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# Weak and Electromagnetic Nuclear Decay Signatures for Neutrino Reactions in SuperKamiokande

## Abstract

We suggest the study of events in the SuperKamiokande neutrino data due to charged- and neutral-current neutrino reactions followed by weak and/or electromagnetic decays of struck nuclei and fragments thereof. This study could improve the prospects of obtaining evidence for $`\tau `$ production from $`\nu _\mu \nu _\tau `$ oscillations and could augment the data sample used to disfavor $`\nu _\mu \nu _{sterile}`$ oscillations.

The very large SuperKamiokande (SK) underground water Cherenkov detector has contributed greatly to our knowledge of solar and atmospheric neutrino physics , as well as yielding stringent limits on nucleon decay . The atmospheric data has, with high statistics, provided evidence for neutrino oscillations and hence neutrino masses and lepton mixing; the best fit is to $`\nu _\mu \nu _\tau `$, with $`\mathrm{\Delta }m_{atm}^23.5\times 10^3`$ eV2 and maximal mixing, $`\mathrm{sin}^22\theta _{atm}=1`$ . These values are also consistent with data from the Soudan-2  and MACRO  experiments, as well as the K2K long baseline experiment . SK has also obtained a large sample of solar neutrino events, yielding a confirmation of a factor of 2 deficit relative to calculations, measurement of the energy distribution, and tests of day-night asymmetry and seasonal variation.

The main neutrino reactions that have been analyzed in SK include, for solar neutrinos, $`\nu _ee`$ elastic scattering and, for atmospheric neutrinos, quasi-elastic charged-current (CC) scattering, $`\nu _{\mathrm{}}+n\mathrm{}^{}+p`$, $`\overline{\nu }_{\mathrm{}}+p\mathrm{}^++n`$, where $`\mathrm{}=e,\mu `$ , and neutrino-induced single and multi-pion production . These all involve prompt particle production. However, because the primary neutrino reactions can lead to excited levels of nuclei or to nuclei with unstable ground states (g.s.), $`\gamma `$ and delayed $`\beta `$ and $`\beta \gamma `$ decays can occur in conjunction with these primary neutrino reactions and the hadronic cascade which may accompany them. This is particularly true of atmospheric neutrinos because their energies extend to $``$ GeV, as contrasted with the 14.5 MeV upper end of the solar 8B $`\nu _e`$’s. When the released energy from these decays exceeds about 5-6 MeV, they should be detectable. Indeed, SK has successfully measured scattered electrons with energies of 5 MeV in their solar neutrino data sample, despite the backgrounds that become increasingly severe at low energies . Here we suggest the study of these events and analyze some of their signatures. In 1144 days of running, SK has obtained 9178 atmospheric neutrino events that are fully contained (FC) in the 22.5 kton fiducial part of the 50 kton total volume ; from this it has been estimated that SK should have approximately 70 events involving charged-current $`\tau ^\pm `$ production by $`\nu _\tau `$ and $`\overline{\nu }_\tau `$ originating from the inferred $`\nu _\mu \nu _\tau `$ and $`\overline{\nu }_\mu \overline{\nu }_\tau `$ oscillations . The additional information that the $`\gamma `$, $`\beta `$ and $`\beta \gamma `$ decays provide could improve the understanding of both single-ring and multi-ring events, helping the efforts to pick out these $`\tau ^\pm `$ events.

Many of the primary charged- and neutral-current (CC and NC) neutrino interactions, as well as secondary interactions of pions, nucleons, and possibly larger nuclear fragments, occur on the 16O nuclei. These interactions can involve charge exchange, further emission of one or more nucleons, breakups into fragments, and excitations that promptly decay via nucleon emission. In many of these cases, these process leave unstable nuclei at the locations (vertices) of the original neutrino reactions. These nuclei may have been excited to higher levels that decay electromagnetically to the respective ground states promptly via photon emission. Such decays coincide, to within the experimental time resolution of the SK detector, with the initial event and yield monochromatic $`\gamma `$’s. There can occur ground states of nuclei $`(Z,A)`$ that subsequently beta decay to neighboring nuclei $`(Z\pm 1,A)`$. For several nuclei with $`A16`$, the maximum $`e^\pm `$ energies, i.e., $`Q_\beta `$ values, exceed the expected 5-6 MeV threshold for detection above background. The lifetimes of these beta decays range between $`0.01`$ sec and 10 sec, well beyond the time window of the original event. Hence these beta decays occur during a time when the original Cherenkov signals from the primary reaction have ceased, and therefore would be not be confused with them. The same struck oxygen nucleus will serve as the origin for the Cherenkov cone associated with the delayed $`\beta `$ (and a fortiori any prompt $`\gamma `$) and one or several cones in the initial neutrino event and its associated hadronic cascade. The beta decay times are short enough to prevent any significant motion of the radioactive nuclei away from the location of the primary vertex due to the momentum transfer in the primary neutrino reaction or the motion of the water owing to its recirculation (at a rate of 50 tons/hour ). The recoil of the nucleus or fragment in question is of order the Fermi momentum $`p_F300`$ MeV/c (larger momentum transfers typically result in further fragmentation); hence the range of this nucleus is much shorter than the spatial resolution with which the location of the primary event vertex can be reconstructed. This spatial resolution depends on the angle with respect to the Cherenkov cone and with the lepton energy ; here, to be conservative in our background estimates, we shall take it to be 1 m.

Accidental backgrounds are negligible for the cases of decays of excited nuclei by prompt photon emission, since these are simultaneous, to detector time resolution, with the initial event. Next consider beta decays. From the 9178 fully contained atmospheric neutrino events in 1144 days, it follows that these events occur at an average rate of 0.33 per hour. The key discriminant here is that the Cherenkov cones or showers associated with the delayed $`\beta `$ and/or $`\beta \gamma `$ decays must originate from a volume of $`1`$ m3 out of the $`2.25\times 10^4`$ m3 fiducial volume. Over a time window after the primary reaction of 30 sec, say, accidental background events of this type should therefore be negligible. A particular background arises from decays of nuclei that are spallation products of collisions of through-going muons. These were also a background for the solar neutrino signal and were effectively removed by rejecting events in which a beta emerges from a cylindrical region around the path of the through-going muon during a time from msec to O(10) sec after this muon traverses the detector . The same method could be used here. An additional check on backgrounds is obtained from the SK data on $`e`$-type single-ring solar neutrino events as a function of angle with respect to the sun, $`\mathrm{cos}\theta _{sun}`$ . This data showed a background, of $`0.09`$ events/day/kton/bin, isotropic in $`\mathrm{cos}\theta _{sun}`$ (and the solar neutrino signal above it, at $`\mathrm{cos}\theta _{sun}1`$); this number yields, in 1 m3 volume, over a 30 sec time window, a negligibly small rate for this background. Having outlined the general idea, we proceed to specific cases.

As a first example for atmospheric neutrinos, consider the reaction

$$\overline{\nu }_{\mathrm{}}+^{16}\mathrm{O}\mathrm{}^++^{16}\mathrm{N}$$
(1)
where $`\mathrm{}=e`$ or $`\mu `$. The g.s. of the 16N nucleus beta decays, with half-life $`t_{1/2}=7.1`$ sec, to various levels of 16O, primarily the g.s., with branching ratio $`BR=26`$ % and maximum $`e^{}`$ energy $`Q_\beta =10.42`$ MeV, and the $`3^{}`$ state, with $`BR=68`$ % and $`Q_\beta =4.29`$ MeV, which then decays promptly (in 18 psec) to the g.s. via emission of a monochromatic 6.13 MeV photon (this and other nuclear properties are from ). The selection criteria for these events would be (i) fully contained (FC) within the 22.5 kton fiducial volume, with (ii) a Cherenkov ring from the initial $`\mathrm{}^+`$, (iii) for $`\mathrm{}^+=\mu ^+`$, a second, $`e`$-type ring from the $`\mu ^+`$ decay, (iv) in a timing window of $`0t30`$ sec after the initial signal the appearance of an $`e^{}`$ with a reasonable fraction of 10.4 MeV, from the direct decay, or a 6.13 MeV $`\gamma `$ from the branched decay, satisfying the requirement that (v) the $`e^{}`$ Cherenkov showering cone or the shower from the $`\gamma `$ extrapolate back to the vertex reconstructed from the initial $`\mathrm{}^+`$ Cherenkov signal. Note that SK has achieved an accuracy of better than 1 % in the energy scale and about 15 % in $`\mathrm{\Delta }E/E`$ for 10 MeV electrons in its solar neutrino data . Some relevant cross section calculations for the primary atmospheric neutrino reactions are ,. For a rough estimate of the fraction of the reactions (1) that yield $`{}_{}{}^{16}\mathrm{N}_{g.s.}^{}`$, we may refer to the CRPA (continuous random phase approximation) calculations of analogous CC neutrino reactions on $`{}_{}{}^{12}\mathrm{C}`$  (see also ,) performed to compare with LSND data . It was found that reactions yielding nuclides close to the valley of beta stability occurred with sizable fractions of the inclusive yield; e.g., the flux-averaged cross sections for $`{}_{}{}^{12}\mathrm{C}(\overline{\nu }_\mu ,\mu ^+)^{12}\mathrm{B}_{g.s.}`$ and $`{}_{}{}^{12}\mathrm{C}(\overline{\nu }_\mu ,\mu ^+n)^{11}\mathrm{B}_{g.s.}`$ comprised, respectively, 6 % and of 34 % of the inclusive process $`{}_{}{}^{12}\mathrm{C}(\overline{\nu }_\mu ,\mu ^+)X`$. From these, we estimate that the atmospheric neutrino flux-averaged cross section for $`{}_{}{}^{16}\mathrm{O}(\overline{\nu }_{\mathrm{}},\mathrm{}^+)^{16}\mathrm{N}_{g.s.}`$ could be $`O(10)`$ % of $`{}_{}{}^{16}\mathrm{O}(\overline{\nu }_{\mathrm{}},\mathrm{}^+)X`$. Using this ratio and the flux-averaged $`\sigma `$’s for $`\overline{\nu }_{\mathrm{}}p\mathrm{}^+n`$ and $`{}_{}{}^{16}\mathrm{O}(\overline{\nu }_{\mathrm{}},\mathrm{}^+)X`$ from , we estimate that of the 3107 $`e`$-like and 2988 $`\mu `$-like single-ring FC events in the 1144 day SK data, there could be $`O(10^2)`$ events of type (1) leading to $`{}_{}{}^{16}\mathrm{N}_{g.s.}^{}`$, of which about 40 % would have $`E_e>6`$ MeV.

Another pathway for producing 16N is a regular fully contained event $`\nu _\mu n\mu ^{}p`$ where the $`\mu ^{}`$ is captured on another oxygen nucleus via 16O$`(\mu ^{},\nu _\mu )^{16}`$N, followed by the beta decay of the 16N. Such an event can be distinguished from those which we propose to study because for typical $`E_\mu `$, the $`\mu ^{}`$ travels sufficiently far from the primary event vertex that criterion (v) above would not be satisfied; for example, the $`\mu ^{}`$ range $`R2`$ m for $`p_\mu =500`$ MeV/c. We note that SK has been able to measure beta decays of 16N nuclei produced both artificially, by the 16O$`(n,p)^{16}`$N reaction, and naturally, by stopping $`\mu ^{}`$’s captured on 16O . In 1004 days of data, a rate of $`11.4\pm 0.2`$ events/day from the 16O$`(\mu ^{},\nu _\mu )^{16}`$N reaction and subsequent 16N beta decay in an inner 11.5 kton fiducial volume was measured, in agreement with a prediction of $`11.9\pm 1.0`$ events/day. Note that SK, in its search for the nucleon decay $`p\overline{\nu }K^+`$, used as an event criterion the observation of a 6.32 MeV photon from a resultant excited 15N nucleus .

Neutrino reactions can lead to the fragmentation of the 16O nucleus with emission of protons, neutrons, and higher-$`A`$ fragments. For example, consider

$$\overline{\nu }_{\mathrm{}}+^{16}\mathrm{O}\mathrm{}^++p+^{15}\mathrm{C}.$$
(2)
The g.s. of 15C beta decays, with $`t_{1/2}=2.4`$ sec, to (i) the g.s. of 15N, with $`Q_\beta =9.77`$ MeV, $`BR=32`$ %, and (ii) the 5.30 MeV level, with $`Q_\beta =4.47`$ MeV, $`BR=68`$ %, followed promptly by decay to the g.s. with emission of a 5.30 MeV photon. Although the branched decay would be difficult to detect, the energy of the $`e^{}`$ could be large enough to detect.

Higher-$`A`$ fragmentation reactions include

$$\overline{\nu }_{\mathrm{}}+^{16}\mathrm{O}\mathrm{}^++^3\mathrm{He}+^{13}\mathrm{B}.$$
(3)
The 13B nucleus beta decays with $`t_{1/2}=17`$ msec, mainly ($`BR=93`$ %) to the g.s. of 13C, emitting an $`e^{}`$ with $`Q_\beta =13.4`$ MeV. A second example is

$$\overline{\nu }_{\mathrm{}}+^{16}\mathrm{O}\mathrm{}^++^4\mathrm{He}+^{12}\mathrm{B}.$$
(4)
Here the 12B nucleus beta decays with $`t_{1/2}=20`$ msec to several levels of 12C, mainly ($`BR=97`$ %) to the g.s. with $`Q_\beta =13.4`$ MeV. A third case is

$$\nu _{\mathrm{}}+^{16}\mathrm{O}\mathrm{}^{}+^4\mathrm{He}+^{12}\mathrm{N}$$
(5)
followed by the beta decay $`{}_{}{}^{12}\mathrm{N}e^++\nu _e+^{12}`$C with $`t_{1/2}=11`$ msec, mainly ($`BR=94`$ %) the g.s. with $`Q_\beta =16.3`$ MeV. For a rough estimate of the cross sections for (4) and (5), we note that for the similar CC reactions on 12C, the CRPA calculation of  found that the flux-averaged $`\sigma `$’s for $`{}_{}{}^{12}\mathrm{C}(\nu _\mu ,\mu ^{}\alpha )^8\mathrm{B}`$, $`{}_{}{}^{12}\mathrm{C}(\nu _\mu ,\mu ^{}p\alpha )^7\mathrm{Be}`$, $`{}_{}{}^{12}\mathrm{C}(\overline{\nu }_\mu ,\mu ^+\alpha )^8\mathrm{Li}`$, and $`{}_{}{}^{12}\mathrm{C}(\overline{\nu }_\mu ,\mu ^+n\alpha )^7\mathrm{Li}`$ comprised 7.5 %, 18 %, 7.5 %, and 13 % of the respective inclusive reactions $`{}_{}{}^{12}\mathrm{C}(\nu _\mu ,\mu ^{})X`$ and $`{}_{}{}^{12}\mathrm{C}(\overline{\nu }_\mu ,\mu ^+)X`$. This suggests that, if comparable rates apply for (4) and (5), the current SK data could contain $`O(10^2)`$ events from these reactions, summed over $`e`$ and $`\mu `$ type (anti)neutrinos, and 60 % (74 %) of the resultant 12B (12N) beta decays would yield $`e^{}`$ energies above 6 MeV.

There are also events of the form $`{}_{}{}^{16}\mathrm{O}(\overline{\nu }_{\mathrm{}},\mathrm{}^+)^{16}\mathrm{N}^{}`$ in which the final state 16N is in an excited state. Except for low-lying levels with excitation energies less than 0.4 MeV above the g.s., these decay promptly with neutron emission.

Among neutral-current reactions one has, for atmospheric neutrinos,

$$(\nu _{\mathrm{}},\overline{\nu }_{\mathrm{}})+^{16}\mathrm{O}(\nu _{\mathrm{}},\overline{\nu }_{\mathrm{}})+\pi ^++^{16}\mathrm{N}.$$
(6)
The selection criteria for events of this type would be (i) FC, (ii) Cherenkov ring from the $`\pi ^+`$, (iii) observation of the $`\beta `$ or $`\beta \gamma `$ decay of the 16N, as described after (1). One could also look for the reactions

$$(\nu _{\mathrm{}},\overline{\nu }_{\mathrm{}})+^{16}\mathrm{O}(\nu _{\mathrm{}},\overline{\nu }_{\mathrm{}})+\pi ^0+^{16}\mathrm{O}^{}$$
(7)
which populate excited states of the 16O nucleus. Although the lowest excited state, at 6.05 MeV, is a $`0^+`$ state and hence cannot decay to the $`0^+`$ g.s. with the emission of a single photon, the $`1^{}`$ state at 7.12 MeV decays promptly (in 8 fs) via an E1 transition, and one could try to detect the resultant photon. The selection criteria would be (i) FC, (ii) two photons with invariant mass $`M_{\gamma \gamma }=m_{\pi ^0}`$, (iii) a third photon from the primary event vertex, to within experimental uncertainty, with $`E_\gamma =7.12`$ MeV. Similar comments apply for electromagnetic decays from other excited states. This event selection could augment the sample of neutral-current (NC) events that might be used to disfavor further the $`\nu _\mu \nu _{sterile}`$ transition, strengthening the results of . Although there is some uncertainty in theoretical model calculations of cross sections for NC pion production, and hence also of (6) and (7), direct measurements of neutrino-induced pion production in the K2K near detector  should ameliorate this problem.

Nucleons and pions emitted in primary reactions can lead to secondary ones, via $`n+(Z,A)p+(Z1,A)`$, $`p+(Z,A)n+(Z+1,A)`$, and $`\pi ^\pm +(Z,A)\pi ^0+(Z\pm 1,A)`$ charge-exchange processes. Other possibilities include $`(p,d)`$, $`(n,d)`$ reactions, etc. The probability of excitation of any specific nuclear state in the primary (anti)neutrino-oxygen or secondary (pion or nucleon)-oxygen collisions may be low, and SK does not have 100 % efficiency for detecting the resulting, relatively low-energy $`\gamma `$, $`\beta `$, or $`\beta \gamma `$ signal. However, we are considering the inclusive rate for producing the (g.s. or excited state) of a nucleus with the requisite $`\gamma `$, $`\beta `$, or $`\beta \gamma `$ decay. Just as the many exclusive neutrino reactions sum up to yield a linearly rising inclusive neutrino cross section for energies beyond $`1`$ GeV, so also, the sum of the specific exclusive reactions considered here, leading to nuclear states that decay by $`\gamma `$, $`\beta `$, or $`\beta \gamma `$ emission, should be a significant fraction of the total. We note further that in a generic high-energy neutrino event or when a $`\tau ^\pm `$ is produced and decays, there is substantial probability for one or more pions to be emitted. There can thus be a resultant hadronic cascade involving collisions with several oxygen nuclei, leading to nuclear states that decay via $`\gamma `$, $`\beta `$, or $`\beta \gamma `$ decays. Indeed, this tends to happen precisely in the complex, multi-ring events that are difficult to analyze and for which even partial additional information locating a particular emission vertex would be useful. As noted, the study of these reactions could thus aid in extracting $`\tau `$’s in the atmospheric data.

Similar comments can be made about neutrino reactions on 12C, the nucleus (in addition to H) in a liquid scintillator. Indeed, as part of the selection criteria for 12C$`(\nu _{\mathrm{}},\mathrm{}^{})^{12}\mathrm{N}_{g.s.}`$ events, the LSND experiment included detection of the $`e^+`$ from the beta decay $`{}_{}{}^{12}\mathrm{N}e^++\nu _e+^{12}\mathrm{C}`$ ($`t_{1/2}=11`$ msec). The mini-BooNE experiment at Fermilab will also measure the CC $`\nu _\mu `$ reaction on carbon.

In the solar neutrino data, there is the NC reaction

$$\nu _e+^{16}\mathrm{O}\nu _e+^{16}\mathrm{O}^{}$$
(8)
producing an excited state of 16O. In contrast to the case with atmospheric neutrinos, here the transitions to the excited states are somewhat suppressed since much of the 8B $`\nu _e`$ flux is below threshold. The $`0^+`$ state at 6.05 MeV (reached via an allowed $`0^+0^+`$ Fermi transition) does not decay via single photon emission. The other low-lying excited states, e.g. the $`1^{}`$ level at 7.12 MeV, require higher-$`L`$ transitions from the $`0^+`$ g.s. of 16O. Neutral current neutrino-nucleus reactions on nuclei as means of observing solar and supernova neutrinos have also been discussed in .

In future work it would be worthwhile to carry out a unified Monte Carlo simulation with joint particle-nuclear inputs of the numerous nuclear production and decay pathways. In general, complicated phenomena can be better understood when viewed with a variety of wavelengths and/or times. Our discussion illustrates this . Other examples include SN1987A seen via neutrinos  and in the optical, and gamma ray bursts seen with X-ray and via optical afterglows.

S. N. would like to thank the Israeli Academy for Fundamental Research for a grant. The research of R. S. was partially supported by the U.S. National Science Foundation under the grant PHY-97-22101.


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# Kondo effect in Normal-Superconductor Quantum Dots

## Abstract

We study the transport properties of a quantum dot coupled to a normal and a superconducting lead. The dot is represented by a generalized Anderson model. Correlation effects are taken into account by an appropriate self-energy which interpolates between the limits of weak and strong coupling to the leads. The transport properties of the system are controlled by the interplay between the Kondo effect and Andreev reflection processes. We show that, depending on the parameters range the conductance can either be enhanced or suppressed as compared to the normal case. In particular, by adequately tunning the coupling to the leads one can reach the maximum value $`4e^2/h`$ for the conductance.

The Kondo effect is a prototypical correlation effect in Solid State Physics. Although it was first analyzed for the case of magnetic impurities in metals, in the last years there has been a renewed interest in Kondo physics with its observation in a semiconductor quantum dot (QD) . Quantum dots constitute an ideal laboratory for testing the theoretical predictions as they allow to vary the relevant parameters in the problem in a controlled way. This technology also opens some new possibilities like the exploration of the Kondo effect when the dot is connected to superconducting leads. The interesting issue in this case is related to the competition between the strong Coulomb interaction in the quantum dot and the pairing interaction within the leads.

From the theoretical side, the Kondo effect in QDs has been mainly analyzed by means of the single-level Anderson model . The theory predicts an enhancement of the dot conductance at low temperatures due to the development of the so-called Kondo resonance. The case when one of the leads is superconducting has been recently analyzed by some authors using different theoretical methods  assuming a modified Anderson model in which one of the metallic electrodes is substituted by a BCS superconductor. While some authors have predicted an enhancement of the conductance due to Andreev reflection at the superconducting lead , others have predicted the opposite effect . In Refs.  the infinite charging energy limit ($`U\mathrm{}`$) has been assumed. However, in an actual experiment this assumption may not be completely justified (for instance, in the experiments of Ref.  the ratio $`U/\mathrm{\Gamma }`$, $`\mathrm{\Gamma }`$ being the dot tunneling rate, was estimated to be around 6.5). The approach presented in this letter would allow to analyze this problem for a broad range of the different parameters of the model. We will show that, depending on the values of these parameters, one can obtain either an enhancement or a reduction of the conductance with respect to the normal case.

Our approximation scheme is based on the hypothesis that a good approximation to the electron self-energy can be found by interpolating between the limits of weak and strong coupling to the leads. This interpolative method has been applied successfully to analyze different strongly correlated electron systems like the equilibrium , the non-equilibrium  and the multilevel  Anderson models and the Hubbard model . In this letter we shall discuss how to extend this method to the superconducting case.

For describing a N-QD-S system we use an Anderson-like Hamiltonian

$$\widehat{H}=\widehat{H}_N+\widehat{H}_S+\underset{\sigma }{}ϵ_0\widehat{n}_\sigma +U\widehat{n}_{}\widehat{n}_{}+\widehat{H}_T,$$
(1)
where $`\widehat{n}_\sigma =\widehat{d}_\sigma ^{}\widehat{d}_\sigma `$, $`\widehat{H}_N`$ and $`\widehat{H}_S`$ represent the uncoupled normal and superconducting leads respectively; $`\widehat{H}_T=_{kN,S;\sigma }t_{0,k}\widehat{d}_\sigma ^{}\widehat{c}_{k,\sigma }+h.c.`$ describing the coupling between the dot level and the leads. Within this model the dot is represented by a single spin degenerate level with a repulsive Coulomb interaction described by the U-term in Eq. (1). We shall assume that the superconducting lead is well described by the BCS theory with a superconducting gap $`\mathrm{\Delta }`$ and the normal lead is, as usual, characterized by a flat density of states around the Fermi level, $`\rho _F`$.

The transport properties of this model can be obtained by means of Green function techniques. In order to analyze the linear regime the main quantity to be determined is the dot retarded Green function, which in a Nambu $`2\times 2`$ representation adopts the form

$$\widehat{G}^r(\omega )=\left[\omega \widehat{I}ϵ_0\widehat{\sigma }_z\widehat{\mathrm{\Sigma }}^r(\omega )\widehat{\mathrm{\Gamma }}_N(\omega )\widehat{\mathrm{\Gamma }}_S(\omega )\right]^1,$$
(2)
where $`\widehat{\mathrm{\Gamma }}_N`$ and $`\widehat{\mathrm{\Gamma }}_S`$ are the tunneling rates given by $`\widehat{\mathrm{\Gamma }}_N=\mathrm{\Gamma }_L\widehat{I}`$, and the superconducting tunneling rate $`\widehat{\mathrm{\Gamma }}_S`$ is given by $`\widehat{\mathrm{\Gamma }}_S=\mathrm{\Gamma }_R\widehat{g}`$, where $`\mathrm{\Gamma }_{L,R}=\pi t_{L,R}^2\rho _F`$, $`g_{11}=g_{22}=\omega /\sqrt{\mathrm{\Delta }^2\omega ^2}`$ and $`g_{12}=g_{21}=\mathrm{\Delta }/\sqrt{\mathrm{\Delta }^2\omega ^2}`$ (the chemical potential of the superconducting lead is taken as zero). The self-energy $`\widehat{\mathrm{\Sigma }}^r(\omega )`$ takes into account the effect of Coulomb interactions. To the lowest order in $`U`$ this is given by the Hartree-Fock Bogoliubov approximation: $`\widehat{\mathrm{\Sigma }}^r=U<\widehat{n}>\widehat{\sigma }_z+\mathrm{\Delta }_d\widehat{\sigma }_x`$, $`\mathrm{\Delta }_d`$ being the proximity effect induced order parameter in the QD, $`\mathrm{\Delta }_d=U\widehat{d}_{}^{}\widehat{d}_{}^{}`$. The crucial problem is to find a good approximation to include correlation effects beyond this mean field approximation.

Within the spirit of the interpolative method commented above, the self-energy is constructed in such a way as to interpolate between the limits of weak and strong coupling to the leads, for which the exact result are known. Let us first analyze the weak coupling or atomic limit. In this case we have $`t_{L,R}/U0`$ and thus $`\widehat{\mathrm{\Gamma }}_N/U`$, $`\widehat{\mathrm{\Gamma }}_S/U`$ $`0`$. In this limit the induced order parameter in the QD vanishes faster than $`(t_R/U)^2`$ and one can neglect the non-diagonal elements in the self-energy matrix. On the other hand, the diagonal elements can be easily evaluated in this limit using the equation of motion method  and have the form

$$\mathrm{\Sigma }_{11,22}^r\pm U<\widehat{n}>+\frac{U^2<\widehat{n}>(1<\widehat{n}>)}{\omega ϵ_0U(1<\widehat{n}>)}$$
(3)
In the opposite limit, $`U/t_{L,R}0`$, one can accurately evaluate the self-energy using standard perturbation theory in the Coulomb interaction. The different diagrams contributing to the second order self-energy are depicted in Fig 1. In the superconducting case, there appear additional diagrams to the one in the normal case (diagram a) corresponding to the interaction of an electron with an electron-hole pair in the QD; the remaining diagrams contain at least one anomalous propagator and vanish identically in the normal state. As in the normal case , the non-perturbed one-electron Hamiltonian, over which the diagrammatic series is constructed, is taken as an effective mean field, characterized by an effective dot level $`ϵ_{eff}`$, having the same dot charge as the fully interacting problem. As shown in Ref.  this self-consistency condition provides in the normal case a good fulfillment of the Friedel sum rule at zero temperature. The extension of this procedure to the superconducting case requires dressing the propagators in the diagrams of Fig. 1 with the non-diagonal self-energy $`\mathrm{\Sigma }_{12}`$ in order to impose also consistency in the non-diagonal charge $`\widehat{d}_{}^{}\widehat{d}_{}^{}`$. Notice that although the interaction in the QD is repulsive, there is always some induced paring potential in the dot due to the proximity effect. The inclusion of this effect for finite $`U`$ is very important for the correct description of the dot electronic properties.

The original interpolative scheme stems from the observation that the second order self-energy ($`\mathrm{\Sigma }^{(2)}`$) has a similar functional form as the atomic self-energy for large frequencies  thus allowing for a smooth interpolation between the two limits. In the superconducting case, the diagonal elements of the second order self-energy behave as

$$\mathrm{\Sigma }_{11,22}^{(2)}\frac{U^2<\widehat{n}>(1<\widehat{n}>)}{\omega ϵ_{eff}}$$
(4)
for large frequencies, while the non-diagonal elements decay faster than $`U^2/\omega `$. This behavior permits to define a Nambu $`2\times 2`$ interpolative ansatz for the self-energy matrix as:

$$\widehat{\mathrm{\Sigma }}(\omega )=U\widehat{n}\widehat{\sigma }_z+\mathrm{\Delta }_d\widehat{\sigma }_x+\left[\widehat{I}\alpha \widehat{\mathrm{\Sigma }}^{(2)}\widehat{\sigma }_z\right]^1\widehat{\mathrm{\Sigma }}^{(2)}(\omega ),$$
(5)
where

$`\alpha ={\displaystyle \frac{ϵ_0+(1<\widehat{n}>)Uϵ_{eff}}{U^2<\widehat{n}>(1<\widehat{n}>)}}.`$

and $`\widehat{\mathrm{\Sigma }}^{(2)}`$ is the second order self-energy matrix whose elements are given by the diagrams depicted in Fig. 1.

Using this ansatz one recovers the correct behavior of the self-energy both in the weak and strong coupling limits. Moreover, this ansatz satisfies the exact relations between the different matrix elements, i.e $`\mathrm{\Sigma }_{12}(\omega )=\mathrm{\Sigma }_{21}(\omega )`$ and $`\mathrm{\Sigma }_{11}(\omega )=\mathrm{\Sigma }_{22}^{}(\omega )`$.

Due to the presence of an additional energy scale fixed by $`\mathrm{\Delta }`$ the number of different physical regimes is larger than in the normal case. We will mainly consider the more interesting physical regime $`\mathrm{\Gamma }=\mathrm{\Gamma }_L+\mathrm{\Gamma }_R\mathrm{\Delta }`$ . In Fig. 2a we show the dot spectral density (LDOS) for a symmetric case ($`ϵ_0=U/2`$) with $`\mathrm{\Gamma }_L=\mathrm{\Gamma }_R=\mathrm{\Delta }`$ and increasing values of $`U`$. As can be observed, when $`U\mathrm{\Delta }`$ the LDOS exhibits a double peak around the Fermi energy which is due to the influence of the superconducting electrode by the proximity effect. However, as $`U`$ increases the double peak is replaced by a single narrow Kondo resonance as in the normal case. The comparison with the normal case reveals that the Kondo resonance gets narrower in the superconducting case and its height increases with $`U`$ above the normal value. In the limit $`U\mathrm{}`$, this height approaches the value $`2/(\pi \mathrm{\Gamma })`$, which is twice the value in the normal case at zero temperature, as fixed by the Friedel sum rule. The narrowing of the Kondo resonance gives rise to a lowering of the Kondo temperature with respect to the normal case.

For energies larger than $`\mathrm{\Delta }`$ the differences between the normal and the superconducting LDOS become negligible, with the usual broad resonances at $`ϵ_0`$ and $`ϵ_0+U`$ which become more pronounced for increasing $`U`$.

By varying the dot level position $`ϵ_0`$ one can study the transition from the Kondo to the mixed valence regime. The evolution of the dot LDOS is illustrated in Fig. 2b. When approaching the mixed valence regime ($`|ϵ_0|<\mathrm{\Gamma }`$ or $`|ϵ_0+U|<\mathrm{\Gamma }`$) the Kondo resonance is replaced by an asymmetric broad resonance close to the Fermi energy as in the normal case. In the superconducting case, however, the LDOS develops an additional structure associated with the BCS divergencies at the gap edges .

As in any NS contact, transport at low voltages is possible due to Andreev reflection processes. At finite temperature, the linear conductance is given by the expression

$$G=\frac{16e^2}{h}\mathrm{\Gamma }_L_{\mathrm{}}^{\mathrm{}}𝑑E\text{Im}\left(G_{12}^rG_{11}^a\right)\left(\mathrm{\Gamma }_R\text{Re}\mathrm{\Sigma }_{12}\right)\left(\frac{f}{E}\right),$$
(6)
where $`f(E)`$ is the Fermi function. At zero temperature, $`\text{Im}\widehat{\mathrm{\Sigma }}(0)=0`$, and Eq. (6) reduces to

$$G=\frac{4e^2}{h}\frac{4\mathrm{\Gamma }_L^2\stackrel{~}{\mathrm{\Gamma }}_R^2}{\left[\stackrel{~}{ϵ}^2+\mathrm{\Gamma }_L^2+\stackrel{~}{\mathrm{\Gamma }}_R^2\right]^2},$$
(7)
where $`\stackrel{~}{\mathrm{\Gamma }}_R=\mathrm{\Gamma }_R\text{Re}\mathrm{\Sigma }_{12}(0)`$ and $`\stackrel{~}{ϵ}=ϵ_0+\text{Re}\mathrm{\Sigma }_{11}(0)`$. Notice that Eq. (7) coincides at $`U=0`$ with the well known non-interacting result .

One would expect that for a dot symmetrically coupled to the leads (i.e. $`\mathrm{\Gamma }_L=\mathrm{\Gamma }_R`$) and in the case of electron-hole symmetry ($`ϵ_0=U/2`$), the conductance should reach its maximum value $`4e^2/h`$ . However, the actual situation is more complex due to the reduction of the induced paring amplitude in the dot arising from the repulsive Coulomb interaction. As a consequence the conductance decreases for increasing $`U`$ even in this case. This decrease is illustrated in Fig. 3a where we plot the conductance as a function of $`U`$ in the symmetric case for different values of $`\mathrm{\Gamma }/\mathrm{\Delta }`$. For large $`U/\mathrm{\Gamma }`$ we find that the conductance decreases roughly as $`(\mathrm{\Gamma }/U)^4`$. This behavior can be understood as follows: in order to have a vanishing pairing amplitude in the $`U/\mathrm{\Gamma }\mathrm{}`$ limit, the non-diagonal self-energy $`\mathrm{\Sigma }_{12}`$ should tend to cancel the non-diagonal tunneling rate $`(\widehat{\mathrm{\Gamma }}_S)_{12}`$. By analyzing the expression of diagram d in Fig. 1, this requires that $`G_{12}`$ decays as $`(\mathrm{\Gamma }/U)^2`$ and therefore the conductance given by Eq. (6) in our approximation should decay roughly as $`(\mathrm{\Gamma }/U)^4`$. This decay is probably less pronounced than in the exact solution where one would rather expect an exponential behavior in the Kondo regime.

Although the previous analysis shows that the maximum value for the conductance $`4e^2/h`$ can never be reached in the symmetric case for finite $`U`$, this is not necessarily the case for an asymmetric situation with $`\mathrm{\Gamma }_L\mathrm{\Gamma }_R`$. In fact, if the coupling to the electrodes could be tunned in order to reach the condition $`\stackrel{~}{\mathrm{\Gamma }}_R=\mathrm{\Gamma }_L`$ then, Eq. (6) predicts a maximum in the value of $`G`$. As shown in Fig. 3b, this condition can be reached by increasing the coupling to the superconducting electrode. The ratio between $`\mathrm{\Gamma }_R`$ and $`\mathrm{\Gamma }_L`$ at the maximum becomes larger for increasing $`U`$. In a situation with electron hole-symmetry, like the one depicted in Fig. 3b, the conductance at zero temperature reaches its maximum possible value $`4e^2/h`$.

In normal quantum dots a signature of the Kondo effect is given by an anomalous temperature dependence in the linear conductance , which exhibits a continuous transition from a maximum conductance in the Kondo regime to well resolved conductance peaks associated with Coulomb blockade. When one of the electrodes is superconducting there is also a decrease of conductance with temperature in the Kondo regime. However, as depicted in Fig. 4, the conductance already exhibits a double peaked structure at zero temperature when $`\mathrm{\Gamma }_L=\mathrm{\Gamma }_R`$. The reduction of conductance with temperature is in this case much faster than in the normal case, as shown in Fig. 4 (inset). This difference is a consequence of the lowering of the Kondo temperature due to the presence of the superconducting electrode.

In conclusion, we have analyzed the electronic transport properties of a quantum dot coupled to a normal and a superconducting lead. For this purpose we have introduced an electron self-energy which interpolates between the limits of weak and strong coupling to the leads, an approach which has been previously used for normal systems . This approximation allows to describe a broad range of parameters including the relevant one for an actual experiment. On the other hand, we have shown that for finite charging energy the dot conductance can either be enhanced or suppressed with respect to the normal case. While in a symmetrically coupled dot ($`\mathrm{\Gamma }_L=\mathrm{\Gamma }_R`$) an increasing charging energy tends to reduce the conductance, in the asymmetric case it is always possible to reach a maximum in the conductance by fine tunning the coupling to the superconducting electrode. In the case of electron-hole symmetry this maximum reaches the value $`4e^2/h`$ at zero temperature. The predictions presented in this work could be tested experimentally using similar technologies to those currently used for normal quantum dots

###### Acknowledgements.

We thank Jan von Delft, Hans Kroha, Andrei Zaikin and Gerd Schön for fruitful discussions. This work has been supported by the Spanish CICYT under contract No. PB97-0044 and by the SFB 195 of the German Science Foundation.


text:
# Critical dimensions of the diffusion equation

\[

## Abstract

We study the evolution of a random initial field under pure diffusion in various space dimensions. From numerical calculations we find that the persistence properties of the system show sharp transitions at critical dimensions $`d_126`$ and $`d_246`$. We also give refined measurements of the persistence exponents for low dimensions.

\]

Diffusion is a ubiquitous process in Nature and is of fundamental importance in physical, chemical, and biological systems. Pure diffusion, as described by the simple heat equation, has been so well-studied over so many years that it is difficult to imagine there is still much about it to be understood. Recently, the persistence probability, $`q(t)`$, of the diffusion equation in one, two, and three dimensions was measured and found to be described by non-trivial power laws: $`q(t)t^{\theta (d)}`$, where $`d`$ is the dimension of space. As yet there is no exact prediction for the exponents $`\theta (d)`$.

The study of persistence is a rapidly emerging field, the purpose of which is to probe the statistical nature of dynamical processes with more resolution than that allowed by conventional measures, such as autocorrelation functions. It has been applied to a wide range of systems including phase ordering, interface kinetics, and the diffusion equation. Direct experimental observation of persistence has been achieved in the phase ordering of liquid crystals and just recently by NMR studies of the diffusing polarization of a one dimensional gas. Strictly speaking, the persistence probability measures the probability that a particular event has not occurred up to time $`t`$. More loosely, by “persistent properties”, we include other statistical measures, such as the sign-time distribution (STD). The STD is a histogram measuring the fraction of time $`t`$ a bimodal variable has been in one of its two states. Examples are the fraction of time an Ising spin is “up”, or the fraction of time a stochastic variable is above its mean. The tails of the STD implicitly encode the persistence probability. The shape of the STD yields much useful information about the spatio-temporal structure of the dynamical process. For example, it can be used to infer long-lived features in interfaces undergoing kinetic roughening.

In this Letter we introduce a simple algorithm which allows us to study the persistence properties of the diffusion equation in arbitrary dimensions. Our main result is that there exist two critical dimensions in the behavior of the STD. We find that for dimensions below $`d_126`$ the STD is purely concave (and thus typical sign-time histories dominate $`q(t)`$), while for dimensions above $`d_246`$ the STD is purely convex (and thus $`q(t)`$ is controlled by rare sign-time histories). For dimensions in the range $`d_1<d<d_2`$ the STD has more than one extremum and the description of $`q(t)`$ in terms of typical and rare events is less straightforward.

We consider a scalar field $`\varphi (𝐱,t)`$ in a $`d`$-dimensional space which is to be evolved under the diffusion equation:

$$_t\varphi =D^2\varphi ,$$
(1)
where we have $`\varphi (𝐱,t=0)=\psi (𝐱)`$. The random field $`\psi `$ is taken to have zero mean and to be Gaussian distributed with correlations $`\psi (𝐱)\psi (𝐱^{})=\mathrm{\Delta }\delta ^d(𝐱𝐱^{})`$. The results that follow are completely independent of the nature of the distribution (so long as it describes short-range correlations) and the values of $`D`$ and $`\mathrm{\Delta }`$ (so long as they are positive definite). We define the persistence probability for this system as the probability that the diffusion field at a given point in space (the origin, say) has never changed sign up to time $`t`$. The sign-time $`\tau (t)`$ is similarly defined as the proportion of time $`t`$ the field at the origin has been positive. The STD is the histogram constructed from the ensemble of sign-times collected from a large number of realizations.

The persistence probability $`q(t)`$ for the diffusion equation has been measured previously from explicit simulations of a discrete diffusion process on a finite $`d`$-dimensional grid for dimensions $`d`$=1, 2, and 3. For a given system one collects the persistence time for each site of the lattice and forms $`q(t)`$ by binning these values. There is an implicit assumption concerning self-averaging since these persistence times are not independent. This is equivalent to stating that $`q(t)`$ also measures the fraction of persistent sites in the system, which is certainly plausible in the large time limit.

We have measured $`q(t)`$ and the STD using an alternative algorithm which has many advantages over direct simulation of the discrete diffusion process. The algorithm is constructed as follows. First we note that the diffusion equation may be explicitly integrated. Restricting our attention to the diffusion field at the origin we have

$$\varphi (\mathrm{𝟎},t)=d^dyg(𝐲,t)\psi (𝐲),$$
(2)
where $`g(𝐱,t)=(4\pi Dt)^{d/2}\mathrm{exp}(x^2/4Dt)`$ is the heat kernel. The key observation is that the solid angle integration in Eq.(2) may be absorbed into a redefinition of the random field, as originally noted by Hilhorst. Defining a Gaussian random field $`\mathrm{\Psi }(r)`$ with correlations $`\mathrm{\Psi }(r)\mathrm{\Psi }(r^{})=\delta (rr^{})`$, we have

$$\varphi (\mathrm{𝟎},t)\underset{0}{\overset{\mathrm{}}{}}𝑑rr^{(d1)/2}e^{r^2/t}\mathrm{\Psi }(r),$$
(3)
where we have scaled out $`D`$ and $`\mathrm{\Delta }`$ and ignored the (positive definite) prefactor, as only the sign of $`\varphi (\mathrm{𝟎},t)`$ is relevant to the persistent properties. To measure $`q(t)`$ for a given dimension $`d`$ we construct a random field $`\mathrm{\Psi }(r)`$ and perform the radial integral above for a series of incremented times, until the integral changes sign. We record the time at which this sign change occurs and repeat the procedure for another realization of $`\mathrm{\Psi }(r)`$. This collection of persistence times is then used to construct $`q(t)`$. If we wish to measure the STD we evaluate the integral for a series of incremented times within a fixed time range and record the fraction of time for which the integral is positive. The computer time required for these procedures is essentially independent of the value of $`d`$.

This algorithm is superior to direct numerical simulation in many respects: i) any dimension may be studied (even non-integer), ii) there are no finite size effects, iii) there is no implicit assumption concerning self-averaging, iv) in measuring $`q(t)`$ a given realization is discarded as soon as the field changes sign (in a direct simulation, all field points are studied even if the vast majority are no longer persistent), v) the algorithm may be optimized allowing very long time intervals to be studied with ease.

We shall now discuss a few technical details concerning optimization. One may think that in order to measure $`q(t)`$ one must evaluate the integral in (3) on a fine grid of incremented times, so as not to miss any event in which the field changes sign twice over a short time interval. In fact this is not the case. For a given realization of $`\mathrm{\Psi }`$ we have explicitly evaluated the function $`\varphi (\mathrm{𝟎},t)`$ on a fine mesh of time slices and find it is smooth, becoming more so as time proceeds. This is reasonable when one considers that under diffusion the field at a given point will have increasingly smoother dynamics with time. Due to the progressive smoothness of $`\varphi (\mathrm{𝟎},t)`$ we need only sample it on a logarithmic time scale.

The base of the logarithm to be used is determined from calibration. We find the exact zeroes of $`10^4`$ realizations over three decades of time using a fine linear mesh of time slices. We then run the optimized code which searches for these zeroes first using a logarithmic scale, and then using recursive bisection of a logarithmic interval if it has reason to believe a zero lies within. The logarithm base is chosen so that all of the zeroes from the $`10^4`$ samples are found correctly. This limits the systematic error of our results to less than 0.01%. The core of the algorithm concerns the detection of zeroes within a logarithmic interval, based on the value of the function $`\varphi (\mathrm{𝟎},t)`$ at the boundaries of the interval. We use two techniques. The faster, but less precise, algorithm uses recursive bisection of an interval only if the values of $`\varphi (\mathrm{𝟎},t)`$ at the boundaries have different signs (in which case there has to be an odd number of zeroes in the interval). The more sophisticated algorithm also uses information about the derivatives of $`\varphi (\mathrm{𝟎},t)`$ at the boundaries of the interval. This algorithm will also use recursive bisection to check for a zero if the values of $`\varphi (\mathrm{𝟎},t)`$ at the boundaries have the same sign, but the derivatives have opposite signs (indicating an extremum in the interval and the possibility of an even number of zeroes). As an example of calibration, for $`d=1`$ the first algorithm finds all zeroes correctly over three time decades if the logarithm base used is 1.1. The second algorithm finds all zeroes correctly with the logarithm base 2.0. (As $`d`$ increases the second algorithm requires a smaller logarithmic base to find all the zeroes – as an example, for $`d=20`$ the required base is 1.2.) For measurements of $`q(t)`$ we always use the second algorithm, but for measuring the STD we generally use the first algorithm (as the STD requires much longer computing time).

Using this method we have been able to measure $`q(t)`$ and the STD for a wide range of dimensions. For dimensions $`d`$=1, 2, and 3 we are able to make estimates for the persistence exponent $`\theta `$ as shown in Table 1, with much higher precision than formerly obtained. In Table 1 we also give estimates for $`\theta `$ in higher dimensions, which until now have not been measured. By comparing these results with those obtained from the independent interval approximation (IIA)  we see that the IIA consistently underestimates the exponent values.

| $`d`$ | $`\theta (d)`$ | $`d`$ | $`\theta (d)`$ |
| --- | --- | --- | --- |
| 1.0 | 0.12050(5) | 10.0 | 0.4587(2) |
| 2.0 | 0.1875(1) | 20.0 | 0.6556(2) |
| 3.0 | 0.2382(1) | 30.0 | 0.8053(3) |
| 4.0 | 0.2806(2) | 40.0 | 0.9312(4) |
| 5.0 | 0.3173(2) | 50.0 | 1.0415(5) |
| 26.0 | 0.7491(3) | 46.0 | 1.0010(5) |

Table 1: Numerically calculated values of the persistence exponent for a range of dimensions.

In Figures 1 and 2 we present log-log plots of $`q(t)`$ for a sample of dimensions to show the quality of our data. We generally calculate $`\varphi (\mathrm{𝟎},t)`$ over six decades of time, and average over $`10^8`$ realizations. Our exponent estimates were made in the same fashion as in Ref., namely, by plotting $`t^\theta q(t)`$ versus $`\mathrm{log}t`$ and adjusting the exponent until the data is as level as possible. The error bars are estimated from the resolution of this procedure.

For the diffusion equation it is known that for large $`d`$ the persistence exponent diverges as $`\sqrt{d}`$. By plotting our measured exponents on a log-log scale we have fitted this behavior and find $`\theta c\sqrt{d}`$ with $`c=0.1475(10)`$. At the bottom of Table 1 we have given exponent estimates for the two critical dimensions in this system. To clarify the role of these dimensions we shall now discuss our data for the STD’s.

To measure the STD, $`P(\tau ,t)`$, we evolve the system for three decades of time and by locating zeroes of $`\varphi (\mathrm{𝟎},t)`$ determine the sign-time $`\tau (t)`$ for a particular realization. This process is repeated for $`10^8`$ samples and the STD is constructed by binning the sign-times. In Ref. it is shown that the STD has the exact scaling form $`P(\tau ,t)=(1/t)f(u)`$ where $`u=\tau /t`$. In what follows we shall describe the STD in terms of the scaling function $`f(u)`$, which is symmetric about $`u=1/2`$. The tails of the STD encode information about the persistence probability. For example, the left tail is expected to vary as $`u^{\theta 1}`$. Thus, for $`\theta <1`$ the STD will have integrably divergent tails, whereas for $`\theta >1`$ the STD will have vanishing tails. Since $`\theta `$ diverges with $`d`$, there exists a critical dimension $`d_2`$ at which $`\theta (d_2)=1`$, and which separates (crudely speaking) convex and concave STD’s. From our numerical work we find that this scenario is too simple, and that for a range of dimensions the STD has more than one extremum (as shown in Figure 3).

We start by numerically determining $`d_2`$. By simply measuring the persistence probability $`q(t)`$ for a range of dimensions we can identify that dimension at which $`\theta =1`$. As can be seen from Table 1, we find that $`\theta (46.0)=1.0010(5)`$. A closer analysis leads us to the result $`d_2=45.9(1)`$. This may be verified (to a lesser precision) by studying the STD’s. In Figure 4 we show the tails of the STD’s for $`d=45.0`$ and $`d=46.0`$. Note in the former case the upturn signalling a (very) weak integrable singularity in the distribution.

From the STD’s in Figure 3 we see there is another critical dimension $`d_1`$ separating STD’s which are purely concave from those with three extrema. There is no obvious way to identify this by measuring the persistence exponent. Instead we must use direct measurements of the STD’s which naturally leads to a less precise estimate. In Figure 5 we show the measured STD’s for a small range of dimensions around $`d=26.0`$. From this data we arrive at the result $`d_1=26.0(5)`$. In an earlier work $`d_2`$ was estimated by assuming that the STD in $`d_2`$ dimensions is perfectly flat. This led to the prediction $`d_2=35.967\mathrm{}`$, which, within the error bars, is the arithmetic mean of the measured values of $`d_1`$ and $`d_2`$.

Our main result with regard to the persistence properties of the diffusion equation concerns the non-trivial behavior of the STD as a function of $`d`$. For $`d<d_1=26.0(5)`$ the STD is a purely concave function, and thus the persistence probability (which is determined by the tails of the STD) is dominated by typical sign-time histories. For $`d>d_2=45.9(1)`$ the STD is a purely convex function, and in this case the persistence probability is determined from rare events in the set of sign-time histories. There is a range of dimensions $`d_1<d<d_2`$ for which the STD has three extrema (as shown in Figure 3). In this case the persistence probability is still described by the most typical sign-time histories, but we see that sign-time histories around $`u=1/2`$ (meaning the field $`\varphi (\mathrm{𝟎},t)`$ spends half of its time above the mean) are relatively typical also, with the least typical events occurring for some $`d`$-dependent value of $`u`$. These results are universal. The STD is independent of details of the initial distribution of the diffusion field, and the value of the diffusion constant. It is also asymptotically (i.e. for large times) independent of higher-order processes, such as the corrections due to an underlying lattice.

Clearly if one is to find applications of our high-dimensional results, then the space in which the diffusion process occurs cannot be taken as the familiar physical space (at least within the realm of classical physics). A very common manifestation of the diffusion equation is within the field of stochastic processes. Indeed, the one dimensional diffusion equation is the simplest possible form of the Fokker-Planck equation, describing the probability distribution of a single random walker. For $`N`$ independent random walkers in one dimension, the multi-variate probability distribution $`\rho (x_1,\mathrm{},x_N)`$ satisfies the $`N`$-dimensional diffusion equation. Given random initial positions of the walkers, we should focus on the sign-time histories of $`\rho `$ with respect to its mean value over the ensemble of initial conditions. The distribution of these sign times will have sharp changes in behavior as the number of walkers $`N`$ is varied through $`N_1=26`$ and $`N_2=46`$. If each walker exists in a $`\stackrel{~}{d}`$ dimensional space, then the effective dimensionality of the diffusion equation is $`N\stackrel{~}{d}`$ and the critical walker numbers $`N_1`$ and $`N_2`$ will be changed accordingly. Analogous statements may be made for a system of $`N`$ directed polymers (e.g. magnetic flux lines) in a $`\stackrel{~}{d}`$ dimensional space, since the multi-variate partition function for $`N`$ lines also satisfies the $`N\stackrel{~}{d}`$ dimensional diffusion equation.

Our results also indicate that persistent fluctuations in the phase space of few-body systems may have sharp transitions on varying the number of degrees of freedom. By “few-body” systems, we have in mind organic molecules composed of tens of atoms, the dynamical properties of which are currently receiving a great deal of attention.

In this Letter we have presented results for the persistence probability and sign-time distribution for the diffusion equation over a wide range of dimensions. These results have been obtained via a new algorithm which allows extremely precise measurements of the persistence properties. This algorithm is based on the integrability of the diffusion equation, a feature shared by many other interesting problems such as the Edwards-Wilkinson model of interface growth, and the Burgers equation of fluid turbulence. The persistence properties of these and similar models may be analyzed to high precision using the methods outlined here.


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# Breakup time scale studied in the 8 GeV/c 𝜋⁻ + 197Au reaction

## Abstract

Experimental data from the reaction of an 8.0 GeV/c $`\pi ^{}`$ beam incident on a 197Au target have been analyzed in order to investigate the integrated breakup time scale for hot residues. Alpha-particle energy spectra and particle angular distributions supported by a momentum tensor analysis suggest that at large excitation energy, above 3-5 MeV/nucleon, light-charged particles are emitted prior to or at the same time as the emission of the heavy fragments. Comparison with the SMM and GEMINI models is presented. A binary fission-like mechanism fits the experimental data at low excitation energies, but seems unable to reproduce the data at excitation energies above 3-5 MeV/nucleon.

, , , , , , , , , , , , , , , , , ,

thanks: E-mail: pienkows@slcj.uw.edu.plthanks: Present address: Los Alamos National Laboratory, Los Alamos, NM 87545thanks: Present address: 7745 Lake Street, Morton Grove IL 60053thanks: Present address: Departement de Radio-oncologie, Universitaire de Laval, Quebec, Canadathanks: Present address: Barnes Hospital, Washington University, St. Louis, MO 63130

During the past decade a major effort has been directed toward studies of the decay of hot nuclei. Experiments with energetic light projectiles offer a unique perspective into decay processes at excitation energies up to about 9 MeV/nucleon. The formation of highly-excited heavy residues in such reactions is less complicated than in heavy-ion reactions, since only a single hot source is formed and small angular momenta and little compression are involved . The subsequent evolution of the emission process for heavy fragments as a function of excitation energy is of major concern in understanding the decay mechanisms of hot nuclear matter.

At low excitation energies fission fragments are emitted near the end of the sequential decay chain. At an excitation energy of about 3 MeV/nucleon the emission is delayed by about $`10^3`$ fm/c for the asymmetric split and this delay is much larger for symmetric division . Recently it has been shown that even at $`E^{}/A`$ of about 4 MeV/nucleon, fission fragments from the decay of hot gold-like nuclei are observed with the probability of about 20-40% . The onset of different decay processes involving the prompt emission of multiple fragments is predicted to occur at excitation energies above 4-5 MeV/nucleon .

The experimental evidence for the transition from a sequential binary decay picture to a simultaneous breakup mechanism is discussed in this letter. Some other signals of the expected transition have recently been presented  on the basis of the experimental data set analyzed for the purpose of this letter. The Statistical Multifragmentation Model (SMM)  is one of the “explosive” models and the predictions from this model are compared with the experimental data. A freeze-out volume of $`V=3V_0`$ (radius $`R=1.44R_0`$), without any extra expansion energy , which describes the $`Z6`$ multiplicity and charge distributions at large excitation energies, was assumed for all SMM calculations. Results from the sequential decay model GEMINI , including decay time scales and modified to calculate the trajectories in a mutual Coulomb field  are also presented. As input for all simulations, the mass and charge of the hot residual nucleus at a given excitation energy were based on event reconstruction procedure of the experimental data .

Experiment E900a was performed at the AGS Accelerator at Brookhaven National Laboratory. A secondary 8 GeV/c beam of tagged $`\pi ^{}`$ irradiated a 2 mg/cm2 gold target. The ISiS $`4\pi `$ detector array detects charged particles and fragments with charge up to $`Z16`$ units and $`E/A192`$ MeV . The experimental methods and previous results can be found in . In this letter attention is concentrated on events that detect at least one heavy Intermediate Mass Fragment, IMF, specifically fragments with $`Z_{IMF}=816`$ charge units.

The probability for events with heavy IMFs is presented as a function of $`E^{}/A`$ in Fig. 1. It is observed that the probability is very low at low $`E^{}/A`$, increases noticeably in the excitation energy range 3-6 MeV/nucleon and reaches about 40% at about $`E^{}/A78`$ MeV/nucleon. Taking into account 74% detection efficiency, it can be concluded that the selected events are typical events at the excitation energy of about 6-8 MeV/nucleon, where the detected average number of thermal charged particles is about 12-15, the number of fast cascade particle is 10-15, based on a sample of $`10^5`$ events in this $`E^{}/A`$ range. The thermal particles and fragments were selected by imposing a cutoff energy that accepted only fragments below 30 MeV for $`Z=1`$ and $`9Z+40`$ MeV for heavier fragments . SMM and GEMINI models predict for selected events that up to $`E^{}/A`$=7-9 MeV/nucleon the heavy fragment multiplicity with charge $`Z8`$ is two or slightly larger than two. The second, mainly heavier, fragment than that detected is too slow to be efficiently detected by ISiS. The event reconstruction procedure gives an estimation of the total missing charge that is consistent with a single missing heavy fragment which is equivalent to an IMF for $`E^{}/A>7`$ MeV/nucleon. It is observed on Fig. 1 that experimental data are in good agreement with the SMM model predictions up to $`E^{}/A8`$ MeV/nucleon. The GEMINI model with a density parameter a=A/10 MeV-1 underestimates the probability to detect heavy IMFs above excitation energies 3-5 MeV/nucleon.

In the 8.0 GeV/c $`\pi ^{}+^{197}\mathrm{Au}`$ reaction the center-of-mass system, CM, is very close to the laboratory system, LAB, $`v_{source}0.01c`$. It is observed that the thermal particles and fragments are emitted almost isotropically , consistent with emission from a thermal-like system. The data were also checked to insure that fast particles were not correlated with the heavy fragments and their spectra were independent of the angle relative to the heavy fragment axis. As shown in model calculations , the initial spin of the hot nuclei is low, so for the studies of the thermal decay of the hot nuclei the beam axis doesn’t define any special direction. Therefore, the direction of the heaviest detected IMF in the LAB system was used as the reference axis for further studies.

Alpha-particle kinetic energy spectra are presented in Fig. 2, for a few selected angles, $`\mathrm{\Theta }_{rel}`$, relative to the axis of the heaviest detected fragment $`Z_{IMF}=816`$. On the left side of Fig. 2 the spectra at $`E^{}/A`$=1-3 MeV/nucleon are presented. Over most of the angular range the shape of the alpha-particle energy spectra doesn’t change much. However, the thermal alpha-particle average kinetic energy, $`<E_{kin}>`$, has a maximum value at small- and large-angles, $`<E_{kin}>23`$ MeV. The minimum is observed at 50 deg, $`<E_{kin}>20`$ MeV. The GEMINI model and SMM model (running at $`E^{}/A3`$ MeV/nucleon essentially as a sequential evaporation model) fit the shape of the spectra, however, predict a more pronounced evolution than the experimental data.

The spectra at $`E^{}/A`$=5-7 MeV/nucleon are presented on the right side of the Fig. 2. It is important to note that the multifragmentation model SMM reproduces the slope of the spectra up to about 60 MeV. The GEMINI model predicts much steeper spectra. It is also observed that at angles close to the axis defined by a heavy fragment, the alpha-particle kinetic energy spectra have a different shape than the spectra at the larger angles. The average kinetic energy is $`<E_{kin}>29`$ MeV, compared to a nearly constant value of $`<E_{kin}>24`$ MeV at the angles between 50 and 170 deg. Similar evolution of the energy spectra is also observed for protons and lithium isotopes, i.e. at large excitation and small angles, $`\mathrm{\Theta }_{rel}`$, the kinetic energy spectra are shifted towards higher energy. The modified GEMINI model  predicts a shift similar to the observed one. Tracing the calculations, it was found that at $`E^{}/A`$=5-7 MeV/nucleon GEMINI predicts a short, exponentially distributed time for heavy fragment separation, on average about 100 fm/c. According to the model, most of the alpha-particles are emitted from the hot fragments. The modified version of GEMINI model  shows that preferentially low energy alpha-particles are suppressed towards small angles, $`\mathrm{\Theta }_{rel}`$. Particles emitted from the complementary fragment towards the selected fragment are deflected by the Coulomb field to larger angles $`\mathrm{\Theta }_{rel}`$. This result of the model indicates that secondary decay of the hot fragments (emitted promptly after thermalization) is able to explain the kinetic energy shift at small angles, in despite of all doubts concerning the validity of GEMINI model at large excitation energies.

The SMM model doesn’t show the observed energy shift of alpha-particles at small angles. This failure seems to be related to the difficulties to define a set of parameters at the freeze-out point configuration. In this context it should be noticed that the version of the SMM model used assumes that secondary decay occurs after the heavy fragments have been fully accelerated, at infinite separation distance, taking into account only two-body Coulomb interaction.

It is interesting to discuss the possibility to describe the shift of alpha-particle kinetic energy at large excitation energy, and at small angles, $`\mathrm{\Theta }_{rel}`$, by a fission-like decay scenario. This requires that the hot nucleus survives as a single self-bound object, the heavy fragments separate after a certain delay time, and the alpha-particles are mainly emitted prior to fragment separation, possibly from a strongly deformed system. One can envision two touching hot spherical nuclei at rest, which would resemble a largely deformed system. In a such a case the alpha-particle energy depends only slightly on the emission angle. Particle emission from the neck at the scission configuration seems to be the only mechanism to enhance the yield of low energy particles emitted perpendicular to the fragments. However, it is observed that the average emitted thermal alpha-particle multiplicity at $`E^{}/A`$=5-7 MeV/nucleon is about 5 and to suppress low energy alpha-particles at small angles, the emission from the neck region would have to be a dominant decay process. In other words, the hot nucleus should emit multiple particles mainly from the strongly deformed system, primarily from the neck region, and not from the tip region. Hence, it seems to be difficult to describe such behavior by a fission-like decay mechanism.

The angular multiplicity distributions of thermal particles and light fragments ($`Z=17`$) relative to the emission axis of a $`Z_{IMF}=816`$ fragment are shown on the left side of Fig. 3. The particle multiplicity distributions are plotted for selected excitation energy bins, along with SMM model and GEMINI model predictions. In all such angular distribution plots the decrease at angles below 15 deg reflects the ISiS angular granularity. The GEMINI model and SMM model at $`E^{}/A`$ below 3 MeV/nucleon predict a bump at small angles due to particles emitted from the accelerated fragments. The absence of enhanced emission along the heavy IMF axis in the experimental data indicates that the accelerated fragments have lower excitation energies than predicted by the models. Such a picture is consistent with the binary fission scenario, i.e. the fragments are emitted at the end of the sequential decay chain, in a good agreement with refs. .

The angular distributions at larger $`E^{}/A`$ show that the probability of detecting a particle or fragment close to the selected fragment is suppressed, and suggests that most of the charged particles are emitted almost simultaneous with the selected fragment emission. In other words, the Coulomb field of the heavy fragment makes a cone-shadow not accessible to the other particles emitted at the same time. Consistent with this picture, the SMM model predictions filtered with the detection efficiency procedure describe the experimental data well. At the very large excitation energy, $`E^{}/A`$=7-9 MeV/nucleon, the GEMINI model also fits the data due to the very short time scale predicted by the model: the heavy fragment relative separation time of about 75 fm/c, and the first neutron emission decay time of about 6 fm/c. However, the GEMINI predictions should be taken with the special care at large excitation energies. The predicted decay time at $`E^{}/A`$=7-9 MeV/nucleon is shorter than the time to pass the distance equal to the nucleus diameter with a speed of light. This indicates that the decay time predicted by the GEMINI model is shorter than the energy relaxation time, which contradicts to the model assumption.

In order to investigate systematically the total breakup time of the system and the hypothesis of simultaneous decay, a momentum tensor analysis  was performed on the charged particles. The tensor was built for each event from all detected thermal charged particles and light fragments with $`Z=17`$ charge units. Each element of the tensor, $`Q_{ij}`$, was calculated as:

$$Q_{ij}=\underset{\nu }{\overset{N}{}}\frac{p_i^{(\nu )}p_j^{(\nu )}}{p^{(\nu )}}$$
(1)
where, $`N`$ is the total number of particles in an event, $`p^{(\nu )}`$ is the particle momentum in the center-of-mass system of $`N`$ particles with $`Z=17`$ and $`p_{i,j}^{(\nu )}`$ are the particle momentum Cartesian coordinates. The tensor was diagonalized and the angle between the vector associated with the largest eigenvalue and the emission direction of the selected heaviest fragment, $`Z_{IMF}=816`$, was defined as momentum flow angle, $`\mathrm{\Theta }_{flow}`$. This method permits study of the correlations between the heavy fragments and lighter products of the reaction.

The distributions of the angle $`\mathrm{\Theta }_{flow}`$ are presented on the right side of the Fig. 3. The experimental data are almost isotropically distributed at low excitation energy but develop a maximum at 90 deg that becomes increasingly pronounced with increasing excitation energy. An isotropic $`\mathrm{\Theta }_{flow}`$ distribution assumption describes more than 95% of events at $`E^{}/A`$=1-3 MeV/nucleon but less than 60% of events at $`E^{}/A`$=7-9 MeV/nucleon. These experimental results should be discussed in a frame of different decay scenarios.

If particles are emitted isotropically, before fragment separation, then $`\mathrm{\Theta }_{flow}`$ has also an isotropic distribution. According to the binary fission scenario, this should be the case for the experimental data at $`E^{}/A`$ below 3 MeV/nucleon. The small enhancement of events, below 5%, with $`\mathrm{\Theta }_{flow}`$ greater than zero seems to be due to particle emission perpendicular to the fission axis, perhaps from the neck region at the scission configuration.

If there are additional particles emitted from the accelerated fragments, then the momentum ellipsoid should be elongated in the direction of the heavy fragment emission and the $`\mathrm{\Theta }_{flow}`$ distribution should be focused at small angles (the kinematical focusing effect). This behavior is shown for low excitation energy by the GEMINI and SMM predictions, corresponding to the angular distributions on the left side of the Fig. 3.

On the other hand, if the associated charged particles are emitted at the same time as the heavy fragment, then preferential Coulomb focusing in a direction perpendicular to the selected heavy fragment emission axis is expected. In such a case the momentum ellipsoid is elongated perpendicular to the heavy fragment emission direction and $`\mathrm{\Theta }_{flow}`$ should present a maximum at 90 deg. This focusing effect normal to the heavy fragment axis gives evidence that at high excitation energy the Coulomb focusing effect is stronger than any kinematical focusing effects. The prompt decay scenario, including the Coulomb focusing effect, is contained in the SMM model. Thus, at large excitation energy the SMM model describes the $`\mathrm{\Theta }_{flow}`$ distribution well. The modified version of the GEMINI model, with very short emission times after thermalization also fits the the $`\mathrm{\Theta }_{flow}`$ data at large excitation energy.

The integrated time scale for breakup of the thermal-like system at excitation energies above 5-7 MeV/nucleon can be estimated from the experimental data. At high excitation energy the observed stronger Coulomb focusing relative to kinematical focusing (right side of the Fig. 3) means that fewer particles are emitted after the acceleration time compared to the number of particles emitted within the first 200 fm/c after fragment formation. The modified GEMINI model gives an estimation that more than about 75% of particles emitted after fragment separation would have to be emitted within the first 200 fm/c to create stronger Coulomb focusing effect than kinematical focusing effect. The light fragment, $`Z7`$, angular distributions (Fig. 3) and alpha-particle kinetic energy spectra (Fig. 2) indicate that not many particles can be emitted after the thermalization but before heavy fragment separation. Taking into account these experimental results, it can be concluded that at excitation energies above 5-7 MeV/nucleon the disintegration of the system typically takes place within a total time of approximatively 200 fm/c after thermalization. This short lifetime is in a good agreement with the results obtained from the IMF-IMF intensity-interferometry analysis based on the same experimental data .

The presented results are obtained for events with detected heavy IMF, $`Z=816`$, and IMF-IMF interferometry analysis was based on the set of events with detected two light IMFs, $`Z_{1,2}=49`$. At a large excitation energies, above 5-7 MeV/nucleon these two set of events represent a large, almost complementary set of events, and cover together more than 70% of detected events. However, it seems that the method based on the sample of events with the splits closer to a symmetric split is a better choice looking for the experimental evidences of the expected transformation from the shape deformation decay mode to the prompt decay mode. Moreover, the set of events with detected heavy fragments covers a large range of excitation energy, the fission-like events were already successfully used in the past  to study the decay time scale at low excitation energy, and the IMF-IMF interferometry technique has access only to a marginally low fraction of events at low excitation energy due to a very low IMF emission probability.

In conclusion, it is shown that for hot nuclei at excitation energies below 3-5 MeV/nucleon the experimental data are consistent with a sequential binary breakup scenario , i.e. the heavy fragments are emitted at the end of a sequential decay chain. The fission-like decay scenario above $`E^{}/A`$ of about 6 MeV/nucleon seems unable to fit the experimental data, because it would require emission of too many particles from the neck of the scission configuration. At excitation energies above 3-5 MeV/nucleon, charged-particle emission appears to occur nearly simultaneously with the emission of heavy fragments, $`Z_{IMF}=816`$. The integrated breakup time of the system estimated for the experimental data is approximatively 200 fm/c. This observation is in agreement with the delay times from IMF-IMF small angle correlation studies  and Statistical Multifragmentation Model (SMM) predictions.

Acknowledgements: This work was supported by the U.S. Department of Energy and National Science Foundation, the National and Engineering Research Council of Canada, Grant No. P03B 048 15 of the Polish State Committee for Scientific Research, Indiana University Office of Research and the University Graduate School, Simon Fraser University and the Robert A. Welch Foundation.