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# Thermal metal in network models of a disordered two-dimensional superconductor

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## Abstract

We study the universality class for localization which arises from models of non-interacting quasiparticles in disordered superconductors that have neither time-reversal nor spin-rotation symmetries. Two-dimensional systems in this category, which is known as class D, can display phases with three different types of quasiparticle dynamics: metallic, localized, or with a quantized (thermal) Hall conductance. Correspondingly, they can show a variety of delocalization transitions. We illustrate this behavior by investigating numerically the phase diagrams of network models with the appropriate symmetry, and for the first time show the appearance of the metallic phase.

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The properties of quasiparticles in disordered superconductors have been a subject of much recent interest. Within a mean field treatment of pairing, the quasiparticles are noninteracting fermions, governed by a quadratic Hamiltonian which may contain effects of disorder in both the normal part and the superconducting gap function. Such Hamiltonians are representatives of a set of universality classes different from the three classes which are familiar both in normal disordered conductors and in the Wigner-Dyson random matrix ensembles. A list of additional random matrix ensembles, determined by these new symmetry classes, has been established relatively recently . These additional random matrix ensembles describe zero-dimensional problems, and are appropriate to model a small grain of a superconductor in the ergodic limit. In the corresponding higher-dimensional systems from the same symmetry classes, there can be transitions between metallic, localized, or quantized Hall phases for the quasiparticles . The associated changes in quasiparticle dynamics must be probed by energy transport or (in singlet superconductors) spin transport, rather than charge transport, since quasiparticle charge density is not conserved . There are various possibilities for behavior, depending on the particular symmetry class considered. These have been studied theoretically using nonlinear sigma model methods , numerically , and in quasi-one dimensional models . An important question not addressed in such work so far, and which will not be considered here, is whether the self-consistent solution to the gap equation in the presence of disorder affects the universal statistical properties of the ensembles.

In this paper we present extensive numerical results on a symmetry class with particularly rich phase diagram in two dimensions, class D. The symmetry may be realized in superconductors with broken time-reversal invariance, and either broken spin-rotation invariance (as in d-wave superconductors with spin-orbit scattering) or spinless or spin-polarized fermions (as in certain p-wave states). The nonlinear sigma model for class D  has been shown, in the two-dimensional case, to flow under the renormalization group to weaker values of the coupling constant . The coupling constant is proportional to the inverse of the thermal conductivity of the superconductor, and this flow implies that there is a phase in which there is a nonzero (indeed, diverging ) density of extended fermion eigenstates at zero excitation energy. A superconductor described by this model would be in a thermal metal phase. We will refer to such a phase simply as a metallic phase. In addition, a phase with localized quasiparticles is a natural possibility, and—since time-reversal symmetry is broken—so is one with quantized Hall conductance. Our aim in the following is to investigate the appearance of these phases in simple models.

As our starting point, we take versions of the network model  for a single-component fermion, which we specify in detail after first summarizing our findings. Disorder appears in the network model in the form of random scattering phases, and the symmetries of class D restrict scattering phases to the values $`0`$ and $`\pi `$. Remarkably, within this framework, different particular forms of disorder result in quite distinct physical behavior. We discuss three alternative choices. The first of these (CF) was introduced in work by Cho and Fisher  with the intention of modeling the two-dimensional random bond Ising model (RBIM), which possesses a fermion representation with the symmetries of class D. In fact, as noted subsequently , a precise mapping of the Ising model leads to a second version of the network model, which we label RBIM. In both these models, scattering phases with the value $`\pi `$ appear in correlated pairs. A third model (also discussed in Ref. ), which we denote by O(1), arises naturally if one instead takes scattering phases to be independent random variables. Each model has two parameters: a disorder concentration, $`p`$ ($`0p1`$), and a tunneling amplitude , $`\alpha `$ ($`0\alpha \pi /2`$), which controls the value of the (thermal) Hall conductance at short distances. Our phase diagram for the CF model in the $`(p,\alpha )`$ plane is shown in Fig. 1. It contains a region of metallic phase, and two distinct localized phases, which can be identified with the ordered and disordered phases of the RBIM, or as regions with different quantized Leduc-Righi (thermal Hall) conductivities. As a consequence, three potentially different critical points occur: an insulator-to-insulator quantum-Hall–type transition; an insulator-to-metal transition; and a multicritical point at which all three phases meet. This phase diagram has the form proposed generically for class D in Ref. . In contrast, neither the RBIM nor the O(1) model supports all three phases: arguments that the metallic phase cannot appear in RBIMs with real Ising couplings are given in Ref. ; while in the O(1) model we find no localized phase, in striking distinction to all network models studied previously. We show below how these differences can be understood by solving the models in one dimension and by considering them in two dimensions at weak tunneling.

All these models represent coherent propagation of quantum-mechanical flux on a square lattice of directed links which meet at nodes, as illustrated in Fig. 2. Plaquettes of the lattice can be divided into two sets, according to the direction of circulation around them. For general values of $`\alpha `$, all plaquettes are coupled, but for $`\alpha =0`$ the system separates into uncoupled plaquettes with clockwise circulation, while for $`\alpha =\pi /2`$ it consists of uncoupled anticlockwise plaquettes. Disorder is introduced via a phase $`\varphi _l`$ associated with each link, $`l`$. To make clear the constraints imposed in class D, recall that a Bogoliubov-de Gennes Hamiltonian with this symmetry may be written in terms of a purely imaginary Hermitian matrix . The corresponding time evolution operator is purely real, restricting the generalized phase factors to be O($`N`$) matrices for a model in which $`N`$-component fermions propagate on links, and to the values $`\pm 1`$ for $`N=1`$, the case we treat. It is useful to consider the gauge-invariant total phase, modulo $`2\pi `$, accumulated on passing around each elementary plaquette. In place of individual link phases, randomness can be characterised by the positions of flux lines which thread a subset of plaquettes, adding $`\pi `$ to their phases.

The models we study and the important distinctions between them are as follows. The CF model has transfer matrix tunneling parameters chosen negative with probability $`p`$, and positive with probability $`1p`$ . In consequence, flux lines appear in pairs at a node with probability $`p`$: both members of a pair pass through plaquettes with the same circulation, but different pairs may belong to plaquettes with opposite circulation. The RBIM similarly has a pair of flux lines introduced at each node with probability $`p`$, but with the difference that all flux lines thread plaquettes of the same circulation . Finally, the O(1) model has link phase factors chosen negative with probability $`p`$ and positive with probability $`1p`$, so that the two members of a flux line pair are associated with plaquettes of opposite circulation. Each of the models is invariant under the transformation $`p1p`$, and so we consider only $`0p1/2`$. The CF and the O(1) models are both (statistically) self-dual for all $`p`$ under a Kramers-Wannier transformation that takes $`\alpha `$ to $`\pi /2\alpha `$, leaving the line $`\alpha =\pi /4`$ invariant. The RBIM is not self-dual, except at $`p=0`$. Finally, the CF and O(1) models are equivalent, under a gauge transformation, on the line $`p=1/2`$.

Some of the differences in the behavior of these three models can be illustrated by solving their one-dimensional versions, which consist of a single chain of links and nodes. In one dimension, disorder in the sign of the nearest-neighbor exchange interaction can be removed from the RBIM by gauge transformation, and the inverse localization length has the disorder-independent value $`\xi _{\mathrm{RBIM}}^1\mathrm{arctanh}(|\mathrm{sin}(\alpha )|)`$, finite for all $`\alpha 0,\pi /2`$. An elementary calculation gives for the CF model

$$\xi _{\mathrm{CF}}^1=|12p|\xi _{\mathrm{RBIM}}^1,$$
(1)
so that $`\xi _{\mathrm{CF}}`$ diverges as $`p1/2`$ but is otherwise finite, while for the O(1) model $`\xi _{\mathrm{O}(1)}^1=0`$ for all $`p0,1`$. Thus, the localization properties of the one-dimensional CF model at $`p1/2`$ are like those of models belonging to the Wigner-Dyson universality classes, in that states are localized, while the absence of localization in the O(1) model mirrors that found previously in quasi-one dimensional class D systems .

A second useful approach illustrating differences between these models is to consider their two-dimensional versions in the limit of weak inter-plaquette tunneling ($`\alpha 1`$ or $`\pi /2\alpha 1`$) and weak disorder ($`p1`$). We do this in terms of the discrete-time evolution operator $`U`$ in a closed system, which is an $`N_l\times N_l`$ unitary matrix for a network of $`N_l`$ links ; a similar approach to a different free fermion representation of the RBIM was used in Ref. . The eigenvalues of $`U`$ lie on the unit circle and may be written as $`e^{iϵ}`$. The real $`ϵ`$ ($`\pi <ϵ\pi `$) play the role of excitation energy eigenvalues, and are distributed symmetrically in pairs around $`ϵ=0`$ because $`U`$ is a real orthogonal matrix. Long-time properties are determined by the part of the spectrum near $`ϵ=0`$, on which we now focus. At zero tunneling, it is sufficient to examine an isolated plaquette. In our disorder-free reference system, the evolution operator for a single plaquette satisfies $`U^4=1`$, and hence $`ϵ=\pm \pi /4,\pm 3\pi /4`$. For a single plaquette with a flux line added, $`U^4=1`$ and $`ϵ=0,\pi ,\pm \pi /2`$. Turning on weak tunneling, it is clear that the spectrum near $`ϵ=0`$ for a large system will arise by hybridisation of the $`ϵ=0`$ states from plaquettes with flux lines. In both the RBIM and CF models, there are two scales for this hybridisation, because flux lines appear in the system in adjacent pairs associated with plaquettes of the same circulation. The first consequence of tunneling is to remove the degeneracy within each pair, yielding approximate eigenvalues $`ϵ=\pm ϵ_0`$. At small $`p`$, pairs are dilute and tunneling between different pairs is not sufficient to generate extended states at $`ϵ=0`$. By contrast, for the O(1) model in this regime, there is only one scale for hybridisation, since single flux lines appear independently on the set of weakly-coupled plaquettes. As a result, metallic behavior is not excluded even at $`p,\alpha 1`$.

Our results from numerical simulation supplement this qualitative discussion. We study the CF and O(1) models in cylindrical geometry via the transfer matrix $`T`$, obtaining the positive Lyapunov exponents, $`0\nu _1\mathrm{}\nu _M`$ in a system of width $`M^{}=2M`$ links. A crucial technical aspect of these calculations is our discovery that the standard algorithm  has a serious instability to roundoff errors throughout much of the phase diagram of both models. More specifically, we find that the smallest positive Lyapunov exponent, $`\nu _1`$, may be either identically zero or exceptionally small ($`\nu _1M^1`$). (The first happens in the O(1) model for all $`p`$ and $`\alpha `$, and in the CF model on the self-dual line $`\alpha =\pi /4`$; the second happens in the metallic phase of the CF model.) Under these circumstances, numerical noise from roundoff errors generates a systematic positive error in the value obtain for $`\nu _1`$. From an analytical theory  of the instability, we find that the error in $`\nu _1`$ decreases with reduced noise amplitude $`\eta `$ only as $`|\mathrm{log}(\eta )|^1`$. This instability can be cured by making explicit use in numerical calculations of the structure imposed on $`T`$ by current conservation and the symmetry of class D.

In detail, $`T`$ has the polar decomposition

$$T=\left(\begin{array}{cc}A_1& 0\\ 0& A_2\end{array}\right)\left(\begin{array}{cc}\mathrm{cosh}(\gamma )& \mathrm{sinh}(\gamma )\\ \mathrm{sinh}(\gamma )& \mathrm{cosh}(\gamma )\end{array}\right)\left(\begin{array}{cc}A_3^T& 0\\ 0& A_4^T\end{array}\right),$$
(2)
where $`A_1\mathrm{}A_4`$ are $`M\times M`$ real orthogonal matrices and $`\gamma `$ is an $`M\times M`$ real diagonal matrix. It follows that $`T^TT`$ is diagonalized by the transformation $`B^TT^TTB`$, where

$$B=\left(\begin{array}{cc}A_3& A_3\\ A_4& A_4\end{array}\right).$$
(3)
The standard method for calculating Lyapunov exponents numerically involves acting with the transfer matrices for successive slices of the system on a set of $`M`$ orthogonal vectors, and reimposing orthogonality by means of Gram-Schmidt transformations . If all Lyapunov exponents are separated by gaps, this set of vectors converges to the eigenvectors of $`T^TT`$ associated with the first $`M`$ exponents. Convergence rates are determined by the sizes of gaps between successive exponents. In the present case, convergence rates are seriously reduced if $`\nu _1`$ approaches zero, so that the gap between the smallest positive and largest negative exponents vanishes. Moreover, numerical noise ultimately limits the extent of convergence, and leads to an erroneously large value for $`\nu _1`$. To overcome this, we impose on the $`M`$ vectors concerned not simply orthogonality but instead the fact that their first $`M`$ components separately form an orthogonal matrix $`A_3`$, and their last $`M`$ components form $`A_4`$, as is evident from Eq. 3. The results we obtain in this way for the CF model differ significantly from those of Ref. .

Evidence in support of the phase diagram of Fig. 1 for the CF model is presented in Fig. 3. On the self-dual line ($`\alpha =\pi /4`$) we believe that $`\nu _1`$ is identically zero (as in the one-dimensional O(1) model). For example, at $`p=1/2`$ and $`\alpha =\pi /4`$ we obtain in systems of length $`L=510^5`$ the bounds $`\nu _1<1.510^3`$ at width $`M^{}=4`$ and $`\nu _1<1.510^4`$ at $`M^{}=256`$. In order to search for a possible multicritical point on the self-dual line, we therefore examine the behavior of $`\nu _2`$ . If there is a multicritical point at $`p=p_{\mathrm{MC}}`$, one expects the amplitude ratio $`M^{}\nu _2`$ to show three regimes at large $`M^{}`$, as a function of $`p`$. For $`p<p_{\mathrm{MC}}`$, scaling flow is towards smaller $`p`$ and $`M^{}\nu _2`$ has a $`p`$-independent value governed by the critical point at $`p=0`$. At $`p=p_{\mathrm{MC}}`$, a distinct limiting value arises from the multicritical point. And for $`p>p_{\mathrm{MC}}`$, scaling flow of the conductivity in the metallic phase towards larger values means that $`M^{}\nu _2`$ will slowly decrease towards zero with increasing $`M^{}`$. The data shown in Fig. 3a are consistent with this scenario, although the position of the multicritical point is not well-determined: we find the bounds $`0.05p_{\mathrm{MC}}0.15`$. A quantum-Hall–type transition is observed on crossing the self-dual line by varying $`\alpha `$ at fixed $`p<p_{\mathrm{MC}}`$, as illustrated in Fig. 3b: $`M^{}\nu _1`$ increases with $`M^{}`$ for $`\alpha \pi /4`$ (localization) and vanishes as $`\alpha \pi /4`$ (delocalization). (This transition is expected  to be in the universality class of the pure Ising transition, because the disorder strength scales towards zero, as in the RBIM at small $`p`$.) We determine the position of the metal-insulator phase boundary from the variation of $`M^{}\nu _1`$ with $`p`$ and $`M^{}`$ at fixed $`\alpha \pi /4`$, shown in Fig. 3c. Since $`M^{}\nu _1`$ decreases rapidly with increasing $`M^{}`$ in the metal and increases with $`M^{}`$ in the insulator, the critical point, $`p_\mathrm{C}(\alpha )`$, is identified by the crossing of curves for different $`M^{}`$. In this way, we arrive at the phase diagram for the CF model displayed in Fig. 1.

We believe that the O(1) model has only a metallic phase, and has $`\nu _1`$ identically zero for all $`p0`$. Our calculations cover the range $`0.1p<0.5`$ and $`0.1\mathrm{sin}^2(\alpha )0.5`$. If the model were to support a localized phase, it should appear at small $`p,\alpha `$. As an illustration of the absence of localization, at $`p=0.1`$, $`\mathrm{sin}^2(\alpha )=0.1`$, we calculate for $`M^{}=16`$: $`\nu _1<10^3`$ in the O(1) model, while $`\nu _1=0.83`$ in the CF model.

In summary, we find that two-dimensional models for localization in the symmetry class D can have quite different behavior according to the form of disorder. Several additional points deserve emphasis. The metallic phase of the CF model is self-dual, as is its multicritical point. By contrast, the RBIM is not self-dual but has higher supersymmetry at its multicritical point . There is little reason to suppose that these two multicritical points are in the same universality class. Separately, the apparent absence of an insulating phase in the O(1) model is remarkable, because the bare conductivity becomes small when $`\alpha 0`$ or $`\pi /2`$. Recently, it has been emphasized that the target manifold of the class D nonlinear sigma model is not connected , and this means that domain wall excitations can occur in the sigma model, which must be described by additional parameters, and have not been taken into account in weak-coupling analyses so far. It is likely that these domain walls in the sigma model language are connected with the richness of phases in this symmetry class. In that context, the O(1) model with $`p=1/2`$ is known to be a special case, since it maps to a sigma model without domain walls: this fact suggests that proliferation of domain walls may be necessary for localization .

The work was supported in part by: the EPSRC under Grant GR/J78327 (JTC); the NSF under Grants DMR-98-18259 (NR) and DMR-00-75064 (AWWL); and the DIP German Israeli program (BH and YA).


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# 1 Introduction

## 1  Introduction

Traffic jams are fairly unpredictable because they depend upon a large number of factors, e.g. timing in the traffic, weather conditions, highway maintenance, automobile accidents, some of which are completely random. However once begun, traffic jams display fairly recurrent patterns as to average duration, behavior of the drivers, and so on. This traffic jam parallel has been introduced by Charles Tilly  in the context of historical sociology in order to explain why revolutions can hardly be predicted. It also applies to the occurrence of speculative price peaks: the downturn of price peaks can hardly be predicted because they depend upon a number of (possibly) exogenous factors111 For instance it has been argued (Business Line 8 May 2000) that the spurt in the NASDAQ composite index that occurred in December 1999 and January 2000 was fueled by a Y2K-motivated injection of money into the banking system. Needless to say, no model will ever be able to take into account such circumstantial factors. However, the present paper suggests that when a market rallies or plummets there are some structural invariants which are independent of triggering factors. . However, as is the case for traffic jams, once a price peak is under way it obeys some definite rules; accordingly its outcome can to some extent be predicted at the level of individual companies. More precisely we focus our attention on the relationship between the prices at the beginning of the peak, at the peak and at the end of the peak. We denote by $`p_1`$ the price level at the start of the peak, by $`p_2`$ the price at the peak and by $`p_3`$ the bottom price at the end of the falling price path; we further introduce the peak amplitude $`A=p_2/p_1`$ and the bottom amplitude $`B=p_3/p_1`$. $`A`$ and $`B`$ can be defined for any company in the market; for instance on the NASDAQ where there are currently more than 5,000 companies listed $`A`$ and $`B`$ can be seen as variables for which there are several thousand realizations. In the next section we show that $`A`$ and $`B`$ are closely correlated; with a correlation of the order of 0.75 the following regression holds:

$$B=aA+b$$
(1)
where $`a`$ is usually of the order of 0.4. The fact that $`a`$ is positive means that the higher the peak amplitude, the larger the bottom amplitude; in other words the higher the price of a stock climbs during the rising phase (bull market) the better it resists during the falling phase (bear market). The regularity summarized by equation (1) will be referred to as the resilience pattern. The paper proceeds as follows. In the second section the statistical methodology is explained, then the resilience pattern is established and illustrated through several case studies: we consider three stock market peaks, one price bubble for postage stamps and two real estate bubbles. In the conclusion we discuss the possible implications of the resilience pattern.

## 2  The resilience pattern

### 2.1  Methodology

Let us consider a typical price peak such as the one in Fig.1. While it is easy to identify the moment $`t_2`$ when the price reaches its peak level $`p_2`$, the determination of the initial moment $`t_1`$ (corresponding to $`p_1`$) and the end moment $`t_3`$ (corresponding to $`p_3`$) is not so easy. Fortunately, as will be seen subsequently, the relationship (1) does not depend upon the choice of $`t_1`$ or $`t_2`$ in a critical way. A peak will be delimited in two steps (i) At the global level of the whole market the price peak is identified by using a broad annual index; in that way one already gets a rough definition of $`t_1,t_2,t_3`$ (ii) At the level of individual companies $`t_1`$ will be selected as the first year for which the annual price change is positive, $`t_2`$ as the peak year and $`t_3`$ as the last year for which the annual price change is negative. Let us illustrate the procedure on an example (Fig.1). As one knows there was a short bull market on the NYSE after World War I which culminated in 1920; thus, for the great majority of the stocks the first positive price change was 1921-1922, which leads us to $`t_1=1921`$. At the end of 1929 the downturn occurred very abruptly which means that for almost all stocks $`t_2=1929`$. By and large the market bottomed out in 1931; yet for some stocks such as for instance Consolidated Edison the fall continued until 1935; in that case one would take $`t_3=1935`$. Once the limits of the peak have been determined for each individual stock, the ratios $`p_2/p_1`$ and $`p_3/p_1`$ are computed for the deflated prices; then the correlation and regressions are carried out for the sample of stocks under consideration. We now apply this procedure to several case studies.

### 2.2  Stock markets

As far as stock markets are concerned there is often a tendency to over-emphasize the importance of crashes, by which we understand a rapid fall occurring within one or two weeks, at the expense of the long and steady declines that (in some cases) follow the crash. Crashes are impressive because of their suddenness, but it is not obvious and probably not even true, that crashes have a determining influence on the medium-term (i.e. yearly) evolution of markets. A slide that continues for over two or three years may have more significance for the stock market and for the rest of the economy than the crash itself. A case in point is the parallel between the crashes of October 1929 and October 1987 on the NYSE (Fig.2). The price paths were very similar during the crashes and the six subsequent months; but, as one knows, the ultimate outcomes were very different. This observation suggests that steady slides (which are the topic of this paper) and abrupt crashes are two different phenomena. Applying the procedure delineated above, we obtain the results given in Table 1. Note that the downturn in Paris occurred in February 1929 and cannot therefore be considered as a consequence of the Wall Street crash; incidentally, in Germany the downturn took place in June 1928 that is to say more than one year before the downturn on the NYSE. The analysis for the NYSE is based on the behavior of 85 individual stocks. The correlation is 0.87 for equation (1) and the distribution of sample points in the $`(A,B)`$ plane is shown in Fig.3; it displays the range of both amplitudes and permits to verify that there is no non-linear effect. Since this is the largest sample considered in Table 1, it can can be of interest to take a closer look at the statistical distribution of the amplitudes: $`A`$ and $`B`$ have an average of 5.6 and 2.0 respectively and the standard deviations are 5.0 and 2.3. Moreover it turns out that both $`A`$ and $`B`$ are distributed according to a log-normal density. This could have been expected; indeed, stock prices follow a log-normal law, at least in first approximation that is to say for time-samples of moderate size and time intervals larger than one day, and one knows that the ratio of two log-normal random variables is also a log-normal random variable.

The analysis of the Paris stock market is not based on individual stocks but on a set of indexes corresponding to 19 different economic sectors, e.g. banks, coal mines, railroads, electricity, chemicals, etc. Some indexes comprise more individual stocks than others, for instance the bank index comprises 20 banks while the electricity index has only 11; on average there are about 14 companies per sector. The results for the $`B`$ versus $`A`$ regression are given in Table 1: the $`a`$ estimate is fairly close to the one obtained for the NYSE. The analysis of the 1989 peak on the Tokyo market is also based on indexes corresponding to different economic sectors. With as many as 26 different sectors the classification given in the Japan Statistical Yearbook is even more detailed than the previous one. It is not obvious whether that peak began in 1985 or in 1980. It is true that the increase between 1980 and 1985 was not monotonic, but one can argue with good reason that these fluctuations were rather circumstantial. It is reassuring to observe that by taking $`t_1=1980`$ one is lead to estimates which are fairly similar to those obtained for $`t_1=1985`$; the fact that the correlation is higher in the first case in fact suggests that $`t_1=1980`$ is the most “natural” starting point.

On the basis of the resilience pattern it could seem that one can invest in high-growth companies without much risk. This is not completely true however for that rule only concerns the medium-term behavior in the vicinity of a given peak; it does not guarantee that in the long-run the price of a stock which has experienced a huge peak will continue to increase. A spectacular counter-example is shown in Fig.4. Not only did the price of Columbia Gas System never again reach the level it had attained in 1929 but it remained far below.

### 2.3  Other speculative markets

The consideration of other speculative markets relies on the implicit assumption that the basic mechanisms of speculation are similar for any speculative market. In this paragraph we examine the cases of postage stamp and real estate markets. These markets are particularly suited for this kind of investigation because (i) they have large price peaks and (ii) they comprise a large number of different items which will play the same role as individual stocks or economic sectors in our previous study.

During Word War II there was a postage stamp bubble in France which was triggered by the fact that inflation was high (the consumer price index increased from 130 in 1941 to 350 in 1945) while at the same time, due to war restrictions there was only a small outlet for consumption. Thus almost all stamps experienced a price peak (usually culminating in 1944) with their real (i.e. deflated) price multiplied by a factor of 3 or 4. The present investigation focuses on 19th century French stamps. Table 1 shows that the correlation between peak and bottom amplitude although still significant is smaller than in previous cases. This can possibly be attributed to the fact that the prices given in stamp catalogs are estimates made by stamp experts and traders rather than real market prices. Estimates are particularly difficult to make for stamps which are not traded very often; such is the case for the stamps which are particularly rare and expensive. Now (see in this respect  ) the expensive stamps are also those for which the peak amplitude $`A`$ is largest and any bias for large $`A`$ sample points will notably affect the correlation and the slope of the regression line.

Our next example concerns the real estate market in Paris. Between 1985 and 1995 there was a price peak which resulted in a doubling, and in some areas a three fold increase, of apartment prices. First, we consider the prices in 20 different districts (“arrondissements”) of downtown Paris (i.e. the so-called “Paris intra-muros” area). The regression leads to values for the correlation and for the slope of the regression line which are similar to those obtained in the case of stock markets. As shown in Fig.5 the sample points in the $`(A,B)`$ plane are evenly distributed along the regression line and do not display any obvious non-linear effect. The second result concerns the same price peak but for apartments according to their size (from one- to five-room). Not surprisingly, due to the small number of sample points the error margin is fairly large; note that the value $`a=0.4`$ obtained in previous cases is within the error bars.

Up to that point all our results were consistent with the resilience pattern, but the following case lead to an unexpected result. It concerns the real estate bubble which occurred in Britain in the 1980s; from the area of London where it started, it spread progressively northward to the rest of the country. Price results can be analyzed at the level of each of the 11 regions composing Britain. The result came as a surprise; in this case the amplitudes are negatively correlated and the correlation is fairly low. In order to see if the negative correlation is found elsewhere it would be of great interest to perform a similar test for other countries; unfortunately, in France reliable regional housing prices are only available since 1995.

## 3  Conclusion

About 60 percent of the 222 sample points in Table 1 concerned stock markets. Thus, the evidence supporting the resilience pattern for stock markets was particularly strong. Yet, it was important also to show that the resilience effect is not confined to stock markets for it suggests that a possible theoretical framework should apply to other speculative markets as well. Let us now briefly discuss the significance and possible implications of the present finding. In the late 1990s econophysicists along with some economists () devoted great attention to the statistical analysis of stock market indexes, the overall objective being the identification of possible scaling laws. Yet, indexes do not give great insight into the internal mechanisms of stock markets. Such an understanding can only be gained by opening the “black box” and studying the interactions that take place between individual stocks. This idea has recently gained more acceptance as shown by a number of innovative papers going into that direction; e.g. \[3, 4, 6 \]. Finally, let us briefly consider the next step, namely the construction of a theoretical framework. Obviously any model is (and has to be) a schematization of the real world; therefore, constructing a “realistic” model cannot be a viable and suitable objective; models need more precise “targets” and “guiding lights”. In a number of recent empirical studies we have tried to define such targets: the sharp peak - flat trough pattern , the price multiplier effect , the relationship between stock market crashes and increases in interest rate spread  define quantitative patterns which provide useful guiding lights for the construction of a theoretical framework. On the theoretical side some promising advances have been made recently which can possible provide an adequate framework for the description of the internal machinery of stock markets. For instance one would not be surprised to see percolation (see in this respect ) play a role in the spread of a bubble; after all, a speculative outburst can be seen as propagating from high-growth stocks to low-growth stocks in the same way as a technical innovation progressively gains acceptance in an economy.

Acknowledgments I would like to express my gratitude to the statistical experts of the Halifax Company (U.K.) and the Chambre des Notaires (Paris) for their kind assistance.

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(4) MANTEGNA (R.N.) 1999: Hierarchical structure in financial markets. European Physical Journal B 11,1,193-197.

(5) MASSACRIER (A.) 1978: Prix des timbres-poste classiques de 1904 à 1975. A. Maury. Paris.

(6) PLEROU (V.), GOPIKRISHNAN (P.), AMARAL (L.A.N.), MEYER (M.), STANLEY (H.E.) 1999: Scaling of the distribution of price fluctuations of individual companies. Physical Review E 60,6,6519-6529.

(7) ROEHNER (B.M.) 2000: Speculative trading: the price multiplier effect. The European Physical Journal B 14,395-399.

(8) ROEHNER (B.M.) 2000: Identifying the bottom line after a stock market crash. International Journal of Modern Physics 11,1,91-100.

(9) ROEHNER (B.M.) 2001: Hidden collective factors in speculative trading. Springer-Verlag. Berlin (to appear).

(10) ROEHNER (B.M.), SORNETTE (D.) 1998: The sharp peak - flat trough pattern and critical speculation. The European Physical Journal B 4,387-389.

(11) ROEHNER (B.M.), SORNETTE (D.) 1999: Analysis of the phenomenon of speculative trading in one of its basic manifestations: postage stamp bubbles. International Physical Journal B (to appear).

(12) TILLY (C.) 1993: European revolutions 1492-1992. Blackwell. Oxford.

Fig.1 Course of the price for three stocks versus Dow Jones Index. The prices are yearly highs. During the bull market 1921-1929, the prices of Coca Cola and Columbia Gas (an utility company) have increased faster and more than the DJ average, while the price of Burlington Northern (a railroad company) has increased slower and less than the DJ. The circles and squares show the peaks and troughs respectively. The resilience pattern reveals itself in the fact that when a peak is above (or below) the DJ average the same situation prevails for the trough. Sources: Common stock price histories (log supplement); Dow Jones Investor’s handbook (1972).

Fig.2 Parallel between the crashes of 1929 and 1987. Monthly prices. During the 8 months before and after the crash the behavior of the Dow Jones Index was very much the same in both cases; as one knows the subsequent evolution was very different however. This suggests that crashes and long-lasting slides are two distinct (and not necessarily related) phenomena. Sources: The Dow Jones averages 1885-1970; OECD main economic indicators (1969-1988).

Fig.3 NYSE, 1921-1932 peak: distribution of 85 sample points in the $`(A,B)`$ plane. Each triangle corresponds to a stock; the prices are yearly highs. Dotted line: linear regression (correlation is 0.87). Source: Common stock price histories (log supplement).

Fig.4 Long-term behavior of the price of Columbia Gas System. The prices are yearly highs. The price of that utility stock increased tremendously during the 1921-1929 bull market; then, from 1932 to 1936 it fluctuated around 200 before falling to about 30; it never really recovered in the second half of the 20th century. The chart does not cover the 1990s because there was a change in the name of the company; however it can be noted that during the 1990-2000 bull market the Dow Jones Utilility index increased 1.7 times less than the Standard and Poor’s 500; this would give a stock price of about 200 in year 2000, still well below the 1929 high. Source: Common stock price histories (log supplement).

Fig.5 Paris, 1985-1995 real estate peak: distribution of 20 sample points in the $`(A,B)`$ plane. The numbers correspond to the 20 arrondissements. Source: Chambre des Notaires.


text:
# The Arecibo OH Megamaser Survey and the Galaxy Merger Rate

## 1. The Survey

The Arecibo OH megamaser (OHM) survey selects candidates from the PSCz redshift catalog (Saunders et al. 2000) with the criteria: (1) $`f_{60\mu m}>0.6`$ Jy, (2) $`0.1<z<0.45`$, and (3) $`0^{}<\delta <37^{}`$ (Darling & Giovanelli 2000). With a detection rate of 1 OHM in 6 candidates, the complete survey will double the sample of OHMs to roughly 100 objects. The survey has identified 35 new OHMs in luminous infrared galaxies to add to the sample of 55 found in the literature. There is a strong bias for the most FIR-luminous galaxies to host OHMs, and a weak FIR color dependence (see Figure 1). OHMs are detectable out to $`z=3`$–5 with modern instruments, and can thus be used to measure the high luminosity tail of the luminous IR galaxy luminosity function for redshifts spanning the epoch of major galaxy mergers ($`0.5<z<5`$). Blank field surveys for OHMs at various redshifts can also measure the galaxy merger rate as a function of cosmic time (Briggs 1998).

Variability has been detected in several OHMs, and is currently under investigation. The variability appears over time scales of months in individual spectral features rather than in broad-band modulation which could be attributed to antenna calibration or pointing errors. Variability in OHMs constrains the sizes of the variable and quiescent spectral features, regardless of the source of modulation (intrinsic to the source or due to propagation effects). Intrinsically variable regions would have sufficiently small angular sizes that they would also be expected to scintillate (see Walker 1998). We thus attribute the variability to interstellar scintillation, which gives a weaker constraint on the sizes of emission regions than intrinsic variability. Variability in OHMs, particularly those with $`0.1<z<1.0`$, will provide a powerful tool for understanding the small-scale physical settings and mechanisms of masers which can be observed at cosmological distances.

### Acknowledgments.

The authors are very grateful to Will Saunders for access to the PSCz catalog and to the excellent staff of NAIC for observing assistance and support. This research was supported by Space Science Institute archival grant 8373 and 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.

## References

Briggs, F. 1998, A&A, 336, 815

Darling, J. & Giovanelli, R. 2000, AJ, 119, 3003

Saunders, W., et al. 2000, in Cosmic Flows: Towards an Understanding of the Large-Scale Structure in the Universe, ed. S. Courteau, M. Strauss & J. Willick (San Francisco: ASP), in press

Walker, M. A. 1998, MNRAS, 294, 307


text:
# 1 Introduction

## 1 Introduction

In June 1998, the Alpha magnetic spectrometer AMS  had a test flight on board space shuttle and recorded some $`10^8`$ events. The AMS proton and leptons spectrum  have a magnetic latitude dependence. The spectral shape of primary cosmic rays can be explained by the geomagnetic rigidity cutoff. However, below the rigidity cutoff, a second spectrum was clearly seen. The energy of this second spectrum is as high as 6 GeV, 10 times higher than previous measured energy in the radiation belts! Beside this apparent difference, these second spectrum particles have similar trajectories as particles in trapped radiation, however, the fate are quite different. The discovery of these GeV sub-rigidity particles create new questions about the radiation belts and the atmospheric neutrinos flux. In this article, the trajectories of these particles are simulated in the same condition as AMS. They are shown to explain the complex behaviors of these secondary particles.

## 2 Trajectory Tracing

A trajectory tracing program  are used to trace particle trajectory forward and backward in time. The interactions between particles and atmosphere are ignored. The particles are defined as cosmic rays if their radial distance greater than $`10R_E`$ ($`R_E`$ mean Earth radius 6371.2km) when traced backward. The particle hit the ground in backward tracing is defined as atmospheric secondary. Physically, it is impossible to hit the ground at these energy regions. A limit of 40-km altitude was set as the top of atmosphere (TOA). The position where particle originates (traced backward) at 40 km altitude is defined as the “source”. The position where particle re-enter atmosphere (traced forward) at 40 km altitude is defined as the “sink”. The total time from the source to the sink, i.e. from creation to absorption by atmosphere, is called the “lifetime”. Two groups of events are found, the Short-Lived Particles (SLP) which have lifetime in the order of bouncing period and the Long-Lived Particles (LLP) which have lifetime much longer than bounce period and less than drift period.

## 3 The Short-Lived Particles

The SLP are absorbed by atmosphere in several bouncing motions between southern and northern hemisphere after their creation. Their motions can be categorized by the number of magnetic equator crossing times. This number corresponds to the ratio of lifetime to the half of bouncing period. The most common crossing times are 1 and 2. Figure 1 show the trajectories of those two cases. The bouncing period is inverse proportional to particle velocity . At GeV range, the electron and positron move at $`\beta 1`$. Therefore, the lifetime is independent of energy.

Since SLP are created and absorbed by atmosphere in very short time, their source and sink positions must follow the magnetic field line to TOA and ground. Therefore the distribution of sources and sinks have a pattern similar to the flight path of detector. The SLP are detected all over the AMS covered area, latitude $`51.5^o`$ to $`+51.5^o`$. In the equatorial region, there is a gap in the source/sink of SLP. Inside this gap, the local magnetic field line can not reach AMS altitude, particles within this gap could not fly up to AMS altitude and be detected as SLP.

## 4 The Long-Lived Particles

Particles produced inside the gap need to drift to higher altitude to be detected. This drift motion increase the lifetime. Figure 4 show the summary of trajectories of two LLP events. The source and sink of the LLP are separated to two regions. The main reason is the offset of the center of geomagnetic dipole from the center of the Earth. Along the magnetic equator, one side (magnetic longitude $`180^o`$) the magnetic field are stronger, so the particle move to higher altitude; on the opposite side (magnetic longitude $`0^o`$), the magnetic field are weaker and particles move to lower altitude and could hit the TOA, shown in figure 4. Positive LLP are generated in magnetic longitude $`180^0`$ to $`0^o`$ and sink to magnetic longitude $`0^o`$ to $`180^o`$. Negative particles reverse this direction. For particles coming directly from top of magnetic longitude $`0^o`$, they fly to AMS altitude not far from their source or sink. These regions are excluded in the AMS analysis. Therefore, the source and sink are separated in east and west of the magnetic longitude $`0^o`$.

The mean lifetime of LLP is approximately half of drift period which is proportional to $`1/\gamma \beta ^2`$ . Therefore the lifetime and energy have an approximately inverse proportional relation.

These LLP create a partial ring current, their trajectories cover altitude from $`1R_E`$ to $`1.2R_E`$, the mirroring magnetic latitudes are within $`\pm 25^o`$. This non-uniform,(not anisotropic as AMS claimed), distribution of LLP is result of multi-pole moment of geomagnetic filed. In a centered dipole field, there will be no LLP.

The source(sink) of positive(negative) LLP are separated to two groups, north and south of magnetic equator. This is the effect of asymmetry of geomagnetic field in magnetic latitude. The magnetic equator is not always the position where the magnetic field is minimum. At magnetic longitude $`60^o130^o`$, the positions of minium magnetic field are south of magnetic equator, particles reach lower altitude in area south of magnetic equator and have chance to hit TOA. For magnetic longitude $`>130^o`$ or $`<60^o`$, particles will hit TOA in area north of magnetic equator.

## 5 Position Electron Ratio

The secondary positron and electron ratio can be higher than 4 and have a latitude dependence. This effect is dominated by rigidity cutoff. Secondary positrons from west and electrons from east have chance to move to space. However, the rigidity cutoff from west is lower than from east, so there are more positrons than electrons. The difference of rigidity cutoff between east and west decrease at higher latitude, therefore the $`e^+/e^{}`$ decreases too. Base on the following assumptions:

1. Positrons all come from west and electrons all come from east.
2. Dipole field and Stromer rigidity cutoff.
3. Primary cosmic rays flux follows power law spectrum $`\mathrm{\Phi }(E)E^\gamma `$.
4. At interesting energy region $`10GeV/c^2<E<1TeV/c^2`$, the multiplicity of total secondary particles are simplified as proportional to power law of primary cosmic ray energy , $`M(E)E^\eta `$.

this simple model predict

$$e^+/e^{}=\frac{\mathrm{\Phi }(e^+)}{\mathrm{\Phi }(e^{})}=\left(\frac{1+\sqrt{1\mathrm{cos}^3\lambda }}{1+\sqrt{1+\mathrm{cos}^3\lambda }}\right)^{2(\gamma +\eta +1)}$$

The particles are produced in 40Km altitude and transported to 380Km by the same L shell. Using $`\gamma =2.75`$ and $`\eta =0.5`$, the predicted $`e^+/e^{}`$, shown in figure 5, are consistent with the AMS results.

For different incident angles, the difference in rigidity cutoff decrease, so does $`e^+/e^{}`$. However, the conservation of isospin make the positron multiplicity higher than electron multiplicity at primary energy below $`10GeV/c^2`$. This effect will increase $`e^+/e^{}`$. A Monte-Carlo simulation which include realistic geomagnetic field and particle interactions is in progress.

## Acknowledgments

This work is supported by NSC-89-2112-M-001-034, National Science Council, Taiwan, Republic of China.


text:
# Effect of in-medium properties on heavy-ion collisions

## 1 Introduction

We study in the following the in-medium effects of hadrons with strangeness. The paper is split in two main parts, one dealing with kaons and antikaons, the other with hyperons. In both parts, we discuss first our basic knowledge of the underlying kaon/antikaon-nucleon, hyperon-nucleon and hyperon-hyperon interaction, respectively, and how it relates to an optical potential at normal nuclear density. Implications for the properties of neutron stars are discussed. Then we proceed to apply the possible in-medium effects to heavy-ion collisions. In the first part about kaons and antikaons, special emphasis will be put on the fact, that the in-medium effects probed in heavy-ion collisions are entirely different from the ones in the interior of neutron stars. This results in a reinterpretation of the subthreshold production rates of antikaons as measured at GSI. In the second part about hyperons, we focus on the possibility of forming bound states of hyperons in heavy-ion collisions at freeze-out by virtue of a highly attractive hyperon-hyperon interaction. The properties and decay patterns of these strange exotic particles are quite unique and make them well distinguishable experimentally from ordinary hadrons and nuclei.

## 2 Kaons in matter

### 2.1 Kaon-nucleon interaction

The study of kaons in dense matter has attracted much interest in recent years in particular due to its possible implications for neutron stars. For the K+ we know from the low-density theorem, that the optical potential is repulsive in matter

$$\mathrm{\Pi }_{K^+}=t_{K^+N}\rho _NU_{\mathrm{opt}}^{K^+}=+30\text{ MeV }\rho /\rho _0$$
(1)
where $`t_{K^+N}`$ is the (known) elementary K+N scattering amplitude. The low-density theorem can not be applied to the K-, because of the appearance of inelastic channels in dense matter as K-N$`\mathrm{\Sigma }\pi `$. The strong coupling to these inelastic channels, they are about 100 MeV below threshold, gives rise to a large imaginary part and to a resonant state just below threshold so that the isospin zero scattering length is repulsive. This resonant state, the $`\mathrm{\Lambda }(1405)`$ resonance, controls the in-medium properties of the K-. There are two indications, that the optical potential for the K- changes sign in the medium. Firstly, the study of kaonic atoms reveals that a fit with a nonlinear density dependence can reduce the energy of the kaon by nearly 200 MeV inside the nucleus . Secondly, a coupled channel calculation for the K- in the nuclear medium produces also an attractive potential of $`U_K^{}100`$ MeV at $`\rho _0`$ , although it is much shallower than the one extracted from kaonic atoms. Here, the $`\mathrm{\Lambda }(1405)`$ mode is shifted up in the medium, so that the K- feels its truly attractive potential. The implications for the properties of neutron stars can be quite drastic. Ignoring the hyperon degrees of freedom, the maximum mass of a neutron star is considerably reduced . Also, the minimum radius can decrease from values around 12 km to nearly 8 km . These small radii occur only for relatively large values of the K- optical potential which are between the values quoted from kaonic atoms and coupled channel calculations. In this case, a first order phase transition occurs in the interior of the neutron star building a mixed phase of an ordinary nucleonic phase and a kaon condensed phase. The smallness of the radius of a neutron star might then signal a first order phase transition. But as we will see below, this is not a unique feature for kaon condensation inside neutron stars.

Heavy-ion collisions provide an important tool to pin down the possible in-medium effects for antikaons. Especially, the production rates of K- at subthreshold bombarding energies are regarded as a measure of the antikaon optical potential . Now the situation in heavy-ion collisions is completely different compared to kaonic atoms or neutron stars. In the latter two cases, the antikaon optical potential is probed at zero momentum and zero temperature. In heavy-ion collisions, on the contrary, matter is in motion and antikaons are produced with a finite momentum relative to the matter rest frame. In addition, the matter is not only dense but also heated up — slope parameters of 90 MeV have been extracted from the hadron spectra. So the relevant observable in heavy-ion collisions is the optical potential of the K- at finite relative momentum and finite temperature.

### 2.2 Coupled channel calculations at finite relative momentum and temperature

We studied the properties of the K- in such an environment within a coupled channel calculation . A simple separable SU(3) symmetric potential is used whose parameters are fixed by the shape of the $`\mathrm{\Lambda }(1405)`$ resonance. This also gives a reasonable description of the various cross sections, although we underestimate the elastic channel and overestimate the charge exchange reaction K-p$``$ K0n. In the medium, the loop integral over the intermediate states ($`\overline{K}N`$, $`\pi \mathrm{\Sigma }`$, $`\pi \mathrm{\Lambda }`$) is modified. In the following, we just discuss the simplest case, when only the nucleon propagator is changed in the medium. In-medium effects for the hyperons are found to be negligible . A selfconsistent treatment of the antikaon, as done in , would only strengthen our conclusions about the optical potential of the antikaon in heavy-ion matter.

The temperature dependence of the K- optical potential is shown in figure 1 for different densities. One sees, that the K- optical potential suddenly changes sign for a sufficiently large temperature. For normal nuclear density $`\rho _0`$, this happens to be at a critical temperature of $`T_c=32`$ MeV. For twice normal nuclear density the critical temperature is about twice this value. In both cases, the critical temperature stays well below the slope parameter of $`T=90`$ MeV measured in the relevant heavy-ion experiments at GSI. Note, that the value of $`T_c`$ is equal to the nucleon Fermi energy. Pauli blocking effects begin to wash out and to get ineffective at $`T_c`$ for providing an attractive potential for the antikaon. At large temperatures, the optical potential saturates at a positive (repulsive) value. Here, the interaction between K- and the nucleons can again be described by the low density theorem as the systems gets diluted by the high temperature. The repulsive potential at large temperatures is then just proportional to the repulsive scattering length times the density, as can be read off from figure 1. We found a similar but less pronounced effect, when incorporating a finite relative momentum for the K- optical potential . For momenta relevant to subthreshold production of K- at GSI, the optical potential turns out to be repulsive, too. We conclude at his point, that the K- feels a much shallower if not repulsive potential in heavy-ion collisions. Hence, the hitherto used argumentation that a reduced effective energy of the K- is responsible for the enhanced subthreshold production of K- seen at GSI should at least be reconsidered.

There are two comments and a question in order at this point. Firstly, a selfconsistent treatment of the K- results also in much shallower optical potentials of $`30`$ to $`40`$ MeV at $`\rho _0`$ even for the zero momentum, zero temperature case  strengthening our conclusions made above. Recently, a selfconsistent calculation has been performed by Tolos et al within the Bonn model, which takes into account all higher partial waves . They find a value of $`80`$ MeV for the antikaon optical potential at $`\rho _0`$, which is still lower than the $`U_K^{}=100`$ MeV of the nonrelativistic coupled channel calculation used above. Secondly, the results for finite momenta have to be taken with care, as p-wave contributions might become important, which have not been included here (see ). Again the momentum dependence is much weaker in the Bonn model calculation including all partial waves  than in our calculations which takes into account only the s-wave contributions. Note, that the large temperature effects seen in figure 1 are unaffected by these comments.

So if the antikaon feels that weak attraction (if at all) in heavy-ion collisions, how can one explain the enhancement of K- production rates as measured at GSI?

One possible explanation might be provided by studying the in-medium cross sections for the antikaons. Indeed, the fact that the $`\mathrm{\Lambda }(1405)`$ mode is shifted up in the medium directly relates to an tremendously enhanced imaginary scattering amplitude, i.e. an enhanced cross section, at and above the threshold energy. We define an enhancement factor of the cross section by the ratio of the cross section at normal nuclear density over the one at zero density. The enhancement factor for the production cross section of the K- via the hyperon-pion channels is depicted in figure 2 versus the colliding energy of the K-p pair. The production cross section $`\mathrm{\Sigma }\pi K^{}p`$ is enhanced by an order of magnitude, while the $`\pi ^0\mathrm{\Lambda }`$ channel is barely affected. The reason is, that only the isospin zero amplitude, where the $`\mathrm{\Lambda }(1405)`$ is sitting, is enhanced in the medium. The $`\pi ^0\mathrm{\Lambda }`$ does not couple to isospin zero, while the $`\mathrm{\Sigma }\pi `$ does. This explains the difference in the enhancement factor seen in figure 2. The dominant peak structure around $`\sqrt{s}=1.49`$ GeV stems from the $`\mathrm{\Lambda }(1405)`$ which is shifted well above threshold in the dense nuclear medium. The position of the peak depends on the density. It is noteworthy, that especially the $`\pi ^{}\mathrm{\Sigma }^+`$ production channel is enhanced at threshold. Indications of this medium enhancement can be deduced from K- absorption on nuclei . As shown in , finite momentum, finite temperature and selfconsistency effects are not as crucial for the cross sections as for the optical potential, so that an enhancement, although somehow diminished, prevails. Hence, the cross section enhancement seems to be a viable tool to explain the K- enhancement. As we will see in the following, this is not yet the full story.

### 2.3 Confrontation with experimental data on K- production

To elucidate the possible influences of in-medium potentials and in-medium cross sections, a relativistic transport model has to be asked for advice. Here we use the BUU transport model of . Details of the included strangeness production and absorption channels as well as of the implemented kaon-nucleon interactions can be found in . The model gives a reasonable description of the pion and K+ production data. For the K-, we implement the following three in-medium effects of our coupled channel calculations in addition to the free case. In all these cases, effects from a finite relative momentum and finite temperature are ignored to study the maximum possible in-medium effect in our approach. Firstly, an optical potential of the K- is included which scales with density as done in all previous simulations with in-medium effects for the K-. Note, that this provides the maximal in-medium effect for the K- optical potential which, as outlined before, is probably weakened at finite relative momentum. Secondly, the in-medium cross section is taken into account. Thirdly, both effects are added to the simulation. This case gives the maximum in-medium effect.

Let us begin by looking at the collision spectra in figure 3. An in-medium potential for the K- increases the number of $`\overline{K}NY\pi `$ collisions by about a factor two as more antikaons are produced. The energy shift of the antikaon in the medium also populates the collisions spectra below the threshold energy. A modification of the cross section in the medium triples the number of $`\pi \mathrm{\Sigma }\overline{K}N`$ processes. Finally, the combined effects of in-medium potential and cross section enhances the collisions spectra by a factor five below $`\sqrt{s}=1.52`$ GeV. Note, that a modified cross section enhances both reactions, the production as well as the absorption reactions, due to detailed balance. As the systems is close to equilibrium, the enhanced production of antikaons is nearly compensated by the increased absorption rate.

This effect shows up also in the final production cross section (see figure 4). The medium effects for the K- are less drastic than expected from the sizable in-medium changes of the optical potential and the cross sections. We see a maximum enhancement of about a factor of three for low momentum K- compared to the free case which is much less than the anticipated order of magnitude enhancement from the in-medium cross section enhancement or the optical potential. Interestingly, the result without in-medium effects is already close to the data points of the KaoS collaboration and the inclusion of in-medium effects just puts the curve closer to the data.

The ratio of produced K- to K+ as measured by the FOPI collaboration is plotted in figure 5. Again, one notices that the production rate of K- is not very sensitive to in-medium effects. Only the combined maximum effect of a deeply attractive optical potential of the K- and an enhanced cross sections results in a significant deviation of the K-/K+ ratio from the one of the free case. While the free case is on top of the data points, the in-medium effects seem to overpredict the ratio slightly. The in-medium results do not differ significantly from the free case, because the system is already so close to chemical equilibrium that an acceleration of the reaction rates due to larger cross sections or reduced masses has no further influence on the final production yields.

Our results are in accord with the success of the statistical model in the canonical ensemble in describing the kaon and antikaon production data . In this model, no in-medium effect is required to get the K-/K+ ratio, too. Another hint for the success of the statistical model might be provided by the collision spectra of figure 3. The in-medium cross sections enhance the number of collisions involving the K- without changing the final number considerably, so that a purely statistical analysis becomes applicable. Hence, we judge from figures 4 and 5 that the K- production numbers are not a very sensitive probe of possible in-medium effects of the K- in dense matter.

In summary, our investigations seems to indicate that one has to look for more subtle observables to pin down the possible in-medium effects for the antikaons in a less ambiguous way. One such observable might be well constituted by the K- flow pattern. This feature of the K- flow is demonstrated in figure 6. Without medium modifications and even for a modified cross section, the K- shows an antiflow. An attractive K- optical potential makes the K- to flow with the nucleons. We found that only an attractive potential for the K- switches from an antiflow to a flow of the K-. The inclusion of temperature effects will also result in an antiflow pattern. Therefore, a measurement of the flow of the K- might be better suited to extract the attractive optical potential of the K- than the K- production rates.

## 3 Hyperons in matter

### 3.1 Baryon-baryon interactions and strange dibaryons

In the following we discuss the properties of hyperons in dense matter. The detailed study of $`\mathrm{\Lambda }`$-hypernuclei gives important information about the underlying nucleon-$`\mathrm{\Lambda }`$ interaction. Actually, the $`\mathrm{\Lambda }`$ is the only hadron, besides the nucleons, where we know for sure the in-medium properties at normal nuclear matter density as it has been measured to be $`U_\mathrm{\Lambda }=27`$ MeV, contrary to e.g. the kaons and antikaons. For the other hyperons the situation is less clear. No bound states of heavy $`\mathrm{\Sigma }`$-hypernuclei have been found  (note that the only known $`\mathrm{\Sigma }`$-hypernucleus $`{}_{\mathrm{\Sigma }}{}^{}{}_{}{}^{4}`$He is bound by virtue of an attractive isospin force ). The nucleon-$`\mathrm{\Xi }`$ interaction as extracted from the few $`\mathrm{\Xi }`$-hypernuclear events is attractive and gives a potential depth of $`U_\mathrm{\Xi }=20`$ to $`25`$ MeV at $`\rho _0`$ . Recent measurements of final state interactions of nucleons and $`\mathrm{\Xi }`$ indicate a somewhat smaller value of $`U_\mathrm{\Xi }=14`$ MeV or less . The $`\mathrm{\Lambda }\mathrm{\Lambda }`$ interaction is also found to be attractive in the available double $`\mathrm{\Lambda }`$ hypernuclear data , even more attractive than the N$`\mathrm{\Lambda }`$ interaction. For the other hyperon-hyperon interactions ($`\mathrm{\Lambda }\mathrm{\Sigma }`$, $`\mathrm{\Sigma }\mathrm{\Sigma }`$, $`\mathrm{\Lambda }\mathrm{\Xi }`$, $`\mathrm{\Sigma }\mathrm{\Xi }`$ and $`\mathrm{\Xi }\mathrm{\Xi }`$) nothing is known at present. Nevertheless, a strongly attractive hyperon-hyperon interaction can quite strongly effect the global properties of a neutron star. A third solution to the Tolman-Oppenheimer-Volkov equations can be found for highly attractive hyperon-hyperon potentials, which has extremely small radii of 6–8 km . Hence, these so called hyperstars have similar small radii as the ones obtained for kaon condensation in neutron stars.

Theoretically, the strength of the hyperon-hyperon interaction can not be deduced from general arguments. Model calculations predict that the hyperon-hyperon interaction is so attractive in certain channels that it leads to the existence of bound systems of two hyperons. The most recent Nijmegen model even suggests that states of $`\mathrm{\Sigma }\mathrm{\Xi }`$ and $`\mathrm{\Xi }\mathrm{\Xi }`$ dibaryons might be deeply bound .

### 3.2 Weak decay patterns and signals in heavy-ion collisions

Heavy-ion experiments are the only terrestrial source which can possibly shed light on the issue of the baryon-baryon interactions for hyperons. Dozens of hyperons can be produced in a single central heavy-ion collisions, sitting close in phase space. At freeze-out, pairs of hyperons can form and build a bound strange composite object. This strange dibaryon will then decay on the timescale of weak interactions. Here, we discuss possible signals, if such a bound strange dibaryon indeed exists. The weak decay of the strange dibaryon is modelled by using weak SU(3) symmetry for the parity-violating and parity-conserving amplitudes, whose parameters are fixed by the weak decay amplitudes of the octet hyperons . There are two possible decays for the dibaryon: mesonic like in the case of free hyperon decay and nonmesonic without emitting a meson. The latter one is only possible in the medium and has been studied experimentally by the weak decay of medium to heavy $`\mathrm{\Lambda }`$ hypernuclei. The standard approach to the nonmesonic decay of $`\mathrm{\Lambda }`$ hypernuclei is the meson exchange model . We extended the meson exchange model for the weak nonmesonic decay to the other hyperons taking into account only the intermediate pion and kaon exchanges . The resulting decay lengths of different strange dibaryons from these model calculations are in the range of $`c\tau =1`$–5 cm, which are only slightly shorter than the ones for the free hyperons.

For the two-$`\mathrm{\Lambda }`$ dibaryon, the branching ratio for the various decay channels are summarized in figure 7. The dominant decay channel for small binding energies is the free (mesonic) one, as the two $`\mathrm{\Lambda }`$’s are well separated. For larger binding energies, the dominant decay channel is $`\mathrm{\Lambda }\mathrm{\Lambda }\mathrm{\Sigma }^{}+\mathrm{p}`$, the same as for the H dibaryon  one is looking for in experiment E896 .

Figure 8 shows the case for a bound $`\mathrm{\Xi }^0`$p dibaryon. The $`\mathrm{\Xi }^0`$p decays mainly into a $`\mathrm{\Lambda }`$ and a proton for binding energies of only 1.5 MeV and beyond. This decay can in principle be seen either in the invariant mass spectrum of $`\mathrm{\Lambda }`$’s and protons or directly by the decay topology. The decay of $`\mathrm{\Xi }^0`$p dibaryon looks like the one for a normal $`\mathrm{\Xi }^{}`$ or $`\mathrm{\Omega }^{}`$ hyperon, but instead of a meson a proton is leaving the first weak vertex.

Strange dibaryons can have quite exotic properties, as they can have negative charge while carrying a positive baryon number. There are three possible strange dibaryons which even have charge $`2`$: the $`\mathrm{\Sigma }^{}\mathrm{\Sigma }^{}`$, $`\mathrm{\Sigma }^{}\mathrm{\Xi }^{}`$ and $`\mathrm{\Xi }^{}\mathrm{\Xi }^{}`$. Interestingly, all of these have been predicted to be bound in the recent version of the Nijmegen model . The first candidate has only one possible decay which is mesonic: $`\mathrm{\Sigma }^{}\mathrm{\Sigma }^{}\mathrm{\Sigma }^{}+\mathrm{n}+\pi ^{}`$. As the matrix element of the mesonic decay is practically unchanged in the medium, we immediately know that the decay length of this object is $`c\tau (\mathrm{\Sigma }^{}\mathrm{\Sigma }^{})=c\tau (\mathrm{\Sigma }^{})/2=2.2`$ cm. The other two candidates have mesonic as well as nonmesonic decay channels. But in all weak decays, there is a unique prong as a track with charge $`2`$ suddenly splits up into two tracks with charge $`1`$. Such a weak decay is not possible for ordinary matter. It is in principle also sufficient to measure just the mass of an object with charge $`2`$ as the strange dibaryons are lighter than an anti-helium nucleus.

The production rates of strange dibaryons have been estimated for Au+Au collisions at BNL’s Relativistic Heavy Ion Collider using RQMD2.4 with a wavefunction coalescence . The rates vary between $`10^2`$ to $`10^4`$ per event depending on the strangeness content of the dibaryon. The rapidity distribution is rather flat, so that dibaryons are even produced at forward and backward rapidities. Hence, the production rates are reasonably high to search for these exotic states in heavy-ion collisions and open the door to the hitherto unexplored hyperon world.

JSB thanks the organizers of this conference for their kind support and RIKEN, Brookhaven National Laboratory and the U.S. Department of Energy for providing the facilities essential for the completion of this work.

## References


text:
# A HIGH-RESOLUTION COMPTON SCATTERING STUDY OF THE ELECTRON MOMENTUM DENSITY IN Al

## I INTRODUCTION

In a Compton scattering experiment one measures the so-called Compton profile (CP),

$$J(p_z)=\rho (𝐩)𝑑p_x𝑑p_y,$$
(1)
where $`\rho (𝐩)`$ is the ground state electron momentum density. In an independent particle model the momentum density is given by

$$\rho (𝐩)=(2\pi )^3|\psi (𝐫)\mathrm{exp}(i𝐩𝐫)𝑑𝐫|^2,$$
(2)
where $`\psi (𝐫)`$ denotes the electron wave function. The summation in Eq. (2) extends over all occupied states. The Compton profile, $`J(p_z)`$, thus contains signatures of the Fermi surface breaks and correlation effects in the underlying three dimensional momentum distribution $`\rho (𝐩)`$. Since Fermi momenta $`p_f`$ are typically $``$ 1 a.u., a high momentum resolution of $``$0.1 a.u. is essential in the experiment for delineating Fermi surface related fine structure in the CP.

High-resolution Compton studies have recently been reported on Li, Be, V, and Cu. In all these cases, careful comparisons of the shapes of the absolute valence electron CP’s, and the structure in the first and second derivatives as well as the directional anisotropies of the CP’s, have been made with the corresponding parameter-free theoretical predictions based on the use of the LDA. A similar investigation of Li-rich LiMg disordered alloys where disorder effects were treated using the mean field KKR-CPA approach has also been carried out. In this way, the band-theory based LDA approach has been shown to provide a remarkably accurate description of many aspects of the momentum density associated with the quantum mechanical electronic ground state, including the characteristic fine structure induced by the Fermi surface. More exciting however is the fact that the aforementioned comparisons have for the first time clearly established the presence of systematic deviations between theoretical and experimental momentum densities. In Li, the experimental break $`Z_k`$ in the momentum density at $`p_f`$ appears to be very small, nearly zero; if so, this is very far from the results of electron gas calculations stretching over the last several decades. In Be, the latest Compton data indicates anisotropic electron correlation effects outside the scope of much of the existing theoretical work which is based on treating properties of the homogeneous electron gas. For these reasons, a renewed interest in the problem of correlation effects on the momentum density beyond the LDA is natural, although much further work is necessary for developing an approach of wide applicability in metals and alloys.

Bearing these considerations in mind, there is strong motivation for undertaking high-resolution Compton studies of other systems. Our choice of Al in this connection is an especially good one because Al is trivalent and, therefore, it extends the range of electron densities investigated so far via high-resolution Compton. Correlation effects are of course expected to become less important with increasing electron density as the kinetic energy dominates. Also, Al has been the traditional touchstone of a free-electron-like metal with a nearly spherical Fermi surface (viewed in the extended zone). Neither a high-resolution, high-statistics Compton measurement, nor a band theory computation of high accuracy in order to identify Fermi surface related fine structure in the CP’s of Al is currently available in the literature. The goal of the present work is to fill this gap and determine the extent to which the LDA describes the momentum density in Al. The existing Compton data on Al consists essentially of a number of measured CP’s using $`\gamma `$-ray sources and solid state detectors at low momentum resolution. Quite some time ago, Shiotani et al. obtained the  CP of Al at a momentum resolution of 0.08 au, but did not investigate the anisotropy of the CP or the Fermi surface signatures therein.

An outline of this article is as follows. In the next section we describe the experimental procedures. Section III gives pertinent details of computations. In section IV the experimental CP’s are analyzed in the light of the band theory predictions as well as a number of other model computations. The Compton results are also compared briefly with closely related positron annihilation spectra. Section V summarizes our main conclusions.

## II EXPERIMENT

Single crystals of Al with surface normals oriented along the ,  and  directions were used. The thickness of the crystals was about 2 mm. The reader is referred to Sakurai et al. for details of our Compton spectrometer, and to Tanaka et al. and Itou et al. for our data processing procedures. Briefly, the spectrometer consists of a Cauchois-type bent-crystal analyzer of Si(422) with an image plate serving as a position sensitive detector. The scattering angle is $`160^{}`$. The synchrotron radiation X-rays from a multipole wiggler installed in the 6.5 GeV Accumulation Ring at the National Laboratory for High Energy Physics are monochromatized by a quasi-doubly bent monochromator to 59.38 keV with an energy resolution of about 80 eV. The overall momentum resolution is estimated to be 0.12 a.u. The double Compton scattering events were simulated via the Monte Carlo program of Sakai; the integrated intensity of the double scattering events was found to be 10% of the single scattering events.

The statistical error of each datum point, given by $`\sigma =\sqrt{N}+0.003N`$, is estimated to be less than 0.3 %. Since the data points are not measured equidistantly they are interpolated onto an equidistant mesh of 0.02 a.u. using simple linear interpolation. The data were numerically differentiated according to $`y^{}(i)=\frac{1}{2}\{[y(i+1)y(i)]/[x(i+1)x(i)]+[y(i)y(i1)]/[x(i)x(i1)]\}`$. No further smoothing or filtering was applied. The interpolation and differentiation cause some statistical correlation between the data points.

## III COMPUTATIONS

The band structure problem was solved within the all-electron charge self-consistent KKR framework without any free parameter. Exchange-correlation effects were incorporated using the von Barth-Hedin local spin density (LSD) approximation. The lattice constant was computed to be 7.6534 a.u. by minimizing the total energy; for comparison, the experimental lattice constant at room temperature is 7.6559 a.u. The self-consistent crystal potential was obtained by iterating the KKR cycles using an elliptic contour with 48 points in the complex energy plane. The final charge density is self-consistent to an accuracy of about $`10^4`$ electrons and the Fermi energy to $`10^4`$ Ry. An angular momentum cutoff $`l_{max}=2`$ was employed. A free-electron-like Fermi surface was found with Fermi radii $`k_{100}=0.9246,k_{110}=0.9255,`$ and $`k_{111}=0.9292`$ a.u.; the free-electron value would be 0.9254 a.u.

The CP’s were obtained by first evaluating the three-dimensional momentum density $`\rho (𝐩)`$ in terms of the momentum matrix element of the KKR Green’s function over a fine mesh of $`48\times 4851\times 177`$ p-points, covering momenta up to $`p_{max}5`$ a.u. This mesh involves 4851 k-points in the 1/48-th irreducible part of the Brillouin zone with each k-point translated into 177 p-points by adding reciprocal lattice vectors; the factor of 48 takes into account the symmetry operations of the cubic point group. The CP’s can then be computed accurately by evaluating the two-dimensional integral of Eq. (1) using a generalized linear tetrahedron method. The final CP’s have been calculated over a momentum mesh containing 151 $`p_z`$ points in the range 0-3 a.u. along each of the three measured directions. The accuracy of the computed profiles is about 1 part in $`10^4`$. A similar integration technique has been used in our earlier studies of high-resolution CP’s of various metals and alloys.. The Lam-Platzman correction to the CP’s was computed using the occupation number density of the uniform electron gas.

## IV RESULTS AND DISCUSSION

Figure 1 shows the measured and computed CP’s of the valence electrons along the ,  and  directions; the theoretical CP’s are convoluted with a gaussian which represents the experimental resolution of 0.12 a.u. FWHM. The experimental valence CP’s have been obtained by subtracting the theoretical core CP’s from the measured profiles. In this connection, we used the solid-state core wavefunctions which reflect the slight overlap of the $`2p`$ core states in Al. The first and second derivatives of the valence profiles have been obtained by numerical differentiation.

In examining the overall shape of the CP’s in Fig. 1, one notes that the experimental points are lower at low momenta compared to the calculated values. We emphasize that this does not imply that the measured 3D momentum density is lower than the theoretical one at all momenta. To see this, recall that

$$\rho (0)=\frac{1}{2\pi }\frac{d^2J_{av.}(p)}{dp^2}|_{p=0},$$
(3)
where $`J_{av.}(p)`$ denotes the directionally averaged CP which in a cubic crystal may be reasonably approximated by

$$J_{av.}(p)=(1/35)[10J_{100}(p)+16J_{110}(p)+9J_{111}(p)].$$
(4)
The bottom row in Fig. 1 shows that the differences between the experimental and theoretical second derivatives at $`p_z=0`$ are well within the error bars. In view of Eq. (3), this indicates that the underlying 3D distributions are not significantly different at $`p_z=0`$. In fact, this result implies that the measured momentum density must be smaller than the theoretical one at momenta approaching the Fermi momentum $`p_f`$. This is also borne out by the first derivatives shown in the central row of Fig. 1 which begin to show differences between experiment and theory only above $`p_z0.3`$ a.u.

Further insight is provided by Fig. 2 which shows the spherically averaged 3D momentum density defined by

$$\rho _{\text{av.}}(p)=(1/2\pi p)(dJ_{av.}/dp),$$
(5)
where $`J_{\text{av.}}(p)`$ is obtained via Eq. (4). The oscillations in $`\rho _{\text{av.}}(p)`$ at small momenta reflect partly the large (correlated) error bars due to the division of the small derivative by small values of $`p`$, and partly the (spherically averaged) effect of Brillouin zone-face interactions to be discussed below. In any event, Fig. 2 makes it clear that the experimental 3D momentum density lies below the theoretical predictions as one approaches $`p_f`$, and that the situation reverses itself above $`p_f`$.

The 2nd derivatives $`J^{\prime \prime }`$ in Fig. 1 all show a peak at $`p_f`$. There is good agreement between theory and experiment as to the position of the peaks, i.e., the value of $`p_f`$, but the measured peaks are all lower and broader than the theoretical predictions. Although the shapes of the $`J^{\prime \prime }`$ peaks reflect the complex interplay between the effects of experimental resolution, electron correlations and lattice potential on the Fermi cut-off in the momentum density, it is evident from Figs. 1 and 2 that the measured distribution possesses a tail higher than the theory beyond $`p_f`$.

These discrepancies between theory and experiment are similar to those reported earlier in Li and other metals and have their origin in the electron correlation effects beyond the LDA which are not treated properly within our theoretical framework. Such correlations are expected to cause (relative to the independent particle model) a decrease of the momentum density as one approaches $`p_f`$, and a tail at momenta greater than $`p_f`$; as indicated above, both features are qualitatively visible in our comparison between theory and experiment. Notably, the deviations from LDA theory are smaller in Al than in Li. For example, the difference between the theoretical and experimental valence profiles at $`p_z=0`$ is approximately 16 % for Li and 4.5 % for Al, and the width of the peak at $`p_f`$ in the second derivatives is 0.23 a.u. in Li and 0.15 a.u. in Al; thus, the ”blurring” of the Fermi cutoff is more severe in Li than in Al. These characteristic differences between Li and Al are partly related to the difference in the electron density of the two metals. The electron density in terms of $`r_s`$ (the standard parameter for the volume per electron of valence electrons), is 3.21 for Li and 2.12 for Al. Therefore, the bare Coulomb interaction is more effectively screened in Al than in Li. As shown by a variety of treatments of the homogenous interacting electron gas, as the electron density increases, the kinetic energy dominates, and the momentum density is described more closely by the free-electron rectangular distribution with a step-wise cutoff at $`p_f`$.

Figure 3 considers the effect of the isotropic Lam-Platzman (LP) correction on the  CP; results along other directions are similar and are not shown in the interest of brevity. The theoretical curves in Fig. 3 include the LP-correction, while those in Fig. 1 do not. A comparison of Fig. 3 with the last column of Fig. 1 shows that, although the inclusion of the LP-correction improves things, much of the discrepancy between theory and experiment still remains. Interestingly, Ref.  has recently analyzed the correlation correction to the CP’s of Al in terms of a model which involves the break $`Z_k`$ in the momentum density at $`p_f`$ as the only free parameter. By adjusting $`Z_k`$, Ref.  finds that the discrepancy between the LDA predictions and the measurements can be essentially removed for a $`Z_k`$ value between 0.7 and 0.8, in reasonable accord with the corresponding theoretical values from various authors which are scattered between 0.76 and 0.85. There is no inconsistency between the present results and those of Ref. . To see this relationship, recall that the standard LP-correction is defined via

$$\mathrm{\Delta }\rho (p)=d^3r\rho (𝐫)\left[\rho ^{INT}(p,r_s(𝐫))\rho ^{NI}(p,r_s(𝐫))\right],$$
(6)
where the integral extends over the Wigner-Seitz cell. The expression within the square brackets gives the difference between the momentum densities of the interacting and non-interacting homogeneous electron gas (denoted by the superscripts ‘INT’ and ‘NI’) evaluated at the local density $`\rho (𝐫)`$ of the physical system and $`r_s(𝐫)`$ is the corresponding electron density parameter. Equation (6) thus attempts to take into account inhomogeneities in the electron gas, whereas the semi-empirical model of Ref.  replaces the integrand by its value at the average electron density in Al. The matter is quite subtle, and further work is necessary in order to develop a satisfactory treatment of correlation effects on the momentum density in solids.

If the momentum density within the Fermi sphere were flat and smooth, the first derivative $`dJ(p_z)/dp_z`$ shown in the middle row of Fig. 1 would be a straight line up to the cutoff at the Fermi momentum. However, at momenta less than the Fermi radius some structure is visible notably in the  and the  derivatives. In this connection, we note that the Fermi sphere overlaps with Umklapp Fermi spheres centered on the (111) reciprocal lattice points around the W-points in the Brillouin zone. For example, the hexagonal zone face contains six W-points which all project at ($`\frac{1}{2},\frac{1}{2},\frac{1}{2}`$), i.e., the point $`p_z=0.71`$ a.u. on the  axis. Similarly, four W points in the first Brillouin zone project at 0.41 a.u. and another four at 0.82 a.u. on the  direction. Interestingly, the experimental as well as the theoretical derivatives contain structure around 0.7 a.u. in the  and 0.4 a.u. in the  CP. This indicates the importance of the k states near the W points with respect to the fine structure in the Al CP’s. Incidentally, a structure similar to the wiggle around 0.4 a.u. in the  derivative has been observed in positron annihilation 1D-ACAR measurements by Okada et al. and 2D-ACAR measurements by Mader et al. who also ascribed it to zone-face interactions around the W-points.

The directional differences, shown in Fig. 4, are a measure of the anisotropy. Although the maximum difference is about 1 % of the peak value of the profile itself, they show definite structures which can have several origins. Firstly, for different crystal orientations the plane of integration in Eq. (1) sweeps differently through the Umklapp Fermi spheres centered at the reciprocal lattice points in the higher Brillouin zones. Secondly, the Fermi surface is slightly distorted from a sphere, as witnessed by the different Fermi radii given above, while, thirdly, band-structure effects such as a p dependence of the momentum density within the Fermi spheres and interactions of the electron bands with the Brillouin zone faces with consequent distortion of the wavefunctions will also contribute to the anisotropy. The importance of the first point can be readily studied using a simple model of a spherical free-electron-like Fermi surface surrounded by seven shells of similar Umklapp Fermi surfaces. The momentum density within each Fermi surface is assumed to be constant and given by the square of the corresponding Fourier component of the electron wave function at $`\mathrm{\Gamma }_1`$. The CP for a given direction then consists of a superposition of inverted parabolas, centered at the projections on that direction of the reciprocal lattice points. The height of each parabola is proportional to the momentum density within the corresponding Fermi sphere, while its cut-off points are found by adding or subtracting $`p_f`$ from the projected center. Figure 5 shows the directional differences thus obtained. The positions of the cut-off points have been indicated by the arrows at the bottom of the graph, together with a symbol which denotes the direction of projection ($`a=[100]`$, $`b=[110]`$, $`c=[111]`$) and the coordinates of the center of the Fermi sphere. It should be noted that many Umklapp Fermi spheres coincide in projection and therefore these coordinates are not unique; the simplest set has been noted. The analysis in Fig. 5 shows that much of the important structure in the directional differences stems from the $`<111>`$ Umklapp contributions; the other Umklapps play a less important role.

A comparison of Fig. 5 with the calculated differences in Fig. 4 shows an overall qualitative correspondence in the succession of positive and negative peaks. On a more detailed scale, however, there are significant differences which have their origin in the other factors mentioned above. Notable examples are the peaks around 0.85 a.u. in the $`J_{[111]}J_{[100]}`$ and $`J_{[111]}J_{[110]}`$ directional differences in Fig. 4 which have no clear counterpart in Fig. 5. Kubo et al. have ascribed these features to the fact that in the $`[111]`$ direction the actual Fermi surface bulges out beyond the free-electron Fermi sphere in the second Brillouin zone while there is a contraction in the third zone. This will strongly affect the $`[111]`$ profile but not so much the other two. Our simple free-electron model of course does not contain this Fermi surface distortion effect. The calculated curves in Fig. 4, on the other hand, include all of these factors and reproduce the essential characteristics of the measured differences, although some discrepancies remain. It may be noted that non-locality of the exchange and correlation potential in Li reduces the Fermi surface anisotropy and thus would affect the anisotropy of the CP’s. In this vein, lattice vibrations would reduce the Umklapp contributions and hence the anisotropy of the momentum density. In how far such effects can explain the residual discrepancies in Fig. 4 remains unclear.

In principle, the anisotropy in the momentum density may be obtained approximately by expanding both the momentum density and the CP’s into lattice harmonics, and establishing the relation between the expansion coefficients for the momentum density and those for the CP’s. Actually, Eq. (5) represents the $`l=0`$ term in such a scheme. However, we have not attempted to analyze our data along these lines since the number of measured profiles is not large enough.

Additional information may be gained from a comparison of CP’s with the corresponding results of positron annihilation measurements. Both experiments probe the momentum density – in positron annihilation one measures the momentum density of the annihilating electron-positron pair whereas in Compton only the electron momentum density is involved. In Fig. 6 the first derivative of the one-dimensional angular correlation of positron annihilation radiation (1D-ACAR) profile measured by Okada et al. for the  orientation is compared with the corresponding CP. The momentum resolution of the 1D-ACAR is 0.11 a.u. which is almost the same as that of the present CP’s. Since the 1D-ACAR was area normalized to the theoretical 1D-ACAR calculated by Kubo et al., the peak height at $`p_z=0`$ is almost the same as that of the present CP. The slope at the Fermi momentum is steeper in the 1D-ACAR than in the CP, which is direct evidence for enhancement of the annihilation of positrons with the $`sp`$ electrons near the Fermi energy predicted first by Kahana on the basis of an interacting electron gas model. Also, the correlation tail for $`p>p_f`$ in the 1D-ACAR is weaker than its counterpart in the CP as a result of the partial cancellation of electron-electron and positron-electron correlation effects. Finally, the fine structure at 0.2 a.u. and 0.7 a.u. is more pronounced in the 1D-ACAR than in the CP. This points to less correlation-induced smearing in positron annihilation compared to Compton scattering.

## V SUMMARY AND CONCLUSIONS

We have measured the Compton profiles (CP’s) of Al along ,  and  directions at a photon energy of 59.38 keV and a momentum resolution of 0.12 au. Parallel, highly accurate all-electron computations have been carried out within the LDA-based band-theory framework. Comparisons between theory and experiment at the level of the shapes of the CP’s, structure in the 1st and 2nd derivatives of the CP’s, and anisotropies obtained by taking differences between three pairs of CP’s, all show a good level of accord. However, there are discrepancies as well. In comparison to the LDA predictions, the measured profiles are lower at low momenta, show a Fermi cutoff which is broader, and display a tail which is higher at momenta above the Fermi momentum. The inclusion of correlation effects in the LDA via the standard isotropic Lam-Platzman correction improves things slightly, but the essential discrepancies remain. A model analysis in terms of directionally averaged CP’s allows us to get a handle on the 3D momentum density of Al; in this way, we adduce that the experimental 3D density near p=0 does not differ significantly from LDA predictions even though the CP’s do. In this vein, CP’s are computed using a model 3D distribution in which free electron spheres with appropriate weights are placed on reciprocal lattice points (extending to seven shells around a central sphere) to represent the higher momentum components in the electronic wave functions; the results show that a significant amount of fine structure in the CP’s is induced by these higher momentum components and by k-states near the W-points in the Brillouin zone where the free electron spheres overlap.

The present results when compared with those reported earlier on Li show clearly that the size of discrepancies between theoretical and experimental CP’s is markedly smaller in Al than in Li; in particular, theoretical and experimental profiles at $`p_z=0`$ differ by 16$`\%`$ in Li but only by 4.5$`\%`$ in Al, and the peak width in the 2nd derivative at $`p_f`$ is 0.23 au in Li but 0.15 au in Al. It is thus clear that, with increasing electron density, the conventional picture of the electron gas becomes more representative of the momentum density and that shortcomings of the LDA framework in describing the electron correlation effects become less important. Finally, we compare briefly our  CP with the positron-annihilation (1D-ACAR) measurements of Okada et al., and show that in the case of positron-annihilation the Fermi cut-off is sharper and that there is less correlation induced smearing of structures in the ACAR spectrum.

###### Acknowledgements.

It is a pleasure to acknowledge important conversations with Bernardo Barbiellini. The Compton profile measurements were performed with the approval of the Photon Factory Advisory Committee, Proposal Nos. 92-G257, 94-G351 and 97-G288. This work is supported by the US Department of Energy under contract W-31-109-ENG-38, by the Polish Committee for Scientific Research through grant number 2P03B02814, and benefited from a travel grant from NATO, and the allocation of supercomputer time at NERSC and the Northeastern University Advanced Scientific Computation Center (NU-ASCC).