their phase behavior as a function of $`\overline{Z}`$ and temperature and finally section 4 contains some concluding remarks.

## 2 Theoretical background

Let us assume a symmetric ionic system with cations and anions of valence $`z`$ to which a third ionic species of valence $`Z`$ is added. Let us also assume that the ions interact only via the Coulomb force, or that any solvophobic interaction between the ions are weak when compared to the Coulomb interaction. In this case, following what has been derived in Ref. netz , the Debye-Hückel contribution to the bulk free energy per volume is

$$f_{\mathrm{DH}}=\frac{\mathrm{d}𝐪}{(2\pi )^3}\left[\frac{\kappa ^2}{2q^2}\frac{1}{2}\mathrm{ln}\left(1+\frac{\kappa ^2}{q^2}\right)\right],$$
(1)
where the electrostatic self-energy is subtracted and the momentum integral goes over a cube of length $`2\pi /a`$. This accounts for the lattice (with spacing $`a`$), implementing in an approximate way the ionic hard cores. The screening length $`\kappa ^1`$ is defined by

$$\kappa ^2=4\pi \mathrm{}_B(z^2c_++z^2c_{}+Z^2c),$$
(2)
where the concentrations of the positive and negative ions of valence $`z`$ are denoted by $`c_+`$ and $`c_{}`$, and the concentration of the third component (with valence $`Z`$) is denoted by $`c`$. The Bjerrum length $`\mathrm{}_Be^2/(4\pi \epsilon k_BT)`$ (in SI units) is the distance at which the electrostatic energy between two elementary charges equals the thermal energy $`k_BT`$.

Since the integrand in Eq. (1) is isotropic, we distort the integration volume to a sphere and obtain after a straightforward integration

$$f_{\mathrm{DH}}=\frac{\kappa ^3}{6\pi ^2}\mathrm{arctan}\left[\frac{\pi }{a\kappa }\right]\frac{\kappa ^2}{12\pi a}+\frac{\pi }{12a^3}\mathrm{ln}\left[1+\frac{a^2\kappa ^2}{\pi ^2}\right].$$
(3)
In the limit $`a0`$ this reduces to $`f_{\mathrm{DH}}\kappa ^3/12\pi `$, which is the well-known Debye-Hückel limiting law. The full (Helmholtz) free energy density contains also the ideal entropy of mixing and reads

$$f=c\mathrm{ln}c+c_+\mathrm{ln}c_++c_{}\mathrm{ln}c_{}+f_{\mathrm{DH}}.$$
(4)
Global charge neutrality implies that $`Zc+zc_+=zc_{}`$, where, without loss of generality, the third component of valence $`Z`$ is assumed to be positively charged. This allows the elimination of one of the concentrations from the free energy in Eq. (4): in the following, we choose to eliminate $`c_{}`$. For representing our results, we introduce the usual rescaled temperature $`T^{}a/\mathrm{}_Bz^2`$ and the volume fractions $`\varphi ^+a^3c_+`$ and $`\varphi a^3c`$ (notice that the usual definition of volume fraction—normally represented as $`\eta `$—is related to our definition through $`\varphi =6\eta /\pi `$).

If one of the three species is absent, the system reduces to a two-component system, which has been studied (using the same free energy) in Ref. netz . If $`\varphi =0`$, we obtain the lower limiting critical temperature at $`T_{\mathrm{LLC}}^{}=0.1776`$ with a critical density of positive ions of $`\varphi _{\mathrm{LLC}}^+=0.0209`$; if $`\varphi ^+=0`$, we obtain the upper limiting critical temperature at $`T_{\mathrm{ULC}}^{}=0.1776\overline{Z}`$ and $`\varphi _{\mathrm{ULC}}=0.0418/(1+\overline{Z})`$. Clearly, since $`\overline{Z}>1`$, we have $`T_{\mathrm{ULC}}^{}>T_{\mathrm{LLC}}^{}`$. These temperatures will be used as “guidelines” in the presentation of the phase behavior of three-component systems.

In order to obtain the phase diagrams, we calculate the chemical potentials $`\mu `$ and $`\mu ^+`$ from the free energy Eq. (4) by taking derivatives with respect to $`c`$ and $`c_+`$, respectively. We also calculate the osmotic pressure $`p`$, which can be easily shown to be $`p=f+c\mu +c_+\mu ^+`$ (in units of $`k_BT`$). We look for instabilities in the free energy through the sign of the determinant of the (symmetric) matrix

$$J=\left(\begin{array}{cc}\frac{^2f}{c^2}& \frac{^2f}{cc_+}\\ \frac{^2f}{c_+c}& \frac{^2f}{c_+^2}& \end{array}\right)$$
(5)
in the plane $`(c,c_+)`$ (or equivalently in the plane $`(\varphi ,\varphi ^+)`$) at fixed values of $`T^{}`$. The global convexity of the free energy implies that $`detJ`$ should be always positive: when this is not verified, one is in a region where phase separation occurs. The coexisting phases are then found through the Maxwell constructioncallen , i.e., one has to find the $`c`$ and $`c_+`$ in each of the coexisting phases that lead to values of $`\mu `$, $`\mu ^+`$ and $`p`$ that are same for all phases in coexistence. This procedure yields the phase diagrams that we now present.

## 3 Phase diagrams

In Fig. 1 we present the phase behavior for $`\overline{Z}=1.8`$, representative of small charge ratios $`\overline{Z}<1.934`$. For $`T^{}>T_{\mathrm{ULC}}^{}=0.3196`$ no phase separation occurs. In Fig. 1a we show, to the left, the phase diagram in fugacities (which are defined as the exponential of the chemical potentials) and, to the right, the phase diagram in volume fractions for $`T^{}=0.2500`$, representative of the range $`T_{\mathrm{LLC}}^{}<T^{}<T_{\mathrm{ULC}}^{}`$. There is one critical point at the terminus of a phase coexistence line which emanates from the axis defined by $`\varphi ^+=0`$ (or $`\mathrm{e}^{\mu ^+}=0`$). At $`T^{}=T_{\mathrm{LLC}}^{}`$ this critical point hits the axis $`\varphi =0`$ (or $`\mathrm{e}^\mu =0`$) at $`\varphi _{\mathrm{LLC}}^+`$, and for lower temperatures there is single coexistence line connecting the axes $`\varphi ^+=0`$ and $`\varphi =0`$. This is demonstrated in Fig. 1b, where we show a phase diagram for $`T^{}=0.1754`$.

The behavior is dramatically altered for larger charge asymmetry, viz. $`\overline{Z}>1.934`$. One important difference in the phase topology is that such systems always have two critical end-points, one at temperature $`T_{\mathrm{UCEP}}^{}`$ (upper critical end-point) and another one at $`T_{\mathrm{LCEP}}^{}`$ (lower critical end-point). In the temperature range between these two critical end-points the systems exhibit three phase coexistence.

In Fig. 2 we present the phase behavior for $`\overline{Z}=2`$ corresponding, for instance, to a mixture of a divalent cations with monovalent co- and counter-ions. For high temperatures, $`T^{}>T_{\mathrm{ULC}}^{}=0.3552`$ no phase separation occurs. For a temperature range $`T_{\mathrm{UCEP}}^{}<T^{}<T_{\mathrm{ULC}}^{}`$ there is a single critical point, as demonstrated in Fig. 2a for $`T^{}=0.2070`$; the phase diagram is similar to the one shown in Fig. 1a. The upper critical end-point is located at $`T_{\mathrm{UCEP}}^{}=0.1808`$, below which a second critical point exists. The resulting phase behavior for $`T_{\mathrm{LCEP}}^{}<T^{}<T_{\mathrm{UCEP}}^{}`$ is similar to Fig. 2b, which depicts the phase diagram for $`T^{}=0.1800`$, and where we see two phase coexistence lines, each terminating at a critical point and merging at a triple point. The region around this triple point is highlighted at the phase diagram in volume fractions (Fig. 2b, right). At $`T^{}=T_{\mathrm{LCEP}}^{}=0.1796`$ one of the critical lines present for $`T_{\mathrm{LCEP}}^{}<T^{}<T_{\mathrm{UCEP}}^{}`$ terminates at the lower critical end-point. For $`T_{\mathrm{LLC}}^{}<T^{}<T_{\mathrm{LCEP}}^{}`$ we are thus left again with a single critical point; a representative phase diagram is shown in Fig. 2c for $`T^{}=0.1786`$. Finally, for $`T^{}<T_{\mathrm{LLC}}^{}=0.1776`$, no critical point is observed; Fig. 2d shows such a phase diagram for $`T^{}=0.1429`$, which is similar to the one in Fig. 1b.

The complete phase behavior is summarized in Fig. 3, where we plot the various critical temperatures as a function of the valence ratio $`\overline{Z}`$. In Fig. 3a we show, in the vicinity of $`\overline{Z}=2`$, the upper critical end-point temperature $`T_{\mathrm{UCEP}}^{}`$ (broken line), the lower critical end-point temperature $`T_{\mathrm{LCEP}}^{}`$ (dotted-broken line), and the lower limiting critical temperature $`T_{\mathrm{LLC}}^{}`$ (solid line). The two lines of critical end-points meet at a double critical end-point at $`\overline{Z}=1.934`$, below which no triple point occurs. On a larger scale (Fig. 3b) it becomes clear that the triple phase temperature range widens as $`\overline{Z}`$ increases (note that $`T_{\mathrm{UCEP}}^{}`$ and the double critical end-point cannot be distinguished from $`T_{\mathrm{LLC}}^{}`$ at this scale). We also plot the maximal temperature at which a critical point occurs, $`T_{\mathrm{CMAX}}^{}`$, which for $`\overline{Z}>2`$ satisfies $`T_{\mathrm{CMAX}}^{}>T_{\mathrm{ULC}}^{}`$. This leads to closed coexistence loops, as is demonstrated in the following.

In Fig. 4 we show the phase behavior for $`\overline{Z}=3`$. In Fig. 4a we plot the phase diagram for $`T^{}=0.5747`$, which is below the maximal critical temperature $`T_{\mathrm{CMAX}}^{}=0.5771`$ and above the upper limiting critical temperature $`T_{\mathrm{ULC}}^{}=0.5328`$. Notice the presence of two critical points bounding a closed coexistence loop. For $`T_{\mathrm{UCEP}}^{}<T^{}<T_{\mathrm{ULC}}^{}`$ we find a phase topology with a single critical point, as depicted in Fig. 4b for $`T^{}=0.5155`$. In this system the upper critical end-point occurs at a temperature very close to the lower limit critical temperature (this is already clear in Fig. 3); more precisely, $`T_{\mathrm{LLC}}^{}=0.1775656`$ and $`T_{\mathrm{UCEP}}^{}=T_{\mathrm{LLC}}^{}+1.0\times 10^6`$. In Fig. 4c, where $`T^{}=T_{\mathrm{LLC}}^{}+0.7\times 10^6`$ ($`T_{\mathrm{LLC}}^{}<T^{}<T_{\mathrm{UCEP}}^{}`$), we observe a triple point and two critical points. Since the lower critical end-point occurs at a lower temperature than the lower limiting critical point (cf. Fig. 3), we obtain in the range $`T_{\mathrm{LCEP}}^{}<T^{}<T_{\mathrm{LLC}}^{}`$ one critical point and a triple point, as shown in Fig. 4d for $`T^{}=0.1667`$. Finally, for $`T^{}<T_{\mathrm{LCEP}}^{}=0.1163`$, all critical points have disappeared and a coexistence line connects the two phase diagram axes, as shown in Fig. 4e for $`T^{}=0.1000`$.

## 4 Conclusion

For small valence ratios ($`\overline{Z}Z/z<1.934`$) we have shown that the the two critical points obtained for the limiting cases (i.e., one of the two positively charged species is absent) are joined by a continuous critical line. For larger valence ratios ($`\overline{Z}>1.934`$) we have obtained more complicated phase diagrams, with a line of triple points bounded by critical end-points and closed coexistence rings at $`T>T_{\mathrm{ULC}}^{}`$ for $`\overline{Z}>2`$. We have also made a global analysis of three-component ionic mixtures, where their phase behavior is characterized as a function of charge asymmetry (up to $`\overline{Z}5`$) and temperature.

Denoting by $`T_{\mathrm{LLC}}^{}`$ the lower limiting critical temperature of the symmetric ionic system, we have shown that this triple line extends, for $`\overline{Z}=2`$, over a temperature window of $`1.012T_{\mathrm{LLC}}^{}<T^{}<1.018T_{\mathrm{LLC}}^{}`$ and, for $`\overline{Z}=3`$, over $`0.66T_{\mathrm{LLC}}^{}<T^{}T_{\mathrm{LLC}}^{}`$. This means that for a $`1:1`$ organic salt with a critical point at $`T400`$ K this temperature window would have a $`2.4`$ K width when adding divalent ions and a $`136`$ K width when adding trivalent ions. The triple line should in principle be observable with a suitable choice of mono-, di- and trivalent organic ions. However, one should be careful when examining the numbers presented here. Although the Debye-Hückel theory successfully predicts for ionic systems the existence of a liquid-liquid critical point and the high asymmetry of their phase diagrams, it has some limitations, as we now discuss.

One problem is the fact that the theory is quite sensitive to the way that the hard cores are treated: we chose to include them through a lattice of spacing $`a`$. Alternatively, one could add to the free energy Eq. (4) an extra term to account for the hard-core repulsion (for instance a free-volume approximation term) and get the electrostatic contribution $`f_{\mathrm{DH}}`$ either by integrating Eq. (1) without the cut-off (which results immediately in the Debye-Hückel limiting law) or by doing a “charging process” after solving of the linearized Poisson-Boltzmann equation with the appropriate boundary conditions for the hard coresdebye ; fisher-levin ; size . These methods yield similar phase diagrams, but with different values of temperature and density for the critical point. The use of a lattice is the most convenient for the field-theoretic treatment, although it is certainly not the best waytcp-ocp . This, as well as some simplifications done during the calculations (like performing the integral in Eq. (1) in the sphere instead of the initial cube of size $`2\pi /a`$) are expected to affect the final results.

The direct comparison of the internal energy per particle that follows from Eq. (4), viz.

$$u\frac{U_{\mathrm{ex}}}{Nk_BT}=\frac{a^3\kappa ^3}{8\pi \varphi ^+}\mathrm{arctan}\left(\frac{\pi }{a\kappa }\right),$$
(6)
with results from other approaches is shown in Table 1 (in Eq. (6), $`\kappa `$ is the inverse screening length defined in Eq. (2), $`a`$ is the lattice spacing, corresponding to the ionic diameter, and $`\varphi ^+`$ is the volume fraction of the positive $`z=1`$ ions). In the first part of this table (“binary”), we compare the values of $`u`$ from Monte Carlo simulations, HNC, MSArasaiah-card-valleau  and Debye-Hückel limiting law (DH) for a simple $`1:1`$ ionic mixture (where $`\varphi =0`$, i.e., the $`Z`$-valent ions are not present). Although our results are better than the pure DH results, it is clear that our theory needs improvement at higher volume fractions. In the second part of table 1 (“ternary”), the same comparison is done for a three-component mixture with $`\overline{Z}=2`$ with results obtained by Caccamocaccamo  (notice that the value of $`\varphi ^+`$ is in the region where our phase diagrams are shown). This shows that our theory underestimates the value of the internal energy of the system, which indicates that, beyond the problem with the hard cores, a more refined free energy is needed in order to capture correctly all features of the ionic fluidspairs . This idea is reinforced by the discrepancy between the critical parameters for a $`1:1`$ salt obtained through MC simulationssimul  (which lie in the range $`T_\mathrm{C}^{}=0.049`$$`0.070`$ and $`\varphi _\mathrm{C}^+=0.013`$$`0.040`$) with the ones obtained with the free energy used here ($`T_\mathrm{C}^{}=0.178`$ and $`\varphi _\mathrm{C}^+=0.021`$).

With this in mind, one should regard the results we obtained as being of “zeroth-order.” As previously mentioned, the free energy used here is the lowest-order result following a systematic expansion. Changes in the phase behavior are expected as one takes into account higher order terms in the expansion, but as shown in Ref. netz  for $`Z:z`$ mixtures, the inclusion of terms up to the eighth cumulant in the fluctuating field affects the phase diagrams appreciably only for values of $`\overline{Z}Z/z5`$. For this reason, and in spite of the limitations of the Debye-Hückel theory, we assume that the topology of the phase diagrams shown here are correct.

###### Acknowledgements.

We thank P. van der Schoot for stimulating discussions and H. Weingärtner and J. M. H. Levelt Sengers for useful correspondence. AGM acknowledges the support from the Portuguese FCT through grant PRAXIS XXI/BD/13347/97.


text:
# Comment on “Quantum key distribution without alternative measurements”

## Abstract

In a recent paper \[A. Cabello, Phys. Rev. A 61, 052312 (2000)\], a quantum key distribution protocol based on entanglement swapping was proposed. However, in this comment, it is shown that this protocol is insecure if Eve use a special strategy to attack.

PACS number(s): 03.67.Dd, 03.67.Hk, 03.65.Bz

In a recent paper , Cabello presented a quantum key distribution (QKD) protocol based on entanglement swapping . A strategy of attack by the eavesdropper (Eve) using a pair of entangled particles was discussed, and the protocol is shown to be secure in that case. However, here we will show that Eve can obtain the key without being detected by the communication parties with a pair of entangled particles.

For convenience, we use the same notation as in Ref. . The four Bell states are denoted by

$$|00_{ij}=\frac{1}{\sqrt{2}}\left(|0_i|0_j+|1_i|1_j\right),$$
(1)
$$|01_{ij}=\frac{1}{\sqrt{2}}\left(|0_i|0_j|1_i|1_j\right),$$
(2)
$$|10_{ij}=\frac{1}{\sqrt{2}}\left(|0_i|1_j+|1_i|0_j\right),$$
(3)
$$|11_{ij}=\frac{1}{\sqrt{2}}\left(|0_i|1_j|1_i|0_j\right),$$
(4)
where $`i,j`$ are labels of the particles.

The eavesdropping strategy is illustrated in Fig. 1 and can be described as follows. In the beginning, Alice has particles 1 and 2 in state $`|11_{12}`$, and 3 and 5 in state $`|10_{35}`$. Bob has particles 4 and 6 in state $`|10_{46}`$. All this information is public. Eve prepares particles 7 and 8 in state $`|10_{78}`$.

Figure 1

(i) Alice sends particle 2 to Bob using a public channel and makes a Bell type measurement on particles 1 and 3. Eve intercepts and keeps this particle and sends her particle 7 to Bob impersonating particle 2 Alice sends out.

(ii) Bob makes a Bell type measurement on 7 and 4, then sends particle 6 to Alice. Eve intercepts it and makes a Bell measurement on 6 and 8.

(iii) Eve makes a unitary transformation on particle 2 according to the measurement result of particles 6 and 8. She makes transformation $`I,`$ $`X,`$ $`Y,`$ or $`Z`$ corresponding to her measurement result $`|10`$, $`|00`$, $`|01`$, or $`|11`$ respectively. $`I,`$ $`X,`$ $`Y,`$ and $`Z`$ are operators

$`I`$ $`=`$ $`\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right),\text{ }X=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),`$ ()
$`Y`$ $`=`$ $`\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),\text{ }Z=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right).`$ (13)
Then Eve sends particle 2 to Alice impersonating the particle 6 Bob sends out.

(iv) Alice makes a Bell type measurement on 5 and 2 and publicly announce the result. Thus Alice’s and Bob’s results of measurement will be consistent as if there is no eavesdropper intervening.

The reason that Eve makes a unitary operation on particle 2 is as follows. Assume that Alice’s particles 2 and 5 are in state $`|\mathrm{\Phi }`$, if Eve does not intervene and Bob’s result of Bell type measurement is $`\sigma |10`$ ($`\sigma `$ is one of $`I`$, $`X`$, $`Y`$ and $`Z`$), Alice’s result of Bell type measurement will be $`\sigma |\mathrm{\Phi }`$. Now, Eve intervene the process, her result of the Bell measurement on 6 and 8 will be the same as Bob’s result of the Bell measurement on 7 and 4. For the consistent of Alice’s and Bob’s measurement, if Eve obtain the result $`\sigma |10`$, she ought to makes a transformation $`\sigma `$ on particle 2, so that when Alice measures particles 2 and 5, she obtains the proper result $`\sigma |\mathrm{\Phi }`$.

For example, suppose that Alice obtains “11” in her measurement on particles 1 and 3, and Alice can know that the state of 5 and 2 is $`|10_{25}`$. Suppose that Bob has obtained “00” in his measurement on 7 and 4. Eve will obtain “00” in her measurement on 6 and 8 too, then she makes a transformation $`X`$ on particle 2 and sends it to Alice. Alice makes a Bell measurement on 2 and 5 and will obtain the result “00”. From Table I in , Alice knows that Bob has obtained “00” and Bob can know Alice’s initial result is “11”. Alice’s result “11” will be the key bits between them. Because Eve knows Bob’s result and Alice’s public announcement of the measurement result of 2 and 5, she can know Alice’s initial result “11” from Table I too.

All steps above will introduce no error in the key distribution between Alice and Bob, and Eve can know exactly the result of Bob’s measurement in step (ii) and also the public information publicly announced in step (ii). So Eve can obtain the key they distributed successfully. In conclusion, this protocol is insecure against this type attack.

This work was supported by the National Natural Science Foundation of China.

Figure caption:

Figure1. Eve’s strategy to obtain Alice’s secret result. The notations are the same as in Ref. . The bold lines connect qubits in Bell states, the dashed lines connect qubits on which a Bell operator measurement is made, and the pointed lines connect qubits in Bell states induced by entanglement swapping. “00” means that the bell state $`|00`$ is public knowledge, (00) means that it is only known to Alice,  means that it is only known to Bob, $`|`$ 00$`|`$ means that it is unknown to all the parts, {00} means that it is only known to Eve, \[(00)\] means that it is known to Alice and Bob (and Eve), etc.


text:
# Can we determine the nuclear equation of state from heavy ion collisions?

## Abstract

We discuss the problems involved in extracting the nuclear equation-of-state from heavy-ion collisions. We demonstrate that the equation of state becomes effectively softer in non-equilibrium and this effect is observable in terms of collective flow effects. Thus, non-equilibrium effects must be included in transport descriptions on the level of the effective mean fields. A comparison with transverse momentum, rapidity, and centrality selected flow data show the reliability and limitations of the underlying interaction which was derived from microscopic Dirac-Brueckner (DB) results.

Heavy-ion collisions open the possibility to explore the nuclear equation-of-state (EOS) far away from saturation. In particular, the collective flow is connected to the dynamics during the high density phase of such reactions and thus yields information on the nuclear EOS . The different components of collective flow, in particular, the in-plane and out-of-plane flow  has recently attracted great interest , since also the energy, centrality and transverse momentum dependence has been measured.

From the theoretical point of view, however, the determination of the EOS, which is an equilibrium concept, is not straightforward in heavy ion collisions, which are highly non-equilibrium processes. An appropriate starting point are the Kardanoff-Baym equations  for the non-equilibrium real-time Green functions. To arrive at transport descriptions several approximations are usually introduced: the semi-classical approximation neglecting non-locality and memory effects, the quasi-particle approximation neglecting the finite width of the spectral functions, and the T-Matrix approximation, specifying the self-energies in the Brueckner ladder approximation. Several attemps have recently been made to improve the first two approximations . They are expected to be important e.g. for subthreshold particle production, but it is not known whether they are also relevant for flow observables.

With the above approximations one arrives at a BUU-type transport equation with DB self-energies which should be specified for the general non-equilibrium configuration. Since these cannot be calculated one further introduces a local nuclear matter approximation neglecting spatial variations and adopting a model for the local nuclear matter phase space distribution. Two models have mainly been used: One is the Local Density Approximation (LDA) assuming equilibrated nuclear matter at the local total density, usually supplemented with an empirical momentum dependence taken from the real part of the optical model. The other is the Local phase space Configuration Approximation (LCA) which assumes a configuration of two interpenetrating streams of nuclear matter with a given relative velocity (also called colliding nuclear matter, CNM), i.e. a two-Fermi-sphere configuration with Pauli-effects taken into account. In the first case this is directly the nuclear EOS. For the second case the self energies have not been calculated in the DB approach (but for the non-relativistic case ). However, we have developed a self-consistent extrapolation starting from nuclear matter DB calculations as discussed in detail in ref. . This then gives the model non-equilibrium self energies as a function of the configuration parameters, namely the two Fermi momenta and the relative velocity.

The relevance of such non-equilibrium effects in the dynamical situation of heavy ion collisions is demonstrated in Fig. 1 (left side). Here the quadrupole moment of the energy-momentum tensor $`Q_{zz}=\frac{2T^{33}T^{11}T^{22}}{T^{33}+T^{11}+T^{22}}`$ is shown together with the baryon density as a function of time. It is clearly seen that the local phase space is significantly anisotropic during times which are comparable with the compression phase of the collision independent of beam energy. Hence, non-equilibrium effects are present during a large part of the compression phase where one wants to study the EOS at high densities. Therefore non-equilibrium effects should be considered at least on the level of the effective in-medium interaction, i.e. the mean fields in transport calculations should be taken for non-equilibrium configurations instead for equilibrated nuclear matter. Actual transport calculations have verified that the anisotropic phase space in heavy ion reactions can be parametrized reliably by CNM configurations .

In order to have a qualitative feeling for the non-equilibrium effects we define an effective, “reduced” EOS for the CNM configuration. This is given by subtracting from the binding energy per particle for the CNM configuration with a given relative velocity $`v_{rel}`$ the irrelevant kinetic energy of relative motion between the two streams. This quantity is shown on the right side of Fig. 1 for symmetric CNM configurations ($`k_{F_1}=k_{F_2}`$) for relative velocities $`v_{rel}=0.8(0.99)`$ corresponding to beam energies of $`0.6(6.0)`$ GeV per nucleon as a function of the total density. $`v_{rel}=0`$ corresponds to the isotropic case (equilibrated nuclear matter, i.e. one Fermisphere). As a reference we also show the widely used Skyrme parameterisations with a soft/hard EOS with K = 200/380 MeV .

It is seen that the effective EOS becomes more attractive, i.e. softer, compared to the equilibrium EOS and saturates at a higher total density. This effect is understood qualitativelyin the following way: If there was no interaction between the two nuclear matter streams then the reduced energy per particle of the two-Fermi-sphere configuration were just the energy per particle of one Fermi sphere at half the total denisity. The minimum of the reduced EOS would then be shifted to twice $`\rho _{sat}`$. The interaction energy per particle can be estimated as twice the real part of the optical potential at the relative momentum which can be estimated as twice the Fermi momentum at the corresponding density. For saturation density this is attractive but decreases with increasing momentum. Thus we expect a minimum of the reduced EOS between one and twice $`\rho _{sat}`$ and below the saturation energy of equilibrium nuclear matter. This is what is seen qualitatively in Fig. 1.

The question of interest is now whether these non-equilibrium effects are observable in terms of collective flow. We have therefore performed transport calculations using CNM self energies derived from DB mean fields calculated by the Tübingen-group (DBF)  in the two approximations: the LDA which refers to equilibrated nuclear matter (DBF/LDA), and the local configuration approximation (LCA) where the non-equilibrium DBF mean fields are used in the transport calculations (DBF/LCA).

We discuss azimuthal distributions as function of transverse momentum, rapidity, centrality and beam energy. Such distributions have been parametrized in terms of a Fourier series $`dN/d\varphi =a_0(1+2a_1cos(\varphi )+2a_2cos(2\varphi ))`$ with $`\varphi `$ the azimuthal angle with respect to the reaction plane. The coefficients $`a_1`$ and $`a_2`$ describe the in-plane and out-of-plane components of collective flow, respectively, and they depend on transverse momentum $`P_t^{(0)}=(P/A)/(P_{cm}^{proj}/A_{proj})`$, rapidity $`Y^{(0)}=Y_{cm}/Y_{cm}^{proj}`$, centrality and energy. The in-plane or directed flow $`v_1`$ can also be characterized by the quantity $`F_y=\frac{d<k_x(Y^{(0)})>/A}{dY^{(0)}}|_{Y^{(0)}=0}`$ as the slope of the mean in-plane transverse momentum at mid rapidity. $`v_2`$ is often referred to as the elliptic flow. Its sign describes the transition from out-of-plane ($`v_2<0`$) to in-plane flow ($`v_2>0`$) . The squeeze-out ratio $`R_N`$ is connected to the elliptic flow through $`R_N=(12v_2)/(1+2v_2)`$.

Fig. 2 shows the observables $`F_y/A`$ and $`v_2`$ for $`Au+Au`$ collisions from SIS to AGS energies. Rather complete data are available from the EOS and FOPI collaborations, which are, however, not completely consistent for $`v_2`$. It is seen that the calculations  reproduce the flow $`F_y`$ only for SIS energies, while at AGS energies the calculations overstimate the data. This is to be expected because the DB self energies do not reproduce the empirical saturation of the real part of the optical potential at energies above about 1 GeV, but rather lead to linearly increasing repulsion. This situation also appears in non-relativistic descriptions using momentum dependent Skyrme-parametrizations (see ). The difference between the LDA and LCA descriptions is not significant because the DBF self energies are not strongly momentum dependent at saturation density.

The description of the elliptic flow is generally much better because as a ratio it is not so strongly dependent on the absolute transverse flow. We see that both models generally reproduce the qualitative trend of the data, i.e. the transition from small $`v_2`$ at 0.2 A.GeV to a preferential out-of plane flow ($`v_2<0`$) which is maximal at 0.4 A.GeV with the subsequent transition back to in-plane flow around 4 A.GeV. There is now, however, a pronounced difference between the two approximations. The calculation without non-equilibrium effects (LDA) shows a larger squeeze-out effect and also has a larger transition energy from a out-of-plane to an in-plane emission of participant matter. This effect is reduced for the LCA calculation which can be understood by the effective softening of the equation of state during the initial non-equilibrium phase of the collision as discussed in connection with Fig. 1. We also mention that the observed difference is of the same magnitude as the difference between a soft and hard EOS (see Fig. 2 of Ref. ). Furthermore the inclusion of the non-equilibrium effects considerably improves the agreement with the data which means that the underlying effective interaction (DB) is able to describe the dynamics of heavy ion collisions.

In Fig. 3 we show rapidity distributions for $`Au+Au`$ collisions at 400 AMeV selected according to a quantity ERAT, the ratio between transverse and longitudinal total momentum, which has been shown to be a measure of centrality . The rapidity distributions are reasonably well reproduced, in particular for central collisions (large ERAT). A general tendency is that the spectator particles observed at $`Y^{(0)}1`$ in the experiment are more stopped in the calculations. This effect is larger in LDA than LCA, because the field is more repulsive in the former case (see Fig. 1).

To summarise the effective equation-of-state probed by the compression phase in energetic heavy ion reactions is in a significant way governed by local non-equilibrium. The anisotropy of the phase space lowers the binding energy per particle and makes the effective EOS seen in heavy ion reactions softer. This fact is reflected in the behaviour of collective flow phenomena. We conclude that “geometric” phase space effects should be taken into account on the level of the effective interaction when conclusions on the equilibrium EOS are drawn from heavy ion collisions. The comparison with experiments shows that microscopic many-body methods methods that are successfull for nuclear structure also explain heavy ion reactions quantitatively at SIS energies .