text:
# OPEN QUESTIONS IN CMR MANGANITES, RELEVANCE OF CLUSTERED STATES, AND ANALOGIES WITH OTHER COMPOUNDS

## I Introduction

In this paper – not intended for publication in a formal journal – I present a list of “things we know” and “things we do not know” about manganites and related compounds. This text is adapted from the last chapter of a book I recently finished on manganites book , after receiving the suggestion by some colleagues of making the “open questions” discussion available to a wider readership. The presentation is very informal to keep the discussion fluid, and it is intended for researchers with some background in manganites (other materials, such as cuprates, are also addressed). Only a handful of references are included here for simplicity. However, close to 1,000 citations can be found in the original source book  as well as the detailed justification of many of the matter-of-fact statements expressed here, particularly in the “things we know” section. Many reviews are also available review  with plenty of references: this paper is not a review article but an informal discussion, with many comments and sketchy ideas. Also, some items reflect the personal opinion of the author and may be debatable. In addition, this paper discusses results for other families of compounds which exhibit similarities with manganites. It is conceivable that the knowledge accumulated in Mn-oxides may be applicable to the famous high-Tc cuprates, as well as other materials discussed here and in other chapters of book . The stability of “clustered” states – often called phase-separated or mixed-phase states – appears to be an intriguing property of a variety of compounds, and “colossal effects” should be a phenomenon far more common than previously believed. There is plenty of work ahead, and surprises waiting to be unveiled.

## II Facts About Manganites Believed to be Understood (“things we know”)

After the huge effort carried out in recent years in the study of manganites, involving both experimental and theoretical investigations, much progress has been achieved, described in the bulk of book  and in review . Here, a brief list of established results is presented. In the next section, the detail of the discussion will increase when issues that remain to be understood are addressed.

1. At hole density $`x`$=0, as in $`\mathrm{LaMnO}_3`$, the ground state has staggered orbital order (concept first discussed by Khomskii and Kugel). The spins form an A-type antiferromagnet (antiparallel spins along one direction, parallel along the other two), although very recently more exotic spin arrangements at $`x`$=0 have been proposed for some manganites newphases . Several other doped Mn-oxides have orbital order (OO) as well. This orbital ordering appears to be triggered by a large electron – Jahn-Teller phonon coupling, as discussed by Kanamori and more recently in Mn-oxides by Millis and collaborators. The orbital degree of freedom plays a role as important as the spin, charge, and lattice degrees of freedom. This leads to a complex phase diagram, with many competing phases, a characteristic of most correlated electron systems. I believe it is time to fully bring manganites within the umbrella of “correlated electrons”, since the subject’s complexity goes well-beyond standard issues of plain “magnetism”.

2. At $`x`$=1, fully hole doped, the spin arrangement is of G-type (antiparallel spins in the three directions).

3. There are many manganites with a metallic ferromagnetic (FM) ground state at intermediate densities. The Zener mechanism –for historical reasons widely known as “double exchange”– appears to capture the essence of the tendency to ferromagnetism. This FM metallic state is a poor metal, and it is only one of the several possible states of manganites. Some authors believe that orbital correlations may play a role in this ferromagnet. It is also unclear to what extent oxygens should be explicitly included in the electronic sectors of manganite models, or whether they can be “integrated out” as usually assumed in theoretical studies of Mn-oxides. This also occurs in $`t`$-$`J`$ models for cuprates that invoke Zhang-Rice singlets and only focus on the Cu sites. Thus, there is still some discussion about the fine details of this state, but the essential features of the FM phase appear to be qualitatively understood.

4. At other hole densities, such as $`x`$=0.5, charge/orbital/spin ordered states can be stabilized, leading to a phase diagram interestingly asymmetric with respect to half doping. The existence of these half-doped charge-ordered states has been established in Monte Carlo simulations, as well as in mean-field studies, in spite of their complicated structure. This gives hope that the theoretical studies are on the right track. The charge ordered (CO) states strongly compete with the metallic ferromagnetic state, both in real experiments and theoretical studies. This is a key observation leading to potential explanations of the CMR, since this phenomenon appears to occur when two phases –metal and insulator– are in competition. It happens at the boundaries between FM metal and paramagnetic insulator or FM metal and CO/OO/AF states. This line of thinking – CMR as caused by phase competition – is relatively new but currently dominates the literature. We simply cannot understand the CMR effect from the ferromagnetic metallic state alone.

5. The existence of intrinsic inhomogeneities in single crystals has been established experimentally (the list of experimental groups involved is too long to be provided here, please see book ; review ). This can occur within the ordered phases, or above the ordering temperatures, and even in the high hole-doping region (see work by Neumeier and collaborators). Charge-ordered nanoclusters above the Curie temperatures have been found in many low- and intermediate-bandwidth manganites. In the interesting CMR regime this behavior is correlated with the resistivity, according to neutron scattering experiments carried out by groups in Japan, Oak Ridge, Maryland, Brookhaven, Rutgers, and other locations, that have studied hidden structures near Bragg peaks (diffuse scattering). These nano-clusters are believed to be crucial for the occurrence of CMR newnano .

6. Related with the previous item, percolative tendencies in manganites have been unveiled experimentally and in theoretical studies. But sharp first-order metal-insulator transitions have also been reported, again both in theory and experiments. In some compounds, a mixture of these behaviors –percolation and first-order features– have been found (for more information, see Section VI below). These different behaviors may depend on the strength of the inevitable disorder in the samples.

Some experiments – notably those by Cheong’s and Mydosh’s groups – have revealed the presence of submicrometer-size regions, to be contrasted with the more common occurrence of nanometer-size clusters (see above). This is a remarkable effect that deserves to be analyzed in detail. It is unclear to what extent the submicrometer clusters are truly needed to understand the CMR and whether they are present in single crystals.

7. The presence of phase separation tendencies in theoretical models has been unveiled and confirmed, after the work of Yunoki, Moreo and collaborators in 1998 using Monte Carlo simulations of realistic models, followed by a large number of other studies that reached similar conclusions (see work by Arovas, Guinea, Khomskii, Kagan, and others). Phase separation can be caused by at least two tendencies: (1) Electronic phase separation, where competing states have different hole densities and $`1/r`$ Coulomb effects lead to nanocluster coexistence. This is similar in spirit to the phase separation much discussed in cuprates (see Kivelson, Tranquada, Zaanen, Di Castro and others). (2) Disorder-driven phase separation near first-order transitions (see moreo ), with competing states of equal density that leads to large coexisting clusters.

8. Theories based on states composed of ferromagnetic small islands with randomly oriented magnetizations appear to capture the essence of the CMR phenomenon book ; review ; burgy . Electrons with spin, say, up are mobile within ferro clusters with magnetization up. However, they cannot travel through magnetization-down clusters, which effectively act as insulators to the spin-up electron carriers. However, the large effective spin of these clusters can be easily rotated upon the application of very modest fields, much smaller than the natural scales in the problem, leading to a metallic state burgy . Note that in these simulations there was no need to carry out studies using submicrometer size clusters, since nanoclusters were sufficient.

9. Theoretical studies have predicted that the metal and insulator phases of manganites are separated by first-order transitions leading to bicritical or tricritical behavior in the clean limit (see book ; review ; burgy ). Experiments by Tomioka and Tokura have recently reported an example with such a behavior. When quenched disorder is sufficiently strong, a “window” with disorder characteristics opens in between the two phases as shown in the figure below. The group of Ibarra has reported results for a material that indeed has a glassy state between the FM metal and the AF insulator. The particular case of a quantum critical point is only obtained in this context by fine-tuning of parameters (although multicritical phenomena may still be of relevance in this context as proposed by Nagaosa and collaborators).

10. Related to the previous item, theoretical and experimental studies have unveiled the existence of a new temperature scale $`T^{}`$ where clusters start forming well above the Curie temperature. Independent studies by Burgy et al. and Salamon et al. have characterized this critical temperature as a Griffiths temperature. The Griffiths effects appear to be larger than usual due to phase competition.

## III Can theories that do not address phase separation work to understand the CMR effect?

The enormous experimental effort on Mn-oxides has already provided sufficient results to decide whether or not some of the theories proposed in recent years realistically explain the unusual magnetotransport properties of these compounds. Indeed, some of the early proposals for theories of CMR manganites have already been shown to be incomplete and the current leading effort centers around inhomogeneities and first-order metal-insulator transitions. The detail is the following:

1. In theories sometimes referred to as “double exchange”, electron hopping above the Curie temperature $`T_\mathrm{C}`$ is simply described by a renormalized hopping “$`tcos\theta /2`$”. These theories are based on the movement of electrons in a disordered spin-localized background (see Fig.2 (a), for a crude sketch), without invoking other phases. However, quantitative investigations have shown that this approach does not appear to be sufficient to produce neither an insulating state nor a CMR phenomenon, although this simple idea may be suitable for large bandwidth manganites, such as $`x`$=0.4 LaSrMnO.

2 Some theories rely on Anderson localization to explain the insulating state above $`T_\mathrm{C}`$. However, the amount of disorder needed to achieve localization at the densities of relevance is very large (at least in a simple three-dimensional Anderson model). Computational studies slevin  locate the critical value at $`W_c`$$``$16 (in units of the hopping), assuming a uniform box distribution of random on-site energies \[-$`W/2`$,+$`W/2`$\], and with the Fermi energy at the band center. Perhaps this large disorder strength crudely mimics the influence of large electron-phonon couplings, strong Coulomb correlations, nanoclusters, strain, and quenched disorder present in the real materials. But, even in this case, it is difficult to explain the density-of-states pseudogap found in photoemission experiments by Dessau’s group. Anderson localization does not produce such a pseudogap (Fig.2 (b)). In addition, experimentally it is clear that the CMR originates in the competition between phases, typically FM-metallic and AF/CO-insulating, but this fundamental effect is not included in simple Anderson localization scenarios, where ordering and phase competition are absent. For these reasons, I believe Anderson localization does not seem to be the best approach to explain manganite physics.

3. Some theories are based on a picture in which the paramagnetic insulating state is made out of a gas of small and heavy polarons (Fig.2 (c)). These theories do not address neutron experiments reporting CE charge-ordered clusters above $`T_\mathrm{C}`$, correlated to the resistivity, nor the many indications of inhomogeneities. A polaron gas may be a good description at much higher temperatures, well above room temperature, but such a state does not appear sufficient in the region for CMR, close to the Curie temperature. The charge-ordered small clusters found experimentally above $`T_\mathrm{C}`$ have properties corresponding to phases that are stable at low temperatures, such as the CE-phase. These complex clusters certainly cannot be considered to be mere polarons. They are more like “correlated polarons”, as some researchers in this field prefer to call the charge-ordered islands.

Theories based on microscopic phase separation (Fig.2 (d)) appear to provide a more realistic starting point to manganites since they are compatible with dozens of experiments. However, as shown below, there is plenty of room for improvement as well!

## IV Some of the Open Issues in Mn-oxides (“things we do not know”)

### IV.1 Potentially Important Experiments (in random order)

$``$ The evidence for charge-ordered nanoclusters above $`T_\mathrm{C}`$ should be further confirmed. It is important that a variety of techniques reach the same conclusions regarding the presence of nanoclusters above $`T_\mathrm{C}`$, definitely ruling out an homogeneous state as the cause of the CMR effect. For instance, it would be important to find out the role played by nanoclusters on optical conductivity results, which thus far has been described mainly as consisting of “small polarons” (Noh and collaborators). How do the nanoclusters manifest themselves in the optical spectra? Recent results at $`x`$$`>`$0.5 by Noh’s group much contribute to this issue, since a pseudogap was observed compatible with photoemission results.

$``$ The existence of the predicted new temperature scale $`T^{}`$ above the Curie temperature should be further investigated. (i) Thermal expansion, magnetic susceptibility, X-rays, neutron scattering, and other techniques have already provided results supporting the existence of a new scale $`T^{}`$, where clusters start forming upon cooling. In fact, very early in manganite investigations, the group of Ibarra at Zaragoza reported the existence of such a scale, in agreement with more recent theoretical and experimental developments. This scale should manifest itself even in the d.c. resistivity, as it does in the high temperature superconductors at the analog $`T^{}`$ “pseudogap temperature”. Are there anomalies in $`\rho _{dc}`$ vs. temperature in Mn-oxides as well? Are the $`T^{}`$ scales in cuprates and manganites indicative of similar physics? (ii) In addition, the specific heat should systematically show the existence of structure at $`T^{}`$ due to the development of short-range order (at $`T^{}`$, even a glassy phase transition may occur, as recently proposed by Argyriou et al.). (iii) The dependence of $`T^{}`$ with doping and tolerance factors should be analyzed systematically. Theoretical studies burgy  suggest that the tolerance factor may not change $`T^{}`$ substantially, although it affects the ordering temperatures dramatically. Is there experimental support for this prediction? (iv) Is the crude picture of the state between $`T_\mathrm{C}`$ and $`T^{}`$ shown in Fig.3 qualitatively correct?

$``$ X-rays and neutron-scattering studies of $`(\mathrm{La}_{1y}\mathrm{Pr}_y)_{1x}\mathrm{Ca}_x\mathrm{MnO}_3`$ (LPCMO) are needed to analyze the evolution of charge-ordered nanoclusters. There is considerable evidence that LCMO $`x`$=0.3 at temperatures above $`T_\mathrm{C}`$ presents charge ordered nanoclusters, correlated with the behavior of the resistivity, as already discussed. It is important to track the intensity and location in momentum space of the peaks associated with charge ordering as La is replaced by Pr. This replacement enhances charge ordering tendencies, as discussed by Cheong and collaborators. It is also important to notice that the substitution of Ca by Sr decreases that tendency. Is there a smooth evolution from LCMO to the regime found by Cheong’s group in LPCMO with phase separation at low temperatures, as well as from LCMO to the more “double exchange” homogeneous regime of LSMO?

$``$ Are the mesoscopic clusters found in LPCMO using electron diffraction representative of the bulk? Are there other compounds with the same behavior? The evidence for nanocluster formation appears robust in manganites. However, the evidence for larger structures of the mesoscopic kind is based on a smaller number of experiments: electron diffraction and STM techniques (see Sec. II). Are these results representative of single-crystal behavior? To what extent should one consider two kinds of phase separation, i.e., nanoscale and microscale? Can one evolve smoothly from one to the other as the Curie temperature decreases?

$``$ What is the nature of the ferromagnetic-insulating phases that appear in some phase diagrams? Is this phase truly qualitatively different from the ferromagnetic-metallic phase, or are they very similar microscopically? In other words, is there a spontaneously broken symmetry in the ferro-insulator state? Does charge ordering and/or orbital ordering exist there? Theoretical studies by Yunoki, Hotta, and others have shown the presence of many novel spin ferromagnetic phases, with or without charge and orbital order newphase . There is no reason why these phases could not be stabilized in experiments. In fact, a new “E-phase” of manganites at $`x`$=0 has recently been discussed newphases . This is an exciting new area of investigations and plenty of phases found in simulations could be observed experimentally, as recently exemplified by the ferromagnetic charge-ordered phase discussed by Loudon and collaborators (see newphases ), which had been predicted by Yunoki et al. newphase .

$``$ Atomic resolution STM experiments should be performed, at many hole densities. The very recent atomic-resolution STM results for BiCaMnO by Renner et al. are very important for the clarification of the nature of manganites, and for the explicit visual confirmation of phase separation ideas. Extending experiments of this variety to other hole densities, particularly those where the system becomes ferromagnetic metallic at low temperatures, is of much importance. In the area of cuprates, high resolution STM results by Davis, Pan and collaborators have made a tremendous impact, and hopefully similar experiments can be carried out in manganites.

$``$ The regime of temperatures well above room temperature must be carefully explored, even beyond $`T^{}`$. At $`T`$$`>`$$`T^{}`$, the CO clusters are no longer formed but a gas of polarons may still be present. Perhaps this leads to another temperature scale, denoted by $`T^{\mathrm{pol}}`$ in Fig.4, where individual polarons start forming? Is the system metallic upon further increasing the temperature? We may have interesting physics even at temperatures close to 1,000 K in this context.

$``$ Is the glassy state in some manganites of the same variety as a standard spin-glass, or does it belong to a new class of “phase-separated glasses”? The issue is subtle since, as of today, proper definitions of glasses and associated transitions are still under much discussion. Can glasses be classified into different groups? Are glassy manganites a new class? What is the actual nature of the “cluster glasses” frequently mentioned in manganites? Important work by Schiffer’s group, by Levy, Parisi and collaborators in Buenos Aires, and by many other researchers, has added key information to this subarea of manganite investigations. Studies of time-dependent phenomena in the $`x`$=0.5 regime has provided fascinating results, that deserve further research.

Related with the previous item, should nanocluster phase-separated states be considered as a “new state of matter” in any respect? This issue is obviously very important. In order to arrive at an answer, the origin of the nanocluster formation must be fully clarified. Is it purely electronic-driven, or a first-order transition rendered continuous by quenched disorder, or strain-driven? If the inevitable disorder related to tolerance factors could be tuned, what happens with the nanoclusters and critical temperatures?

$``$ What is the nature of the charge-ordered states at $`x`$$`<`$0.5, such as those in PCMO? It is accepted that these states “resemble” the CE-state in their charge distribution, but what is the actual arrangement of spins and orbitals? Is the excess of electronic charge distributed randomly in the $`x`$=0.5 CE structure or is it uniformly distributed, for instance by increasing uniformly the amount of charge in the Mn4+ sites? Theoretical studies are difficult at these hole concentrations. It is important to know whether entropy is large in the CO states at these densities, to justify thermodynamically their existence (as discussed by Khomskii). Otherwise, how can a putative low-entropy CO state be stabilized at high temperature? The opposite, a FM state stable above the CO state, is more reasonable and has been already shown to be the case in simulations by Aliaga and collaborators.

$``$ Is there any compound with a truly spin-canted homogeneous ground state? As far as I know, theoretical studies using robust techniques have not been able to find spin-canted homogeneous states in reasonable models for manganites (of course, if no magnetic field is added). Are there experiments suggesting otherwise? Thus far, experimental evidence for canting can be always alternatively explained through inhomogeneities in the ground state. A counterexample are perhaps bilayers in the direction perpendicular to the planes (see the many results by the Argonne group), but this may be a different kind of state, unrelated to the original proposal by DeGennes that postulated a homogeneous spin-canted state interpolating between FM and AF limits.

$``$ The temperature dependence of the d.c. resistivity of manganites has not been sufficiently analyzed Can non-Fermi-liquid behavior be shown to be present in metallic manganites, as it occurs in many other exotic metals?

$``$ Are the nanoclusters found in manganites and cuprates (see below) characteristic of other oxides as well? The answer seems to be yes. In Chapter 21 of book , many materials that behave similarly to Mn- and Cu-oxides are listed. Nickelates are another family of compounds that have stripes and charge-ordering competing with antiferromagnetism. Below, other materials with similar characteristics are briefly discussed. These analogies are more than accidents. They suggest that many compounds are intrinsically inhomogeneous. Theories based on homogeneous states appear unrealistic.

$``$ Are Eu-based semiconductors truly described by ferromagnetic polarons as believed until recently, or is a nanocluster picture more appropriate? The recent studies by Lance Cooper’s group using Raman scattering suggest the existence of close analogies between Eu semiconductors and manganites. Perhaps phase separation dominates in Eu compounds as well, and the long-held view of Eu-semiconductors as containing simple “ferromagnetic polarons” (one carrier, with a spin polarized cloud around) should be revised.

## V Some of the Unsolved Theoretical Issues

$``$ The study of models for manganites is far from over! Although much progress has been made book ; review  many important issues are still unexplored or under discussion. For example, the phase diagram in three dimensions of the two-orbitals model may contain many surprises. It is already known that the 1D and 2D models have a rich phase diagram, with a variety of competing phases. In addition, studies by Hotta et al. in two dimensions including cooperative effects have also revealed the presence of stripes at densities $`x`$=1/3 and 1/4, and probably others. Then, one can easily imagine a surprisingly rich phase diagram for bilayers or 3D systems. Perhaps the dominant phases will still be the A-type AF at $`x`$=0, ferro-metal at $`x`$$``$0.3, CE-type at $`x`$=0.5, C-type at $`x`$$``$0.75, and G-type at $`x`$=1.0. However, the details remain unclear.

$``$ The theory of phase separation should be made more quantitative. Can a rough temperature dependence of the d.c. resistivity be calculated within the percolative scenario? Certainly we already have resistor-network calculations that match the experiments, but not a simple anybody-can-use formula. This is a complicated task due to the difficulty in handling inhomogeneities.

$``$ Is the “small” $`J_{\mathrm{AF}}`$ coupling between localized $`t_{2g}`$ spins truly an important coupling for manganites? The Heisenberg coupling between localized spins appears to play a key role in the stabilization of the A-type AF state at $`x`$=0. This small coupling selects whether the system is in a FM, A-, C- or G-type state, namely its influence is amplified in the presence of nearly degenerate states. This coupling is also important in the stabilization of the correct spin arrangement for the CE-phase (if $`J_{\mathrm{AF}}`$ is too small, ferromagnetism wins, if too large G-type antiferromagnetism wins), and in the charge stacking of the CE-phase, according to studies by Yunoki, Hotta, Terakura, Khomskii and others. This key role appears not only in Jahn-Teller but also in Coulombic-based theories as well, as shown by Ishihara, Maekawa and collaborators. Are there alternative mechanisms for stabilization of A-, CE- and charge stacking states? The importance of $`J_{\mathrm{AF}}`$ may be magnified by the competition between many phases in manganites, with several nearly degenerate states.

$``$ Why is the CE-state so sensitive to Cr-doping? Experimentally it is not expected that a robust charge-ordered state could be destabilized by a relatively very small percentage of impurities. Can this be reproduced in MC simulations? Note that high-Tc cuprates are also very sensitive to impurities. I believe that materials near percolative transitions are naturally sensitive to disorder. These effects may provide even more evidence for the relevance of inhomogeneous states in oxides.

$``$ For the explanation of CMR, is there a fundamental difference between JT- and Coulomb-based theories? Technically, it is quite hard to handle models where simultaneously the Coulomb Hubbard interactions as well as the electron-phonon couplings are large. However, thus far for CMR phenomena the origin (JT vs. Coulomb) of the competing phases does not appear to be crucial, but the competition itself is. Is this correct?

$``$ In the calculations by Burgy et al. burgy , phenomenological models were used for CMR. Can a large MR effect be obtained with more realistic models? Of course the calculations would be very complicated in this context, if unbiased robust many-body techniques are used, due to cluster size limitations.

$``$ Are there models with spin canted homogeneous ground states? Thus far, when models for manganites were seriously studied with unbiased techniques, no homogeneous spin canted states have been identified (at zero magnetic field). Perhaps other models?

$``$ Can a model develop a charge-ordered AF phase at intermediate temperatures while having a ferromagnetic metallic phase at low temperatures? This is quite hard and perhaps can only occur if the CO phase has an associated high entropy, as has been discussed by Khomskii (see similar discussion in the previous section).

## VI Are There Two Types of CMR?

The manganite $`(\mathrm{Nd}_{1y}\mathrm{Sm}_y)_{1/2}\mathrm{Sr}_{1/2}\mathrm{MnO}_3`$ investigated by Tokura and collaborators has an interesting behavior, shown in Fig. 5. This compound presents two types of CMR phenomena: (1) At temperatures in the vicinity of 250 K ($`y`$=0) and 150 K ($`y`$=0.75) a somewhat “standard” CMR is observed. Here, by standard it is understood the CMR behavior described in reviews and book , with the canonical shape of the resistivity vs. temperature. However, (2) at lower temperatures where the system is insulating, a huge MR effect is observed as well. Results for two values of “$`y`$” are shown in the figure. Is this indicative of two independent mechanisms for CMR?

Related with this issue is the recent work of Fernandez-Baca and collaborators studying $`\mathrm{Pr}_{0.70}\mathrm{Ca}_{0.30}\mathrm{MnO}_3`$, where they reported the discontinuous character of the insulator to metal transition induced by an external field. Those authors argued correctly that the CMR phenomenon can be more complex than the percolation of FM clusters proposed for the standard CMR. Their results are in qualitative agreement with those of Fig.5 where, at low temperatures, a fairly abrupt transition is observed. In fact, it is known that even in percolative processes such as those in LPCMO (see work of Cheong and collaborators), hysteresis has been found in the resistivity. This suggests that a mixture of percolation with first-order features could be at work in manganites, as theoretically discussed by Burgy et al. burgy ; book .

Can theory explain the presence of two types of CMR transitions? The answer is tentatively yes, although more work is needed to confirm the picture. The main reason for expecting two types of CMR is already contained in the phase diagram of the models studied by Burgy et al. burgy  to address the competition of two phases, as schematically reproduced in Fig.6. There, two possible regions with CMRs effects are shown. One corresponds to the “standard” region, at the transition from a “clustered” short-range ordered phase to the FM metallic phase with decreasing temperature (CMR2). However, at low temperatures, and if the quenched disorder is not too strong, the transition between the competing phases can remain of first order in a finite range of temperatures (see Fig.1 and discussion in Sec.II). As a consequence, if the system is very close to the metal-insulator transition and on the insulating side, a small magnetic field can cause a first-order transition between the two phases (in the CMR1 region in the figure), which will imply a dramatic and discontinuous change in the resistivity. This effect has been recently confirmed in simulations of the two-orbital model with Jahn-Teller phonons by Aliaga and collaborators (to be published). Clearly, the theory predicts two types of CMR transitions and this is already in agreement with experiments. Note that if there were an external means to favor the CO/AF phase over the FM phase (for instance by an “external staggered field”), then the process could be reversed and a metal to insulator exotic transition would be induced. See more about this when potential colossal effects are discussed for cuprates.

## VII EVEN MORE GENERAL OPEN QUESTIONS

At the risk of sounding naive, here are very general issues that in my opinion should also be addressed by experts:

Can quasi one-dimensional manganites be prepared experimentally? Perhaps chemists may already know that this is impossible, but here let us just say that in the area of cuprates it was quite instructive to synthesize copper-oxides with chain or ladder structures. These quasi-1D systems can usually be studied fairly accurately by theorists, and concrete quantitative predictions can be made, both for static as well as dynamical properties. Regarding the CMR effect, there are already calculations (see Fig.7) that show a very large MR effect in 1D models. In a 1D system a single perfectly antiferromagnetic link is sufficient to block the movement of charge (since its effective hopping in the large Hund coupling limit is zero), creating a huge resistance. Small fields can slightly bend those AF oriented spins, allowing for charge movement and decreasing rapidly the resistivity by several orders of magnitude, as shown in the figure.

Should we totally exclude superconductivity as a possibility in manganites? Naively, the presence of superconductivity in transition-metal oxides of the $`n`$=3 shell should not be necessarily restricted to just the cuprates. In the Cu-oxide context, superconductivity appears when the insulator is rendered unstable by hole doping. Antiferromagnetic correlations are among the leading candidates to explain the $`d`$-wave character of the superconducting state. In the high-doping side of the superconducting region, a Fermi liquid exists even at low temperature. Is there a doped-manganite compound, likely a large bandwidth one, that does not order at low temperatures and maintains a metallic character? Or, alternatively, can a metallic manganite compound become paramagnetic upon the application of, e.g., high pressure, at low temperatures? Searching for metal-insulator transitions near these quantum critical points, if they exist, may lead to surprises. If it is confirmed that, even in these circumstances, no superconductivity is found, then the $`S`$=1/2 spins of cuprates (as opposed to the higher spins of other materials) is likely to play a key role in the process. Studies by Riera and collaborators riera  have shown that the prominent presence of ferromagnetism and phase separation as the spin grows, may render superconductivity unstable in Mn oxides.

Technical applications of manganites remain a possibility. There are two areas of technologically-motivated investigations. One is based on materials with high $`T_\mathrm{C}`$, at or above room temperature, which may be useful as nearly half-metals in the construction of multilayers spin-valve-like devices. The group of Fert has made progress in this area recently, and there are several other groups working on the subject. Another area is the investigations of thin-films, exploiting CMR as an intrinsic property of these materials. Especial treatments of those films may still lead to a large MR at high temperatures and small fields, as needed for applications. Of course, there is a long way before CMR even matches the remarkable performance of the giant-MR (GMR) devices.

## VIII Is the Tendency to Nanocluster Formation Present in Other Materials?

We end this informal paper with a description of materials that present properties similar to those of the Mn-oxides, particularly regarding inhomogeneities, phase competition, and the occurrence of a $`T^{}`$ (for a detailed long list of materials see book ). It is interesting to speculate that all of these compounds share a similar phenomenology. Then, by investigating one particular system progress could be made in understanding the others as well. We start with the famous high-Tc compounds, continue with diluted magnetic semiconductors – of much interest these days due to spintronic applications – and finish with organic and heavy-fermion materials.

### VIII.1 Phase Separation in Cuprates

Considerable work has been recently devoted to the study of inhomogeneous states in cuprates. In this context, the issue of stripes as a form of inhomogeneity was raised several years ago after experimental work by Tranquada and collaborators and theoretical work by Kivelson, Zaanen, Poilblanc, and others. However, recent results obtained with STM techniques by Davis, Pan, and collaborators have revealed inhomogeneous states of a more complex nature. They appear in the surface of one of the most studied superconductors Bi2212 (but they may be representative of the bulk as well), at low temperatures in the superconducting phase, both in the underdoped and optimally doped regions. Figure 8 shows the spatial distribution of $`d`$-wave superconducting gaps, where the inhomogeneities are notorious. Indications of similar inhomogeneities have been observed using a variety of other techniques as well (the list of relevant experiments is simply too large to be reproduced here. For a partial list see book ). Currently, this is a much debated area of research in high critical temperature superconductors, and it is unclear whether cuprates are intrinsically inhomogeneous in all its forms, or whether the inhomogeneities are a pathology of only a fraction of the Cu oxides. It is also unclear to what extend the notion of stripes, with at least partial order in its dynamical form, survives the Bi2212 evidence of inhomogeneities where the patches are totally random.

Note that recent NMR work on YBCO by Bobroff et al. has not reported inhomogeneities, suggesting that phase separation may not be a generic feature of the cuprates. Similar conclusions were reached by Yeh and collaborators through the analysis of quasiparticle tunneling spectra. Clearly, more work is needed to clarify the role of inhomogeneities in the cuprate compounds.

### VIII.2 Colossal Effects in Cuprates?

The results discussing the general aspects of the competition between two ordered phases in the presence of quenched disorder (see for instance the phase diagram in Sec.II) can in principle be applied to the cuprates as well, where superconductivity competes with an antiferromagnetic state (the latter perhaps including stripes). In fact, the phase diagram of the single-layer high-$`T_\mathrm{c}`$ compound $`\mathrm{La}_{2x}\mathrm{Sr}_x\mathrm{CuO}_4`$ contains a regime widely known as the “spin glass” region. In view of the results in book ; burgy , it is conceivable that this spin-glass region could have emerged, due to the influence of disorder, from a clean-limit first-order phase transition separating the doped antiferromagnetic state (again, probably with stripes) and the superconducting state. The resulting phase diagram would be as in Fig. 9(a). The grey region exhibits a possible coexistence of small locally-ordered clusters, globally forming a disordered phase. If this conjecture is correct, then small superconducting islands should exist in the spin-glass regime, an effect that may have already been observed by Iguchi et al. iguchi . The results of Ong et al. on the Nernst effect may also find an explanation with this scenario.

If preformed superconducting regions are indeed present in underdoped cuprates, then the “alignment” of their order parameter (i.e. alignment of the local phases $`\varphi `$ that appear in the complex-number order parameter $`\mathrm{\Delta }`$=$`|\mathrm{\Delta }|`$$`e^{i\varphi }`$ for different islands) should be possible upon the influence of small external perturbations. This is similar to the presence of preformed ferromagnetic clusters in manganites, which align their moments when a relatively small external magnetic field is applied (see burgy  and also Cheong and collaborators). Could it be that “colossal” effects occur in cuprates and other materials as well? This is an intriguing possibility raised by Burgy et al. burgy . There are already experiments by Decca and collaborators decca  that have reported an anomalously large “proximity effect” in underdoped $`\mathrm{YBa}_2\mathrm{Cu}_3\mathrm{O}_{6+\delta }`$. In fact, Decca et al. referred to the effect as “colossal proximity effect”. Perhaps colossal-type effects are more frequent than previously expected, and they are prominent in manganites simply because one of the competing phases is a ferromagnet which can be favored by an easily available uniform magnetic field. If a simple external perturbation would favor charge-ordered, antiferromagnetic, or superconducting states, large effects may be observed in the region of competition with other phases. If this scenario is correct, several problems should be percolative, and studies by Mayr in burgy  suggest that a resistor network mixing superconducting and insulating islands could roughly mimic results for cuprates (see Fig.9(b)). However, obviously more work is needed to test these very sketchy challenging ideas. Note that this scenario for cuprates is totally different from the “preformed Cooper pairs” ideas of Randeria and collaborators where the state above the critical temperature is homogeneous, but contains pairs that have not condensed. Here, the superconducting regions can be fairly large, containing probably hundreds of pairs, and are expected to move very slowly with time.

Even at a phenomenological level, the order of the transition between an antiferromagnet and a superconductor is still unknown. Mayr and collaborators are carrying simulations of toy models with both phases which hopefully will clarify these matters. The possibilities for the phase diagrams of two competing phases –according to general argumentations based on Landau free energies– involve bi-, tri-, and tetra-critical order. In the context of manganite models, the first two appear to be favored for the AF-FM competition since first-order transition at low temperatures have been found. However, in cuprates the tetracritical possibility in the clean limit has been proposed by Sachdev and collaborators as well. This would lead to local coexistence of antiferromagnetism and $`d`$-wave superconductivity in the underdoped region. Some experiments support this view sachdev . Recent theoretical work also favors the emergence of tetracriticality from this competition sachdev2 , although a first-order transition is not excluded. More work is needed to clarify this elementary aspect of the problem.

The results for manganites and cuprates have also similarities with the physics of superconductivity in granular and highly disordered metals strongin . In this context, a critical temperature is obtained when the phases of the order parameters in different grains locks. This temperature is much smaller than the critical temperature of the homogeneous system. In manganites, the Curie or charge-ordering temperature may also be much higher in a clean system than in the real system, as discussed here and in book ; review .

### VIII.3 Relaxor Ferroelectrics and $`T^{}`$

The so-called relaxor ferroelectrics are an interesting family of compounds, with ferroelectric properties and diffuse phase transitions cross . The analogies with manganites are notorious. Representative cubic materials, such as $`\mathrm{PbMg}_{1/3}\mathrm{Nb}_{2/3}\mathrm{O}_3`$, exhibit a glass-like phase transition at a freezing temperature $`T_\mathrm{g}`$$``$230 K. Besides the usual features of a glassy transition, a broad frequency dependent peak in the dielectric constant has been found. The transition does not involve long-range ferroelectric order, providing a difference with most manganites that tend to have some form of long-range order at low temperature (although there are several with glassy behavior). However, a remarkable similarity is the appearance of another temperature scale, the so-called Burns temperature burns , which is $``$650 K in $`\mathrm{PbMg}_{1/3}\mathrm{Nb}_{2/3}\mathrm{O}_3`$. Below this temperature, polar nanoregions are formed. The Burns temperature appears to be the analog of the $`T^{}`$ temperature of manganites discussed here. These analogies between ferroelectrics and Mn-oxides should be explored further. For example, is there some sort of “colossal” effect in the relaxor ferroelectrics? Are there two or more phases in competition? Can we alter the chemical compositions and obtain phase diagrams as rich as in manganites, including regimes with long-range order?

### VIII.4 Diluted Magnetic Semiconductors and $`T^{}`$

Diluted magnetic semiconductors (DMS) based on III-V compounds are recently attracting considerable attention due to their combination of magnetic and semiconducting properties, that may lead to spintronic applications ohno2 . Ga1-xMnxAs is the most studied of these compounds with a maximum Curie temperature $`T_\mathrm{C}`$$``$$`110`$K at low doping $`x`$, and with a carrier concentration $`p`$=0.1$`x`$ ohno2 . The ferromagnetism is carrier-induced, with holes introduced by doping mediating the interaction between $`S`$=5/2 Mn2+-spins. Models similar to those proposed for manganites, with coupled spins and carriers, have been used for these compounds. Recently, the presence of a $`T^{}`$ has also been proposed by Mayr et al. and Alvarez et al. alvarez , using Monte Carlo methods quite similar to those discussed in the manganite context. The idea is that in the random distribution of Mn spins, some of them spontaneously form clusters (i.e., they lie close to each other). These clusters can magnetically order by the standard Zener mechanism at some temperature, but different clusters may not correlate with each other until a much lower temperature is reached. This situation is illustrated in Fig.10. Naively, we expect that above the true $`T_\mathrm{C}`$, the clustered state will lead to an insulating behavior in the resistivity, as it happens in Mn-oxides (recent work by Alvarez has confirmed this hypothesis). This, together with the Zener character of the ferromagnetism, unveils unexpected similarities between DMS and Mn-oxides that should be studied in more detail.

### VIII.5 Cobaltites

Recent work has shown that cobaltites, such as $`\mathrm{La}_{1x}\mathrm{Sr}_x\mathrm{CoO}_3`$, also present tendencies toward magnetic phase separation cobaltites . NMR studies have established the coexistence of ferromagnetic regions, spin-glass regions, and hole-poor low-spin regions in these materials cobal2 . This occurs at all values $`x`$ from 0.1 to 0.5. There are interesting similarities between these results and the NMR results of Papavassiliou and collaborators for the manganites, that showed clearly the tendencies toward mixed-phase states. The analysis of common features (and differences) between manganites and cobaltites should be pursued in the near future.

### VIII.6 Organic Superconductors, Heavy Fermions, and $`T^{}`$

There are other families of materials that also present a competition between superconductivity and antiferromagnetism, as the cuprates do. One of them is the group of organic superconductors organic-book . The large field of organic superconductivity will certainly not be reviewed here, but some recent references will be provided to guide the manganite/cuprate experts into this interesting area of research. In Fig.11 (left), the phase diagram vuletic  of a much studied material known as (TMTST)2PF6 is shown. In a narrow region of pressures, a mixture of SDW (spin-density-wave) and SC (superconductivity) is observed at low temperatures. This region may result from coexisting domains of both phases, as in the FM-CO competition in manganites. The two competing phases have the same electronic density and the domains can be large. Alternatively, the coexistence of the two order parameters can be local, as in tetracritical phase diagrams. The layered organic superconductor $`\kappa `$-(ET)2Cu\[N(CN)2\]Cl has also a phase diagram with coexisting SC and AF lefebvre . In addition, other materials of the same family present a $`first`$-$`order`$ SC-AF transition at low temperatures, according to the phase diagram recently reported in sasaki . This result is reproduced in Fig.11 (right), where a characteristic scale $`T^{}`$ produced by charge fluctuations is also shown. The similarities with results for manganites are strong: first-order transitions or phase coexistence, and the presence of a $`T^{}`$. It remains to be investigated whether the similarities are accidental or reveal the same phenomenology observed in competing phases of manganites.

Another family of materials with competing SC and AF are the heavy fermions. As in previous cases, here just a few references are provided to illustrate similarities with other compounds. In Fig.12, a schematic phase diagram of Ce-based heavy fermions is shown sidorov . Note the presence of a pseudogap (PG) region, with non Fermi-liquid (NFL) behavior at higher temperatures. The PG phase is reminiscent of the region between ordering temperatures and $`T^{}`$, discussed in manganites and cuprates, and it may arise from phase competition. In addition, clusters in U- and Ce-alloys were discussed in castroneto , and spin-glass behavior in $`\mathrm{CeNi}_{1x}\mathrm{Cu}_x`$ was reported in garcia-ce . Recently, Takimoto et al. takimoto  found interesting formal analogies between models for manganites and for $`f`$-electron systems that deserve further studies.

## IX Conclusions

In recent years a large effort has been devoted to the study of manganese oxides. Considerable progress has been achieved. Among the most important unveiled aspects is the presence of tendencies toward inhomogeneous states, both in experiments and in simulations of models. However, considerably more work is needed to fully understand these challenging compounds and confirm the relevance of nanoclusters for the CMR effect.

Considering a more global view of the problem, recent years have brought a deeper understanding of the many analogies among a large fraction of the materials belonging to the correlated-electron family. The analogies between organic, cuprate, and heavy-fermion superconductors are strong. The SC-AF phase competition with the presence of a $`T^{}`$, pseudogaps, phase coexistence, and first-order transitions, is formally similar to analogous phenomena unveiled in the FM-CO competition for manganites. In addition, all of these compounds share a similar phenomenology above the critical temperature, with nanoclusters formed. This phenomenon occurs even in diluted magnetic semiconductors, relaxor ferroelectrics, and other families of compounds. The self-organization of clustered structures in the ground state appears to be a characteristic of many interesting materials, and work in this promising area of investigations is just starting. This “complexity” seems a common feature of correlated electron systems, particularly in the regime of colossal effects where small changes in external parameters leads to a drastic rearrangement of the ground state.

## X Acknowledgments

The author thanks S. L. Cooper, J. A. Fernandez-Baca, G. Alvarez, and A. Moreo, for comments and help in the preparation of this manuscript. The work is supported by the Division of Materials Research of the National Science Foundation (grant DMR-0122523).


format: text

text:
# Correlations of Globular Cluster Properties: Their Interpretations and Uses

## 1. Introduction

Understanding of the physics, formation, and evolution of any type of astronomical objects or systems, including globular clusters (GCs) as a family, must rest on a solid, quantitative empirical foundation. In the order of an increasing information content, the first step is a definition of characteristic values, e.g., a typical mass or luminosity or half-light radius, etc. The next step is a determination of distribution functions for various physical quantities, e.g., the luminosity function. Finally, most information can be obtained from non-trivial correlations of independently measured or derived quantities. Such correlations are products of some physical or evolutionary processes, and as such contain valuable clues towards the understanding of the objects in question.

In the context of globular clusters, previous studies include, e.g., Chernoff & Djorgovski (1989), Djorgovski (1991, 1995, 1996), Djorgovski & Meylan (1994), Bellazzini et al. (1996), Bellazzini (1998), McLaughlin (2000), and numerous papers by Sidney van den Bergh, e.g, van den Bergh (1996). For a comparison of GCs with other old stellar systems, see, e.g., Kormendy (1985) or Djorgovski (1993). On-line compilations of Galactic GC data useful for such studies include Harris (1996), 111http://physun.physics.mcmaster.ca/Globular.html which is an updated superset of the data 222http://www.astro.caltech.edu/$``$george/glob/data.html presented in the First Ivan King Festschrift (eds. Djorgovski & Meylan 1993). Both are now well overdue for a major revision and updates, including Hipparcos-based distances, uniform IR photometry and reddenings derived from the 2MASS data, better core parameters from the HST-based surface photometry, etc.

Additional insights can be gained by comparing correlations of GC properties in GC systems of different galaxies. Currently, we are in practice limited to the galaxies of the Local Group. Previous studies include, e.g., Fusi Pecci et al. (1994), Djorgovski et al. (1997), Dubath & Grillmair (1997), Dubath et al. (1997), Meylan et al. (2001), Barmby et al. (2002), etc. In this paper we present preliminary results from a new study of dynamical correlations for GC systems in several Local Group galaxies.

## 2. Correlations for Galactic GCs: A Brief Overview

A generic expectation from the differences in corresponding dynamical time scales is that the evolution at the core radius scales would be much faster than at the half-light radius scales. The former then reflects mainly the evolution towards the core collapse (and any self-similar behavior before and after the core collapse), whereas the latter reflects more the initial conditions and a long-term evolution. Position of a GC in the Galactic potential modulates the evolutionary effect through the effect of dynamical shocks due to the disk and bulge passages, in the sense that clusters exposed to more frequent and stronger shocks evolve faster. This introduces a secondary dependence on the distance to the Galactic center and plane in many of the observed trends and correlations. All this was well documented in the references cited above, and at least the qualitative agreement between the observations and theory is striking.

In a simple core collapse picture, as $`tt_c`$ (time of the maximum collapse), the core radius $`r_c0`$, the concentration parameter $`c\mathrm{}`$, the central density $`\rho _0\mathrm{}`$, and the central surface brightness $`I_0\mathrm{}`$, in a self-similar manner; see, e.g., Meylan & Heggie (1997) for a review and references. The observed cluster properties at the core scale are thus driven towards a (nearly) 1-parameter sequence corresponding to the relative dynamical time away from the core collapse (Fig. 1). This is indeed consistent with the observations: the predicted trend in simple single-component, Fokker-Planck core collapse models is $`\rho _0r_c^{2.23}`$, whereas the observed trends are $`I_0r_c^{1.8\pm 0.2}`$ and $`\rho _{0,lum}r_c^{2.6\pm 0.2}`$. This implies for the core mass $`m_{core}r_c^{0.3\pm 0.2}(M/L)`$, i.e., a nearly constant core mass, possibly slightly diminishing due to the evaporation of high-energy stars, and/or becoming slightly darker due to the mass segregation of heavy stellar remnants.

No such trends are seen at the half-light radius scale, where the dynamical range of the relaxation time scales relative to the Galactic age are is much smaller ($`t_{rh}10^810^{10}`$ yr, whereas for the core relaxation time scales $`t_{rc}10^510^{10}`$ yr), so that the internal spread of GC properties dominates over the dynamical evolution effects.

Likewise, there are only a few noisy trends with the cluster luminosity ($``$ mass), which are apparent only when the data are binned: more luminous clusters tend to be more concentrated, $`r_cL^{0.5\pm 0.25}`$, $`\rho _0L^{2\pm 1}`$.

One can also estimate the rough tidal radii $`r_t`$ from the observed surface brightness profiles, and the mean cluster densities $`\rho _t`$ within the $`r_t`$. One finds a mean trend with the present Galactocentric radius $`R_{GC}`$ of $`r_tR_{GC}^{0.37\pm 0.05}`$, as intuitively expected, and also $`\rho _tR_{GC}^{1.6\pm 0.2}`$, close to the mean density law for the dark halo. Using a simple theory (Innanen et al. 1983) and an assumed Galactic rotation curve, it is then possible to estimate the perigalactic radii, $`R_{peri}`$ (see Djorgovski 1996 for more details). Intriguingly, the ratio $`R_{GC}/R_{peri}`$ peaks near the unity, with a long tail, suggesting that most GCs today are on nearly circular orbits. This could be a survival selection effect, or a reflection of the initial conditions, or a combination of the two.

Possibly the most interesting monovariate correlations are those including core velocity dispersions, $`\sigma `$: $`\sigma L^{0.6\pm 0.15}`$ (or equivalently, $`L\sigma ^{5/3}`$), $`\sigma I_0^{0.5\pm 0.1}`$, and $`\sigma I_h^{0.45\pm 0.05}`$, where $`I_h`$ is the mean surface brightness within the half-light radius (see Figs. 3–4). The origin of these correlations is still not understood, but several possibilities exist; see, e.g., Djorgovski & Meylan (1994) for a discussion. These correlations may be reflecting the formative mechanisms of GCs, and they should be reproduced by any successful model of GC formation and long-term evolution. They are also very different from the corresponding correlations for elliptical and dwarf (dE, DSph) galaxies (Djorgovski 1993).

It is notable that GC metallicities do not seem to correlate with anything, in contrast to other old stellar systems. This strongly suggests that GCs were not self-enriched.

Another interesting question is how many independent physical parameters control the observable properties of GCs? Following the pioneering study by Brosche & Lentes (1984), more modern data sets suggest that there are at most 6 significant parameters among 9 or 10 independently measured observables (Djorgovski 1991, Djorgovski & Meylan 1994). If one considers just the observed photometric, structural, and dynamical parameters at both core and half-light scales, the statistical dimensionality of the data is 3, or 4 if the $`(M/L)`$ ratios are included. This is exactly as expected for a manifold of King (1966) models.

Constraining the input parameter set to either core or half-light ones, brings the statistical dimension of the data set to 2, i.e., the triplets of observables are connected by bivariate correlations (Djorgovski 1995; see Fig. 2). This is the equivalent of the Fundamental Plane (FP) of elliptical galaxies. For the core parameters, the scaling relation is: $`r_c\sigma ^{2.0\pm 0.2}I_0^{1.1\pm 0.1}`$. If we assume a structural homology (probably a good assumption for the GC cores), the virial theorem implies: $`r\sigma ^2I^1(M/L)^1`$. Thus, the FP of GC cores implies that their $`(M/L)`$ ratios are (nearly?) constant; this is the $`sharpest`$ observational constraint on the constancy of GC $`(M/L)`$ ratios to date. In contrast, for the half-light parameters, the scaling relation is: $`r_h\sigma ^{1.45\pm 0.2}I_h^{0.85\pm 0.1}`$. This is remarkably similar to the FP of E-galaxies, and is almost certainly a consequence of the non-homology of GC structures.

An alternative look at the FP of GCs was provided by McLaughlin (2000). While recognizing the equivalence of his FP with the one described above, his preferred scaling relation is the expression of the binding energy, $`E_bL^{2.05}R_{GC}^{0.4}`$, where the 2nd term effectively corrects for the known dependences of the GC parameters on their position in the Galaxy. However, we note that the binding energy can be written as: $`E_b=L^2(M/L)^2r_h^1f(c)`$, where $`f(c)`$ is a slow function of the cluster concentration. If the $`(M/L)`$ ratios are indeed constant, and knowing that $`r_h`$ does not correlate much with anything, it is then not surprising that the observed $`R_{GC}`$-corrected scaling is $`E_bL^{2.05}`$.

## 3. A Comparison of Dynamical Correlations for GCs in Five Local Group Galaxies: Some Preliminary Results

Correlations between the velocity dispersion and other parameters ($`L`$, $`I_0`$, $`I_h`$, and the FP) may probe directly the physics and formative processes of GCs, their homogeneity (or lack thereof) in different galaxies, and can be also used as new distance indicator relations for their parent galaxies, providing an independent check of other distance scales. Fusi Pecci et al. (1994) and Barmby et al. (2002) established that the structural and photometric parameters of GCs in M31 as observed with the HST occupy the same portion of the parameter space as the Milky Way GCs. Following on the initial studies by Dubath & Grillmair (1997) and Djorgovski et al. (1997), we set to explore in more detail the dynamical correlations for GCs in 5 Local Group galaxies: the Milky Way, M31, M33, N185, and N205.

The extra-Galactic sample consists of HST imaging of GCs in M31, M33, N185, and N205 available as of the early 2002, for which we have done surface photometry (Federici, Parmeggiani, et al., in prep.). Velocity dispersions have been measured using Echelle spectra obtained at the Keck-I telescope with the HIRES instrument, as described, e.g., in Djorgovski et al. (1997); these measurements will be presented in detail elsewhere (Côté et al., in prep.).

Figures 3–5 illustrate some of our preliminary results. Our first conclusion is that GCs in these different galaxies follow essentially the same dynamical correlations. This suggests a common set of physical mechanisms affecting their formation and evolution, despite a broad range of their host galaxy properties. The observed dependence of the $`(M/L)`$ ratios on the metallicity, especially in the $`K`$-band (Fig. 5), represents a useful observational constraint on the models of old stellar populations. In a future paper (Djorgovski et al., in prep.) we will present a more complete and detailed analysis, including the FP correlations for these GC systems.

Even with the resolution of the HST, such studies cannot be pushed much beyond the Local Group. For example, Harris et al. (2002) present an excellent study of GCs in Cen A = N5128.

### Acknowledgments.

We wish to thank our collaborators, and the staff of W.M. Keck Observatory for their expert help during our observing runs. This work was supported by grants from the NSF, NASA/STScI (GO-6671 and AR-8735), and private donors in the U.S., and ASI and MURST in Italy. PC was supported in part by a Fairchild Fellowship, and TJ by a SURF Fellowship at Caltech.

## References

Barmby, P., Holland, S., & Huchra, J. 2002, AJ, 123, 1937

Bellazzini, M., Vesperini, E., Ferraro, F., & Fusi Pecci, F. 1996, MNRAS, 279, 337

Bellazzini, M. 1998, NewAst, 3, 219

Brosche, P., & Lentes, F. 1984, A&A, 139, 474

Chernoff, D., & Djorgovski, S. 1989, ApJ, 339, 904

Djorgovski, S. 1991, in: The Formation and Evolution of Star Clusters, ed. K. Janes, ASPCS, 13, 112

Djorgovski, S. 1993, in: The Globular Cluster – Galaxy Connection, eds. G. Smith & J. Brodie, ASPCS, 48, 496

Djorgovski, S.G., & Meylan, G. (editors) 1993, Structure and Dynamics of Globular Clusters, ASPCS, 50, pp. 325-382

Djorgovski, S.G., & Meylan, G. 1994, AJ, 108, 1292

Djorgovski, S.G. 1995, ApJ, 438, L29

Djorgovski, S.G. 1996, in: Dynamical Evolution of Star Clusters, IAU Symp. 174, eds. P. Hut & J. Makino, Dordrecht: Kluwer, p. 9

Djorgovski, S.G., et al. 1997, ApJ, 474, L19

Dubath, P., & Grillmair, C. 1997, A&A, 321, 379

Dubath, P., Meylan, G., & Mayor, M. 1997, A&A, 324, 505

Fusi Pecci, F., et al. 1994, A&A, 284, 349

Harris, W. 1996, AJ, 112, 1487

Harris, W., Harris, G., Holland, S., & McLaughlin, D. 2002, AJ, 124, 1435

Innanen, K., Harris, W., & Webbink, R. 1983, AJ, 88, 338

King, I.R. 1966, AJ, 71, 64

Kormendy, J. 1985, ApJ, 295, 73

Meylan, G., & Heggie, D. 1997, A&ARv, 8, 1

Meylan, G., Sarajedini, A., Jablonka, P., Djorgovski, S.G., Bridges, T., & Rich, R.M. 2001, AJ, 122, 830

McLaughlin, D. 2000, ApJ, 539, 618

van den Bergh, S. 1996, AJ, 112, 2634


text:
# I Introduction

## I Introduction

The study of networks has important applications in varied branches of science and technology and has therefore recently emerged as a widely researched area Strogatz ; Barabasi . Networks of practical importance such as power grids, the internet, traffic networks, cellular and metabolic networks, neural and telephone networks, have been extensively studied. Many of these networks have been identified to be scale-free networks Barabasi ; Kim . The importance of small-world networks which mediate between regular and random networks has also been recognisedStrogatz . Studies of networks of dynamically evolving elements have been extensively used for pattern formation studies Kaneko , and random graph networks have been used to study granular media Mehta . The structure and connectivity properties of such networks, as well as the weight-bearing and traffic handling capacities of their nodes have important consequences for their performance and efficiency. In the case of many networks, it is relatively easy to change the connectivity properties of the structure, e.g. in the World Wide Web, where pages and links are created and destroyed every second, and neural synaptic connections are created and destroyed due to learning and aging processes. It is therefore interesting to see whether the connectivity properties of networks can be exploited to enhance their capacities and thereby their performance and efficiency. In this paper, we use connectivity properties to enhance the weight-bearing capacity of a network of weight-bearing sites.

## II The Network

The network is a $`2d`$ lattice where a site can be connected to one, both or none of its neighbours in the layer above, while it has to be connected to exactly one of its neighbours in the layer below. Since each site has two neighbours in the layer below, one of the two neighbours is randomly chosen for the connection. Thus for a given site in the layer $`D`$, the choice of connection between it’s left and right neighbours in the $`D+1^{th}`$ layer corresponds to two distinct realisations of the network. Also, a site has the capacity to bear unit weight if it is not connected to any site in the layer above, and can bear weight $`W+1`$ if it is connected to sites whose capacities add up to $`W`$, in the layer above. Therefore, the capacity $`W(i^D)`$ of the $`i^{th}`$ site in the $`D^{th}`$ layer is given by:

$$W(i^D)=l(i_l^{D1},i^D)W(i_l^{D1})+l(i_r^{D1},i^D)W(i_r^{D1}),$$

where $`i_l^{D1}`$ and $`i_r^{D1}`$ are the left and the right neighbours of $`i`$ in $`D1^{th}`$ layer. The quantity $`l(i_l^{D1},i^D)`$ takes the value $`0`$ if there is no connection between $`i_l^{D1}`$ and $`i^D`$ and $`1`$ if a connection exists. We show one realisation of a network of $`64`$ sites arranged in eight layers in Fig. 1. The connections are indicated by lines in the figure. The weight-bearing capacity of each site is indicated by the number in brackets below the site. This is the $`q(0,1)`$ case of the Coppersmith model of granular media and is also a model for river networks coppersmith ; river . The injection and aggregation rule of river networks, by which the flow at a site is the sum of injections over all sites upstream of it plus it’s own injection, gives rise to similar structures. In this context, the capacity could be the reservoir capacity at each site, with each site being considered capable of holding all the water that comes into it from up-stream as well as it’s own injection.

The network consists of clusters viz. a set of sites connected with each other with the largest such collection of sites being denoted as the maximal cluster. Typical clusters $`C_1,C_2,C_3,C_4`$ are seen in the realisation in Fig. 1 with $`C_2`$ being the maximal cluster. We look for connectivity strategies which enhance the weight-bearing capacity of the total network. Our strategies involve connecting as many sites as possible from various disjoint clusters to the trunk of the maximal cluster. We then compare the maximal weight-bearing capacity, the manner of transmission of a weight placed on an arbitrary site in the first layer of the lattice, and the failure rate of transmissions of the original and the modified lattices where the failure rate of transmissions is defined as the fraction of transmissions which reach a site which can neither take the weight transmitted to it, nor transmit it to neighbouring sites. The technique used by us is extremely successful in enhancing the capacity of the network, and also results in a substantial reduction in the failure rate of transmissions. Our techniques are general and could yield similar results in other network models as well.

The weight transmission in the network takes place along the connections between sites which serve as paths. When a site in the first layer of the network receives a weight $`𝒲`$, it retains an amount equal to its capacity $`W`$ and transmits the rest, i.e. $`𝒲W`$, to the site it is connected to, in the layer below. Hence the weight transmission is in the downward direction and the sites involved in this process with their connections constitute the path of transmission. Let $`P`$ be one such path and $`P_D`$ be the site on $`P`$ in the $`D^{th}`$ layer.. Then, the excess weight at a site $`P_D`$ in the $`D^{th}`$ layer is given by:

$$W^{ex}(P_D)=𝒲\underset{K=1}{\overset{D}{}}W(P_K).$$

If $`W^{ex}(P_D)0`$, then the transmission ends at the $`D^{th}`$ layer of the path $`P`$ and is considered to be successful. On the other hand, if $`W^{ex}(P_D)>0`$, the weight is transferred to $`P_{D+1}`$. Finally, if there is still excess weight left at the $`M^{th}`$ layer, it is then transmitted to the corresponding site in the first layer and the second cycle of downward transmission begins as described above. This process of weight transmission, defined as an avalanche, continues till either there is no excess weight left, which is defined as a successful transmission, or the receiving site is not able to transmit the excess to the site in the layer below. This occurs when it is connected to a site that has already received its share of the weight (i.e. saturated it’s capacity) in the first cycle of transmission, thus making further transmissions impossible. Such a transmission is said to have failed. The time taken for an avalanche is defined as the number of layers traversed by the weight in the network.

To test for avalanches in our study, the weight to be placed on any site in the first layer is chosen to be the sum of the weight-bearing capacities of sites along a path which we call the trunk of the maximal cluster (see beaded lines in $`C_2`$ in Fig. 1). Let the site on the $`D^{th}`$ layer of the trunk be denoted by $`T_D`$ ($`D=1,\mathrm{},M`$), where the $`M^{th}`$ layer is the last layer of the lattice. To obtain the sites of the trunk as follows: We choose $`T_M`$ as the site with the maximum capacity in the $`M^{th}`$ layer ($`T_8`$ is the $`4^{th}`$ site in the $`8^{th}`$ layer in Fig. 1). Clearly, $`T_M`$ belongs to the maximal cluster. Of its two neighbours in the $`M1^{th}`$ layer, we chose the one which is connected to $`T_M`$ and denote it by $`T_{M1}`$. If both the sites are connected, then the one that lies on a path running through the entire height of the network is chosen. If both lie on such paths, then $`T_{M1}`$ is chosen to be the site with maximum capacity ($`T_7`$ is the $`5^{th}`$ site in layer $`7`$ in Fig 1). We repeat this process till we reach the first layer and obtain all the $`T_D,D=1,\mathrm{},M`$. Let $`W_T=_{D=1}^MW(T_D)`$, the sum of the capacities of the sites of the trunk ($`W_T=64`$ for Fig. 1). Clearly, a weight equal to $`W_T`$ can be transmitted successfully in the network, if it is placed on $`T_1`$ but may result in transmission failure if placed at other sites in the $`1^{st}`$ layer. If a weight $`𝒲=W_T`$ is placed on an arbitrary site in the first layer of the network, the number of failed transmissions for networks of sizes $`N=50\times 50`$, $`75\times 75`$, $`100\times 100`$ and $`150\times 150`$ is given in the first column of Table I. We see that almost 50 % of the transmissions result in failure.

## III Capacity enhancement strategies

We now look for ways to increase the weight-bearing capacities of the sites in the network. Our method consists of re-connecting a site on a given layer to a site of our choice in the layer below. The sites can been chosen in different ways. The reconnections are restricted to at most one per layer with the total number of connections kept constant. As any weight-propagation or avalanche tends to take place along a connected path, it is beneficial to make the new connections to the sites which lie on a path in a cluster, rather than to arbitrary sites.

In the first strategy (Strategy I), we connect as many disjoint clusters as possible to the sites on the trunk $`T`$ of the maximal cluster so that the maximum number of sites are included in the cluster. Hence, we choose from the penultimate layer a site $`I_{M1}`$, such that it does not belong to the maximal cluster and whose degree is $`3`$ (i.e. it is connected to three sites) (the $`2^{nd}`$ site in the $`7^{th}`$ layer in Fig. 2). We snap off its existing connection to the site in the $`M^{th}`$ layer to reconnect it to the site $`T_M`$ on the trunk. If there is more than one such site, we choose $`I_{M1}`$ as the site, whose shorter branch has the maximum capacity in the layer above. On the other hand, if there are no such sites, then the site with maximum capacity and which does not belong to the maximal cluster is chosen for the reconnection. Thus $`W(T_M)`$ gets enhanced by an amount equal to $`W(I_{M1})`$. Similarly, we chose $`I_D`$ in the $`D^{th}`$ layer and connect it to $`T_{D+1}`$. Therefore the capacity enhancement is given by, $`W(T_D)=W(T_D)+_D^{}W(I_D^{})`$,$`D^{}=D,D1,\mathrm{}L`$ i.e. the sum runs over all the sites chosen by strategy I in the previous layers with the process coming to an end at the layer $`L`$ when we fail to add any new site to the maximal cluster.

As we connect as many disjoint clusters as possible to the maximal cluster, any site on the first layer gets connected to the trunk at some layer. Therefore, these reconnections achieve the dual objective of enhancing the weight-bearing capacities of the sites on the trunk as well as making the trunk accessible from any site on the first layer. Hence, any weight placed on the first layer reaches the trunk at some layer, which with its enhanced capacity has a greater probability of supporting the weight successfully than other paths in the network. The enhancements obtained in the sum of the capacities of sites on the trunk of the maximal cluster i.e. the new capacity $`W_T^{enh}`$ in modified networks of different sizes averaged over $`1000`$ realisations are listed in Table II relative to the capacity of the original trunk. It is clear that we obtain a huge enhancement in the weight-bearing capacities of the networks which increases with the size of the network, as expected. We plot the dependence of the percentage increase in capacity against the number of layers in Fig 3. It is clear from the plot that the increase in capacity $`\mathrm{\Delta }W_T^{enh}lnM`$. We also examine the stability of the new networks to weight-transmission. The weight $`W_T^{enh}`$ is placed on a randomly chosen site in the first layer and allowed to propagate. The failure rates of the modified networks of different sizes are listed in Table I. We find a substantial reduction in the number of failed transmissions in the networks modified by Strategy I compared to the original network. The failure rate drops from almost 50 % in the original networks to around 10 % in the modified networks (see Table I), while the weight-bearing capacity increases substantially. This reduction is the result of the manner in which the reconnections are introduced. As we stop making the reconnections when we fail to add any new site to the maximal cluster, the reconnections are restricted to the lower layers only, leaving the upper layers undisturbed. Therefore, the weight has more layers to traverse and distribute itself among the sites before being forced onto the trunk in each cycle of its propagation. This increases the chances of its successful transmission enormously. This strategy is therefore successful in increasing the stability as well as the weight-bearing capacity of the networks.

To enhance the weight-bearing capacity of the network further, a natural way would be to start the reconnections from the first layer onwards so that the capacities of the site on the trunk in the layer below and its subsequent sites get enhanced in every layer. This is Strategy II. This strategy achieves maximum enhancement in the capacities of the sites on the trunk as the reconnections are introduced from the first layer itself (See Fig. 4). Here, at every layer $`D`$, a site which does not belong to the maximum cluster and which has the maximum capacity is chosen for the reconnection and denoted by $`II_D`$. Therefore, after the reconnection, the new capacity of the sites $`T_D`$ of the trunk is given by: $`W(T_D^{})=W(T_D^{})+W(II_D)`$,where $`D^{}=2,\mathrm{},M`$. Therefore, $`W_T=_{D=1}^MW(T_D)`$, gets enhanced, resulting in the maximum enhancement of the capacity of the trunk that can be achieved with the restriction of one reconnection per layer. Note that each reconnection changes the capacities of the layer below and the new capacities have to be taken into account before a new site is chosen for the reconnection in the next layer. While a similar change takes place in the case of Strategy I as well, the site chosen for the reconnection does not change as the reconnections start from the bottom layer upwards except for the fact that no reconnections are made to sites which belong to clusters which have been reconnected to the maximal cluster at lower layers. The increase in the sum of the weight-bearing capacities of the trunk $`T`$ of the maximal cluster in the modified networks of different sizes relative to that of the unmodified networks, averaged over $`1000`$ realisations is listed in Table I. This strategy gives the maximum enhancement that can be achieved with the restriction of one reconnection per layer. As before, $`\mathrm{\Delta }W_T^{enh}`$ the percentage increase in capacity depends on the size of the network, however, it can be seen from Fig. 5 that the log-log plot of $`\mathrm{\Delta }W_T^{enh}`$ versus $`M`$ can be fitted to a straight line, so that $`\mathrm{\Delta }W_T^{enh}M^\alpha `$, where $`\alpha 0.66`$.

We study the effect of this strategy on weight transmission when a weight $`𝒲=W_T^{enh}`$ is placed on a randomly chosen site in the first layer. Similar to Strategy I, any site on the first layer gets connected to the trunk at some layer. This is because if a site $`i`$ on the first layer remains unconnected to the trunk of the maximal cluster for some time, the capacity of a site on the path originating from $`i`$ becomes maximum in some layer and gets reconnected to the the trunk . The sites of the maximal cluster are connected to the trunk at some layer. Hence a weight placed on any site in the first layer reaches the trunk of the maximal cluster eventually through some reconnection. Unlike Strategy I, the weight reaches the trunk faster as the reconnections start from the first layer itself. Hence, the weight does not traverse many layers before reaching the trunk in a cycle of its propagation so that the number of possible new paths in each cycle is reduced. This results in a significant decrease in the number of successful transmissions compared to Strategy I, though there is a substantial increase over the stability of the original (see Table I). On the other hand, this strategy shows an enormous increase in the weight-bearing capacity of the network, while Strategy I leads to a lower failure rate fn2 .

The probability distribution of avalanche durations for strategy is shown in Figs 6, 7 and 8 for an ensemble of $`2100`$ successful weight transmissions for a weight $`W_T^{enh}`$ placed at a random site in the first layer for the original lattice (Fig. 6), for strategy I distributions (Fig. 7) and for Strategy II distributions (Fig. 8). No avalanches where $`t/M<1`$ are seen as there are no paths with capacities greater than the $`W_T^{enh}`$, in any of the three cases and the original networks have avalanches which can cycle thrice through the network. However, in the case of strategies I and II, no avalanches of length $`t/M>2`$ are seen as every site in the first layer gets eventually connected to the trunk and the weight in its second cycle of propagation reaches a site on the trunk where it can settle down or where transmission fails. The distributions for networks of different sizes collapse on one another when they are scaled by their respective number of layers for all three cases as can be seen in Figs. 6,7 and 8FN .

## IV Discussion

A practical example of a situation where our ideas could be applicable is that of grid computing on computers connected in a branching hierarchical manner with connections to a central backbone. A task dumped on any arbitrary computer at the first level finds it’s way to the central backbone, which contains computers of high computational capacity. The task is distributed parallely along the path with each computer on the path processing the task according to it’s available capacity. The original network is capable of handling tasks of a certain magnitude without jamming the network. Given a task of a higher magnitude our strategies permit us to rerout our task along the network with suitably enhanced capacities at a few nodes so that the network becomes capable of handling the given task without jamming. We also note that since most networks have finite extent, once a task reaches the end of the network without finding a node with adequate capacity to handle it, it is useful to find a simple re-routing which can find a new path where it might settle down rather than dumping the task. Recycling constitutes such a simple re-routing. We note that once recycling is done most weights or tasks settle down in less than three cycles or find a node which fails leading to the collapse of the network. Hence recycling is a worthwhile strategy to pursue.

Thus we have identified a set of strategies which enhance the weight-bearing capacity of a branching hierarchical network of weight-bearing sites. The capacity of the sites in a cluster increases according to the number of sites that they are connected to above them. The maximal cluster, which connects the largest number of sites contains the sites and paths which possess high weight-bearing capacities. Therefore, strategies which connect as many sites as possible from disjoint clusters to the trunk of the maximal cluster successfully enhance the weight-bearing properties of the cluster. Since the trunk of the maximal cluster can take large weights, the addition of extra connections to this result in the transferrence of the weight to the path which can bear it most successfully, resulting in a drastic reduction of the failure rate of the structure. The stability of the structure is thus greatly enhanced. The enhancement in the weight-bearing properties is largest for the strategy which connects to the trunk in the higher layers, on the other hand, the stability is enhanced by allowing avalanches to propagate for a few layers before connecting to the main trunk. However, both strategies result in enormous enhancements of the weight-bearing capacity and the stability over the original network. We note that the improved properties of the new network are achieved by adding connections to the strongest sites in the network, viz. the sites which belong to the trunk. We expect that this feature will carry over to any network which contains sites which are of significantly higher capacity than the average site in the network. It does not appear that the specific rule used by us for the addition of weight-capacities is essential for total capacity enhancement. We also note that sites which have more connections than others contribute more to capacity enhancement. This is a feature which has been noted in other contexts e.g. it has been observed that search algorithms which exploit high connectivity nodes function more effectivelyHuberman . Our strategies have been tailored to enhance the weight-bearing capacity of our network. However they could be exploited to enhance the information or traffic carrying capacities of communication networks or to improve navigability in networksKleinberg . We hope to examine some of these issues in future work.

Acknowledgements: We thank A. Mehta, O. Narayan and K. Jain for extensive discussions and CSIR (India) for partial financial support.

Table I: The failure rates of weight transmission in the original and modified networks.

| Network size | Original | Strategy I | Strategy II |
| --- | --- | --- | --- |
| $`N=50\times 50`$ | $`49.2\%`$ | $`8.3\%`$ | $`26.2\%`$ |
| $`N=75\times 75`$ | $`48.5\%`$ | $`9.8\%`$ | $`27.2\%`$ |
| $`N=100\times 100`$ | $`49.7\%`$ | $`11.9\%`$ | $`23\%`$ |
| $`N=150\times 150`$ | $`51.9\%`$ | $`9.1\%`$ | $`25.5\%`$ |

Table II: The enhancement in the weight-bearing capacities of trunks of the modified networks with respect to their original networks.

| Network size | Original | Strategy I | Strategy II |
| --- | --- | --- | --- |
| $`N=50\times 50`$ | $`100\%`$ | $`184.1\%`$ | $`548.65\%`$ |
| $`N=75\times 75`$ | $`100\%`$ | $`209.08\%`$ | $`721.52\%`$ |
| $`N=100\times 100`$ | $`100\%`$ | $`232.65\%`$ | $`892.6\%`$ |
| $`N=150\times 150`$ | $`100\%`$ | $`257.025\%`$ | $`1129.40\%`$ |