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# Non-universal power laws in transport properties of one-dimensional quantum dots

## 1 Introduction

Rapid advances have been made in the fabrication of one-dimensional electronic nanostructures in recent years. In one dimension the usual Fermi liquid picture of quasiparticles is not applicable anymore. Instead, the state is described by collective charge density fluctuations in terms of the Tomonaga–Luttinger liquid model (TLL). The electronic interactions are then manifest in the typical power-law exponent $`g`$. In particular one-dimensional quantum dots are ideal systems to examine this TLL parameter. One can estimate the $`g`$ from the charging energy, and also extract the interaction parameter from the temperature dependence of the conductance peaks in the quantum Coulomb blockade (CB) regime. However, in recent experiments probing the transport through quantum dots in semiconductor quantum wires as well as in nanotubes contradictory findings for the interaction parameter where reported .

When the electron density in the GaAs/AlGaAs-quantum wires fabricated by using the cleaved-edge-overgrowth technique (CEO) is decreased by applying a voltage to an external gate, eventually even the lowest electronic subband can be depopulated . Here, the mean electron density is so low that only very few maxima of the random potential of the impurities are higher than the Fermi level. A one-dimensional quantum island can be formed between two potential maxima in such a wire. At temperatures lower than the charging energy, the linear conductance shows discrete peaks that correspond to transferring exactly one electron through the quantum island and hence a one-dimensional single electron transistor (SET) is created. In this regime, it has been detected that the temperature dependence of the intrinsic width of several conductance peaks (the area below the peaks) is modified by the correlations between the electrons and shows a power-law behaviour in temperature.

Carbon nanotubes are cylindrical graphene sheets with a diameter of only a few nanometres and a length of several microns. In the radial direction electrons are confined by the monolayer thickness of the graphene sheet. The unique electronic properties of these nanostructures are due to the quantum confinement of electrons normal to the tube axis. The electrons can only propagate along the nanotube axis and form a truly one-dimensional system. Tubes can be metallic or semiconducting depending on the actual molecular configuration. SET’s were made by placing a metallic nanotube between two metal electrodes . Then, the nanotube itself acts as the island of the SET and the contact resistances form the tunnel junctions of the transistor. Recently, an SET operated at room temperature was fabricated by putting a metallic nanotube between Au contacts and manipulating the tube with an atomic force microscope . In this way, two buckles in a distance of 25 nm were created. Buckles in a nanotube behave much like electronic tunnel junctions , an hence a quantum dot is formed between the two. However, the interaction parameter which was extracted from the temperature dependence of the CB peaks did not correspond to the theoretically expected one.

We suggest two mechanisms, each appropriate for a quantum dot immersed in a CEO quantum wire, and nanotube, respectively. To explain the discrepancy between expected and measured power-law exponents we focus on the nature of the contacts which connect the quantum wire to the leads.

## 2 Luttinger liquid with impurities

Using the bosonisation method the excitations of one-dimensional interacting electron system are described by density waves in terms of the conjugate fields , $`[\vartheta (x),\mathrm{\Pi }(x^{})]=i\delta (xx^{})`$. In the simplest case, one band of spinless electrons, the Hamiltonian is

$$H_0=\frac{v_\mathrm{F}}{2}dx\left(\mathrm{\Pi }^2(x)+\frac{1}{g_0^2}[_x\vartheta (x)]^2\right),$$
(1)
where $`v_\mathrm{F}`$ is the Fermi velocity. We set $`\mathrm{}=1=k_\mathrm{B}`$ throughout this paper. The fields are related to the electron density $`\rho `$ via $`_x\vartheta (x)=\sqrt{\pi }\left[\rho (x)\rho _0\right]`$ where $`\rho _0=k_\mathrm{F}/\pi `$ is the mean density. The parameter $`g_0=[1+V_0/\pi v_\mathrm{F}]^{1/2}`$ is the interaction constant that arises from the Fourier transform of any one-dimensional interaction potential in the limit of vanishing screening length. $`0<g_0<1`$ corresponds to repulsive interactions, $`g_0=1`$ no interaction, and $`g_0>1`$ attractive. A single localized impurity at $`x_\mathrm{b}`$ contributes a periodic potential term

$$H_\mathrm{b}=U_\mathrm{b}\mathrm{cos}\left[2k_\mathrm{F}x_\mathrm{b}+2\sqrt{\pi }\vartheta (x_\mathrm{b})\right].$$
(2)
The Hamiltonian $`H_0+H_\mathrm{b}`$ can be interpreted as a potential model with variable $`\vartheta (x_\mathrm{b})`$, coupled to a harmonic field described by $`H_0`$. At low energies, traversal of the potential barriers is by tunneling, corresponding to the transport of electrons through a tunnel junction . This electronic transport is characterized by the evolution of $`\vartheta (x_\mathrm{b})`$, influenced by the bulk modes away from the barrier position. Deriving an effective action  for $`\vartheta (x_\mathrm{b})`$ the forward tunneling rate through the junction can be written in the limit of high barriers  as

$`\gamma (V)=\left({\displaystyle \frac{\mathrm{\Delta }}{2}}\right)^2{\displaystyle _{\mathrm{}}^{\mathrm{}}}dt\mathrm{exp}\left[iVt{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\omega {\displaystyle \frac{J(\omega )}{\omega ^2}}{\displaystyle \frac{1e^{i\omega t}}{1e^{\omega /T}}}e^{\omega /\omega _\mathrm{c}}\right].`$ (3)
Here, the tunneling amplitude $`\mathrm{\Delta }`$ is related to $`U_\mathrm{b}`$ via the WKB-method, $`V`$ the associate energy of the tunneling event (e.g. voltage across the junction), and $`\omega _\mathrm{c}`$ denotes a plasmon bandwidth cutoff. The spectral density $`J(\omega )`$ contains the information due to the plasmon excitations and the electronic interactions in the system. It depends in general on the retarded Green’s function $`G(x,x^{};t,t^{})=i\mathrm{\Theta }(tt^{})[\vartheta (x,t),\vartheta (x^{},t^{})]_{H_0}`$. In the case of a single barrier we find

$$J_\mathrm{b}(\omega ,x_\mathrm{b})=\mathrm{Im}\frac{1}{G(\omega ;x_\mathrm{b},x_\mathrm{b})}.$$
(4)
Here, the spectral density simply becomes $`J(\omega )=2\omega /g_0`$. Using the detailed balance relation for the rate $`\gamma (V)=\mathrm{exp}(V/k_\mathrm{B}T)\gamma (V)`$ we obtain the current $`I(V)`$ through the junction from the difference between forward an backward tunneling rates. Then the linear conductance $`lim_{V0}I(V)/V`$ of the tunnel junction reads

$$𝒢_\mathrm{b}(T)=\frac{1}{R_\mathrm{\Delta }}\frac{\mathrm{\Gamma }^2(1/g_0)}{\mathrm{\Gamma }(2/g_0)}\left(\frac{2\pi T}{\omega _\mathrm{c}}\right)^{2/g_02}.$$
(5)
Here, $`R_\mathrm{\Delta }=2\omega _\mathrm{c}^2/\pi e^2\mathrm{\Delta }^2`$ and $`\mathrm{\Gamma }`$ is the gamma function. The conductance shows a typical power-law in temperature dependence explicitely on the interaction through $`g_0`$. If electrons tunnel from a metallic lead ($`g_0=`$1) into the end of a TLL one needs to replace $`2/g_01+1/g_0`$ in equation (5), and the power-law for the conductance of such a contact becomes $`𝒢_\mathrm{c}(T)T^{1/g_01}`$.

A quantum dot is created by two such impurities located at $`x_\mathrm{d}^\pm =x_\mathrm{d}\pm a/2`$, whose barrier contributions to the Hamiltonian can be combined to form the term

$$H_\mathrm{d}=U_\mathrm{d}\mathrm{cos}(\pi N_+)\mathrm{cos}[\pi (n_0+N_{})],$$
(6)
where $`N_\pm =[\vartheta (x_\mathrm{d}^+)\pm \vartheta (x_\mathrm{d}^{})]/\sqrt{\pi }`$. Changes of the quantities $`N_+`$ and $`N_{}`$ are associated with the transfer of particles between left and right leads, and the fluctuations of the particle number in the dot, respectively. One can write the spectral density extracted from the effective theory for $`N_\pm `$ in terms of $`J_\mathrm{b}`$ in (4)

$$J_\mathrm{d}(\omega )=\frac{1}{2}J_\mathrm{b}(\omega ,x_\mathrm{d})\left[1+ϵ\underset{n=1}{\overset{\mathrm{}}{}}\delta (\omega nϵ)\right].$$
(7)
The energy $`ϵ=\pi v_\mathrm{F}/ag_0=2g_0E_\mathrm{c}`$ is the discrete level spacing of the plasmon states in the quantum dot and $`E_\mathrm{c}`$ the charging energy. In the limit of linear transport the chemical potentials in the left and right leads and the dot are aligned. Then Coulomb blockade is relaxed and the conductance versus the gate voltage shows a peak. For sequential tunneling we can use the master equation method  for calculating the conductance for $`Tϵ,E_\mathrm{c}`$ and obtain

$$𝒢_\mathrm{d}(\mu ,T)=\frac{e^2}{4T}\frac{e^{\mu /2T}}{\mathrm{cosh}\mu /2T}\gamma (\mu ).$$
(8)
Here, $`\mu `$ is the distance from the resonance energy and $`\gamma `$ is defined in (3) with the appropriate $`J_\mathrm{d}(\omega )`$ and $`\mathrm{\Delta }`$ for $`U_\mathrm{d}`$. The conductance of the CB peak reads

$$𝒢_\mathrm{d}(T,\mu )=\frac{1}{4R_\mathrm{\Delta }}\frac{|\mathrm{\Gamma }(1/2g_0+i\mu /2\pi T)|^2}{\mathrm{cosh}\mu /2T}\left(\frac{ϵ}{\omega _\mathrm{c}}\right)^{1/g_0}\left(\frac{2\pi T}{\omega _\mathrm{c}}\right)^{1/g_02}\frac{e^{|\mu |/\omega _\mathrm{c}}}{\mathrm{\Gamma }(1/g_0)}.$$
(9)
From (9) the maximum of the CB peak ($`\mu =0`$) scales as $`𝒢_\mathrm{d}^{\mathrm{max}}T^{1/g_02}`$ in temperature.

## 3 CEO wires and SET – inhomogeneous interaction

In the CEO wires the entire one-dimensional system is situated along the edge of the sample. Electrons travel from the ”leads” region below the two-dimensional electron gas (2DEG) into the wire region where the electronic density is kept extremely low and the Coulomb interaction is very strong (see left sketch in figure 1). We characterize a larger wire region containing the quantum dot by a spatially varying, short-ranged interaction,

$$V(x,y)=\left[V_0+\phi (x)\right]\delta (xy).$$
(10)
$`\phi (x)`$ is assumed to be smooth, with a maximum near $`x=0`$ and a characteristic length $`L^{}`$, and $`\phi (x)0`$ when $`|x|\mathrm{}`$. The inhomogeneity also introduces a characteristic frequency $`\omega ^{}=v_\mathrm{F}/g_0L^{}`$. With (10) the interaction parameter $`g`$ varies as a function of $`x`$,

$$g(x)=g_0\left[1+\frac{\phi (x)}{V_0+\pi v_\mathrm{F}}\right]^{1/2}.$$
(11)
To calculate the spectral density for the dot we need the Green’s function which obeys the equation of motion

$$\left[\frac{\omega ^2}{v_\mathrm{F}}+\frac{}{x}\frac{v_\mathrm{F}}{g^2(x)}\frac{}{x}\right]G(\omega ;x,x^{})=\delta (xx^{})$$
(12)
with outgoing-wave boundary conditions. One can immediately solve (12) for the asymptotic cases of short or long plasmon wavelength, $`\omega \omega ^{}`$ and $`\omega \omega ^{}`$. In the first case, a WKB-like solution yields

$$G(\omega ;x,x^{})=\frac{i}{2}\frac{\sqrt{g(x)g(x^{})}}{\omega }\mathrm{exp}\left(\frac{i\omega }{v_\mathrm{F}}\left|_x^{}^xdyg(y)\right|\right),$$
(13)
and in the low-frequency case we obtain

$$G(\omega ;x,x^{})=\frac{i}{2}\frac{g_0}{\omega }\mathrm{exp}\left(\frac{i\omega }{v_\mathrm{F}g_0}\left|_x^{}^xdyg^2(y)\right|\right).$$
(14)
This defines the asymptotic behaviour of the corresponding spectral density for the single barrier, which we later generalize for the case of a quantum dot with extension $`aL^{}`$,

$$J_\mathrm{b}(\omega )=\{\begin{array}{c}\frac{2\omega }{g_0}\text{for}\omega \omega ^{}\hfill \\ \frac{2\omega }{g_\mathrm{d}}\text{for}\omega \omega _{}\hfill \end{array}.$$
(15)
Here $`g_\mathrm{d}`$ is the local value of the interaction parameter $`g(x)`$ at the position of the barrier or dot. The charging energy of a small dot can easily be deduced from (14),

$$E_\mathrm{c}=\frac{\pi v_\mathrm{F}}{2ag_\mathrm{d}^2}.$$
(16)
Thus, $`E_\mathrm{c}`$ is a local quantity which depends on the length of the dot and the interaction strength in the dot region through $`g_\mathrm{d}`$. Likewise, the level spacing $`ϵ=2g_\mathrm{d}E_\mathrm{c}`$ is a local probe of the interaction that depends only on $`g_\mathrm{d}`$.

In order to calculate the conductance (8), the entire spectral density, i.e., the Green’s function at arbitrary frequency, is needed. Treating $`\phi (x)`$ perturbatively (up to first order) in (12) we get

$$G(\omega ;x_\mathrm{d},x_\mathrm{d})=\frac{i}{2}\frac{g_0}{\omega }\left(1+c_0^{\mathrm{}}dy\left[\phi (y+x_\mathrm{d})+\phi (x_\mathrm{d}y)\right]e^{i\eta y}\right),$$
(17)
where $`\eta =2g_0\omega /v_\mathrm{F}`$ and $`c=i2g_0^3\omega /2\pi v_\mathrm{F}^2`$. Equation (7) remains valid for a small dot in an inhomogeneous wire , but $`J_\mathrm{d}(\omega )`$ is now deduced from (17). The rates entering expression (8) for the conductance must be computed numerically in the inhomogeneous case.

Figure 1 shows the temperature dependence of the CB peak maximum for $`\phi (x)=[1+(2x/L^{})^2]^1`$, $`x_\mathrm{d}=`$ 0, $`g_0=`$ 0.6 and $`g_\mathrm{d}=`$ 0.3. We observer a crossover from a power-law with exponent $`1/g_\mathrm{d}2`$ at high temperatures to one with exponent $`1/g_02`$ at low temperature. The measurement of the linear conductance at low temperatures thus reflects the interaction far away from the dot (global probe). Measurements at high temperature, on the other hand, act as a local probe of the interaction close to the dot. It is to be noted that the transition region around $`T=\omega ^{}`$ appears to cover at least one order of magnitude. Fitting to a power-law in a narrow interval within the transition region may yield any value $`g_{\mathrm{eff}}`$ between $`g_\mathrm{d}`$ and $`g_0`$, related to the function $`𝒢_\mathrm{d}^{\mathrm{max}}(T)`$ through $`1/g_{\mathrm{eff}}=\mathrm{ln}𝒢_\mathrm{d}^{\mathrm{max}}/\mathrm{ln}T+2`$.

## 4 Carbon nanotube SET

In metallic nanotubes two one-dimensional bands intersect the Fermi energy, hence two charge and spin channels are available for transport. Only the symmetric combination of the two charge modes is affected by the interaction , characterized by the interaction parameter $`g_{\mathrm{nt}}0.27`$ . Taking into account the three non-interacting channels (due to the spin modes and the antisymmetric combination of the charge modes), one can account for this particular band structure by substituting  $`1/g_0(3+1/g_{\mathrm{nt}})/4`$ in the above result (9) for the dot-conductance $`𝒢_\mathrm{d}`$.

Unlike CEO wires, nanotubes are very difficult to connect to leads ; the connection between the nanotube and a metallic contact is usually regarded as a tunnel junction. In the experiments done so far, two kinds of contacts have been used. On the one hand, a contact can be created by depositing metallic leads on top of the tube (figure 2, right sketch). In this case, the one-dimensional conductor terminates at the contact, and tunneling occurs from the external lead into the end of the nanotube. On the other hand, nanotubes can be placed on top of predefined metallic leads. Then electrons can tunnel from the metal into the one-dimensional bulk of a tube (figure 2, left). In both cases the temperature dependence of the contact resistance is given by a TLL power-law of the form $`T^\alpha `$ . Tunneling into the bulk of the nanotube is described by the exponent $`\alpha _{\mathrm{bulk}}=(1/g_{\mathrm{nt}}+g_{\mathrm{nt}}2)/8`$ while tunneling into the end corresponds to an exponent $`\alpha _{\mathrm{end}}=(1/g_{\mathrm{nt}}1)/4`$.

We write the contribution of the contacts through tunneling into the nanotube as the conductance

$$𝒢_\mathrm{c}^{\mathrm{nt}}(T)=\frac{1}{R_\mathrm{c}}\left(\frac{T}{T_0}\right)^\alpha ,$$
(18)
where is $`R_\mathrm{c}`$ the resistance of the junction at an arbitrary reference temperature $`T_0`$ (e.g., room temperature), and $`\alpha `$ is either the end or bulk exponent.

The temperature dependence of the CB peak conductance is governed by a different power-law,

$$𝒢_\mathrm{d}^{\mathrm{max}}(T)=\frac{1}{R_\mathrm{d}}\left(\frac{T}{T_0}\right)^{\alpha _\mathrm{d}}.$$

where $`\alpha _\mathrm{d}=(1/g_{\mathrm{nt}}5)/4`$. Note that $`\alpha _\mathrm{d}<0`$ for $`g_{\mathrm{nt}}>1/5`$, while $`\alpha _{\mathrm{bulk}}`$ and $`\alpha _{\mathrm{end}}`$ are always positive for repulsive interaction.

Assuming the electronic coherence length to be short compared to the extension of the nanotube, the total resistance is given by the sum of the resistances of the contacts and the dot,

$$\frac{1}{𝒢(T,\mu )}=\frac{2}{𝒢_\mathrm{c}^{\mathrm{nt}}(T)}+\frac{1}{𝒢_\mathrm{d}(T,\mu )}.$$
(19)
At room temperature the experimentally observed resistance $`R_\mathrm{d}`$ of the dot is one order of magnitude larger than the combined contact resistance $`2R_\mathrm{d}`$ . The high-temperature behaviour of the observed conductance peaks is given by the exponent $`\alpha _\mathrm{d}`$, and the transport properties of the wire are dominated by the SET physics of the dot for arbitrary gate voltage.

At low temperatures, however, the resistance of the contacts dominates over the relatively small resistance of the dot near a conductance peak. This means that a two-point conductance measurement observes a ‘clipped’ peak, whose peak height is no longer governed by (4) but by (18). Between the CB peaks the resistance of the dot of the dot is always higher than that of the contacts, with measured currents limited mostly by the Coulomb blockade. Thus the temperature behaviour of the CB conductance maxima can be given by the power-law of the contact conductance (18) in spite of the fact that CB conductance peaks are observed as a function of the gate voltage.

This implies a crossover between the two power-laws in the temperature dependence of the CB peak, with low-temperature exponents, $`\alpha _{\mathrm{end}}`$ or $`\alpha _{\mathrm{bulk}}`$, and crossover temperatures

$$\frac{T^{}}{T_0}=\left(\frac{2R_\mathrm{c}}{R_\mathrm{d}}\right)^{1/(\alpha \alpha _\mathrm{d})}$$
(20)
where $`\alpha `$ is $`\alpha _{\mathrm{end}}`$ or $`\alpha _{\mathrm{bulk}}`$ depending on the type of contact used in the experiment. For given parameters $`R_\mathrm{c}`$ and $`R_\mathrm{d}`$ at the reference temperature $`T_0`$, the crossover temperatures are related to each other by

$$\left(\frac{T^{}}{T_0}\right)_{\mathrm{bulk}}=\left(\frac{T^{}}{T_0}\right)_{\mathrm{end}}^{1/(\alpha _{\mathrm{bulk}}\alpha _\mathrm{d})}.$$
(21)
For the experimental value $`g_{\mathrm{nt}}=0.27`$ and $`R_\mathrm{c}R_\mathrm{d}`$ this means $`T_{\mathrm{bulk}}^{}T_{\mathrm{end}}^{}`$. The behaviour of the conductance maximum as a function of temperature is shown in figure 2.

With the above model, the temperature behaviour of the Coulomb peak described in  can be understood using the interaction parameter $`g_{\mathrm{nt}}=0.27`$ reported earlier. Assuming metal-to-end tunneling at the contacts, we find a quantitative agreement with the observed increase of the peak conductance with rising temperature. The authors of  discuss an alternative explanation of their data, postulating a correlated tunneling process depending only on intrinsic properties of the quantum dot. However, in view of the existing knowledge about the behaviour of metal-to-nanotube contacts, we consider the straightforward explanation given here rather persuasive.

## 5 Conclusion

We demonstrate that contacts to quantum wires strongly influence transport through a one-dimensional quantum dot system. Recent experiments on both cleaved-edge overgrowth and carbon nanotube quantum wires can thus be reconciled with the Tomonaga-Luttinger Model of the one-dimensional electron liquid. Non-Fermi-liquid transport properties such as power-laws governing the height of Coulomb blockade peaks were previously interpreted only through characteristics of the quantum dot itself. However, the power-laws in the temperature dependence of the CB maxima can be modified or superseded by the effect of inhomogeneous contacts (CEO’s) or tunnel junctions (nanotubes). Depending on the energy regimes where the measurements are carried out, the linear conductance is either a local probe establishing the interaction parameter near the dot, or a global probe of a larger system including extended one-dimensional excitations and external contacts. The temperature distinguishing between these two regimes is either determined by the length scale on which an inhomogeneous interaction changes (CEO’s), or by the ratio of the contact and buckle tunneling resistances (nanotubes).

## References


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# The Structure and Energetics of Active Galactic Nuclei

## 1. Key Questions in AGN Astrophysics

Not long after the discovery of quasars, it was realized that the fundamental source of energy for these objects must in fact be gravitation, and fairly straightforward arguments led to the long-standing paradigm of a supermassive black hole (SMBH) surrounded by an accretion disk. Observational evidence has been rather ambiguous, although there were early strong clues, such as the near-UV/optical “big blue bump” (Shields 1978; Malkan & Sargent 1982) and the rapid X-ray variability, that supported the model if only because they defied other explanation. But it is only within the last several years that the circumstantial evidence has accumulated to the point that few doubters remain. While there is now general, though not unanimous, agreement about the fundamental nature of AGNs, we cannot claim any real understanding of the quasar phenomenon until we successfully address a number of key questions, including the following:

1. What are the masses of AGN black holes? As described below, we are making progress, but there are still areas where our understanding is dangerously incomplete, especially with regard to the magnitude of possible systematic errors.
2. What are the energetics of the accretion process? In particular, for the various types of AGNs what are the accretion rates and radiative efficiencies and how do these scale with luminosity? How much of the output is in the form of kinetic energy (e.g., jets and absorbing gas) as opposed to radiation?
3. How does the AGN mass function evolve over time? Does the accretion process contribute significantly to black-hole growth, and how do black-hole demographics evolve with time?
4. What is the nature of the line-emitting and absorbing gas in AGNs? There is good reason to believe that these are somehow related to the accretion process, but there is no standard paradigm for the origin and role of these components in AGNs. This is one of the remaining outstanding mysteries in AGN structure.

## 2. Masses of Black Holes in AGNs

Ironically enough, the first reasonably secure SMBH masses were not measured in AGNs, but in quiescent galaxies, in which stellar or nuclear gas dynamical methodologies were employed (see Kormendy & Richstone 1995). The first and still highest precision AGN SMBH mass was determined from megamaser motions in NGC 4258 (Miyoshi et al. 1995). It was the fortuitious combination of source geometry and inclination that made this possible and, unfortunately, the method is not generally applicable to a broader range of AGNs. Most SMBH mass determinations in AGNs are based on emission-line reverberation mapping (Blandford & McKee 1982; Peterson 1993, 2001), which at this stage remains a rather crude tool; these masses are systematically uncertain to at least a factor of a few, and more accurate determination of these masses is an important current problem in AGN astrophysics.

### 2.1. Reverberation-Based Black-Hole Masses

Reverberation mapping makes use of the natural variability of AGNs to probe the central structure. The broad emission lines that dominate the UV/optical spectra of AGNs vary in response to changes in the continuum flux with a time delay, or lag, $`\tau `$ that reflects the light-travel time across the broad-line region (BLR). If gravity dominates the dynamics of the BLR, then by combining the size of the BLR $`c\tau `$ (as measured in a particular emission line) with the Doppler width $`V`$ of the line, we can make a virial estimate of the central mass

$$M_{\mathrm{BH}}=\frac{kc\tau V^2}{G},$$
(1)
where the constant $`k`$ depends on the structure, kinematics, and projection (inclination) of the line-emitting region. It is the factor $`k`$, and thus the level of possible systematic uncertainties in the reverberation method, that remains unknown.

While the fundamental assumption that the gravitational field of the SMBH determines the BLR gas dynamics is unproven, there are nevertheless good reasons to believe that the reverberation-based black-hole masses are meaningful and that the systematic errors are not large enough to render the method useless. First, different emission lines within an individual source give consistent virial mass estimates, i.e., the emission-line time lags and line widths show a virial relationship, $`\tau V^2`$. This has now been demonstrated for four AGNs (Peterson & Wandel 1999, 2000; Onken & Peterson 2002), and constitutes the best evidence to date that the BLR motions are determined primarily by gravity. The relationship is surprisingly tight given that the line-emitting regions for the high-ionization and low-ionization lines are not necessarily expected to have similar geometries. Second, AGNs follow the same relationship between black-hole mass and stellar bulge velocity dispersion that is seen in quiescent galaxies (Gebhardt et al. 2000b; Ferrarese et al. 2001), constituting a strong demonstration that reverberation-based masses are comparable to stellar-dynamical masses in accuracy.

There are two important things that need to be done to secure our understanding of black-hole masses in AGNs and their relationship to the black holes in quiescent galaxies:

1. More intensive reverberation-mapping experiments that will allow determination of detailed two-dimensional transfer functions for multiple emission lines. This will lead to an understanding of the geometry and kinematics of the BLR and thus allow us to assess the magnitude of possible errors in reverberation-based masses from less well-sampled experiments. The data requirements for such experiments are well-understood (Horne et al. 2002) and there is still much that can be done with smaller facilities.
2. Direct comparison of stellar-dynamical and reverberation-based masses by applying both methods to common AGNs. This is in fact a very challenging exercise that can be attacked with an 8-m class diffraction-limited optical telescope, as described below.

### 2.2. AGN Black Hole Masses from Stellar Dynamics

A useful criterion for obtaining an accurate stellar-dynamical black-hole mass is spatially resolving the black-hole radius of influence

$$r_{}=\frac{GM_{\mathrm{BH}}}{\sigma ^2},$$
(2)
where $`\sigma `$ is the host galaxy bulge velocity dispersion. Especially for Type 1 AGNs, the best stellar absorption features for velocity dispersion measurement are the Ca ii triplet lines around 8600 Å, in no small part because of the favorably low contrast between the AGN light and starlight in this spectral region. To resolve $`r_{}`$ at wavelength $`\lambda `$, we require

$$\mathrm{FWHM}=\frac{1.22\lambda }{D}<\frac{r_{}}{d},$$
(3)
where $`D`$ is the telescope aperture and $`d`$ is the distance to the AGN. We can eliminate $`\sigma `$ from eq. (2) by using the now well-known relationship between black-hole mass and bulge velocity dispersion (Ferrarese & Merritt 2000; Gebhardt et al. 2000a). The parameterization of Ferrarese (2002) gives

$$\frac{M_{\mathrm{BH}}}{M_{}}=1.66\times 10^8\left(\frac{\sigma }{200\mathrm{km}\mathrm{s}^1}\right)^{4.58},$$
(4)
and by combining eqs. (2) and (4), we obtain the criterion

$$\frac{M_{\mathrm{BH}}}{M_{}}>1.1\times 10^6\left[\frac{d(\mathrm{Mpc})}{D(\mathrm{m})}\right]^{1.78}.$$
(5)
This is the smallest black-hole mass that can be measured by stellar-dynamical methods as a function of distance $`d`$ and telescope diameter $`D`$. The strong dependence on distance favors measurement of nearby lower-mass black-holes over higher-mass distant black holes.

We plot eq. (5) in Figure 1 for two cases, (a) for Hubble Space Telescope (HST) with $`D=2.4`$ m, and (b) for an diffraction-limited 8-m telescope. SMBH masses above these respective lines are large enough to be measurable by stellar-dynamical methods. Also plotted on this diagram are masses and distances for reverberation-mapped AGNs. This diagram shows that no more than two reverberation-mapped AGNs, NGC 3227 and NGC 4151, are even possible candidates for measurement of their central masses by stellar-dynamical methods with HST. On the other hand, with a diffraction-limited 8-m telescope, a half-dozen or so AGNs are amenable to stellar-dynamical measurements of their SMBH masses. This is a marginally large enough sample to compare the stellar-dynamical and reverberation-based masses in a definitive way and to allow a reasonable assessment of the currently unknown systematic errors in the reverberation-based masses.

We note that attempts have been made to observe both NGC 3227 and NGC 4151, the two reverberation-mapped AGNs in which the black-hole radius of influence might be resolvable with HST (Gary Bower, PI). Neither attempt has been successful, in both cases because at the time the AGN was observed it was in an anomalously bright state, swamping the Ca ii triplet absorption lines in the host-galaxy spectrum. Spatially resolved spectroscopy of both of these sources should be re-attempted with HST, but perhaps on a target-of-opportunity basis when the active nucleus is in a relatively faint state.

An obvious question to ask is why must these measurements be made from space, since the Ca ii triplet is accessible from the ground? The main reason is that the strong contamination by the point-like nuclear source requires a truly diffraction-limited optical system. Ground-based adaptive optics systems are inadequate because of their low Strehl ratios (ratio of core intensity relative to a diffraction-limited point-spread function). Even in the low-luminosity AGNs, the weak stellar absorption features are completely washed out by the bright nuclear light. A second reason to observe from space is that at a fairly low redshift ($`z\stackrel{>}{}0.06`$), the Ca ii triplet lines are redshifted into the strong telluric water vapor lines, thus making an already very difficult observation virtually impossible.

It is also worth noting that it is only Type 1 AGNs (i.e., those with prominent broad lines in the UV/optical) that are amenable to reverberation mass measurements; on the other hand, of course, this is an important method that needs further development since it can be applied to Type 1 AGNs at arbitrary distance. Black-hole masses can be measured by megamaser motions in only very special cases. Thus direct measurement of the central masses of most local galaxies, including many AGNs and related objects (e.g., Type 2 AGNs and LINERs), will require stellar-dynamical studies. These, we see from Fig. 1, are capable of measuring SMBH masses for $`M_{\mathrm{BH}}>10^8M_{}`$ out to a distance of $`100`$ Mpc.

Comparison of stellar-dynamical and reverberation-based masses is of critical importance. Once this has been effected, we will be able to employ (a) reverberation-mapping methods to distant AGNs and (b) secondary methods that are tied to reverberation (e.g., Wandel, Peterson, & Malkan 1999, Vestergaard 2002) to estimate with confidence masses of the black holes in distant quasars and thus address how the quasar mass function evolves with time.

## 3. X-Ray/UV Absorption

During the last decade, largely because of moderate-resolution, high-sensitivity UV spectroscopy with HST and soft X-ray spectroscopy with ASCA, it has been recognized that UV and X-ray absorption features are ubiquitous properties of low-luminosity AGNs (e.g., Crenshaw et al. 1999). The origin of the resonance-line and ionization-edge absorption features is poorly understood. In many instances, a strong case can be made that the UV and X-ray features arise co-spatially. The absorbing gas is always blueshifted relative to the emission lines, and multiple velocity components are often identifiable in the UV lines. The large column densities indicate that the flows are massive111This conclusion is dependent on the assumed “covering factor”, but this must be of order unity since absorption is present in virtually all nearby well-studied AGNs., and in some cases can involve kinetic energy fluxes similar to the radiative output of AGNs. These properties suggest that they are the analogs of the polar outflows seen in young stars, i.e., they are a by-product of the accretion process. They may be somehow related to the much more massive outflows seen in about 10% of high-luminosity AGNs, those known as broad absorption line (BAL) QSOs. Perhaps most importantly, outflows from AGNs may have a profound feedback effect on star-formation processes in the host galaxies (e.g., Silk & Rees 1998).

The basic questions that need to be addressed are:

1. How much mass and kinetic energy is involved in these outflows, and how does this compare to the radiative output of AGNs?
2. How do the properties of the absorbers vary with other AGN properties, especially mass, luminosity, and radio loudness?

Only a very large space-based telescope can address these questions, as the sources are faint and high spectral resolution observations are required. Spectral resolution must be high enough to resolve the individual velocity components at their thermal width ($`10`$ km s-1, or $`R=30,000`$), and the most important features are the UV resonance lines of abundant elements, notably C iv, Si iv, N v, and O vi. It is only in the lower-luminosity, lower-redshift objects that the individual velocity components are distinguishable from one another; we cannot address the same question simply by observing similar systems at higher redshift, as the absorption systems seen in the higher-redshift, higher-luminosity BALs are virtually continuous in velocity, making physical analysis extremely difficult and model dependent.

Variability of absorption lines in lower-luminosity AGNs, which occurs on time scales as short as a day, and detection and measurement of weak fine structure lines afford useful probes of physical conditions (mainly particle density) in the absorbing gas. Large collecting apertures are key to acquiring data of sufficient quality to utilize these tools.

## 4. Space Astronomy Infrastructure

A generally recognized principle in ground-based astronomy is that to make efficient use of new-technology very large telescopes, we must off-load essential work that can be done with smaller telescopes. During the early years of HST, the International Ultraviolet Explorer (IUE) served in this capacity. At the present time, only HST and the Far Ultraviolet Spectroscopic Explorer (FUSE), which do not have overlapping capabilities, are operational. By no later than 2010, there is likely to be no UV spectroscopic instrument generally available to the community. Even optimistic launch dates for an 8-m class UV telescope might mean a long hiatus during which no UV observations are possible and hard-won expertise in UV spectroscopy begins to evaporate. Moreover, once an 8-m UV/optical telescope becomes operational, either it will spend some fraction of its time doing truly critical UV observations that might equally well be done on a smaller, cheaper telescope, or this important work simply will not get done.

NASA’s contribution to astrophysics has been fantastically successful; in many areas of astronomy, and active galactic nuclei constitute only one example, UV data are simply too critical to do without. Large areas of astrophysics opened by UV astronomy cannot be allowed to die or languish when HST reaches the end of its lifetime. Certainly the case put forward at this meeting tells us that there are many frontiers in which we can progress significantly with an order-of-magnitude increase in collecting area and a factor of a few improvement in angular resolution. However, in our planning, we need to recognize the need for smaller workhorse facilities as part of the space astronomy infrastructure. These do not be need to be glamorous telescopes ladden with superlatives or science programs designed to address in a definitive way one of the handful of current big mysteries of the Universe. Neither would they be expensive; indeed, a 1-m class UV spectroscopic telescope fits into a Medium Explorer funding envelope ($``$$200M) and expendable launch vehicle (e.g., Delta II with a 3-m fairing). In other words, we are fully capable of solving this problem essentially with existing resources because new funding lines would not necessarily be required. If we fail to solve this problem, we have no one but ourselves to blame.

## 5. Summary

The most dramatic impact that an 8-m space-based UV/optical telescope would have on AGNs would be to enable stellar-dynamical mass measurements out to a distance of $`100`$ Mpc, a volume large enough to include several AGNs with reverberation-based mass measurements. The increase in collecting area relative to HST will enable far more detailed studies of the poorly understood, but energetically important, massive outflows seen in AGN spectra. The order-of-magnitude improvement in spatial resolution afforded by HST relative to ground-based observations has provided us with a wealth of information on the inner structure of AGNs (e.g., Pogge & Martini 2002) and on the evolution of AGN host galaxies. Certainly, another factor of a few improvement in resolution and the much larger collecting area will allow us push these frontiers forward.

#### Acknowledgments.

I wish to thank my colleagues D.M. Crenshaw, L. Ferrarese, F. Hamann, L.C. Ho, A. Laor, P.T. O’Brien, P.S. Osmer, R.W. Pogge, J.C. Shields, and M. Vestergaard for helpful discussions and suggestions.

## References

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text:
# Scaling, domains, and states in the four-dimensional random field Ising magnet

## I Introduction

As the random field Ising magnet (RFIM) is a relatively well-studied model of a disordered material, general questions about thermodynamic phases and transitions have been addressed using it as a model system. Experimental studies of random field Ising magnets are also available for comparison with theoretical predictions. The statics of the RFIM have been studied in detail theoretically, both analytically and numerically. It has been proven that there are at least two phases in dimensions greater than two,proofs  scaling arguments have been constructed,NattermannInYoung  the replica approach has been applied,MezardYoungMonasson  and the model has been analyzed on hierarchical lattices.CaoMachta  The RFIM also has a rich numerical history, including extensive Monte Carlo simulationsRiegerRFIM ; RiegerYoung ; NewmanBarkemaRFIM ; MachtaNewmanChayes  and zero temperature ground state studies.dAuriac ; Ogielski ; Swiftetal ; HartmannNowak ; dAuriacSourlas ; Sourlas ; HartmannYoung ; MiddletonFisherRFIM ; DukovskiMachta  Some questions about the model remain unsettled, though, and the physical picture of excitations is somewhat incomplete. Studying these properties of the model will be useful in building a more complete picture, especially when addressing questions about dynamics.

There has been an active discussion about the nature of the phase diagram for the random field Ising model (RFIM). One controversy has been whether the transition from the ferromagnetic phase to paramagnetic phase, which occurs as the disorder strength or temperature is varied, is continuous in three dimensions.RiegerRFIM ; dAuriacSourlas ; Sourlas ; NattermannInYoung  Recent workMiddletonFisherRFIM ; DukovskiMachta  provides further strong evidence that the transition is second order in this case and that previously derived scaling relations apply. However, as the ratio $`\beta /\nu `$ of the order parameter exponent $`\beta `$ to the correlation length exponent $`\nu `$ is very small, some scaling predictions are hard to verify. It is of interest to pursue this investigation in higher dimension, where $`\beta /\nu `$ is larger, to verify the general theoretical picture suggested for the RFIM in finite dimensions.

## II Summary of results

Numerical simulations have been carried out for the Gaussian RFIM on a simple hypercubic lattice in four dimensions. The Hamiltonian (for a review of the RFIM see Ref. NattermannInYoung, ) is defined over spin configurations $`\left\{s_i=\pm 1\right\}`$,

$$H=J\underset{ij}{}s_is_j\underset{i}{}h_is_i,$$
(1)
with $`ij`$ indicating nearest neighbor sites $`i,j`$ and the random fields $`h_i`$ are chosen independently from a Gaussian distribution with mean zero and variance $`h^2`$. Here the energy scale is fixed by setting $`J=1`$ in the computations, with temperature $`T=0`$. Exact ground states for this Hamiltonian are found using a max-flow algorithm, as in previous work.dAuriac ; Ogielski ; Swiftetal ; HartmannNowak ; dAuriacSourlas ; Sourlas ; HartmannYoung ; MiddletonFisherRFIM ; DukovskiMachta

The magnetization is more useful in studying the 4D RFIM than the 3D RFIM, as the magnetization exponent $`\beta `$ is more easily distinguished from zero. The Binder parameter is used to locate the ferromagnetic-to-paramagnetic transition relatively precisely at $`h_c=4.179(2)`$. A finite-size study of the magnetization allows the ratio $`\beta /\nu `$ to be estimated as $`\beta /\nu =0.19(3)`$. Besides its relevance to the magnetization, this ratio is important in studying the nature of the states and comparing domain wall exponents.

The ground state energies and their dependence on boundary conditions can be used to study the heat capacity and stiffness exponents of the RFIM. The stiffness (violation of hyperscaling) exponent is determined to be $`\theta =1.82\pm 0.07`$, consistent with conventional exponent bounds.SofferSchwartz ; FisherRFIM  Unlike the 3D case, the value for $`\theta `$ is numerically distinguishable from $`d/2`$. The heat capacity exponent inferred from the ground state energies is estimated as $`\alpha =0.26\pm 0.05`$, apparently distinct from $`\alpha =0`$ and again consistent with the conventional disorder variant of Widom scaling,FisherRFIM ; VillainRFIM  $`(d\theta )\nu =2\alpha `$.

The spatial structure of the spins for the 4D RFIM is found to differ from the structure for the 3D RFIM, over the length scales studied. In the case of three dimensions, the spins appear to form a nested sets of domain walls at criticality.MiddletonFisherRFIM ; VillainRFIM  In 4D, the frozen spins (those invariant under all boundary conditions) percolate in the ferromagnetic phase. This implies that domain walls cannot be simply identified as surfaces between connected sets of same-sign spins. Simulations show that the frozen spins percolate at a value $`h_p^f=3.680(5)`$. At a slightly higher value of $`h`$, $`h_p^m`$, the minority spins (frozen spins of a sign opposite to the magnetization) percolate. Evidence is given in Sec. VI that this percolation takes place even when the spins are coarse grained, with the critical value of $`h`$ dependent on the scale of the coarse graining. While this percolation does not affect thermodynamic quantities such as the bond part of the mean ground state energy, $`\overline{E}_J`$, or the magnetization, the definition of the domain walls and the description of the spin-spin correlation function turns out to not be as straightforward as in the case of $`d=3`$.

The qualitative nature of the thermodynamic limit in the 4D RFIM can be addressed by studying the influence of boundary conditions on the configuration in a fixed window. In Sec. VII, the effect of up ($`+`$) and down ($``$) boundary conditions at the surface of the sample are compared with periodic boundary conditions ($`P`$). The probability of the interior spins in the $`P`$ configuration being identical to either the $`+`$ or $``$ configuration approaches $`1`$, as $`L\mathrm{}`$, for all $`h`$. Taking the periodic boundary condition as a generic case, then, in the large volume limit, the interior of the ground state configuration is found in one of the two ferromagnetic states for $`h<h_c`$ or the paramagnetic state for $`h>h_c`$. The probability for the P configuration to be either $`+`$ or $``$ in the interior scales in a manner consistent with the 3D resultsMiddletonFisherRFIM  and the general case where there are few states in the thermodynamic limit.AAMstates

### II.1 Algorithm and error bars

The variant of the push-relabel algorithm used is the same as described in Ref. MiddletonFisherRFIM, . Near criticality, ground states for samples of size $`64^4`$ were found in about 3000 s using 1 GHz Pentium III processors. Ground states for smaller samples were found using a faster, but less memory-efficient, version of the algorithm; using the same processors, near-critical samples of volume $`32^4`$ were solved in approximately 60 s.

Error bars for exponent values throughout this paper include both estimated systematic errors due to apparent finite size effects and errors due to statistical uncertainties; the error bars represent an estimated range of values in which the value lies, with high confidence. In contrast, error bars in the figures for raw data reflect $`1\sigma `$ statistical uncertainties computed from the standard deviation, except for the Binder cumulant, where the error bars were computed by resampling. Plots of fitted values, such as estimated peak heights, include both statistical errors and an error bar that reflects fluctuations in values that result from varying the degree of the polynomial fit and the chosen range of the fit.

In some of the plots, exponent values that differ from the “best” value from other plots are used to scale the data, to indicate that there is some flexibility in the exponent values, depending on the method. All of the values derived for the exponents from various methods are consistent with each other to within statistical and estimated systematic errors. Table 1 gives a summary of the numerical values of the best estimates for the exponents.

## III Magnetization

As the exponent $`\beta `$ is more readily determined in the 4D RFIM, compared with the 3D case, it is useful in 4D to study the magnetization as a first guide to the critical behavior and to locate the transition. The mean value of the absolute value of the magnetization is defined as

$$\overline{|m|}=N^1\overline{|\underset{i}{}s_i|},$$
(2)
where the overline indicates an average over samples of volume $`N=L^4`$. The magnetization is directly computed for each sample from the ground state with periodic boundary conditions. The dependence of the sample-averaged magnetization on disorder $`h`$ is plotted in Fig. 1.

### III.1 Binder cumulant and $`h_c`$

One method for determining the value of $`h_c`$ is to use the Binder cumulant. The value of the cumulant, $`g=(3\overline{m^4}/\overline{m^2})/2`$, should be $`g=1`$ in the ferromagnetic phase and should take on the value $`g=0`$ in the paramagnetic phase. The fixed point $`h_c`$ is found by the intersection of the $`g(h)`$ curves for various $`L`$. Some caution should be used with this method, as the magnetization exponent is small, so that the sample distribution of $`m`$ is bimodal for even large samples near the transition. The assumptions of Gaussian behavior about the mean in the paramagnetic phase are difficult to achieve. Nonetheless, the plots of $`g(h)`$ show a consistent behavior that indicates the finite-size trends in the data for the magnetization. The plot of $`g(h)`$ for $`L=4`$ through $`L=64`$ is shown in Fig. 2. For smaller system sizes, about $`5\times 10^4`$ ground states were found; for the $`L=64`$ systems near $`h_c`$, about $`5\times 10^3`$ ground states were computed. The apparent intersection point is $`g_c0.975`$, but this quantity likely has not converged to its scaling value. The location of the transition can be assigned with more certainty to the range $`h_c=4.179\pm 0.002`$. This is an acceptable value for the set of lengths used here and likely will continue to hold for scales that are somewhat larger. It is also quite consistent with the scaling of the stiffness, location of the specific heat peaks, and the algorithmic slowing down discussed in the other sections of this paper.

### III.2 Magnetization

The ratio of the magnetization exponent $`\beta `$ to the correlation exponent length $`\nu `$ is computed from the effective finite size exponent for the magnetization. Given standard finite size scaling, the magnetization at the transition will scale as $`m(h_c)L^{\beta /\nu }`$. The local exponent $`\beta /\nu `$ is found by the discrete derivative of $`\mathrm{ln}(\overline{|m|})`$ with respect to $`\mathrm{ln}(L)`$. The results of this computation are plotted in Fig. 3. This evaluation gives a location for the transition that is consistent, but slightly less precise, than the Binder cumulant analysis. The value of the local exponent that is most consistent with a constant value gives the estimate

$$\beta /\nu =0.19\pm 0.03.$$
(3)
In Fig. 4, the scaled magnetization (for the same samples used to compute $`g(h)`$) is plotted as a function of scaled distance to the transition, in agreement with the finite-size scaling form

$$\overline{|m|}=L^{\beta /\nu }f_m[(hh_c)L^{1/\nu }],$$
(4)
where the value $`\nu =0.83`$ gives the best scaling collapse, with fixed $`\beta /\nu =0.19`$ and $`h_c=4.179`$. The value of $`\nu `$ in Table 1 indicates the range of values found by distinct estimates; there is no clear best measurement of $`\nu `$ in the data.

### III.3 Fluctuations in the magnetization

In addition to the scaling of the mean magnetization, the fluctuations in the magnetization can be checked for consistency with finite-size scaling. The sample-to-sample fluctuations $`\mathrm{\Delta }_M`$ in the total magnetization $`|M|=N|m|=_is_i`$ can be estimated, using the number of independent volumes and the fluctuations in the magnetization of such volumes. Defining the finite size scaling variable $`x=(hh_c)L^{1/\nu }`$, at large $`|x|`$, the relevant volumes are of size $`\xi (hh_c)^\nu `$, while at small $`|x|`$, the volume is finite-size limited. The fluctuations in the magnetization over a volume $`\mathrm{}^d`$ are $`M_{\mathrm{}}\mathrm{}^{d\beta /\nu }`$ and the number of such volumes is $`n_{\mathrm{}}(L/\mathrm{})^d`$. Taking fluctuations over each volume to be independent, one can write a version of the scaling as

$$\mathrm{\Delta }_MM_{\mathrm{}}\sqrt{n_{\mathrm{}}}L^{d/2}(hh_c)^{d\nu /2\beta }f_\mathrm{\Delta }(x),$$
(5)
where in the limit of large $`|x|`$, $`f_\mathrm{\Delta }`$ approaches a constant whose value depends on the sign of $`|x|`$. For small values of $`|x|`$, $`f_\mathrm{\Delta }(x)|x|^{\beta +d\nu /2}`$. This scaling form is verified by the data displayed in Fig. 5. The data at small $`|x|`$ is roughly consistent with the range of power laws $`\beta +d\nu /21.48\pm 0.15`$ plotted in Fig. 5 (this comparison is rather sensitive to the location of $`h_c`$ and the value of $`\nu `$.) At large $`|x|`$, $`\mathrm{\Delta }_ML^{d/2}(hh_c)^{\beta d\nu /2}`$ approaches a constant.

## IV Heat capacity

The specific heat of the 3D RFIM is a quantity that can be measured experimentally, directlySatooka1998 ; BirgeneauPRL95  or indirectly.BirgeneauPRL95 ; JaccarinoBiref  The divergence of the specific heat has also been estimated numerically, though not all estimates agree and the experimental situation is unclear. Because of these discrepancies, it is useful to also study this quantity in the case of four dimensions, to check the validity of the standard scaling picture.

The heat capacity can be estimated using ground state calculations and applying thermodynamic relations employed by Hartmann and Young.HartmannYoung  This approach was also applied in Refs. MiddletonFisherRFIM,  and Hartmann4d, . The method relies on studying the singularities in the bond energy density

$$E_J=L^d\underset{ij}{}s_is_j.$$
(6)
This bond energy density is the first derivative $`E/J`$ of the ground state energy with respect to $`h`$ (equivalently, up to constants, with respect to $`J`$.) The derivative of the sample averaged quantity $`\overline{E}_J`$ with respect to $`h`$ then gives the second derivative with respect to $`h`$ of the total energy and thus the sample-averaged heat capacity $`C`$. The singularities in $`C`$ can also be studied by computing the singular part of $`\overline{E}_J`$, as $`\overline{E}_J`$ is just the integral of $`C`$ with respect to $`h`$. The finite-size scaling for the singular part of the specific heat $`C_s`$ is

$$C_sL^{\alpha /\nu }\stackrel{~}{C}[(hh_c)L^{1/\nu }],$$
(7)
while the scaling for the leading part (through the first singular term) of the sample averaged bond energy at $`h=h_c`$ is

$$\overline{E}_{J,s}(L,h=h_c)=c_1+c_2L^{(\alpha 1)/\nu },$$
(8)
with $`c_1`$ and $`c_2`$ constants.

The data analysis is based upon direct fits using $`\overline{E}_J`$. This approach avoids complications that arise in computing the uncertainties when fitting to finite-differenced estimates for $`C`$, but is otherwise equivalent to fitting to such finite differences. The fit was a least squares fit of a cubic to $`h(\overline{E}_J)`$ for fixed values of $`L`$. This fit to the inverse function was more stable than fitting to $`\overline{E}_J(h)`$. The fit function was then inverted to give the estimate for $`\overline{E}_J(h)`$. The maximum slope of this estimated function is in turn used to estimate the peak in $`C(h)`$ for each $`L`$. The uncertainties at any point, especially when determining the peak value $`C_{\mathrm{max}}(L)`$, in the analysis can be estimated using a bootstrap technique (resampling the data.) The data for $`\overline{E}_J`$ are plotted directly in part (a) of Fig. 6. The samples used were the same as used for the magnetization and Binder cumulant analysis. The derivatives of the fit are plotted in part (b) of this figure and compared with the heat capacity values determined by finite differencing. Note that the finite differenced values are relatively noisy due to the differentiation. This apparent noise can be reduced by less refinement in the values of $`h`$ sampled, but this would reduce the resolution in $`C(h)`$ and the location of the peak in $`C`$. By directly fitting to $`\overline{E}_J`$ rather than the finite differences, this complication is reduced (but could be managed with appropriate care in the error analysis.)

The estimates for the maximum values of the heat capacity are plotted as a function of $`L`$ in Fig. 7(a). The relatively precise data are not consistently fit by a power law until $`L>16`$. The fit for these values gives $`\alpha /\nu =0.31\pm 0.04`$, where the errors are purely statistical. Given the short range of the fit (from $`L=22`$ to $`L=64`$), one must allow for the possibility of corrections to scaling giving a different value at larger system sizes (possibly slightly lower.) A fit of these data to $`C_{\mathrm{max}}\mathrm{ln}(L)`$ is less successful, however (see the inset in Fig. 7(a).) As always, it is difficult to distinguish a logarithmic behavior, suggested for $`C_{\mathrm{max}}`$ in Ref. Hartmann4d, , from a small-power-law behavior. In Fig. 7(b), the local discrete derivatives are plotted for the cases where the behavior should be a power law (main part of the figure) and logarithmic (inset.) The power law does seem to be more consistent with a convergence to a fixed slope for this range of sizes. Though the fits are not definitive, the fitted power law behavior is most consistent with scaling relations and other data and does seem to explain the computed singularity in the bond part of the energy.

The specific heat can also be used to infer $`\nu `$. This can be done directly through scaling the widths of the peaks in $`C`$, but a more robust procedure was to use the indirect procedure of fitting $`\overline{E}_J`$, which, being the integral over $`h`$ of $`C`$, incorporates the width of the peak in $`C`$. The quantity $`(\alpha 1)/\nu `$ was found by using the fitted value of $`\overline{E}_J`$ at $`h_c`$. The derivative of $`\overline{E}_J(h_c)`$ with respect to $`\mathrm{ln}(L)`$ gives the power law $`(\alpha 1)/\nu =0.94\pm 0.06`$. With the value for $`\alpha /\nu `$, this gives the estimate $`\nu =0.80\pm 0.06`$.

## V Stiffness & domain walls

The nature of responses to external perturbations is used to characterize distinct phases, in general. One of the more important responses to study is the response to changes in the boundary conditions. For example, ferromagnetic phases in pure materials can be identified due to the finite energy density of domain walls induced by twisted boundary conditions. The application of twisted boundary conditions to stiffness and domain walls to disordered systems was introduced for spin glasses by McMillanMcMillanDWRG  and Bray and Moore.BrayMooreLCRG  Stiffness and domain walls were studied for the 3D RFIM in Ref. MiddletonFisherRFIM, . The approach taken quantities studied here for the 4D RFIM are the same, though the results are somewhat distinct in flavor from the 3D results.

Measuring the stiffness quantifies the change in energy due to a change in boundary conditions. The symmetrized stiffness is defined as

$$\mathrm{\Sigma }=(E_++E_+E_{++}E_{})/2,$$
(9)
where $`E_{ab}`$ is the ground state energy for boundary spins fixed to be $`a`$ at one end of the sample and $`b`$ at the other end of the sample (periodic boundary conditions are used in the other $`d1`$ dimensions). This definition minimizes the effects of surface terms and has the value $`\mathrm{\Sigma }=0`$ if the two ends of the sample are “decoupled”, with the effect of the boundary conditions penetrating only a finite distance into the sample. The value $`\mathrm{\Sigma }`$ will be zero with high probability in the paramagnetic phase, for large samples, and is expected to scale as $`L^{d1}`$ in the ferromagnetic phase, for fixed $`h`$.

### V.1 Stiffness at criticality

The sample averaged stiffness $`\overline{\mathrm{\Sigma }}`$ is a quantity that is useful for investigating scaling and the order of the transition. Near a second order transition, the average stiffness scales with a characteristic scale $`L^\theta `$, where $`\theta `$ is the “violation of hyperscaling” or stiffness exponent. The natural scaling assumption is that this stiffness varies over a scale given by the reduced disorder, giving

$$\overline{\mathrm{\Sigma }}\overline{C}L^\theta 𝒮[L^{1/\nu }(hh_c)K],$$
(10)
with $`\overline{C}`$ and $`K`$ nonuniversal constants and $`𝒮`$ a function dependent on the shape of the sample. Another characterization of the distribution of stiffness over samples is $`P_0(h,L)`$, which is the probability that the stiffness will be exactly zero. As the distribution of the stiffness can be scaled at the critical point, with $`\mathrm{\Sigma }=0`$ invariant under rescaling of $`\mathrm{\Sigma }`$ by $`L^\theta `$, $`P_0(h_c,L)`$ approaches a constant as $`L\mathrm{}`$, with the asymptotic value set by sample shape, disorder distribution, and lattice type. This convergence to a constant was used in Ref. MiddletonFisherRFIM,  to locate $`h_c`$ for the 3D RFIM.

The probability of zero stiffness $`P_0`$ is plotted in Fig. 8, for samples of shape $`3L\times L^3`$. Less anisotropic samples had a very small value of $`P_0`$ and therefore had more statistical error. As the running time for a given $`L`$ is larger and the ground states for four different boundary conditions were computed, fewer samples were studied here than in the magnetization and energy study. For $`L=32`$, up to $`5\times 10^3`$ realizations were studied, while for the smallest samples, $`E_J`$ was calculated for about $`5\times 10^4`$ samples. The estimates plotted are consistent with $`P_0`$ approximately constant in $`L`$ for $`h_c4.18`$. This is in accord with other estimates of $`h_c`$, though the uncertainty in using this plot to determine $`h_c`$ is somewhat larger than from other methods.

A scaling plot showing the collapse of the stiffness calculations for samples of the same shape, $`3L\times L^3`$, is shown in Fig. 9. Assuming the scaling form Eq. (10), a collapse to a single function should be found when plotting $`\overline{\mathrm{\Sigma }}L^\theta `$ as a function of $`(hh_c)L^{1/\nu }`$. This collapse is unreasonably good (that is, is not too bad for $`L=6`$), using $`h_c=4.177`$, $`\theta =1.82`$ and $`\nu =0.80`$. The computations strongly support the picture of a second order transition with a value for $`\theta `$ obeying the bounds FisherRFIM ; VillainRFIM ; SofferSchwartz

$$d/2\beta /\nu \theta d/2.$$
(11)
When $`d=3`$, it has not been possible to determine whether $`\theta d/2`$, given that $`\beta /\nu `$ is so small. Here, given the larger value of $`\beta /\nu `$, it is possible to discriminate between $`\theta `$ and $`d/2`$, with the result suggesting that $`\theta <d/2`$ (in addition, the result is consistent with saturation of the lower bound.)

### V.2 Domain walls

The calculations for the set of boundary conditions $`++`$, $``$, $`+`$, and $`+`$ on the two opposite controlled faces (separated by $`3L`$) have also been used to study the domain walls in the 4D RFIM. Following the definitions of Ref. MiddletonFisherRFIM, , three definitions of the domain wall are considered. The first is found by comparing $`++`$ and $`+`$ boundary conditions, with the spins fixed to be $`+`$ on the left end in both cases. The set of spins which is connected to the left end and fixed under both sets of boundary conditions has an internal boundary that intersects $`W_s`$ bonds. Assuming scaling at $`h_c`$, the surface measure scales as

$$\overline{W}_sL^{d_s},$$
(12)
defining the domain-wall dimension $`d_s`$. The next domain-wall measure exponent is found by comparing the $`+`$ configuration with the $``$ and $`++`$ configurations. The number of bonds which are unsatisfied only with $`+`$ boundary conditions gives a domain wall measure $`W_I`$. Under $``$ and $`++`$ boundary conditions, there are unsatisfied bonds due to frozen spin regions, where the random field is strong enough to fix the spins under all boundary conditions. The unsatisfied bonds with either of these two boundary conditions are not counted as part of the $`+`$ domain wall under this definition. The only broken bonds which are counted as part of $`W_I`$ are those broken due to the twisted boundary conditions. This measure similarly defines an incommensurate surface exponent by

$$\overline{W}_IL^{d_I}.$$
(13)
The third definition of the effect of boundary conditions is given by the bond or exchange part of the stiffness,

$$\mathrm{\Sigma }_J=(E_+^J+E_+^JE_{++}^JE_{}^J)/2,$$
(14)
where $`E_J=J_{ij}s_is_j`$. This count includes some broken bonds with negative sign and is influenced by frozen islands. The “dimension” $`d_J`$ is then

$$\overline{\mathrm{\Sigma }}_JL^{d_J}.$$
(15)
As $`\overline{\mathrm{\Sigma }}_J`$ is the derivative of $`\mathrm{\Sigma }`$ with respect to $`J`$, thermodynamic relationsMiddletonFisherRFIM  imply that

$$d_J=\theta +\frac{1}{\nu }.$$
(16)
The values of $`d_s`$, $`d_I`$ and $`d_J`$ were estimated by taking the discrete logarithmic derivatives of $`\overline{W}_s`$, $`\overline{W}_I`$ and $`\overline{\mathrm{\Sigma }}_J`$,

$$d_{s,I,J}(\sqrt{L_1L_2})=\mathrm{ln}[W(L_2)/W(L_1)]/\mathrm{ln}(L_2/L_1),$$
(17)
with $`W`$ being one of the measures of the domain wall. The results are plotted in Fig. 10.

One of the more striking differences between the 3D and 4D calculations is that, while $`d_sd`$ in 3D, when $`d=4`$ the value of $`d_s`$ is consistent with the relation

$$d_s=d.$$
(18)
Thus, the domain wall defined by the surface of connected fixed spins anchored at the fixed end of the sample has dimension consistent with the spatial dimension. This surface, the internal boundary between flipped and fixed spins, appears to be space-filling. Additionally, the estimated value of $`d_I=3.20\pm 0.12`$ is clearly distinct from $`d_s`$, in contrast with the near equality seen in 3D.MiddletonFisherRFIM  These differences will be addressed in more detail in Sec. VI, when examining the frozen spins for $`h<h_c`$.

### V.3 Domain walls and scaling

The value computed here for $`d_J`$, $`d_J=2.94\pm 0.12`$, is just consistent with Eq. (16). As the derivation of Eq. (16) is quite robust, this consistency should not be surprising. Though the arguments are apparently sound, the conjecture made originally for 3D,MiddletonFisherRFIM  namely that

$$d_I=d_J+\beta /\nu ,$$
(19)
has a non-rigorous derivation, especially as in the above form, $`d_s`$ in the original version has been replaced by $`d_I`$, which here more clearly reflects the measure of the domain walls induced by boundary condition changes. However, this scaling relation is easily consistent with the computed values of the domain wall exponents and $`\beta /\nu `$.

The value found here for $`(\alpha 1)/\nu `$ also satisfies the relationship $`d_Id\beta /\nu =(\alpha 1)/\nu `$, which was used in Ref. MiddletonFisherRFIM, , except for the replacement here of $`d_s`$ by $`d_I`$, motivated in the 4D RFIM by the more natural definition of domain walls using $`d_I`$ and the spatial structure of frozen spins.

## VI Frozen and minority spins

The result that one measure of the domain wall dimension, $`d_s`$, is near to the spatial dimension $`d`$ suggests that the picture of the spin configurations must differ between the cases $`d=3`$ and $`d=4`$. The picture of the configuration at the transition in $`d=3`$ described in Ref. MiddletonFisherRFIM,  is that of nested domain walls, where the domain walls are the boundaries separating connected sets of spins of the same sign (see also Ref. VillainRFIM, .) In this section, results are presented that necessitate a different picture in $`d=4`$, due to the percolation of minority spins for $`h`$ less than the critical disorder $`h_c`$. (These results should be compared with those for the 3D RFIM presented in Ref. EsserNowakUsadel, , which support the existence of two interpenetrating spanning domains in the 3D RFIM for $`h>h_c`$, and those of Ref. SPAperc, , where the surprising claim is made that there is a second critical $`h_p>h_c`$ where there is first simultaneous spanning by up and down spin clusters.) The percolation of minority spins in $`d=4`$ for $`h<h_c`$ makes the identification of domain walls with connected sets of uniform spins problematic.

Given a disorder realization $`\{h_i\}`$, there are two natural sets of spins to consider when defining domain walls and percolation clusters. The minority spins are simply those that have spin opposite to the mean magnetization. The fraction of spins that fall into this category is $`(1|m|)/2`$. Frozen spins are those that are invariant under all boundary conditions. These spins are minority spins under either all up or all down boundary conditions, so that the fraction of frozen spins is $`1|m|`$, when $`L\xi `$. If either minority or frozen spins were distributed independently in space, the clustering of these spins would map directly onto simple percolation. As there are strong interactions between these spins and the boundaries between them are related to domain walls, the percolation is not simple, on short length scales. For $`h<h_c`$, the correlations should vanish in the limit of separations much greater than $`\xi `$.

The clustering and percolation behavior of these spins can be directly studied to learn more about the domain walls. From ground state configurations for $`L=8`$ through $`L=64`$, computed both for all up and all down boundary spins, the frozen and minority spin sets were identified. These sets can be studied directly or in a coarse grained sense. (Coarse grained spin blocks were determined by whether the minority or frozen spins were a majority of the block, with ties randomly broken.) The spanning clusters were defined as those that connected two opposite faces of the hypercubic sample.

Fig. 11 is a plot of the percolation probability $`p_b`$ (i.e., the probability of at least one spanning cluster) of minority spins on scales $`b=1,2,4`$ as a function of $`h`$. From this plot, an extrapolation of the curve crossings to large $`L`$ suggests that the minority spins percolate in the infinite-volume limit at $`h_p^m=3.850\pm 0.005`$. Plots for the frozen spins are qualitatively similar, with a lower percolation threshold of $`h_p^f=3.680\pm 0.005`$. In each case, the number of spanning clusters peaks near $`h_p^{m,f}`$, with the peak number increasing with $`L`$. The percolation point tends toward $`h_c`$ as the scale $`b`$ increases, consistent with a scaling toward the ferromagnetic state of uniform magnetization for $`h<h_c`$.

Implications for the simple domain wall picture in $`d=4`$ follow directly. As the minority spins percolate in the ferromagnetic phase, $`h<h_c`$, the boundaries of connected sets of same-sign spins are space filling. The definition of domain walls using simply these connected sets is thus not clearly informative about the effect of boundary condition changes. The surfaces defined by the incongruent bonds are more useful in understanding the domain walls. These are the surfaces that separate the two ferromagnetic ground states; the frozen spins make a space-filling background that is common to both states, even for $`h<h_c`$. (In three dimensions, at $`h=h_c`$, there is a fractal set of spins that can be controlled by the boundary conditions.) In addition, the relationship in 3D between $`\beta /\nu `$ and $`\rho _{\mathrm{}}`$, the probability of crossing a domain wall per factor of $`e`$ in length scale, would be much more difficult to investigate in 4D, as the domain walls are not readily identifiable.

## VII States

In earlier sections, it has been (sometimes implicitly) assumed that the transition in the 4D RFIM is consistent with the simple picture of a ferromagnetic to paramagnetic transition, with the sign of the magnetization in the ferromagnetic state dependent on boundary conditions and the spin configuration independent of boundary condition in the paramagnetic state, far from the boundaries. This assumption is examined in this section. The approach is inspired in large part by analytic work.FisherHuseStates ; NewmanStein  A discussion of the numerical study of the nature of the thermodynamic states is presented in Ref. AAMstates,  and the applications to the 3D RFIM can be found in Ref. MiddletonFisherRFIM, . In summary, one test of the number of states in the thermodynamic limit is to determine the correlation functions (in this case, the ground state) in the interior of the sample under several different boundary conditions. For a small number (one or two for Ising models) of thermodynamic limits, there will be a small number of interior configurations. The probability that the interior of the ground states will differ from one of the large volume limit configurations decreases as a power law dependent on the dimension of the domain wall.

The degeneracy of the ground state was directly addressed for the 4D RFIM by studying the effect of changing boundary conditions on the ground state spin configuration in the interior of the sample. In particular, the periodic ($`P`$), all spins up ($`+`$), all spins down ($``$), and open ($`O`$) boundary conditions were compared. As the 4D computations are much more time consuming, the comparison between the ground states of a system and a smaller subsystem, each with open boundary conditions, was not extensively studied, as it was in the 3D RFIM.

A summary of the results for comparisons between $`P`$ and $`+`$/$``$ is presented in Figs. 12 and 13. The results for $`O`$ vs. $`+`$/$``$ are quite similar. The plots show the (scaled) probability $`P_{P,+}(2,h,L)`$, for a given $`h`$ and $`L`$, that the ground-state $`P`$ configuration is distinct from both the ground-state $`+`$ and $``$ configurations in the central volume of size $`2^4`$. As $`L`$ increases, this probability decreases toward zero at all $`h`$. This suggests that in large samples, the interior configuration for a number of boundary conditions (including periodic and open) can be found by imposing either $`+`$ or $``$ boundary conditions. It was also found, as in the 3D case, that for $`h>h_c`$, as $`L`$ increases, the interior configurations for the $`+`$ and $``$ boundary conditions become identical with unit probability. Together, assuming the extrapolation to large $`L`$ is correct, these results show the existence of a single state for $`h>h_c`$ (for if the interior configuration differs between any two boundary conditions, it must differ between $`+`$ and $``$) and strongly suggest the existence of only two states for $`h<h_c`$.

The scaling of $`P_{P,+}`$ is consistent with previous work on disordered models.AAMstates ; PalassiniYoung2d  As a function of the scaled disorder $`(hh_c)L^{1/\nu }`$, the function approaches a single curve when the probability $`P_{P,+}`$ is scaled by $`L^{dd_I}`$. This scaling results from assuming that the number of large (size $`L`$) domain walls induced by generic boundary condition changes is constant as $`L\mathrm{}`$. This assumption is consistent with the observation that $`d_I>d1`$. The chance that an interior volume of fixed linear size $`w`$ intersects a domain wall is expected to behave as $`(w/L)^{dd_I}`$. The clean collapse of the data for larger system sizes, using values determined from magnetization and domain wall measurements, lend quantitative support to this picture.

The dimension $`d_I`$ could be alternatively deduced from this data. Fig. 14 shows the dependence of the peak value of $`P_{P,+}`$ on $`L`$. Assuming $`dd_I`$ gives this slope, the data for $`L=1244`$ gives $`d_I=3.19(2)`$. This value could be taken as the best one for $`d_I`$, but this is not done here and is instead used as a confirmation of the scaling picture.

## VIII Algorithmic slowing down

In the 3D RFIM, it was found that the number of operations carried out by the ground state algorithm diverged near the ferromagnetic-paramagnetic transition. In this section, similar results are presented for the 4D RFIM. The scaling results here have greater accuracy near the transition. The scaling is found to be quite consistent with the heuristic picture presented in Ref. AAMslowing, .

The key quantitative relation to be elucidated is that between the number of primitive operations carried out to find the ground state and the physical understanding of the phase transition and correlation volumes. In Ref. AAMslowing, , it was argued that the time per spin to find the ground state in the RFIM is directly proportional to the linear size $`L`$ near the transition. This results from the nature of the push-relabel algorithmADMR ; MiddletonFisherRFIM  used, which efficiently constructs a “height” field over the lattice that guides the “flow” (corresponding to the redistribution of excess “fluid” or external magnetic field $`h_i`$.)

The relabel operation is one of the primitive operations carried out during the convergence of the algorithm to the physical ground state. In Fig. 15, the sample average $`r`$ of the number of relabel operations per spin and the sample-to-sample fluctuations in $`r`$, $`\sigma _r`$, are plotted as a function of $`h`$ for different $`L`$. (Results for the number of the other primitive operations, the push operations, are quite similar.) There is clearly a peak in both quantities near $`h_c`$, with the peak in the sample-to-sample fluctuations being more sharply peaked, relative to the non-critical contribution noncrit .

The $`r(h)`$ curves were fit with fourth-order polynomials to extract the peak value $`r_p(L)`$. The plot of this quantity is shown in Fig. 16. A linear fit is shown, which is remarkably consistent with the data over a wide range of $`L`$. The result is in agreement with the arguments of Ref. AAMslowing,  and supports the relationship between the physical correlation length and the evolution of the algorithm.

## IX Summary

By computing the ground state for a large number of samples of volume up to $`L^4=64^4`$, the quantitative and qualitative thermodynamic properties of the 4D RFIM have been studied. The derived exponents satisfy the conventional scaling relations. The values of the exponents and location of the transition are consistent with, but are based on larger systems than, the results for the Gaussian 4D RFIM published in Refs. Swiftetal, ; Hartmann4d, . Note that, as in previous work, the value for $`\nu `$ is the least certain and that errors in $`\nu `$ propagate to estimates of $`\beta `$ and $`\alpha `$. The picture of a single transition from a nearly-two-fold-degenerate ferromagnetic state to a single paramagnetic state is confirmed by comparing ground states with varying boundary conditions. Strong evidence is presented that the picture of domain walls developedMiddletonFisherRFIM  for the 3D RFIM must be modified to describe the 4D RFIM. In particular, the percolation of frozen and minority spins within the ferromagnetic phase implies that the sets of connected same-sign spins are not the boundaries of domain walls. The empirical running times for the ground state algorithm peak near the phase transition in a manner consistent with previous descriptions,MiddletonFisherRFIM ; AAMslowing  with the peak running time per spin apparently proportional to the linear system size. The algorithmic running times provide a check on the location of the transition and the scaling exponent $`\nu `$.

I would like to thank Daniel Fisher for discussions and Alexandar Hartmann for communicating related work prior to its submission. This material is based on work supported by the National Science Foundation under Grant No. DMR-0109164.


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# Anomalous Hall Effect of Calcium-doped Lanthanum Cobaltite Films

## I Introduction

In doped lanthanum cobaltites, cobalt ions exist in many different charge and spin states. The relative number of ions in each state changes with temperature, giving rise to a complex arrangement of spins and to the unusual magnetic and transport properties of these compounds. Calcium doped lanthanum cobaltite has the largest reported anomalous (proportional to magnetization) Hall effect Samoilov et al. (1998). As usual, the maximum effect occurs near the ferromagnetic transition temperature, where there is considerable spin disorder. However we report here that the Hall resistivity remains unusually large at low temperatures. We propose that the low-temperature Hall effect is caused by spin-polarized carriers scattering off orbital disorder in the spin-ordered clusters. Further, a unique magnetoresistance behavior accompanies this effect.

### I.1 Growth, sample quality, etc.

La1-xCaxCoO3 films were grown by laser ablation from targets with x=0.25, 0.33, and 0.4. Polycrystalline targets of each composition were prepared by pressing and sintering powders produced by a polymeric steric entrapment method Nguyen et al. (1999). The films were grown in 150 mTorr of O2 at 1050 K, and then cooled at 5 K/min to room temperature in 1 atm of O2. A section of each film was patterned via photolithography and ion-milled into a five contact Hall pattern. Gold pads were then deposited for electrical contact. Rutherford backscattering (RBS) was used to determine the thickness of each film. The thicknesses were 560 Å, 590 Å, and 400 Å for the films with calcium doping of 0.4, 1/3, and 1/4, respectively. X-ray diffraction indicated epitaxial growth. The growth and patterning conditions were optimized for the 1/3 calcium doped sample, and then repeated for the other samples. As part of the optimization process, the transition temperature was measured by ac magnetic susceptibility, surface roughness was measured by AFM, and composition was measured by x-ray photospectroscopy and energy dispersive x-ray analysis. This information was used along with electrical resistivity and x-ray diffraction data to improve the laser power/fluence, growth temperature, oxygen pressure, and cooling rate. The compositions listed for each film are the nominal doping levels. The RBS data are consistent with these values, but indicate a ten percent cobalt deficiency for the x=0.4 sample.

### I.2 Measurements

Magnetoresistivity and Hall resistivity were measured in out-of-plane fields up to 7 T using a Quantum Design Physical Property Measurement System. Magnetization measurements were made with the field in the same orientation with respect to the sample (i.e., perpendicular to the (001) plane) in a Quantum Design 7 T Magnetic Property Measurement System, so that demagnetization corrections are not needed to calculate the Hall coefficient. A linear temperature independent term is subtracted from the magnetization vs. field data to account for the diamagnetic substrate signal. The Hall resistivity and magnetoresistance were measured every 0.5 T from 7 T to -7 T and back. Hall and magnetoresistance measurements are performed by applying a 37 Hz alternating current to the current leads, and recording the voltage between all possible combinations of the three voltage contacts. The weighted sum of these voltages is calculated to yield the resistivity. Subtracting two of these voltages yields the Hall voltage plus a term proportional to the magnetoresistance and the imbalance of the contacts. Sweeping the field in both directions allows one to average out this additional term, leaving only the Hall voltage.

## II Results

The resistivity for each film is shown in Fig. 1. The resistivity of the x=0.4 sample shows only a slight temperature dependence near room temperature. The resistivity drops rapidly below the ferromagnetic transition temperature (near 180 K). The resistivity of the x=1/3 sample rises more rapidly at room temperature, then decreases below the ferromagnetic transition temperature, and increases again below 80 K. The x=1/4 sample has a much higher resistivity, and is semiconducting at all temperatures. The behavior of the higher-doped films conflicts with previously reported data for calcium doped cobaltite films Samoilov et al. (1998), but is similar to that of strontium doped cobaltite (except that the phase boundaries are at slightly higher doping levels) Señarís-Rodríguez and Goodenough (1995).

Below 100 K, the x=1/3 and 0.4 doped films have significant coercivity which increases with decreasing temperature. The resistivity of the x=0.4 film increases linearly as the applied magnetic field decreases in magnitude. When the sign of the applied field is changed, the resistivity continues to increase until switching abruptly at the coercive field. The magnetoresistance curves are reversible at fields larger than the coercive field. This magnetoresistance is reminiscent of that of magnetic multilayers, except that the shape of the curves is different and cobaltite shows this behavior in much higher fields. Fig. 2 shows a striking example of this behavior. The Hall data shown in Fig. 2 includes both sweep directions with the average value subtracted. Thus removing the imbalance of the contacts, but neglecting a contribution of up to 3% from the magnetoresistance. The relative magnitude of the magnetoresistance of the 0.4 calcium doped film is temperature independant. The x=1/3 film behaves in a similar manner except that the magnitude of the magnetoresistance changes with temperature, and has opposite sign below 60 K. The anomalous Hall resistivity of the higher doped samples peaks near the ferromagnetic transition temperature, but still remains quite significant at low temperatures. Although the Hall resistivity switches at the coercive field, the change is much more abrupt than that of the magnetization (Fig. 3). The Hall resistivity is nearly field independent about and below the switching field, depending on the sign of the magnetization, but not its magnitude.

## III Discussion

Calcium doped cobaltite behaves similar to strontium doped cobaltite, except that the phase boundaries are at slightly higher doping levels. In M. A. Señarís-Rodríguez and J. B. Goodenough’s model for strontium doped cobaltite, cobalt atoms exist in two different ionization states, and many different spin states Señarís-Rodríguez and Goodenough (1995). The intermediate-spin trivalent and low-spin tetravalent cobalt ions have 5 electrons in the t2g levels. Jahn-Tellar distortion splits the t2g levels into doublet and singlet states. The doublet t2g state is degenerate because it contains 3 electrons, and this results in large spin-orbit coupling Ibarra et al. (1998)Ganguly et al. (1999). At higher calcium doping levels, double-exchange hopping between aligned sites creates a conducting percolation path through an insulating matrix. This path is ferromagnetic with large coercivity below 100 K. The insulating matrix has a magnetization which simply follows the applied magnetic field (i.e., paramagnetic behavior) Baily et al. (2002). For the 0.4 calcium doped sample, the effective width of the percolation path is proportional to the degree of alignment of the spin of the matrix with that of the percolation path. When the field is high, the path widens, because the spins tend to line up, and the path is narrowest when the matrix has spins antiparallel to those of the percolation path. The electrons on the percolating cluster are fully polarized, and therefore immune to changes in field (once the percolation cluster itself is saturated). There is spin order on the cluster, but significant orbital disorder Señarís-Rodríguez and Goodenough (1995)Ibarra et al. (1998)Ganguly et al. (1999). The Hall effect, then, results from spin-orbit scattering of the spin-polarized electrons off the orbital disorder Nozières and Lewiner (1973). The sign of the Hall effect depends only on the magnetization direction of the half-metallic percolating pathway. Below 80 K the 1/3 calcium doped sample has ferromagnetic order, but does not percolate electrically. Thermally populated spin states apparently contribute to the percolation path. As the temperature decreases the number of low-spin cobalt states in the insulating matrix increases, suppressing the conductivity at low temperature. It is possible that decreasing the number of thermally populated spin states creates regions where minority spins are scattered more strongly than majority spins and other regions where the opposite is true. These differential spin scattering rates may change as a function of temperature. If this is the case then it is reasonable for the shape of the magnetoresistance curves to remain the same while changing in sign and magnitude. Similar behavior has been observed in multilayer films when the differential spin scattering rate differs in alternating magnetic layers George et al. (1994). At higher doping the percolation path remains stable and as a result there is little change in the magnetoresistance ratio.

###### Acknowledgements.

The authors would like to thank B. Rosczyk and W. M. Kriven for providing the powder for targets, and D. J. Van Harlingen and W. K. Neils for the use of their laser ablation chamber. This material is based upon work supported by the U.S. Department of Energy, Division of Materials Sciences under Award No. DEFG02-91ER45439, through the Frederick Seitz Materials Research Laboratory at the University of Illinois at Urbana-Champaign.


text:
# Acknowledgements

## Acknowledgements

The work of A. H. is supported in part by DOE Grant No. DE-FG02-90ER40542, and the Marvin L. Goldberger fellowship. The work of S. S. is supported in part by NSF CAREER Grant No. PHY-0094328, and by the Alfred P. Sloan Foundation. We would also like to thank the Aspen Center for Physics where this work was completed.


text:
# 1 Introduction

## 1 Introduction

In spite of the bewildering types of variability classes seen in GRS 1915$`+`$105, the spectral and temporal characteristics at any given time can broadly be classified into three distinct spectral states: a low-hard state with invisible inner accretion disk (C), a high-soft state with visible inner accretion disk (B), and a low-soft state with spectrum similar to the high-soft state and with much lower intensity (A). All the variability classes are understood as transition among these three basic states. In GRS 1915$`+`$105, the low-soft state appears briefly during the rapid state transition between states C and B as well as during the soft dips seen during the variability classes $`\beta `$ and $`\theta `$ (Belloni et al. 2000). On rare occasions, long stretches of state A are also seen in this source (the variability class $`\varphi `$). Though transition from low-hard to high-soft states are seen in many Galactic black hole candidate sources, a transition between two different intensity states with similar physical parameters of the accretion disk was not observed in GRS 1915$`+`$105 or in any other black hole binaries. We have tried to explain the observed peculiar state transition which is seen for the first time in GRS 1915$`+`$105 on the basis of the presence of an accretion disk with critical viscosity which causes appearance and disappearance of sub-Keplerian flows out of Keplerian matter.

## 2 Observations and Analysis

We have made a detailed examination of all the publicly available RXTE pointed observations on GRS 1915$`+`$105 in conjunction with the RXTE/ASM data. During these investigations we found a new variability class of observations which was occurring during two time intervals, 1999 April 23$``$May 08 and 1999 August 23$``$September 11, respectively. This new class (class $`\omega `$; Klein-Wolt et al. 2002)

was observed in a total of 16 pointed RXTE observations and is characterized by a series of dips of duration of 20$``$95 s and repetition rate of 200$``$600 s. We show in Figure 1 the X-ray light curve and the colour-colour diagram for a few of the variability classes which show dip like structure or prolonged low intensity states. We have defined the hardness ratio HR1 as the ratio between the count rate in the energy range 5$``$13 keV to that in 2$``$5 keV and HR2 as the ratio of the count rates in the energy range 13$``$60 keV to that in 2$``$13 keV. From the figure, it is observed that the properties of the source during the new class is distinctly different from state C. The most remarkable feature in the new class is the low value of HR1, in fact the lowest value seen during any variability class observed in GRS 1915+105.

To study the timing properties of the source, we have generated the power density spectrum (PDS) in 2$``$13.1 keV energy band for the dip and non-dip regions of all 16 selected RXTE pointed observations. It is found that the low frequency narrow QPOs are absent in the PDS of dip and non-dip regions of all the observations and the PDS is a power-law with with indices of $``$1.5 to $``$1.9 and $``$0.8 to $``$1.9, during the non-dip and dip regions, respectively.

Fig. 1. The X-ray light curves (2$``$60 keV energy range) and colour-colour diagram (HR1 vs HR2) of GRS 1915$`+`$105 for observations of classes $`\beta `$, $`\theta `$, $`\varphi `$, $`\chi `$2, $`\chi `$3, and $`\delta `$ are shown along with the observation of class $`\omega `$. The insets in each figure shows the colour-colour diagram, HR1 in the Y-axes and HR2 in the X-axes (see text).

We have attempted a wide band X-ray spectroscopy of the dip and non-dip regions of the RXTE observation on 1999 August 23. The data for the dip region were selected when the source count rate was $``$ 3000 counts s-1 (for 2 PCUs) in 2$``$60 keV energy range and non-dip region when the count rate was $``$ 5000 counts s-1. Standard procedures for data selection, background estimation and response matrix generation have been applied. 3$``$50 keV energy range PCA data and 25$``$180 keV energy range HEXTE data are used for spectral fitting. The value of absorption column density (NH) was kept fixed at 6 $`\times `$ 1022 cm-2. The three component spectral model with a disk-blackbody, a power-law, and a thermal-Compton spectrum as model components fits the data during both the dip and non-dip regions with reduced $`\chi ^2`$ of 0.68 (66 dof) and 0.69 (76 dof) respectively. We have shown, in Figure 2, the energy spectra and the fitted model during two different intensity states. From the figure, it is observed that the dip and non-dip spectra are dominated by the thermal component. We have calculated the luminosity of the source in 3$``$60 keV energy band to be $``$ 7.8 $`\times `$ 1038 ergs s-1 and 2.2 $`\times `$ 1038 ergs s-1 for non-dip and dip regions respectively. The calculated values of the inner disk radius are 42$`\pm `$5 km during the non-dip and 25$`\pm `$6 km during the dip regions (assuming $`d`$ = 12.5 kpc and $`i`$ = 70). The temperature of the inner accretion disk during the dip and non-dip regions are found to be   1.5$`{}_{}{}^{+0.1}{}_{0.1}{}^{}`$ keV and 1.7$`{}_{}{}^{+0.1}{}_{0.1}{}^{}`$ keV respectively. From this analysis, we conclude that the observed transition between the different intensity states are associated with the change in temperature of the inner accretion disk without any significant change in the radius.

## 3 Discussion

We now discuss a possible scenario to understand this new and exciting behavior in terms of TCAF model of Chakrabarti & Titarchuk (1995). A disk with completely free (Keplerian) disk and (sub-Keplerian) halo accretion rates, does exhibit multiplicity in spectral index or multiplicity in disk accretion rate when the spectral index is similar. In the observation described here, there is no evidence for a large variation of the spectral index. This signifies that though there is not enough time for a change in the total rate, individually, Keplerian and sub-Keplerian rates may have been modified. This is possible if the viscosity parameter is very close to the critical value ($`\alpha \alpha _c0.015`$; Chakrabarti 1996). When $`\alpha `$ of the entire disk is well above $`\alpha _c`$, the entire disk is pretty much    Fig. 2. The observed count rate spectrum of GRS 1915+105 during non-dip and dip regions of the new class obtained from RXTE/PCA and HEXTE are shown in upper and lower panels respectively. A best-fit model consisting of a disk blackbody, a power-law, and a thermal Compton spectrum is shown as histogram with the data.  Keplerian, except very close to the black hole ($`r<3r_g`$). Similarly when $`\alpha `$ of the entire flow is well below $`\alpha _c`$, the flow is sub-Keplerian with a possible standing or oscillating shock wave. Since viscosity in a disk can change in a very small time scale (convective/turbulent time-scale in the vertical direction) it is not unlikely that the viscosity near the Keplerian-disk surface is very close to the critical value during the time when this new class is exhibited. Temperature and intensity of the radiation from the Keplerian disk drops to the point that a thin outflow develops from the sub-Keplerian flow. This is the low intensity state. This wind is cooled down and is fallen back on the Keplerian disk, increasing the Keplerian rate, intensity and viscosity, thereby cutting off the wind and bringing the flow to the high intensity state again. As the disk is cooler, no shock oscillation, and therefore no QPO is present. One of the tests that our model is perhaps correct is that because of super-critical viscosity this new class ($`\omega `$) should be in association with other soft classes ($`\delta ,\varphi `$ and $`\gamma `$) as is indeed the case. Only when the net accretion rate or viscosity goes down, the spectrum may become partly harder and $`\theta `$ and $`\beta `$ states could occur. If viscosity goes up, then the state goes to $`\delta `$, $`\gamma `$ or $`\varphi `$ and the disk is basically Keplerian in these cases.

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