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# Integral Representations for Free Energies of Macroionic Suspensions and Equation of State for Osmotic Pressure

## Abstract

A generating functional which results in the Poisson-Boltzmann equation and boundary conditions for an average electric potential of a macroionic suspension through an extremal condition is constructed in a mean field theory. The extremum of the generating functional turns out to be identical with the Helmholtz free energy of the system which has an integral representation in terms of the average electric potential satisfying the Poisson-Boltzmann equation. From the Helmholtz free energy, the chemical potentials of small ions and chemical potentials of effective valencies of macroions are calculated and, as the total sum of them, an integral representation of the Gibbs free energy of the system is derived. Difference of two free energies leads to an equation of state for osmotic pressure of small ion gas in an environment of macroions in the suspension.

In the Debye-Hückel theory Debye-Huckel  which is a prototype of mean field description, the Helmholtz and Gibbs free energies of an electrolyte, $`F`$ and $`G`$, are calculated in a self-consistent manner by linearizing the PB (Poisson-Boltzmann) equation. The difference $`GF`$ being identical with the equation of state for osmotic pressure turns out to consist of a term of the ideal gas law, i.e., the van’t Hoff law, and a negative-definite term representing the effect of electric charges. Interpreting this decrease of the osmotic pressure as a manifestation of attractive nature of a net electric interaction and applying the DH (Debye-Hückel) theory to macroionic systems, Langmuir Langmuir  recognized first a possible existence of a long-range Coulombic attraction between macromolecules with like electric charges and predicted that the equation of state resembling a van der Waals isotherm leads to an instability and phase separation of ionic species. Verwey and Overbeek had criticized strongly this ingenious insight by pointing out “the danger involved in the use of the linear approximation characteristic of the DH theory” VerweyOverbeek .

Recent development of experimental techniques has revealed existence of inhomogeneities of particle distribution in colloidal suspensions such as clusters and voids Dosho ; CrockerGrier ; ItoYoshidaIse ; Yoshida . These new large scale phenomena, along with well-known observations as salt-induced-melting of colloidal crystals Hachisu , crystalization through multi-stage phase transitions SogamiYoshiyama  and reentrant solid-liquid transitions Yamanaka , stimulate strongly studies of charge-stabilized macroionic systems. Therefore, it is natural and reasonable to revisit the long-ignored idea of Langmuir which had predicted an occurence of phase separation in macroionic suspensions. The purpose of this article is to formulate a mean field theory for charge-stabilized suspensions of macromolecules Sogami ; SogamiIse  to revive the Langmuir’s viewpoint without recourse to a linear approximation.

Direct application of the results of the DH theory to macroionic systems in the original Langmuir article Langmuir  led necessarily to an unphysical ionic democracy SogamiIse  where all the ionic species are treated so symmetrically that small ions must have surrounding clouds of macroions as well as macroions have clouds of small ions and small ions have mutual atmospheres of small ions with opposite charges. To remedy this apparent drawback of Langmuir’s treatment, we adopt a viewpoint of ionic aristocracy SogamiIse  where the size and the time scale of motion of macroions are considered to be asymmetrically larger than those of small ions. Postulating that macroions are adiabatically fixed, we derive integral representations of the Helmholtz and Gibbs free energies of macroionic suspension $`F`$ and $`G`$ in terms of an average electric potential satisfying the PB equation. The difference $`GF`$ leads to the equation of state for the osmotic pressure of small ion gas in a fixed configuration of macroions.

We investigate a macroionic suspension with $`M`$ numbers of macromolecules in a container with a sufficiently large volume $`\mathrm{\Omega }`$. Henceforth macromolecules are called particles for brevity. Effective values of the surface charge Yamanaka , volume and surface area of the $`n`$-th particle are $`Z_ne`$, $`\omega _n`$ and $`S_n`$, respectively. The gas of small ions with valency $`z_j`$ occupy the volume

$$V=\mathrm{\Omega }\underset{n=1}{\overset{M}{}}\omega _n.$$
(1)
As a basic postulate of the present scheme, the thermodynamic function $`Q`$ of the system, viz., the internal energy $`U`$, the Helmholtz free energy $`F`$ and the Gibbs free energy $`G`$, is generically postulated to consist of the sum of its electric part $`Q^{\mathrm{el}}`$ and non-electric part $`Q^0`$ as

$$Q=Q^{\mathrm{el}}+Q^0.$$
(2)
To make arguments clear, we model macroionic suspensions as follows:

1. Solvent of the system forms a uniform medium of background with a dielectric constant $`ϵ`$ .
2. Particles take a static distribution. The configuration of the particles is represented by the set $`\{𝑹\}=\{𝑹_1,𝑹_2,\mathrm{}𝑹_M\}`$ of their center-of-mass coordinates.
3. In a static environment of particles Cthe gas of small ions reaches rapidly to a thermal equilibrium in which the gas of $`j`$-th species of small ions with valency $`z_j`$ $`(j=1,\mathrm{},s)`$ has a number density given by the Boltzmann distribution

$$n_j(𝒓)=n_{j_0}e^{z_j\varphi (𝒓)}$$
(3)
where $`\varphi (𝒓)`$ is a ratio of the ordinary average elecrtic potential $`\psi (𝒓)`$ to an average thermal energy $`kT=1/\beta `$, i.e.,

$$\varphi (𝒓)=\beta e\psi (𝒓).$$
(4)
The coefficient $`n_{j_0}`$ in Eq.(3) is a constant determined by the number $`N_j`$ of small ions in the volume $`V`$ as

$$N_j=n_{j_0}_Ve^{z_j\varphi (𝒓)}𝑑V.$$
(5)
4. The dimensionless potential $`\varphi (𝒓)`$ satisfy the PB equation

$$^2\varphi (𝒓)=4\pi \lambda _B\underset{j=1}{\overset{s}{}}z_jn_j(𝒓)$$
(6)
and the boundary conditions

$$𝝂_n\varphi (𝒓)=4\pi \lambda _BZ_n\sigma _n(𝒓)$$
(7)
on particle surfaces $`S_n(n=1,\mathrm{},M)`$ where $`\lambda _B`$ is the Bjerrum length $`\lambda _B=e^2\beta /ϵ`$ C$`𝝂_n`$ is a unit vector normal to the surface $`S_n`$ and $`\sigma _n(𝒓)`$ is a surface charge density normalized by the condition of surface integral

$$_{S_n}\sigma _n(𝒓)𝑑S_n=1.$$
(8)
For brevity, Eq.(7) is considered for $`n=0`$ to represent the boundary condition of the inner surface of the container $`S_0`$ which has a surface charge $`Z_0e`$, a surface charge density $`\sigma _0(𝒓)`$ and a unit normal vector $`𝝂_0`$.

In analytical mechanics, the basic equations for various systems are described in a unified way by the Euler-Lagrange equation which is derived from the principle of minimum action. The macroionic suspensions are quite different from the mechanical systems. Nevertheless, it turns out possible to construct a generating fuctional from which the basic equation and the bounary conditions, viz., Eqs. (6) and (7), are deduced by imposing the extremal condition upon it. In fact Cwe can prove the following theorem.

\[Theorem 1\] The generating functional for the PB equation and its boundary conditions is given by

$`\beta [\chi ]`$ $`=`$ $`{\displaystyle \frac{1}{8\pi \lambda _B}}{\displaystyle _V}\{\chi (𝒓)\}^2𝑑V`$ (9)
$`+{\displaystyle \underset{n=1}{\overset{M}{}}}Z_n{\displaystyle _{S_n}}\chi (𝒓)\sigma _n(𝒓)𝑑S_n`$
$`{\displaystyle \underset{j=1}{\overset{s}{}}}N_j\mathrm{ln}\left({\displaystyle \frac{1}{V}}{\displaystyle _V}e^{z_j\chi (𝒓)}𝑑V\right)`$
where $`\chi (𝒓)`$ is an unknown smooth function Cthe volume integral is taken over $`V`$ and the surface integrals are done on the surfaces of particles and the inner surface of the container.

To examine the extremal condition of the functional, let us calculate the difference between $`[\chi +\delta \chi ]`$ and $`[\chi ]`$. Applying the Gauss integral theorem, we obtain

$`\delta \beta `$ $``$ $`\beta [\chi +\delta \chi ]\beta [\chi ]`$ (10)
$`=`$ $`{\displaystyle \frac{1}{4\pi \lambda _B}}{\displaystyle _V}(^2\chi +4\pi \lambda _B{\displaystyle \underset{j}{}}z_j{\displaystyle \frac{N_je^{z_j\chi }}{_Ve^{z_j\chi }𝑑V}})\delta \chi 𝑑V`$
$`+`$ $`{\displaystyle \frac{1}{4\pi \lambda _B}}{\displaystyle \underset{n}{}}{\displaystyle _{S_n}}(𝝂_n\chi +4\pi \lambda _BZ_n\sigma _n)\delta \chi 𝑑S_n.`$
For the functional $`[\chi ]`$ to take an extremum at $`\chi (𝒓)=\varphi (𝒓)`$ C$`\delta \beta `$ must be an infinitesimal of second order with respect to an arbitrary variation $`\delta \chi `$ as

$$\delta \beta =\beta [\varphi +\delta \chi ]\beta [\varphi ]=𝒪\delta (\chi ^2).$$
(11)
This implies that the right hand side of Eq.(10) which consists of infinitesimals of the first order must vanish at $`\chi (𝒓)=\varphi (𝒓)`$. Therefore, the extremal condition of the functional $`[\chi ]`$ leads simultaneously to the PB equation (6) and the boundary conditions (7) by using the relation between Eq.(3) and Eq.(5). For later arguments, it is convenient to express the extremal condition of the generating functional at $`\chi =\varphi `$ in Eq.(11) as

$$\delta \beta [\varphi ]/\delta \varphi =0.$$
(12)
As shown below, the generating functional $``$ is deeply related with the Helmholtz free energy of the system.

The electric part of the internal energy $`U^{\mathrm{el}}`$ is identical to the average value of electric energy $`E`$ of the system which is given, in the mean field description, by

$`\beta U^{\mathrm{el}}`$ $``$ $`\beta E={\displaystyle \frac{1}{8\pi \lambda _B}}{\displaystyle _V}(\varphi )^2𝑑V`$ (13)
$`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{j}{}}{\displaystyle _V}z_jn_j\varphi 𝑑V+{\displaystyle \frac{1}{2}}{\displaystyle \underset{n}{}}Z_n{\displaystyle _{S_n}}\varphi \sigma _n𝑑S_n.`$
The right hand side of this expression is obtained by using the Gauss integral theorem and the PB equation with associated boundary conditions. This estimation for $`E`$ is exact in the mean field description.

The Helmholtz free energy $`F`$ and the internal energy $`U`$ of the system are related by the themodynamic relation

$$\left(\frac{\beta F}{\beta }\right)_{V,N_j,M,\{𝑹\}}=U$$
(14)
where the derivative with respect to $`\beta `$ is taken for the fixed values of the volume Cthe numbers of small ions and particles and also for the fixed configuration of particles. In the present scheme, the same relations are assumed to hold separately both for the electric parts $`F^{\mathrm{el}}`$ and $`U^{\mathrm{el}}`$ and the non-electric parts $`F^0`$ and $`U^0`$ of the Helmholtz free energy and the internal energy.

Here we use the thermodynamic relation in Eq.(14) for $`F^{\mathrm{el}}`$ and $`U^{\mathrm{el}}=E`$ to find the following theorem.

\[Theorem 2\] The electric part of the Helmholtz free energy of the system $`F^{\mathrm{el}}`$ is the extremum of the generating functional, i.e., $`F^{\mathrm{el}}=[\varphi ]`$.

To prove this theorem we notice that $`[\varphi ]`$ depends on $`\beta `$ through the Bjerrum length $`\lambda _B`$ and the average electric potential $`\varphi `$. It is readily shown that

$`\left({\displaystyle \frac{\beta [\varphi ]}{\beta }}\right)`$ $`=`$ $`{\displaystyle \frac{\lambda _B}{\beta }}\left({\displaystyle \frac{\beta [\varphi ]}{\lambda _B}}\right)_\varphi +{\displaystyle \frac{\varphi }{\beta }}\left({\displaystyle \frac{\delta \beta [\varphi ]}{\delta \varphi }}\right)_{\lambda _B}`$ (15)
$`=`$ $`kT{\displaystyle \frac{1}{8\pi \lambda _B}}{\displaystyle _V}\left\{(\varphi (𝒓))^2\right\}𝑑V`$
$`=`$ $`E`$
where the condition of extremum in Eq.(12) is used. As is readily confirmed it is possible to prove this theorem also by using the Debye charging-up formula.

In this way the Helmholtz free energy of the macroionic suspension $`F`$ is expressed in terms of the average electric potential $`\varphi `$ satisfying the PB equation as follows:

$`F`$ $`=`$ $`[\varphi ]+F^0`$ (16)
$`=`$ $`{\displaystyle \frac{1}{2}}kT{\displaystyle \underset{j}{}}z_j{\displaystyle _V}n_j\varphi 𝑑V+{\displaystyle \frac{1}{2}}kT{\displaystyle \underset{n}{}}Z_n{\displaystyle _{S_n}}\varphi \sigma _n𝑑S_n`$
$`kT{\displaystyle \underset{j}{}}N_j\mathrm{ln}\left({\displaystyle \frac{1}{V}}{\displaystyle _V}e^{z_j\varphi }𝑑V\right)+F^0.`$
Notice that this integral representaion is exact in the mean field description. If we use the identical relation in Eq.(13), the Helmholtz free energy $`F`$ can take various different but equivalent forms being convenient for each purpose.

Integration of the PB equation in Eq.(6) over the volume $`V`$ and usage of the Gauss integral theorem for the boundary condition in Eq.(7) result in the condition of electric neutrality

$$\underset{j}{}z_jN_j+\underset{n}{}Z_n=0.$$
(17)
In the macroionic suspension where the number and configuration of particles are fixed, this condition requires that the effective valency of particles $`Z_n`$ must change against a variation of the number of small ions $`N_i`$. Therefore the chemical potential of the small ions which is obtained by $`F/N_j`$ must necessarily be correlated to the derivative of $`F`$ with respect to $`Z_n`$. It is reasonable to interpret the derivative of the Helmholtz free energy $`F/Z_n`$ as the chemical potential of effective valency of the $`n`$-th particle Sogami ; SogamiIse . The Gibbs free energy of the system $`G`$ is obatined by summing up the chemical potentials of the small ions of all kinds and the chemical potentials of the effective valencies of all particles.

To take derivatives of $`F`$ with respect to $`N_j`$ and $`Z_n`$ and to sum up the component chemical potentials without contradiction to the constraint condition Dirac , we introduce the following differential operator as

$$D_{NZ}=\underset{j}{}N_j\frac{}{N_j}+\underset{n}{}Z_n\frac{}{Z_n}.$$
(18)
It is readily confirmed that, when applied to the neutrality condition, this operator reproduces the condition again without resulting in any additional constraint Dirac . Therefore, this operator $`D_{NZ}`$ can be interpreted as a kind of covariant derivative which preserves invariance of a surface spanned by the constraint in a fictitious space $`(N_1,\mathrm{},N_s,Z_1,\mathrm{},Z_M)`$.

For application of the covariant derivative $`D_{NZ}`$, it is convenient to use the Helmholtz free energy in the form

$`\beta F`$ $`=`$ $`{\displaystyle \frac{1}{8\pi \lambda _B}}{\displaystyle _V}\{\varphi (𝒓)\}^2𝑑V+{\displaystyle \underset{n}{}}Z_n{\displaystyle _{S_n}}\varphi (𝒓)\sigma _n(𝒓)𝑑S_n`$ (19)
$`{\displaystyle \underset{j}{}}N_j\mathrm{ln}\left({\displaystyle \frac{1}{V}}{\displaystyle _V}e^{z_j\varphi (𝒓)}𝑑V\right)+\beta F_0.`$
Noting that the average potential $`\varphi `$ as the solution of the PB equation depends on $`N_j`$ and $`Z_n`$, we find

$`D_{NZ}(\beta F)`$ $`=`$ $`{\displaystyle \underset{j}{}}N_j\left({\displaystyle \frac{\beta F}{N_j}}\right)_{Z_n,\varphi }+{\displaystyle \underset{n}{}}Z_n\left({\displaystyle \frac{\beta F}{Z_n}}\right)_{N_j,\varphi }`$ (20)
$`+D_{NZ}(\varphi )\left({\displaystyle \frac{\delta \beta F}{\delta \varphi }}\right)_{N_j,Z_n}.`$
Then, using the extremal condition in Eq.(12) and the definition $`G=D_{NZ}(F)`$, we obtain the theorem.

\[Theorem 3\] The Gibbs free energy of the macroionic suspension has the integral representation

$`G`$ $`=`$ $`kT{\displaystyle \underset{n}{}}Z_n{\displaystyle _{S_n}}\varphi (𝒓)\sigma _n(𝒓)𝑑S_n`$ (21)
$`kT{\displaystyle \underset{j}{}}N_j\mathrm{ln}\left({\displaystyle \frac{1}{V}}{\displaystyle _V}e^{z_j\varphi (𝒓)}𝑑V\right)+G_0`$
where $`G_0=D_{NZ}(F_0)`$ is a non-electric part of the Gibbs free energy.

Among the three integral representaions in Eqs.(13), (19) and (21), there holds the relation

$$GG_0=FF_0+E.$$
(22)
On the other hand, the difference between $`G`$ and $`F`$ is related to the osmotic pressure of the suspension as

$$GF=(P_0+P)V$$
(23)
which reduces to

$$G_0F_0=P_0V+kT\underset{j}{}N_j$$
(24)
at the limit where all the solutes become neutral. Here C$`P_0V`$ and $`kT_jN_j`$ are contributions from the pressure term of solvent and the van’t Hoff term. Therefore, the gass of small ions in the environment of macroions is subjected to the equation of state

$$PV=kT\underset{j}{}N_j+E$$
(25)
which is exact in the mean field description.

In this way we have derived the equation of state for osmotic pressure of small ions without resort to the linear approximation. The right hand side of Eq.(25) includes the average electric energy $`E(\{𝑹\})`$. In contrast to the equation of state in the DH theory of a simple electrolyte where the net contribution of electric charges is a negative-definite constant, the average electric energy $`E(\{𝑹\})`$ takes various values depending on the configurations of particles. Which sign does $`E`$ take? It is safely argued that $`E`$ is negative for almost all thermodynamically equilibrium states. To testify to this assertion, it is sufficient to apply the condition of electric neutrality to an arbitrary region with medium size in the suspension. Ions with unlike charges tend to come closer and ions with like charges tend to push farther apart in average so that the condition of electric neutrality is maintained in the region. As a result the net electric energy becomes negative. The electric energy may be instantaneously positive in a region in a suspension where particles take an extremely singular configuration. Such a configuration, however, is not thermodynamically stable.

Therefore it is possible to conclude that, although the mathematical formulation of his theory was immature, the insight of Langmuir was correct. The simple form of Eq.(25) is a direct manifestation of the Langmuir’s hypothesis of the Coulombic attraction. An electrically stable configuration of particles with like charges which is established through the intermediary of small ions among particles tends inevitably to attract and cage the small ions, and consequently reduces the osmotic pressure. The simple form of Eq.(25) enables us to proceed computer simulations. Notice that, if the equation of state includes, not the electric energy $`E`$, but a free energy $`F`$ or $`G`$, its physical implication becomes much more indirect and computer simulations becomes difficult.

In the mean field theory with the linearized PB equation Sogami ; SogamiIse , the equation of state in Eq.(25) had been derived and the approximate Gibbs free energies had been proved to have a medium-range strong repulsive part and a long-range attraction tail. Thermodynamic processes of particles develop slowly toward a direction in which the value of the Gibbs free energy $`G(\{𝑹\})`$ decreases. It is the long-range attractive tail of the pair effective interaction included in $`G(\{𝑹\})`$ that is interpreted to promote the formation of large scale phenomena such as clusters and voids. In this connection it is worthwhile to point out that the Langmuir theory is related with volume-term theories Hansen ; Warren  which is now advocated to explain phase separations in macroionic suspensions by a spinodal instability sensitive only by small ions. Schmitz et al. SchmitzBhuiyan ; Schmitz  clarified mutual relationships among the Langmuir theory, the theory with the Gibbs attractive interaction and the volume-term theory essentially within the extent of linearized mean field description. The present formalism of mean field theory without linear approximation strengthens validity of their arguments.

This study is partially funded by “Ground Research for Space Utilization” promoted by NASDA and Japan Space Forum.


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# Shearing or Compressing a Soft Glass in 2D: Time-concentration superposition

## Abstract

We report surface shear rheological measurements on dense insoluble monolayers of micron sized colloidal spheres at the oil/water interface and of the protein $`\beta `$-lactoglobulin at the air/water surface. As expected, the elastic modulus shows a changing character in the response, from a viscous liquid towards an elastic solid as the concentration is increased, and a change from elastic to viscous as the shear frequency is increased. Surprisingly, above a critical packing fraction, the complex elastic modulus curves measured at different concentrations can be superposed to form a master curve, by rescaling the frequency and the magnitude of the modulus. This provides a powerful tool for the extrapolation of the material response function outside the experimentally accessible frequency range. The results are discussed in relation to recent experiments on bulk systems, and indicate that these two dimensional monolayers should be regarded as being close to a soft glass state.

The rheology of systems with very large surface to volume ratios, such as foams or emulsions, depends on the flow behavior of material that is added to provide stability and remains constrained to the surfaces. This has been particularly investigated in the case of foams Koehler et al. (1999); Weaire and Hutzler (2000), highlighting the need for experiments on model systems. Insoluble surface films (Langmuir monolayers) represent the most basic model system, and quantitative measurements of their viscous and elastic response when subject to a shear deformation are possible with modern instruments Brooks et al. (1999); Ding et al. (2002). Understanding flow and dynamical transitions in this simple geometry promises to aid in the design of cosmetics and food products with desirable textures, and to be of value in polymer processing and oil recovery, the industries that have traditionally driven the interest in this field.

In this Letter, viscoelasticity is investigated quantitatively on two very different systems that are confined to fluid interfaces, where flow is effectively two dimensional. Latex colloids have a non-deformable hard core, and we show how a soft solid is formed and the system progressively jams as the close packing concentration is approached. The $`\beta `$-lactoglobulin proteins, which partially unfold at surfaces, can (like polymer chains) be described as soft spheres. A surprising scaling behavior, similar to recent results on three dimensional systems Trappe and Weitz (2000), is reported for both monolayers. We believe that the generality of behavior between two (2d) and three (3d) dimensions should be of value and interest for both the theoretical understanding and the numerical simulations in this field, and also sheds light onto the origin of monolayer viscoelasticity and other related glassy behavior such as long time scale stress relaxation or aging.

In contrast to surface techniques, instrumentation to perform bulk rheology is well established and widespread, and the flow behavior of soft matter bulk systems has been extensively studied Larson (1999). There has recently been much interest in the dynamics of soft matter systems, from foams Durian (1995) to concentrated emulsions and colloidal suspensions Mason and Weitz (1995a, b) that become jammed at high density. These are materials that respond like elastic solids to small stresses but they have a yield modulus and, like pastes, flow above a threshold stress. They are known phenomenologically as Bingham bodies Larson (1999). In viscoelasticity measurements on these systems the complex shear modulus $`G^{}=G^{}+iG^{\prime \prime }`$ is measured, and an elastic plateau $`G^{}(\omega )>G^{\prime \prime }(\omega )`$ is typically observed at low frequency, crossing over to a viscous response $`G^{\prime \prime }(\omega )>G^{}(\omega )`$ at high frequency. In this context quantitative rheological measurements exist only on three dimensional, bulk systems. In two dimensions it has only recently been possible to perform a relative measurement of the divergence of viscosity upon close packing of solid lipid domains Ding et al. (2002).

Well established methods exist to perform experiments on macromolecules that are irreversibly confined at the air/water or oil/water interfaces in a Langmuir trough: the surface concentration $`\mathrm{\Phi }`$ is varied by a sweeping barrier, the osmotic pressure $`\mathrm{\Pi }`$ is determined by measuring the interfacial tension $`\gamma `$ and using $`\mathrm{\Pi }=\gamma _0\gamma `$ where $`\gamma _0`$ is the surface tension of a clean interface, the temperature is fixed by thermostating the subphase liquid and finally the surface can be easily imaged with optical microscopy. Nima (Coventry, U.K.) and KSV (Helsinki, Finland) troughs are used, with either platinum or filter paper Wilhelmy plates. The colloid monolayers are made of 3.1$`\mu `$m diameter Polystyrene spheres (Interfacial Dynamics Corporation), with a surface charge density of 9.1$`\mu `$C/cm2. The colloids are dispersed onto the interface between an aqueous solution (0.01M NaCl) and decane (Fischer). The same methods are followed as in Stancik et al. (2002), and monolayers of similar particles have been investigated in Aveyard et al. (2000). The milk protein $`\beta `$-lactoglobulin is obtained from Sigma (mixture of A and B types, bovine milk, 90% pure) and used without further purification111In the present study a water (MilliQ) solution subphase, 0.01M phosphate buffer and 0.1M NaCl having $`p`$H6.1 is used, and the proteins are spread by successively touching the air/liquid surface with $``$2$`\mu `$l drops of a concentrated protein solution (1mg/ml in water).. Monolayers of this protein have been studied extensively because of their importance in the food industry Möbius and Miller (1998). Data is collected for about 15 minutes at each concentration, and over the timescale of 2 hours no aging effect has been noticed. Full details of our experiments, comprising creep and stress relaxation measurements, will be published elsewhere.

The osmotic pressure dependence on the surface concentration is related to the intermolecular interactions. $`\mathrm{\Pi }\mathrm{\Phi }`$ isotherms for the two systems studied are shown in Figure 1(a) and are well known in the literature Möbius and Miller (1998); Aveyard et al. (2000). Determining $`\mathrm{\Pi }`$ is the simplest measurement on a monolayer, and the isotherms serve as a reference to establish the concentration of the monolayer in separate experiments. The packing fraction $`\mathrm{\Phi }`$ for the colloids is determined by optical microscopy, and the osmotic pressure of the colloidal layer is mainly due to electrostatic repulsion Aveyard et al. (2000). The maximum in the dilational modulus $`\epsilon (\mathrm{\Phi })=1/\mathrm{\Phi }d\mathrm{\Pi }/d\mathrm{\Phi }`$, see Figure 1(a), occurs at $`\mathrm{\Phi }=0.82`$, which is the two dimensional random close packing value for disks. For $`\mathrm{\Phi }0.82`$ the colloids are forced out of the monolayer plane. It is well known that proteins can unfold at an interface, and that the initial upturn region of their isotherms is well described by a polymer-like semi-dilute regime scaling law which starts at the overlap concentration of coils Möbius and Miller (1998). Within this regime, in 2d the polymer coils are expected to be segregated and to be progressively compressed. The protein surface concentration in Figure 1 has been normalized so that the scaling regime terminates at $`\mathrm{\Phi }=1`$ (assuming no loss to the subphase on spreading, at $`\mathrm{\Phi }=1`$ the surface concentration of $`\beta `$-lactoglobulin is 1.45mg/m2). This concentration corresponds to the peak in the compression elastic modulus $`\epsilon (\mathrm{\Phi })`$. For polymer systems the maximum signals the transition to a concentrated regime, in which there is still space for additional monomers on the surface. The proteins act like soft disks and the monolayers can be compressed above $`\mathrm{\Phi }=1`$.

Rheological measurements on monolayers are performed with an interfacial stress rheometer (ISR), which has been described in detail elsewhere Brooks et al. (1999). It consists of a 5cm long and 0.5mm diameter magnetized rod confined to the plane of the interface, set into oscillation by applying a sinusoidally time-dependent magnetic field gradient and tracked by projecting the rod image through an inverted microscope onto a linear photodiode array. A half-cylinder glass channel of length 10cm and radius 3.2mm was kept submerged in the water phase and its position was adjusted so that the interface meniscus was pinned to the inside of the glass wall, ensuring well defined and reproducible open channel flow boundary conditions. After calibration of the instrumental parameters by performing reference runs on clean water/air or water/oil interfaces, the amplitude and phase of the rod motion can be analyzed to give the dynamic surface shear modulus $`G^{}(\omega )`$:

$`G^{}(\omega )={\displaystyle \frac{\sigma _s}{\gamma _0}}\mathrm{exp}\left(i\delta (\omega )\right),`$ (1)
where $`\sigma _s`$ is the amplitude of the applied sinusoidal stress with frequency $`\omega `$, $`\gamma _0`$ is the amplitude of the resulting strain, having the same frequency $`\omega `$ and a phase difference $`\delta (\omega )`$. Measurements are performed for fixed strain amplitude of 3%, at a range of frequencies. Strain sweep experiments, not shown, are used to check that the response is in the linear regime.

The shear modulus $`G^{}(\omega )`$ shown in Figure 1(b) and (c) is determined as the average of measurements at frequencies between 0.7 and 1Hz, at successive concentrations. For colloidal spheres, Figure 1(b), the complex modulus $`G^{}`$ shows an initial upturn at $`\mathrm{\Phi }0.64`$ and, at the frequency of this experiment, a predominantly viscous response $`G^{\prime \prime }(\omega )>G^{}(\omega )`$ is observed across the measured concentration range. The modulus $`G^{}`$ of the $`\beta `$-lactoglobulin monolayer, see Figure 1(c), shows an upturn at $`\mathrm{\Phi }=0.77`$ and $`G^{\prime \prime }(\omega )>G^{}(\omega )`$ only for $`0.77<\mathrm{\Phi }<0.87`$. There is a wide range of concentrations where the elastic modulus dominates the loss modulus. In contrast to the colloidal layer, there is a change in the concavity of $`G^{}`$ and $`G^{\prime \prime }`$, occurring at the same concentration ($`\mathrm{\Phi }1`$) where the elastic compression modulus is maximum.

Trappe and Weitz Trappe and Weitz (2000) recently showed for a 3d system of very dilute weakly attractive colloidal particles that the viscoelastic moduli obtained as a function of frequency at different volume fractions (and even for different interaction potentials) could be scaled on a single master curve. The overlap for different volume fractions occurs because of a self-similar response at different concentrations, and implies the same change in behavior if the concentration is reduced or the shear rate is increased. With the ISR it is possible to measure the shear elastic moduli of Figure 1(b) and (c) over almost two decades in frequency, between 0.015 and 1.1Hz, enabling a study of the response behavior as a function of frequency (as well as concentration) and an analysis similar to Trappe and Weitz (2000). In contrast to the system studied by Trappe and Weitz, in this work flow is in two dimensions, the packing is dense, the interactions are repulsive and the structure does not appear fractal. We find that above a threshold concentration $`\mathrm{\Phi }_c=0.7`$ for the colloids and 0.8 for $`\beta `$-lactoglobulin, the frequency dependent measurements of $`G^{}(\omega )`$ taken at different concentrations can be overlayed on a master curve by rescaling the frequency $`\omega `$ by a factor a and $`G^{}`$ by b. The concentration $`\mathrm{\Phi }_c`$ can be understood to be the cross-over point at which the system develops a stress-bearing network Trappe et al. (2001) and it is expected to depend on both the temperature and the details of the interaction potential. In principle, the concavity of $`G^{}(\omega )`$ is such that the conditions of continuity and smoothness determine a and b, however in practice the overlap between consecutive datasets is small and the choice of a and b is made by hand. The main results of this Letter are Figures 2 and 3, which show the master curves for the two systems.

The colloidal monolayer response, Figure 2, is most elastic at low frequencies and predominantly viscous at high frequency. The rheological behavior of the colloid particles can be expected to be close to that of hard disks, and the value of $`\mathrm{\Phi }_c`$ for the colloids coincides with the entropically induced freezing transition density for mono-disperse hard disks in 2d Mitus et al. (1997). This suggests that the master curve of Figure 2, which is at present an empirical observation, is the material response function of a soft 2d solid, in which the motion of each particle is hindered by the cage-like structure of its neighbors. There is a remarkable similarity with the rheological curve for dense three dimensional colloidal suspensions Mason and Weitz (1995b), including the high frequency shear-thinning $`G^{\prime \prime }\omega ^{0.5}`$ limiting behavior de Shepper et al. (1993). The existence of a master curve allows the extrapolation of data to experimentally inaccessible timescales and moduli, in the same way as allowed by time-temperature superposition in polymer systems Larson (1999). By this approach it is possible to measure, at extremely low concentrations, the value of the modulus where the viscous and elastic components are equal, $`G_0^{}`$. The inset in Figure 2 shows that the modulus diverges exponentially as the concentration approaches close packing, which is the concentration of the glass transition of hard disks Santen and Krauth (2000). The same divergence has been recently reported for the viscosity of 3d colloidal hard-sphere dispersions approaching the glass transition Cheng et al. (2002), and the exponential dependance was explained in terms of cooperatively rearranging groups of particles. It should be possible to test this hypothesis directly by 2d particle tracking in future monolayer experiments.

The master curve for $`\beta `$-lactoglobulin, Figure 3, has the same qualitative shape as for the colloidal monolayer, but the rescaling of data is most evident at lower frequencies. The cross-over to a solid-like response dominated by the elastic component of the modulus, which is at the experimental limit of the measurements on colloids, can be clearly seen here. The protein layer can be thought of as a system of compressed and deformed disks. In the limit of high concentration (or low frequencies), the elastic moduli follow power law frequency dependencies $`G^{}\omega ^{0.1}`$ and $`G^{\prime \prime }\omega ^{0.2}`$. These very small exponents are consistent with the soft glassy rheology model Sollich et al. (1997) proposed for materials close to the glass transition, which does not however account for the time-concentration superposition reported here. The master curve enables the measurement of $`G_0^{}`$ at high density and the study of its concentration dependence, shown in the inset of Figure 3. Above $`\mathrm{\Phi }1`$ the modulus scales linearly with the concentration. This is the same behavior observed in 3d compressed emulsions Mason et al. (1995) above the random close packing concentration, and supports the analogy between the $`\beta `$-lactoglobulin monolayer and a system of soft disks.

The relationship between the scaling factors for the frequency and the modulus contains information on the underlying physics. Trappe and Weitz Trappe and Weitz (2000) found a linear relationship in their attractive particle system, and proposed a simple explanation in which the particle network elasticity increases as a function of $`\mathrm{\Phi }`$ in agreement with results for elastic percolation, and the viscosity is due to coupling with the solvent. A consequence of their model is that at large frequencies $`G^{\prime \prime }(\omega )`$ tends asymptotically to $`\omega \eta _0`$, where $`\eta _0`$ is the solvent viscosity. This does not happen in our data, and we believe that in the dense systems studied in this work the time-concentration superposition has a different origin. For the colloidal monolayer $`a`$ and $`b`$ are approximately linearly dependent, as shown in Figure 4. This means that if the shear modulus grows as a function of the concentration, the dynamics slows down with the same concentration dependance. This can be understood trivially for the viscous component $`G^{\prime \prime }`$: The viscosity of the 2d suspension grows as the concentration increases (and $`G^{\prime \prime }`$ is proportional to the viscosity), and the dynamical timescales are inversely proportional to the viscosity. The scaling factors for $`\beta `$-lactoglobulin do not hold the same relationship throughout the concentration range, meaning that there are likely to be complex sources of elasticity and viscosity for the system of highly compressed soft particles.

The measurements reported above have explored the similarity in viscoelastic response between surface monolayers and bulk systems, and between systems with very different interaction potentials. They indicate that models should be general to both dimensions and might stimulate further experiments to probe specific issues in soft glassy materials, such as the spatial and temporal extent of dynamical events, that could most easily be realized in surface monolayers.

###### Acknowledgements.

We thank V. Trappe, L. Cipelletti, M.E. Cates and P.G. Olmsted for very useful comments and discussions.


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# Antibubbles : evidences of a critical pressure

## Abstract

We present experimental investigations of antibubbles. Such an unusual fluid object is a thin spherical air shell surrounding a liquid globule. We explain how to produce them and we study their stability. By overweighting antibubbles with a small amount of salt, they sink and pop at a definite depth. A critical depth related to a critical pressure has been found. A modified Laplace law describes the air shell thickness evolution with respect to pressure. This law combined with surfactant layers interaction allows to explain the critical depth for antibubble stability.

A bubble is a thin film of liquid enclosing a gas pocket. The physics of bubbles is well established, and a large number of text books concerns this subject weaire . However, it is not generally known that one can also have a thin film of gas enclosing a liquid (see Fig.1). This unusual object was first reported by Hughes and Hughes hughes , and was thereafter coined antibubble by Connett stong . Since these reports, antibubbles were mainly a curiosity but questions remain about their stability and their physics.

Figure 1 summarizes the different configurations of spherical fluid interfaces. If a single interface is considered, we have either a drop of water (so-called globule) or a sphere of gas in a liquid (so-called antiglobule). Moreover the well known bubble constituted of a thin spherical layer of liquid separating the gas at different pressures, has its symmetric object called antibubble. Note that the bubble and the antibubble are composed of two interfaces. The arrows in Fig.1 represent the different possible transformations between the different fluid entities. For example, an antiglobule may be extracted from the liquid to become a bubble and a popping bubble becomes a globule (a small drop of liquid). The symmetric transformation from a globule into an antibubble and finally into an antiglobule will be explained below.

A plexiglass vessel has been specially built for our purpose. This experimental cell is 200 cm tall and has a base of 15 x 10 cm2. The cell is open on the top and is completely filled with a liquid mixture (30 l water and 245 ml dishwashing detergent). The cell is placed in a larger tank for preventing leaks and a continuous flow is maintained with a pump in order to keep clean the liquid surface at the top of the cell. With the help of a bécher, we drop globules of liquid on the surface, and by adjusting the liquid jet the antibubbles are formed when the globules sink. Figure 2 presents a streamer of liquid that feeds forming antibubbles below the surface. The antibubble production zone extends from zero to 5 cm below the surface. In order to prevent any electrical potential difference accross the thin air film, a copper wire connects the liquid in the bécher and the liquid in the experimental cell. We have observed that the air film is more stable when this wire is present. This point is important and will be discussed below. Antibubbles have been produced with diameters up to 1.6 cm. It was impossible to create larger antibubbles with our setup and physical reasons for that upper limit are given below.

The mechanism of antibubble production can be decomposed as follows. A globule is first created at the surface of the liquid. The incoming liquid flow which feeds the globule has a certain velocity and the globule sinks. The flow forms a streamer inside the liquid. Rayleigh-Plateau instabilities appears along this streamer (see Fig. 2) laplace . The streamer breaks up and forms antibubbles.

Once formed, the antibubbles rise in the liquid. Indeed, they are dragged towards the surface by buoyant forces. Since the air volume contained in an antibubble is quite small, the motion is slow and the antibubbles keep a spherical shape. When reaching the surface, the antibubbles touch the air/liquid interface where they stay for a long time (a few minutes) before naturally popping due to some aging. Such an antibubble ‘glued’ just below the liquid surface is shown in Fig.3. By popping antibubbles with a needle and by comparing the diameters of the antibubble and the resulting air spherical pocket (antiglobule), we estimated the average thickness of the air film to be $`\epsilon =3\mu `$m. This distance is quite small but similar to the film thickness of bubbles. In the case of bubbles, the liquid film leads to interferences and subsequent horizontal colored fringes appear. Colored interference fringes can be seen in antibubbles as well (Fig.3). Their shape similar to that found in Newton rings problem can be observed newton . The thick black circumference is due to total reflections of light on the first diopter liquid-air shell.

In order to avoid floating antibubbles, we added a small amount of salt in some antibubbles. Such ‘heavy antibubbles’ reach rapidly a constant free falling velocity. The largest antibubbles sink with a velocity around 10 cm/s while the smallest ones (diameter 0.5 cm) fall at 2 cm/s. In the first series of experiments, we surprisingly observed that the great majority of the antibubbles breaks around a critical depth $`h`$=120 cm wathever their size and whatever their falling velocity. Other experiments have been performed the next days. Figure 4 presents three experiments performed at different days (circles, triangles and squares); the preparation of the liquid and the antibubble production process had been the same. About 60 antibubbles of different sizes have been sunk during each serie. The distribution of the critical depths has been reported in Fig.4 and fitted by gaussian laws (solid lines). From one day to another, the mean critical depth $`h`$ changes, namely 120 cm, 116 cm, and 148 cm for the circles, triangles and squares respectively. Those variations have been attributed to the variations of the atmospheric pressure. Let us remind that a typical daily variation of the atmospheric pressure (about 20 hPa) corresponds to a depth of 20 cm in water. Thus, the stability of an antibubble seem to depend on the external pressure.

The limit speed of a free falling object in a fluid is mainly determined by its diameter $`d`$ and to the viscosity. One can wonder whether a relation exists between the antibubble diameter and its critical depth. In order to better compare all series of data, the relative critical depths defined as $`hh`$ are plotted versus the sizes of the antibbuble in Fig.5. The distribution of the results is isotropic around the mean diameter of 0.85 cm. Furthermore, the distribution of relative critical depths is plotted for the large ($`>`$ 0.85 cm) and the small ($`<`$ 0.85 cm) antibubbles in Fig.6. Gaussian distributions are centered around $`0`$. Thus, the stability of an antibubble seems to be size independent.

An antibubble lift has been also built (Fig.7). This system is directly inspired from the diver bell. The antibubble is trapped under the bell and could be placed at some definite depth. The advantage is twofold since no additional salt is needed and the speed is controlled whatever their size. The critical depth has been found to be the same as before. Thus, the stability of an antibubble seems to be independent of the free falling velocity.

The well-known Laplace law applies for bubbles and links the radius $`R`$ of the bubble to the difference of air pressure $`\mathrm{\Delta }p`$ across the thin film of liquid. Let us consider a surface element $`dA`$ of the soap film. Two forces apply on this surface. The first one is due to the difference of pressure across the film and the second one comes from the surface tension $`\gamma `$. As the bubble grow, both surface and volume variations have to be taken into account. One has a free energy variation $`dF=(\mathrm{\Delta }p)dV+2\gamma dA`$. The factor 2 in the surface term comes from both gas-liquid and liquid-gas interfaces. Bubble equilibrium reads $`dF=0`$. When both volume and surface variations are expressed as a function of $`R`$ and $`dR`$, the equilibrium condition reads

$$R=\frac{4\gamma }{\mathrm{\Delta }p}$$
(1)
that one can find in every physics textbook laplace . The Laplace equation is important because it contains the main ingredients which control the physics of a wide range of liquid systems: from droplets to emulsions and foams weaire .

For an antibubble, the situation is quite different because the compressibility of the central globule is negligeable with respect to the compressibility of the spherical air shell. That means that the Laplace law has to be modified for antibubbles. Let $`R`$ being the radius of the liquid globule and $`\epsilon `$ being the thickness of the spherical air shell. The Laplace equations for both interfaces, i.e. starting from the center liquid-air and then air-liquid, are $`\mathrm{\Delta }p_1=2\gamma /R`$ and $`\mathrm{\Delta }p_2=2\gamma /(R+\epsilon )`$ respectively. If one considers any external pressure variation, $`\epsilon `$ becomes the relevant parameter. Indeed, the only way to equilibrate both work and surface energy in an antibubble is to expand or reduce the thickness $`\epsilon `$ of the air film while the radius $`R`$ of the central globule remains constant.

Only the possible pressure difference $`\mathrm{\Delta }p_2`$ accross the external air/liquid interface contributes to free energy variations. In that case, antibubble equilibrium leading to a modified Laplace law

$$\epsilon =\frac{2\gamma }{\mathrm{\Delta }p_2}R$$
(2)
The origin of this pressure is the curvature of the equivalent antiglobule of radius $`R+\epsilon `$.

Assuming that the ideal gas law applies, $`pV`$ is a constant. The internal pressure $`p`$ is given by the sum of three terms : (i) the atmospheric pressure $`p_0`$, (ii) the hydrostatic pressure $`\rho gh`$ and (iii) the pressure $`\mathrm{\Delta }p`$ due to the surfactant membrane given by Eq.(2). The relation between the pressure in the air shell and $`\epsilon `$ is thus given by

$$\left(p_0+\rho gh+\frac{2\gamma }{R}\right)\epsilon =c$$
(3)
since the volume of the air shell is $`4\pi R^2\epsilon `$. The parameter $`c`$ is a constant. In a scope of comparison, the equation relative to bubbles reads

$$\left(p_0+\frac{4\gamma }{R}\right)R^3=c$$
(4)
where the relevant variable is the bubble radius $`R`$.

Using Eq.(3), the variation of $`\epsilon `$ with depth can be estimated. A $`10\%`$ change of $`\epsilon `$ is found when the antibubble sinks to a depth of 150 cm in the column. This variation is enough to observe a displacement of interference fringes during the free falling and is enough to cause the popping at this depth. This calculation gives an order of magnitude of the thickness variation of the air shell. Nevertheless, Eq.(2) surestimates $`\epsilon `$. Indeed, an important effect has to be taken into account as far as two layers are in interaction : the disjoining pressure $`p_{dis}`$. This term should be added to the sum of the different pressure in the Eq.(3).

In Fig.8, a soap film is represented on the left. The surfactant molecules are composed of a hydrophilic head and a hydrophobic tail. To form a film, the surfactant molecules take place along the liquid film with the head towards the liquid. During the film thinning, the electrostatic repulsion increases between hydrophobic heads. This force is counterbalanced by Van der Waals attractive forces. This creates the so-called disjoining pressure that can be positive or negative according to the thickness of the film weaire ; nato . The relevant parameters are the thickness of the film, the nature of the hydrophobic heads (here sodium ion) and the medium between the layers.

On the other hand, in Fig. 8 (right), an air film is represented. In this case, the tails of the surfactant molecules are in opposition along the air shell. That means that the interaction forces are different from that of a soap film. For an air film, the Van der Waals interaction between the tails of surfactant molecules becomes more important in front of the electrostatic contribution of the heads. Moreover, the medium enclosed between the layers is air. The dielectric constant $`\chi `$ of the air is equal to 1, at least 80 times lower than in the soap liquid. No electrostatical screening effects are expected in the air shell since no electrolytes are present there. This explains the high sensitivity of antibubbles to any difference of potential between the liquid contained in the globule and the surrounding liquid.

The stability of the antibubble is given by the balance between Van der Waals attractive forces (in $`1/\epsilon ^3`$ nato ) and electrostatic repulsion forces (in $`1/(R+\epsilon )^2`$). The interaction between both surfactant layers is attractive below a certain value of the interlayer distance, i.e. a critical thickness $`\epsilon _c`$. Below $`\epsilon _c`$, the equilibrium cannot be maintained anymore and the air film collapses. The popping mechanism is the following : an increase of the external pressure decreases the thickness of the air shell, this implies an increase of the Van der Waals interactions between the layers until this force becomes so high that the air film breaks up.

In summary, our experimental results support the modified Laplace law that governs the air shell thickness. The popping of antibubbles is mainly controlled by $`\epsilon `$ and molecular interactions along the air film. As the pressure difference increases, $`\epsilon `$ decreases to a certain critical value. This value correspond to the smallest possible distance between two surfactant layers. Below this value, Van der Waals forces dominate and the air film collapses. Our study is the basis for further experimental works on antibubbles, antifoams, and other exotic fluid entities.

SD would like to thank FNRS for financial support. This work has been also supported by the contract ARC 02/07-293.


text:
# Possible Post-AGB Stars 1footnote 11footnote 1Based on spectra obtained with the Hobby-Eberly Telescope, which is a joint project of the University of Texas at Austin, the Pennsylvania State University, Stanford University, Ludwig-Maximillians-Universität München, and Georg-August-Universität Göttingen.

## 1 The Spectra

Eskridge & Schweitzer 2001 reported proper motion memberships for 3 stars that fall in the post-AGB region of the C-M diagram of the UMi system. In 2003 we obtained spectra during heavily overcast full moon engineering time at the Hobby-Eberly Telescope (HET) with the High Resolution Spectrograph (HRS, Tull et al. 1998). The spectra were taken in the lowest resolution mode ($`R=15,000`$) and had signal-to-noise ratios between 10 and 20 per resolution element. The spectra where reduced with IRAF22affiliation: IRAF is distributed by the National Optical Astronomy Observatories, which are operated by the Association of Universities for Research in Astronomy, Inc., under contract to the National Science Foundation. echelle scripts. The velocities for the three Ursa Minor stars are given in Table 1. Since the velocity of the UMi galaxy is known to be -248 km/sec, it appears that these stars are not members.

In addition in 1997 the authors obtained 4-m echelle spectra of 2 likely post-AGB stars in the globular cluster NGC 1851, stars W266 and W464 (Walker 1992). Both stars showed velocities near zero and hence are very likely to also be non-members of NGC 1851.


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# Quaero: Motivation, Summary, Status

## I Motivation

Current practice for testing models against collider data can be significantly improved on many fronts.

### I.1 Exclusion plots

Take as an example the way in which the results of searches beyond the standard model are typically presented. Starting with an enormous model space, such as the 105 parameters in the MSSM, ad hoc assumptions are imposed in order to restrict the number of free parameters to two — this being the dimensionality of the sheet of paper on which the result will be published — and limits are placed on the two unfixed parameters.

Conference audiences are then inundated with the resulting exclusion plots. The collage shown in Fig. 1 represents an hour’s worth of a typical conference — in this case Topics in Hadron Collider Physics 2002, Thursday, Oct 10, from 4-5pm.

Exclusion plots such as these are inherently confusing and basically useless. They are inherently confusing because it is essentially impossible to tell exactly what model is being tested, including all assumptions that are made; in many cases this is not even clear to the author. They are basically useless because it is nearly impossible to tell from the exclusion plot what the data have to say about some other model that happens to not lie in the two-dimensional parameter space shown 111In contrast, exclusion contours in $`m_h`$ for the Higgs boson search or in the plane of $`\mathrm{\Delta }m^2`$ vs. $`\mathrm{tan}^2\theta `$ for neutrino oscillations are extremely useful, for in these cases we really *believe* the true model lies somewhere in that space. In other cases we have no such confidence..

### I.2 Full dimensionality

The results of analyses are also sometimes displayed by showing histograms of data and comparing with the predictions of several models. This is clearly better, but limited by the fact that the data are inherently multidimensional, while histograms published in journals are inherently one- (or perhaps two-) dimensional. Lots of information is lost in the projection.

Consider for example the simplest conceivable final state at the Fermilab Tevatron, arising from the process $`p\overline{p}Z/\gamma ^{}e^+e^{}`$. To first order, three quantities are sufficient to completely characterize each event: these can be taken to be the invariant mass of the two electrons ($`m_{ee}`$), the polar angle of the positron ($`\mathrm{cos}\theta `$), and the transverse momentum of the $`e^+e^{}`$ pair ($`p_T^{e^+e^{}}`$). No existing publication contains the three-dimensional information needed to optimally test a hypothesis against even this simple data set. Indeed, even viewing just the three one-dimensional projections requires looking in three different publications. In the case of CDF, see Ref. Affolder et al. (2001a) for $`m_{ee}`$, Ref. Affolder et al. (2001b) for $`\mathrm{cos}\theta `$, and Ref. Affolder et al. (2000) for $`p_T^{e^+e^{}}`$. In the case of DØ, see Ref. Abbott et al. (1999) for $`m_{ee}`$, Ref. Abbott et al. (2000a) for $`p_T^{e^+e^{}}`$, and let me know if you find a DØ publication containing the distribution of $`\mathrm{cos}\theta `$.

### I.3 Uncorrecting

When publishing histograms, there is the further complication that the natural variables in which to display results are quantities measured by the experiment. Comparison with the underlying theory, however, is facilitated if the results can be published in terms of the partons emerging from the hard scattering. As a result, a great deal of effort is often expended in so-called “uncorrecting” (“unfolding,” “unsmearing,” …) procedures, which attempt to invert the function represented by the detector simulation. This is a futile enterprise — the detector simulation is a function easily and naturally understood in the forward direction in terms of a Monte Carlo propagation of particles obeying well-known laws of scattering and energy deposition, but awkwardly inverted in all but the most trivial detectors, and any uncorrecting is generally inapplicable beyond the immediate use for which it was painstakingly developed. The natural place to compare the results of theory with experiment is in terms of the quantities observed in the detector.

### I.4 Human bias

Another issue deserving attention is how a set of cuts can possibly be chosen without bias. Figure 2 shows a typical scenario, in which background populates a region in the lower left in a space of two observables, and signal populates a region in the upper right. Simulated background events are shown as $`\times `$, simulated signal events are shown as small balls, and events observed in the data are shown as large balls. Depending upon how much one believes there is signal in these data, one could choose the dashed curve (believer) or the dotted curve (disbeliever) to separate signal from background. The difference between the two curves in this case is as simple and seemingly innocuous as the number of nodes used in the hidden layer of a neural network.

### I.5 Time

The testing of hypotheses against data collected by large particle physics collaborations these days usually follows a rather elongated time line. An example on the quick side of average:

* Jan 1, 2002. Theorist wakes up with a hangover and a brilliant idea.
* Mar 15, 2002. Theorist runs into a long-time experimental colleague at XXXVII Rencontres de Moriond. The experimentalist, in a moment of weakness, decides his theoretical friend may be on to something. He returns to his home institution, and excites his graduate student about the idea.
* Jun 7, 2002. The graduate student finishes his classes, passes his exams, and heads off to the experiment.
* Sep 1, 2002. The graduate student has mastered the experiment’s analysis tools and offline framework, and plunges with gusto into the analysis.
* Jan 1, 2003. Theorist wakes up with a hangover.
* Jun 1, 2003. After overcoming various hurdles and writing ten thousand lines of code to implement a particularly clever algorithm, the student has the analysis fairly well in hand, and has obtained a preliminary result.
* Dec 31, 2003. The student’s advisor being a respected and active member of the collaboration, the collaboration review process has sped through at an unprecedented clip, converging in three months. The journal referees responded promptly and with few comments, allowing publication in the final issue of the year.
* Jan 1, 2004. Theorist wakes up, reads the article, and struggles to remember why this seemed like such a good idea.

Most of us would really prefer something more closely resembling:

* 11:52am. Physicist has an idea.
* 11:56am. Physicist enters idea into his terminal.
* 12:01pm. Physicist heads for lunch.
* 12:47pm. Physicist receives email quantifying the extent to which the data favor (or disfavor) his idea.
* 12:52pm. Physicist comes back from lunch to find results waiting for him.

Reducing the time required to perform an analysis from two years to one hour corresponds to a speedup of over four orders of magnitude.

### I.6 Systematic errors

A convenient scheme for assigning and propagating systematic errors in our analyses has also been lacking; the approach taken is in some cases laughably ad hoc. This leads to the quoting of inflated systematic errors (defended as “conservative”), resulting in a less sensitive test of the model under consideration. Gaussian errors are nearly always assumed for convenience of calculation; any two errors are either completely correlated or completely uncorrelated (see e.g. Ref. Kotwal (2002)); propagation through anything more complicated than addition or multiplication rarely causes the student to go to the trouble of differentiating the expression to see how the results should be propagated; if he does, he is likely to get it wrong.

### I.7 Robust results

Frequently, completely different analyses are performed for the testing of different models, even when the same subset of data is utilized. More problematic than the inefficiency caused by this duplication of effort is the resulting difficulty of validation. Each graduate student writes his own code for the manipulation of the data and backgrounds — code that is used only for the purpose of one analysis, and therefore validated only to a limited extent through the obvious cross-checks that are performed in order to justify the results obtained. Ascertaining the correctness of an analysis down to the level of potential bugs in the code thereby requires a Herculean effort on the part of the reviewing committee, which rarely spends substantial time digging through the student’s C++. The vast amounts of time typically spent optimizing a particular analysis generally decreases the robustness of the scientific conclusion, as bugs multiply most fervently in complex and clever code.

### I.8 Combining results

We fall down also on the combination of results, both for results from different subsets of the data within a given experiment, and for results from different experiments. At the Tevatron in particular, there is a history of eschewing the painful process of combining results between CDF and DØ; the LEP experiments have been significantly more successful on this front. The combination of experimental results is thus frequently performed by some theorist sitting in the back row of a conference, adding the quoted errors in quadrature (plus a little bit) and determining the combined answer. The existence of a well-defined and well-oiled mechanism for combining results — not only between the two Tevatron experiments, but also simultaneously with the experiments at LEP and at HERA — would be welcome.

### I.9 Wish list

My personal analysis wish list therefore looks something like the following 222This list does not address the understanding of the data and associated backgrounds, which will continue to require a great deal of work. The focus is instead on how to most efficiently turn that understanding, once achieved, into meaningful statements about the underlying physics.:

* Expunge exclusion contours from conference talks
* Obviate the necessity of “uncorrecting”
* Reduce human bias
* Reduce analysis time by a factor of $`10^4`$
* Publish data in their full dimensionality
* Rigorously propagate systematic errors
* Increase the robustness of results
* Easily combine results among different experiments
* All of this on the web

## II Quaero: DØ Run I

A first solution to these desiderata has been achieved, in the form of an algorithm named Quaero (Latin for “I search for, I seek”). Using Quaero, DØ has made a subset of its Run I data publicly available for use by the scientific community Abazov et al. (2001). This represents the first such attempt by a high energy collider collaboration.

### II.1 Interface

The first incarnation of Quaero, enabling searches for new phenomena at DØ and the calculation of their cross sections (or limits thereon), has been available at http://quaero.fnal.gov/ since the summer of 2001. Using the web interface shown in Fig. 3, any high energy physicist can test a model against a subset of DØ Run I data, obtaining results within an hour.

A physicist keen on a particular model begins by selecting the appropriate final state (Final State) in the interface in Fig. 3. The final states made available through Quaero at DØ are those with an electron and muon; with two electrons and two or more jets; and with an electron, missing transverse energy, and two or more jets.

The physicist then provides the events predicted by the model — either in the form of commands to Pythia Sjostrand et al. (2001) (Pythia Input), which Quaero will use to generate events, or in the form of a file containing the four-vectors of the events predicted (Signal File), together with the cross section of the process (xsec). The physicist has the option of viewing signal, standard model background, and data (View), or asking Quaero to perform an optimized search for this particular signal (Search). Individual background processes can be left out of the background estimate, if desired, by unchecking the appropriate box (Backgrounds).

The physicist can provide explicit cuts (Constraints), and up to three variables (Variables) to distinguish signal from background. Variables are written in a simple syntax; examples include e\_pt, j1\_phi, met\_pt, mass(e1,e2), transversemass(e,met), and (j1+j2)\_pt. More complicated variables mixing four-vector quantities and standard C syntax, such as sqrt(j1\_phi+aplanarity())\*exp(-fabs(j2\_eta)), can also be used. A complete description of possibilities is given in a manual available from the web page.

After keying in his name, institution, the email to which the result should be sent, and a brief description of the model to be tested, the physicist hits the Submit button, and heads for lunch.

### II.2 Algorithm

Quaero takes the events the physicist has provided (generating them, if given in the form of Pythia commands), runs them through a parameterized simulation of the DØ detector, and retains those that land in the desired final state, correctly accounting for the efficiency of object identification and the geometric acceptance of the detector. Density estimates $`p(\stackrel{}{v}|S)`$ and $`p(\stackrel{}{v}|B)`$ are obtained for the signal $`S`$ and background $`B`$ in the variable space $`𝒱\stackrel{}{v}`$ provided, and used to carve out a signal-rich region. Within this selected region, the number of events observed in the data are compared to the number of events expected from $`S`$ and from $`B`$, and constraints on the cross section of the signal are determined.

### II.3 Results

The resulting constraints on the signal cross section, together with plots of the variables used by Quaero to determine these constraints, are returned to the physicist by email. The email returned from an actual Quaero result is shown in Fig. 4; the plot of the variable used is shown in Fig. 5.

The data, backgrounds, and analysis procedure having been thoroughly reviewed by the DØ collaboration, the answer comes to the querying physicist as an official, DØ-approved result. The result can be published in the querying physicist’s own paper, sans DØ author list. A Physical Review Letter describing Quaero and its application to eleven thesis-level analyses, the results of which are provided in Table 1, has been published Abazov et al. (2001). Roughly half of these analyses can be directly compared with previous CDF and DØ results; as expected, Quaero is found to be correct and competitive in all cases.

## III Quaero: LEP Run II

If a hint of new physics is revealed in Tevatron Run II, it is almost guaranteed that we will be unable to determine from the Tevatron data alone the nature of that new physics. Unraveling the clues the Tevatron provides will require access to all high energy collider data at our disposal. The LEP II data, in particular, may in fact be more valuable in helping us to disentangle a Tevatron hint than the rest of the Tevatron data. If in two years a hint is observed at the Tevatron, hep-ph will be flooded with models attempting to explain the observation. In this event, having the ability to painlessly and quickly test many specific hypotheses against the LEP data will be invaluable. Although there may be little more to be learned from the LEP data now, there could be a great deal to be learned from the LEP data in two years’ time, illuminated by the fresh light of a Tevatron surprise.

This situation can be easily imagined. The LEP II data set is sufficiently large that there are certainly many $`3\sigma `$ discrepancies. If two models A and B attempt to explain a Tevatron hint, and Model A correctly predicts a $`3\sigma `$ excess in a subset of LEP data in which Model B predicts a $`3\sigma `$ deficit, then the LEP data favor Model A relative to Model B by a factor of roughly a million to one. The data collected in LEP Run II therefore still have extraordinary ability to discriminate among models that may be proposed to explain hints of new physics seen at the Tevatron.

Unfortunately, the LEP II data are slowly being lost to us, as knowledgeable experimentalists move to other projects and retire. As time goes on, the potential barrier to analyzing these data in a meaningful way grows higher and higher, not because computers fail or because Fortran becomes obsolete (it won’t), but because our colleagues slowly lose their facility in the handling and understanding of these data. The best way to ensure that the LEP II data are useful in the future is to package up — quickly, before it is lost — the knowledge contained in the minds of the collaborators on the four LEP experiments into an algorithm that can perform meaningful future analyses of the LEP data.

### III.1 Interface

Improvements to the initial design of Quaero are under development for LEP II and for Tevatron Run II, with potential application also to HERA I and II and the future LHC. The new Quaero is substantially more sophisticated, allowing not just the setting of cross section limits, but in fact the testing of any arbitrary model, enabling the precision measurement of parameters as well as searches for new phenomena.

The interface defined for LEP II and for Tevatron Run II is shown in Fig. 6. The new interface is similar to that used at DØ, but with all user options removed. The querying physicist should not need to specify the final state, explicit cuts, or useful variables — Quaero should be able to determine these itself. Testing a particular model against collider data should be as simple as providing a model, in the form of expected events, and an email address to which the result should be sent.

### III.2 Algorithm

The back-end interface between Quaero and any experiment wishing to use Quaero has also been streamlined. An experiment needs to provide four things:

* Data. The events seen in the data, the reconstructed objects ($`e^\pm `$, $`\mu ^\pm `$, $`\tau ^\pm `$, $`\gamma `$, $`/p`$, $`j`$, $`b`$) in those events, and the four-vectors of those objects. An example of a data event at LEP is shown in Fig. 7.
* Backgrounds. Events predicted from the standard model, the objects in those events, and the four-vectors of those objects.
* Systematic errors. Sources of systematic error, and their effect on each of the four-vector quantities.
* Detector simulation. A simulation of the detector; this can vary from a fast parametrization to a full geant-based simulation.

Quaero takes the events provided to it, runs them through the detector simulation for each experiment, and partitions the resulting events into exclusive final states. For each final state Quaero constructs a low-dimensional variable space, with dimensionality limited by the number of Monte Carlo events at hand, formed from the variables in which the distributions from the standard model and the proposed model differ most. This variable space is binned, and a likelihood ratio

$$()=\frac{p(𝒟|)}{p(𝒟|\text{SM})}$$
(1)
is computed — the probability of seeing the data given the proposed hypothesis $``$ divided by the probability of seeing the data given the standard model SM. The orthogonality of final states allows likelihoods calculated for each final state to be combined by multiplication, so that from this procedure the likelihood ratio using all relevant data is obtained.

Systematic errors are introduced in a straightforward and intuitive way that can be made arbitrarily detailed. For each number in each event, the effect of each source of systematic error can be assigned. These systematic errors are then propagated into the final likelihood by numerical integration. No Gaussian assumptions or convenient approximations need be made. The combination of results among experiments can be handled similarly. The way in which systematic errors are assigned lend themselves to an intuitive specification of the correlation of systematic errors among various experiments.

We achieve at the same time significantly more robust results due to the fact that the same algorithm and code is used for all measurements. Three hundred successful Quaero analyses leads to increased confidence in the result of the three hundred first; the analogous statement does not hold if the analyses are performed by three hundred uncorrelated graduate students.

The input to Quaero is therefore simple, being just a bunch of events defining the proposed model, and the output is a single number. A large number indicates that the model is favored relative to the standard model; a small number indicates that the model is disfavored relative to the standard model. In addition, Quaero is currently configured to return plots of the distributions of all quantities that contribute significantly to the final number returned.

An International Research Fellowship from the National Science Foundation has assisted initial efforts toward the publication of LEP data using Quaero. Prototypes are currently under construction within the ALEPH and L3 collaborations; policy decisions will follow the evaluation of these prototypes.

## IV Summary

Quaero is by no means a panacea. It provides no help whatsoever in achieving a detailed understanding of instrumental features in the data or inadequacies in the detector simulation and background estimates. It does not allow an exploration of the data for evidence of more vaguely-defined hypotheses; for this, a different algorithm is required Knuteson (2000); Abbott et al. (2001a, b, 2000b). Quaero’s sole function is to turn an existing understanding of collider data and their backgrounds into statements about the underlying physical theory by enabling efficient tests of particular hypotheses against those data.

Alternatively, Quaero can be thought of as a method for publishing the results of analyses — or the data themselves — together with the intelligence required to make meaningful use of those data. Physicists concerned about misuse of their data should realize that the system that has been in place now for many decades allows for easy misinterpretation of a published histogram or table of numbers by colleagues outside the collaboration lacking the detailed, requisite knowledge for making proper use of those results. The collaboration in fact has far more control of its data if published using Quaero, since in this case the collaboration is in complete control of how the analysis is done. By completely eliminating all user options, the querying physicist has been rendered incapable of making a mistake. The entire burden of the analysis rests with the collaboration, as packaged into Quaero.

The idea for Quaero began with the recognition that most high-$`p_T`$ analyses can be automated. The implementation of this idea has the potential for curing — or at least ameliorating — several painful aspects of our field.

* By automating analyses, Quaero can serve up custom exclusion plots on demand, reducing, if not eliminating, the need for these insipid plots at conferences.
* Quaero allows the publication of data in their full dimensionality, unlimited by the two dimensions of a sheet of paper.
* Quaero obviates the need for “uncorrecting” or “unsmearing” procedures by allowing input at the level of theory, but making the comparison to data at the level of what is seen in the detector.
* With the high level optimization of the analysis completely prescribed by the Quaero code, leaving no room for human intervention, the threat of human bias influencing the results of analyses is greatly reduced.
* Automation of decisions such as the choice of variables and analysis technique reduces the time required to perform an analysis by orders of magnitude, with a corresponding savings of manpower.
* The numerical propagation of systematic errors ensures a much more rigorous handling of systematics than is typically achieved, and the ability to assign the effect that each source of systematic error has on every single number in the analysis provides a much more intuitive way to think about their assignment in the first place.
* The accuracy of the results obtained, while never guaranteed, is far more certain when using code that has performed sensibly in a number of previous trials than when using code validated by only a handful of individuals in the context of a single analysis.
* Combining results from different final states and different experiments requires a high degree of creativity when working from the finished results; combining results with Quaero, which performs the analysis from scratch and hence has access to all information needed to make a meaningful combination, is straightforward.

A proof of principle of the Quaero idea has been achieved, and used to make a subset of DØ Run I data publicly available. An improved algorithm with much wider application is under development, and being prototyped at LEP and at the Tevatron.

Quaero has the potential for putting the LEP II data at your fingertips, on the web. Given the tens of thousands of man years and billions of Swiss francs spent to collect these data, and the fact that we are unlikely to have $`e^+e^{}`$ collisions at energies $``$ 200 GeV for at least another decade, the desirability of packaging the LEP data in this form should be beyond question. This goal is kept alive in the evenings and on weekends by one person on ALEPH and one person on L3.

###### Acknowledgements.

The DØ Collaboration had sufficient confidence in its data to allow their public release. Hugh Montgomery, Mark Strovink, Ron Madaras, John Womersley, Paul Grannis, and others at DØ played a large role in shaping Quaero’s development. Greg Landsberg was an invaluable co-author on the original publication. Marcello Maggi is leading the Quaero prototype effort at ALEPH; André Holzner is leading the effort at L3. The development of Quaero at DØ was supported by a Fermi/McCormick Fellowship at the University of Chicago. The development of Quaero for LEP at CERN was funded in part by an International Research Fellowship from the National Science Foundation, INT-0107322.