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# Lecture on Branched Polymers and Dimensional Reduction

## Historical Introduction

The subject of dimensional reduction, in the context considered in this lecture, has a long and rather peculiar history. The strangest aspect of all is that the simplest formulation of the results has been found only very recently.

That one physical theory in $`d`$ space dimensions should be related to another in $`D=d2`$ dimensions was first suggested in the context of the field-theoretic formulation of the critical behaviour of the Ising model in a quenched random magnetic field. It was noticed that the most singular Feynman diagrams all had the form of trees before averaging over the quenched randomness. When this was done, it turned out that the diagrams were the same as those for the critical Ising model without any random field, in two fewer dimensions. Thus, no further work was needed – one should be able to take, for example, the known results for the ordinary Ising model in $`D`$ dimensions, and find the critical behaviour of the random field Ising model in $`d=D+2`$ dimensions. In particular, since the lower critical dimension (at and below which there is no phase transition) of the ordinary Ising model is $`D=1`$, this should imply that the 3-dimensional random field Ising model has no phase transition.

Unfortunately this beautiful idea is wrong. In particular it contradicts a very simple argument of Imry and Ma that the lower critical dimension should be two. However, it took several years of theoretical and experimental confusion and contradictory papers before Imbrie proved that Imry and Ma were right.

During this time Parisi and Sourlas came up with a startling explanation of how and why dimensional reduction works: supersymmetry. At that time supersymmetry was thought to be the preserve of particle physics and string theory, so their argument was not widely understood. In their paper was also the germ of the reason why simple dimensional reduction might not work for the random field Ising model: the tree diagrams were seen to be the perturbative solution to the classical field equations in the presence of the random external field. If the solution of these equations was unique and given by the sum of the diagrams, then all should have been well. But it was easy to see that, at low enough temperatures, the solution was not unique, and that the one with the lowest energy was not the perturbative one. Work is still continuing on how, possibly, to rectify this situation, but this seems a very difficult problem.

Meanwhile, a few years later, Parisi and Sourlas came up with another ingenious application of their ideas. The problem known under various versions as branched polymers, lattice trees, or lattice animals (to be decribed later) had been attracting some attention. Lubensky and Isaacson had formulated a rather complicated field theory for this problem, had come to the conclusion that the upper critical dimension (above which mean field theory is valid) is $`d=8`$, and had noticed that the first terms in the $`ϵ`$-expansion of the critical exponents below this were the same as those of the so-called Yang-Lee edge singularity in $`D=d2`$ dimensions. This is the problem of an Ising model in a purely imaginary magnetic field, and is described by a simple scalar field theory with a cubic interaction and a purely imaginary coupling. Parisi and Sourlas reformulated the model of Lubensky and Isaacson in a simpler way, and then used their supersymmetry to explain why the dimensional reduction happened. This time, everything was all right. The numerically measured exponents of lattice animals and lattice trees in $`d=3`$ dimensions are given by the exactly known Yang-Lee exponents in $`D=1`$. A non-perturbative proof of dimensional reduction in a supersymmetric field theory was given. It was understood that the main reason for the failure of dimensional reduction in the random field Ising model does not apply here, essentially because the tree diagrams are the branched polymer configurations. But none of these arguments were completely watertight, largely because it seemed necessary to ignore so-called irrelevant terms which spoiled the supersymmetry, but were believed not to affect the critical behaviour.

In fact, the Yang-Lee critical theory is nowadays strongly believed to be in the same universality class as an even simpler problem: a classical gas with short-range repulsive interactions in the grand canonical ensemble. As a function of the fugacity $`z>0`$, the grand partition function is sum of positive terms and has no singularity nor any zeroes. But in the complex $`z`$ plane the closest singularity to the origin lies on the negative axis at $`z=z_c`$, and the critical behaviour near this is believed to be independent of the particular details of the interaction (so it is known as the ‘universal repulsive gas singularity’), and it is also believed to be the same as that of the Yang-Lee problem at the critical imaginary magnetic field. Thus the branched polymer problem in $`d`$ dimensions was believed to be related to the universal repulsive gas singularity in $`D=d2`$ dimensions. But once again these arguments relied on the neglect of irrelevant terms in the appropriate field theories.

It took Brydges and Imbrie to realise that most of this theoretical undergrowth could be cut away - that field theory is not needed at all! There is a simple and physical model for branched polymers in $`d`$ dimensions for which dimensional reduction to a repulsive gas is rigorous and exact, not just in the critical region (which in this context means very large polymers) but for all values of the fugacity. The arguments do use supersymmetry, in a very beautiful way, and give compelling evidence of how important it is in theoretical physics to learn how to walk (do problems with finitely many particles) before one tries to run (field theory and beyond.)

The aim of these lectures is to present these ideas in as simple a manner as possible, using the ideas of Grassmann integration nowadays familiar to many theoretical physicists. I shall, however, quickly recall all the ingredients necessary for the argument.

## Classical gas and cluster expansion.

Consider a classical gas of point particles, in some large $`D`$-dimensional domain $`\mathrm{\Omega }`$, interacting through a rotationally symmetric two-body potential $`V`$. The grand partition function is

$$\mathrm{\Xi }(z)=\underset{N=0}{\overset{\mathrm{}}{}}Z_Nz^N$$
(1)
where

$$Z_N=\frac{1}{N!}_\mathrm{\Omega }\underset{j=1}{\overset{N}{}}d^Dr_je^{_{j<k}V(r_{jk}^2)}$$
(2)
where $`r_{jk}^2(r_jr_k)^2`$ and we work in units where $`kT=1`$. As the volume $`|\mathrm{\Omega }|`$ of the domain goes to infinity, we expect, if $`V`$ is sufficiently short-ranged, that $`\mathrm{\Xi }(z)e^{p(z)|\mathrm{\Omega }|}`$, where $`p(z)`$ is the pressure.

For our purposes it is easier to consider the mean density $`n=z(d/dz)p(z)`$, which has the expansion

$$n(z)=(\mathrm{\Xi }(z))^1\underset{N=1}{\overset{\mathrm{}}{}}\frac{z^N}{(N1)!}_\mathrm{\Omega }\underset{j=1}{\overset{N}{}}d^Dr_j\delta ^D(r_1)e^{_{j<k}V(r_{jk}^2)}$$
(3)
The cluster expansion follows by writing $`e^{V(r^2)}=1G(r^2)`$, so that $`e^{_{j<k}V(r_{jk}^2)}=_{j<k}\left(1G(r_{jk}^2)\right)`$, and expanding everything in powers of $`G`$. Note that if $`V`$ is short-ranged, so is $`G`$. For the density, all the contributions which diverge as $`|\mathrm{\Omega }|\mathrm{}`$ cancel between the numerator and denominator, and we are left with a sum of connected cluster diagrams. The coefficient of $`z^N`$ is a sum of connected graphs $`𝒢`$, each of which has $`N`$ nodes labelled by $`(r_1,\mathrm{},r_N)`$, of which $`r_1`$ is fixed to be at the origin. The value of the graph is given by integrating over all the other $`r_j`$ the product of the $`G(r_{jk}^2)`$ over all connected edges $`(jk)`$ of the graph. An example is shown in Fig. 1.

Note that the integral corresponding to a particular graph $`𝒢`$ can be performed by inserting the integral representation

$$G(r_{jk}^2)=_0^{\mathrm{}}f(\alpha _{jk})e^{\alpha _{jk}r_{jk}^2}𝑑\alpha _{jk}$$
(4)
on each edge: the integral over the $`r_j`$ then has the form

$$\underset{j}{}d^Dr_j\delta ^{(D)}(r_1)e^{\frac{1}{2}_{jk}_{\mu =1}^Dr_i^\mu A_{𝒢}^{}{}_{jk}{}^{}r_k^\mu }$$
(5)
where $`A_𝒢`$ is a matrix which depends on the $`\{\alpha _{jk}\}`$, and on $`𝒢`$, but not on $`D`$. The only feature of this we shall need is that it factorises into $`D`$ integrals over each component of the vectors $`r_j`$, and by the rules of gaussian integration it has the form

$$(2\pi )^{(N1)D/2}(detA_𝒢)^{D/2}$$
(6)
## Grassmann integration

Grassmann coordinates behave in many ways like ordinary coordinates, except that they anticommute. For our purposes, we are going to consider a space with just two Grassmann coordinates, called $`\theta `$ and $`\overline{\theta }`$. It is useful to consider these as analogues of complex commuting coordinates $`z=x+iy`$ and $`\overline{z}=xiy`$, so that the squared distance between two points $`(\theta _j,\overline{\theta }_j)`$ and $`(\theta _k,\overline{\theta }_k)`$ is the analogue of $`(\overline{z}_j\overline{z}_k)(z_jz_k)`$, that is $`|\theta _{jk}|^2(\overline{\theta }_j\overline{\theta }_k)(\theta _j\theta _k)`$.

We need the notion of integrating some function $`f(\overline{\theta },\theta )`$ over all space. Note that because $`\overline{\theta }^2=\theta ^2=0`$, the Taylor expansion of any such function terminates: $`f=A+\overline{B}\theta +C\overline{\theta }+D\overline{\theta }\theta `$. One important property of integration over all space is that we may shift the integration variables by constants, so that

$$𝑑\overline{\theta }𝑑\theta f(\overline{\theta }+\overline{\kappa },\theta +\kappa )=𝑑\overline{\theta }𝑑\theta f(\overline{\theta },\theta )$$
(7)
This can only be satisfied if

$$𝑑\overline{\theta }𝑑\theta \mathrm{\hspace{0.17em}1}=𝑑\overline{\theta }𝑑\theta \overline{\theta }=𝑑\overline{\theta }𝑑\theta \theta =0$$
(8)
but we are allowed to choose the normalisation of

$$𝑑\overline{\theta }𝑑\theta \overline{\theta }\theta =\mathrm{\Lambda }$$
(9)
We also have to learn about gaussian Grassmann integration: the main rule is that if $`B`$ is an $`N\times N`$ matrix

$$\underset{j}{}d\overline{\theta }_jd\theta _je^{\frac{1}{2}_{jk}\overline{\theta }_jB_{jk}\theta _k}=(\frac{1}{2}\mathrm{\Lambda })^NdetB$$
(10)
We shall not try to prove this in general. Let us note the simplest case $`N=1`$:

$$𝑑\overline{\theta }𝑑\theta e^{\frac{1}{2}B\overline{\theta }\theta }=𝑑\overline{\theta }𝑑\theta (1\frac{1}{2}B\overline{\theta }\theta )=\frac{1}{2}\mathrm{\Lambda }B$$
(11)
## Supersymmetric classical gas

We are now going to consider a classical gas which lives in superspace. Points in superspace are labelled by $`d`$ commuting coordinates, the components of $`r`$, and two anticommuting coordinates $`(\overline{\theta },\theta )`$ as above. The squared distance in superspace is

$$R_{jk}^2=r_{jk}^2+|\theta _{jk}|^2=(r_jr_k)^2+(\overline{\theta }_j\overline{\theta }_k)(\theta _j\theta _k)$$
(12)
and our classical gas with $`N`$ particles has grand partition function $`\mathrm{\Xi }_{\mathrm{SS}}(z)=_{N=0}^{\mathrm{}}Z_{N,\mathrm{SS}}z^N`$, where

$$Z_{N,\mathrm{SS}}=\frac{1}{N!}\underset{j=1}{\overset{N}{}}d^dr_jd\overline{\theta }_jd\theta _je^{_{j<k}V(R_{jk}^2)}$$
(13)
Here ‘SS’ stands for superspace, or for ‘supersymmetric’. The supersymmetry in this case is under super-rotations in the $`d+2`$ dimensional space. Note that there are many different kinds of supersymmetry. This one is rather different from that considered in most particle physics applications, and is also different from the global supersymmetries used in quenched random systems in condensed matter physics.

Actually, the partition function for this supersymmetric gas is not very interesting: since $`V`$ depends only on the relative coordinates, the integration over the center-of-mass anticommuting coordinates gives zero, by virtue of (8), except when $`N=0`$. Thus $`\mathrm{\Xi }_{\mathrm{SS}}(z)=1`$. This is typical of supersymmetric theories. However, the mean density is non-trivial:

$$n_{\mathrm{SS}}(z)=\underset{N=1}{\overset{\mathrm{}}{}}\frac{z^N}{(N1)!}\underset{j=1}{\overset{N}{}}d^dr_jd\overline{\theta }_jd\theta _j\delta ^{(d)}(r_1)\delta (\overline{\theta }_1)\delta (\theta _1)e^{_{j<k}V(R_{jk}^2)}$$
(14)
where $`\delta (\overline{\theta }_1)\delta (\theta _1)`$ just sets $`\overline{\theta }_1=\theta _1=0`$ in whatever expression follows it.

We are going to evaluate (14) in two different ways: first we shall show that it is identical to the same expression (3) for the ordinary classical gas in $`D=d2`$ dimensions, then we shall evaluate it in another way to show that it gives branched polymers in $`d`$ dimensions.

## Dimensional reduction

As before, we can make a cluster expansion of (14) by writing $`e^V=1G`$. In this case, only connected graphs survive because any disconnected pieces vanish on integrating over their center-of-mass anticommuting coordinates. Using the integral representation (4), a given graph $`𝒢`$ now contributes (before doing the $`\{\alpha _{jk}\}`$ integrations)

$`{\displaystyle \underset{j}{}d^dr_jd\overline{\theta }_jd\theta _j\delta ^{(d)}(r_1)\delta (\overline{\theta }_1)\delta (\theta _1)e^{\frac{1}{2}_{jk}\left(r_jA_{jk}r_k+\overline{\theta }_jA_{jk}\theta _k\right)}}`$
$`=(2\pi )^{(N1)d/2}(detA_𝒢)^{d/2}(\frac{1}{2}\mathrm{\Lambda })^{N1}(detA_𝒢)`$
and we see that this is identical to (6), with $`D=d2`$, as long as we take

$$\mathrm{\Lambda }=1/\pi .$$
(15)
To summarise, we have

$$n_{\mathrm{SS}}^{(d,2)}(z)=n^{(d2)}(z)$$
(16)
In a sense, the integrations over the anticommuting coordinates cancel those over two of the commuting ones. This again is a result typical of supersymmetry.

## Branched polymers

We haven’t yet tried to define the term ‘branched polymer.’ Physically, it is an object consisting of nodes connected by linear segments which are chains of monomers. Each node has a specific degree, the number of segments meeting at that node, which can either be $`1`$ or any integer $`3`$. By extending this defintion, we can think of the connections between each pair of monomers on the linear sections as nodes of degree $`2`$. Each branched polymer has the topology of a tree, with a fixed number of monomers on each segment or branch. It is embedded in $`d`$-dimensional euclidean space, and there are assumed to be interactions between the monomers which (a) represent the fact that neighbouring monomers on the tree are confined within a typical radius $`a`$, and (b) there is a steric repulsion between all other pairs of monomers which inhibits them from approaching each other closer than a distance also $`O(a)`$. The branched polymer is assumed to be in thermal equilibrium with some kind of solvent, so that is explores its allowed phase space, each configuration occurring with a probability $`e^{\mathrm{energy}/kT}`$, according to the laws of statistical mechanics.

For enumeration purposes it is often simpler to allow the nodes to lie at the sites of a regular lattice, of spacing $`O(a)`$, and then to count, with equal weights, all allowed configurations of a given total number of monomers $`N`$. Depending on whether loops are allowed or not, this gives the problems of lattice animals or lattice trees. Numerical work suggests that, for large $`N`$, these models exhibit a kind of critical behaviour, characterised by universal critical exponents. For example, the typical size $`RN^\nu `$, and the number of distinct animals (or trees) which are not related by lattice translations $`p_N`$, goes like $`N^{\alpha 1}\mu ^N`$, where $`\mu `$ is model-dependent, but the exponents $`\nu `$ and $`\alpha `$ are universal. The connection with conventional critical phenomena is made more clear by considering the generating function $`g(z)=_Np_Nz^N`$, where $`z=z_c=\mu ^1`$ is the critical point, near which $`g(z)(z_cz)^{1\alpha }`$.

We shall show that the supersymmetric model (13) gives rise to a continuum model of branched polymers which in fact is much more realistic than these lattice models.

## From the supersymmetric gas to branched polymers

Go back to the formula (14) for the density and write, for each pair of particles

$$e^{V(R_{jk}^2)}P(R_{jk}^2)=P(r_{jk}^2+\overline{\theta }_{jk}\theta _{jk})=P(r_{jk}^2)+Q(r_{jk}^2)\overline{\theta }_{jk}\theta _{jk}$$
(17)
where $`Q(r^2)=P^{}(r^2)`$. So we can write the integrand in (14) as a sum of $`2^{N(N1)/2}`$ terms, in each of which for each pair $`(jk)`$ we choose either the term $`P(r_{jk}^2)`$ or the term $`Q(r_{jk}^2)\overline{\theta }_{jk}\theta _{jk}`$. Each term can be represented by a subgraph of the complete graph connecting all $`N`$ nodes, in which the edge $`(jk)`$ is included if we choose the second term, and excluded if we choose the first. See Fig. 2. Now consider performing the integrations over the anticommuting coordinates. For the same reason as above, any subgraphs not connected to the origin will vanish. Moreover, it is fairly easy to see that any subgraphs containing cycles will also vanish, since this will always involve some anticommuting coordinate being raised to a power $`2`$. Thus the surviving subgraphs all have the form of rooted connected trees, rooted because the particle at the origin is privileged. It also easy to see that all possible such rooted trees with $`N`$ nodes occur (we allow nodes of degree 2.) For a given tree $`𝒯`$ we may then relabel the coordinates, starting from the origin. The integration over the anticommuting coordinates on one particular edge of the subgraph is then of the form

$$𝑑\overline{\theta }𝑑\theta Q(r^2)\overline{\theta }\theta =(1/\pi )Q(r^2)$$
(18)
We therefore have

$$n_{\mathrm{SS}}^{(d,2)}(z)=\underset{N=1}{\overset{\mathrm{}}{}}z(z/\pi )^{N1}N𝒵_N$$
(19)
where

$$𝒵_N=\underset{𝒯}{}\frac{1}{N!}\underset{j=1}{\overset{N}{}}d^dr_j\delta ^{(d)}(r_1)\underset{jk}{}Q(r_{jk}^2)\underset{j\sim ̸k}{}P(r_{jk}^2)$$
(20)
where $`jk`$ means that $`j`$ and $`k`$ are neighbouring nodes on $`𝒯`$, and $`j\sim ̸k`$ means that they are not, and each pair $`(jk)`$ is counted just once.

For suitable potentials $`V`$, we can interpret this as the partition function for a branched polymer with the topology of $`𝒯`$: $`P(r_{jk}^2)=e^{V(r_{jk}^2)}`$ is the Boltzmann weight representing the steric repulsion between different parts of the polymer, and $`Q(r_{jk}^2)`$ then is the weight for two neighbouring nodes, which keeps them a distance $`O(a)`$ apart. If the original gas had only repulsive forces, then $`P^{}0`$ so that $`Q`$ may be interpreted as a weight. Fortunately it is quite easy to arrange a suitable function $`Q`$. An example is illustrated in Fig. 3. A special case is to choose $`V(r^2)=V_0>0`$ for $`r<a`$ and zero for $`r>a`$. Then

$$Q(r^2)=(1e^{V_0})\delta (r^2a^2)=(2a)^1(1e^{V_0})\delta (ra)$$
(21)
If we take the limit $`V_0\mathrm{}`$ corresponding to a hard core repulsive gas, then the corresponding branched polymer model may be thought of as consisting of balls of radius $`a/2`$, with neighbouring balls on the tree constrained to touch each other, and a hard core repulsion between the rest.

Putting together all the pieces of the puzzle, we have shown that the generating function for rooted branched polymers in $`d`$ dimensions is related to the mean density of a repulsive gas in $`D=d2`$ dimensions by

$$z(d/dz)p(z)=n(z)=\underset{N=1}{\overset{\mathrm{}}{}}z(z/\pi )^{N1}N𝒵_N$$
(22)
By integrating with respect to $`z`$, we finally end up with a relation between the pressure $`p(z)=lim_{|\mathrm{\Omega }|\mathrm{}}|\mathrm{\Omega }|^1\mathrm{ln}\mathrm{\Xi }(z)`$ of the classical gas and the generating function for branched polymers:

$$p(z)=\pi \mathrm{\Sigma }(z/\pi )$$
(23)
where

$$\mathrm{\Sigma }(\zeta )=\underset{N=1}{\overset{\mathrm{}}{}}𝒵_N\zeta ^N$$
(24)
Eq. (23) is the main result of Brydges and Imbrie.

## Simple examples

### 1 $`d=2`$

When $`d=2`$ then $`D=0`$, a particularly simple case, since the universe is all at one point. In that case, we do not have to worry about the thermodynamic limit either. The grand partition function is

$$\mathrm{\Xi }(z)=\underset{N=0}{\overset{\mathrm{}}{}}\frac{z^N}{N!}e^{\frac{1}{2}N(N1)V(0)}$$
(25)
since if there are $`N`$ particles at the origin, there are $`\frac{1}{2}N(N1)`$ interactions between them. The remarkable thing is that the branched polymer partition function in $`d=2`$ depends only on the value of the potential $`V(r)`$ at the origin. This is a consequence of the supersymmetry. If we relax the condition that $`Q=P^{}`$, it is no longer true. Although the sum in (25) cannot be performed explicitly, it can be shown that all the zeroes of $`\mathrm{\Xi }(z)`$ lie on the negative real axis and are distinct. The closest one to the origin determines the large $`N`$ behaviour of $`𝒵_N`$, and gives rise to the branched polymer singularity.

In the hard core case $`V(0)\mathrm{}`$, there can only be zero or one particles, so we have

$$p(z)=\mathrm{ln}\mathrm{\Xi }(z)=\mathrm{ln}(1+z)$$
(26)
so that

$$\mathrm{\Sigma }(\zeta )=(1/\pi )\mathrm{ln}(1\pi \zeta )$$
(27)
andNote that this differs by factors of $`2`$ from equation (1.4) of Ref. , since we have $`Q=(1/2a)\delta (ra)`$, while these authors take $`Q=\delta (r1)`$.

$$𝒵_N=\pi ^{N1}/N$$
(28)
It is very hard to see how this simple result could be obtained by other means. While it is easy to check for $`N=1,2`$, it already is non-trivial for $`N=3`$, while for $`N4`$ the integrals involved in each contribution appear intractable.

### 2 $`d=3`$

Interacting classical gases in $`D=1`$ can generally be solved exactly only in the case of infinite hard core repulsion, i.e. $`V(0)\mathrm{}`$. We can think of the particles as rods which we now take to be of unit length. If the total length is $`L`$ and we use periodic boundary conditions then since configuration space has volume $`(LN)^N`$, we have $`Z_N=(LN)^N/N!`$ A classic calculation in statistical mechanics then shows that, in the thermodynamic limit, $`p=n/(1n)`$ (the denominator is just the excluded volume term in van der Waals’ equation!) and so $`z(dp/dz)=n=p/(1+p)`$. Integrating, we find an implicit equation for the pressure: $`z=pe^p`$. Remarkably, this can be solved explicitly to find $`p(z)`$ as a power series in $`z`$ \[Hint: write $`p(z)𝑑z/z^{N+1}`$ as a similar contour integral over $`p`$\]

$$p(z)=\underset{N=1}{\overset{\mathrm{}}{}}\frac{(N)^{N1}}{N!}z^N$$
(29)
Using the main result (23) this expansion once again gives some highly nontrivial identities for sums of certain integrals in three dimensions.

If we are just interested in the branched polymer singularity note that $`z(p)`$ has a quadratic turning point at $`z=z_c=e^1`$, so that $`p(z)`$ has a square root branch point there. This is consistent with the square root singularity at the Yang-Lee edge in $`D=1`$: it is an easy exercise in transfer matrices to solve the nearest neighbour Ising model in a purely imaginary field, and check this.

## Correlation functions

Although we have so far considered only the mean density, it is easy to generalise dimensional reduction to correlation functions:

$$n(r_1)n(r_2)\mathrm{}n(r_p)_{\mathrm{SS}}^{(d,2)}=n(r_1)n(r_2)\mathrm{}n(r_p)^{(d2,0)}$$
(30)
which is valid as long as the points $`r_j`$ all lie in the $`(d2)`$-dimensional subspace, and at $`\overline{\theta }=\theta =0`$. If we now expand the left hand side in terms of $`P`$ and $`Q`$ as before we find the generating function for $`p`$ different branched polymers, which exclude each other’s volume, rooted at the points $`r_j`$. Of course, for $`p=2`$ the correlation function enjoys full rotational invariance in superspace. Thus if we take $`r_1=0`$ and $`r_2=r`$ and we let

$$G(r^2+\overline{\theta }\theta )=n(0)n(r,\overline{\theta },\theta )_{\mathrm{SS}}^{(d,2)}$$
(31)
then $`G(r^2)`$ is the same as the density-density correlation function for the $`D`$-dimensional ordinary gas. Writing now $`G(r^2+\overline{\theta }\theta )=G(r^2)+\overline{\theta }\theta G^{}(r^2)`$, the first term gives as before the correlation function between two different but interacting branched polymers, while, after performing the Grassmann integrations, we see that the second term, proportional to $`G^{}(r^2)`$, gives the density-density correlation function on a single branched polymer. That these are related is a consequence of the supersymmetry. This is all spelled out in full detail in Ref. . Since for $`D=1`$ the correlation function can in some cases be computed exactly, so can that for branched polymers in $`d=3`$. This was first carried out using the Yang-Lee model by Miller.

## Extensions

I’ll finish by briefly mentioning some simple extensions of this beautiful idea.

### Bells and whistles

It is possible to decorate the nodes of the branched polymer with other degrees of freedom, e.g. to consider that they are of different species, and that the interactions between them can depend on this. Under dimensional reduction this becomes a classical gas with the same decoration. It would be nice if we could find a different universality class at negative fugacity. Field theory suggests that this might be the case (we choose a theory with a $`\varphi ^{2n+1}`$ interaction with $`n2`$, rather than $`\varphi ^3`$) but investigations so far have shown that, at least for physical values of the interactions, the universal repulsive singularity is robust, and nothing new happens.

### Adsorption at a wall or a plane

The astute listener should have realised that all that is needed for dimensional reduction to work is rotational invariance in two of the $`d`$ commuting dimensions, so that integrals over these can be cancelled by the two anticommuting ones. Thus, for $`d3`$, we are free to add an arbitrary potential $`U(x)`$ depending on one of the commuting coordinates $`x`$. The generating function for branched polymers in $`d`$ dimensions in the presence of this potential will be related to that of a $`D`$-dimensional classical gas in the same manner as (23).

As an example take a hard core repulsive gas in $`d=3`$, and $`e^{U(x)}=1+\lambda \delta (x)`$, with $`\lambda >0`$, representing an attractive potential on the plane $`x=0`$. A simple calculation then shows that the density at a point close to, but not on, the plane is modified to

$$n(z)=\frac{n_0(z)}{1+\lambda n_0(z)}$$
(32)
where $`n_0(z)`$ is the unperturbed density. For small $`\lambda `$, the nearest singularity to the origin is still at $`z=z_c`$, the $`d=3`$ branched polymer singularity. However, for large enough $`\lambda `$ it instead comes from the vanishing of the denominator, and is generally a simple pole. This is the branched polymer singularity in $`d=2`$. In this regime the branched polymer is confined to the vicinity of the plane $`x=0`$. The critical value of $`\lambda `$ at which these singularities collide represents an adsorption transition. The case of an attractive wall, where $`U=+\mathrm{}`$ for $`x<0`$, may be dealt with similarly.

### Dimensional reduction by 4

We do not have to stop at adding one pair of anticommuting coordinates - for example we can add another, in which case we get dimensional reduction by four. But the equivalent $`d`$-dimensional model then involves interaction weights proportional to $`P`$, $`P^{}`$ and $`P^{\prime \prime }`$, and the last typically has to change sign, so is unphysical.

## Intriguing Connections

If one takes the scaling limit of the expression (25) as $`zz_c`$ and $`V(0)0`$, one finds something proportional to an Airy function. The Airy integral arises in many contexts, but another was recently found by Richard, Guttmann and Jensen, who argued that it occurs in the scaling limit of self-avoiding closed loops in the plane, weighted by their length and the area enclosed within. The parameters conjugate to these are the fugacity, analogous to $`z`$, and the (negative) pressure inside the loop, which plays the same role as $`V(0)`$ in the branched polymer generating function. Using the field theory arguments of Parisi and Sourlas, I have argued elsewhere why an Airy function is expected in this context. This also explains why the fractal dimension of self-avoiding loops is $`\frac{4}{3}`$. But it would be very interesting to provide a direct connection between branched polymers and self-avoiding loops – is perhaps the external perimeter (suitably defined) of a large branched polymer in the same universality class as that of ordinary self-avoiding loops?

## Acknowledgements

Over the years I have benefited from conversations on this subject with N. Sourlas, Y. Shapir and J. Miller, and more recently with J. Imbrie and R. Rajesh. These lectures were written while the author was a member of the Institute for Advanced Study. He thanks the School of Mathematics and the School of Natural Sciences for their hospitality. This stay was supported by the Bell Fund, the James D. Wolfensohn Fund, and a grant in aid from the Funds for Natural Sciences.

Since these notes were written, another review by Imbrie has appeared.


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# Untitled Document

Fractional Charge Experiments: What quantity is measured in the quantum Hall effect or calculated by Laughlin? Keshav N. Shrivastava School of Physics, University of Hyderabad,
Hyderabad 500046, India

We have examined the experiments performed by Goldman and Su, de-Picciotto et al, Saminadayar et al and Comforti et al, in which it is claimed that a fractional charge of e/3 is found. In all of the measurements, the quantity measured is the product of the charge and the magnetic field but not the charge. It is possible to interpret that charge per unit area has been measured where area is the square of the magnetic length. This type of correction to Laughlin’s result does not affect the exactness of the calculation. Anderson has suggested the extension of Laughlin’s state to particles of charge 2/m or 3/m with m=odd integer. We find that the quasiparticle charge is given by angular momenta, $`e_{eff}/e`$ =$`\frac{l+(1/2)\pm s}{2l+1}`$ which agrees with the data. Therefore, Laughlin’s 1/odd becomes an angular momemtum so that the charge depends on spin, s, and zero charge has spin 1/2.

Corresponding author: keshav@mailaps.org
Fax: +91-40-2301 0145.Phone: 2301 0811.

1. Introduction

Several authors have claimed that they measure a fractional charge of e/3. The question here is, that whether such a charge occurs in vacuum in absence of a magnetic field? If not, then what is the quantity which is measured and yet, it is thought to be charge. If the electrons by themselves, due to Coulomb repulsion, produce a fractional charge then why in the first instance, it comes out to be e/3 and not e/2 or e/10 and how the charge is conserved. Then what determines that it should split into three equal parts and what happened to the mass? Is it possible to have three parts with one of mass $`m`$ and the other two of mass zero each or all parts have mass $`m/3`$ each. Is it possible to split the charge but not the mass? All such questions can best be answered by reexamination of the experimental data. We have, therefore, reexamined all of the data and find that in all of the experiments, the quantity measured is not the charge but the product of the charge and the magnetic field. This necessitates, rechecking of the Laughlin’s theory of fractional charge. In this case also, it is found that charge per unit area is the quantity where the area is $`\varphi _o/B`$. Hence, the experimentalists, have not measured the pure charge.

In this paper, we explain all of the experimental data in relation to the quantity measured. It is found that the product of the charge and the magnetic field has been measured.

2. Experiments

(a): Goldman and Su\[1-3\] claim to measure the fractional charge. We have no objection to the measurement of fractional charge but it will be nice to know the quantity which is being measured. The resonant tunneling (RT) conductance peak is measured as a function of (a) magnetic field and (b) the back gate voltage and it is claimed that “ a combination of these two measurements for a given $`\nu `$ in the quantum Hall effect constitutes a direct measurement of the charge of the tunneling quasiparticles”. At some condition between $`B^m`$ and $`V_{BG}^m`$, the lowest unoccupied state is aligned with magnetic moment $`\mu `$. At these values of field and voltage, the resonant tunneling is possible with a peak in the tunneling conductance, $`G_{tun}`$. At a fixed voltage $`V_{BG}`$, when $`B`$ is increased, the area $`S_m`$ decreases because the product $`B.S_m`$ is a constant due to quantization condition,

$$B^m.S_m=m\varphi _o.$$
(1)
When $`m`$ changes to $`m+1`$, the field should also change,

$$B^{m+1}.S_{m+1}=(m+1)\varphi _o.$$
(2)
The difference between the two fields should be quantized,

$$B^{m+1}B^m=\mathrm{\Delta }B.$$
(3)
Apparently, there is no objection to the quantization of the difference but the difference can not have the same area as $`S_m`$. In any case, if we substract the above two equations, we find,

$$B^{m+1}S_{m+1}B^mS_m=\varphi _o.$$
(4)
Goldman and Su write this equation as

$$\mathrm{\Delta }BS_m=\varphi _o.$$
(5)
This is possible if,

$$S_{m+1}S_m$$
(6)
so that

$$(B^{m+1}B^m)S_m=\varphi _o$$
(7)
but it is dangerous to take such an approximation. Let us proceed with what we have. The voltage is written in terms of charge and capacitance as,

$$\mathrm{\Delta }V_{BG}=\frac{q}{CS_m}$$
(8)
where the capacitance is,

$$C=\frac{ϵϵ_o}{d_{BG}}.$$
(9)
Here $`d_{BG}`$ is the distance of the back gate from where the two- dimensional electron gas, (2 DEG), is. In GaAs, $`ϵ`$ =13.1 and $`d_{BG}`$= 428 $`\pm `$ 5 $`\mu `$ m. From (8), we find the charge and substitute the value of $`C`$ from (9) to obtain,

$$q=\mathrm{\Delta }V_{BG}CS_m=\mathrm{\Delta }V_{BG}S_m\frac{ϵϵ_o}{d_{BG}}.$$
(10)
Now write (5) as $`S_m\mathrm{\Delta }B=\varphi _o/p_\nu `$ with an extra number $`p_\nu `$ and substitute this value of $`S_m`$ in (10) to obtain,

$$q=\mathrm{\Delta }V_{BG}S_m\frac{ϵϵ_o}{d_{BG}}=\mathrm{\Delta }V_{BG}\frac{ϵϵ_o}{d_{BG}}\frac{\varphi _o}{p_\nu \mathrm{\Delta }B}$$
(11)
so that the charge becomes,

$$q=\frac{ϵϵ_o\varphi _o\mathrm{\Delta }V_{BG}}{p_\nu d_{BG}\mathrm{\Delta }B}.$$
(12)
When $`p_\nu `$ was introduced, it must be the inverse of an integer so that as long as $`p_\nu `$ =1, there is no trouble at all but $`p_\nu `$ can not be 2 because 2 is not the inverse of a number but 1/2 can be a component in (n+1/2)=$`1/p_\nu `$ so that when $`n`$=0, $`p_\nu `$=2 is not much objectionable. So there is no objection to $`p_\nu `$=1 or 2. However, it is clear that eq.(12) measures the product $`q\mathrm{\Delta }B`$ and not the charge, $`q`$, and this is a serious matter.

We conclude that the experiment of Goldman and Su does not measure the charge of a quasi-particle but it measures the product of charge and a magnetic field. Let us write the field as the inverse area. Then the experiment measures the charge per unit area and not the charge,

$$\frac{e^{}}{area^{}}\frac{area}{e}=0.331.$$
(13)
This is the quantity measured and it is claimed that,

$$\frac{e^{}}{e}=0.331.$$
(14)
Therefore Goldman and Su’s experiment does not measure the fractional charge. The area in the above is $`\varphi _o/B`$. Hence the quantity measured is the product of charge and the magnetic field, $`B`$.

(b): de-Picciotto et al  report that a two-dimensional electron gas, subjected to a strong perpendicular magnetic field, B, consists of highly degenerate Landau levels with a degeneracy per unit area,

$$p=B/\varphi _o$$
(15)
with

$$\varphi _o=h/e$$
(16)
the flux quantum with $`h`$ as the Planck’s constant. Actually in both these expressions, the dimensions are incorrect. The correct formula for $`p`$ is,

$$p=B.A/\varphi _o$$
(17)
and the correct value of $`\varphi _o`$ is,

$$\varphi _o=\frac{hc}{e}.$$
(18)
This is not a serious error because it can be corrected when necessary. The area $`A`$ is $`p\varphi _o/B`$ which defines the magnetic length, $`\sqrt{A}=(p\varphi _o/B)^{1/2}`$. The areal density is $`n_s`$, which is the number of electrons per unit area,

$$n_s=n/A.$$
(19)
The integer number $`\nu `$ is the filling factor,

$$\nu =n_s/p.$$
(20)
This is the number per unit area, so it can not be correct. The correct value is obtained only when $`p`$ is devided by the area $`A`$ so that,

$$\nu =\frac{n_s.A}{p}$$
(21)
is dimensionless. The Hall resistivity is defined as,

$$\rho _{xy}=\frac{h}{\nu e^2}$$
(22)
and hence the conductivity,

$$\sigma _{xy}=\frac{\nu e^2}{h}$$
(23)
is correct with $`\nu `$ as a number. It has been argued that the resistivity observed in the fractional quantum Hall effect, can be explained in terms of quasiparticles of a fractional charge,

$$Q=\frac{e}{q}(q=number).$$
(24)
We have no objection to this charge equation where $`q`$ is a number but it will be interesting to see that there are other factors in the problem so that even if the fractional charge is observed, it does not necessarily mean that there is a fractional charge. Such a fraction can arise from the angular momentum so that the effective charge appears to be fractional. This means that the observed charge is fractional but the fraction can arise without fractionalization of charge. De Picciotto et al suggest that “ the FQH effect cannot be explained and is believed to result from interactions between the electrons brought about by the strong magnetic field”. In this case the “electrons brought about by the strong magnetic field” may be correct but this is not born out from Laughlin’s paper. De Picciotto et al have argued against the paper of Goldman and Su. We have seen above that their experiment measures the product of the magnetic field and the charge but not charge alone. De Picciotto et al report that “ Quantum shot noise, probes the temporal behaviour of the current and thus offers a direct way to measure the charge”. We wish to examine whether it is correct to say that “ quantum shot noise” measures the charge. Actually, the noise measures the resistivity not the charge. The fractional filling factor is the inverse of the fraction which measures the charge as in $`Q`$ (eq.11), so that,

$$\nu =\frac{1}{q}.$$
(25)
The thermal noise is,

$$S_i=4k_BTG$$
(26)
where $`G`$ is the conductance, so that a plot of $`S_i`$ versus $`G`$ determines the temperature. The quantum shot noise, $`S_i`$, generated by the backscattering of the current, $`I_B`$, is proportional to the charge of the quasiparticle so that,

$$S_i=2QI_B$$
(27)
The magnetic field is swept from $`0`$ to 14 Tesla, which means that product of field and charge is measured but not the charge. The transmission, $`t`$, is given by the ratio of conductance $`G`$ and the quantum conductance $`g_o`$=$`e^2/h(area^{})`$ as,

$$t=(\frac{G}{area}).(\frac{area^{}}{g_o}).$$
(28)
The charge $`Q=e/3`$, when measured from the transmission, $`t`$, without regard to areas involved, will not be the true charge of the quasiparticles. Besides, there is nonlinearity in the $`IV`$ characteristics but only a small voltage range is shown.

(c):Let us look at the measurements performed by Saminadayar et al. It has been reported that 2-dimensional electrons in a high magnetic field give rise to Landau levels with one state per flux,

$$\varphi _o=\frac{hc}{e}.$$
(29)
For integer filling factor, $`\nu `$=$`n_s/n_\varphi `$,

$$n_\varphi =\frac{eB}{hc}.$$
(30)
Here it is obvious that if $`n_\varphi `$ is dimensionless an area is missing. Therefore, $`n_\varphi `$ should be described by an area,

$$\frac{n_\varphi }{A}=\frac{eB}{hc}.$$
(31)
This is the corrected form of the previous expression. So the flux density is $`n_\varphi /A`$, which is the number of flux quanta per unit area. Similarly, $`n_s`$ is the electron density. If the distance between two electrons is equal to the magnetic length, the Coulomb energy $`\mathrm{\Delta }`$=$`e^2/ϵl_c`$ is called a gap with,

$$l_c^2=\frac{\mathrm{}c}{eB}.$$
(32)
According to Ohm’s law, the current $`I_B`$ is related to the voltage, $`V_{ds}`$ by the relation,

$$V=I.\frac{h}{\nu e^2}.$$
(33)
If $`\nu `$ is the effective charge, the cyclotron frequency is given by,

$$\omega =\frac{\nu eB}{mc}$$
(34)
in which we substitute $`B=(hc/eA)`$ to find,

$$\omega =\frac{\nu h}{mA}.$$
(35)
The quantity being measured on the right hand side is $`\nu /A`$ but not $`\nu `$ alone. The previous formula shows that a product $`\nu eB`$ occurs so that whether $`\nu `$ is to multiply $`e`$ or $`B`$ can not be ascertained. It is stated that “we have brought evidence of $`e/3`$ Laughlin’s quasiparticles carrying current through the 1/3 FQH state. However, a close examination \[7 \] of Laughlin’s original paper shows that the quantity that appears in the algebra is $`e/(ma_o^2)`$ where $`m=3`$ and $`a_o=1`$ gives $`e/3`$ used by Saminadayar et al. However, $`a_o`$ is not a dimensionless number and $`a_o=\mathrm{}c/eB`$ which depends on the magnetic field so that what is thought to be $`e/3`$ is actually $`eB/3`$ so that whether $`e/3`$ or $`B/3`$ has been measured, can not be determined.

(d): Laughlin has found the charge density as explained by us ,

$$\rho =\frac{e}{m2\pi a_o^2}.$$
(36)
If $`e=x`$ and $`a_o=y`$ then the above equation is,

$$2\pi m\rho y^2=x.$$
(37)
Laughlin substituted $`y=1`$ and then determined the value of $`x=e/3`$. However, y=1 is not a solution and this arbitrarily fixing $`y=1`$ called “incompressibility” is not justified. Since there is only one equation and these two variables, Laughlin could not solve this equation correctly. Obtaining the value of $`x/y^2`$ exactly is not the solution of the problem. So the exactness is of no help and hence what is an exact solution is not necessarily satisfactory.

Similarly, the experiments of Comforti et al  require that three quasiparticles must group so that the total charge is $`e`$ and 1/3 is prepared in a field only. So the quantity measured is the field, not the charge.

Anderson has suggested a state with extra unit of angular momentum. An effort is made to create quasiparticles of charge 2/m and 3/m, etc. from a modification of Laughlin’s state. From a different approach we find that the charge of the quasiparticles is,

$$e_{eff}/e=\frac{l+(1/2)\pm s}{(2l+1)}.$$
(38)
Thus the quasiparticle charge depends on spin, s, and there is an electrically neutral quasiparticle which has a spin of 1/2.

The proper theory of the quantum Hall effect is given in Ref.11 which agrees with Stormer’s data.

3. Conclusions.

It will be best if Laughlin’s theory is interpreted not as determining the charge but determining $`e/a_o^2`$. There is not much harm in measuring the fractional charge but the correct result helps in determining the origin of the factor of $`1/3`$. All of the experiments prepare the 1/3 charge in the presence of a magnetic field and this field is always needed.

4. References

1. V. J. Goldman and B. Su, Science, 267, 1010(1995).
2. V. J. Goldman, Physica E 1, 15 (1997).
3. V. J. Goldman, cond-mat/9708041
4. R. de-Picciotto, M. Reznikov, M. Heiblum, V. Umansky, G. Bunin and D. Mahalu, Nature, 389, 162(1997); Physica B249, 395 (1998).
5. L. Saminadayar, D. C. Glattli, Y. Jin and B. Etienne, Phys. Rev. Lett. 79, 2526 (1997).
6. R. B. Laughlin, Phys. Rev. Lett. 50, 1395 (1983).
7. K. N. Shrivastava, cond-mat/0212552.
8. E. Comforti, Y. C. Chung, M. Heiblum, V. Umansky and D. Mahalu, Nature, 416, 515 (2002).
9. E. Comforti, Y. C. Chung, M. Heiblum and V. Umansky, cond-mat/0112367.
10. P. W. Anderson, Phys. Rev. B 28, 2264 (1983).
11. K.N. Shrivastava, Introduction to quantum Hall effect,
Nova Science Pub. Inc., N. Y. (2002).
12. H. L. Stormer, Rev. Mod. Phys. 71, 875 (1999).

Shrivastava has worked with Roy Anderson, Ken Stevens, Vincent Jaccarino and others. His work has been useful to M. C. R. Symons, F.R.S., and to K. Alex Müller. One of his papers was communicated to the Proc. Roy. Soc. by B. Bleaney, F.R.S. He has worked at Harvard University, University of Houston, University of California at Santa Barbara, etc.He has published 170 papers including two books.

Note: Ref.11 is available from: Nova Science Publishers, Inc., 400 Oser Avenue, Suite 1600, Hauppauge, N. Y. 11788-3619, Tel.(631)-231-7269, Fax: (631)-231-8175, ISBN 1-59033-419-1 US$`\$69`$.
E-mail: novascience@Earthlink.net


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# Complex band structure with ultrasoft pseudopotentials: fcc Ni and Ni nanowire

## I Introduction

Recent conductance data of nanocontacts and break junctions in magnetic transition metals such as Ni have shown interesting and partly unexpected results. While early conductance histograms for Ni at room temperature in air appeared basically structureless costa , Oshima et al. oshima , who worked in vacuum, at variable temperature, and with the possibility of a magnetic field, found a minimal conductance step preferentially near 2 and 4 (in units of $`g_0=e^2/h`$, the conductance quantum per spin) at RT and zero field, near 4 at 770 K and zero field, and near 3 (occasionally near 1) at RT with a field. Ono et al. ono , reported again 2 for Ni in zero field, and 1 for Ni in a field. Break junction data by Yanson yanson  show a minimal conductance step of about 3.2 in zero field. Despite the poor consistency between these data, it is clear that the lowest conductance step for a Ni nanocontact is anomalously small in comparison with the large expected number of $`s+d`$ conducting channels, of the order of at least 8 our  for a monatomic contact.

In a previous paper our  we investigated the possibility that the smallness of the last conductance step observed for a Ni nanocontact may be caused by the fact that two tips are magnetized in different directions forming a magnetization reversal (or domain wall) precisely in the contact region. By replacing the contact with a monatomic infinite tipless Ni wire we found that the number of conducting channels (energy bands crossing the Fermi level) can be significantly reduced from 8 (nonmagnetic wire) or 7 (ferromagnetic wire) to 2 as a magnetization reversal is built into the wire. The two remaining conducting channels correspond to light $`s`$electrons, while the heavy $`d`$electrons are confined in the regions of positive and negative magnetization and cannot propagate along the wire due to the magnetization reversal.

The real nanocontact consisting of two macroscopic tips and an atomic contact region is an open quantum system and has no artificial periodic conditions such as those in Ref.our . The influence of the tips themselves (not considered in the previous model) will be in general important for the nanocontact conductance. So, in order to make quantitative conductance predictions one will need to adopt a more detailed approach comprising two semi-infinite metals (either thick wires or semi-infinite crystals) connected by a neck (a short monatomic wire, or just a single atom). Several theoretical methods are available to study the transport properties of atomic scale conductors. Among these are methods based on nonequilibrium Green’s functions combined with a localized basis set taylor1 ; taylor2 . The Landauer-Buttiker formula provides another simple way to calculate the conductance of quantum systems connected to two tips. The conductance is expressed in terms of the transmission coefficient at the Fermi level $`E_F`$. In order to compute the transmission coefficient one must solve a scattering problem for the open quantum system. The scattering approach has been applied by Lang and co-workers lang , and Tsukada and co-workershirose1 ; hirose2  using the jellium model for the electrodes. The layer KKR approach has been used to study the spin-dependent tunneling in magnetic tunnel junctions lkkr . Lately Wortmann and co-workerswortmann  have formulated the transfer matrix approach based on computation of single-electron Green function in the linearized augmented plane wave (LAPW) basis. We are interested in a formulation based on plane waves and ultrasoft pseudopotentials, a calculational technology which we are applying to other problems involving transition metals dalcorso1  with great potential for the future.

Recently Choi and Ihm choi  presented a first-principles plane wave based solution to the scattering problem with real atomic contacts incorporating the Kleinman-Bylander-type pseudopotentials. We wish to generalize this scheme to deal with ultrasoft pseudopotentials vanderbilt  which adequately describe the nuclei and core electrons of a transition metal such as Ni. The first step, on which we focus in this paper is the complex band structure of periodic system, consisting of both propagating and exponentially decaying evanescent states. These generalized Bloch states will be needed to construct the scattering state deep inside the tips. The evanescent states play a significant role in contact, surface or interface phenomena where there is a breaking of translational symmetry in one direction.

We present here the complex band structure of bulk Ni (which gives information on the nanocontact tips) and of a monatomic Ni wire (the junction between the two tips). Although this is clearly only the first step towards a full theoretical description of the nanocontact conductivity, we shall see that some insight can be obtained already by examining the complex bands. The importance of complex band structure for conductance predictions has been recently emphasized for magnetic tunnel junctions mavrop  and molecular systems sankey .

## II Method

We consider an open quantum system divided into three regions: left bulk contact ($`z<0`$), scattering region ($`0<z<L`$) and right bulk contact ($`z>L`$) and we use a supercell geometry in the $`xy`$ direction perpendicular to the wire. A wave propagating at energy $`E`$ with $`𝐤=(𝐤_{},k)`$ and incident from the left contact on the scattering region will form a scattering state $`\mathrm{\Psi }`$ which due to the supercell geometry has a Bloch form in the $`xy`$ direction:

$$\mathrm{\Psi }_𝐤_{}(𝐫_{}+𝐑_{},z;\sigma )=e^{i𝐤_{}𝐑_{}}\mathrm{\Psi }_𝐤_{}(𝐫_{},z;\sigma ).$$
(1)
Different $`𝐤_{}`$ do not mix and can be considered separately. If there is no coupling between different spin polarizations in the Hamiltonian the same conclusion is valid also for the spin index $`\sigma `$ and we can omit both $`𝐤_{}`$ and $`\sigma `$ from the following formulas.

Deep within the contacts the system becomes periodic also along the $`z`$ direction and one can determine generalized Bloch states with complex $`k`$ vector which obey to the periodic condition:

$$\psi _k(𝐫_{},z+d)=e^{ikd}\psi _k(𝐫_{},z),$$
(2)
where $`d`$ is the length of the periodic unit cell deep within the contacts. In this region the scattering state $`\mathrm{\Psi }`$ can be written as a combination of propagating and evanescent generalized Bloch states:

$$\mathrm{\Psi }=\{\begin{array}{cc}\psi _k+\underset{k^{}L}{}r_{kk^{}}\psi _k^{},\hfill & \mathrm{in}\mathrm{the}\mathrm{left}\mathrm{tip}\hfill \\ \underset{k^{}R}{}t_{kk^{}}\psi _k^{},\hfill & \mathrm{in}\mathrm{the}\mathrm{right}\mathrm{tip}\hfill \end{array}$$

where summation over $`k^{}L(k^{}R)`$ includes the generalized Bloch states in the left (right) contact at energy $`E`$ which propagate or decay to the left (right). In the $`xy`$ plane the wave functions $`\psi _k^{}`$ obey the same Bloch condition as in Eq.(1). Thus to compute the transmission and reflection coefficients $`\{t_{kk^{}},r_{kk^{}}\}`$ one will need to find the complex band structure and generalized Bloch states $`\psi _k`$ in the metallic contacts at the chosen energy $`E`$.

We determine here the complex band structure within Density Functional Theory (DFT) describing the atoms with ultrasoft pseudopotentials vanderbilt . We consider the generalized Bloch states which satisfy the single-particle Kohn-Sham equation laasonen  (atomic units $`e^2=2m=\mathrm{}=1`$ are used):

$$E\widehat{S}|\psi _k=\left[^2+V_{\mathrm{eff}}+\widehat{V}_{NL}\right]|\psi _k,$$
(3)
where $`V_{\mathrm{eff}}`$ is the effective local potential (see Ref. vanderbilt ; laasonen ), $`V_{NL}`$ is the nonlocal part of the ultrasoft pseudopotential:

$$\widehat{V}_{NL}=\underset{Imn}{}D_{mn}^I|\beta _m^I\beta _n^I|,$$
(4)
constructed using the set of projector functions $`\beta _m^I`$ associated with atom $`I`$ and $`\widehat{S}`$ is the overlap operator:

$$\widehat{S}=1+\underset{Imn}{}q_{mn}^I|\beta _m^I\beta _n^I|.$$
(5)
The coefficients $`q_{mn}^I`$ are the integrals of the augmentation functions defined in Ref. vanderbilt ; laasonen . It is convenient to rewrite Eq. (3) in the form:

$`E|\psi _k`$ $`=`$ $`\left[^2+V_{\mathrm{eff}}\right]|\psi _k`$ (6)
$`+`$ $`{\displaystyle \underset{Imn}{}}(D_{mn}^IEq_{mn}^I)|\beta _m^I\beta _n^I|\psi _k.`$
From this equation it can be seen that the scattering problem in the ultrasoft pseudopotential case is not substantially different from the norm conserving one (where $`E`$ does not appear on the r.h.s.) since the energy $`E`$ is fixed and is given as an external parameter.

As in Ref. choi  we can write the solution of the integro-differential Eq. (6) as a linear combination:

$$\psi _k(𝐫)=\underset{n}{}a_{n,k}\psi _n(𝐫)+\underset{Im}{}c_{Im,k}\psi _{Im}(𝐫),$$
(7)
where $`\psi _n`$ are linearly independent solutions of the homogeneous equation:

$$E\psi _n(𝐫)=\left[^2+V_{\mathrm{eff}}(𝐫)\right]\psi _n(𝐫),$$
(8)
and $`\psi _{Im}`$ is a particular solution of the inhomogeneous equation:

$`E\psi _{Im}(𝐫)`$ $`=`$ $`\left[^2+V_{\mathrm{eff}}(𝐫)\right]\psi _{Im}(𝐫)`$ (9)
$`+`$ $`{\displaystyle \underset{𝐑_{}}{}}e^{i𝐤_{}𝐑_{}}\beta _m^I(𝐫\tau \tau \tau ^I𝐑_{}).`$
Both $`\psi _n`$ and $`\psi _{Im}`$ are $`(x,y)`$ periodic as in Eq. (1). Summation over $`Im`$ in Eq. (7) involves all the projectors in the unit cell and the coefficients $`c_{Im,k}`$ are determined by:

$$c_{Im,k}=\underset{n}{}[D_{mn}^IEq_{mn}^I][\beta _n^I(𝐫\tau \tau \tau ^I)]^{}\psi _k(𝐫)d^3r.$$
(10)
Note that the set of wave functions $`\psi _n`$ is infinite. In practice the expansion $`\psi _n(𝐫)=_𝐆_{}\psi _n(𝐆_{},z)e^{i(𝐤_{}+𝐆_{})𝐫_{}}`$ over two-dimensional plane waves is used. If one considers only $`N_{2D}`$ plane waves with $`𝐆_{}^2E_{\mathrm{cut}}`$ the number of $`\psi _n`$ becomes finite and equals to $`2N_{2D}`$. As in Ref.choi  to find the functions $`\psi _n`$ we discretize the unit cell along the $`z`$ axis by dividing it into slices and replacing the $`V_{\mathrm{eff}}(𝐫)`$ in each slice by a $`z`$-independent potential. The $`\psi _n`$ in the slices will be a linear combination of two exponentials with coefficients obtained by a matching procedure.

The allowed values of $`k`$ for a given energy $`E`$ can be determined by imposing periodicity along $`z`$ (Eq. (2)) to the generalized Bloch function $`\psi _k(𝐫)=_𝐆_{}\psi _k(𝐆_{},z)e^{i(𝐤_{}+𝐆_{})𝐫_{}}`$ and to its $`z`$ derivative:

$$\psi _k(𝐆_{},d)=e^{ikd}\psi _k(𝐆_{},0).$$
(11)
$$\psi _k^{}(𝐆_{},d)=e^{ikd}\psi _k^{}(𝐆_{},0).$$
(12)
Inserting Eq. (7) into Eqs. (10)-(12) one can show that the last three equations are equivalent to the generalized eigenvalue problem:

$$AX=e^{ikd}BX.$$
(13)
where $`A`$ and $`B`$ are matrices. We solve this problem to obtain in general a complex $`k`$ and coefficients $`X=\{a_{n,k},c_{Im,k}\}`$ for the generalized Bloch state $`\psi _k`$ at a given energy $`E`$ and $`𝐤_{}`$.

Our complex band structure calculations proceed in two steps. First we compute with a standard electronic structure code (PWSCF) pw  the ground state electronic structure of the system (infinite bulk; and, separately, infinite perfect nanowire) and we obtain the effective local potential $`V_{\mathrm{eff}}(𝐫)`$ and the screened coefficients $`D_{mn}^I`$ notapw . In a second step, we use the potential $`V_{\mathrm{eff}}(𝐫)`$ and the screened coefficients $`D_{mn}^I`$ to compute the complex band structure applying the scheme described above notacond .

## III Results and discussion

As a first example, we studied the complex band structure of ferromagnetic bulk fcc Ni (Fig.1). The orientation of the Ni tips in the actual break junction experiments is not under control, and we have chosen to plot the complex bands appropriate for a $`(001)`$ orientation of the electrodes. We considered a tetragonal unit cell with two nickel atoms and the $`z`$ axis parallel to the tetragonal axis. Our calculated optimal equilibrium lattice constant of ferromagnetic fcc Ni is $`a=3.42`$ Å (expt. $`a=3.52`$ Å) and this value has been used for the band structure calculation. At this volume the magnetic moment per atom is 0.59 $`\mu _B`$ (expt. 0.61 $`\mu _B`$) dalcorso2 . In the scattering problem we took $`𝐤_{}=0`$ for the purpose of examplification. Due to the symmetry of the Hamiltonian chang , if at a fixed energy $`E`$ a real $`k`$ is a solution of the problem, also $`k`$ is a solution (corresponding to right- and left- propagating waves). If a complex $`k`$ is a solution also $`k,k^{},k^{}`$ are solutions chang  (states with $`\mathrm{Im}k>0`$ ($`\mathrm{Im}k<0`$) correspond to evanescent modes decaying along the positive (negative) $`z`$ direction). We can therefore show the complex band structure just in the region $`\mathrm{Re}k0`$ and $`\mathrm{Im}k0`$.

Ni is a ferromagnetic metal and we plot in Fig. 1a and 1b the bands corresponding to the majority spin (spin up) and minority spin (spin down) respectively. Figs. 1a and 1b are divided into three panels. The propagating bands with $`\mathrm{Re}k0`$ and $`\mathrm{Im}k=0`$ are plotted with continuous lines in the central panel. Dotted lines in the left panel represent bands with purely imaginary $`k`$ ($`\mathrm{Re}k=0`$ and $`\mathrm{Im}k0`$). The bands which correspond to complex $`k`$ with $`\mathrm{Re}k0`$ and $`\mathrm{Im}k0`$ are represented with open circles. They are shown with two branches which correspond to their projection in the real and imaginary planes. We chose arbitrarily to plot the projection on the imaginary plane in the left or in the right part of the figure in order to improve clarity. The band structure of fcc Nickel corresponding to real $`k`$ obtained with PWSCF are shown in the inset of Fig. 1 along the $`\Gamma X`$ direction. Since our cell has two atoms, the bands with real $`k`$ in Fig.1 should coincide with the one in the inset after folding about the middle vertical line. We indeed found excellent agreement between the real band structures in the two calculations, with differences of the order of 0.005 eV (invisible in the figure).

In the band structure of fcc Ni one can identify five narrow $`3d`$ bands and one broader $`4s`$ band. Along the $`(001)`$ direction the $`s`$ band mixes with the $`d_{z^2}`$ band. The spin up $`d`$ bands are fully occupied and only the $`sd_{z^2}`$ band crosses the Fermi level. The down spin $`d`$ bands are upshifted in energy by a calculated exchange splitting of about 0.5 eV (exp. 0.33 eV). Therefore they are partially unoccupied and three $`d`$ states in addition to the $`sd_{z^2}`$ state crosses the Fermi level. The complex bands shown in Fig.1 can be interpreted in terms of general theorems which describe their topological features chang . It is known that whenever a band with real $`k`$ has a local extremum there is a complex band with opposite curvature and the same symmetry which departs at the same $`\mathrm{Re}k`$ at right angles from the real plane. Complex $`k`$ bands are parabolic or form loops joining real bands of the same symmetry. One such loop in the complex plane joins $`sd_{z^2}`$ bands connecting the maximum at $`\mathrm{Re}k=0.18(2\pi /a)`$ (very weakly pronounced) with the minimum at $`k=0.5(2\pi /a)`$. Comparing the complex band structures for different spin polarizations one can notice that there are four propagating spin down bands at $`E_F`$ while for spin up polarization the $`d`$ bands cross the Fermi level only in the imaginary plane and are therefore evanescent (the smallest decay is $`\mathrm{Im}k=0.2(2\pi /a)`$).

In Fig. 2 we show the complex band structure for a monatomic Ni wire ($`a=2.12`$ Å). The supercell geometry and the other technical parameters used in this calculation were already discussed in Ref. our . The bands at real $`k`$ coincide (within 0.005 eV) with those presented there and calculated with the PWSCF code. Here all the occupated real bands have maxima or minima at the zone border and the complex bands are therefore either purely imaginary (they are shown by dots in the left panel) or have $`\mathrm{Re}k=\pi /a`$ (they are shown by dots in the right panel). Bands at imaginary $`k`$ have a parabolic dispersion except for the loop which joins $`d_{xz,yz}`$ bands. As in the case of bulk Ni at the Fermi energy there is only one real $`sd_{z^2}`$ band of spin up polarization. All the $`d`$ states are decaying and the smallest decay ($`d_{xz,yz}`$ states) is $`\mathrm{Im}k=0.08(2\pi /a)`$. On the contrary 6 spin down bands with real $`k`$ cross the Fermi level and the only decaying states crossing the Fermi energy have a much larger imaginary part $`\mathrm{Im}k=0.35(2\pi /a)`$.

The asymmetry between energy bands at $`E_F`$ for different spin directions and the existence of evanescent states with long decay lengths (small decay parameters $`\mathrm{Im}k`$) will play an important role in transport properties of the magnetic nanocontacts. One can see, for example, that if there is no spin reversal (two tips and the wire are magnetized in the same direction) all propagating states coming from the bulk Ni can get (though with some reflection at the junctions) through the wire. On the other hand, if there is one spin reversal (situated either on one end of the wire or in the middle) the propagating $`d`$-states of one Ni tip become decaying in another Ni tip so that they will be completely blocked. The only open channels correspond to $`s`$-electrons (this conclusion was arrived at our  considering a simple model of the Ni nanocontact). And, finally, in the hypothetical case of two spin reversals (when the wire has the opposite direction of magnetization with respect to both tips) the $`d`$-electrons are only able to tunnel across the wire through the evanescent states. The latter have an exponential decaying form $`\psi _ke^{z/\mathrm{}}`$ with the decay length $`\mathrm{}=7.96`$ a.u. ($`d_{xz,yz}`$), 5.31 a.u. ($`sd_{z^2}`$), and 2.0 a.u. ($`d_{xy,x^2y^2}`$) which should be compared with the distance between atoms in the Ni wire $`a=4.0`$ a.u. The shorter the wire, the larger the contribution of $`d`$-electrons to the total conductivity. This result is similar to the spin-dependent tunneling in magnetic tunnel junctions (see lkkr ; mavrop ) although in our case it is not so crucial since two propagating $`s`$-channels always exist. All these ingredients will become crucial when one will solve the scattering problem in order to find the transmission coefficient. It should be emphasized that the number of propagating channels $`N`$ give the upper limit for conductivity, $`G=\frac{e^2}{h}N`$ with unit transmission for all channels, while the scattering problem solution may produce very small transmission coefficients for some propagating channels. The channel number $`N`$ of a thick wire will diverge proportional to the wire cross section, realizing the perfect conductance expected for a macroscopic case.

## IV Conclusions

We are working to generalize to magnetic transition metals the approach proposed by Choi and Ihm for calculating the ballistic conductance of open quantum systems within the Landauer-Buttiker theory. In this paper we focused on the complex band structure of periodic systems, which is the key ingredient for the wave-function matching between the scattering region and the metallic electrodes. The method has been implemented for the first time with ultrasoft pseudopotentials and plane waves in a DFT-LSDA ab-initio scheme. We showed that it can be applied to both the bulk solid and to the idealized monatomic nanowire. As a first application we calculated the complex band structure of fcc Ni and of a ferromagnetic Ni monoatomic wire and discussed qualitatively the properties of a nickel nanocontact which can be inferred from the complex band structure. Detailed calculations of conductance will be undertaken in forthcoming work.

## V Acknowledgments

This work was partly sponsored by MIUR PRIN, by INFM (section F, G, PRA NANORUB and “Iniziativa Trasversale calcolo parallelo”), and EU Contract ERBFMRXCT970155 (FULPROP). Some calculations were performed on the IBM-SP3 at CINECA, Casalecchio (Bologna).


text:
# 1 Introduction

## 1 Introduction

The analysis of the magnitude – redshift relation from observation of distant type Ia Supernovae  shows that these standard candles have larger luminosity distances than expected for a flat, matter-dominated universe. In terms of standard cosmology (SC), which explains the redshift of spectral lines by the Doppler effect of receding galaxies, a perfect fit of the data is obtained for a nonvanishing positive cosmological constant $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$ (dark energy) of the same order of magnitude as the matter density $`\mathrm{\Omega }_\mathrm{M}=0.3`$, i.e. for an accelerated expansion of the universe. The origin and the magnitude of the dark energy is the puzzle which brings us together at this conference. As was discussed e.g. by N. Straumann , the fact that condensates in quantum field theories lead to a $`\mathrm{\Lambda }`$ term orders of magnitude larger than the observed one points to a deep problem. Note, however, that the cosmological constant problems are intimately related with its dependence on the volume of the expanding universe. Most of the attempted solutions suggest a time-dependence of fundamental quantities, like quintessence , varying alpha  or varying speed of light theories .

In the present contribution, we want to discuss the alternative of a conformal cosmology (CC) in which the universe is not expanding and the observed redshift is caused by the time-dependence of all particle masses .

## 2 Relative Standard of Measurements

Astrophysical data are described in Einstein’s general relativity (GR)

$$S_{\mathrm{GR}}[\phi _0|g]=d^4x\sqrt{g}\frac{\phi _0^2}{6}R(g)$$
(1)
using as an absolute standard of measurement the Newtonian gravitational constant $`G_0=6/\phi _0^2`$ and the interval (flat space) $`(ds^2)=g_{\mu \nu }dx^\mu dx^\nu =(dt)^2a^2(t)(dx^i)^2`$. This metrics describes an expanding spatial volume of the universe $`V_{\mathrm{SC}}(t)=V_{\mathrm{CC}}a^3(t)`$ and all lengths in the universe are measured with respect to the absolute Paris meter

$$\mathrm{Absolute}\mathrm{Paris}\mathrm{Meter}=1\mathrm{m}.$$
(2)
However, this absolute Paris meter cannot be realised since it does not exist outside the universe and is subject to the cosmological changes of length scales. Instead, we have to use a relative Paris meter

$$\mathrm{Relative}\mathrm{Paris}\mathrm{Meter}=1\mathrm{m}\times a(t)$$
(3)
for the measurements of all lengths with the corresponding conformal line element $`ds^2/a^2(t)=(d\eta )^2(dx^i)^2`$ which is Minkowskian and not expanding. The measurable spatial volume of the universe $`V_{\mathrm{CC}}`$ is a constant while the measurable Planck mass

$$M_{\mathrm{Planck}}(\eta )=\phi (\eta )\sqrt{8\pi \mathrm{}c/3}=2.177\times 10^8\mathrm{kg}\times a(t),$$
(4)
in the relative units becomes a dynamic variable of the conformal time $`d\eta =dt/a(t)`$,

$$\phi (\eta )=\phi _0\times a(t),$$
(5)
as all measurable masses of elementary particles $`m_{\mathrm{CC}}(\eta )=m_{\mathrm{SC}}\times a(t)`$ . The spectrum of photons emitted by atoms from distant stars billion years ago remains unchanged during the propagation and is determined by the mass of the constituents at the moment of emission. When this spectrum is compared with the spectrum of similar atoms on the Earth which, at the present time, have larger masses then a redshift is obtained.

The conformal density is $`\rho _{\mathrm{CC}}=\rho _{\mathrm{SC}}\times a^4(t)`$, and the conformal temperature $`T_{\mathrm{CC}}=T_{\mathrm{SC}}a(t)=\mathrm{const}`$. The common point for the two cosmologies is the identification of the evolution of the universe with the evolution of the cosmic scale factor $`a(t)=(1+z)^1`$ which in both cosmologies has a different meaning . In the standard cosmology the cosmic factor scales all distances besides the Paris meter (2). In the conformal cosmology it scales all masses including the Planck mass (4). As it was shown in , in the case of the relative Paris meter (3), both the recent experimental data for distant supernovae  are described by the evolution according to a rigid equation of state, see Fig.1,

$$(z+1)^1(\eta )=\sqrt{1+2H_0(\eta \eta _0)}.$$
(6)
This evolution results from the dynamics of a homogeneous scalar field with the action

$$S_{\mathrm{SQ}}[\phi _0|g]=d^4x\sqrt{g}\phi _0^2_\mu Q^\mu Q,$$
(7)
which we call scalar quintessence (SQ). This massless field with purely kinetic contribution to the energy density in the universe leads to a rigid equation of state (7) and gives a satisfactory description of the supernova data.

## 3 Discussion

Many arguments have been tried to disproof the concept of a nonexpanding universe, we want to discuss some of them in concluding our contribution. One of the consequences of the relative standard of measurement is the redshift independence of the cosmic microwave background temperature . This is at the first glance in striking contradiction with the observation  of $`6.0\mathrm{K}<T_{\mathrm{CMBR}}(z=2,3371)<14\mathrm{K}`$. The relative population of different energy levels $`E_i`$ from which the temperature has been inferred in this experiment follows basically a Boltzmann statistics. The argument of these Boltzmann factors, however, has in the cooling universe scenario and in the raising mass universe scenario the same $`z`$-dependence . Therefore, the experimental finding can equally well be interpreted as a measurement of the $`z`$-dependence of energy levels (masses) at constant temperature. A second question concerns bounds from nucleosynthesis. Although we have not performed a detailed calculation, we may answer this question in a similar way as the previous one. The abundances of nuclear species is also mainly governed by Boltzmann factors with an argument which is invariant with respect to the change of the picture: $`m(z)/T(0)=m(0)/[(1+z)T(0)]=m(0)/T(z)`$. Since the time dependence of $`z`$ in the nonexpanding universe scenario follows the radiation stage behavior, we expect the element abundances to be reproduced well.

A last question we want to address concerns the fact that the supernovae lightcurves are time-dilatated with exactly the same redshift that is inferred from their spectra . In the expanding universe scenario this effect is a result of the stretching of all length scales in the same way as Doppler effect causes the redshift. In our approach, redshift originates from a scaling of masses, all masses of elementary particles change with time. This entails changes in the wavelengths of atomic spectra (therefore the redshift) as well as changes in the ranges of interactions and the decay times for e.g. the beta decay of Nickel which determines the decline of the type Ia supernovae light curves and thus their duration . When we take into account that the decay time is proportional to the Fermi constant which is inversely proportional to the W-boson mass, the actual value of which is determined by the redshift, then we have the wanted relation between duration of supernova and redshift.

As a next step, we will consider the constraints from the fluctuations of the CMBR when the recombination era is considered within the variable mass scenario of the nonexpanding universe discussud in the present contribution.


text:
# 1 Introduction

## 1 Introduction

The cycle-to-cycle combustion variability has been a subject of interest for many years \[Heywood 1988, Hu 1996\]. Noise in pressure time dependence is a factor which makes an engine control difficult \[Wendeker & Czarnigowski 2000\]. To make the progress some papers concentrated on stochastic models formulation \[Roberts et al. 1997, Wendeker et al. 1999\]. However, as identified by Heywood , the sources of fluctuations involve various process conditions such as: aerodynamics in the cylinder during combustion, the amount of fuel, air and recycled exhaust gases supplied to the cylinder and a mixture composition near the spark plug. It is possible that many different disturbances influence the process making it stochastic but one should note that high sensitivity on the process conditions is characteristic for nonlinear phenomena and deterministic chaos. In that case the pressure variations might originate from a complex dynamics leading, presumably with some stochastic component, to nonperiodic behaviour \[Daw et al. 1996 and 1998, Wendeker 2002\]. Thus, the crusial problem is to understand the nonlinear dynamics of the process observing the internal pressure inside the cylinder \[Antoni et al. 2002\]. In the present note we discuss experimental results of a direct measurement of pressure \[Czarnigowski 2002\]. Namely, we start our analysis with study of the measured time series of pressure. The crankshaft frequency was stabilized by a electromechanical brake to the value $`\mathrm{\Theta }`$ =10Hz ($`\mathrm{\Theta }`$=600 RPM). Note, in a combustion process one of each two cycles of a crankshaft rotation are coincided with combustion leading to pressure parametrically driven oscillation with a period $`T=2/\mathrm{\Theta }=0.2`$s. In Fig. 1 we show a typical time history of combustion internal pressure for $`\mathrm{\Delta }\alpha _z=\pi /6`$ ($`\mathrm{\Delta }\alpha _z=30^o`$). We took such process conditions (a low rotational velocity $`\mathrm{\Theta }`$ and a large advance angle $`\mathrm{\Delta }\alpha _z`$) purposely to make nonperiodicity of time history more transparent \[Wendeker et al. 2002\]. Our task in the next sections will be to examine it by using tools for nonlinear analysis.

## 2 Nonlinear Analysis

Our first step is reconstruction of the dynamic attractor. Having time series limited only to 200 cycles it is not possible to perform full analysis of embedding and correlation dimension of the dynamical process \[Kantz & Scheiber 1997, Abarbanel 1996\] so we decided to do a simplified study. In Fig. 2 we show a two dimensional attractor obtained using a time delay procedure introduced by Takens \[Takens 1981\]. Thus, we introduce a new vector p:

$$𝐩=[p(t),p(t\mathrm{\Delta }t),p(t2\mathrm{\Delta }t),\mathrm{}]$$
(1)
but here we will use only the minimal set of variables: p(t) and p(t-(t). The time delay $`\mathrm{\Delta }t=0.977T`$ is slightly smaller than the driving period $`T=2/\mathrm{\Theta }`$. Surprisingly, the reconstructed attractor (Fig. 2) has a characteristic butterfly shape similar to a chaotic attractor of a Lorentz system \[Lorentz 1963\]. Realy, it shows some deterministic characteristics. For instance, it consists of two well defined closed lops. The motion along first and second loops with possible random switch between them creates a new question how much of determinism is included in prsesure dynamics. In aim to solve this problem we decided to examine recurrence plots. This method, originally introduced by Eckmann et al. , is capable to distinguish deterministic system from stochastic one. It has been already applied successfully to various nonlinear systems \[Casdagli 1997, Kantz & Scheiber 1997\]. In order to make a recurrence plot for trajectory on reconstructed phase space (Fig. 2) we calculate the distance between each pair of measured $`𝐩_i=[p(t_i),p(t_i\mathrm{\Delta }t)]`$ , where $`t_i`$ is a sampling time. Following Eckmann et al.  we define a new matrix R with elements:

$$R_{ij}\mathrm{H}(ϵ|𝐩_i𝐩_j|),$$
(2)
where $`\mathrm{H}(x)`$ denotes the Heaviside step function and $`ϵ`$ is a small positive number. Its value ($`ϵ`$) is usually assumed to be a few percents of the maximal distance between $`𝐩_i`$ and $`𝐩_j`$. R is a square matrix, which has the size $`M\times M`$, where $`M`$ is a number of measured points in the collected experimental data. After defining $`𝐑`$ we plot black point in $`i,j`$ plane if only $`R_{ij}=1`$. In this way black regions can indicate close returns of trajectories or some flat regions is time dependence when a recurrence plot correspond to shorter intervals. The suitable plots for studied time history were plotted in Fig. 3a and b.

On the other hand, Fig. 3c shows the recurrence plot for series of numbers obtained from a random numbers generator with a uniform distribution. To be more specific, in Fig. 3a, we show a recurrence plot for 10 sequential cycles of the engine work. The regular patterns identify deterministic flow in this scale. Note however, that the unstable region of a pressure fluctuation corresponding to white regions is connected only with some specific time interval of combustion. It is clearly depicted in Fig. 4a where we plotted following stroke phases of each combustion cycle: intake of gases, compression, power creation and finally exhaust of gases and combustion products. The recurrence plot in Fig. 3b was plotted for a larger scale of 200 cycles. In this case we used only chosen experimental data pints for a given crank angle $`\varphi =2.125\pi `$. In this new scale the plot is not so much regular as Fig. 3a but still differs from the case of random numbers (Fig. 3c). First of all it possesses patterns of vertical and horizontal black stripes. Such structure can be identified as belonging to chaotic behaviour. Note, that size of $`𝐑`$ matrix (Eq. 2) was limited, by the available short time series, to only $`200\times 200`$. Obviously, in larger time scale we expect black stripes to be represented by corresponding vertical and horizontal lines. Another problem is connected with stochastic noise which may disturb the time correlations in that picture. In Fig. 4a we show also three time histories selected from the studied experimental time series of pressure (Fig. 1). One can easily note that curves ’1’ and ’2’ correspond to combustion with different, rather high, efficiency while the curve ’3’ is a case where the combustion is very small or even not present at all. This effect around a top point of compression (top dead center) for a crank angle $`\varphi =2\pi `$ is even better visible. In this purpose we magnified that region in Fig. 4b. Clearly, one can see the difference of pressure between $`\varphi =2\pi \pm 0.125\pi `$ (note ’A’ and ’B’ dashed lines in Fig. 4b). For better clarity, we have also plotted (Fig. 4c) the time series of points $`p_n`$ connected with these two different phases (’A’ and ’B’) of the engine work. Only in case of combustion (curve ’A’ in Fig. 4c) we see the fluctuation of pressure. Really, this justify of our choice of combustion sensitive dada to a recurrence plot in Fig. 3b. The lack of clear white regions in Fig. 3b can be the result of higher (than 2) embeding dimension of the dynamical system and the output signal modulation visible in Fig. 4c.

## 3 Intermittency as a Route to Chaos in a Combustion Process

Both, the curve ’A’ in Fig. 4c and the previously presented dynamical attractor (Fig. 2) show some features typical for systems showing intermittent chaos \[Pomeau & Manneville 1980, Chatterjee & Malik 1996\]. To clarify this point we plotted once again a time history of a studied case for a shorter time interval (few cycles) in Fig. 5a. Note that after a sequence of a steady flow (with very weak combustion) in cycles marked as 1, 2, 3 we have sudden jump of pressure $`p`$ in the next cycle (marked by 4 in Fig. 5a). In Fig. 5b we have resolved this behaviour plotting trajectory of system for these 4 cycles. Interestingly the sudden jump of pressure can be associated with escape from the present trajectory. Such jump is a characteristic phenomenon for an intermittency mechanism of a chaotic motion. Note, the above behaviour is typical for that system as trajectory presented in Fig. 5a. is a part of that plotted in Fig. 2. Our system is already in a chaotic state so we can find only some short intervals which behave in this way. Interestingly, these jumps of high efficient combustion follows the sequence of cycles with weak combustion (Fig. 5a, Fig. 4c). Physically, this means that it happens if the amount of residual exhaust gases from preceding combustion cycles are absent in the cylinder and, simultaneously, the present mixture of fuel and air amounts is rich. Such explanation is consistent with the simple nonlinear model derived by Daw et al. \[1996 and 1998\]. According to their finding the residual gases alter the in-cylinder fuel-air ratio and finally the combustion efficiency in succeeding cycles.

## 4 Conclusions and Last Remarks

Summering our results we would like to add that we examined the oscillations of internal combustion pressure in an engine cylinder. It has appeared that, in some conditions, intermittency is capable to drive the system into a chaotic region. The strange attractor presented in Fig. 2 (and Fig. 5b) has many features typical for systems showing intermittent chaos. Moreover the recurrence plots indicate that the system is not likely to be stochastic, but we cannot exclude some influence of random disturbances. Our results throw some new light on the problem of noise present in combustion engines and can also give a new concept to fight with it. However to be more sure about the physical situation one should perform studies of longer time series. This can enable us to use other more sophisticated techniques of nonlinear dynamics analysis \[Kantz & Scheiber 1997, Abarbanel 1996\]. Such work is in progress and results will be reported in a separate publication

## References

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Antoni, I., Daniere, J., Guillet, F.  ”Effective vibration analysis of ic engines using cyclostationaryrity. part II - new results on the reconstruction of the cylinder pressures”, J. Sound Vibr. 257, 839-856.

Casdagli, M.C.  ”Recurrence plots revisited”, Physica D 108, 12-44.

Chatterjee, S., Malik, A.K.  ”Three Kinds of Intermittency in a Nonlinear System”, Phys. Rev. E 53, 4362-4367.

Czarnigowski J.  unpublished, PhD Thesis, Technical University of Lublin.

Daw, C.S., Finney, C.E.A., Green Jr., J.B., Kennel, M.B., Thomas, J.F. and Connolly, F.T.  ”A simple model for cyclic variations in a spark-ignition engine”, SAE Paper 962086.

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## Figure Captions

1. Figure 1. Experimental time series of pressure $`p(N)`$ in a combustion process for a crankshaft frequency $`\mathrm{\Theta }=600`$ RPM and a spark advance angle $`\mathrm{\Delta }\alpha _z=\pi /6`$. Note, time is represented by sequential cycles $`N`$.
2. Figure 2. A ’butterfly’ attractor reconstructed from the experimental time series of pressure. $`\mathrm{\Delta }t=0.977T`$.
3. Figure 3. Recurrence plots of the examined combustion process: in a small scale of 10 cycles (Fig. 3a), and the scale of 200 cycles for selected points chosen for the same crank angle $`\mathrm{\Theta }=2.125\pi `$ (Fig. 3b). Fig. 3c shows the recurrence plot for the series of numbers from random numbers generator with a uniform distribution.
4. Figure 4. Time history of combustion presented in Fig. 1 plotted for three chosen cycles (Fig. 4a) and magnification of it (Fig. 4b) around the top dead point (for a crank angle $`\varphi =2\pi `$). Fig. 4c shows a sequence of pressure values for given crank angle $`\varphi =2\pi 0.125\pi `$ (for B and A as before and after ignition, respectively).
5. Figure 5. Interval of the time history of pressure $`p`$ versus time, in terms of cycles N, (Fig. 5a) selected from the examined time series (Fig. 1). The trajectory of succeeding cycles 1,2,3,4 marked in Fig. 5a is presented in Fig. 5b.