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# Spontaneously generated X-shaped light bullets

## Abstract

We observe the formation of an intense optical wavepacket fully localized in all dimensions, i.e. both longitudinally (in time) and in the transverse plane, with an extension of a few tens of fsec and microns, respectively. Our measurements show that the self-trapped wave is a X-shaped light bullet spontaneously generated from a standard laser wavepacket via the nonlinear material response (i.e., second-harmonic generation), which extend the soliton concept to a new realm, where the main hump coexists with conical tails which reflect the symmetry of linear dispersion relationship.

Defeating the natural spreading of a wavepacket (WP) is a universal and challenging task in any physical context involving wave propagation. Ideal particle-like behavior of WPs is demanded in applications, such as microscopy, tomography, laser-induced particle acceleration, ultrasound medical diagnostics, Bose-Einstein condensation, volume optical-data storage, optical interconnects, and those encompassing long-distance or high-resolution signal transmission. The quest for light WPs that are both invariant (upon propagation) and sufficently localized in all dimensions (3D, i.e., both transversally and longitudinally or in time) against spreading ”forces” exerted by diffraction and material group-velocity dispersion (GVD, $`k^{\prime \prime }=d^2k/d\omega ^2|_{\omega _0}`$) has motivated long-standing studies, which have followed different strategies in the linear durnin87 ; theoryXwave ; lg92 ; saari97 ; mugnai00  and nonlinear bullet ; wise  regime, respectively.

In the linear case, to counteract material (intrinsic) GVD, one can exploit the angular dispersion (i.e., dependence of propagation angle on frequency) that stems from a proper WP shape. The prototype of such WPs is the X-wave theoryXwave , a non-monochromatic, yet non-dispersive, superposition of non-diffracting cylindrically symmetric Bessel $`J_0`$ (so-called conical or Durnin durnin87 ) beams, experimentally tested in acoustics lg92 , optics saari97  and microwave antennae mugnai00 . Importantly, in the relevant case of WPs with relatively narrow spectral content both temporally (around carrier frequency $`\omega _0`$) and spatially (around propagation direction $`z`$, i.e. paraxial WPs), X-waves require normally dispersive media ($`k^{\prime \prime }>0`$). In this case, a WP with disturbance $`E(r,t,z)\mathrm{exp}(ik_0zi\omega _0T)`$ ($`k_0k(\omega _0)`$, $`r^2x^2+y^2`$), has a slowly-varying envelope $`E=E(r,t,z)`$ obeying the standard wave equation

$$\widehat{L}(\omega _0)E=0;\widehat{L}(\omega _0)i_z+\frac{1}{2k_0}_{}^2\frac{k^{\prime \prime }}{2}_{tt}^2.$$
(1)
Laplacian, where $`_{}^2=_{rr}^2+r^1_r`$ is the transverse Laplacian, and we limit our attention to luminal WPs traveling at light group-velocity $`1/k^{}=dk/d\omega |_{\omega _0}^1`$ by introducing the retarded time $`t=Tk^{}z`$ in the WP barycentre frame. Propagation-invariant waves $`E(r,t,z)=E(r,t,z=0)\mathrm{exp}(i\beta z)`$ can be achieved whenever their input spatio-temporal spectra $`E(K,\mathrm{\Omega },z=0)`$ lie along the characteristics of the dispersion relationship $`k^{\prime \prime }\mathrm{\Omega }^2/2K^2/(2k_0)=\beta `$, which follows from Eq. (1) in Fourier space $`(K,\mathrm{\Omega })`$ ($`K`$ is the transverse wavevector related to cone angle with $`z`$-axis $`\theta \mathrm{sin}\theta =K/k_0`$, and $`\mathrm{\Omega }=\omega \omega _0`$). In the normal GVD regime ($`k^{\prime \prime }>0`$) these curves, displayed in Fig. 1(a), reflect the hyperbolic nature of the wave equation (1) and show the common asymptotic spectral X-shape associated with the lines $`K=\pm 2k_0k^{\prime \prime }\mathrm{\Omega }`$ ($`\beta =0`$). When the spectral components lying along such X are superimposed coherently (in phase), the field in the physical space $`(r,t)`$ also retains a propagation invariant X-shape, as entailed e.g. by the exact solution $`E=\mathrm{Re}\{[(\mathrm{\Delta }it)^2+k_0k^{\prime \prime }r^2]^{1/2}\}`$ of Eq. (1) shown in Fig. 1(b-c). Here $`\mathrm{\Delta }`$ represents duration of the X-wave central hump. Main features of these waves are the conical (clepsydra) 3D structure and the slow spatial decay ($`1/r`$ characteristic of $`J_0`$ components durnin87 ), displayed by Fig. 1(b) and (c), respectively.
Conversely, in the nonlinear (high intensity) regime, non-spreading WPs exploit the idea that, in self-focusing media, the nonlinear wavefront curvature can simultaneously balance the curvature due to diffraction and to GVD, combining features of spatial soliton  and temporal temporal  solitons to form a bell-shaped 3D-localized WP $`E(r,t)`$, so-called light-bullet bullet . In sharp contrast with X-waves, such compensation strictly requires anomalous GVD ($`k^{\prime \prime }<0`$) bullet , thus implying that along the WP tails, where Eq. (1) still holds true, space $`r`$ and time $`t`$ play the same role giving rise to strong WP localization math . Stable trapping, however, has been observed only in setting of reduced dimensionality (2D) wise ; eis01 , including also other contexts, e.g. spin spin  or atomic waves BEC1  (3D kinetic energy and atom-atom attractive interactions act exactly as diffraction-GVD and self-focusing, respectively) where similar trapping mechanisms hold true.
In this work, we outclass the two approaches by demonstrating that space-time localization in the normal GVD regime becomes accessible in the nonlinear regime. Trapping is accomplished by mutual balance of intrinsic, shape-induced, and nonlinear contributions in a new type of WP, namely a nonlinear X-wave, which permits to get over two limitations at once. First, in contrast with linear X-waves, whose observation requires non-trivial input beam shaping lg92 ; saari97 , our experiment reveals a remarkable ”mode-locking” process that, starting from a conventional (gaussian) laser WP, spontaneously performs the reshaping into a localized X-shaped WP. Second, we believe this to be the first genuine nonlinear trapping in full-dimensional 3D physical space, since to date material and/or instability limitations bullet ; wise  have rendered the observation of light 3D bullets elusive.
Figure 2 describes the strong localization features observed after propagation in a $`22`$ mm long sample of lithium triborate (LBO) $`\chi ^{(2)}`$ crystal. At the input we launch a laser WP at fundamental frequency (FF) $`\omega _0=2\pi c/\lambda _0`$, $`\lambda _0=1060`$ nm, with gaussian profile in both $`t`$ (with FWHM duration in the $`100200`$ fs range ) and $`r`$ ($`45\mu `$m FWHM at waist, located few mm before the crystal so that the input beam is slightly diverging). The LBO crystal is tuned for generation of optical second-harmonic (SH) in the regime of relatively large positive phase mismatch $`\mathrm{\Delta }k=2k(\omega _0)k(2\omega _0)=30cm^1`$ or effective self-focusing for the FF beam reviewSHG . When the input energy exceeds about $`0.25`$ $`\mu `$J, mutually trapped localized WPs at FF and SH are observed (see Fig. 2). Time-integrated measurements of spatial profiles (Fig. 2, top) indicate that diffraction is fully defeated to yield a spatial soliton-like beam soliton , while temporal autocorrelations reveal a single pulse which is strongly compressed (down to $`20`$ fs, see Fig. 2, bottom). Remarkably nonlinear mixing balances the two highest-order dispersive effects, namely the tendency of FF and SH to walk-off due to group-velocity mismatch (GVM) $`\delta V=k^{}(2\omega _0)k^{}(\omega _0)`$ and GVD, which act in the linear regime over characteristic length scales $`50`$ and $`2.5`$ times shorter than the crystal length, respectively. Relying on nonlinear scenarios known to date, the present result is unexpected. In fact, the normal GVD and the strong GVM of LBO do not allow an explanation in terms of light bullets, whereas the dynamics of self-focusing with normal GVD is dominated by pulse splitting without envisaging localization whatsoever splitting .

In order to get a deeper understanding, we performed a set of numerical experiments by integrating the well-known model reviewSHG , which generalizes Eq. (1) to nonlinear coupling of envelopes $`E_m(r,t,z)`$ ($`m=1,2`$, carrier $`m\omega _0`$)

$$\begin{array}{c}\widehat{L}(\omega _0)E_1+\chi E_2E_1^{}\mathrm{exp}(i\mathrm{\Delta }kz)=0,\hfill \\ \widehat{L}(2\omega _0)E_2+\delta V_tE_2+\chi E_1^2\mathrm{exp}(i\mathrm{\Delta }kz)=0,\hfill \end{array}$$
(2)
In Fig. 3 (top) we show snapshots of the space-time evolution. It is clear that, in the first stage ($`z=1015`$ mm), the generation of light at SH is accompanied by strong self-focusing, in turn inducing pulse compression (in spite of the normal GVD that would cause temporal broadening of plane-waves). The WP becomes asymmetric since self-focusing is stronger where the SH, which lags behind because of GVM, tends to be. More importantly, during this process the WP undergoes a strong reshaping, where a large fraction of energy is radiated off-axis to form the tails of a conical wave (see snapshot at $`z=20`$ mm). After this stage, however, the collapse stops and the WP propagates (locked with the SH) with immutable shape and nearly constant energy, duration, and size.
By changing the parameters in Eqs. (2) we can conclude that: (i) nonlinearity is the key element that drives the reshaping and holds the WP together. In fact, by switching it off after the transient (i.e., $`\chi =0`$ for $`z>20`$ mm), the WP exhibits strong diffraction and extremely fast FF-SH walk-off. The reshaped WP can by no means be considered a linear X-wave; (ii) in our crystal, GVM is the dominant dispersion term affecting the asymptotic duration and width of the localized WP (both decrease for smaller GVM). However, (symmetric) X-shaped WPs are formed also in the ideal case of vanishing GVM, provided that GVD is normal; (iii) the WP reshaping strongly affects the phase modulation process, which reveals the contribution of an effective anomalous GVD; (iv) by including additional cubic nonlinearities reviewSHG , the phenomenon remains qualitatively unchanged.
A more rigorous ground for explaining the dramatic reshaping shown in Fig. 3 is offered by the investigation of two different aspects, both implicitly accounted for by Eqs. (2): (i) the stability of continuous plane-waves; (ii) the existence of nonlinear X-shaped eigensolutions. Though somewhat idealized, the results of this analysis allow gathering the two basic features of the spatio-temporal dynamics, namely the transient reshaping of the input gaussian-like WP followed by the quasi-stationary regime.
The linear stability analysis of $`z`$-invariant solutions of Eqs. (2) with ideally vanishing spatio-temporal spectral width (i.e., continuous plane waves) always reveal the presence of exponentially growing weak (up to noise level) perturbations with definite frequency $`K,\mathrm{\Omega }`$. However, the instability features reflect the symmetry of the linear wave equation, thus being qualitatively different in the normal and anomalous GVD regime, respectively. While anomalous GVD leads to narrow bandwidth features as in conventional spatial or temporal modulational instability reviewSHG , the hyperbolic structure of the diffraction-dispersion operator in the normal GVD regime of our experiment leads to exponential amplification of conical wave perturbations (Bessel $`J_0`$ beams) with frequencies basically approaching the asymptotes of Fig. 1(a) conicalSHG . When growing spontaneously from noise, the amplified components in the virtual infinite bandwidth (in reality limited by non-paraxiality and higher-order dispersion not accounted for in Eqs. (1-2)) leads to colored conical emission. Our calculations show that the phenomenon persists under dynamical conditions (unseeded SH generation) and when pumped by short-pulse narrow-beam inputs, as in our experiment. In the latter case, the amplification of proper frequency components of the WP preserves the mutual phase coherence, thus acting as a trigger which drives the transformation of the WP into the X-wave shown in Fig. 3. In other words, it is the conical instability that probes the symmetry of the underlying linear system in amplifying those components which allow both diffraction and dispersion of the whole WP to be removed.
A second, strong argument in favour of the nearly asymptotic character of the evolution shown in Figs. 3, is the existence of stationary localized solutions of Eqs. (2). We have recently shown, indeed, that the natural propagation-invariant \[i.e., with dependence $`E_m(r,t)\mathrm{exp}(im\beta z)`$, $`m=1,2`$\] localized eigensolutions of SH generation process in the normal GVD regime (either with or without GVM) are indeed nonlinear X waves NLXW . These waves are similar to those shown in Fig. 1(b-c) except for the fact that their peak intensity is related to their duration and width through the nonlinearity.

Since the measurements in Fig. 2 give information only about the WP central hump, in order to confirm experimentally that the observed strong focusing and compression dynamics is indeed driven by the formation of an X-wave, we have performed different additional measurements. First, we have characterised the propagation of the WP in air after the LBO nonlinear crystal. We observe that the beam diffracts less than a gaussian beam of the same width (the divergence angle is $`2.5`$ times less), and this net sub-gaussian diffraction witnesses a Bessel-like feature of the WP. Moreover, temporal broadening to $`150`$ fs after only $`10`$ cm of propagation in air is an indication that the WP develops strong angular dispersion. Both observations are in good quantitative agreement with data obtained numerically from Eqs. (2). However, it is only the tomography of the output WP, i.e. mapping the WP intensity in space and time, that can give direct unequivocal evidence for the formation of an X-wave. To this end we have developed a new technique based on an ultrafast nonlinear gating, or a scanning cross-correlation technique, realized by frequency mixing the WP under investigation with a $`20`$ fs, high contrast, steep front, probe pulse in the visible, which is uniform over a large (few mm2) area (the details of the set up will be presented elsewhere). Thanks to the high quality of the probe and the use of a very thin ($`20\mu `$m) BBO mixing crystal, the apparatus has high temporal resolution. The intensity map of the output WP is reported in Fig. 4(a). The insets also show the measured beam profile in the transverse plane at time $`t=0`$ (peak) and $`t=70`$ fs (far from peak), respectively. The measured profile clearly shows the features of an X-wave with a conical structure, which emanates from a strongly localized central spatio-temporal hump. Unlike conventional pulse splitting splitting , here splitting occurs only sufficiently off-axis ($`x100\mu `$m) in the WP low-intensity portion. For comparison we also report in Fig. 4(b) the profile calculated from Eqs. (2) under the same conditions, the agreement being excellent. The fringe-like structure that appears for large delays in both Fig. 4(a) and (b) is due to $`5`$ mm of free-space propagation in air outside the crystal. Although the calculated profile on the output face of the crystal indeed shows that such fringes disappear \[see Fig. 4(c)\], measurement with perfect imaging on the output LBO face reveals saturation of the mixing process due to a too intense peak.

In summary, we have reported the first evidence that the natural 3D (temporal and spatial) spreading of a focused ultrashort wavepacket can be balanced in transparent materials at high intensity. The underlying mechanism is the spontaneous formation of a X-wave characterized by an intense (i.e., nonlinear) central hump self-trapped through mutual balance with (essentially linear) dispersive contributions associated with coexisting slowly decaying conical tails. While our experiment is carried out by exploiting self-focusing nonlinearities arising from quadratic nonlinearity, we envisage the general role that self-trapping mediated by nonlinear X-waves can have for a wide class of materials and applications encompassing centrosymmetric optical (Kerr) media bullet , Bose-Einstein condensation BEC1 , and acoustics lg92 .
We acknowledge support from MIUR (PRIN and FIRB projects), Unesco UVO-ROSTE (contract 875.586.2), Lithuanian Science and Studies Foundation (grant T-491), Secretaria de Estado y Universidades in Spain, and Fondazione Tronchetti Provera in Italy. We are grateful to the technical assistance of Light Conversion Ltd.


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# Scanning Fourier spectroscopy: A microwave analog study to image transmission paths in quantum dots

## Abstract

We use a microwave cavity to investigate the influence of a movable absorbing center on the wave function of an open quantum dot. Our study shows that the absorber acts as a position-selective probe, which may be used to suppress those wave function states that exhibit an enhancement of their probability density near the region where the impurity is located. For an experimental probe of this wave function selection, we develop a technique that we refer to as scanning Fourier spectroscopy, which allows us to identify, and map out, the structure of the classical trajectories that are important for transmission through the cavity.

The ability to manipulate the wave function of mesoscopic systems offers the potential to realize a variety of novel electronic devices, and is also important for the study of quantum chaos, where mesoscopic systems have been used to investigate the signatures of wave function scarring Fro94 ; Fro95b ; Aki97 ; Bir99 ; Mou02 . Wave functions of a quantum-well have been measured by applying a controlled potential perturbation method mar89 ; sal97 . An important recent advance for studies in this area has been provided by the development of scanning-probe techniques, in particular atomic-force microscopy Top01 ; Top00 ; Woo02 , as a new experimental tool that may be used to selectively probe the wave function of mesoscopic devices. Investigations of this type are extremely challenging, however, and their interpretation can be complicated by the perturbative influence of the scanning probe on the system under study. For this reason, it is of interest to investigate how the wave function of a well controlled model system is influenced by the presence of an absorbing center. It is this problem that we address in this paper, where the model system that we consider is an open microwave cavity. The basis for such studies is provided by the exact correspondence between the Schrödinger equation for a freely moving electron in a two-dimensional billiard, and the Helmholtz equations for electromagnetic waves in a flat cavity Stoe99 . Due to this correspondence, a measurement of the electric-field distribution of the cavity is equivalent to a mapping of the billiard wave function Stoe90 ; Ste95 ; Kuh98b ; Alt95a ; Dem99 ; Sri91 ; Kud95 ; Kim02 ; Blo02 ; Naz02 ; Che02 , and previous work has shown the value of such studies for the investigation of transport in quantum dots Kim02 ; Blo02 ; Naz02 ; Che02 .

In this paper, we study the influence of a movable absorbing center on the transmission properties, and the wave function, of an open microwave cavity. The motivation for this study is provided, in part, by our recent observation that the transmission properties of such cavities are intimately correlated to the presence of recurring wave function scars Kim02 , similar to the behavior found previously in open quantum dots Aki97 ; Bir99 ; Mou02 . In this paper, we show that a movable absorber may be used as a position-selective tool, to suppress the contribution of those wave function scars that exhibit an enhancement of their probability density close to where the impurity is located. By employing a technique which we refer to as scanning Fourier spectroscopy, we show how it is possible to image the electron trajectories that dominate the transport behavior, directly from the results of transmission measurements. We believe that the results of this work will therefore be important for scanning-probe investigations of transport in mesoscopic dots, and for studies of wave function scarring in open systems.

The microwave cavity that we study here is the same as that described in Ref. Kim02, . The cavity is machined from a single piece of brass, and features waveguide leads at its bottom corners (Fig. 1) that are used to source and detect radiation. The central cavity has in-plane dimensions of $`16\times 21`$ cm, and a uniform depth of 8 mm, ensuring that only a single transverse mode is present at frequencies up to 18.7 GHz. The two leads which house the antennas of the cavity are each 3 cm wide and measurements of the microwave transmission between these antennas are made at frequencies from 1 to 17 GHz. The upper plate of the cavity is moved on a square grid of period 5 mm, and houses an additional antenna thus mapping out the electric-field distribution in the plane cavity kuh00b . In addition, the wave functions are determined with an absorber (diameter 1.5 cm, height 8 mm) placed at three different fixed positions. The reflection coefficient of the absorber is below 10%, i. e., 90% of the incoming energy is absorbed. The diameter of the absorber has to be compared with the wavelength of the microwaves ranging from about 30 to 1.8 cm. In another experiment, the antenna in the upper plate is replaced by this absorber. Microwave transmission between the other two antennas is then measured as the absorber is rastered back and forth across the cavity. In other studies, the impurity is placed at a fixed position in the cavity and the wave function is then mapped out at a series of specific frequencies.

In Fig. 1, we show the influence of the absorber on microwave transmission through the cavity, for a narrow frequency range where just a few isolated resonances are resolved. It is evident from this figure that the behavior of the resonances depends sensitively on the absorber position, and the reason for this is made apparent in Fig. 2. Here, we show, for the clean cavity and with the impurity located at the three different positions, the wave function at each of the resonant frequencies. At 4.489 and 4.808 GHz, all three of these positions correspond to local maxima in the original wave function, and the effect of the impurity on the associated resonances is seen (Fig. 1) to be strong. At the other two frequencies, however, the absorber is positioned closer to nodal lines in the wave function, and its influence on the transmission is therefore less dramatic.

In the left-hand column of Fig. 3, we show examples of the scarred wave functions that were found in our earlier study of the clean cavity. The upper panel shows the signature of a horizontal bouncing-ball orbit, while the middle and bottom panels are scarred by vertical bouncing-ball, and looplike, trajectories, respectively. These scars have been shown to recur periodically as the frequency is varied, in correspondence with the presence of distinct peaks in the Fourier spectrum of the associated transmission fluctuations Kim02 . In Fig. 3, we see again that the absorber strongly disrupts the original wave function pattern, whenever it is placed close to the scarred regions. This is particularly clear in the bottom row of Fig. 3, in which we see that the impurity has little effect on the looplike scar, when it is placed at the center of the upper loop.

In experimental studies of quantum dots, one typically measures the conductance of the system, which is related to the quantum-mechanical transmission probability via the Landauer-Büttiker formula. With this in mind, we recall that the transmission amplitude of the microwave cavity may be written semiclassically as Gut90

$$t(k)=\underset{n}{}a_ne^{ikl_n}.$$
(1)
Here, $`k`$ is the wavenumber of the radiation, $`l_n`$ is the length of a classical trajectory with (complex) stability factor $`a_n`$, and the sum is taken over all trajectories connecting the input and output ports. By taking the Fourier transform of the transmission, we can therefore obtain a stability-weighted length spectrum, which allows a semiclassical interpretation of our results:

$$\widehat{t}(l)=\frac{1}{2\pi }t(k)e^{ikl}𝑑k=\underset{n}{}a_n\delta (ll_n).$$
(2)
In Fig. 4, we show length spectra $`\widehat{T}=|\widehat{t}|^2`$, obtained from the frequency-dependent transmission data of the microwave cavity. With no absorber in the cavity (a), the length spectrum shows a number of peaks which can be associated with classical trajectories, including a harmonic of the horizontal bouncing ball. (Since the microwave connectors produce a length length offset, which is not accounted for by standard calibration procedures, the length scale was shifted by requiring that the first peak in the length spectrum corresponds to the width of the cavity. This was not considered explicitly in Ref. Kim02, .) Also in Fig. 4, we indicate some classical trajectories whose lengths are consistent with the major peaks in the Fourier spectrum. With the absorber present in the cavity, the magnitude of these peaks depends sensitively on its position, and our semiclassical analysis provides an obvious interpretation of this behavior; whenever the absorber lies close to the semiclassical trajectory associated with a particular resonance in the length spectrum, the resonance is destroyed. If, on the other hand, the absorber misses the trajectory, the resonance remains intact.

The results of Fig. 4 suggest a unique means of “imaging” the semiclassical trajectories responsible for transport. In this approach, we begin by measuring the transmission from 1 to 17 GHz, with the absorber located at each position on the two-dimensional grid within the cavity. At each of these positions, we then compute the length spectrum defined in Eq. 2 and use this data to generate length-dependent Fourier maps. These maps are constructed by plotting the variation of the Fourier power, at a fixed orbit length, as a function of the grid coordinates. Examples of the Fourier maps are shown in Fig. 5, where we also show the classical orbits associated with the different scars. The grayscale in these figures indicates the Fourier power, with dark (light) regions corresponding to minimal (maximal) Fourier power. We see in Fig. 5 that the light regions in the Fourier maps reproduce nicely the underlying classical trajectories. For the horizontal bouncing ball at 0.160 m, including its harmonic at 0.494 m, the transmission takes place in the direct channel only, therefore the absorber is effective only in this region. Even for the quite complicated trajectories with lengths of 0.638 and 0.897 m the orbits are reproduced by the Fourier map. For the wave function shown at 8.499 GHz, an alternative orbit, of similar length, hits the vertical boundaries closer to the upper corners, while at 7.632 GHz a twin of similar length to that shown also exists. We point out, however, that the length spectrum of Fig. 4 will not resolve such pairs. Note, however, that the spatial resolution is limited by the diameter of the absorber and the uncertainty relation. The underlying frequency range of $`\mathrm{\Delta }\nu =16`$ GHz corresponds to a length in space of $`\mathrm{\Delta }r=c/\mathrm{\Delta }\nu =1.9`$ cm.

Our study suggests the possibility of mapping out the wave function of a quantum dot in a scanning-probe experiment, by monitoring the change in the conductance as a scanning probe is rastered over its area Top01 ; Top00 ; Woo02 . According to Fig. 5, such an approach should allow one to identify the paths most relevant for transmission through the dot (although care will be required to ensure that the perturbing tip does not change too strongly the inherent interference conditions). From the viewpoint of quantum chaos, the technique of scanning Fourier spectroscopy that we have developed may be used to obtain important information on the different electron trajectories that dominate transmission through open dots. While some of these trajectories connect the input and output leads (see the trajectories with lengths of 0.638 and 0.897 m in Figs. 4 and 5), as might be expected in the usual semiclassical approximation, not all of them exhibit this property. Note, in particular, the dominant peak in the Fourier spectrum of Fig. 4, which occurs at a length of 0.16 m, and which corresponds to a horizontal bouncing-ball trajectory. The scar associated with this orbit is shown in Fig. 5 (at 6.612 and 11.269 GHz), and appears to buildup its probability density at regions located away from either of the connecting leads. The role of such isolated scars has recently been considered in the analysis of transport through open quantum dots, where they have been shown to arise from dynamical tunnelling of electrons through classically forbidden regions of phase space Mou02 .

In conclusion, we have used a microwave cavity to investigate the influence of a movable absorbing center on the wave function of an open quantum dot. Our study shows that the absorber acts as a position-selective probe, which may be used to suppress those wave function scars that exhibit an enhancement of their probability density near the region where the impurity is located. For an experimental probe of this wave function selection, we discussed an analysis based on the technique of scanning Fourier spectroscopy, in which we monitored how changes in the impurity position influence the Fourier components of the transmission associated with the different scars. This approach allowed us to identify, and map out, the structure of the classical orbits that are important for transmission through the cavity. We believe that our results should therefore be relevant for future scanning-probe studies of the wave function in quantum dots.

Work at Marburg was supported by the Deutsche Forschungsgemeinschaft via individual grants, while the work at ASU was supported by the Office of Naval Research (Grant No. 00014-99-1-0326) and the Department of Energy (Grant No. DE-FG03-01ER45920).


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# Magnetoresistance of atomic-sized contacts: an ab-initio study

## Abstract

The magnetoresistance (MR) effect in metallic atomic-sized contacts is studied theoretically by means of first-principle electronic structure calculations. We consider three-atom chains formed from Co, Cu, Si, and Al atoms suspended between semi-infinite Co leads. We employ the screened Korringa-Kohn-Rostoker Green’s function method for the electronic structure calculation and evaluate the conductance in the ballistic limit using the Landauer approach. The conductance through the constrictions reflects the spin-splitting of the Co bands and causes high MR ratios, up to 50%. The influence of the structural changes on the conductance is studied by considering different geometrical arrangements of atoms forming the chains. Our results show that the conductance through $`s`$-like states is robust against geometrical changes, whereas the transmission is strongly influenced by the atomic arrangement if $`p`$ or $`d`$ states contribute to the current.

The investigation of electron transport through metallic atomic-sized contacts has attracted a lot of attention during the last 15 years, and most achievements are summarized in a recent review Ruitenbeek . Using up-to-date experimental techniques, such as mechanically controllable break junctions (MCBJ) MCBJ  or scanning tunneling microscopy Rubio ; Ohnishi , it is possible to fabricate nanocontacts with a single atom, atomic chain or a moleculevanRuitenbeek\_Nature  in the constriction. The experiments reveal step-like changes of the conductance upon elongation of the nanocontacts Ruitenbeek ; Rubio ; Ohnishi ; MCBJ . In case of noble (Au, Ag, Cu) Brandbyge1 ; Krans ; Ludoph  and alkali metals (Li, Na, K) Krans ; Ludoph ; Yanson  conductance histograms show a dominant peak very close to one conductance quantum, $`G_0=2e^2/h`$, and smaller peaks close to integer conductance quanta. However, in case of transition metals the situation differs significantly Ludoph ; Enomoto  and a broad distribution of conductance values is usually obtained.

To describe the nanocontacts theoretically, several methods have been developed by many groups during the last years. An approach based on the tight-binding (TB) Hamiltonian adapted for a nanocontact geometry was proposed in Refs. Cuevas, ; TB-methods, . An important conclusion of TB models is that the conductance of single-atom contacts is related to the number of valence orbitals of the contact atom available at the Fermi energy Cuevas ; Scheer . Lang and coworkers Lang ; Lang\_Al ; Lang\_Na ; Lang\_C  and Kobayashi and coworkers Kobayashi\_1 ; Kobayashi\_2  studied the single-atom contacts Lang , atomic chains of Al Lang\_Al ; Kobayashi\_1 , Na Lang\_Na ; Kobayashi\_2 , and C Lang\_C  using ab-initio calculations based on density functional (DF) theory with jellium electrodes. The formation mechanisms of atomic chains made from different types of elements such as Ni, Pd, Pt, Cu, Ag and Au were investigated by means of molecular dynamics simulations Bahn . These studies were triggered by the experimental evidence of the formation of gold wires Ohnishi . Recently Mehrez et al. Mehrez  and Brandbyge et al. Brandbyge  presented fully self-consistent DF calculations of the conductance of atomic-sized contacts treating the electronic structure of both the contact and electrodes on the same footing.

In this paper, we present ab-initio calculations of the conductance of nanocontacts and focus on magnetic systems. We consider magnetic semi-infinite fcc (001) Co electrodes joined by nanocontacts of different materials. We assume that they take the form of short three-atom Co-, Cu-, Si- or Al-chains suspended between the leads as shown in Fig. 1. Our aim is to investigate whether such hybrid systems could exhibit a large magnetoresistance (MR) effect. We wish to address the following theoretical questions: (i) What is the influence of transition metal electrodes on the conductance of nanocontacts? (ii) What is the effect of the geometrical and electronic structure of the nanocontacts on the transport properties? (iii) What are favorable conditions to increase the MR through a constriction?

The structure of the nanocontacts studied below is presented in Fig. 1. The experimental lattice constant $`a_0=6.70`$ a.u. of fcc Co was used in the calculations. In the first configuration (Fig. 1a), we consider a linear three-atom chain with the 1st and the 3rd atoms placed above the Co (001) surfaces at the ideal positions of the fcc structure with the distance to the middle-atom of the chain being $`a_0/\sqrt{2}`$ which is the nearest neighbor distance in the fcc lattice. In the second (zigzag-like) configuration (Fig. 1b), the atomic chain is a continuation of the fcc structure along  direction, thus the symmetry is lower than in case of a linear chain. These two configurations were chosen to investigate the effect of the geometrical arrangement on the conductance.

The electronic structure was calculated using the non-relativistic spin-polarized version of the screened Korringa-Kohn-Rostoker (KKR) Green’s function method (for details, see Ref. SKKR, ). The potentials were assumed to be spherically symmetric around each atom. However, the multipole expansion of the charge density was taken into account. The angular momentum cut-off for the wavefunctions and the Green’s function was chosen to be $`l_{\mathrm{max}}=3`$ to ensure well converged results. Within the KKR methodSKKR , the Green’s function of the systems is obtained in two steps. First, we calculate the Green’s function of the auxiliary system consisting of semi-infinite leads separated by a vacuum barrier. Next, the impurity problem is solved self-consistently by embedding the chain, surrounding atoms and empty sites into the host system, in order to account for the charge and spin density redistribution effects. We assumed parallel (P) and antiparallel (AP) magnetic configuration for the Co leads. The electronic structure of the constriction was calculated self-consistently for both cases.

Ballistic conductance of the nanocontacts, $`g`$, was calculated using the Landauer theory as formulated by Baranger and Stone BarStone . We consider two semi-infinite Co (001) bulk leads connected by the scattering region. Conductance is calculated between two atomic planes located in the ideal leads. We neglect tunneling current far away from the contact region and sum up current contributions in real space in the vicinity of the constriction. Convergence was checked in order to achieve errors less than 5% in the conductance evaluation. A detailed description and convergence properties of the method can be found in Ref. conducttheory, . The real space version of the method employed here was presented also in Ref. Papanikolaou, .

In Table I we present magnetic moments calculated for different atomic chains. We found that magnetic moment is enhanced for the Co atoms in the Co constriction reaching values up to 2.06 $`\mu _B`$ for the central Co atom of the linear chain and 2.28 $`\mu _B`$ for the zigzag geometry. In the AP configuration, due to symmetry, the central atoms of the chains have zero moments and the magnetic profiles are antisymmetric. In case of Cu, Si, and Al the induced magnetic moments are small as can be seen from Table 1.

Our results for the MR at the Fermi energy ($`E_F`$) are summarized in Table 2. We define a magnetoresistance ratio as $`\mathrm{MR}=(g_Pg_{AP})/g_{AP}`$ where $`g_P`$, $`g_{AP}`$ are the conductances for parallel and antiparallel magnetic configuration of the Co leads. The calculations predict a MR ratio of 30-40% for the Co constriction, and of 20% in case of the Cu chain suspended between the leads. The results for Al and Si chains are particularly interesting. We obtain MR around 50% for the linear configuration although magnetic moments are rather small (see Table 1). The values decrease to 20% when the symmetry of the constriction is reduced.

In order to understand the relation between electronic structure and transport properties we consider the energy-dependent transmission, $`T(E)`$, through the constriction (Fig. 2 and Fig. 3). In the linear response the conductance per spin channel is related to the total transmission as $`g=e^2/h_{\mathrm{}}^+\mathrm{}\{f^{}(E)\}T(E)𝑑E`$, where $`f^{}(E)`$ is the derivative of the Fermi-Dirac distribution function. For zero temperature the conductance is $`g=e^2/hT(E_F)`$. However, in case of an applied voltage, $`V`$, states in the energy window of $`eV`$ close $`E_F`$ are relevant for the electron transport.

In Fig. 2 we present the transmission of Co, Cu, Al and Si constrictions between Co leads for both spin channels for parallel magnetic configuration. We see that transmission for majority (spin-up) electrons is generally a rather smooth function of energy. However, for minority (spin-down) electrons the transmission exhibits rather complicated behavior as a function of energy caused by Co $`d`$ states which also contribute to electron transport. In Fig. 3 we present the total transmission (sum of both spins), for parallel (P) configuration in comparison with the antiparallel (AP) configuration. The conductance of the considered systems is the transmission at the Fermi energy, $`T(E_F)`$, in units of $`e^2/h`$. The difference of the transmission between P and AP configuration at $`E_F`$ is a measure of magnetoresistance.

Let us first concentrate on Co constrictions (Fig. 2a,b). The energy dependence of the transmission can be interpreted in terms of local densities of states (LDOS). For this reason, in Fig. 4 we present the symmetry projected LDOS, $`s`$, $`p`$, $`d_{3z^2r^2}`$, $`d_{xz}`$, $`d_{yz}`$, at the Co central atom of the linear chain. In case of linear configuration the $`d_{xy}`$, $`d_{x^2y^2}`$ orbitals do not support current since they are oriented perpendicular to the current direction ($`z`$-axis) and form very sharp resonances in the LDOS of the central Co site of the chain because of weak coupling with the orbitals of the neighboring sites. From Fig. 4a we see that Co majority states close to $`E_F`$ are mainly $`sp`$-like since the $`d`$ band is fully occupied and located below $`0.75`$ eV with respect to the Fermi energy, while for minority states the Fermi level crosses the $`d`$ band. This is also valid for the case of a Co zigzag chain.

The examination of the LDOS at the Co sites of the linear chain shows that due to the localized and directional character of the $`d`$ orbitals in real space, transmission is high only if the orbitals of the same symmetry at neighboring sites of the chain are coupled. This can be seen from Fig. 4b and c. For example, the minority $`d_{xz}`$ and $`d_{yz}`$ states at $`1.2`$ eV (Fig. 4c) survive also at the neighboring atom (dotted line) and causes high transmission. Similarly, the jump in the transmission around $`0.75`$ eV for spin-down electrons (Fig. 2a) correlate with the peak of the minority $`d_{3z^2r^2}`$ state (Fig. 4b).

Comparing Figs. 2a,b we can conclude that for Co constrictions the transmission of spin-up electrons is rather insensitive to structural changes simulated by the linear and zigzag configurations of the atomic chains. On the contrary, the geometrical arrangement of the constriction seems to be more important for $`d`$ electrons. Reducing the symmetry of the atomic chain by considering zigzag geometry destroys coupling between $`d`$ orbitals, therefore the transmission of spin-down electrons is reduced and we obtain a smooth energy dependence (see Fig. 2b).

Our study is restricted to collinear magnetic configurations. To estimate the influence of this approximation we have considered also two-atom Co chains where a $`180^0`$ domain wall is formed in the antiparallel configuration. In that case MR at $`E_F`$ was found to be approximately 15% and the overall behavior is not far from the one discussed above. Thus, our calculations predict a MR ratio rather sensitive to the geometrical and magnetic structure. In addition, the spherical potential approximation might lead to small shifts of the electronic states to different energies, compared to a more accurate full-potential description. This might influence the MR values at the Fermi level reported in the paper. In particular, in cases where there is a strong variation of the transmission with energy close to the Fermi level, the reported MR values are expected to be less accurate. However, we believe that the configurations under consideration give a representative order of magnitude of the MR effect in Co nanocontacts, but cannot explain the MR ratio of Co contacts which was recently observed experimentally Garcia . Moreover, our calculations for Ni nanocontacts using a zigzag configuration (Fig. 1b) give a magnetoresistance value of 24% contrary to the MR ratios of hundred percent observed in electrodeposited Ni nanocontacts. Garcia  Thus, our calculations show that within the accuracy of density functional theory the experimental values cannot be explained assuming a clean, abrupt domain wall and ballistic transport. Further investigations in particular on the role of defects on magnetotransport are required, since a recent study indicates a significant enhancement of the MR ratio if oxygen is assumed to be at the contact region ninano03 .

The next question is whether the electronic structure of the leads affects the transport properties through constrictions? To answer this question the Co chains were replaced by Cu chains. It is well known that the majority band of Co matches the Cu band whereas the minority band of Co differs strongly from the Cu band. Our results show that induced magnetic moments in the Cu chain are quite small (see Table 1) and the spin-splitting of the LDOS is not significant (see Fig. 5). Consequently, the calculated difference of the transmission for the two spins is mainly caused by the Co leads (see Fig. 2c,d). In case of the linear configuration there are highly conducting states around $`1.2`$ eV both for spin-up and spin-down channels. This is due to the matching of the Co $`d`$ band to the Cu $`d`$ states which are located in the energy region below $`0.75`$ eV (Fig. 5b). However, these highly conducting channels are closed in the zigzag configuration (Fig. 2d) due to the same symmetry reasons discussed in case of the Co chains. Above $`0.75`$ eV the electronic structure of spin-up Co states and Cu states is similar, thus the majority (spin-up) transmission of the Cu chains (Fig. 2,c,d) is similar to the majority transmission of the Co chains (Fig. 2,a,b). The energy-dependent transmission for spin-up electrons is smooth in both configurations. However, the transmission of the spin-down electrons (Fig. 2c,d) is significantly reduced and, finally, a MR ratio of $`15\%`$ at $`E_F`$ is obtained (see Fig. 3c,d). The value 1.1 $`e^2/h`$ of the majority (spin-up) conductance at $`E_F`$ for three-atom zigzag chain of Cu is in agreement with the conductance of an infinite monoatomic zigzag chain of fcc Cu oriented along  direction. Since in that case only one band is crossing the Fermi level, the conductance is $`e^2/h`$ per spin channel. Finally, we conclude that the electronic structure of the leads strongly influences the transmission through the constriction. The $`s`$-like states in the leads (majority states of Co) show a high transmission through an $`s`$-like chain, however, due to the band mismatch $`d`$-like minority Co states are strongly scattered and show a low transmission through the Cu chain.

We further consider conductance through chains made from $`sp`$-elements connected to the leads. We have chosen Si and Al, since Si clusters of 2–20 atoms can be produced in the gas phase Siclusters , thus measurements similar to Ref.vanRuitenbeek\_Nature,  might be possible. Although the induced magnetic moments of Al and Si atoms are small, the MR ratio can be rather large (see Tables 1,2). This is due to the ”splitting” of the energy-dependent transmission curves which reflects the spin-splitting of the Co bands (see Figs. Fig. 2e–h). For example, in case of a linear Si chain (Fig. 2g), the transmission of spin-up electrons increases up to 3 around $`0.6`$ eV while the spin-down channel has low transmission which rises only above $`E_F`$. As a consequence, the spin-polarization of the current at $`E_F`$ is high, $`P=(g_{}g_{})/(g_{}+g_{})=71\%`$, which causes 50% MR (Fig. 3g,h). The characteristic jump of $`2`$ in the transmission that is obtained in both spin channels at different energies can be explained by means of the spin-resolved LDOS at the Si sites (Fig. 6). The majority LDOS of the central atom shows a pronounced peak at $`0.6`$ eV below $`E_F`$ shaped like a van-Hove singularity in one dimensional systems. This peak has $`p_x,p_y`$ character. The same $`p_x,p_y`$ peak is seen in the minority band but it is shifted due to induced spin-splitting to higher energies just above $`E_F`$. This state is responsible for the increase of the transmission by $`2`$. The minority LDOS of the central Si atom shows another pronounced resonance at $`1.8`$ eV below $`E_F`$ which does not occur in the majority band and stems from the Co-Si interaction. This peak is also visible in the minority LDOS of the Si close to the Co surface. Since in the minority band the Si van-Hove-like state becomes unoccupied due to spin-splitting, the electrons occupy the state formed by the Co-Si interaction which leads to nearly zero magnetic moments in the Si chain. The same effect of ”splitting” of the energy-dependent transmission curves is also observed for Al, but the one-dimensional character of the $`p_x,p_y`$ state is less pronounced compared to Si, therefore the increase of the transmission of the linear Al chain is smoother (Fig. 2e).

In the zigzag configuration the $`p_x,p_y`$ degeneracy is lifted, so that for Si (Fig. 2h) the transmission increases in steps of $`1`$ both for spin-up and spin-down channels. In case of Al the steps are not so pronounced (Fig. 2f). comparing the zigzag with the linear chains we see that the ”splitting” of the transmission curves is conserved in all cases (Fig. 2e–h). The MR ratio, however, drops for both Al and Si zigzag chains (Table 2).

In conclusion, we have presented ab-initio calculations of the conductance of magnetic atomic-sized contacts. MR ratios up to 50% are predicted for different three-atom chains suspended between Co leads. Our results show that the conductance through $`s`$-like states is robust against structural changes whereas the transmission is strongly influenced by the atomic arrangement in the chain if $`p`$ or $`d`$ states contribute to the current. Furthermore, we have demonstrated that the spin-polarization of the ferromagnetic leads induces a spin-polarization of the current although the induced magnetic moments in the chain could be rather small (Cu, Al, Si). The induced spin-splitting of the wire states due to ferromagnetic leads is practically zero for $`s`$ states but could be as large as 1 eV for $`p`$ states. In case of $`sp`$ chains (Al, Si) this causes strong spin-polarization of the current and, consequently, large MR values.


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# Untitled Document

Path Coalescence in Spatially Correlated Random
Walks
Michael Wilkinson and Bernhard Mehlig∗∗
Faculty of Mathematics and Computing, The Open University, Walton Hall, Milton Keynes, MK7 6AA, England, ∗∗School of Physics and Engineering Physics, Gothenburg University/Chalmers, Gothenburg, Sweden.

A particle subject to successive, random displacements is said to execute a random walk (in position or some other coordinate). The mathematical properties of random walks have been very thoroughly investigated, and the model is used in many areas of science and engineering as well as other fields such as finance and the life sciences. This letter describes a phenomenon occurring in a natural extension of this model: we consider the motion of a large number of particles subject to successive random displacements which are correlated in space, but not in time. If these random displacements are smaller than their correlation length, the trajectories coalesce onto a decreasing number of trails. This surprising effect is explained and quantitative results are obtained. Various possible realisations are discussed, ranging from coalescence of the tracks of water droplets blown off a windshield to migration patterns of animals.

The phenomenon we have discovered is illustrated in figure 1. It shows the positions $`x`$ of $`20`$ particles as a function of time $`t`$. Each particle undergoes a random walk, but the displacements of nearby particles are correlated, such that particles which are very close experience almost identical displacements. The paths of the particles are seen to coalesce onto a decreasing number of trails, along which the particles follow almost the same trajectory. This effect is surprising because random walks normally reduce rather than accentuate inhomogeneities in the density of particles. In the following we explain this effect quantitatively and suggest some contexts in the physical sciences in which the effect can certainly be observed, and areas in biology where it may find interesting applications.

We consider a system of particles labelled by an index $`i`$, having positions $`x_i(t)`$ at time $`t`$. The particles are subjected to random displacements at times which are integer multiples of a small increment $`\delta t`$. At time $`t=n\delta t`$ the displacement is given by a random function $`f_n(x)`$ evaluated at the position $`x_i(t)`$:

$$x_i(t+\delta t)=x_i(t)+f_n\left(x_i(t)\right).$$
(1)
The random displacements $`f_n`$ satisfy $`f_n(x)=0`$ and $`f_n(x)f_n^{}(x^{})=\delta _{nn^{}}c(xx^{})`$. Here $`\delta _{nn^{}}`$ is unity if $`n=n^{}`$ and zero otherwise, and we write $`A`$ for the ensemble average of a quantity $`A`$ (that is, the average over different trials of the random process generating $`A`$). The correlation function $`c(X)`$ is even in $`X=xx^{}`$, decays rapidly as $`X\mathrm{}`$, and is small when $`|X|\xi `$. A suitable choice (adopted in figure 1 and in the following) is $`c(X)=\epsilon ^2\mathrm{exp}(X^2/2\xi ^2)`$, $`\epsilon `$ is the typical magnitude of each displacement and $`\xi `$ is the correlation length. Figure 1 used the values $`\epsilon ^28\times 10^6`$ and $`\xi =10^1`$.

As an example of a situation where the effect could be observed, consider the motion of liquid droplets on a surface, moving in one direction under a constant force (rain blown off a perspex windshield is an example of this situation). If the surface is randomly contaminated, the wetting angle will be different on opposite sides of each drop, and the trajectory of the droplet will be randomly deflected. We are concerned with the case where the surface contaminants are smeared over an area large compared to the droplets (perhaps resulting from cleaning the windshield with a waxy polish), so that nearby droplets are deflected in the same direction. There is no interaction between the drops unless they are close enough to combine due to surface tension: we stress that the coalescence is that of the paths taken by different drops, not of the droplets themselves. We model the motion of a droplet across the surface by a particle of mass $`m`$. At position $`𝐫=(x,y)`$ on the surface, the drop is subject to a force $`𝐅(𝐫)+F_0𝐣`$, where $`F_0`$ is the magnitude of a steady force acting in the direction of the unit vector $`𝐣`$ defining the $`y`$-axis and $`𝐅(𝐫)`$ is a homogeneous and isotropic random force with correlation length $`\xi `$. We assume that the particles are subjected to a viscous resistive force proportional to their velocity across the surface, such that the equations of motion are

$$m\frac{\mathrm{d}𝐫}{\mathrm{d}t}=𝐩,\frac{\mathrm{d}𝐩}{\mathrm{d}t}=F_0𝐣+𝐅(𝐫)\gamma 𝐩$$
(2)
(where $`𝐩`$ is the momentum of the drop). When the fluctuating force is weak, the trajectories are locally approximated by straight lines, with $`x`$ approximately constant and with $`y`$ increasing at a rate $`v_y=F_0/m\gamma `$. Furthermore, when the damping $`\gamma `$ is large, the velocity is given by the local value of the force: $`𝐯(t)𝐩(t)/m=v_y𝐣𝐅(x(t),v_yt)/m\gamma `$. Under these circumstances the displacement $`x(t)`$ perpendicular to the steady force satisfies

$$\frac{\mathrm{d}x(t)}{\mathrm{d}t}=\frac{1}{m\gamma }F_x(x(t),v_yt).$$
(3)
When $`v_y`$ is large, the velocity of the particle fluctuates very rapidly, and in this limit it is reasonable to model equation (3) by the stochastic equation (1).

Why do the trajectories in figure 1 merge? The simplest argument is based upon linear stability analysis. The separation $`\delta x(t)`$ of two nearby trajectories varies exponentially in time, with rate $`\lambda =t^1\mathrm{log}|\delta x(t)|/|\delta x(0)|=\mathrm{log}|1+f_n^{}|/\delta t.`$ Provided $`\epsilon /\xi `$ is small, the magnitudes of the derivatives $`f_n^{}=\mathrm{d}f_n/\mathrm{d}x`$ are small compared to unity. Taylor expansion of the logarithm gives $`\lambda \frac{1}{2}f_{n}^{}{}_{}{}^{2}/\delta t`$, so that $`\lambda `$ is negative. In this case, most nearby trajectories approach each other with an exponentially decreasing separation, implying coalescence. This argument also indicates that if $`\epsilon /\xi `$ is large, the coalescence effect disappears: if the function $`f_n`$ has a Gaussian distribution, the exponent $`\lambda `$ becomes positive when $`f_{n}^{}{}_{}{}^{2}`$ exceeds $`2.421\mathrm{}`$.

A more complete and concrete understanding of the coalescence effect is obtained by considering statistics of the density of particles, $`\varrho (x,t)=_i\delta \left(x_i(t)x\right)`$. Translational invariance implies that an initially uniform density remains uniform, $`\varrho (x,t)=\varrho _0`$. Path coalescence is revealed by the density-density correlation function $`𝒦(x,x^{};t)=\varrho (x,t)\varrho (x^{},t)\varrho _0\delta (xx^{})`$. Because of translational invariance, the correlation function $`𝒦`$ is a function of $`X=xx^{}`$ only: we write $`𝒦(x,x^{};t)=K(xx^{},t)`$. A tendency for particles to cluster is demonstrated by $`K(X,t)`$ becoming large for $`X`$ small, in the limit $`t\mathrm{}`$. When the typical magnitude of the jumps is small compared to the correlation length $`\xi `$, we find that the correlation function satisfies a generalised diffusion equation, or Fokker-Planck equation

$$\frac{K(X,t)}{t}=\frac{^2}{X^2}\left[D(X)K(X,t)\right].$$
(4)
The diffusion constant $`D(X)=[c(0)c(X)]/\delta t`$ approaches zero quadratically at the origin: $`D(X)\kappa X^2`$ for $`X\xi `$, where $`\kappa =\frac{1}{2}c^{\prime \prime }(0)/\delta t`$. When $`X\xi `$ the diffusion constant approaches a constant value, $`D_0=\epsilon ^2/\delta t`$. Equation (4) was obtained from the stochastic model, equation (1), but in the appropriate limits the density-density correlation function of (3) also satisfies equation (4).

Now consider the properties of solutions of equation (4). We note that equation (4) is in the form of a continuity equation, $`K/t+J/x=0`$, so that the integral of the correlation function over all $`X`$ is a conserved quantity. The flux of the correlation function passing the separation parameter $`X`$ at time $`t`$ is

$$J(X,t)=\frac{}{X}\left[D(X)K(X,t)\right].$$
(5)
Consider an initially uniform distribution of density, with value $`\varrho _0`$ (corresponding to $`K(X,0)=\varrho _0^2`$). For $`X\xi `$ the diffusion constant is an increasing function of $`X`$. Together with (5) this implies an initial flux of correlation towards $`X=0`$. At large times, $`K(X,t)`$ is thus sharply peaked at the origin. For $`X\xi `$, on the other hand, the approximate solution of (4) is

$$K(X,t)\varrho _0^2\mathrm{erf}\left(\frac{|X|}{\sqrt{4D_0t}}\right).$$
(6)
Using the fact that $`K(X,t)`$ satisfies a conservation law, we deduce that the average number of particles condensing into each trail at time $`t`$ is

$$N(t)\frac{4}{\sqrt{\pi }}\varrho _0\sqrt{D_0t}.$$
(7)
When $`t/\delta t`$ is large, and $`X\xi `$ (but not too close to zero) the flux $`J(X,t)`$ is found to be approximately uniform. This implies

$$K(X,t)\frac{\varrho _0^2}{\kappa }\sqrt{\frac{D_0}{\pi }}\frac{1}{X\sqrt{t}}.$$
(8)
The $`1/X`$ divergence of (8) is non-integrable, so that this expression must fail near the origin. An exact calculation shows that $`K(X,t)`$ is finite at $`X=0`$, the height of the peak is $`K(0,t)=\mathrm{exp}(2\kappa t)`$. In summary, at large times the correlation function $`K(X,t)`$ develops a correlation hole for $`\xi X\sqrt{4D_0t}`$ reflecting the path coalescence effect. The results of numerical simulations shown in figure 2 confirm these predictions.

In the remainder we discuss a number of possible realisations of the path coalescence effect. Unlike the case of liquid droplets described above, these are speculative, but they show that the path coalescence effect is likely to have a very broad range of applications.

There are many potential applications in the physical sciences involving fast particles interacting with a random potential. Two examples of this type are the motion of rocks rolling down a scree slope, and the motion of highly energetic electrons through disordered crystalline solids. There are also possible connections between the coalescence effect and a ‘streaming’ observed in the flow of electrons away from a constriction in a two-dimensional electron gas with very low scattering, and we shall discuss this case in some detail. The experiment shows regions of markedly increased current density persisting to some distance from the constriction. This was explained by showing similarity to simulations of independent electron motion in the smoothly varying random potential of the doping atoms. This model is essentially (2), with $`\gamma =0`$. Theoretical discussion of this system has emphasised that caustics are important in understanding the empirical results. We remark that these experiments might show an even more pronounced effect if dissipation were introduced. Equations (2) can show various types of behaviour; figure 3 shows numerically computed trajectories for one choice of parameters. These trajectories initially show evidence of the streaming effect discussed in references with the associated caustics. For larger times the trajectories coalesce, in contrast to the dissipationless model where the streams eventually disperse. We note that dissipation of the electron motion could be increased by increasing the temperature of the system.

There are also potential applications in the biological sciences, involving the movement of organisms in response to small random fluctuations in their environment. Our model provides a mechanism through which large numbers of organisms can congregate without communicating.

One example of this type is the migration of animals across a nearly homogeneous smooth terrain. Thus figure 1 could be thought of as a map showing paths of animals on an Eastward migration. The paths of the animals will be deflected by small random fluctuations of topography or vegetation. Our calculations show that the animals can be drawn together onto the same paths, even if there is no communication between them, and no gross features in the terrain favouring particular routes.

A second example applies to simple organisms such as plankton which can move in response to changes in their environment, such as nutrient concentration. In cases where there are small, spatially correlated random fluctuations of the nutrient concentration, the path coalescence effect could lead to unexpectedly large concentrations of organisms. Such a mechanism could be utilised by evolution, enabling simple organisms which cannot communicate directly to congregate for sexual reproduction.

Acknowledgement Anders Eriksson (Gothenburg University) suggested to us that the path coalescence effect might be relevant to animal migration patterns.
Correspondence should be addressd to M. W. (e-mail: m.wilkinson@open.ac.uk) or to B. M. (e-mail: mehlig@fy.chalmers.se).


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# 1 Reflectivity for field orthogonal to the 𝑐 axis for our sample with 𝑥 = 0.12 at 30 K and for a sample with 𝑥 = 0.13 at 10 K from Ref. [5]. In the latter crystal the miscut was less than 0.80. A test of 𝑅(𝜔) along 𝑐 at 295 K for the same 𝑥 = 0.12 sample is also shown.

preprint: PRL-214/2003

Lucarelli et al. reply to Tajima et al.

In their Comment on our paper,Lucarelli  Tajima et al. Tajima  argue that our infrared results on nine single crystals of La2-xSrxCuO4 (LSCO) are not valid because:

i) Ref.  reports three peaks, at 30 (for $`x`$ = 0.12), 250, and 500 cm-1; ii) the $`x`$ = 0.05 sample shows a dip at 470 cm-1 due to a tranverse optical phonon of the $`c`$-axis at 500 cm-1; therefore, the sample is not a single crystal or it is miscut; iii) the same dip is observed more or less in all samples, except for those with $`x`$ = 0.0 and 0.26; therefore, all samples are bad crystals, are miscut, or the polarizer was not effective; iv) as most samples contain the $`c`$-axis, also the peak at 30 cm-1 is a spurious feature; v) the previous observations on the same system do not show the peaks we report in Ref. .

Details on the samples and experiments will be given in a forthcoming paper.prb  Here, we reply to each of the above points.

i) In all the superconducting crystals investigated in Ref. , strong peaks are observed below $``$ 150 cm-1, which depend on temperature and doping consistently with a charge stripe scenario (Figs. 2 and 3 of Ref. ). The strong conductivity peak at 250 cm-1 and the weak peak at 500 cm-1 are discussed only for the semiconducting 0.05 sample, in connection with Thomas et al. who observed very similar features in a flux-grown La2SrCuO4+y crystal where the surface is intrinsically $`ab`$.Thomas

ii) The $`x`$ = 0.05 sample arrived already cut. We verified that it is an excellent single crystal by X-ray measurements at the Walther-Meissner Institut of Garching (Germany).prb

iii) This is a crucial point, as it questions the peaks below 150 cm-1. We are surprised by this comment. Fig. 1 shows the reflectivity $`R(\omega )`$ for our $`x`$ = 0.12 sample and for an $`x`$ = 0.13 LSCO crystal from a paper co-authored by one (D. N. B.) of the authors of the Comment.Startseva1  Both samples show a dip at 470 cm-1 for electric field orthogonal to the $`c`$ axis. In Ref. Startseva1, , the 0.13 sample is described as follows: ”The miscut angle between the polished surface and the $`c`$ axis was checked by a high precision triple axis X-ray diffractometer and was determined to be less than 0.80”. Therefore, in no way the presence of the dip at 470 cm-1 can be used as evidence for a miscut of the crystal. This feature has been observed, indeed, in flux-grown La2CuO4+y,Tanner  in well-cut (error less than 10) LSCOShimada  and, with minor changes, in many other cuprates where it has been explained in a non-trivial way.Reedyk

iv) In Fig. 1 one sees also that the low-frequency side of the $`ab`$ plane $`R(\omega )`$, where the strong peaks appear, is not affected by the $`c`$-axis reflectivity. The same holds for the other samples.prb  Incidentally, in the $`x`$ = 0.15 spectrum, strong far-infrared peaks spring up at low $`T`$ while the dip at 470 cm-1 is very weak at any $`T`$.

v) The authors of Ref.  support their argument by citing three papers. Two of them report data on thin films, known to be affected by the subtraction of the substrate contribution, the third one reports measurements at grazing incidence. When measuring at quasi-normal incidence single LSCO crystals, anomalous peaks are observed instead, similar to those in Ref. : see, therein, Refs. ,,, and a recent preprint as well.Kim  Concerning the paper of Dumm et al.,Dumm  the remark in Ref.  does not report faithfully the note we added to Ref. .

In conclusion, the high quality and good orientation of the crystals measured in Ref.  is not questioned by the presence of a dip in $`R(\omega )`$ at 470 cm-1. The latter feature appears both in well-cut crystals grown by the floating-zone method and in flux-grown samples. Our case on a charge-stripe scenario for LSCO is supported by a sound trend of the optical conductivity throughout its phase diagram and fully agrees with the results of RamanVenturini  and neutronFujita  spectroscopy on samples from the same laboratories.

A. Lucarelli, S. Lupi, M. Ortolani, P. Calvani, P. Maselli, and M. Capizzi

”Coherentia”-INFM and Dipartimento di Fisica, Università di Roma La Sapienza, Roma, Italy.