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# References

BOSONIZATION IN THE NONCOMMUTATIVE PLANE
Subir Ghosh

Physics and Applied Mathematics Unit,

Indian Statistical Institute,

203 B. T. Road, Calcutta 700108,

India.

Abstract:
In this Note, we study bosonization of the noncommutative massive Thirring model in $`2+1`$\- dimensions. We show that, contrary to the duality between massive Thirring model and Maxwell-Chern-Simons model in ordinary spacetime, in the low energy (or large fermion mass) limit, their noncommutative versions are not equivalent, in the same approximation.

Keywords: $`2+1`$-Dimensional bosonization, Noncommutative field theory.

The string inspired Non-Commutative (NC) spacetime  and the subsequent noncommutative field theories living in the $`D`$-branes  have remodelled a number of established ideas of quantum field theories in ordinary spacetime. From a string theory perspective, NC field theories (and NC gauge theories in particular) yield an effective theory for strings in the presence of a large background $`B`$-field. However, the advantage of the NC field theory formalism is that it deviates very little from the field theory in ordinary spacetime, as far as computational techniques are concerned. Hence, working in NC field theory, some string theoretic results, albeit in certain limits, are recovered by conventional quantum field theoretic computations. Generically it will be much harder to obtain analogous results from a string theoretic analysis.

Quite apart from the above mentioned string theory connection, NC quantum field theories are being intensly studied because of some surprising consequences of noncommutativity, such as the ultraviolet-infrared mixing , dipolar behaviour of the excitations in electromagnetic interaction , a specific type of non-locality , etc. to name a few. Another interesting observation is that the (noncommutativity parameter) $`\theta 0`$ limit is not always smooth , that is results in NC spacetime do not always reduce to ordinary spacetime results for $`\theta 0`$. This might seem unexpected since the dynamical variables of NC and ordinary spacetimes are related explicitly through the Seiberg-Witen Map , through a perturbative expansion in $`\theta `$. Actually the singularity in $`\theta `$ appears in the quantum theory when the $`\theta 0`$ limit and regularization prescription limits do not commute. We will come to the last point later.

A powerful tool in the conventional quantum field theory is the concept of duality (or equivalence) between apparantly dissimilar theories. Apart from the esthetic satisfaction of unifying various theories under one idea, a tangible outcome of duality is that the dual models can represent a physical phenomenon in different limiting domains, such as strong and weak coupling limit etc. It is quite natural to question the fate of a particular duality when the spacetime becomes noncommutative. In the present Note, we will discuss one such duality, i.e. Bosonization or the fermion-boson duality in $`2+1`$-dimensional NC spacetime.

Bosonization in $`1+1`$-dimensions dates back to Coleman  who showed that that the Sine-Gordon model of a scalar field is dual to the massive Thirring model of self interacting fermions. Subsequently the explicit operator realization of the fermion-boson mapping was provided by Mandelstam . An interesting and useful feature of bosonization is that quantum effects corresponding to the fermionic theory get included in the bosonized effective action, which can be studied classically.

However, generalization of bosonization to higher dimensions is not as complete as in $`1+1`$-dimensions, (where some simplifications occure due to the topology of the single spatial coordinate). In $`2+1`$-dimensions, following the ideas in , Deser and Redlich  first studied the equivalence between effective electromagnetic interaction of the $`CP^1`$ model and a charged massive fermion in powers of inverse fermion mass. Bosonization of the massive Thirring model in the long wavelength regime - the case relevant to us - was considered later by Fradkin and Schaposnik and by Banerjee . The Thirring model, in the lowest non-trivial order in inverse fermion mass, becomes equivalent to the topologically massive $`U(1)`$ gauge theory, the Maxwell-Chern-Simons theory. The latter model is of interest 111The vector and tensor gauge theories in $`2+1`$-dimensions are related to high temperature behaviour of four-dimensional models . in its own right and has been studied exhaustively in . It possesses a single, parity violating, massive, spin one excitation. In the above instances, the parity violation in the bosonic theory, in the form of the Chern-Simons term, comes from the parity violating fermion mass term. Notice that the model enjoys gauge invariance even though the gauge boson is massive, the reason being the topological generation of the mass.

This motivates us to the present work - the study of bosonization of the massive Thirring model, in $`2+1`$-dimensional NC spacetime. 222The analogue  of our work in $`1+1`$-dimensions reveals that the strong-weak coupling duality, similar to the ordinary spacetime result , remains intact. The noncommutativity induces a Wess-Zumino-Witten term in the effective $`U(1)`$ theory. In ordinary spacetime, the Massive Thirring (MT) model - a massive fermionic theory with four fermion current-current (Thirring) self interaction - is equivalent to the Self-Dual (SD) model - a massive bosonic theory with Chern-Simons term as the kinetic term - in the lowest non-trivial order of the inverse fermion mass . The large fermion mass approximation is equivalent to the low energy or long wave length limit of the massive Thirring model, where the fermi-bose transmutation is valid. The Thirring coupling constant gets related to the inverse of the gauge boson mass. Furthermore, due to the equivalence between the SD and Maxwell-Chern-Simons (MCS) models , the MT model (with no manifest local gauge invariance) becomes equivalent to the (manifestly gauge invariant) MCS model. Our aim is to study, (a): whether bosonization of the Non-Commutative MT (NCMT) theory along the lines of ordinary spacetime is possible and (b): if it is so, whether the NCMT-NCMCS duality is preserved.

Our results consist of a good news and a bad news. The good news is that, (in analogy with ordinary spacetime ), the NCMT model can be bosonized in powers of the inverse fermion mass. The bad news is that, (contrary to the ordinary spacetime ), the duality between the NCMT and NCMCS models is lost, even in the large fermion mass limit. The reason is the following. Recently it was shown by us  that the NCSD-NCMCS duality survives. However, here we show that bosonization of the NCMT theory induces a theory which differs from the NCSD theory studied previously . Hence the NCMT-NCMCS duality is lost. These constitute the main results of this paper, schematically summarized below:

$$OrdinaryspacetimeMT(fermion)SD(boson)MCS(boson)$$

$$MT(fermion)MCS(boson),$$

$$NCspacetimeNCMT(fermion)BosonicmodelNCSD(boson)NCMCS(boson)$$

$$NCMT(fermion)NCMCS(boson).$$

After putting our work in its proper perspective, we now move on to explicit computations. The spacetime is characterized by a noncommutativity of the form,

$$[x^\rho ,x^\sigma ]_{}=i\theta ^{\rho \sigma },$$
(1)
where the ordinary product is replaced by the Moyal-Weyl or $``$ product,

$$\widehat{p}(x)\widehat{q}(x)=e^{\frac{i}{2}\theta _{\mu \nu }_{\sigma _\mu }_{\xi _\nu }}\widehat{p}(x+\sigma )\widehat{q}(x+\xi )_{\sigma =\xi =0}=\widehat{p}(x)\widehat{q}(x)+\frac{i}{2}\theta ^{\rho \sigma }_\rho \widehat{p}(x)_\sigma \widehat{q}(x)+O(\theta ^2).$$
(2)
The hatted variables live in NC spacetime. Generally $`\theta ^{\rho \sigma }`$ is taken to be a constant tensor, but this need not always be the case . In this paper we will focus on $`2+1`$-dimensional NC spacetime.

Let us discuss NC bosonization first. The NCMT model is,

$$\widehat{S}_{Th}=d^3x[\overline{\widehat{\psi }}(x)(i\gamma ^\mu _\mu +m)\widehat{\psi }(x)\frac{g^2}{2}\widehat{j}^\mu (x)\widehat{j}_\mu (x)]$$

$$=d^3x[\overline{\widehat{\psi }}(x)(i\gamma ^\mu _\mu +m)\widehat{\psi }(x)\frac{g^2}{2}\widehat{j}^\mu (x)\widehat{j}_\mu (x)],$$
(3)
where the fermion current $`\widehat{j}_\mu `$is defined as

$$\widehat{j}^\mu (x)=\overline{\widehat{\psi }}(x)\gamma ^\mu \widehat{\psi }(x).$$
(4)
The second equality in (3) follows from the property of $``$-product under integral. The next step is to compute the effective action by integrating out the fermions. We consider an alternative action,

$$\widehat{S}=d^3x[\overline{\widehat{\psi }}(x)(i\gamma ^\mu _\mu +m)\widehat{\psi }(x)+\widehat{j}^\mu (x)\widehat{B}_\mu (x)+\frac{1}{2g^2}\widehat{B}^\mu \widehat{B}_\mu ]$$

$$=d^3x[\overline{\widehat{\psi }}(x)(i\gamma ^\mu _\mu +m)\widehat{\psi }(x)+\widehat{j}^\mu (x)\widehat{B}_\mu (x)+\frac{1}{2g^2}\widehat{B}^\mu \widehat{B}_\mu ],$$
(5)
where the Thirring interaction is linearized by introducing a field $`\widehat{B}_\mu `$. This is similar to the formalism followed in ordinary spacetime . However, there is a subtlety involved, which is peculiar to NC spacetime. Depending on the positioning of $`\widehat{B}_\mu `$ and $`\widehat{\psi }`$, the covariant derivative can act in three ways ,

$$\widehat{D}_\mu \widehat{\psi }\begin{array}{c}=_\mu \widehat{\psi }+i\widehat{B}_\mu \widehat{\psi }\hfill \\ =_\mu \widehat{\psi }i\widehat{\psi }\widehat{B}_\mu \hfill \\ =_\mu \widehat{\psi }+i(\widehat{\psi }\widehat{B}_\mu \widehat{B}_\mu \widehat{\psi })\hfill \end{array}$$
(6)
which are termed respectively as fundamental, anti-fundamental and adjoint representations. Notice that we have chosen the anti-fundamental one in (5), since this will reduce to the original Thirring model (3) once $`B_\mu `$ is integrated out.

We now follow the work of Grandi and Silva  in computing the fermion determinant and write down the effective action,

$$\widehat{S}[\widehat{B}]=d^3x[\frac{1}{8\pi }ϵ^{\mu \nu \lambda }(\widehat{B}_\mu _\nu \widehat{B}_\lambda +\frac{2i}{3}\widehat{B}_\mu \widehat{B}_\nu \widehat{B}_\lambda )+\frac{1}{2g^2}\widehat{B}^\mu \widehat{B}_\mu ]+O(\frac{1}{m}).$$
(7)
Pauli-Villars regularization has been invoked and only the parity violating contribution is exhibited. The first term is the NC Chern-Simons term. The details of the derivation are to be found in . This completes the first part of our work, that is bosonization of NCMT 333Referring to our earlier comment on the smoothness of the $`\theta 0`$ limit, notice that even though the coupling in the adjoint representation vanishes for $`\theta =0`$, the effective action is non-zero . This is relevant for Majorana fermions which are neutral in ordinary spacetime. However, this does not concern the present work..

To understand the non-existance of NCMT-NCMCS duality, we briefly recall earlier works. The (ordinary spacetime) duality between the SD model, otained by bosonizing the MT model,

$$S_{SD}=d^3x[\frac{1}{2g^2}B^\mu B_\mu \frac{1}{8\pi }ϵ^{\alpha \beta \gamma }B_\alpha _\beta B_\gamma ]$$
(8)
and the MCS model,

$$S_{MCS}=d^3x[\frac{1}{2}(_\alpha A_\beta _\beta A_\alpha )^\alpha A^\beta +\frac{2\pi }{g^2}ϵ^{\alpha \beta \gamma }A_\alpha _\beta A_\gamma ].$$
(9)
discovered by Deser and Jackiw , was surprising since the latter is a gauge theory whereas the former is (naively) not. However constraints of the theories induce identical spectra and a mapping between degrees of freedom of the two theories . This equivalence was further corroborated in  where a ”‘Master”’ Lagrangian was constructed, which was capable of generating both the SD and MCS models.

The duality between the following NC versions of SD and MCS theories, shown in  by exploiting the ”‘Master”’ Lagrangian technique,

$$\widehat{S}_{SD}=d^3x[\frac{1}{2g^2}\widehat{B}^\mu \widehat{B}_\mu \frac{1}{8\pi }ϵ^{\alpha \beta \gamma }\widehat{B}_\alpha _\beta \widehat{B}_\gamma ]$$
(10)
$$\widehat{S}_{MCS}=d^3x[\frac{1}{2}(_\alpha (\widehat{A}+\widehat{a})_\beta _\beta (\widehat{A}+\widehat{a})_\alpha )^\alpha (\widehat{A}+\widehat{a})^\beta +\frac{2\pi }{g^2}ϵ^{\alpha \beta \gamma }(\widehat{A}+\widehat{a})_\alpha _\beta (\widehat{A}+\widehat{a})_\gamma ].$$
(11)
is all the more non-trivial since (11) is generated via the (inverse) Seiberg-Witten map 444The significance of the Seiberg-Witten map is that under an NC or $``$-gauge transformation of $`\widehat{A}_\mu `$ by,
$$\widehat{\delta }\widehat{A}_\mu =_\mu \widehat{\lambda }+i[\widehat{\lambda },\widehat{A}_\mu ]_{},$$
$`A_\mu `$ will undergo the transformation
$$\delta A_\mu =_\mu \lambda .$$
Subsequently, under this mapping, a gauge invariant object in conventional spacetime will be mapped to its NC counterpart, which will be $``$-gauge invariant. , which, valid to the first non-trivial order in $`\theta `$, is

$$A_\mu =\widehat{A}_\mu \theta ^{\sigma \rho }\widehat{A}_\rho (_\sigma \widehat{A}_\mu \frac{1}{2}_\mu \widehat{A}_\sigma )\widehat{A}_\mu +\widehat{a}_\mu (\widehat{A}_\nu ,\theta )$$

$$\lambda =\widehat{\lambda }+\frac{1}{2}\theta ^{\rho \sigma }\widehat{A}_\rho _\sigma \widehat{\lambda }.$$
(12)
As stated before, the ”‘hatted”’ variables on the right are NC degrees of freedom and gauge transformation parameter. It should be mentioned that the $`O(\theta )`$ expression of the Seiberg-Witten map is used only because the higher order terms in $`\theta `$ can not be obtained uniquely . However, it is important to note that the equivalence result remains valid to all orders in $`\theta `$ as the explicit form of the map is not required in this proof. This is discussed in . Indeed, the $`O(\theta )`$ analysis plays a central role since in NC spacetime physics as most of the results till date refer to $`O(\theta )`$ corrections over the results in normal spacetime.

In fact, (11) is nothing but the sum of NC Maxwell term and NC Chern-Simons term, correct up to the first non-trivial order in $`\theta `$. $`S_{MCS}`$ in (9) is transformed to $`\widehat{S}_{MCS}`$ in (11) by using the Seiberg-Witten map  given in (12). On the other hand, $`\widehat{S}_{SD}`$ (10) is gotten from $`S_{SD}`$ (8) simply by replacing the ordinary products by $``$-product and using $`B_\mu \widehat{B}_\mu `$. It does not require the Seiberg-Witen map. Notice that for this reason, the parity-odd term in (10) is not the NC extension of the Chern-Simons term. The non-abelian extension of these ideas are discussed in  in ordinary spacetime and in  in NC spacetime.

The difference between the mechanisms by which $`S_{SD}\widehat{S}_{SD}`$ $`((\text{8})(\text{10}))`$ and $`S_{MCS}\widehat{S}_{MCS}`$ $`((\text{9})(\text{11}))`$ are obtained, is due to the fact that since $`S_{MCS}`$ has a gauge invariance, $`\widehat{S}_{MCS}`$ must have the corresponding $``$-gauge invariance. This is ensured by invoking the Seiberg-Witten map. On the other hand, $`S_{SD}`$ is not a manifestly gauge invariant theory the Seiberg-Witten map does not come into play in the generation of its NC version.

It is now straightforward to see that even in the lowest non-trivial order in $`\theta `$, the NCSD model given in (10) and the theory (7) obtained from bosonization of the NCMT model are different, because of the triple $`B_\mu `$ term in (7). Note that this difference vanishes in ordinary spacetime. This proves that the NCMCS theory is not the dual of NCMT model. This constitutes the second part of our statement advertised before.

A comment about nomenclature is possibly in order. This pertains to the fact that which of the models between (10) and (7) should be referred to as the NCSD. One can argue in favor of (7) since starting from the ordinary spacetime SD model, in (7), the Chern-Simons term is generalized to its NC version and the mass term remains as such. On the other hand we contend  that (10) should be termed as the NCSD model since the SD model being gauge variant, its NC version should be obtainable by only converting the ordinary products to $``$-products. Also, (10) obeys the self dual equation whereas (7) does not. All the same, keeping this ambiguity aside, the fact remains that the model (7) obtained by bosonizing the NCMT is different from the model (10) and in  the latter was shown to be equivalent to the NCMCS model.

To conclude, we have shown that, (keeping in mind the subtleties involved in noncommutative field theories), the noncommutative massive Thirring model can be bosonized in the large fermion mass limit, along the lines of its ordinary spacetime version. However, unlike the ordinary spacetime result, the duality between noncommutative massive Thirring model and noncommutative Maxwell-Chern-Simons model does not survive. Intuitivly, the reason for this failure is also not hard to guess. The noncommutative gauge theories that appear here are structurally akin to non-abelian gauge theories in ordinary spacetime and from previous experience  we know that these dualities are to be understood in a more restricted sense in the non-abelian setup.

Acknowledgement: It is a pleasure to thank Dr. Rabin Banerjee for correspondence.


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# Finite size scaling analysis of the glass transition

## Abstract

We show that finite size scaling techniques can be employed to study the glass transition. Our results follow from the postulate of a diverging correlation length at the glass transition whose physical manifestation is the presence of dynamical heterogeneities. We introduce a parameter $`B(T,L)`$ whose temperature, $`T`$, and system size, $`L`$, dependences permit a precise location of the glass transition. We discuss the finite size scaling behaviour of a diverging susceptibility $`\chi (L,T)`$. These new techniques are successfully used to study two lattice models. The analysis straightforwardly applies to any glass-forming system.

Progress in the study of the ‘glass transition’ has been slow for two main reasons. First, almost by definition, the dynamics of a liquid supercooled through its melting transition towards its glass phase becomes so slow that it is impossible to actually cross a possible phase transition while staying at equilibrium. One relies therefore on thermodynamic or kinetic extrapolations which stop at the glass temperature $`T_g`$ where the system no longer equilibrates. As a consequence, the mere existence of a genuine transition is still questioned, even though experiments now probe more than a decade of decades of relaxation times.

Secondly, the nature of the putative transition remains largely unknown as compared to more standard phase transitions. Basically, the situation is such that the formulation of a Ginzburg-Landau type of model is still impossible, because one does not know what would be the correct order parameter, its symmetries, dynamics, correlations, etc. Similarly, at the beginning of the 90’s, two papers apparently settled the related question of the possible existence of a diverging correlation length at the glass transition, reporting the absence of such a length scale nagel ; dasgupta . As a regrettable corollary, modern developments of statistical mechanics such as renormalization group, finite size scaling, or universality classes became apparently useless to study the glass transition.

In this paper, we show that finite size scaling techniques first derived from renormalization group concepts in the context of continuous phase transitions are useful to study the glass transition, at variance with the common belief. This should allow much more powerful extrapolations to locate a possible transition and a better characterization of its nature, thus making progress on the two important points mentioned above.

The paper is organized as follows. We first describe the observations underlying our work, before describing the principles of the analysis. As a first application of the method, we then consider two well-known models proposed in the context of the glass transition, namely the one-dimensional Fredrickson-Andersen model FA  and the three-dimensional Kob-Andersen model KA .

Our work is based upon the recent burst of activity related to the definition, observation and characterization of dynamical heterogeneities in the dynamics of supercooled liquids reviewexp . The underlying physics is that particles move in a cooperative manner, the more so the nearer the glass transition. This picture immediately suggests the existence of a correlation length $`\xi (T,t)`$ associated to these dynamical domains, reflecting the length scale on which the particles dynamics have been correlated in a time interval $`t`$ at temperature $`T`$. We define a ‘coherence length’ $`\mathrm{}(T)\xi (T,t_{\mathrm{rel}})`$, where $`t_{\mathrm{rel}}=t_{\mathrm{rel}}(T)`$ is the mean relaxation time of the liquid. Whether or not $`\mathrm{}(T)`$ is connected to some yet undiscovered structural length scale is an important open problem. Crucially, however, progress can be made if one postulates that $`\mathrm{}(T)`$ actually diverges at some—possibly zero—temperature $`T_c`$ which will thus non-ambiguously define the glass transition temperature one seeks to determine. It should coincide with the temperature at which $`t_{\mathrm{rel}}(T)`$ also diverges.

A measure of $`\xi (T,t)`$ in a liquid can be obtained via the spatial decay of the following correlation function:

$$C(r,t)=F(r+r_0,t)F(r_0,t)F(r+r_0,t)F(r_0,t),$$
(1)
where $`F(r,t)=\rho (r,t+t_0)\rho (r,t_0)`$; $`\rho (r,t)`$ is the density at time $`t`$ and position $`r`$, $`r_0`$ and $`t_0`$ are arbitrary position and time, respectively. Alternatively, $`F(r,t)`$ can be replaced by any two-time function, $`F(r,t)=A(r,t+t_0)B(r,t_0)`$, where $`A`$ and $`B`$ are physical observables. In essence, Eq. (1) is a two-time, two-point correlation function which measures correlations in trajectory space glo ; jp . Note that the commonly discussed ‘non-Gaussian parameter’ is related to Eq. (1) when $`A`$ and $`B`$ refer to the particle positions, but for $`r=0`$. As such, it contains no information about $`\mathrm{}(T)`$. In fact, Eq. (1) captures most of the measurements of dynamical heterogeneities which amounts to first distinguish between ‘fast’ and ‘slow’ particles and then to check how these are spatially correlated reviewexp . The correlators $`F(r,t)`$ precisely tell us how fast a particle is, while Eq. (1) measure the corresponding spatial correlations. The use of the dynamic function $`F(r,t)`$ makes an arbitrary criterion to distinguish between particles unnecessary. Variations of the correlator (1) have been studied. In Refs. glo ; parisi , the density fluctuations were replaced by an arbitrarily defined overlap between configurations, and by particle displacements in Refs. basch ; heuer ; hiwa . These works show that $`\xi (T,t)`$ is indeed maximum for $`tt_{\mathrm{rel}}(T)`$, which justifies our definition of $`\mathrm{}(T)`$. Also, $`\mathrm{}(T)`$ decreases with $`T`$, although simulations are yet too limited to confirm a possible divergence at low temperature.

The observation of a growing coherence length scale has deep consequences which we start to explore in this paper. This indeed suggests that local dynamical functions $`F(r,t)`$ become long-range correlated when the glass phase is approached. As such they play a role similar to that of the order parameter in a standard continuous phase transition. This simple remark is central in our approach. Having identified a quantity analogous to an order parameter, it becomes a simple task to extend the tools developed for conventional transitions to study the problem of the glass transition, starting here with finite size scaling techniques.

Define first the parameter $`B(T,L)`$ as

$$B(T,L)=1\frac{\phi ^4_L4\phi ^3_L\phi _L+6\phi ^2_L\phi _L^23\phi _L^3}{3\left[\phi ^2_L^22\phi ^2_L\phi _L^2+\phi _L^4\right]},$$
(2)
with $`\phi =\phi (t_{\mathrm{rel}}(T))L^dd^drF(r,t_{\mathrm{rel}}(T))`$, where $`d`$ is the space dimensionality. The crucial information is that the average $`\mathrm{}_L`$ is performed in a system of finite linear size $`L`$. By construction, $`B(T,L)=0`$ when the fluctuations of $`\phi `$ are Gaussian, since it is built from the fourth cumulant of the probability distribution function of $`\phi `$, $`P_L(\phi )`$. This distribution is Gaussian when $`L\mathrm{}(T)`$ as a consequence of the central limit theorem. However, $`P_L(\phi )`$ becomes non-Gaussian when $`L<\mathrm{}(T)`$, and $`B(T,L)`$ is therefore non-zero in that case. Moreover, it is natural to expect that $`B(T,L)`$ becomes a scaling function of the variable $`\mathrm{}(T)/L`$ in the regime $`\mathrm{}(T),La`$, where $`a`$ is the microscopic length scale of the problem, e.g. the particle size in a simple liquid. Also, $`P_L(\phi )`$ should be independent of $`L`$ and $`\mathrm{}(T)`$ in the regime $`aL\mathrm{}(T)`$. The latter assumption implies in particular that $`B(T_c,L)`$ is a constant ‘universal’ number since $`L\mathrm{}(T_c)=\mathrm{}`$ is automatically satisfied at the transition. Therefore, the curves $`B(T,L)`$ versus $`T`$ for various $`L`$ cross at $`T_c`$. The definition (2) is naturally inspired by the classical paper binder , where a numerical finite size scaling analysis of the Ising model was performed. In that case, $`\phi `$ was the order parameter of the paramagnetic-ferromagnetic transition, i.e. the magnetization density.

We also define the susceptibility

$$\chi (T,L)=\frac{L^d}{T}\left[\phi ^2_L\phi _L^2\right],$$
(3)
again explicitly retaining its $`L`$ dependence. Similarly, one expects this function to exhibit a scaling behaviour for large $`L`$ and $`\mathrm{}(T)`$. When the correlator $`C(r,t)`$ is itself a simple function of the ratio $`r/\mathrm{}(T)`$, one gets

$$\chi (L,T)L^d\stackrel{~}{\chi }\left(\frac{\mathrm{}(T)}{L}\right),$$
(4)
where the scaling function $`\stackrel{~}{\chi }(x)`$ behaves as $`\stackrel{~}{\chi }(x1)x^d`$ and $`\stackrel{~}{\chi }(x1)const`$. The assumption made on the correlator is supported by all known simulation results so far glo ; parisi ; heuer . It is satisfied also in the two models studied below. Using with caution the language of critical phenomena, this would mean that the anomalous exponent $`\eta `$ is $`\eta =2d`$, implying a simple Fisher’s law $`\gamma =\nu d`$ between the exponents of the susceptibility and the correlation length. This point certainly needs further investigation in realistic supercooled liquids.

The suggested analysis requires extrapolations towards the glass phase, as all equilibrium measurements in supercooled liquids do. However, the new quantities $`B(T,L)`$ and $`\chi (T,L)`$ defined above are much richer quantities than, say, an average relaxation time since they contain information on the full distribution $`P_L(\phi )`$. This will be clearly demonstrated in the rest of the paper.

We now use the analysis suggested above to study two lattice models. We start with the one-dimensional version of the spin facilitated Ising model introduced in Ref. FA . Spin facilitated models have been introduced as caricatures of real supercooled liquids, in the sense that they are non-disordered spin models displaying glassy dynamics with only very simple static correlations. We have chosen this version of the model since it is reasonably well characterized jp ; FA ; harrowell . Moreover, as a one-dimensional lattice model, it is relatively easy to simulate on very large time and length scales, nicely confirming the expected scaling behaviour. These results thus constitutes a very interesting first application of the methods described above. The model is defined by the Hamiltonian

$$H=\underset{i=1}{\overset{N}{}}s_i,$$
(5)
where $`s_i=0,1`$ are two-state observables located at the sites of a chain of size $`N`$ with periodic boundary conditions. Glassiness originates from the chosen dynamics, since the static properties of the non-interacting Hamiltonian (5) are completely trivial. In a standard Metropolis algorithm, the transition rates are $`w(s_i1s_i)=\mathrm{min}(1,e^{\beta \mathrm{\Delta }E})`$, where $`\mathrm{\Delta }E`$ is the energy change in the transition $`s_i1s_i`$. Here, the rates are given instead by $`w^{}(\mathrm{\Delta }E)=(s_{i1}+s_{i+1})w(\mathrm{\Delta }E)`$ meaning that a spin can flip only if it has at least one nearest neighbor whose value is 1. This kinetic constraint implies glassiness. From (5), one has $`s_i=(1+e^{1/T})^1`$, so that the density of spin 1 becomes small at low $`T`$ therefore allowing less and less transitions. This leads to an Arrhenius relaxation time, $`t_{\mathrm{rel}}=\mathrm{exp}(3/T)`$, which makes the model ‘strong’ according to the classification commonly used in the glass literature. Also, the dynamics becomes more and more cooperative when approaching the glass transition at $`T_c=0`$, with a diverging coherence length $`\mathrm{}(T)=\mathrm{exp}(1/T)`$ jp ; harrowell .

We simulate this model using a continuous time algorithm in the temperature interval $`T[0.125,1.0]`$, approximately corresponding to 13 decades in relaxation times. For each temperature, a large system of $`N=210^4`$ spins is studied, and averages are performed in subsystems of finite size $`L[2,1024]`$ for a number of independent configurations ranging from 200 to 20000. Fortunately, more statistics is required at higher temperatures where deviations from Gaussian behaviour are smaller. A natural choice for the dynamic function $`F(i,t)`$ in the definition (2) is the persistence of the spin $`s_i`$ at site $`i`$. The mean persistence is given by $`F(i,t)_{L=\mathrm{}}=\mathrm{exp}\left[\sqrt{t/t_{\mathrm{rel}}(T)}\right]`$, which defines the relaxation time.

Our results for this model are presented in Figs. 1 and 2. The inset of Fig. 1 shows the variation of $`B(T,L)`$ as a function of $`1/T`$ for various sizes $`L`$. As expected, $`B(T,L)`$ crosses over from $`B(T,L)=0`$ at high $`T`$ to a non-zero value at low $`T`$, the locus of the crossover being $`L`$-dependent. The various curves clearly cross at $`T_c=0`$ only. One observes in the main figure an excellent collapse of the data, showing that $`B(T,L)`$ satisfies the expected scaling form $`B(T,L)\stackrel{~}{B}(\mathrm{}(T)/L)`$. Since $`P_L(\phi )`$ is bimodal when $`L\mathrm{}(T)`$, it is a simple task to compute $`B(T_c=0,L)=\stackrel{~}{B}(x\mathrm{})=0.566\mathrm{}`$. The inset of Fig. 2 presents the susceptibility $`\chi (T,L)`$ as a function of $`1/T`$ for various sizes $`L`$. Again, one clearly sees the expected behaviours: $`\chi (T,\mathrm{})`$ diverges when $`T0`$ as $`e^{1/T}=\mathrm{}(T)`$, while for finite $`L`$ the divergence is smeared when $`\mathrm{}(T)>L`$. The main figure shows the perfect collapse of the data suggested by Eq. (4) when $`\chi (L,T)L^1`$ is plotted as a function of $`\mathrm{}(T)/L`$ (remember that $`d=1`$).

As a second application of the techniques described above, we study the kinetically constrained lattice gas introduced in Ref. KA . The model consists of hard spheres on a cubic lattice of linear size $`N`$. In this case, temperature plays no role, and the relevant control parameter is the density of particles, $`\rho `$. This lattice gas is also complemented by kinetic rules which make the dynamics glassy. In a non-constrained lattice gas, particles move to an empty nearest neighbour site with unit rate. In the present model, particles can move to an empty nearest neighbour, provided the particle has fewer than 4 neighbours before and after the move. This kinetic rule aims at reproducing dynamics of a supercooled liquid, where particles can hardly escape the cage formed by their neighbours. As a simple lattice model for the glass transition, it has been much studied since its introduction. Simulations have reported a dynamical arrest at a density $`\rho _c0.881`$ where the relaxation time apparently diverges as a power law KA . Very recently, however, a lower bound for the diffusion constant was analytically derived for this model, showing that the divergence of the relaxation time at a finite density found in simulations is only apparent giulio . The growth of $`t_{\mathrm{rel}}(\rho )`$ with $`\rho `$ is in fact extremely abrupt, $`\mathrm{log}\mathrm{log}t_{\mathrm{rel}}(\rho )(1\rho )^1`$, with an associated coherence length $`\mathrm{log}\mathrm{log}\mathrm{}(\rho )=c/(1\rho )`$, where $`c`$ is a numerical constant. The extremely fast increase of $`t_{\mathrm{rel}}`$ can easily be numerically confused with a true divergence at a finite density. This more difficult problem represents thus a highly selective test for the methods described in this paper. We now show that finite size scaling allows one to distinguish between a true and an apparent divergence of the relaxation time in this model.

We use again a continuous time Monte Carlo algorithm to study a model of linear size $`N=24`$ for densities $`\rho [0.75,0.87]`$, covering almost 8 decades of relaxation times. We use $`F(i,t)=\rho (i,t)\rho (i,0)`$ as a dynamical quantity, where $`\rho (i,t)`$ is the density at site $`i`$ and time $`t`$. The averages are performed in subsystems of linear sizes $`L`$, using $`10^4`$ independent initial conditions at each density. The correlator (1) is well described by a simple exponential form, $`C(r,t_{\mathrm{rel}})=e^{r/\mathrm{}(\rho )}`$. The latter measurements are also a check against spurious finite size effects, since they show that $`N\mathrm{}(\rho )`$ for the densities studied here.

We show our results for the determination of the critical density in Fig. 3 where the parameters $`B(\rho ,L)`$ are represented as a function of two possible scaling variables $`\mathrm{}/L`$. The top figure assumes a power law divergence of the coherence length $`\mathrm{}(\rho )(\rho _c\rho )^\alpha `$ at a finite density $`\rho _c<1`$, while the bottom figure makes use of the results of Ref. giulio , with a divergence at $`\rho _c=1`$ only. The best collapses obtained in the two cases are shown, using the values $`\rho _c=0.882`$, $`\alpha =0.59`$, and $`c=0.167`$. The second scaling is clearly superior, the first one having systematic deviations either at large or small sizes. The figure shown here is a compromise between those. Moreover, the second scaling has one less free parameter. The same conclusions are drawn from the susceptibility (3). These three arguments thus discriminate both possibilities, and we numerically confirm the absence of a dynamical arrest at finite density in this model.

To summarize, we have shown that finite size scaling techniques can be used to study the glass transition. This follows from the identification of local two-time observables $`F(r,t)`$ as relevant ‘order parameters’ with interesting fluctuations and correlations. We have defined two quantities, $`B(T,L)`$ and $`\chi (T,L)`$, whose scaling behaviour allows one to locate the glass transition in a much more accurate manner than an extrapolation of simpler quantities such as the relaxation time. The method proposed here straightforwardly applies to any glass-forming systems, including off-lattice models. More generally, our results show that the glass transition has more in common with continuous phase transitions than usually believed and raise the hope that more concepts and methods borrowed from continuous phase transitions studies can also be used.

###### Acknowledgements.

I thank JP Garrahan and W Kob who provided me with their continuous time algorithms jp ; KA , and G Biroli for communicating results before publication giulio . Over the last 14 months, daily conversations on this subject with JP Garrahan were very useful. This work is supported by a European Marie Curie Fellowship No HPMF-CT-2002-01927, CNRS (France) and Worcester College Oxford. Numerical results were obtained on Oswell at the Oxford Supercomputing Center, Oxford University.


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# Flicker Noise in a Model of Coevolving Biological Populations

## I Introduction

The long-time dynamics of biological evolution have recently attracted considerable interest among statistical physicists DROS01 , who find in this field new and challenging interacting nonequilibrium systems. An example is the Bak-Sneppen model BAK93 , in which interacting species are the basic units, and less “fit” species change by “mutations” that trigger avalanches that may lead to a self-organized critical state. However, in reality both mutations and natural selection act on individual organisms, and it is desirable to develop and study models in which this is the case. One such model was recently introduced by Hall, Christensen, and coworkers HALL02 ; CHRI02 . To enable very long Monte Carlo (MC) simulations of the evolutionary behavior, we have developed a simplified version of this model, for which we here present preliminary results.

## II Model and Numerical Results

The model consists of a population of individuals with a haploid genome of $`L`$ binary genes EIGE71 ; EIGE88 , so that the total number of potential genomes is $`2^L`$. The short genomes we have been able to study numerically (here, $`L=13`$) should be seen as coarse-grained representations of the full genome. We thus consider each different bit string as a separate “species” in the rather loose sense that this term is used about haploid organisms. In our simplified model the population evolves asexually in discrete, nonoverlapping generations, and the population of species $`I`$ in generation $`t`$ is $`n_I(t)`$. The total population is $`N_{\mathrm{tot}}(t)=_In_I(t)`$. In each generation, the probability that an individual of species $`I`$ has $`F`$ offspring before it dies is $`P_I(\{n_J(t)\})`$, while it dies without offspring with probability $`1P_I`$. The reproduction probability $`P_I`$ is given by

$$P_I(\{n_J(t)\})=\frac{1}{1+\mathrm{exp}\left[_JM_{IJ}n_J(t)/N_{\mathrm{tot}}(t)+N_{\mathrm{tot}}(t)/N_0\right]}.$$
(1)
The Verhulst factor $`N_0`$ VERH1838 , which prevents $`N_{\mathrm{tot}}`$ from diverging, represents an environmental “carrying capacity” due to limited shared resources. The time-independent interaction matrix $`𝐌`$ expresses pair interactions between different species such that the element $`M_{IJ}`$ gives the effect of the population density of species $`J`$ on species $`I`$. Elements $`M_{IJ}`$ and $`M_{JI}`$ both positive represent symbiosis or mutualism, $`M_{IJ}`$ and $`M_{JI}`$ both negative represent competition, while $`M_{IJ}`$ and $`M_{JI}`$ of opposite signs represent predator-prey relationships. To concentrate on the effects of interspecies interactions, we follow HALL02 ; CHRI02  in taking $`M_{II}=0`$. As in CHRI02 , the offdiagonal elements of $`M_{IJ}`$ are randomly and uniformly distributed on $`[1,1]`$. In each generation, the genomes of the individual offspring organisms undergo mutation with probability $`\mu /L`$ per gene and individual.

MC simulations were performed with the following parameters: mutation rate $`\mu =10^3`$ per individual, carrying capacity $`N_0=2000`$, fecundity $`F=4`$, and genome length $`L=13`$. For a system with $`𝐌=\mathrm{𝟎}`$ or only a single species and $`\mu =0`$, the steady-state total population is found by linear stability analysis RIKV03  to be $`N_0\mathrm{ln}(F1)2200`$. In this regime both the number of populated species and the total population $`N_{\mathrm{tot}}(t)`$ are smaller than the number of possible species, $`2^L=8192`$. This appears biologically reasonable in view of the enormous number of different possible genomes in nature.

An important quantity is the diversity of the population, which is defined as the number of species with significant populations. Operationally we define it as $`D(t)=\mathrm{exp}\left[S\left(\{n_I(t)\}\right)\right]`$, where $`S`$ is the information-theoretical entropy (known in ecology as the Shannon-Weaver index SHAN49 ), $`S\left(\{n_I(t)\}\right)=_{\{I|n_I(t)>0\}}\left[n_I(t)/N_{\mathrm{tot}}(t)\right]\mathrm{ln}\left[n_I(t)/N_{\mathrm{tot}}(t)\right]`$.

Results for a run of $`10^6`$ generations are shown in Fig. 1. In Fig. 1(a) are shown time series of $`D(t)`$ and $`N_{\mathrm{tot}}(t)`$. We see relatively quiet periods (quasi-steady states, QSS) punctuated by periods of high activity. During the active periods the diversity fluctuates wildly, while the total population falls below its typical QSS value. A corresponding picture of the species index (the decimal representation of the binary genome) is shown in Fig. 1(b), with grayscale indicating $`n_I(t)`$. Comparison of the two parts of Fig. 1 show that the QSS correspond to periods during which the population is dominated by a relatively small number of species, while the active periods correspond to transitions during which the system is “searching for” a new QSS.

Closer inspection of Fig. 1 suggests that there are shorter QSS within some of the periods of high activity. This led us to consider the power-spectral densities (PSD) of the diversity and total population, measured in very long simulations of $`2^{25}=\mathrm{33\hspace{0.17em}554\hspace{0.17em}432}`$ generations. The PSD of the diversity is shown in Fig. 2 and indicates that the model exhibits flicker noise with a spectrum near $`1/f`$ MARI83 ; MILO02  over at least four to five decades in frequency.

## III Relevance to Evolutionary Biology

It has been much discussed in evolutionary biology whether species evolve gradually or in a succession of QSS, punctuated by periods of rapid change. The latter mode has been termed “punctuated equilibria” by Gould and Eldredge GOUL77 ; NEWM85 . There is also some indication that flicker noise is found in the fossil record of extinctions, but due to the sparseness of the fossil evidence this is a contested issue HALL96 ; NEWM99 . The model discussed here can at best be applied to the evolution of asexual, haploid organisms such as bacteria, and one should also note that no specific, biologically relevant information has been included in the interaction matrix. Nevertheless, we find it encouraging that such a simple model of macroevolution with individual-based births, deaths, and mutations can produce punctuated equilibria and flicker noise reminiscent of current theories of biological macroevolution.

## Acknowledgments

We thank B. Schmittmann and U. Täuber for useful discussions, and P.A.R. thanks the Department of Physics, Virginia Polytechnic Institute and State University, for its hospitality. This research was supported by U.S. National Science Foundation Grant Nos. DMR-9981815, DMR-0088451, DMR-0120310, and DMR-0240078, and by Florida State University through the School of Computational Science and Information Technology and the Center for Materials Research and Technology.


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# Untitled Document

astro-ph/0303422

Dark Matter as Dark Energy

Ramzi R. Khuri e-mail: khuri@gursey.baruch.cuny.edu.

Department of Natural Sciences, Baruch College, CUNY

17 Lexington Avenue, New York, NY 10010

Graduate School and University Center, CUNY

365 5th Avenue, New York, NY 10036

Abstract

Velocity-dependent interactions in a fundamental-string dominated universe lead quite naturally, with reasonable assumptions on initial conditions, to an accelerating expanding universe without assuming the existence of a cosmological constant. This result also holds generically for a universe dominated by moving extremal black holes, owing to a repulsive velocity-dependent force. This interaction, however, does not preclude structure formation. Here we discuss a toy model including both ordinary and extremal matter, in which the latter accounts for dark matter while simultaneously acting as effective dark energy. Eternal acceleration is once more seen to arise in this case.

March 2003

In \[1,,2\], it was shown that the velocity-dependent forces between parallel fundamental strings or $`p`$-branes lead to an accelerating, expanding universe in the transverse space. In this model, the repulsive force effectively acts as a positive cosmological constant (dark energy) without explicitly introducing a cosmological constant into the field equations. More recently , the results of \[1,,2\] were generalized to include a more general class of velocity-dependent Lagrangians. Such Lagrangians are the generic interaction for multi-soliton solutions, whose static interaction vanishes due to the cancellation of gauge and gravitational forces (the zero force condition ). In particular, these findings are not peculiar to string theory, and hold for, say, the velocity-dependent interactions of moving extremal Reissner-Nordström black holes . An accelerating expanding universe arises whenever the velocity-dependent Lagrangian has the form

$$L=\frac{mv^2}{2}\left(1+f(r)v^2\right),$$

as in the case of maximally supersymmetric strings or branes up to $`O(v^4)`$ in \[1,,2\], or of the form

$$L=\frac{mv^2}{2}\left(1+g(r)\right),$$

as in the case of extremal RN black holes , whenever $`f(r)`$ and $`g(r)`$ are monotonically decreasing functions of the separation $`r`$. It was further shown in  that, while this type of velocity-dependent force is always repulsive, thus leading to an accelerating growth in the size of the model universe, this interaction also allows for cosmic structure formation, or clumping, in which the velocity-dependent force essentially acts as a critical damping.

In this letter we discuss a toy model in which a matter-dominated universe consists of ordinary matter, interacting only gravitationally, and “extremal” matter, interacting gravitationally with the ordinary matter and via velocity-dependent interactions with other extremal matter. In this model, the extremal matter represents dark matter, which, owing to the acceleration resulting from its repulsive velocity-dependent forces, also effectively accounts for dark energy. Since this matter is in the form of extremal black holes or similar types of objects, the dark nature can be understood both from the black hole properties of such bodies and from the fact that extremal black holes, having zero Hawking temperature , also do not radiate.

Throughout our discussion we base our arguments on a highly simplified mean-field approximation. From the results of , we assume that structure formation is possible due to the critical damping nature of the repulsive force. Suppose further that the matter consists of $`N`$ clumps each consisting of mass $`M`$ of dark matter and mass $`m`$ of ordinary matter. Assume $`m<M`$, and to leading order in $`m/M`$, the ordinary matter, being dominated by the dark matter, moves in clumps centered around the center of mass of the clumps of dark matter. In a mean-field approximation, we take both types of matter to be distributed as identical coincentric spheres moving apart in an expanding universe. Let the mean separation between clumps be $`R(t)`$ and the mean size of each clump to be $`r(t)`$. Then $`r(t)`$ also represents the mean distance of ordinary matter to the center of each clump.

In order for the ordinary matter to continue moving within each clump with the dark matter, the net attractive force from all other clumps must be balanced by the net attractive force within each clump. This implies

$$\frac{G(M+m)}{r^2}\frac{G(N1)(M+m)}{R^2}.$$

For large $`N`$, this requires

$$r(t)\frac{R(t)}{\sqrt{N}}.$$

Similar considerations would apply to substructure within the clumps, thereby constraining scale sizes in this manner.

For the overall motion of each clump, accelerated expansion occur when the repulsive velocity-dependent dark matter-dark matter force overcomes the attractive gravitational force between dark matter and ordinary matter.

Before addressing the total force on dark matter in this picture, consider first the case of a universe dominated by the dark matter. In , a toy model consisting of only fundamental strings, $`p`$-branes or $`D`$-branes was shown to lead naturally to an accelerating universe in the transverse space. Assuming the constituents to be $`N`$ pointlike particles (say $`D0`$-branes) each of mass $`M`$, the mean-field model of  can be integrated explicitly for $`D=4`$ to yield

$$\left(\frac{\rho +3}{\rho +1}\right)\mathrm{ln}\left(\sqrt{\frac{R}{a}}+\sqrt{\frac{R}{a}+1}\right)+\sqrt{\frac{R}{a}}\sqrt{\frac{R}{a}+1}=\sqrt{\frac{\left(\rho +2\right)^3}{\rho \left(\rho +1\right)^2}}\left(\frac{tt_0}{k_1}\right)c,$$

where $`\rho =E/M`$ is the constant interaction energy per mass, $`a=\rho k_1/(\rho +2)`$ and

$$k_1=\frac{GNM}{2\pi c^2}$$

is the interaction scale of the velocity-dependent interaction. The $`\rho `$-dependent factors are henceforth taken to be $`O(1)`$, which is manifestly the case for all values of $`\rho `$.

In this model, $`R(t)`$ represents the mean position of a single particle (or clump) with respect to the center of mass of the entire universe, accounted for in the mean-field approximation as being concentrated at the center. $`R(t)`$ therefore represents the mean size of the universe in this toy model, which consists only of dark matter. Note that all factors of $`c`$ and $`G`$ have been restored in (1) as compared to the same equation derived in .

For small separation, $`R<<k_1`$, or post-inflation cosmological times early compared to present,

$$R(t)\frac{c^2t^2}{k_1},$$

implying a constant positive acceleration of

$$\ddot{R}\frac{4\pi c^4}{GMN}.$$

For very large $`R`$, $`R>>k_1`$ (or late time), $`R\sqrt{\rho (\rho +2)/(\rho +1)^2}ct`$, so that the very late time acceleration eventually tends to zero, but always remains positive. It is straightforward to show from (1) that the subleading latetime accelerating has the dependence

$$\ddot{R}\frac{GNM}{R^2}.$$

Now suppose we combine the extremal matter with the velocity dependent interaction with ordinary matter, which interacts only gravitationally. The net acceleration on each clump of extremal matter is then the result of adding the above repulsive acceleration between different extremal matter clumps and the gravitational attraction of the ordinary matter, also situated in the same clumps. The result for early times is

$$\ddot{R}\frac{GmN}{R^2}+\frac{4\pi c^4}{GMN}.$$

It follows from (1) that once an initially expanding universe surpasses the size

$$R_0\frac{GN\sqrt{mM}}{\sqrt{4\pi }c^2},$$

roughly the geometric mean between the Schwarzschild radii of the ordinary and dark matter, the repulsive force begins to dominate the attractive force and the universe enters into a phase of accelerated expansion. Eventually, however, the repulsive force weakens with greater separation. However, from (1), and for $`M>m`$, the repulsive acceleration $`GNM/R^2`$ still dominates the gravitational attraction $`GNm/R^2`$ and hence leads to eternal acceleration.

Of course this kind of toy model is highly simplified and need not to be taken too seriously at present. However, it does show the essential feature of such models, namely that the presence of repulsive velocity-dependent forces, such as exist generically between extremal black holes or similar classes of objects, can easily account for both dark matter and an effective cosmological constant without the explicit introduction of this constant in the field equations. This would have the benefit of avoiding the theoretical and conceptual problems associated with the cosmological constant and de Sitter space. While large extremal black holes are astrophysically unrealistic, the possibility that similar extremal matter (such as fundamental strings or related objects) has the same interactive behaviour certainly makes such models worth further exploration. The next step in this endeavour is then to consider the many-body problem for the case of the above two species of matter (ordinary and extremal matter) . The possibility of a numerical simulation along these lines is currently being investigated.

Acknowledgements: I would like to thank Gia Dvali for suggesting the idea of considering dark matter in this context. I would also like to thank Andriy Pokotilov and Xinle Yang for helpful discussions. Research supported by PSC-CUNY Grant # 64535 00 33.

References

relax R. R. Khuri, Phys. Lett. B520 (2001) 353, hep-th/0109041. relax R. R. Khuri and A. Pokotilov, Nucl. Phys. B633 (2002)295, hep-th/0201194; Phys. Lett. B535 1 (2002) hep-th/0202158. relax R. R. Khuri, Phys. Lett. B548 (2002) 9, hep-th/0209049. relax M. K. Prasad and C. M. Sommerfield, Phys. Rev. Lett. 35 (1975) 760; E. B. Bogomol’nyi, Sov. J. Nucl. Phys. 24 (1976) 449. relax R. C. Ferrell and D. M. Eardley, Phys. Rev. Lett. 59 (1987) 1617. relax S. W. Hawking, Phys. Rev. D15 (1977) 2738.


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# Hot Stellar Populations in Globular Clusters: a Photometrist’s View

## 1. Introduction

Horizontal branches (HB) are probably the most challenging structures in the color magnitude diagrams (CMD) of old stellar populations. Despite the fact that all the HB stars have almost the same absolute luminosity and are at the same evolutionary stage, a simple look at a sample of observed globular-cluster (GC) CMDs (e.g., the HST snapshot survey in Piotto et al. 2002) shows a large variety of morphologies, suggesting immediately a complex scenario. As originally realized about 40 years ago by Sandage and Wallerstein (1960), Faulkner (1996), and van den Bergh (1967), the location of a star on the HB depends on a large number of parameters. Indeed, we now know that the temperature of a star on the zero age HB (ZAHB) depends on all the parameters involved in the stellar models. On the one hand, this fact makes the interpretation of the HB morphologies rather difficult. On the other hand, as the HBs behave as a sort of amplifiers of the stellar population properties, they are an ideal laboratory in which to study the initial conditions and the evolution of the single stars as well as of the parent cluster. Understanding the HB morphology has a large astrophysical impact. The HBs allow us to understand the evolution of Population II stars, and of specific systems (clusters or nearby galaxies). Moreover, as HB stars are bright (particularly at short wavelengths), they are key ingredients in any stellar-population synthesis models; and therefore the knowledge of their properties has a significant impact on understanding the evolution of distant, unresolved galaxies. If we note that HB stars (in particular the RR Lyrae) play a fundamental role in the calibration of the cosmic distance scale, we see that the study of the HBs is relevant also for cosmology.

Despite the frustration one might sometimes feel when confronted with the zoo of HB properties, the large effort devoted to their study is undoubtedly worth its while.

## 2. The Open Problems

A number of observational properties of HBs are not well understood, despite the fact that they have been known for more than 30 years. Among them we mention:
(1) The Oosterhoff-Sandage period shift, concerning the pulsation properties of the RR Lyrae variables (Oosterhoff 1939, Arp 1955, Sandage 1981);
(2) The dependence of the HB morphology on metallicity ;
(3) Horizontal-branch bimodality (Harris 1974);
(4) The non-monotonic correlation between the HB extension and the metallicity, i.e., the evidence that there must be a “second parameter” (Sandage and Wildey 1967), or a combination of parameters (Buonanno et al. 1997) that determine the observed HB morphology;
(5) The “tilted HB” (Raimondo et al. 2002), i.e., a dependence of the HB luminosity on the temperature (cf. also Raimondo et al. in this book);
(6) The presence of blue tails (Fusi Pecci et al. 1993).

In the last ten years, since the first Ivanfest, most of the investigation of globular cluster HBs has been devoted to the blue tails (BTs), and we will concentrate on them in the remainder of this paper. The BT is an extension of the HB that runs almost vertically in the classical $`V`$ vs. $`BV`$ (or $`V`$ vs. $`VI`$) CMD, because of the insensitivity of the $`BV`$ (or $`VI`$) color to the temperature, for $`T_e10,000`$ K. The BT has a different morphology in different bandpasses. In the literature, there is some confusion concerning the name of the different branches of the hot HB; in the following, we will refer as BT to the part of the HB beyond $`T_e=10,000`$ K, which corresponds observationally to the region where the HB becomes almost vertical in the $`V`$ vs. $`BV`$ plane. We will refer to the piece of the HB between the blue edge of the RR Lyrae gap and this region as the blue HB (BHB). Finally, we will refer to the part of the BT populated by stars with $`T_e23,000`$ K as extreme horizontal branch (EHB). Observationally, the beginning of the EHB region corresponds to the recently identified “second jump” (see below).

The blue tails probably represent the most extreme of the mixed bag of anomalies that are sometime lumped into the term “second-parameter phenomena”. As an example, we can consider the HBs of NGC 5466, M92, and M15 (Fig. 1). Even if these three GCs have in practice the same metallicity (within 0.1 dex, Harris 1996), they have completely different HBs (Buonanno et al. 1985). NGC 5466 shows only a BHB. The M92 HB extends beyond $`T_e=10,000`$ K, with a BT $`1`$ magnitude long in the $`V`$ vs. $`BV`$ or $`VI`$ CMD, and no discontinuity in the stellar distribution. M15 has a long BT, which extends well below the TO (as it can be clearly seen in the more populated $`V`$ vs. $`BV`$ CMD of the cluster core, shown on the right side of Fig. 1), i.e., for more than 4 magnitudes, reaching the EHB. Both in the $`V`$ vs. $`VI`$ and in the $`V`$ vs. $`BV`$ CMD, there is a gap along the HB of M15, at $`T_e10,000`$ K, i.e., exactly where the HB of NGC 5466 seems to end.

In the last few years, a number of additional, unexpected, and mostly not clearly understood observational facts about the horizontal branch hot stars have come out, to further complicate the evolutionary scenario.

(1) It has been realized that HBs can extend well beyond $`T_e=30,000`$ K (Sosin et al. 1997). These stars are the GC counterparts of the field blue subdwarfs (Newell 1973). The hottest HB stars lost most of their envelope during the red giant branch (RGB) phase, and underwent a late helium core flash (D’Cruz et al. 1996) while descending the white dwarf cooling sequence, with a deep mixing (Brown et al. 2001) which might explain why these objects are less luminous than predicted by canonical HB models. The high He content and the large enhancement of carbon found in a sample of these objects in $`\omega `$ Cen by Moehler et al. (2002) seems to support the flash-mixing hypothesis of Brown et al. (2000).

(2) Thanks to the HST snapshot survey (Piotto et al. 2002), it has been realized that BTs are present at all metallicities, including the metal-rich clusters NGC 6388 and NGC 6441 (Rich et al. 1997), for which canonical models would predict only a red clump.

(3) The BTs are present all over the cluster (Bedin et al. 2000), even in its outskirts. This is a particularly intriguing result, as the presence of BTs has been often attributed to an high density environment, in which close stellar encounters should favor tidal stripping, with a resulting shallower envelope, and therefore higher temperatures on the HB.

(4) Peterson et al. (2002) have found a large fraction of binaries among the EHB stars.

(5) The BTs have a number of discontinuities, such as:

(i) The gaps, i.e., regions underpopulated with stars (Sosin et al. 1997, see also Fig. 1). All the HBs with a BT in the snapshot sample (Piotto et al. 2002) show a gap. In some cases, these gaps might be simple statistical fluctuations in the distribution of the stars along the HB (Catelan et al. 1998). However, some gaps seem to appear at the same temperature (Ferraro et al. 1998), and/or at the same mass (Piotto et al. 1999) in all the BT clusters, pointing to some, common physical origin.

(ii) The first jump, at $`T11,500`$ K. Discovered for the first time by Grundahl, VandenBerg, and Andersen (1998) in M13, this discontinuity in the luminosity of the HBs in the Strömgren $`u`$, $`uy`$ CMD seems to be a feature present in all the BTs which extends beyond $`T_e=11,500`$ K (Grundahl et al. 1999). It is also clearly seen in the $`U`$, $`UV`$ CMD (Fig. 3).

(iii) The discontinuity in the surface gravities (Moehler et al. 2000, and references therein). In the interval $`11,500T_e21,500`$ K spectroscopic observations suggest surface gravities smaller than predicted by canonical models.

(iv) The discontinuity in the surface abundance ratios. Confirming earlier results by Glaspey et al. (1989), Behr et al. (1999, 2000) have shown that all the stars with $`T_e>11,500`$ K show an overabundance of heavy elements (Fe, Ti, N, P, etc.) with respect to the cluster metallicity, and an under-abundance of helium.

(v) The discontinuity in the stellar rotation rates (Behr et al. 2000, Recio-Blanco et al. 2002). As shown in Fig. 2, the projected rotation rates of BT stars show a sharp discontinuity at $`T_e11,500`$ K (Recio-Blanco et al. 2002), with the stars hotter than this temperature being all slow rotators, while some star cooler than $`T_e=11,500`$ K rotating faster than 40 km/s (see also Recio-Blanco et al. in this volume for more details). Recio-Blanco et al. (2002) have suggested that the jump in stellar rotation happens at the same position of the photometric $`u`$-jump.

(vi) The “second jump”, at $`T_e23,500`$ K. This feature (Fig. 3) has been very recently discovered by Momany et al. (2002) in the $`U`$ vs. $`UB`$ CMD of NGC 6752. The “second jump” seems to be an ubiquitous feature (Momany et al. 2003, in prep.). It is probably due to the combination of post-zero-age HB evolution and diffusion effects.

It is clear that some of these discontinuities appear at approximately the same temperature, and therefore might be the manifestation of the same physical phenomenon. The abundance anomalies discovered by Behr et al. (1999) are interpreted as observational evidence of the onset of radiative levitation in stars hotter than $`T_e=11,500`$ K. Following Greenstein, Truran, & Cameron (1967), gravitational settling of helium and radiative levitation of metals can occur in the stable, non-convective atmospheres of the hot, high-gravity HB stars (Michaud, Vauclair, & Vauclair 1983). Grundahl et al. (1999) have suggested that their $`u`$-jump can be the consequence of the metal enhancement caused by radiative levitation. Higher abundances can also (at least partially) account for the low-gravity problem affecting all the stars with $`T_e11,500`$ (Moehler et al. 2000). The fact that the change in the rotational velocity distribution of HB stars can be associated with the $`u`$-jump (Fig. 2), makes the entire scenario observationally consistent. The enhanced surface abundance of metals can boost mass (and angular-momentum) loss via radiation pressure on such elements, as suggested by Recio-Blanco et al. (2002). Recent models by Vink and Cassisi (2002) seem to confirm this scenario.

Despite these successes, we still do not understand the origin of the blue tails, or of the gaps along them, and we do not know why fast rotators among HB stars exist at all. However, the large photometric data bases that have been collected in recent years (e.g., Rosenberg et al. 2000a,b, and Piotto et al. 2002), and the even larger spectroscopic data bases that will arrive in the near future thanks to the new multi-fiber facilities on the 10m-class telescopes will undoubtedly help to solve these long-standing problems. An example of the kind of improvements we can expect is reported in the next Section.

## 3. The Origin of BTs: New Observational Results

One of the main targets of the HST snapshot project (Piotto et al. 2002) was the investigation of the dependence of the GC HB morphology on cluster parameters. The photometric quality, the large stellar population sampled by the WFPC2 images in each cluster, and the large number (74) of observed GCs provide a unique data base for this investigation.

As shown by Djorgovski and Meylan (1994, see also Djorgovski in this volume), the GCs represent a complex, multi-parameter family. The correct statistical approach for the analysis of the relations among the many parameters which define the GC family is a multivariate analysis. This has been performed by Recio-Blanco (2003), and will be fully described in a forthcoming paper by Recio-Blanco et al. (2003b, in prep.). Here I want to anticipate a few new results, already evident in the simpler univariate analysis, to show the potentialities of this database.

One of the problems we had to solve for this analysis was the definition of a parameter able to describe the extension of the HB. There have been many suggestions in the literature (cf. Piotto et al. 1999 and references therein). Here we decided to use the effective temperature of the hottest stars on the HB. This implies fitting the HB with some theoretical models, but avoids all the problems that other empirical parameters have (Catelan et al. 1998, Ferraro et al. 1998, Piotto et al. 1999).

To fit a model to the HB we need a distance modulus and a reddening. In order to maintain internal consistency within the snapshot database, we have remeasured all the distance moduli and reddenings. The method will be fully described in Recio-Blanco et al. (2003c, in prep.). Here, suffice it to say that we adopted the same approach as in Zoccali et al. (2000), though in this case we worked directly in the HST F439W and F555W bands.

In the following, we will consider only the clusters with a BHB. Once the distance moduli and the reddenings had been determined, we fitted ZAHB models specifically developed by Cassisi (2003, prov. comm.) to the observed HBs. This procedure allowed us to evaluate the highest effective temperature (Te) reached by the globular cluster HB and therefore its temperature extent. The errors in this temperature determination are difficult to estimate, as they depend not only on the errors in the distance modulus and reddening, but also on the number of stars in the HB, and on the temperature range we have to deal with. As a consequence, the largest errors occur for the smallest, low-central-concentration clusters, and for the most extended HBs, where the large bolometric correction in these photometric bands precludes an accurate estimate of $`T_e`$. However, although the errors can be important, the general trend of the HB morphology with cluster parameters is not dramatically affected.

Though we performed a full, multivariate analysis, we started with the simplest univariate analyses.

The first correlation we identified is the HB morphology-metallicity dependence. However, the large dispersion of the data clearly indicates that there must be some other parameter which regulates the HB extent.

The most interesting results of this simple approach are summarized in Figs. 4 and 5. We isolated a subsample of 24 GCs with intermediate metallicity in order to (i) remove as much as possible the metallicity effect on the HB extent, and (ii) study the HB morphology in the metallicity interval where the second parameters are expected to be most effective (Fusi Pecci et al. 1993).

There is a significant correlation between the HB extension and the total cluster luminosity ($`M_V`$) and the collisional parameter ($`\mathrm{\Gamma }_{\mathrm{col}}`$). The collisional parameter $`\mathrm{\Gamma }_{\mathrm{col}}`$ is defined as the number of collisions per unit time in the cluster core, and it has been derived for a King-model cluster by King (2002):

$`\mathrm{\Gamma }_{\mathrm{col}}=\mathrm{log}[510^{15}\sqrt{\sigma ^3r_c}]`$

where $`\sigma `$ is the central surface brightness in units of L/pc2:

$`\sigma =10^{(0.4(\mu _V26.41))}`$

Figure 4 shows that the most luminous clusters tend to have the most extended HBs. Noteworthy, at a given total luminosity, the post-core-collapse (PCC) (open circles) clusters have the most extended HBs: the PCC define the upper boundary of the relation between $`\mathrm{log}T_e`$ and $`M_V`$. Luminosity is the most fundamental observed quantity characterizing a stellar system, and for a set of old stellar clusters it is a good relative measure of its baryonic mass. Therefore, the observed trend suggests that more massive clusters tend to have more extended HBs.

Figure 5 shows the correlation between the HB extension and the collision rate. Clusters with higher probability of collisions among stars in the core (the snapshot CMDs refer to the stars in the cluster cores!), have, on average, more extended HBs. PCC clusters in Fig. 5 seem to behave as normal King-model clusters, but this can be due to the inadequacy of $`\mathrm{\Gamma }_{\mathrm{col}}`$ in representing the collision probability in a PCC cluster (indeed, $`\mathrm{\Gamma }_{\mathrm{col}}`$ was derived for a King-model cluster).

Formally, the collisional parameter is independent of $`M_V`$, as it has been calculated using the $`\mu _V`$ and rc parameters. However, we must expect some correlation between $`\mathrm{\Gamma }_{\mathrm{col}}`$ and $`M_V`$, because of the dependence of $`M_V`$ on $`\mu _V`$ (Djorgovski and Meylan 1994). In any case, multivariate analysis (Recio-Blanco et al. 2003c) shows that the correlations in Fig. 4 and 5 are both significant.

It is tempting to interpret the correlation between the HB extent and the collisional parameter as an indication that close stellar encounters (or collisions) can cause some modification in the evolution of the stellar population in GCs. It is also worth to note that the correlation between the HB extent and $`\mathrm{\Gamma }_{\mathrm{col}}`$ is more significant than the correlation between the HB extent and the central cluster density (Fusi Pecci et al. 1993), indicating that $`\mathrm{\Gamma }_{\mathrm{col}}`$ is a more appropriate parameter to describe the collision effects in GC cores.

The dependence of the HB morphology on the total luminosity and therefore the cluster total mass is also noteworthy. It cannot be a simple consequence of the correlation of the HB extension with $`\mathrm{\Gamma }_{\mathrm{col}}`$. One possible interpretation (Recio-Blanco 2003) of the influence of MV and therefore, of cluster total mass, on the HB morphology can be derived from some recent results by D’Antona et al. (2002). These authors analyze the consequences, on the HB morphology, of helium variation due to self-pollution within GC stars. Self-pollution had already been proposed as an explanation for the chemical inhomogeneities (spread in the abundances of CNO, O–Na and Mg anti-correlation) observed in GC members from the main sequence to the RGB (e.g., Gratton et al. 2001). The ejecta of massive asymptotic giant branch stars, which would be the origin of the self-pollution, would not only be CNO processed, but also helium enriched. The models of D’Antona et al. (2002) take into account this possible helium enhancement. They find that a spread in the helium content does not affect the morphology of the main sequence, turn-off, and RGB in an easily observable way, but that it can play a role in the formation of blue tails. Indeed, structures with larger helium abundance are able to populate much bluer HB regions. Self-pollution, and therefore helium enrichment, are expected to be greater in more massive clusters, as they would be able to retain the material from the ejecta better than less massive ones. Therefore, we should expect more extended HBs in more massive clusters, as we observe. It would be extremely interesting to investigate whether the clusters with the most extended HB also show a Na and Mg anti-correlation, which would confirm this scenario (D’Antona et al. 2002).

In any case, helium variation due to self-pollution is not enough to explain the observed HB morphology. For example, higher mass loss is needed in metal-rich clusters than in metal-poor ones, to produce bluer HB stars. Close stellar encounters, in clusters with higher collision rates, contribute to explaining the complex observational scenario, as suggested by Fig. 5.

Another noteworthy example of the effect of the environment on the evolution of the stellar population of GCs is discussed by De Angeli and Piotto, in this volume. Using the same snapshot data base that has been used here, we find a dependence of the relative frequency of blue stragglers on both the total cluster luminosity and the collision rate. In particular, we find that clusters with higher collision rates show a smaller relative number of blue stragglers. We also find that the most luminous clusters have the smallest population of BSS.

## 4. Conclusions

There was a large debate in 1992, at the first Ivanfest, on the interplay between dynamical evolution and stellar evolution (Djorgovski and Piotto 1993, and other articles in the same volume). At that time the observational evidence was scarce and mostly contradictory. After 10 years, it seems we have collected enough observational information, mostly from photometric data, to confirm this effect. We hope that in ten years from now we can meet again, feasting Ivan’s 85th birthday, after having digested the huge amount of photometric data that we have collected with the recently developed wide field imagers, and the even larger data set that we expect to collect with the forthcoming multi-fiber spectroscopic facilities. It is easy to foresee that by that time, thanks to these observational inputs, and with the help of parallel improvements of the models, we will have a much deeper knowledge of the evolution processes at the basis of the formation of the complex and still not completely understood horizontal branches.

### Acknowledgments.

I thank my collaborators in Padova, Luigi Bedin,Francesca De Angeli, Yazan Momany, and Alejandra Recio-Blanco, for their hard work and their enthusiasm in carrying out the many projects we started, and that are in part described in this paper. I also thank Santino Cassisi and Giuseppe Bono for their …“theoretical support”. I thank Ivan King for reading and correcting this manuscript. This project has been partially supported by the Agenzia Spaziale Italiana and by the Ministero dell’Istruzione, Università e Ricerca under the program “Cofin2001”.

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text:
# Surface Phase Transitions Induced by Electron Mediated Adatom-Adatom Interaction

## Abstract

We propose that the indirect adatom-adatom interaction mediated by the conduction electrons of a metallic surface is responsible for the $`\sqrt{3}\times \sqrt{3}3\times 3`$ structural phase transitions observed in Sn/Ge (111) and Pb/Ge (111). When the indirect interaction overwhelms the local stress field imposed by the substrate registry, the system suffers a phonon instability, resulting in a structural phase transition in the adlayer. Our theory is capable of explaining all the salient features of the $`\sqrt{3}\times \sqrt{3}3\times 3`$ transitions observed in Sn/Ge (111) and Pb/Ge (111), and is in principle applicable to a wide class of systems whose surfaces are metallic before the transition.

Over the years, a great deal of efforts have been devoted to experimental studies of structural phase transitions at surfaces. One compelling example is the $`\sqrt{3}\times \sqrt{3}3\times 3`$ transitions in the $`1/3`$ monolayer of Pb or Sn on Ge(111) directly observed by the Scanning Tunneling Microscopy (STM) Carpinelli et al. (1996, 1997); Petersen et al. (2002) (see Fig. 1). These studies have stimulated an active line of theoretical research, yet to date, the precise nature and the underlying mechanism of such transitions are still highly controversial. The original paper attributed this transition to a Charge Density Wave (CDW) driven by two-dimensional Fermi surface nesting Carpinelli et al. (1996, 1997). Subsequent papers have attributed the transition to a Kohn Anomaly Chiang et al. (2002), bond density waves De Gironcoli et al. (2000), a pseudo Jahn-Teller transition Bunk et al. (1999); Zhang et al. (1999), a surface Mott insulator Santoro et al. (1999), dynamical fluctuations Avila et al. (1999), a soft phonon Peréz et al. (2001) and most recently to disproportionation Ballabio et al. (2002). Although all these theories are successful to certain extent, a unified microscopic picture is yet to emerge. The issue becomes even more intriguing after the observation of the delicate role of defects in the transition Weitering et al. (1999); Melechko et al. (2000).

In this Letter, we present a new mechanism for surface phase transitions, which places central emphasis on the indirect adatom-adatom interaction mediated by the two-dimensional conduction electrons of a metallic surface. In this theory, when the conduction-electron mediated adatom-adatom interaction overwhelms the local stress field imposed by the substrate registry, the system suffers a phonon instability, leading to a structural phase transition. The theory is capable of explaining all the salient features of the transition observed in Sn/Ge (111), including the appearance of surface charge density waves and the delicate role of surface defects. It also predicts the existence of a glassy phase in such systems.

The electron-mediated adatom-adatom interaction originates from the tendency of the conduction electrons to screen external disturbances. In the case of adlayer systems such as Sn/Ge (111), the dangling bond electrons of the adatoms form a quasi two-dimensional (2D) electron gas at the surface. The movement of an adatom disturbs the electron gas, which responses in the form of Friedel oscillations in its density. Such charge corrugations propagate at the surface to reach other adatoms, thereby establishing an indirect interaction between adatoms. We note that the basic physical concept emphasized here has found important applications in several other fields, such as the RKKY interaction between spins Ruderman and Kittel (1954) and chemisorption of adatoms at metal surfaces Einstein and Schrieffer (1973); Lau and Kohn (1978); Repp et al. (2000).

We stress that, the central ingredients of the picture developed here are the existence of surface conduction electrons and their capability of coupling with the displacement of the adatoms (electron-phonon coupling). Both are evidently present in Sn/Ge (111) and Pb/Ge (111). As shown in Fig. 1, each Sn adatom bonds to three Ge substrate atoms directly under it, leaving one bond dangling. The electrons in the dangling bonds are localized in the surface and form a 2D electron system with a narrow ($`0.5\mathrm{eV}`$) half-filled band. When an adatom is displaced, the angles between the dangling bond and its three saturated Sn-Ge bonds have to adjust accordingly, inducing a variation in the s-p hybridization of the electron states of the Sn adatom, and a corresponding change in the energy of the dangling state Harrison (1989). This process can be described by the Holstein electron-phonon coupling Holstein (1959), where the dangling state energy of an adatom depends on its displacement as $`ϵ_\mathrm{d}=ϵ_0\beta z`$, with $`z`$ being the displacement of the adatom along the direction perpendicular to the surface, and $`\beta `$ a positive constant, reflecting that a downward displacement induces a higher dangling state energy.

The total Hamiltonian of the system is written as,

$$H=\underset{i,s}{}(ϵ_0\beta z_i)c_{is}^{}c_{is}t\underset{ij,s}{}c_{is}^{}c_{js}+\frac{\alpha }{2}\underset{i}{}z_i^2+\mathrm{},$$
(1)
where $`z_i`$ is the displacement of the adatom located at site $`i`$, and $`c_{is}^{}`$ ($`c_{is}`$) is the creation (annihilation) operator of a dangling bond electron at site $`i`$ and with spin $`s`$. The hopping constant $`t`$ is between nearest neighbors and can be regarded as independent of the adatom displacement because the leading correction term is second order in $`z_i`$. The term involving $`\alpha `$ is the elastic energy of the lattice distortion caused by the displacements of the adatoms, which represents the local stress field imposed by the substrate. In Eq. 1, the higher order terms in $`z_i`$ are ignored for the moment. As it will become clear in later discussions, Eq. 1 is sufficient for determining the structural stability of the system, while the higher order terms are important only in stabilizing the system after the system becomes unstable.

The stability of the $`\sqrt{3}\times \sqrt{3}`$ phase can be examined within the perturbation theory by expanding the total energy change up to the second order in the adatom displacements,

$$\mathrm{\Delta }E=\frac{\alpha }{2}\underset{i}{}z_i^2\beta n\underset{i}{}z_i\frac{1}{4}\underset{ij}{}J_{ij}(z_iz_j)^2+𝒪(z^3),$$
(2)
where $`n`$ is the average number of the dangling electrons for each adatom, and $`J_{ij}`$ are the coupling coefficients for the indirect adatom-adatom interaction. In the continuum limit, we have,

$`J_{ij}`$ $`=`$ $`8\beta ^2{\displaystyle \underset{ϵ_𝐪<ϵ_F}{}}{\displaystyle \underset{ϵ_𝐤>ϵ_F}{}}{\displaystyle \frac{\mathrm{exp}\left[i(𝐪𝐤)(𝐑_i𝐑_j)\right]}{ϵ_𝐪ϵ_𝐤}}`$ (3)
$``$ $`{\displaystyle \frac{8n^2\beta ^2}{ϵ_F}}F(k_F|𝐑_i𝐑_j|)`$
where $`ϵ_𝐪`$ ($`ϵ_𝐤`$) is the energy dispersion of the electron band, $`ϵ_F`$ is the Fermi energy relative to the band bottom and contains implicitly the hopping constant $`t`$. The coefficients $`J_{ij}`$ are the same as for the 2D RKKY coupling Fischer and Klein (1975), and are oscillatory spatially with an asymptotic dependence of $`\mathrm{sin}(2k_Fr)/r^2`$, as shown in Fig. 2(a). When applied to the case of $`\sqrt{3}\times \sqrt{3}`$ structure of Sn/Ge(111), the coupling between the nearest neighbors is positive; therefore, the interaction is anti-ferromagnetic-like, namely, two nearest neighboring adatoms tend to displace in opposite directions.

Keeping only the interacting terms between nearest neighbors, we can reduce Eq. 2 to

$$\mathrm{\Delta }E=\frac{1}{2}(\alpha 6J_1)\underset{i}{}\stackrel{~}{z}_i^2+\frac{J_1}{2}\underset{ij}{}\stackrel{~}{z}_i\stackrel{~}{z}_j+𝒪(\stackrel{~}{z}^3),$$
(4)
where $`\stackrel{~}{z}_i=z_i\beta /(\alpha n)`$. This equation shares the same form as the phenomenological charge compensate model (CCM) proposed by Melechko *et al.* Melechko et al. (2001), which has been shown to be capable of interpreting most of the experimental STM images. Our theory thus provides the microscopic mechanism behind the success of the CCM model. We note that the long-range terms in Eq. 2 should be included in future investigation of large-scale phenomena such as domain wall formation, but they do not alter the nature of the phase transitions, which is the focus of the present study.

From Eq. 4, it is evident that the system becomes unstable against adatom displacements when the elastic restoring force is weak. This can be illustrated with the phonon dispersion of Eq. 4 Peréz et al. (2001):

$$\omega ^2=\alpha 6J_1+J_1\underset{l}{}\mathrm{cos}(𝐤𝐑_l),$$
(5)
where the sum is over six nearest neighbors. When $`\alpha /J_1<9`$, $`\omega `$ becomes imaginary for certain $`𝐤`$ vectors (Fig. 2b), indicating that the corresponding phonon modes become unstable (phonon catastrophe) and the system is driven into new phases. Note that the soft phonon picture suggested in Ref.Peréz et al., 2001 is a very special case of our model, occurring only when $`\alpha /J_1`$ is exactly equal to 9. Furthermore, the phonon instability established here does not require any special properties of the Fermi surface such as the Fermi surface nesting, nor does it rely on the inclusion of electron-electron correlations, which is the focus of most of the earlier efforts with little success Santoro et al. (1999, 2001).

Higher order terms become important when the system enters the unstable regime. On a microscopic level, those terms may arise from a variety of sources, such as anharmonicity in the elastic energy, finite width of the electron band, higher order terms in expansions of the site energy and the hopping constant $`t`$. The precise form of these higher order terms may affect the quantitative details of the phase transition, such as the amplitudes of the adatom displacements and preference among the nearly degenerate ground states, but the occurrence and nature of the transition is totally determined by the intrinsic instability represented in Eq. 4. For this reason and also for simplicity, we assume that the higher order terms mainly come from the anharmonic terms of the on-site elastic energy,

$$\frac{\delta }{3}\underset{i}{}\stackrel{~}{z}_i^3+\frac{\gamma }{4}\underset{i}{}\stackrel{~}{z}_i^4$$
(6)
where $`\delta >0`$ and $`\gamma >0`$. $`\delta `$ is positive, because displacing an adatom out of the surface weakens the bond strengths between the adatom and the substrate atoms.

By adding those higher order terms into Eq. 4, we can determine the stable configurations. The numerical results are shown in Fig. 3. The ratio $`\alpha /J_1`$ is a crucial deterministic parameter for the phase transition. When $`\alpha /J_19`$, the ground state is the flat $`\sqrt{3}\times \sqrt{3}`$ phase. When $`6\alpha /J_1<9`$, the ground state is the $`3\times 3`$ phase in the one up-two down configuration: in each unit cell of the $`3\times 3`$ lattice, one Sn adatom moves up ($`z_{}`$), while the other two move down ($`z_{}`$), and the displacements satisfy $`z_{}2|z_{}|`$ . The nearly degenerate one down-two up configuration has a higher energy due to the cubic term in Eq. 6. Such $`3\times 3`$ patterns were also observed experimentally Zhang et al. (1999); Petaccia et al. (2001). Note that the $`3\times 3`$ structure corresponds to the most unstable phonon mode in Eq. 5, as demonstrated in Fig. 2(b).

When $`\alpha /J_1<6`$, the system shows kinked-line configuration and behaves like a glass Angell (1995). Starting with random initial configurations, we always end up with a metastable disordered structure as typified in Fig. 3(c), instead of the true ground state $`3\times 3`$. We expect a similar behavior in a realistic experiment with finite cooling rates: the system is trapped in one of the meta-stable states, showing a disordered configuration. Such behavior is directly related to the property of the single body potential of an adatom ,

$$\frac{1}{2}(\alpha 6J_1)\stackrel{~}{z}_i^2\frac{\delta }{3}\stackrel{~}{z}_i^3+\frac{\gamma }{4}\stackrel{~}{z}_i^4,$$
(7)
which develops a double-well shape when $`\alpha /J_1<6`$. As a result, the present model can be mapped onto an Ising antiferromagnet by considering the displacement $`\stackrel{~}{z}_i`$ taking discrete values at the local minima of the double-well potential. Such an Ising antiferromagnet on a triangular lattice is known to have an exponentially large number of degenerate ground states Wannier (1950). Here, the vibrations of $`\stackrel{~}{z}_i`$ around the local minima break the degeneracy, leading to the exponentially large number of meta-stable states in addition to its true ground state $`3\times 3`$.

The dependence of the stable configurations on $`\alpha /J_1`$ qualitatively explains why the $`\sqrt{3}\times \sqrt{3}3\times 3`$ transition is observed in the Sn/Ge and Pb/Ge systems, but not in Sn/Si: the stronger bond strength between a Sn adatom and a substrate Si atom places the system into the regime where $`\alpha /J_1>9`$. This is to be verified by future first-principles calculations.

The structural phase transition manifests itself by an accompanying charge density wave, as observed experimentally Carpinelli et al. (1996, 1997). Following the Hellmann-Feynman theorem, we obtain the total force acting on an adatom,

$$F_i=\alpha z_i\beta n_i+𝒪(z^3).$$
(8)
Setting $`F_i=0`$ in equilibrium, we have $`n_i=n+(\alpha /\beta )\stackrel{~}{z}_i+𝒪(\stackrel{~}{z}^3)`$, showing that adatoms displaced upward gain electrons while those downward lose electrons.

We now study the finite temperature behavior of the system by applying the Monte-Carlo algorithm to the effective classical Hamiltonian shown in Eq. 4 along with Eq. 6. We find that the transition between the $`\sqrt{3}\times \sqrt{3}`$ phase and the $`3\times 3`$ phase is of second-order with a sharply defined boundary, as shown in Fig. 4. There exists another boundary between the glassy phase and the $`3\times 3`$ phase, which is the result of the glassy states at $`T=0`$ when $`\alpha /J_1<6`$. As is typical in a glassy system, the boundary of the glassy phase is not well defined. The detailed behavior of the $`\sqrt{3}\times \sqrt{3}3\times 3`$ phase transition along the temperature axis is shown in Fig. 5. The order parameter is chosen as the mean square corrugation of the thermo-average positions of adatoms Melechko et al. (2001). The defect-free system clearly shows a second-order transition from the $`3\times 3`$ phase to the $`\sqrt{3}\times \sqrt{3}`$ phase as seen in Fig. 5, where the temperature dependence of the order parameter is well fitted by $`A(1T/T_c)^{1/2}`$. This behavior is different from the prediction of the Ginzburg-Landau type theories such as the CCM, which concludes that the critical behavior follows $`|1T/T_c|`$ Melechko et al. (2001).

Figure 5 also shows that the sharp phase transition in a pure system is blurred by the presence of a very low concentration of substitutional defects. In our calculations, the defect is simulated by introducing a constant displacement,

$$\mathrm{\Delta }z=\mathrm{\Delta }ϵ/\beta .$$
(9)
where $`\mathrm{\Delta }ϵ`$ is the site energy difference between a Ge substitutional defect and a Sn adatom Chiang et al. (2002). As seen in Fig. 5, with only $`1\%`$ defects, the sharp transition in the order parameter converts into a crossover behavior, explaining the experimental observation that the transition is gradual. Just like in the experiments Weitering et al. (1999); Melechko et al. (2001), our simulations show that each defect induces a local $`3\times 3`$ patch above $`T_c`$, and the size of each individual $`3\times 3`$ patch decreases gradually with the temperature.

In conclusion, we have presented a complete theory to understand the surface phase transitions observed in Sn/Ge (111) and Pb/Ge (111). Although we focus on these specific systems, the central ingredients of the theory, namely, the electron mediated indirect interaction and the resulting phonon instability, are conceptually much more general. These basic ideas, once properly applied, will enable us to gain better understanding of structural phase transitions in a wide class of systems whose surfaces are metallic before the transition.

We gratefully acknowledge valuable discussions with A. Melechko, H. Weitering, Ismail, A. Chernyshev and Q. Niu. This work was supported in part by the LDRD of ORNL, managed by UT-Battelle, LLC for the USDOE (DE-AC05-00OR22725). It was also supported by the the NSF DMR-0105232 (EWP), DMR-0071893 (BW and ZZ) and the USDOE DE-FG03-01ER45687 (XCX).