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# Conflict between anthropic reasoning and observation

## I The problem

Where in the universe should we expect to find ourselves? What should be our circumstances? Surely we should expect to find ourselves in situations that are common for observers. That idea is formalized by Bostrom Bostrom (2002a) as the “Self-Sampling Assumption”:

> One should reason as if one were a random sample from the set of all observers in one’s reference class.

Bostrom’s reference class includes observers who existed in the past or will exist in the future, and I argued elsewhere Olum (2002) that even observers who might have existed should be included. But those extensions will not be necessary here. The problem will exist even if we confine ourselves to those observers who exist presently.

What is the set of presently existing observers? If we accept the theory of inflation, then evidently the universe is infinite. Generically, models of inflation are eternal, meaning that there are always places in the universe where inflation is still going on Vilenkin (1983); Steinhardt (1983); Guth (2000). Thus an infinite amount of space is produced. Then, since regions of the infinite universe that are very far apart develop independently, there will be an infinite number of regions very similar to ours and an infinite number different in all possible ways Ellis and Brundrit (1979)111In fact, there will be an infinite number identical to ours Garriga and Vilenkin (2001).. Thus the set of presently existing observers is infinitely large and very diverse222It is not well defined to choose a random item from an equally weighted, countably infinite set. Instead we can consider observers in a finite but very large spherical region, and take a limit as the region becomes infinitely large Vanchurin et al. (2000)..

In the infinite universe, there are civilizations like ours, but there are also some which are much larger. There are stars like the sun which formed billions of years before the sun did, and thus civilizations which are billions of years older than ours. It is not impossible for such civilizations to have spread widely through the universe, and so huge civilizations exist somewhere today.

How many individuals might belong to such a civilization? We can consider the population to be the product of the number of star systems colonized and the average population of each. Estimates (e.g., Jones (1995)) for the time to colonize a galaxy completely are typically much less than a billion years, so early civilizations could easily have filled their galaxies. Our galaxy has about $`10^{11}`$ stars. We don’t know what fraction have planets suitable for colonization, but some estimates (e.g., Fogg (1992)) give on the order of 1%. If the $`10^9`$ suitable planets each have the current population of the earth, about $`10^{10}`$, then the total number of individuals will be $`10^{19}`$.

What fraction of the civilizations currently existing are of this type? It appears that our civilization is in a short interval between coming into existence and either dying out or spreading across the galaxy. Most civilizations that exist elsewhere will have either died out already or grown large, since the time that very large civilizations endure is likely to be much longer than the time that they take to reach that stage. But we can be conservative and say that the majority, say 90%, of the currently existing civilizations are small ones.

According to these assumptions, the galaxy-wide civilizations have $`10^9`$ times more individuals than the small ones, and are 10% as common, so all but one individual in a hundred million belongs to a large civilization. Nevertheless, we do not. Anthropic reasoning predicts that we are typical, and thus it predicts with great confidence that we belong to a large civilization. Using the estimates above, this prediction is violated in a way which has a chance probability of only $`10^8`$.

But the situation is much worse than described above. Some civilizations will have colonized beyond their own galaxies. In the extreme case, a civilization could fill a significant fraction of the future light cone of its origin. It might cover as much as $`10^9`$ cubic megaparsecs, and so fill on the order of $`10^7`$ large galaxies. Presumably a small fraction of the galaxy-wide civilizations have spread as widely as that, but if the fraction is more than $`10^7`$, most individuals are in those civilizations.

Similarly, some civilizations will have many more individuals at each star, because they are using the majority of the energy from their sun Dyson (1960), rather than the approximately $`10^9`$ that is absorbed by an earthlike planet. Again, it might be unusual, but such civilizations could have $`10^9`$ times as many individuals at each star, and so if more than $`10^9`$ of civilizations take this route, they contain most of the individuals.

It is not possible to make accurate estimates of the fraction of civilizations choosing any of these paths, but it appears that the very largest civilizations are likely to be the dominant ones, and that no more than one in a billion observers, and probably an even smaller fraction than that, are in civilizations like ours.

## II Possible solutions

When the predictions of a theory are violated at the level of one in a billion, the theory must be rejected. So something is very wrong with the derivation above. Either anthropic ideas are not correct, or we do not properly understand the structure of the universe and the processes which enable civilizations to grow. In this section, I consider various possibilities for where the problem might lie.

### II.1 Anthropic reasoning is wrong

One possibility is that the whole idea of anthropic reasoning is wrong and should not be used to make predictions about what we observe. But we must have some sort of anthropic procedure or we will never make any progress in science. If we reject only those theories which make our observations absolutely impossible, rather than merely unlikely, we will never get anywhere Bostrom (2002b).

For example, consider the theory that there is a Higgs particle with a mass of 75GeV$`/c^2`$. One might think, since the current lower bound for the mass of an undetected Higgs is 115GeV$`/c^2`$ at the 95% confidence level Hagiwara et al. (2002), that such a theory has been ruled out. The argument, of course, is that if the mass were as low as 75GeV$`/c^2`$, many Higgs particles would have been produced in accelerators and detected. But since the production process is probabilistic, there would still be some tiny chance that no such events would have occurred, and thus, somewhere in the universe, there would still be civilizations which have failed to detect the Higgs. So, if you think that we could be in any of the civilizations, rather than expecting us to be typical, then we might be in that unlucky civilization. Thus without some sort of anthropic reasoning we can never rule out any theory.

### II.2 Anthropic reasoning should use civilizations instead of individuals

Instead of the Self-Sampling Assumption, we could use Vilenkin’s Principle of Mediocrity Vilenkin (1995), which says that we are a typical civilization among all the civilizations, rather than being typical individuals. In that case, large civilizations will not receive higher weight, and the conflict above will not occur.

Could this principle be right? It certainly is wrong if one considers a civilization to be just an arbitrary grouping of individuals. For example, we’re not surprised that we are in a large galaxy rather than a dwarf galaxy, even though dwarf galaxies are more numerous, because large galaxies have most of the stars.

Of course the division into civilizations is not arbitrary. We act together as a civilization when we observe the universe and discuss the consequences of our observations. Could that fact be relevant? Consider the following analogy Olum (2002). One day you receive a letter asking you to participate in an experiment. You know that thousands of other people will be participating, and that you will be part of a group of either 10 or 1000 people, with an equal number of groups of each kind. You should think it very likely that you will be in one of the large groups. If you find yourself in a small group, you should certainly give some thought to the idea that you didn’t get selected for that role by chance, or that the experiment is not as described. You will come to the same conclusion even if you discuss your reasoning with the other people in your group after the experiment starts.

### II.3 One should consider observers who live at any time

Instead of just those observers who exist at the present moment, one could consider all observers who have ever lived or will ever live. That idea seems quite reasonable, but it makes things worse. Aggressively expanding civilizations will generally continue to expand in the future, and so they will contain an even greater fraction of all individuals.

### II.4 One must take account of selection bias

Perhaps we are only concerned about the problem because of when we live. Maybe members of large civilizations don’t think about these problems, because they were solved by their distant forebears. Then only observers in small civilizations would think about them, and so we should not reason as if we could have been in a large one.

One can get perhaps some insight into this idea by modifying the experiment described above. Suppose that instead of each group of people being put together at once, some members are added and some removed from the groups, until the final size is reached. If you find yourself in a small group, you will still find that very surprising, even though the group could in principle become large later. If you had been added to a large group, the other members of the group might have discussed the problem already, but that does not seem to affect your conclusion.

Furthermore, if one excludes observers because they are not thinking about the sizes of civilizations, then one will bring back the problem above. Those civilizations which have already discovered the Higgs are not presently wondering what its mass is. But if we exclude members of such civilizations, then we will consider ourselves typical only among observers who have not seen the Higgs, and thus can infer nothing from our observations. To solve the problem would require some reason to exclude observers in galaxy-wide civilizations from discussions of civilization size, while not excluding those who have discovered the Higgs from discussions of the Higgs mass. It is hard to see what that reason could be.

### II.5 Infinitesimally few civilizations become large

It’s clear that there are some large civilizations. Their existence doesn’t violate the laws of physics, so they exist somewhere Garriga and Vilenkin (2001). But if large civilizations are infrequent enough, most of the individuals will be in the small civilizations, as we are. The problem is that the frequency needs to be less than something like $`10^9`$, and that is hard to achieve. Of course there are many reasons that a civilization might remain small, including just deciding not to grow, and there are many causes which might bring it to an end Leslie (1996). It might, for example, destroy itself through nuclear war, or it might be destroyed by some natural disaster. It might wipe itself out unwittingly by some technological mistake (although the arguments of the present paper should lead it to be very careful in trying to foresee such problems). Nevertheless, it seems hard to imagine that every civilization but one in a billion suffers such fates.

One might think that the “doomsday argument” of Carter (unpublished), Leslie Leslie (1989, 1996), Gott Gott (1993) and Nielsen Nielsen (1989), in particular in the universal form discussed in Knobe et al. , tells us that in fact almost no civilizations are long-lived. The doomsday argument is controversial (e.g., see Bostrom (2002a) and references therein), but even if one accepts it, there is still a serious problem. The doomsday argument identifies the problem as being that civilizations are almost all short-lived, but doesn’t tell you why they are all short-lived. Something must be wrong with our understanding of how civilizations evolve if only one in a billion can survive to colonize its galaxy.

### II.6 The universe is not infinitely large

Of course, the theory of inflation might be wrong. Even if it is correct, it is possible to have an inflationary scenario that produces only a finite universe, although that appears to happen only in models specially designed for that purpose. If civilizations are extremely rare, there might be no large civilizations in the set of civilizations that currently exist, and so we could still be typical.

A finite universe does solve the problem, but the solution does not seem attractive. The evidence for inflation is good, and inflationary models are generically eternal. Even if not eternal, they usually produce a universe much larger than the universe we observe. Thus, the density of civilizations must be remarkably small. If 10% of civilizations are large, there must be no more than about 10 civilizations in the entire universe to avoid the existence of a large one. The problem is even worse if one includes those civilizations which have not yet arisen or grown large.

A related idea is that a true cosmological constant gives rise to a cosmological horizon, and we should not consider places which lie outside it. It’s not clear why we should not count observers outside the horizon among those we could have been, but even if so the remaining universe is quite large to contain only a few civilizations.

### II.7 Colonizing the galaxy is impossible

It appears that many stars have planets, and that interstellar colonization would be possible in the future with foreseeable technology. But it could be that some factor of which we are unaware prevents it. A radical version of this idea is that we are living in a computer simulation, and the rest of the universe does not in fact exist Bostrom (2003).

### II.8 We are a “lost colony”

It’s possible that we actually do belong to a large civilization, but are unaware of that fact. To include that case, one should consider the fraction of observers who appear to belong to small civilizations, as we do. That fraction will be infinitesimal unless a significant share of all large civilizations are made up in significant part of individuals unaware of the larger civilization. It’s hard to see why large civilizations should choose to divide themselves in this way. Even if they do so, it is very inefficient, in the sense that the civilizations that have remained unified will expand more rapidly than those that are divided into isolated colonies. Thus if any reasonable fraction of the civilizations remain unified, they will still account for the great majority of individuals.

### II.9 The idea of “individual” will be different in the future

Perhaps civilizations more advanced than ours consist of only a single individual, or only a single individual per planet, in whatever sense of individual is necessary for anthropic reasoning. In that case, even though the civilization is very widespread, the number of individuals is small. A similar idea is that individuals of those advanced civilizations are so different from us that they cannot be considered part of the same reference class, and we should not reason as though we could have been one of them.

Both those ideas seem to have a flaw, however, in that a civilization might decide to colonize its galaxy without any fundamental change in the nature of its individuals. Perhaps that is unlikely, but it doesn’t seem unlikely at the level of one in a billion.

### II.10 Many factors acting together

Perhaps the most reasonable possibility is that several of the above factors act together. For example, perhaps only 10% of civilizations survive the danger of nuclear war, of those only 10% survive the dangers of nanotechnology, of those only 10% retain their individuality, and of those only 10% decide to colonize their galaxies. If one can put together 9 factors at the 10% level, then the level of one in a billion will be reached. It seems still somewhat of a stretch (especially as the problem is likely to be worse than one in a billion) but perhaps the best explanation available.

## III Conclusion

A straightforward application of anthropic reasoning and reasonable assumptions about the capabilities of other civilizations predict that we should be part of a large civilization spanning our galaxy. Although the precise confidence to put in such a prediction depends on one’s assumptions, it’s clearly very high. Nevertheless, we do not belong to such a civilization.

Thus something must be amiss. One possibility is that only infinitesimally few civilizations grow to large size, although it is unclear what stops them. The other is that our application of anthropic reasoning is not correct, but then what other mistakes are we making in our use of anthropic reasoning?

## IV Acknowledgments

I would like to thank Luca Amendola, Nick Bostrom, Milan Ćirković, Jaume Garriga, Joshua Knobe and Alexander Vilenkin for helpful conversations. This work was supported in part by the National Science Foundation.


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# Particle in a box at high temperature

## 1 Introduction

This section briefly reminds few basic facts that can be found in almost any textbook of statistical physics or solid state physics, see for instance refs. , , . Let us start with the classical linear harmonic oscillator which dynamics is given by the Hamiltonian

$$=\frac{1}{2m}p^2+\frac{1}{2}m\omega ^2x^2,$$
(1)
where $`m`$ is the mass, $`\omega `$ is the angular frequency and coordinates $`p`$ and $`x`$ run from $`\mathrm{}`$ to $`\mathrm{}`$. The mean energy $`E^C`$ and specific heat $`C^C`$ of the oscillator are given by the Boltzmann distribution

$$E^C=\frac{_{\mathrm{}}^{\mathrm{}}dp_{\mathrm{}}^{\mathrm{}}dxe^\beta }{_{\mathrm{}}^{\mathrm{}}dp_{\mathrm{}}^{\mathrm{}}dxe^\beta }=kT,C^C=\frac{\mathrm{d}E^C}{\mathrm{d}T}=k,$$
(2)
where we have introduced the inverse temperature $`\beta =1/kT`$. The above written result is nothing but the special case of the equipartition theorem and Dulong-Petit law known from the theory of specific heat of solids.
Now, let us turn to the case of quantum linear oscillator, for simplicity, in one dimension. Energy levels ($`E_n=\mathrm{}\omega (1/2+n),n\{0,1,2,\mathrm{}\}`$) of this system and its eigenfuctions can be found in any textbook of quantum mechanics. It is easy to compute the partition function $`𝒵=_{n=0}^{\mathrm{}}\mathrm{exp}(\beta E_n)`$ and then one can compute the mean energy of the oscillator $`E^Q`$ and its specific heat $`C^Q`$. The results read

$$E^Q=\frac{1}{2}\frac{\mathrm{}\omega }{\mathrm{tanh}\left(\frac{1}{2}\mathrm{}\omega \beta \right)},C^Q=\frac{1}{4}k\beta ^2\frac{(\mathrm{}\omega )^2}{\mathrm{sinh}^2\left(\frac{1}{2}\mathrm{}\omega \beta \right)}.$$
(3)
By performing the high temperature ($`\beta \mathrm{}\omega 1`$) expansion of the formulas one obtains the results (2). In the following section we will show that this relation between classical and quantum statistics of a physical system is not only possible.

## 2 Particle on an interval within classical and quantum statistical physics

Let us consider the particle of mass $`m`$ that can move on the segment of a line with the length $`L`$. The mean energy and the specific heat of such a particle at the temperature $`T`$ are given, within classical statistical physics, by

$$E^C=\frac{_{\mathrm{}}^{\mathrm{}}dp_0^Ldx\mathrm{exp}\left[\frac{p^2}{2m}\beta \right]\frac{p^2}{2m}}{_{\mathrm{}}^{\mathrm{}}dp_0^Ldx\mathrm{exp}\left[\frac{p^2}{2m}\beta \right]}=\frac{1}{2\beta }=\frac{kT}{2},C^C=\frac{\mathrm{d}E^C}{\mathrm{d}T}=\frac{k}{2}.$$
(4)
Within the quantum mechanics we should impose some boundary conditions on the wave function $`\psi =\psi (x),x[0,L]`$. Let us suppose the following boundary conditions: $`\psi (0)=\psi (L)=0`$ hold. Then the eigenenergies of the particle are given by the equation

$$E_n=\frac{\pi ^2\mathrm{}^2}{2mL^2}n^2,n\{1,2,3,\mathrm{}\}.$$
(5)
We wish to compute the mean energy of this particle at the temperature $`T`$ and to show that in the limit $`T\mathrm{}`$ mean energy does not approach the equipartition value $`kT/2`$. For the simplicity, we have chosen the system of units and the mass of the particle that the energy spectrum (5) will read $`E_n=n^2,n\{1,2,3,\mathrm{}\}`$ (the Boltzmann constant equals $`1`$). The mean energy is given by

$$E^Q=\frac{_{n=1}^{\mathrm{}}n^2\mathrm{exp}[n^2\beta ]}{_{n=1}^{\mathrm{}}\mathrm{exp}[n^2\beta ]}=\frac{\frac{}{\beta }_{n=1}^{\mathrm{}}\mathrm{exp}[n^2\beta ]}{_{n=1}^{\mathrm{}}\mathrm{exp}[n^2\beta ]},$$
(6)
and the specific heat is given by

$$C^Q=\frac{1}{T^2}\frac{\left(_{n=1}^{\mathrm{}}n^4e^{n^2/T}\right)\left(_{n=1}^{\mathrm{}}e^{n^2/T}\right)\left(_{n=1}^{\mathrm{}}n^2e^{n^2/T}\right)^2}{\left(_{n=1}^{\mathrm{}}e^{n^2/T}\right)^2}.$$
(7)
The above written sums, unfortunately, can not be evaluated in terms of elementary functions. However, the high-temperature expansion of these sums can be found quite easily, as shown below. We deal with

$$𝒵(\beta )=\underset{n=1}{\overset{\mathrm{}}{}}\mathrm{exp}[n^2\beta ].$$
(8)
To perform the high-temperature ($`\beta 1`$) expansion of this sum we will use the Abel - Plana formula:

$$\underset{n=0}{\overset{\mathrm{}}{}}F_n(x)=\frac{1}{2}F_0(x)+_0^{\mathrm{}}dtF_t(x)+i_0^{\mathrm{}}\frac{F_{it}(x)F_{it}(x)}{e^{2\pi t}1}dt.$$

In our case we have

$`𝒵(\beta )`$ $`=`$ $`{\displaystyle \frac{1}{2}}+{\displaystyle _0^{\mathrm{}}}e^{x^2\beta }dx+i{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{e^{ix^2\beta }e^{ix^2\beta }}{e^{2\pi x}1}}dx`$
$`=`$ $`{\displaystyle \frac{1}{2}}+{\displaystyle \frac{1}{2}}\sqrt{{\displaystyle \frac{\pi }{\beta }}}+2{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\mathrm{sin}(\beta x^2)}{e^{2\pi x}1}}dx.`$
We denote the last term in the above written equation by $`I(\beta )`$ and we can have (for $`\beta 1`$):

$$I(\beta )2\beta _0^{\mathrm{}}\frac{x^2}{e^{2\pi x}1}dx=\frac{2\beta }{(2\pi )^3}\underset{k=1}{\overset{\mathrm{}}{}}_0^{\mathrm{}}dzz^2e^{kz}=\frac{4\beta }{(2\pi )^3}\zeta (3),$$

where $`\zeta (x)=_{k=1}^{\mathrm{}}1/(k^x),\text{Re}(x)>1`$ is the Riemann zeta function and $`\zeta (3)1.20206`$. So, we have obtained the statistical sum $`𝒵(\beta )`$ with the accuracy up to the first order in $`\beta `$ in the form

$$𝒵(\beta )=\frac{1}{2}+\frac{1}{2}\sqrt{\frac{\pi }{\beta }}+\frac{4\zeta (3)}{(2\pi )^3}\beta .$$
(9)
Having the result (9) it is easy to derive the mean energy, the result reads:

$$E^Q=\frac{\mathrm{ln}[𝒵(\beta )]}{\beta }=\frac{T}{2}+\frac{1}{2\sqrt{\pi }}T^{1/2}+\frac{1}{2\pi }\frac{3\zeta (3)}{2\pi ^{7/2}}T^{1/2}+O(T^1).$$
(10)
We see that the mean energy of our particle within quantum statistical physics differs from the mean energy of such a particle within classical statatistical physics (4) and this difference grows with the temperature like $`T^{+1/2}`$ \- so it is not true that in the limit $`T\mathrm{}`$ one has to obtain classical results from the quantum ones. To compare results (10) and (4) one should rewrite the result (10) into standard system of units in which the first two terms of (10) read

$$E^Q=\frac{1}{2}kT+\left(\frac{\pi }{8}\right)^{1/2}\frac{\mathrm{}}{\sqrt{m}L}(kT)^{1/2}+O(1).$$

It is natural that the correction term (with respect to the equipartition term $`kT/2`$) is proportional to the Planck constant. Planck constant makes it small for the realistic values of $`m`$ and $`L`$. It would be useful to realize that in the three dimensional analogue of our problem we would get the following results: $`E_{3D}^C=3E^C`$ and $`E_{3D}^Q=3E^Q`$.
On the other hand the specific heat approaches the equipartition value $`k/2`$ at $`T\mathrm{}`$. The temperature dependence of the specific heat for both low and high temperatures is shown in figure 1.

### 2.1 Simple derivation of the three leading terms of the eq. (10)

We would like to show how to get the first three terms of eq. (10) in a elementary way. Our next approach to the problem will be less accurate and will not offer the way how to get next terms of the expansion (10). We take the sum (8) and perform the following manipulations:

$`𝒵(\beta )`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left({\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}e^{n^2\beta }1\right)={\displaystyle \frac{1}{2}}\left({\displaystyle _{\mathrm{}}^{\mathrm{}}}dxe^{x^2\beta }+f(\beta )1\right)`$
$`=`$ $`{\displaystyle \frac{1}{2}}\left[\left({\displaystyle \frac{\pi }{\beta }}\right)^{1/2}+f(\beta )1\right],`$
where we have defined the function $`f`$. If we take for granted that the function $`f`$ and its first derivative are sufficiently small at small $`\beta `$ we can deal with it as follows:

$$E^Q=\frac{\frac{1}{2}\left[\frac{1}{2}\sqrt{\pi }\beta ^{3/2}f^{}(\beta )\right]}{\frac{1}{2}\left[\sqrt{\pi }\beta ^{1/2}+f(\beta )1\right]}\frac{1}{2}T+\frac{1}{2\sqrt{\pi }}T^{1/2}+\frac{1}{2\pi }.$$

Finally, we have obtained the part of the result from previous paragraph in a relatively easy manner.

## 3 Discussion and concluding remarks

It can be very easy for a student to get used to believe that for any quantum system the high temperature limits of its thermodynamical functions have to be equal to their classical counterparts. We have shown in the second section of this work that this statement is not true. We have found the system for which the absolute difference between the mean energy in the classical theory and quantum theory grows to infinity with growing temperature. However, the relative difference between these quantities vanishes at $`T\mathrm{}`$ and this ensures the specific heat approaches exactly its classical value at $`T\mathrm{}`$. Moreover, these "arbitrarily large corrections" are sufficiently small for realistic values of mass, box dimensions and temperature because of the small value of the Planck constant. So, we have not found any interesting observable prediction of the quantum mechanics in this paper but we wanted to draw the attention to the quite interesting problem of the high temperature limit of a quantum system. There are some exact results in this problem. In  and references cited therein can be found general results - inequalities between partition function and its classical approximation - for the systems of particles moving in space without boundaries.

#### Acknowledgement

This work was supported by the Scientific Grant Agency of Slovak Republic, project no. 1/0250/03.


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# Universal conductance reduction in a quantum wire

\[

## Abstract

> Even a single point defect in a quantum wire causes a conductance reduction. In this paper we prove (without any approximations) that for any point impurity this conductance reduction in all the sub-bands is *exactly* $`2e^2/h`$. Moreover, it is shown that in the case of a surface defect, not only is the conductance minimum independent of the defect characteristics, but the transmission matrix also converges to universal (defect-independent) values. We also discuss particle confinement between two arbitrarily weak *point* defects.

\]

The conductance of a quantum wire is quantized. When the quantum wire is contaminated by impurities, this quantization disappears. However, at the sub-bands’ threshold energies, there is always a reminiscence of the quantization. Namely, when the Fermi level is at the band bottom (the threshold energy) of the $`(m+1)`$th sub-band, the conductance is exactly $`2me^2/h`$. This feature is independent of the impurities’ strength. Many works validate this finding . Recently, however, it has been found  that below the threshold energy of the $`m`$th mode, even a single defect is responsible for an unexpectedly large reduction in conductance: the weaker the impurity, the closer the dip to the threshold energy. The proximity to the pinned (i.e., defect-independent) energy level makes this reduction quite odd. Chu and Sorbello attributed this feature to multiple scattering between the impurity and the wire’s boundaries, and this is discussed in more detail by Nöckel and Stone .

In this paper we calculate the conductance reduction *exactly* and prove that it is always (for any point defect and in all the sub-bands) equal to exactly $`2e^2/h`$. This reduction is distributed *unevenly* among the propagating modes.

For such a system (a point impurity in a quasi-1D wire, see Fig.1), the 2D Schrödinger equation is

$$^2\psi +\left(\omega V\right)\psi =D\left(𝐫𝐫_0\right)\psi $$
(1)
(hereinafter we use the units $`\mathrm{}=2m_0=1`$, where $`m_0`$ is the electron’s mass). $`V`$ is the potential of the wire walls ($`V=0`$ inside the wire and $`V=\mathrm{}`$ outside it), $`D`$ is the defect potential and $`𝐫_0=\epsilon \widehat{y}`$ is the impurity location. Since the defect has the properties of a point-like impurity, the right-hand term of the Schrödinger equation can be written $`D\left(𝐫𝐫_0\right)\psi \left(𝐫_0\right)`$ , which allows for an exact scattering solution.

Let us denote the incident wave by $`\psi _{inc}`$. Then, taking advantage of the point-like nature of the impurity, the scattered wave function due to the defect’s presence can be written

$$\psi _{sc}=\psi _{inc}\frac{\psi _{inc}\left(𝐫_0\right)𝑑𝐫^{}D\left(𝐫^{}𝐫_0\right)}{1+𝑑𝐫^{}G^+(𝐫^{},𝐫_0)D\left(𝐫^{}𝐫_0\right)}G^+(𝐫,𝐫_0)$$
(2)
where $`G^+(𝐫_\mathrm{𝟏},𝐫_\mathrm{𝟐})`$ is the ”outgoing” 2D Green function of the geometry (the wire) and $`\psi _{inc}`$ is the incident wave (a homogeneous solution). It should be noted that eq. 2 is an exact solution. However, if the impurity were not an ideal *point* impurity, this equation would be a first-order approximation in the asymptotic solution $`|𝐫|\mathrm{}`$. The Green function for the given wire geometry takes the form:

$$G(𝐫,𝐫^{})=i\underset{n=1}{\overset{\mathrm{}}{}}\frac{\mathrm{sin}(n\pi y)\mathrm{sin}(n\pi y^{})}{k_n}e^{ik_n|xx^{}|}$$
(3)
where $`𝐫x\widehat{x}+y\widehat{y}`$, $`𝐫^{}x^{}\widehat{x}+y^{}\widehat{y}`$ and $`k_n\sqrt{\omega (n\pi )^2}`$ is the effective wavenumber. Hereinafter, the length parameters are normalized to the wire’s width.

Choosing the right potential for the impurity is a very tricky business as can be understood from the literature  (see also ref.17 of ). A simple 2D delta function (2DDF), which is a natural candidate to represent a point impurity (like in 1D), i.e., $`\delta \left(x\right)\delta \left(y\right)`$, does not scatter (its cross section is zero), and therefore cannot be used.

Throughout this article we use the Impurity D Function (IDF) that was first presented by Azbel . However, since in our wire’s geometry the problem’s symmetry is Cartesian rather than radial, we choose the following IDF:

$$D\left(𝐫\right)\underset{\rho 0}{lim}\frac{2\sqrt{\pi }\delta \left(x\right)}{\rho \mathrm{ln}\left(\rho /\rho _0\right)}\mathrm{exp}\left(y^2/\rho ^2\right).$$
(4)
Unlike the 2DDF, this potential, which is infinitely shallower, does scatter . The de Broglie wavelength of the impurity’s bound state is $`\lambda _B=\pi \rho _0\mathrm{exp}(\gamma /2)/2`$. This is the only parameter that characterizes the impurity, and therefore eq. 4 can be used to mimic *any* impurity with the same de Broglie wavelength, the width of which is much smaller than $`\lambda _B`$ (i.e., a point defect).

On the face of it, the solution is straightforward: all that is needed is to substitute eqs. 4 and 3 into eq. 2. However, the Green function has a logarithmic singularity at $`|𝐫𝐫^{}|0`$. Here is where the impurity’s width $`\rho `$ plays a major part, and the limit $`\rho 0`$ should be approached with great caution. Therefore, we first solve the integral for a finite $`\rho `$ and only then evaluate the limit.

We assume that the incident wave is the $`n`$th mode, and that the incident energy is close to the $`m`$th threshold energy (i.e., $`\omega (m\pi )^2`$ ), giving

$$\psi _{inc}\left(𝐫\right)=\mathrm{sin}(n\pi y)\mathrm{exp}\left(ik_nx\right).$$
(5)
By using the following relation

$$\begin{array}{c}\hfill 𝑑y\mathrm{sin}(n\pi y)\mathrm{exp}\left[(y\epsilon )^2/\rho ^2\right]=\\ \hfill \rho \sqrt{\pi }\mathrm{sin}(n\pi \epsilon )\mathrm{exp}\left[(n\pi \rho /2)^2\right]\end{array}$$
(6)
we find the solution ($`x>0`$)

$$\psi _{sc}\left(𝐫\right)=\underset{l=1}{\overset{\mathrm{}}{}}\left(\delta _{nl}A_{nl}\right)\mathrm{sin}(l\pi y)\mathrm{exp}\left(ik_lx\right)$$
(7)
where $`\delta _{nl}`$ is the Kronecker delta,

$$A_{nl}\frac{\mathrm{sin}(n\pi \epsilon )\mathrm{sin}(l\pi \epsilon )}{ik_l\left[\frac{\mathrm{ln}(\rho _0/\overline{\rho })}{2\pi }+_{n^{}m}\frac{\mathrm{sin}^2(n^{}\pi \epsilon )}{ik_n^{}}\right]}$$
(8)
and $`\overline{\rho }`$ is some length scale which depends on the impurity’s location ($`\epsilon `$), the incident energy $`\omega `$ and $`m`$:

$$\mathrm{ln}(\overline{\rho })\underset{\rho 0}{lim}\left\{\mathrm{ln}\rho +2\pi \underset{n^{}=m+1}{\overset{\mathrm{}}{}}\frac{\mathrm{sin}^2(n^{}\pi \epsilon )}{q_n^{}}e^{(n^{}\pi \rho /2)^2}\right\}$$
(9)
where $`q_n\sqrt{(n\pi )^2\omega }`$.

The conductance can be evaluated by the Landauer equation

$$G=\frac{1}{\pi }\underset{n,l<m}{}T_{nl}$$
(10)
where

$$T_{nl}=\{\begin{array}{cc}|1A_{nn}|^2\hfill & n=l\hfill \\ |A_{nl}|^2\frac{k_n}{k_l}\hfill & nl\hfill \end{array}$$
(11)
are the transmission coefficients. Clearly, at the threshold energies where $`\omega =(m\pi )^2`$, the coefficients vanish, $`A_{nl}=0`$ for any $`n,l<m`$, and therefore

$$G=\frac{1}{\pi }(m1)$$
(12)
independent of the impurity, as has been shown in previous works .

However, eq. 8 allows us to calculate the *minima* of the conductance as well. The minima are obtained when the imaginary part of eq. 8 vanishes, i.e., when

$$\frac{\mathrm{ln}(\rho _0/\overline{\rho })}{2\pi }=\frac{\mathrm{sin}^2(m\pi \epsilon )}{q_m},$$
(13)
and thus

$$A_{nl}^{min}=\left[\underset{j<m}{}\frac{\mathrm{sin}^2(j\pi \epsilon )}{\mathrm{sin}(n\pi \epsilon )\mathrm{sin}(l\pi \epsilon )}\frac{k_l}{k_j}\right]^1.$$
(14)
Using eqs. 10, 11 and 14, at the minimum points ($`G=G_m`$)

$$\begin{array}{c}G_m=\hfill \\ \frac{1}{\pi }_{n,l<m}\left\{\delta _{nl}\left[_{j<m}\frac{\mathrm{sin}^2(j\pi \epsilon )}{\mathrm{sin}(n\pi \epsilon )\mathrm{sin}(l\pi \epsilon )}\frac{k_l}{k_j}\right]\right\}^2\hfill \end{array}$$
(15)
This complicated expression can be considerably simplified: with the following definition

$$\sigma \underset{j<m}{}\frac{\mathrm{sin}^2(j\pi \epsilon )}{k_j}$$
(16)
eq. 15 can be rewritten

$$\begin{array}{c}\hfill \pi G_m=_{n<m}1\frac{2}{\sigma }_{n<m}\frac{\mathrm{sin}^2(n\pi \epsilon )}{k_n}+\\ \hfill \frac{1}{\sigma ^2}_{n,l<m}\frac{\mathrm{sin}(l\pi \epsilon )\mathrm{sin}(n\pi \epsilon )}{k_lk_n}.\end{array}$$
(17)
The first term of eq. 17 is equal to $`m1`$, the second and third terms are, by definition, equal to $`2`$ and $`1`$, respectively, and therefore the minimum conductance near the $`m`$th threshold energy is simply

$$G_m=\frac{1}{\pi }(m2)$$
(18)
which, again, is independent of the defect’s properties (location and strength). *Any* point defect will exhibit the same conduction transition, from the minima (eq. 18) to the maxima (eq. 12). Hence, the defect reduced the conductance by *exactly* $`\mathrm{\Delta }GG_{max}G_{min}=\pi ^1`$ ($`=2e^2/h`$) in every band (see Fig. 2).

In general, eq. 8 is considerably simplified when the defect is close to the boundary, i.e., $`\epsilon 1`$. In that case (near the $`m`$th band)

$$A_{nl}\left[\underset{j<m}{}\frac{j^2}{nl}\sqrt{\frac{m^2l^2}{m^2j^2}}+i\pi \frac{\sqrt{m^2l^2}}{nl}\left(\mathrm{\Delta }^1\frac{m^2}{q_m}\right)\right]^1$$
(19)
and

$$\mathrm{\Delta }2\pi \frac{(\pi \epsilon )^2}{ln(\rho _0/\epsilon C)}$$
(20)
where $`C4\mathrm{exp}[\gamma /2\mathrm{Ci}(\pi )]5`$ is a numerical constant ($`\gamma `$ is the Euler constant and $`\mathrm{Ci}`$ is the cosine integral).

Hence, the reduction takes place at the following energies

$$\omega _m^{}(m\pi )^2m^4\mathrm{\Delta }^2$$
(21)
These energies depend on the defect’s characteristics (via $`\mathrm{\Delta }`$) but the *amount of the reduction* does not.

In the limit $`\epsilon 0`$, i.e., when the defect is a surface defect, another universality appears: not only is the conductance independent of the defect characteristics but the transmission matrix is also defect-independent. At the minima, the transmission coefficients converge to the limits

$$\underset{\epsilon 0}{lim}T_{nn}=\left|1\left[\underset{j<m}{}\frac{j^2}{n^2}\sqrt{\frac{m^2n^2}{m^2j^2}}\right]^1\right|^2$$
(22)
$$\underset{\epsilon 0}{lim}T_{lm}=\left[\underset{j<m}{}\frac{j^2}{nl}\sqrt{\frac{m^2l^2}{m^2j^2}}\right]^2\sqrt{\frac{m^2n^2}{m^2l^2}}$$
(23)
which are merely pure numbers, in which no reminiscence of the defect’s characteristics is left out.

The fact that the reduction in conductance is independent of the band number is not trivial since this reduction is distributed *unevenly* among all the propagating modes. Therefore, the first reduction, just below the $`m=2`$ sub-band is a special case. At this energy the conductance is reduced to zero, and is a consequence of a *single* mode (the first one), which is totally reflected. This is the only point at which a propagating mode is totally reflected by a *single* point defect (note that unlike ref. , we obtained this result without any approximations). This unique energetic place can be used to create a bound state in the continuum, simply by binding it between two totally reflecting defects. At this energy Kim and Satanin  also found a bound state in the continuum, but for the problematic 2DDF model. The presence of an additional defect can create zero transmission regions at higher energies, and therefore with more defects it becomes possible to bind particles at higher sub-bands. In the following we will evaluate the minimum distance between two defects, which allows for such binding.

By adding another defect, the Schrödinger equation will look like

$$^2\psi +\left(\omega V\right)\psi =D\left(𝐫𝐫_1\right)\psi D\left(𝐫𝐫_1L\widehat{x}\right)\psi .$$
(24)
It is then clear that if the defects are located at the same distance from the boundary and the distance between them, $`L`$, is extremely large ($`L1`$ so the inter-scattering can be ignored) and maintains $`L=\frac{n\pi }{\sqrt{\omega _2^{}\pi ^2}}\frac{n}{\sqrt{3}}`$ (where $`n`$ is an integer, and $`\omega _2^{}`$ can be evaluated from eq. 21 for $`m=2`$ when the defects are very far apart $`n\mathrm{}`$), the system will hold a bound eigen state with the eigen energy that corresponds to $`\omega _2^{}`$ (when the distance between them is finite, the binding energy increases). In Fig. 3, the probability density of such a bound eigenstate (for $`\epsilon =10^3`$) is shown.

It is well known that in wave dynamics only an infinite barrier (either high or long) can totally reflect the incident wave. Therefore, in principle, only infinite barriers can confine a quantum state. So how is it possible for only two point scatterers, which can be arbitrarily weak, to confine an energetically bound state in the continuum? The answer is that what really confines the quantum particle is the infinite wire’s boundaries rather than the point scatterers. All the scatterers need to do is to deviate the particle’s trajectory a little .

A classical analogy to such a confinement is shown in Fig. 4. Two opposite planes, which have an arbitrary small slope, can confine an energetic classical particle between them by directing the particle directly towards the wire’s boundaries.

One should therefore expect that the strength of the defect will determine a minimum distance within which it is possible to confine a particle.

After some tedious, albeit straightforward calculations, it can be shown that a bound state in the $`M`$th propagating sub-band (i.e., $`[(M+1)\pi ]^2>\omega >(M\pi )^2`$) should satisfy the following coupled equations (the second equation holds only in the limit $`\rho 0`$):

$$\underset{n=1}{\overset{M}{}}\frac{\mathrm{sin}^2(n\pi \epsilon )}{k_n}\mathrm{sin}^2(k_nL/2)=0$$
(25)
$$\frac{\mathrm{ln}(\rho _0/\rho )}{2\pi }=\underset{n=M+1}{\overset{\mathrm{}}{}}\frac{\mathrm{sin}^2(n\pi \epsilon )}{q_n}\left[e^{(n\pi \rho /2)^2}e^{q_nL}\right].$$
(26)
Since all the terms in eq. 25 are non-negative, a solution is possible only when all the terms vanish. For an arbitrary $`\epsilon `$ (non-rational) we should demand

$$\begin{array}{c}\sqrt{\omega \pi ^2}L=2n_1\pi ,\\ \sqrt{\omega (2\pi )^2}L=2n_2\pi ,\\ \mathrm{}\\ \sqrt{\omega (M\pi )^2}L=2n_M\pi ,\end{array}$$
(27)
where $`n_1,n_2,\mathrm{}n_M`$ are integers. Eq. 26 is reduced, in the limit of a surface defect $`\epsilon 0`$, to a simple expression

$$L=\frac{\mathrm{ln}\left\{1q_{M+1}/(M+1)^2\mathrm{\Delta }\right\}}{q_{M+1}}.$$
(28)
Hence, the minimum distance within which it is possible to confine the bound state is inversely proportional to $`\mathrm{\Delta }`$:

$$L_{min}=1/(M+1)^2\mathrm{\Delta }.$$
(29)
To summarize, we calculated the transmission and conductance of a quantum wire which was contaminated by a single defect. We showed that the reduction in the conductance in all the sub-bands is *totally universal* (independent of the defect’s characteristics), and is *always* equal to $`2e^2/h`$. Moreover, we showed that when the point defect is a surface impurity, the transmission coefficients at the minima converge to  *universal numbers* (and again, are independent of the defect). We used this result to show that it is possible to confine an eigenstate in the *continuum* of the quantum wire between two totally reflecting defects, and to show the limitations enforced upon it.

It should be stressed that while the discussion was focused on quantum wires, this effect can occur in any waveguide with a single point scatterer: acoustical waveguide, electromagnetic waveguide, optical waveguide, etc.


text:
# More étale covers of affine spaces in positive characteristic

## 1. Results

We prove the following theorem, which improves upon the main result of \[K\] by elimining the hypothesis that $`k`$ be infinite and perfect. (The case $`n=1`$ seems to have become a folk theorem, but we believe it is originally due to Abhyankar.)

###### Theorem 1.

Let $`X`$ be a geometrically reduced, projective variety of pure dimension $`n`$ over a field $`k`$ of characteristic $`p>0`$. Let $``$ be an ample line bundle of $`X`$, let $`D`$ be a closed subscheme of $`X`$ of dimension less than $`n`$, and let $`S`$ be a zero-dimensional subscheme of the smooth locus of $`X`$ not meeting $`D`$. Then there exists a finite morphism $`f:X_k^n`$ of $`k`$-schemes satisfying the following conditions:

1. $`f`$ is induced by an $`(n+1)`$-tuple of sections of some tensor power of $``$;
2. $`f`$ is étale away from the hyperplane $`H^n`$ at infinity;
3. $`f(D)H`$;
4. $`f(S)`$ does not meet $`H`$.

Note that the hypothesis that $`X`$ is geometrically reduced is needed for each irreducible component of $`X`$ to be generically smooth, as any scheme admitting a generically étale map to a smooth scheme must be.

Theorem 1 implies in particular that the smooth locus of $`X`$ is covered by open affines which admit finite étale morphisms to $`𝔸^n`$. We can also prove a refinement of this corollary.

###### Theorem 2.

Let $`X`$ be a separated scheme of finite type over $`k`$ (still of characteristic $`p>0`$) of pure dimension $`n`$, let $`x`$ be a smooth point of $`X`$, and let $`D_1,\mathrm{},D_m`$ be irreducible divisors of $`X`$ intersecting transversely at $`x`$. Then there exists a finite étale morphism $`f:U𝔸^n`$ for $`U`$ some open dense subset of $`X`$, defined over $`k`$ and containing $`x`$, such that $`D_1,\mathrm{},D_m`$ map to coordinate hyperplanes.

Note that one cannot expect $`f`$ to extend to a finite morphism from $`X`$ to $`^n`$, especially at points where the $`D_i`$ have nontransverse intersections.

## 2. Review of Noether normalization

Before proving the theorems, we review Noether normalization and prove a strong form of it for our purposes. Most of these results are evident when $`k`$ is infinite; the care is required in handling $`k`$ finite, since “generic” constructions are not available.

We first point out a simple fact that will come up repeatedly in what follows: if $`X`$ is a projective variety and $``$ is an ample line bundle on $`X`$, then the complement of the zero locus of any section of $``$ is an affine scheme.

###### Lemma 3.

Let $`X`$ be a projective scheme over a field $`k`$ of dimension $`n`$, and let $``$ be an ample line bundle on $`X`$. Suppose $``$ admits linearly independent sections $`\alpha _0,\mathrm{},\alpha _n`$ whose zero loci have no common intersection. Then the $`\alpha _i`$ induce a finite map $`X^n`$.

###### Proof.

The $`\alpha _i`$ clearly induce a map $`X^n`$; all that needs to be checked is that the map is finite. Let $`t_0,\mathrm{},t_n`$ be homogeneous coordinates on $`^n`$ which pull back to $`\alpha _0,\mathrm{},\alpha _n`$ on $`X`$. Given a geometric point $`x`$ of $`^n`$, choose $`i`$ such that $`t_i`$ is nonzero at $`x`$. Then on one hand, the fibre of $`x`$ is projective over $`x`$, since it is the common zero locus of certain sections of $``$ and so is closed in $`X`$. On the other hand, the fibre of $`x`$ is affine over $`x`$, since it is contained in the affine subset of $`X`$ on which $`t_i`$ does not vanish. Hence the fibre of $`x`$ is finite over $`x`$, i.e., $`f`$ is quasi-finite. Moreover, $`f`$ is also proper (because any map between proper $`k`$-schemes is itself proper), so $`f`$ is finite. ∎

In the next few lemmas, we adopt the following convention. We say that a statement about a positive integer $`n`$ is true “for $`n`$ sufficiently divisible” if it holds whenever $`n`$ is divisible by some (unspecified) positive integer. In particular, any statement that holds “for $`n`$ sufficiently large” also holds “for $`n`$ sufficiently divisible”.

###### Lemma 4.

Let $`X`$ be a projective scheme over a field $`k`$, and let $``$ be an ample line bundle on $`X`$. Let $`D`$ be a closed subscheme of $`X`$, and let $`Z`$ be a zero-dimensional closed subscheme of $`X`$ not meeting $`D`$. Then for $`l`$ sufficiently divisible, there is a section of $`^l`$ vanishing along $`D`$ but not vanishing at any point of $`Z`$.

###### Proof.

For any sufficiently large $`a`$, $`^a`$ admits a section $`s_0`$ not vanishing at any point of $`Z`$. (Namely, this occurs when $`^a`$ is very ample and has at least $`\mathrm{deg}(Z)+1`$ linearly independent sections.) Since the complement of the zero locus of $`s_0`$ is affine, it admits a regular function vanishing along $`D`$ but not on $`S`$. That function has the form $`s_1s_0^b`$ for some positive integer $`b`$; then for $`l`$ divisible by $`ab`$, the section $`s_1^{l/(ab)}`$ of $`^l`$ has the desired property. ∎

###### Lemma 5.

Let $`X`$ be a projective scheme over a field $`k`$ of dimension $`n`$, and let $``$ be an ample line bundle on $`X`$. Let $`S`$ be a zero-dimensional subscheme of $`X`$, and let $`D`$ be a closed subscheme of $`X`$ not meeting $`S`$, Suppose that $`0mn`$ and that $`D_1,\mathrm{},D_m`$ are divisors on $`X`$, such that for any nonempty subset $`T`$ of $`\{1,\mathrm{},m\}`$, the intersection $`D_{tT}D_t`$ has codimension in $`D`$ at least $`\mathrm{\#}T`$. Then for $`l`$ sufficiently divisible, there exist sections $`s_1,\mathrm{},s_n`$ of $`^l`$ with no common zero on $`D`$, such that each $`s_i`$ vanishes on $`S`$, and $`s_i`$ vanishes along $`D_i`$ for $`i=1,\mathrm{},m`$.

Here we take the codimension of the empty scheme in any other scheme to be $`+\mathrm{}`$.

###### Proof.

We construct the desired sections inductively as follows. Suppose that for $`0j<n`$, there exist positive integers $`l_i`$ and sections $`s_i^{}`$ of $`^{l_i}`$ for $`i=1,\mathrm{},j`$ satisfying the following conditions.

1. Each $`s_i^{}`$ vanishes on $`S`$.
2. If $`i\mathrm{min}\{j,m\}`$, then $`s_i^{}`$ vanishes along $`D_i`$.
3. For any subset $`T`$ of $`\{j+1,\mathrm{},m\}`$ (which is the empty set if $`j>m`$), the intersection $`Y_{j,T}`$ of $`D`$, the zero loci of $`s_1^{},\mathrm{},s_j^{}`$, and the $`D_t`$ for $`tT`$, has codimension in $`D`$ at least $`j+\mathrm{\#}T`$.

For instance, this is true by hypothesis for $`j=0`$.

With the $`s_i^{}`$ as above, let $`Z_j`$ be a zero-dimensional subscheme of $`DD_{j+1}`$ meeting each irreducible component of $`Y_{j,T}`$ having codimension $`j+\mathrm{\#}T`$ in $`D`$, for each subset $`T`$ of $`\{j+2,\mathrm{},m\}`$. (By (c), none of these components is actually contained in $`DD_{j+1}`$, so a suitable $`Z_j`$ can be found.) For $`l_{j+1}`$ sufficiently divisible, we can then find by Lemma 4 a section $`s_{j+1}^{}`$ of $`^{l_{j+1}}`$ vanishing along $`SD_{j+1}`$ but not vanishing at any point of $`Z_j`$. Then conditions (a), (b), (c) are satisfied with $`j`$ replaced by $`j+1`$.

By induction, we can satisfy (a), (b), (c) with $`j=n`$. Let $`m`$ be the least common multiple of the $`l_i`$; then for any $`l`$ divisible by $`m`$, the sections $`s_i=(s_i^{})^{l/l_i}`$ of $`^l`$ have the desired properties. ∎

###### Lemma 6.

Let $`X`$ be a geometrically reduced projective scheme over a field $`k`$ of pure dimension $`n`$, and let $``$ be an ample line bundle on $`X`$. Let $`S`$ be a zero-dimensional subscheme of the smooth locus of $`X`$, and let $`\alpha `$ be a section of $``$ whose zero locus $`D`$ does not meet $`S`$. Then for $`l`$ sufficiently divisible, there exist sections $`\delta _1,\mathrm{},\delta _n`$ of $`^l`$ satisfying the following conditions.

1. The $`\delta _i`$ have no common zero on $`D`$, so that $`\alpha ^l,\delta _1,\mathrm{},\delta _n`$ define a finite morphism $`f:X^n`$ by Lemma 3.
2. The map $`f`$ is unramified at each point of $`S`$.

If moreover $`D_1,\mathrm{},D_m`$ are divisors as in Lemma 5, which additionally meet transversely at each point of $`S`$, then we can also ensure that $`\delta _i`$ vanishes along $`D_i`$ for $`i=1,\mathrm{},m`$.

###### Proof.

Since $``$ is ample, $`U=XD`$ is affine. Since $`X`$ is smooth and the $`D_i`$ meet transversely at each point of $`S`$, we can find regular functions $`f_1,\mathrm{},f_n`$ on $`U`$, with $`f_i`$ vanishing along $`D_i`$ for $`i=1,\mathrm{},m`$, which induce a map $`U𝔸^n`$ unramified at each point of $`S`$. (Besides the vanishing conditions along the $`D_i`$, we need only ensure that $`f_1,\mathrm{},f_n`$ span the cotangent space of $`X`$ at each point of $`S`$.) Write each $`f_i`$ as $`\beta _i/\alpha ^{j_i}`$ for some positive integer $`j_i`$ and some section $`\beta _i`$ of $`^{j_i}`$.

By Lemma 5, we can choose sections $`\gamma _1,\mathrm{},\gamma _n`$ of $`^l`$, for $`l`$ sufficiently divisible, such that each $`\gamma _i`$ vanishes on $`S`$, $`\gamma _i`$ vanishes along $`D_i`$ for $`i=1,\mathrm{},m`$, and $`\gamma _1,\mathrm{},\gamma _n`$ have no common zero on $`D`$. Now put

$$\delta _i=\beta _i\alpha ^{l2j_i}+\gamma _i^2(i=1,\mathrm{},n).$$

Then the $`\delta _i`$ have the desired properties. ∎

## 3. Proofs of the theorems

We now proceed to the proofs of the theorems. As noted above, Theorem 1 was established for $`k`$ infinite and perfect in \[K\]. However, the proof below is not only more widely applicable but also somewhat simpler. This is because we take advantage of a more flexible construction. The basic idea is that adding a $`p`$-th power to a function does not change its ramification on the source, but does move things around on the target.

###### Proof of Theorem 1.

We may enlarge $`S`$ so that it meets each irreducible component of $`X`$. By replacing $``$ by a suitable tensor power, we may also assume (thanks to Lemma 4) that $``$ admits a section $`s`$ vanishing on $`D`$ but not at any point of $`S`$. For some integer $`m`$, by Lemma 6 we can find sections $`s_1,\mathrm{},s_n`$ of $`^m`$ such that:

1. The sections $`s_1,\mathrm{},s_n`$ have no common zero on $`D`$, so that $`s^m,s_1,\mathrm{},s_n`$ induce a finite morphism $`g:X^n`$ by Lemma 3.
2. The map $`g`$ is unramified at each point of $`S`$.

The locus on $`XD`$ where $`g`$ is unramified is open, and its intersection with each irreducible component of $`X`$ is nonempty (since $`g`$ is unramified on $`S`$); let $`E`$ be its complement in $`X`$. For some positive integer $`r`$, by Lemma 4 we can find a section $`t`$ of $`^{rm}`$ which vanishes on $`E`$ but not at any point of $`S`$. By Lemma 5, we can find a positive integer $`l2`$ and sections $`t_1,\mathrm{},t_n`$ of $`^{lrm}`$ which have no common zero on the vanishing locus $`Z`$ of $`t`$. Now put

$`u_0`$ $`=t^{pl}`$
$`u_i`$ $`=s_is^{m(pr1)}t^{p(l1)}+t_i^p(i=1,\mathrm{},n).`$
Then $`u_0,u_1,\mathrm{},u_n`$ have no common zero, so they define a finite morphism $`f:X^n`$ by Lemma 3.

For a point $`yXZ`$, the map $`g`$ is unramified at $`y`$; in other words, the differentials of the functions $`s_1/s^m,\mathrm{},s_n/s^m`$ at $`y`$ are linearly independent. But after multiplication by $`(s^{rm}/t)^p`$, these become precisely the differentials of the functions $`u_1/u_0,\mathrm{},u_n/u_0`$. Hence $`f`$ is unramified at $`y`$. That is, $`f`$ is étale over the complement of the hyperplane $`u_0=0`$, and $`D`$ maps into this hyperplane but no point of $`S`$ does. Thus we have constructed the desired map. ∎

The proof of Theorem 2 is similar, but we must do some blowing up first.

###### Proof of Theorem 2.

Since we can replace $`X`$ by a projective compactification of an affine open neighborhood of $`x`$, it suffices to consider $`X`$ irreducible and projective. Moreover, by blowing up away from $`x`$, we can ensure that the intersection of any subset of the $`D_i`$ is irreducible.

Choose an ample line bundle $``$ on $`X`$. We may now repeat the argument of Theorem 1 with $`S=\{x\}`$, while imposing the additional restriction that $`s_i`$ and $`t_i`$ both vanish along $`D_i`$. The condition of Lemma 5 holds because for any subset $`T\{1,\mathrm{},m\}`$, the intersection $`_{tT}D_t`$ has been arranged to be irreducible, and does not lie in $`D`$ or $`Z`$ because it contains $`x`$. ∎


text:
# The G11.11-0.12 Infrared-Dark Cloud: Anomalous Dust and a Non-Magnetic Isothermal Model

## 1 Introduction and Observations

Infrared-dark clouds (IRDCs) have been identified by their substantial mid-infrared (8-25$`\mu `$m) extinction in Midcourse Space Experiment (MSX) images (Egan et al., 1998). Egan et al. concluded from the high mid-infrared opacities of the IRDCs that they possess hundreds of magnitudes of visual extinction and contain large column densities of cold dust. They derived characteristic physical parameters for the gas inside the IRDCs: $`l`$ 0.5 – 15 pc, $`T_\mathrm{K}`$ $``$ 10 – 20 K, n(H2$``$ 105 cm-3, and H2 column densities ranging up to 1023 cm-2 (Carey et al., 1998).

A number of IRDCs have been mapped with SCUBA on the JCMT (Carey et al., 2000; Redman et al., 2000, 2003) and are found to have the mid-infrared absorption closely associated with filamentary and/or floculent clouds in emission at 850 and 450$`\mu `$m. Bright, compact sources with masses in the range $``$ 10 to 103 M and infall/outflow signatures are located along the filaments and appear to be in a variety of the early stages of star formation. The larger IRDCs appear to be similar in size to the Orion molecular cloud but different in many important aspects. They are more heavily extincted, colder, more quiescent, and at earlier stages of evolution.

For the work reported in this paper, we investigate the IRDC G11.11-0.12, at a kinematic distance of 3.6 kpc (Carey et al., 1998), because it contains several long, filamentary segments seen against a relatively uniform galactic background at 8$`\mu `$m (Fig. 1). Carey et al. (2000) first reported JCMT observations of this source. Star formation appears to be more active in the southern part of the cloud than the northern half, with bright, compact SCUBA sources (labelled P1, P6 and P7 in Fig. 2). The P1 source is driving a molecular outflow and is associated with a weak point source of 8$`\mu `$m emission. There is no evidence of high-mass star formation throughout most of the cloud. The catalog of Becker et al. (1994) lists two UCHII regions in the vicinity of G11.11-0.12, but they are far enough away that they are unlikely to be affecting the IRDC properties even if they are at the same distance.

JCMT111The JCMT is operated by the Joint Astronomy Centre on behalf of the Particle Physics and Astronomy Research Council of the UK, the Netherlands Organization for Scientific Research, and the National Research Council of Canada SCUBA observations were obtained at 850$`\mu `$m under fair weather conditions ($`\tau _{850}`$= 0.24 – 0.30) in April 1999 with an angular resolution of 14.5′′. “Scan mapping” was employed to produce Nyquist-sampled images. The data were taken with the standard observing set-up using chop throws of 20′′, 30′′ and 65′′ at position angles of 0o and 90o. The data were processed using the JCMT data reduction pipeline (ORAC) to flatfield, extinction correct and calibrate the chop data (Economou et al., 1999; Jenness & Economou, 1999). The calibration accuracy is good to $`\pm 15`$% (Jenness et al., 2002). The optimal map reconstruction (see Fig. 2) was then performed from the individual chop measurements, using a matrix inversion technique outlined by Johnstone et al. (2000). Slowly varying spatial features with wavelengths much longer than the maximum chop, 65′′, are not measured reliably; thus, large, low-amplitude structures in the reconstructed map tend to be artifacts. Further descriptions of SCUBA and its observing modes can be found in Holland et al. (1999) and Jenness et al. (2000).

Heterodyne observations of 13CO ($`21`$) and C18O ($`21`$) were taken near the P2 region of G11.11-0.12 with receiver RxA3 on the JCMT during several observing sessions in July 2000, April 2001, and June 2001. The velocity dispersion within the cloud can be estimated by fitting single component Gaussians to the line profiles. Typical linewidths obtained have $`\sigma =1.2`$km s-1 for the 13CO line and $`\sigma =0.9`$km s-1 for the C18O line. The temperature of the gas in the segment of the filament labelled P2 (Fig. 2) has been estimated from H2CO observations by Carey et al. (1998) to be less than 20 K.

## 2 Dust Properties: Extinction versus Emission

The extinction of background emission at 8$`\mu `$m is due to the presence of dust within the G11.11-0.12 filament. This same dust radiates at submillimeter wavelengths and is observable as emission in the 850$`\mu `$m image. It is expected that there should be a strong correlation between the extinction and emission maps, and this is indeed seen in Figs. 1 and 2. The correlation is complicated by several factors: (1) the diffuse background emission at 8$`\mu `$m, which the molecular cloud extinguishes, is not entirely smooth; (2) star formation occurring at P1 produces 8$`\mu `$m emission; (3) the zero submillimeter emission baseline is poorly defined; (4) the measured emission and absorption properties are beam-convolved; (5) the dust temperature and emissivity may change with location in the cloud because the degree of dust coagulation and freeze-out of molecules onto grain mantles depend on the local physical conditions, such as density and temperature.

Statistically relevant results can be obtained by analyzing a large sample of measurements, despite the above caveats. Fig. 3 shows the 8$`\mu `$m emission versus the 850$`\mu `$m emission for each location across the filament, along with the median 8$`\mu `$m flux as a function of 850$`\mu `$m emission. The trend in both the data and the median curve is clear: the 8$`\mu `$m flux decreases due to extinction as the 850$`\mu `$m flux increases. The highest 850$`\mu `$m emission points do not follow this trend because of the presence of an energetic protostellar source (P1) within the deepest part of the cloud that is altering the temperature of the dust and producing weak 8$`\mu `$m emission.

Given the clear trends in Fig. 3, a simple dust model may be fit to the data. At each location $`𝐱`$ across the filament, the measured 8$`\mu `$m flux density $`f_8(𝐱)`$ depends on an unvarying foreground $`f_8(\mathrm{fg})`$ and background $`f_8(\mathrm{bg})`$ emission, and the optical depth through the cloud $`\tau _8(𝐱)=\kappa _8\mathrm{\Sigma }(𝐱)`$, where $`\kappa _\lambda `$ is the absorption coefficient of the gas plus dust at wavelength $`\lambda `$($`\mu `$m) and $`\mathrm{\Sigma }(𝐱)`$ is the column density of material within the intervening cloud. Explicitly,

$$f_8(𝐱)=f_8(\mathrm{bg})\mathrm{exp}\left[\kappa _8\mathrm{\Sigma }(𝐱)\right]+f_8(\mathrm{fg}).$$
(1)
The column density of the cloud is related to the the observed flux density $`f_{850}(𝐱)`$ (measured in Jy/beam), for the optically thin submillimeter emission, by the equation

$$f_{850}(𝐱)=B_{850}(T_d)\kappa _{850}\mathrm{\Sigma }(𝐱)\mathrm{\Omega },$$
(2)
where $`B_\lambda (T_d)`$ is the Planck function at $`\lambda `$ and $`\mathrm{\Omega }`$ is the solid angle subtended by the telescope beam. Thus, the optical depth at 8$`\mu `$m, which is given by $`\tau _8(𝐱)=kf_{850}(𝐱)`$, is linearly related to the observed flux at 850$`\mu `$m, with $`k`$ defined by $`\kappa _8/\kappa _{850}=kB_{850}(T_d)\mathrm{\Omega }`$.

The correlation between the flux at 8$`\mu `$m and 850$`\mu `$m in Fig. 3 allows for a determination of $`k`$ (and $`f_8(\mathrm{bg})`$, $`f_8(\mathrm{fg})`$). The overlaid dashed line in Fig. 3 is based on the best-fit model, with $`k=3.75`$, $`f_8(\mathrm{bg})=2.3\times 10^6`$ W m-2 sr-1, and $`f_8(\mathrm{fg})=2.5\times 10^6`$ W m-2 sr-1. Excellent fits are found for a small range around $`k=3.75\pm 0.25`$, implying

$$\frac{\kappa _8}{\kappa _{850}}\frac{1350}{\mathrm{exp}(17\mathrm{K}/T_d)1}.$$
(3)
Observations of molecular lines provide a range of gas temperatures, $`T_\mathrm{K}`$ $``$ 10 – 20 K, with a best-fit value of $`T_\mathrm{K}=15`$K. Theoretical models of the dust temperature toward highly extincted cloud centers (Zucconi et al., 2001; Evans et al., 2001; Kramer et al., 2003) yield lower limits of 5 – 8 K. The corresponding limits on the opacity ratio are 1010 if $`T_d=20`$K and 50 if $`T_d=5`$K.

For diffuse interstellar dust the expected opacity ratio is $`1700`$ (Li & Draine, 2001); however, ice mantles form on the surfaces of dust grains in dense molecular clouds and the grains themselves coagulate. This increases the submillimeter opacity and obscures the silicate features that account for most of the opacity at 8$`\mu `$m (Ossenkopf & Henning, 1994). Ossenkopf and Henning found that, after $`10^5`$yrs of coagulation, dust with thin ice mantles entrained in cold ($`T_\mathrm{K}<20`$K) gas with number density $`n=10^6`$cm-3 produced an opacity ratio between 8$`\mu `$m and 850$`\mu `$m of $`500`$, consistent with these observations if the dust temperature is $`T_d13`$K. Kramer et al. (2003) found a similar increase in the importance of submillimeter emission compared to (near) infrared extinction in the filamentary cloud IC 5148. These result are consistent with evidence for dust growth in cold, dense protoplanetary disks where observations of the slope of the spectral energy distribution are used (Li & Lunine, 2003)

All reasonable dust models require a foreground 8$`\mu `$m emission of $`f_8(\mathrm{fg})f_8(\mathrm{bg})`$ which implies that half of the diffuse mid-infrared emission is produced in front of the filament. This is intriguing given that G11.11-0.12 is only 3.6 kpc away and on the near side of the Galactic Center. The diffuse 8$`\mu `$m emission, while relatively uniform across the IRDC, must be significantly patchy on Galactic scales.

## 3 The Filamentary Structure of G11.11-0.12

The simplest equilibrium model for a filament is that of an isothermal cylinder (Ostriker, 1964) where the density profile as a function of cylindrical radius $`r`$ is given by

$$\rho =\frac{\rho _c}{\left(1+r^2/8r_0^2\right)^2},$$
(4)
where $`\rho _c`$ is the central density and $`r_0`$ is the core radius defined by $`\sigma ^2=4\pi G\rho _cr_0^2`$. The velocity dispersion $`\sigma `$ should be derived from the temperature of the gas for a true isothermal cylinder. However, in most astrophysical cases the measured velocity dispersion within the molecular cloud includes a significant “non-thermal” (turbulent) component.

The surface density profile for an edge on isothermal cylinder is:

$$\mathrm{\Sigma }=\frac{\mathrm{\Sigma }_0}{\left(1+r^2/8r_0^2\right)^{3/2}},$$
(5)
where $`\mathrm{\Sigma }_0=2^{1/2}\pi \rho _cr_0`$. The surface density profile becomes $`\mathrm{\Sigma }r^3`$, at large projected distances from the center of the cylinder.

Most studied filamentary clouds are not well-fit by this profile. L97 in Cygnus (Alves et al., 1998), the Integral Shaped Filament (ISF) in Orion A (Johnstone & Bally, 1999), IC5146 (Lada et al., 1999), and a quiescent filament in Taurus (Stepnik et al., 2003) are all better fit by shallow density profiles with $`\rho r^2`$, which are consistent with surface density profiles of $`\mathrm{\Sigma }r^1`$. Such profiles are well-fit by the Fiege & Pudritz (2000) model, which features a helical magnetic field. The $`r^2`$ density profile is obtained in FP models with a dominant toroidal field component, but steeper profiles are possible when the poloidal field dominates. Submillimeter polarization measurements trace the geometry of the magnetic field and provide additional evidence in support of the FP helical field model, which has been shown to agree with polarization maps of the ISF (Matthews et al., 2001) and NGC2024 (Matthews et al., 2002).

The radial structure of two well-defined regions of the G11.11-0.12 filament, a northern segment including P3 and P4, and a southern segment including P1 and P2, have been analyzed. The average intensity distributions orthogonal to the spine of the filament were determined using the same technique as applied to the ISF (Johnstone & Bally, 1999), and are presented in Fig. 4. The G11.11-0.12 segments appear similar to each other, with a marginally resolved central region connecting to an outer region characterized by a density profile steeper than $`r^3`$. This is in contrast to results for the ISF where the central region is unresolved, and whose surface density only falls off as $`r^{1.0\pm 0.25}`$ at large radii $`rr_0`$ (Johnstone & Bally, 1999).

The emission from each section of G11.11-0.12 is reasonably fit by an isothermal profile (dashed lines in Fig. 4) allowing for an estimation of the core radius $`r_0`$. The core radius varies from $`r_0=0.12\pm \mathrm{\hspace{0.17em}0.02}`$pc in the northern segment to $`r_0=0.10\pm \mathrm{\hspace{0.17em}0.02}`$pc in the southern segment (assuming a $`3.6`$kpc distance to G11.11-0.12). The measured peak flux is $`f_0=0.20\pm \mathrm{\hspace{0.17em}0.03}`$Jy/beam and $`f_0=0.43\pm \mathrm{\hspace{0.17em}0.06}`$Jy/beam, respectively, where the uncertainty in the peak flux is primarily due to uncertainties in the 850$`\mu `$m calibration. The observed dust emission can be converted to a central surface density $`\mathrm{\Sigma }_0`$, despite uncertainty in both the dust temperature and emissivity, using

$$\mathrm{\Sigma }_0=0.13\left(\frac{f_0}{1\mathrm{Jy}/\mathrm{beam}}\right)\left(\frac{\kappa _{850}}{0.02\mathrm{cm}^2\mathrm{g}^1}\right)^1\left[\mathrm{exp}(17\mathrm{K}/T_d)1\right]\mathrm{g}\mathrm{cm}^2.$$
(6)
Assuming a typical dust temperature of $`13`$K, a gas-to-dust ratio of 100, and a dust emissivity $`\kappa _{850}=0.02\mathrm{cm}^2\mathrm{g}^1`$ (Ossenkopf & Henning, 1994), the central surface density is $`0.07\pm \mathrm{\hspace{0.17em}0.01}`$g cm-2 in the northern segment and $`0.15\pm \mathrm{\hspace{0.17em}0.02}`$g cm-2 in the southern segment. If the dust temperature were much lower, the column density would be significantly larger.

The central number density of H2 atoms can also be derived from the profile:

$$n_c=2.6\times 10^4\left(\frac{f_0}{1\mathrm{Jy}/\mathrm{beam}}\right)\left(\frac{r_0}{0.1\mathrm{pc}}\right)^1\left(\frac{\kappa _{850}}{0.02\mathrm{cm}^2\mathrm{g}^1}\right)^1\left[\mathrm{exp}(17\mathrm{K}/T_d)1\right]\mathrm{cm}^3.$$
(7)
For the canonical dust properties, $`n_c=1.1\pm \mathrm{\hspace{0.17em}0.3}\times 10^4`$cm-3 in the northern segment, and $`n_c=3.3\pm \mathrm{\hspace{0.17em}0.7}\times 10^4`$cm-3 in the southern segment. The measured C18O linewidth observed for G11.11-0.12 near the location of P2 is $`\sigma =0.9`$km/s, allowing for an independent measure of the central density, $`n_c=3.4\pm 0.6\times 10^4`$cm-3, via the core radius definition. The agreement between these two derivations of central density provides support for the isothermal model. However, more complex filamentary models, including poloidal and toroidal magnetic components, may produce as good or better fits to the data (Fiege et al., 2003).

## 4 Discussion and Conclusions

G11.11-0.12 is the first molecular filament observed to have a radial density profile steeper than $`r^3`$ at large radii $`rr_0`$. A non-magnetic isothermal cylinder model (Ostriker, 1964) provides a reasonable fit to both the profile and the measured constraints: submillimeter flux, temperature, velocity dispersion, and core radius. The data might also be consistent with the generalized magnetic Stodolkiewicz model (Stodólkiewicz, 1963; Nakamura et al., 1993), whose density profile is identical to that of the Ostriker model, except that the core radius definition takes into account the effects of a helical magnetic field. The data are not consistent with the toroidally dominated regime of the FP model, which results in much more shallow density profiles (Fiege & Pudritz, 2000). Work is in progress to provide a detailed parameter space exploration and numerical fits to the Ostriker model, the generalized Stodolkiewicz model and the full range of the FP model, including the steep profiled regime that is dominated by the poloidal field component.

The IRDCs are thought to be a cold, dense, and quiescent class of molecular clouds (Egan et al., 1998; Carey et al., 1998, 2000). The dust properties measured for G11.11-0.12 between the mid-infrared and the submillimeter are consistent with this interpretation; however, the theoretical models of Ossenkopf & Henning (1994) require approximately 10$`^5`$yrs for grain coagulation to become important and thus place a lower limit on the lifetime of the cloud. The dynamical time of a self-gravitating non-magnetic isothermal filament, $`t_d(G\rho _c)^{1/2}`$, on which the filament might be expected to fragment and form stars, is similar to the crossing time $`t_c2r_0/\sigma `$, which can be calculated directly from the observations; $`t_c2\times 10^5`$yrs. Thus, the required coagulation time does not pose severe constraints on the equilibrium of the filament. It is harder to reconcile the filament’s moderate central density $`n_c=14\times 10^4`$cm-3, which is well below the value of $`10^6`$cm-3 assumed by Ossenkopf and Henning in their coagulation calculations. It is possible that the dense gas in the core of the filament is clumped. Further studies of the correlation between 8$`\mu `$m extinction and submillimeter emission in this and other IRDCs should prove beneficial.


text:
# Towards a quantitative phase-field model of two-phase solidification

Present address: \] Universiteit Leiden, Postbus 9506, 2300 RA Leiden, The Netherlands.

## Abstract

We construct a diffuse-interface model of two-phase solidification that quantitatively reproduces the classic free boundary problem on solid-liquid interfaces in the thin-interface limit. Convergence tests and comparisons with boundary integral simulations of eutectic growth show good accuracy for steady-state lamellae, but the results for limit cycles depend on the interface thickness through the trijunction behavior. This raises the fundamental issue of diffuse multiple-junction dynamics.

Complex microstructures that arise during alloy solidification are a classical example of pattern formation patterns  and influence the mechanical properties of the finished material Kurz . A long-standing challenge is to understand the pattern selection starting from the basic ingredients: bulk transport, solute and heat rejection on the solidification front, and the front’s local response. Simple as it may seem, this free boundary problem (FBP) accurately describes many experimental features, but has few analytic solutions, so that numerical modeling is mandatory.

The phase-field method pf  has become the method of choice for simulating solidification fronts solidif , and more generally for tackling FBPs and interfacial pattern formation phenomena, e.g. in materials science materials  and fluid flow vf . Its main advantage (essential in three dimensions) is that it circumvents front tracking by using phase fields to locate the fronts. These fields interpolate between different constant values in each bulk phase through interfacial regions of thickness $`W`$. The model is then required to reproduce the FBP in the sharp-interface limit, in which the extra length scale $`W`$ vanishes.

In practice, simulations have to resolve the variation of the phase fields through the interfaces, so that $`W`$ must stay finite. Their results generally depend on the ratio $`W/\mathrm{}`$, where $`\mathrm{}`$ is a relevant length scale of the FBP. Explicit corrections to the original FBP to first order in $`W/\mathrm{}`$ have been calculated by a so-called thin-interface analysis in a few cases, and some canceled out KarmaRappel ; Almgren ; KarmaPRL ; vf . A complete cancellation, achieved for single-phase solidification KarmaRappel ; KarmaPRL , means that results become independent of $`W/\mathrm{}`$ for some finite value of $`W`$. The correct FBP is then reproduced already at that value, much larger than the thickness of real interfaces, enabling quantitative contact in three dimensions between simulations, theory, and experiments in reasonable simulation times KarmaTip .

Here, we extend these advances to two-phase solidification, which already includes the most widespread solidification microstructures after dendrites: eutectic composites. They consist of alternate lamellae of two solids ($`\alpha `$ and $`\beta `$) or of rods of one solid embedded in the other, growing from a melt $`L`$ near a eutectic point, where all three phases coexist at equilibrium. The interplay between capillarity and diffusive bulk transport between adjacent solid phases can give rise to more complex patterns and nonlinear phenomena such as bifurcations, limit cycles, solitary waves, and spatiotemporal chaos Ginibre97 .

A two-phase solidification front consists of (i) solid-liquid interfaces and (ii) trijunction points where all three phases meet. Our strategy is to construct a phase-field model that allows us to analyze the thin-interface behavior of (i) separately from (ii). We quantitatively reproduce the correct FBP on (i); (ii) satisfy Young’s law at equilibrium. We test convergence in $`W/\mathrm{}`$ for lamellar eutectic growth at experimentally relevant parameters, and compare our results to boundary integral (BI) KarmaSarkissian  simulations and other phase-field models. For steady states, we achieve good agreement with the BI and a drastically improved, fast convergence compared to previous models. In contrast, convergence is slow for limit cycles, due to a trijunction behavior affecting the overall dynamics.

We use one phase field $`p_i`$ to indicate presence ($`p_i=1`$) or absence ($`p_i=0`$) of each phase $`i=\alpha ,\beta ,\mathrm{L}`$ in the spirit of volume fractions Steinbach96 , which requires

$$p_\alpha +p_\beta +p_\mathrm{L}=1.$$
(1)
The phase fields evolve in time to minimize a free energy functional $``$ of $`\stackrel{}{p}(p_\alpha ,p_\beta ,p_\mathrm{L})`$, the solute concentration, and temperature,

$$\frac{p_i}{t}=\frac{1}{\tau (\stackrel{}{p})}\frac{\delta }{\delta p_i}|_{p_\alpha +p_\beta +p_\mathrm{L}=1}i,$$
(2)
where $`\tau (\stackrel{}{p})`$ is a phase-dependent relaxation time. This classical problem of minimizing a functional subject to a constraint is treated by the method of Lagrange multipliers; $`(\delta /\delta p_i)|_{p_\alpha +p_\beta +p_\mathrm{L}=1}=\delta /\delta p_i(1/3)_j\delta /\delta p_j`$ for three phases, where the functional derivatives on the r.h.s. are now taken as if all $`p_i`$ were independent.

To distinguish between phases, earlier phase-field models of two-phase solidification used either the usual solid–liquid phase field and the local concentration Karma94  or introduced a second, $`\alpha `$$`\beta `$ phase field Wheeler96 . Across a solid–liquid interface, both fields must vary, so that their dynamics are coupled, which complicates a thin-interface analysis. The same is true for a generic choice of $``$ in Eq. (2). However, if on an $`i`$$`j`$ interface we can assure that the third phase field $`p_k`$ is exactly zero, $`p_i`$ or $`p_j`$ can be eliminated using Eq. (1), so that the interface can be described in terms of a single independent variable. This was recently achieved using a free energy with cusp-like minima Garcke99 , but no thin-interface analysis is available for that model. We also achieve absence of the third phase, but using a smooth free energy, by requiring $`p_k=0`$ to be a stable solution for $`p_k`$ of Eqs. (2) for each $`i`$$`j`$ interface:

$`{\displaystyle \frac{\delta }{\delta p_k}}|_{p_\alpha +p_\beta +p_\mathrm{L}=1,p_k=0}=0k,`$ (3a)
$`{\displaystyle \frac{\delta ^2}{\delta p_k^2}}|_{p_\alpha +p_\beta +p_\mathrm{L}=1,p_k=0}>0k.`$ (3b)
The advantage is that the simplest choice for $``$ yields a model that turns out to coincide with the quantitative model of Ref. KarmaPRL  on those $`i`$$`j`$ interfaces.

To construct our free energy, we split it into parts,

$$=_Vf_{\mathrm{grad}}+f_{\mathrm{TW}}+\stackrel{~}{\lambda }f_c.$$
(4)
The first is a free energy penalty

$$f_{\mathrm{grad}}=\frac{W^2}{2}\underset{i}{}\left|\stackrel{}{}p_i\right|^2$$
(5)
for the gradients of the phase fields that provides the interface thickness $`W`$. The next is a triple-well potential

$$f_{\mathrm{TW}}=\underset{i}{}p_i^2\left(1p_i\right)^2$$
(6)
that generates the basic “landscape”: one well per pure phase and “valleys” with double-well profiles along each $`p_k=0`$ cut, separated by a potential barrier on trijunctions $`p_\alpha =p_\beta =p_\mathrm{L}=1/3`$. The last part has a strength $`\stackrel{~}{\lambda }`$ (a constant that controls convergence) and couples the phase fields $`p_i`$ to the temperature $`T`$ and the solute concentration $`C`$ through $`c(C)(CC_\mathrm{E})/\mathrm{\Delta }C`$, where $`\mathrm{\Delta }CC_\beta C_\alpha `$, $`C_\alpha `$ and $`C_\beta `$ are the limits of the eutectic plateau, and $`(C_\mathrm{E},T_\mathrm{E})`$ is the eutectic point,

$$f_c=\underset{i}{}g_i(\stackrel{}{p})\left[B_i(T)\mu A_i(T)\right],$$
(7)
where we have introduced the chemical-potential-like variable $`\mu c_iA_i(T)h_i`$, and $`g_i(\stackrel{}{p})`$ and $`h_i(\stackrel{}{p})`$ (given below) interpolate between $`0`$ for $`p_i=0`$ and $`1`$ for $`p_i=1`$.

The term $`f_c`$ drives the system out of equilibrium by unbalancing the pure phase free energies: Each well $`i`$ is shifted by an amount $`B_i\mu A_i`$. The equilibrium value $`\mu =\mu _{\mathrm{eq}}^{ij}=(B_jB_i)/(A_jA_i)`$ gives equal shifts and hence restores the balance between phases $`i`$ and $`j`$; from the definition of $`\mu `$, we obtain $`c_i^{ij}=A_i+\mu _{\mathrm{eq}}^{ij}`$ for the concentration in phase $`i`$ coexisting with phase $`j`$. A eutectic phase diagram with constant concentration gaps and straight liquidus and solidus lines is generated by $`A_i=c_ic(C_i)`$ and $`B_i=c_i(TT_E)/(m_i\mathrm{\Delta }C)`$, with $`m_i`$ the (signed) liquidus slopes, $`i=\alpha ,\beta `$. Non-constant concentration gaps and peritectic phase diagrams can also be treated. Without loss of generality, $`A_\mathrm{L}=B_\mathrm{L}=0`$.

In order for $`\mu =\mu _{\mathrm{eq}}^{ij}`$ to keep the balance all across the $`i`$$`j`$ interface as $`p_i`$ goes from $`0`$ to $`1`$, we require

$$g_i(p_i,p_j,0)=1g_i(p_j,p_i,0)i.$$
(8)
Otherwise, several thin-interface corrections arise Almgren ; KarmaPRL . The simplest choice satisfying also Eq. (3a) is $`g_i=p_i^2\{15(1p_i)[1+p_i(p_kp_j)^2]+p_i(9p_i^25)\}/4`$.

The evolution of $`\mu `$ is obtained from its definition and mass conservation, $`_tc+\stackrel{}{}\stackrel{}{J}=0`$, $`\stackrel{}{J}=Dp_\mathrm{L}\stackrel{}{}\mu +\stackrel{}{J}_{\mathrm{AT}}`$:

$$\frac{\mu }{t}=D\stackrel{}{}\left(p_\mathrm{L}\stackrel{}{}\mu \right)\underset{i}{}A_i\frac{h_i}{t}\stackrel{}{}\stackrel{}{J}_{\mathrm{AT}},$$
(9)
where $`Dp_\mathrm{L}\stackrel{}{}\mu `$ is the usual diffusion current, with a diffusivity that varies from $`D`$ in the liquid to $`0`$ in the solid (one-sided model), and $`\stackrel{}{J}_{\mathrm{AT}}`$ is an extension of the antitrapping current introduced in KarmaPRL  that counterbalances spurious solute trapping,

$$\stackrel{}{J}_{AT}\widehat{n}_\mathrm{L}\frac{W}{2\sqrt{2}}\underset{i=\alpha ,\beta }{}A_i\frac{p_i}{t}(\widehat{n}_i\widehat{n}_\mathrm{L}),$$
(10)
where $`\widehat{n}_i=\stackrel{}{}p_i/|\stackrel{}{}p_i|`$ are unit vectors normal to $`i`$–L interfaces, and $`\widehat{n}_i\widehat{n}_\mathrm{L}`$ prevents solute exchange between the two solids. The model is not variational, because of the term $`\stackrel{}{J}_{\mathrm{AT}}`$ and because $`\mu f_c/c`$, but enables us to use $`h_i=p_i`$, which allows for a coarser discretization KarmaRappel .

Our model \[Eqs. (2) and (9)\] has stable interface solutions connecting two coexisting phases $`i`$ and $`j`$: $`\mu =\mu _{\mathrm{eq}}^{ij}`$, $`p_i=1p_j=\{1\pm \mathrm{tanh}[r/(W\sqrt{2})]\}/2`$ (with $`r`$ the distance to the interface), $`p_k=0`$. Since these solutions are identical for all $`i`$-$`j`$ pairs, so are the $`i`$-$`j`$ surface tensions. Unequal surface tensions can be obtained by adding new terms in Eq. (4) that shift the $`i`$$`j`$ free energy barriers.

Remarkably, on solid–liquid ($`i`$–L) interfaces, assuming a weak dependence of the $`A_i`$, $`B_i`$ on $`T`$, and $`\tau (\stackrel{}{p})=\tau _i`$, the change of variables $`\varphi _i=p_ip_\mathrm{L}`$, $`u=(\mu _{eq}^{i\mathrm{L}}\mu )/A_i`$ maps Eqs. (2) and (9) to the quantitative model with constant concentration gap in KarmaPRL , up to numerical prefactors. The thin-interface limit can hence be deduced by inspection and yields the classic FBP on $`i`$–L interfaces,

$`_tc`$ $`=`$ $`D^2c,`$ (11a)
$`D\widehat{n}_i\stackrel{}{}c`$ $`=`$ $`v_n(c_i^{iL}c_L^{iL}),`$ (11b)
$`c`$ $`=`$ $`\left({\displaystyle \frac{TT_\mathrm{E}}{|m_i|\mathrm{\Delta }C}}+d_i\kappa +\beta _iv_n\right),`$ (11c)
where Eq. (11a) holds in the liquid and the others are boundary conditions on the interface that has normal velocity $`v_n`$ and curvature $`\kappa `$; the minus (plus) refers to $`i=\alpha `$ ($`\beta `$), and the capillary lengths $`d_i`$ and kinetic coefficients $`\beta _i`$ read in terms of our model parameters

$`d_i`$ $`=`$ $`a_1{\displaystyle \frac{W}{|A_i|\stackrel{~}{\lambda }}},`$ (12)
$`\beta _i`$ $`=`$ $`a_1\left[{\displaystyle \frac{\tau _i}{|A_i|\stackrel{~}{\lambda }W}}a_2{\displaystyle \frac{|A_i|W}{D}}\right],`$ (13)
with $`a_1=\sqrt{2}/3`$ and $`a_2=1.175`$. The constant $`\stackrel{~}{\lambda }W/d_i`$ in Eqs. (4), (12) and (13) controls the convergence to the original FBP. Any set of $`\beta _i`$ can be treated with suitable $`\tau _i`$. We consider here $`\beta _\alpha =\beta _\beta =0`$, which is achieved with $`\tau _i=a_2A_i^2\stackrel{~}{\lambda }W^2/D`$. The different $`\tau _i`$ for $`A_\alpha A_\beta `$ (e.g. different concentration gaps) are interpolated by $`\tau (\stackrel{}{p})=\overline{\tau }+(1/2)(\tau _\alpha \tau _\beta )(p_\alpha p_\beta )/(p_\alpha +p_\beta )`$, $`\tau (p_\alpha +p_\beta =0)=\overline{\tau }`$, with $`\overline{\tau }=(\tau _\alpha +\tau _\beta )/2`$.

We test our model in directional solidification with $`T=T_\mathrm{E}+G(zVt)`$, where $`G>0`$ is the thermal gradient and $`V>0`$, the pulling speed, both directed along the $`z`$ axis. Half a eutectic lamellae pair of total width $`\lambda `$ is simulated in two dimensions ($`x`$ and $`z`$) with no-flux boundary conditions in the midline of each lamella, using a finite-difference Euler scheme with a grid spacing $`\mathrm{\Delta }x=0.8W`$ (coarser far into the liquid to improve efficiency). We adopt $`l_D/\overline{d}=51200`$ and $`\overline{l}_T/l_D=4`$, where $`l_DD/V`$ is the diffusion length, $`l_T^i|m_i|\mathrm{\Delta }c/G`$ are the thermal lengths, and $`\overline{d}(d_\alpha +d_\beta )/2`$, $`\overline{l}_T(l_T^\alpha +l_T^\beta )/2`$. These correspond to typical experimental values $`G100K/cm`$, $`V1\mu m/s`$ for CBr4-C2Cl6, an organic eutectic for which accurate experimental data exist Ginibre97 . We use $`m_\alpha =m_\beta `$, $`c_\alpha =c_\beta `$ (a symmetric phase diagram) or $`m_\beta /m_\alpha =2`$, $`c_\beta /c_\alpha =d_\alpha /d_\beta =2.5`$ (one close to CBr4-C2Cl6). In both cases $`\mu (z+\mathrm{})=0`$ (eutectic composition). We test convergence to the thin-interface limit with decreasing $`W`$ by conversely increasing $`\lambda /W`$ while keeping all the ratios above and $`\lambda /\lambda _{\mathrm{min}}`$ fixed, where $`\lambda _{\mathrm{min}}\sqrt{\overline{d}l_D}`$ is the minimal undercooling spacing Jackson66 . This is achieved by varying the constant $`\stackrel{~}{\lambda }`$ in Eq. (12).

Figure 1 shows the solid–liquid interfaces of a steady-state lamellae pair calculated by different phase-field models and the boundary integral method (BI) KarmaSarkissian  for $`\lambda \lambda _{\mathrm{min}}`$. For the symmetric phase diagram \[Fig. 1(a)\], our model (thin solid lines) agrees well with the BI (thick solid line). Moreover, the curves at $`\lambda /W=64`$, 92 and 128 are indistinguishable. This means that the results are independent of $`\lambda /W`$ for $`\lambda /W64`$, the signature of a quantitative model. In contrast, if we remove the antitrapping current in our model, $`\stackrel{}{J}_{\mathrm{AT}}=\stackrel{}{0}`$, which leads to solute trapping and finite interface kinetics, the results depend on $`\lambda /W`$ for all the range from 32 (bottom dashed line) to 128 (top one). The convergence of models not backed by a thin-interface analysis can even be slower, as shown by the dotted curves for a qualitative version of our model with $`h_i=g_i`$ violating Eq. (8) and $`\stackrel{}{J}_{\mathrm{AT}}=\stackrel{}{0}`$ Dresden ; in this situation, several thin-interface corrections to the FBP occur simultaneously Almgren ; KarmaPRL .

Results are similar for the phase diagram close to CBr4-C2Cl6 \[Fig. 1(b)\]. The convergence is somewhat slower, since one of the lamellae is thinner and needs to be properly resolved. Some small deviation from the BI persists, probably due to the trijunction behavior (see below). In the inset, we plot the average undercooling vs. $`\lambda /W`$. This is a less stringent test, as shown by the fact that results for our model are converged already for $`\lambda /W=32`$. However, those for the model with $`\stackrel{}{J}_{\mathrm{AT}}=\stackrel{}{0}`$ still depend on $`\lambda /W`$ at $`\lambda /W=128`$, which illustrates how all corrections need to be canceled before quantitative results can be achieved.

Next, we increase $`\lambda `$ to $`2.2\lambda _{\mathrm{min}}`$, close above the threshold $`\lambda 2\lambda _{\mathrm{min}}`$ KarmaSarkissian  for the bifurcation from steady lamellae to oscillatory limit cycles, a situation in which the oscillation amplitude is very sensitive to all parameters. Indeed, for the symmetric phase diagram and $`\lambda /W=64`$, the qualitative model of Ref. Dresden  still yields lamellae, whereas the present model correctly produces cycles, which are shown in Fig. 2(a). However, the amplitude of the trijunction oscillation $`A/\lambda `$, defined as its maximal displacement in $`x/\lambda `$, strongly depends on $`\lambda /W`$, as shown in Fig. 2(b). An extrapolation yields $`A(\lambda /W\mathrm{})=0.142\lambda `$, not far from the BI result $`A=0.139\lambda `$, but the results are still not converged for $`\lambda /W=192`$, in strong contrast to the steady-state behavior. This suggests that some correction(s) to the FBP in $`W/\lambda `$ remain in our model. Since solid–liquid interfaces are controlled, we turn to the the trijunctions.

The solid (dashed) lines in Fig. 2(c) show a first (later) snapshot of the interfaces close to a turning point of the trijunction trajectory. In the later one the trijunction has moved away and only the $`\alpha `$$`\beta `$ interface remains, which has slightly moved sideways. In the one-sided FBP, (i) the $`\alpha `$$`\beta `$ interface cannot move, so it is the trace left by the trijunction, and (ii) its direction close to the trijunction approaches that of the trijunction velocity. In a diffuse-interface model, the diffusivity behind the trijunction point $`p_\alpha =p_\beta =p_\mathrm{L}=1/3`$ falls to zero on the scale of $`W`$, so that (i) and (ii) do not hold. We consistently observe the displacement to be a fraction of $`W`$ fairly independent of $`\lambda /W`$, and the whole trijunction to be slightly rotated with respect to its velocity, features also observed for the steady state in Fig. 1b. This effect explains the remaining mismatch between phase-field and BI in Fig. 1b and the slow convergence of $`A/\lambda `$ here.

We have presented a phase-field model of two-phase solidification that coincides with the best models to date KarmaRappel ; KarmaPRL  on solid–liquid interfaces, whose dynamics are completely controlled. This has allowed us to identify the role of diffuse trijunctions in the convergence of the results. Understanding their dynamics is both a fundamental issue and a prerequisite for a fully quantitative modeling of multiphase solidification: First, a thin-interface analysis of the trijunction region in the phase-field model is lacking. Even so, our model is expected to be precise and yield a substantial efficiency gain for small curvatures of trijunction trajectories, which makes it a promising tool for three-dimensional simulations. Second, the free boundary problem to converge to should also be reconsidered. It was shown elsewhere that Young’s condition on the angles between interfaces is violated out of equilibrium for kinetically limited growth Caroli ; here, the global trijunction rotation was found to be fairly independent of the interface thickness, so that it might persist for real nanometric interfaces. These effects should be further investigated, possibly by atomistic simulations.

We thank S. Akamatsu and G. Faivre for discussions, A. Karma for the BI code, and Centre National d’Études Spatiales (France) for support. R. F. also acknowledges a European Community Marie Curie Fellowship.