text:
# Do Vortices Entangle?

\[

## Abstract

We propose an experiment for directly constructing and locally probing topologically entangled states of superconducting vortices which can be performed with present-day technology. Calculations using an elastic string vortex model indicate that as the pitch (the winding angle divided by the vertical distance) increases, the vortices approach each other. At values of the pitch higher than a maximum value the entangled state becomes unstable to collapse via a singularity of the model. We provide predicted experimental signatures for both vortex entanglement and vortex cutting. The local probe we propose can also be used to explore a wide range of other quantities.

\]

The high superconducting transition temperatures of compounds such as YBa2Cu3O(7-δ) (YBCO) and BiSr2Ca2CuO8 (BSCCO) lead to a very rich set of behaviors of the magnetic vortices which form inside the material in the presence of an applied magnetic field. Thermal fluctuations are significant over a wide range of the (H,T) phase diagram , causing the lattice of stiff vortex lines to melt well below $`T_c`$. The nature of this molten state has remained a subject of intense debate.

Since there can be significant thermally-induced wiggling along the length of the vortex in the liquid state, Nelson proposed that neighboring vortex lines may become entangled with each other, in analogy with a superfluidity transition in a boson system . This entanglement could produce a dramatic increase in the viscosity of the vortex liquid , similar to that which occurs for entangled polymers. As a result, vortex pinning by random disorder in the sample would be enhanced, so that the resistivity would drop in the entangled state.

In order for the vortices to entangle, it is crucial that neighboring lines not cut through each other easily  and reconnect into a disentangled state. Estimates of the cutting barrier vary widely , ranging from $`50k_BT`$ to of order $`k_BT`$, leaving the question of whether vortices can easily cut in the liquid state unresolved. Numerical simulations performed in limits ranging from the low-field London regime to the high-field lowest Landau level regime have proven similarly ambiguous, with some simulations interpreted as providing evidence for entanglement  and others interpreted as showing that the lines cut and do not entangle . The simulations are limited both by the models chosen and by the system sizes that can be simulated. Models based on the boson analogy lack long-range interactions along the vortex line, which can stiffen the vortices and might reduce entanglement. . In the frustrated 3D XY model, there are multiple ways to define a path followed by a vortex line, some of which are consistent with entanglement, and others which are not .

Since theoretical and numerical evidence for entanglement have proven inconclusive up to this point, it is natural to turn to experiments to resolve the issue. Unfortunately experimental evidence for or against entanglement  has also proven ambiguous, both because the experimental measures are indirect, and because there is considerable variation in the definition of entanglement , such as equating entanglement with the onset of plasticity . Thus, despite more than a decade of theoretical, numerical, and experimental studies, the question of whether vortices in high-temperature superconductors can form an entangled state has not yet been convincingly answered.

Here we propose a direct experimental test of vortex entanglement by means of a local atomic-force microscope (AFM) probe which can unambiguously determine whether it is possible for two vortices to wind around each other without cutting. We consider conditions that are as favorable as possible for entanglement: low vortex density, weak background pinning, and low temperatures, which should increase the barrier to flux cutting. We propose using a magnetic AFM tip to produce the simplest possible entangled state, two vortices wound around each other, and show theoretically that the forces involved in creating the entangled state can be measured with current technology. Should the vortices cut rather than entangling, a distinct force signature will be observed. If entanglement does not occur in this limit, it seems unlikely to occur in the higher density, higher temperature conditions near the melting transition. In addition to testing entanglement, the local AFM probe which we propose can be used to measure a wide range of other quantities, such as vortex line tension, local pinning force, and local shear forces.

We use as our definition of an entangled vortex state the picture originally proposed by Nelson, in which vortices behave like elastic lines that cannot easily cut through each other . We consider a layered superconductor containing two closely spaced magnetic dots at the bottom of the sample  (dark circles in Fig. 1) A mobile magnetic dot is introduced to the top of the sample in the form of a magnetic AFM tip (open circle in Fig. 1). An optional additional magnetic dot

can be added at the top of the sample to pin one of the vortices. We assume that there is a sufficiently small externally applied magnetic field that there are only two vortex lines within the region of interest, an area a few $`\lambda `$ on a side, where $`\lambda `$ is the London penetration depth of the material. The magnetic dots attract the vortices, so that the top and bottom positions of the vortices are fixed at the dot locations. As the AFM is moved along the surface of the sample, it drags the top of one vortex. The force required to drag the vortex line can be directly measured. When the AFM tip moves in a circular path around the fixed upper dot, the two vortices wind together, producing an entangled state. In Fig. 1(b), we illustrate one possible entangled vortex configuration, obtained numerically as described below. As the winding angle increases, the force required to drag the vortex further around increases according to a form derived below. If the vortices cut, this force will abruptly drop. Thus, using such an experiment, it is possible to directly probe whether vortex entanglement can occur.

To estimate the force required to entangle a pair of linelike vortices, we represent the vortex lines as one-dimensional elastic strings that cannot cross. Such a model may be applicable in the London limit at low fields $`B<0.2B_{c2}`$, although the lack of long-range interactions along the $`z`$ axis is a notable limitation . The vortex configuration is determined by a balance of the interaction energy, which drives the strings apart, and the elastic energy, which pulls the strings together to reduce their length as they are wound. Thus, the greater the pitch (defined as the rate of change of winding angle per vertical distance), the closer the vortices approach, as they seek the preferred spacing that minimizes their free energy. Even if they are held radially away from the preferred spacing, as is shown at the top of Fig. 1(b), they approach the preferred spacing within the middle of the sample, leading to the roughly constant spacing in the middle of the sample as shown. This applies up to a certain pitch; beyond that pitch, we will show that the vortices are unstable to a collapse. A similar instability in a related model was discussed in Ref. . The existence within the model of a collapse of the entangled state at a singularity when the vortices approach each other too closely raises the question of whether the entangled state can exist in other experimental situations where the vortices are driven closer than this distance.

Elastic String Model— We consider two vortices, at positions $`\stackrel{}{r}_1(z),\stackrel{}{r}_2(z)`$, with $`\stackrel{}{r}=(x,y)`$, giving the position in the plane as a function of the vertical distance $`z`$. As a starting point, we consider the free energy from the elastic string model :

$$F=\underset{0}{\overset{L}{}}dz\underset{i}{}\frac{1}{2}\stackrel{~}{ϵ}_1(_z\stackrel{}{r}_i)^2+2\underset{i<j}{}ϵ_0K_0(|\stackrel{}{r}_i(z)\stackrel{}{r}_j(z)|/\lambda ),$$
(1)
with $`ϵ_0=(\mathrm{\Phi }_0/4\pi \lambda )^2`$, $`\stackrel{~}{ϵ}_1\sqrt{M_{}/M_z}ϵ_0`$. We fix the boundary conditions on the vortex position at the top ($`z=L`$) and the bottom ($`z=0`$) of the sample, and then minimize the free energy (1) to find the positions of the vortex in between. To specify these positions, we need eight real numbers, two for each vortex at the top and another two for each vortex at the bottom. To simplify, let us fix two of these coordinates by setting $`\stackrel{}{r}_1(0)+\stackrel{}{r}_2(0)=0`$; thus, the origin of the coordinate system is set at the midpoint of the two vortices at the bottom of the sample.

We note that if a given pair of functions $`\stackrel{}{r}_{1,2}(z)`$ minimize the free energy for given boundary conditions $`\stackrel{}{r}_{1,2}(L)`$, then the functions $`\stackrel{}{r}_{1,2}(z)+\stackrel{}{v}z`$ also minimize the free energy for a different set of boundary conditions: $`\stackrel{}{r}_{1,2}(L)+\stackrel{}{v}L`$. Thus, it suffices to consider only the case in which also $`\stackrel{}{r}_1(L)+\stackrel{}{r}_2(L)=0`$, as then all other boundary conditions at the top can also be obtained. In this case, for all $`z`$, $`r_1(z)+r_2(z)=0`$. Thus, introduce coordinates with $`r_1(z)=[r(z)\mathrm{cos}(\theta (z)),r(z)\mathrm{sin}(\theta (z))]`$ and $`r_2(z)=r_1(z)`$. For the boundary conditions, we fix $`r(0),r(L),\theta (0),\theta (L)`$. Then, the extremization of the free energy yields equations of motion:

$$r^2\theta _z=J$$
(2)
$$\stackrel{~}{ϵ}_1(_z^2rJ^2/r^3)+(2ϵ_0)K_1(2r/\lambda )/\lambda =0.$$
(3)
Exploiting an analogy of this system to a particle evolving in time, the first equation is the familiar conservation of angular momentum.

There exist solutions with constant vortex spacing, $`r(z)`$, and pitch, $`_z\theta (z)`$. To find these, set $`_z^2r=0`$ in the equations of motion to obtain

$$_z\theta =\sqrt{\frac{K_1(2r/\lambda )}{r\lambda }\frac{2ϵ_0}{\stackrel{~}{ϵ}_1}}.$$
(4)
This gives the preferred pitch as a function of spacing, by a balance between elastic energy of one vortex and interaction energy between two. For small $`r`$, this reduces to $`_z\theta =(1/r)\sqrt{ϵ_0/\stackrel{~}{ϵ}_1}`$. From this one can show that for small spacing in the isotropic system ($`ϵ_0=\stackrel{~}{ϵ}_1`$) the vortices cross at an angle of $`\pi /2`$, as expected . While this scenario seems reasonable, we will find later that there is a major caveat: Eq. (4) describes a minimum of the free energy for large $`r`$, but for smaller $`r`$ it describes only an extremum and is unstable to a collapse of the vortices.

To find the force that would be detected by the AFM tip as the vortices are wound around one another into an entangled state, we first consider the large $`r`$ case of Eq. (4) when the entwined vortex configuration is stable. We fix the total winding angle, $`\mathrm{\Delta }\theta =\theta (L)\theta (0)`$, and the values $`r(0),r(L)`$. The force that the dragged vortex exerts on the AFM tip can be found by taking a derivative of the free energy with respect to $`r`$ and $`\theta `$. We find that the angular force on the top end of each vortex is $`\stackrel{~}{ϵ}_1r_z\theta (L)`$, while the radial force on each is $`\stackrel{~}{ϵ}_1_zr(L)`$. The radial force will vanish when $`r,_z\theta `$ obey Eq. (4) at the top and bottom of the sample, giving a solution with constant radius and pitch $`_z\theta =(\theta (L)\theta (0))/L`$. In this case, we plot the angular force as a function of pitch in Fig. 2.

Experimental Implications– The magnitude of the angular force is large enough to be detected experimentally. For example, consider two vortices in a YBCO sample. For this material, $`\stackrel{~}{ϵ}_15ϵ_0`$, where $`ϵ_0140`$ pN. Thus, in Fig. 2, a force of 0.1 $`\stackrel{~}{ϵ}_1`$ would correspond to approximately 70 pN, a value within the range of forces detectable with AFM. In order to convert the pitch $`_z\theta `$ plotted in Fig. 2 into the total angular displacement $`\mathrm{\Delta }\theta `$ imposed on the dragged vortex, we must know the thickness $`L`$ of the sample in the $`z`$ direction. Assuming $`L=1\mu `$m gives $`\mathrm{\Delta }\theta =L_z\theta =0.91\pi `$ for $`_z\theta =0.2`$. The spacing of the pins at the bottom of the sample does not affect the force measured at the top of the sample unless it is of order the sample thickness or wider, due to the fact that the vortex spacing in the middle of the sample depends only on the pitch.

If the radial force is non-vanishing, then $`r(z)`$ is not a constant function: by applying a radial force at the top we drive the vortices away from the preferred spacing. If $`r(L)`$ is too large for the pitch, then $`r(z)`$ will decrease in the middle of the sample, while if $`r(L)`$ is too small, $`r(z)`$ will increase in the middle of the sample. Solutions to the equations of motion can be found numerically, as in Fig. 1. For large enough $`L`$, one finds that in the middle of the sample the $`r,_z\theta `$ are given with good accuracy by Eq. (4), for large enough $`r`$ when the equation describes a minimum.

We next consider under what conditions the twisted vortex configuration becomes unstable. This occurs when Eq. (4) no longer describes a minimum. We find by differentiating the free energy twice that for stability at fixed $`J`$, we need

$$\stackrel{~}{ϵ}_1\frac{3J^2}{r^4}ϵ_0\frac{2}{\lambda ^2}(K_0(2r/\lambda )+K_2(2r/\lambda ))<0.$$
(5)
When Eq. (5) vanishes, at $`r1.19\lambda `$, the system is marginal, and for smaller $`r`$, the system is unstable to perturbations. In this case, the repulsion between the vortices is unable to overcome the elastic energy, and the two vortices will be driven together, meeting at a singularity for some $`z`$ with $`r(z)=0`$. Only a finite energy cost is paid to have the two vortices meet at a point, while an arbitrary amount of winding can be accomplished at that point with no free energy cost. Within an elastic string model, it can be shown that for any vortex-vortex interaction energy which diverges less strongly than $`1/r^2`$ there is an instability of this nature for sufficiently small $`r`$. At the marginal $`r1.19\lambda `$, the angular force on each vortex is equal to $`(0.45\mathrm{})\sqrt{\stackrel{~}{ϵ}_1ϵ_0}`$. Thus, this is the largest angular force possible in this experimental setup, while the minimum stable vortex spacing is $`2r2.39\lambda `$.

In more highly anisotropic materials such as BSCCO, the elastic string model for the vortex lines is expected to break down due to the possibility of decoupling of vortex pancakes on adjacent layers. Consider a magnetic AFM tip bound to a pancake at the top of a vortex line in BSCCO. If this pancake decouples from the rest of the vortex line below, then the angular force as a function of angular displacement will not follow the form shown in Fig 2. but will instead be periodic in the winding angle, due to the interaction with the remaining stack of pancake vortices left behind. This is illustrated by a simulation of a pancake vortex system  shown in Fig. 3. The force from a single pancake is extremely

small, of order $`10^{20}`$N; thus it is natural to ask how to experimentally determine whether one pancake is attached to the AFM tip, or whether the entire vortex stack has detached from the AFM tip so that the tip is moving freely over the sample. The presence of a vortex under the AFM tip can be detected by means of a local density of states measurement performed by temporarily changing the mode of operation of the tip to a tunneling probe.

Discussion— The local experimental probe that we propose can also be used to explore numerous other properties of the vortex system besides vortex entanglement. For example, in a geometry containing only one magnetic pin and one vortex line, the AFM tip can be used to measure the vortex line tension directly. If the line tension is known, the tip could be used to tear a vortex away from a (weaker) individual pin, such as a grain boundary, and the pinning force could be measured. By applying a transport current to the sample, the Lorentz force can be determined directly. Local rheology measurements are also possible in the vortex lattice state; for example, the local elastic constants can be probed by moving a single vortex back and forth around its lattice equilibrium position. The temperature dependence of both the elastic constants and the pinning energy could also be probed.

Conclusion— We have proposed an experimental setup for constructing and probing entangled states of superconducting vortices, and shown that the forces associated with vortex entanglement are experimentally measurable. This kind of experimental setup can be generalized to other types of vortices, as in fluid turbulence. Within the elastic string model, we find that the entangled state is only stable up to a maximum pitch or minimum vortex spacing. The instabilities we have found raise the question of whether the entangled state can exist with a high density of vortices. To answer this question and to compare pancake and elastic string models, an experimental test of our proposal is desirable.

Acknowledgments— We thank C. Reichhardt for helpful discussions. This work was supported by DOE grant W-7405-ENG-36.


format: text

text:
# Direct observation of the effective bending moduli of a fluid membrane: Free-energy cost due to the reference-plane deformations

## I Introduction

Amphiphilic molecules in water segregate spontaneously into flexible extended surfaces called fluid (lipid) membranes Lipowsky91 ; Peliti96 . The fluid membranes are free from both surface tension and shear modulus, and the elasticity is governed only by bending rigidity Canham70 ; Helfrich73 . The Hamiltonian is given by the following form,

$$H=𝑑A\left(\frac{\kappa }{2}J^2+\overline{\kappa }K\right).$$
(1)
The mean curvature $`J`$ is given by the summation of two principal curvatures $`J=c_1+c_2`$, whereas the Gaussian curvature $`K`$ is given by their product $`K=c_1c_2`$. The corresponding two moduli $`\kappa `$ and $`\overline{\kappa }`$ are called bending rigidity and Gaussian-curvature modulus, respectively. The integration $`𝑑A`$ extends over the whole membrane surface. The Gaussian-curvature term governs the global structure of the membranes, because the term $`𝑑AK`$ measures a topological index; for instance, for a vesicle with $`n_h`$ handles, such an identity $`𝑑AK=4\pi (1n_h)`$ holds (Gauss-Bonnet theorem).

In spite of its seemingly simple expression, it is very hard to treat the Hamiltonian (1) by analytical methods. As a matter of fact, when written in terms of an explicit parameterization, the Hamiltonian becomes ugly; see Eqs. (4)-(6) mentioned afterwards. Hence, owing to the thermal undulations and the mutual interactions, it is expected that the effective bending moduli are modified effectively for macroscopic length scales. In order to clarify this issue, numerous renormalization-group analyses have been reported so far Peliti85 ; Forster86 ; Kleinert86 ; David89 . For the bending rigidity, the following renormalization-group equation has been obtained;

$$\kappa ^{}=\kappa \alpha \frac{k_BT}{8\pi }\mathrm{ln}M,$$
(2)
with renormalized bending rigidity $`\kappa ^{}`$, temperature $`T`$, and the number of decimated molecules $`M`$. Literature agrees that the numerical prefactor in the above equation is $`\alpha =3`$. \[A more detailed account of the historical overview would be found in Ref. Helfrich98 .\] Because of $`\alpha >0`$, the effective bending rigidity is reduced by thermally activated undulations. This conclusion might be convincing, because the membrane shape itself should be disturbed by the thermal undulations. As a matter of fact, it has been known that the orientational correlation is lost for long distances deGennes82 . It is quite natural to anticipate that membranes become flexible for length scales exceeding this correlation length.

Recently, however, Pinnow and Helfrich Helfrich98 ; Pinnow00  obtained a remarkable conclusion $`\alpha =1(<0)`$. The key ingredient of their new argument is that they considered the role of measure factors for the partition sum. They insist that the local mean curvature $`J`$ should be the right statistical measure rather than other measures such as the normal displacement $`h`$ and the local tilt angle $`\theta `$. \[The normal displacement $`h`$ has been used as a standard measure. We will explain the $`h`$-based parameterization afterwards.\] After an elaborated calculation of the variable replacement $`hJ`$ and succeeding renormalization-group analysis, the authors reach the conclusion of $`\alpha =1`$. Moreover, as for the Gaussian-curvature modulus, they insist that the effective modulus $`\overline{\kappa }^{}`$ should remain scale-invariant;

$$\overline{\kappa }^{}=\overline{\kappa }.$$
(3)
This conclusion again contradicts the common belief that $`\overline{\kappa }`$ would be enhanced for macroscopic length scales; namely, $`\kappa ^{}=\kappa +(5k_BT/6\pi )\mathrm{ln}M`$ Kleinert86 ; David89 . This enhancement signals the topological instabilities.

The developments mentioned above all stem from the approximation that the membrane is almost flat, and the thermally excited undulations are extremely small. In our preceding paper Nishiyama02 , we developed an ab initio simulation scheme in order to study the thermodynamics of a fluid membrane beyond such perturbative level. As a demonstration, we calculated the transformation coefficient $`d\kappa ^{}/d\kappa `$, which yields the direction of the renormalization-group flow through coarse-graining. We found that the renormalization-group flow is influenced significantly by the choice of the statistical measures. In fact, under the mean-curvature measure, we observed an indication that the effective bending rigidity flows toward the large-$`\kappa `$ direction. We did not include the $`\overline{\kappa }`$ term in the preceding work.

In this paper, extending the preliminary analysis, we propose an efficient method to observe the effective bending moduli directly: We subject a fluid membrane to a curved reference plane. From the free-energy cost due to the reference-plane deformations, we read off the effective bending moduli. Our data indicate definitely that under the mean-curvature measure, the membrane stiffening occurs even for the case of very flexible membrane $`\kappa <1`$. This result supports the picture that the stiffening, contrary to our naive expectation, is driven by the thermal fluctuations. We also calculate the effective Gaussian-curvature modulus, and show that it remains almost scale-invariant. Again, the result is in good agreement with the Pinnow-Helfrich claim.

It has to be mentioned that the Monte-Carlo method has been utilized successfully in the studies of membranes and vesicles Peliti96 , For the Monte-Carlo method, however, a tethered (polymerized) membrane Kantor86  rather than a fluid membrane is more suited, because a membrane is implemented in a computer as an assembly of molecules and junctions bearing close resemblance to a tethered membrane. (Note that because of the absence of shear modulus, fluid membranes should have no internal structure.) However, Gompper and Kroll succeeded in simulating fluid membranes by the Monte-Carlo method, allowing reconstructions of junctions during the simulation Gompper00 . They observed the topological instabilities with respect to the variation of temperature and membrane concentration. In fairness, it has to be mentioned that their Monte-Carlo data indicate softening for lipid vesicles.

The rest of this paper is organized as follows. In the next section, we describe our new approach to the direct observation of the effective bending moduli. We also explicate the outlines of the numerical method which was reported previously Nishiyama02 . In Sec. III, we present the numerical results. We are mainly concerned in the case of the mean-curvature measure. For a comparison, we will also present the data calculated under the normal-displacement measure. With the first-principle simulation method, we will show that the scenario advocated by Pinnow and Helfrich holds true even for the non-perturbative regime. In the last section, we give summary and discussions.

## II  Legendre transformation and the effective bending moduli

In this section, we explain the idea for calculating the effective bending moduli. Mathematical formulas necessary in the succeeding numerical simulations are derived. We start with recalling the outlines of the transfer-matrix method proposed previously Nishiyama02 . It is important to recognize the outlines of the transfer-matrix construction, because it elucidates the underlying physical idea of our effective-bending-moduli calculation. In short, it has to be recognized that our membrane should be classified into the “open framed membrane” in the category of Ref. Peliti96 .

### II.1 Transfer-matrix formalism: A brief remainder of Ref. Nishiyama02

As mentioned in Introduction, the fluid membranes are free from shear modulus. This fact tells that the fluid membranes should have no internal structure. Hence, it is by no means fruitful to think of the microscopic constituents realizing the Hamiltonian (1). Hence, we proposed in Ref. Nishiyama02 , an alternative, in a sense, rather simple-minded, approach to the fluid membrane: We constructed the transfer matrix directly from the Hamiltonian (1). In the construction, we managed several discretizations which we explain below.

As noted in Introduction, the membrane shape is parameterized by the normal (transverse) displacement $`h(x,y)`$ from a base (reference) plane. The variables $`x`$ and $`y`$ denote the Cartesian coordinates on the reference plane. In term of this displacement field $`h(x,y)`$, the mean curvature and the Gaussian curvature are parameterized explicitly as follows Chaikin95 ;

$$J(x,y)=\frac{(_x^2h+_y^2h)(1+(_xh)^2+(_yh)^2)2_xh_yh_x_yh_x^2h(_xh)^2_y^2h(_yh)^2}{(1+(_xh)^2+(_yh)^2)^{3/2}},$$
(4)
and,

$$K(x,y)=\frac{_x^2h_y^2h(_x_yh)^2}{(1+(_xh)^2+(_yh)^2)^2},$$
(5)
respectively. Similarly, the infinitesimal area $`dA`$ is given by,

$$dA=(1+(_xh)^2+(_yh)^2)^{1/2}dxdy.$$
(6)
Putting them together into the Hamiltonian (1), we arrive at the explicit representation in terms of the displacement field $`h(x,y)`$. Now, we are led to a two-dimensional scalar-field theory with considerably complicated interactions. It is notable that the theory has even no obvious perturbation parameter. This fact motivated us to develop a first-principle simulation technique.

We put the theory on a square lattice with lattice constant $`a`$; see Fig. 1 (a). Accordingly, the field variables are now indexed by integer indices; namely, $`h(x,y)h_{ij}`$. Hereafter, we set the lattice constant as the unit of length; namely, $`a=1`$. Our theory has the translational invariance of $`hh+\mathrm{\Delta }h`$, and thus, the absolute value of $`h`$ is meaningless. Therefore, it is sensible to use the link variable $`\stackrel{}{s}=a\stackrel{}{}h`$ rather than $`h`$; note that $`\stackrel{}{s}`$ denotes the step associated at each link; see Fig. 1. We are led to the dual lattice model. Thereby, for each shaded plaquette of this dual lattice (originally a vertex spanned by four adjacent links), the following local statistical weight is associated;

$$\rho (s_1,s_2,s_3,s_4)=\mathrm{exp}(),$$
(7)
with,

$$=dA(s_1,s_2,s_3,s_4)(\frac{\kappa }{2}J(s_1,s_2,s_3,s_4)^2+\overline{\kappa }K(s_1,s_2,s_3,s_4)),$$
(8)
where $`J(s_1,s_2,s_3,s_4)`$, $`K(s_1,s_2,s_3,s_4)`$ and $`dA(s_1,s_2,s_3,s_4)`$ are to be replaced Nishiyama02  with the finite-difference versions of the differential forms (4)-(6). See Fig. 1 (b) for the definitions of $`\{s_\alpha \}`$. We have set $`k_BT=1`$, because this factor can be absorbed into the bending moduli $`\kappa `$ and $`\overline{\kappa }`$. Moreover, we should introduce yet another “statistical weight” for each open plaquette so as to impose the constraint of $`\mathrm{rot}\stackrel{}{s}=0`$; the gradient field should be rotationless. That is,

$$\mathrm{\Delta }(s_1,s_2,s_3,s_4)=\delta _{s_1+s_2s_3s_4,0}.$$
(9)
To summarize, we are led to the dual lattice model Villain75  with the step variable $`\stackrel{}{s}`$. There are two types of statistical weights $`\rho (s_1,s_2,s_3,s_4)`$ (7) and $`\mathrm{\Delta }(s_1,s_2,s_3,s_4)`$ (9), which are arranged in the checkerboard pattern. Likewise the transfer matrix is constructed as a strip-like segment shown in Fig. 1 (c). It is a good position to mention a number of remarks: First, the above theory takes the displacement variable $`h_{ij}`$ as the statistical measure. As noted in Introduction, the mean-curvature statistical measure is considered to be physically sensible. The conversion of the statistical measure is achieved by the redefinition of the statistical weight; namely,

$$\rho (s_1,s_2,s_3,s_4)\rho (s_1,s_2,s_3,s_4)\sqrt{\underset{\alpha =1}{\overset{4}{}}\left|\frac{J(s_1,s_2,s_3,s_4)}{s_\alpha }\right|}.$$
(10)
The square root is intended to take the geometrical mean, because each step variable $`s_\alpha `$ is sheared by an adjacent plaquette as well. Second, the step variable is discretized as $`s_i=\delta _s(iN_s/20.5)`$ with $`i=1,\mathrm{},N_s`$. The unit of step $`\delta _s`$ is determined self-consistently during the simulation by $`\delta _s=R\sqrt{s_i^2}`$. This step-variable discretization is an influential factor concerning the reliability of the present simulation, and its performance was checked previously Nishiyama02 . Third, in order to diagonalize the transfer matrix, we utilized the the density-matrix renormalization group White92 ; White93 ; Nishino95 ; Peschel99 . The method was invented, originally, so as to investigate the highly-correlated systems such as the Hubbard models and the spin chains. Later on, it was extended to the field of soft materials such as the lattice vibrations Caron96 ; Zhang98 ; Weisse00 , the quantum string Nishiyama01a ; Nishiyama02a , and the bosonic systems Nishiyama99 ; Nishiyama01b . We repeat density-matrix renormalization one after another so as to reach sufficiently long transfer-matrix strip length Nishiyama02 . The number of states retained for a renormalized block is an important technical parameter which is denoted by $`m`$.

One may wonder that the strong deformations increase the area of the piece of membrane considered to such an extent that the emerging additional degrees of freedom for additional molecules cannot be ignored. According to the idea of Helfrich, however, the correct statistical measure is the local mean curvature that has noting to do with the “molecules.” Therefore, our treatment is justified even for such strong deformations as long as we accept his idea. Strictly speaking, we are not dealing with such “molecules” at all; rather, we had just discretized the real space so as to form a square network, and the vertices are not to be regarded as molecules. In fact, the fluid membrane should have neither internal structure nor fixed connectivity, and it is not fruitful to think of microscopic constituents, and regard them as the degrees of freedom.

Finally, in the above, we have postulated the presence of a reference plane from which all undulations are created, and we imposed no restriction to the total area of the membrane. Hence, in terms of the category of Ref. Peliti96 , the membrane is to be classified into “open framed membrane;” see Ref. Fournier01  as well. The free energy per unit area of the reference plane is the naturally observable quantity. This leads to the idea that the effective bending moduli would be measured from the increase of the stress energy due to the reference-plane deformations. We will pursue this idea in the next subsection.

### II.2 Legendre transformation and the effective bending moduli $`\kappa _{eff}^{(S,L)}`$ and $`\overline{\kappa }_{eff}^{(S,L)}`$

In this subsection, we explain our approach to the effective bending moduli. There are two types of bending moduli such as $`\kappa `$ and $`\overline{\kappa }`$; see Eq. (1). First, we explain the way to calculate the effective bending rigidity. We introduce the following Hamiltonian with an additional term;

$$H_C=H\underset{i}{}CJ_i=\underset{i}{}(\frac{\kappa J_i^2}{2}dA_i+\overline{\kappa }K_idA_iCJ_i).$$
(11)
The index $`i`$ runs over the shaded plaquettes of Fig. 1; The quantities $`J_i`$, $`K_i`$, and $`dA_i`$ are the same as those in Eq. (8), but possessing the plaquette index $`i`$ now. Note that the additional term is not lumped together with the factor $`dA_i`$, because our aim is to calculate the stress energy with respect to the reference plane rather than the membrane surface itself. The additional term breaks the symmetry of the mean curvature $`JJ`$ linearly. In other words, the membrane is forced to bend so as to possess a non-vanishing spontaneous mean curvature. Hence, with respect to the stress energy due to the reference-plane deformation, we are able to observe the effective bending rigidity. That is the basic idea of our approach. Such idea was featured in an analytical treatment as well Helfrich98 . By the way, our aim is to put forward this idea to an actual computer simulation.

As is well-known, the above idea is best formulated by the Legendre transformation;

$$G(j)=F(C)+Cj,$$
(12)
with $`F/C=j`$. Here, $`F(C)`$ denotes the free energy of the Hamiltonian (11) per unit cell (one shaded plaquette). $`G(j)`$ is the desired Legendre-transformed free energy, which is a function of the spontaneous mean curvature $`j`$. Our concern is to obtain the effective bending rigidity,

$$\kappa _{eff}^{(S)}=\frac{^2G}{j^2}.$$
(13)
With use of the well-known identity $`(^2G/j^2)(^2F/C^2)=1`$, we obtain the expression for the effective bending rigidity;

$$\kappa _{eff}^{(S)}=1/\frac{^2F}{C^2}.$$
(14)
Let us address a number of remarks: First, the free energy $`F`$ is readily accessible by the transfer-matrix calculation. Hence, the above formula is suited to our computer simulation. The remaining task is the numerical differentiation. We had adopted “Richardson’s deferred approach to the limit” algorithm explicated in the textbook NRF . Second, we started from the Hamiltonian (11), which is defined on the reference plane rather than the original fluctuating membrane surface. Therefore, the effective bending rigidity corresponds to the elastic modulus with respect to the reference-plane deformation. That is precisely what we sought.

The expression of Eq. (14) may seem to be exceedingly formal. In fact, it may be unclear how the interaction of the curvature with the undulations is taken into account. It is noteworthy that the Hamiltonian contains the symmetry breaking term $`CJ_i`$ and we have to evaluate the free energy in the presence of it. Just like the two-dimensional Ising model with the external field that has not yet been solved exactly, such problem with the symmetry breaking term is far from being trivial in itself, and generally, it contains valuable informations such as the interaction between the background curvature and the thermal undulations. In fact, Eq. (14) states that the second derivative with respect to $`C`$ yields the effective rigidity. That is the underlying idea behind the formal expression of Eq. (14). We stress that such an additional term is readily tractable by our simulation method, and owing to this advantage, we are able to access the effective rigidity in a quite straightforward manner.

We will introduce another effective bending rigidity: Through the coarse-graining depicted in Fig. 2, we obtain a coarse-grained lattice and the corresponding smeared curvature $`\stackrel{~}{J}`$ Nishiyama02 . after rescaling the unit of length $`\sqrt{2}aa`$ and reexpressing the formulas in terms of the rescaled (smeared) quantities \[we put $`\stackrel{~}{}`$ for them\], we obtain the effective rigidity for the coarse-grained membrane;

$$\kappa _{eff}^{(L)}=1/\frac{^2\stackrel{~}{F}(\stackrel{~}{C})}{\stackrel{~}{C}^2}.$$
(15)
Note that two unit cells are renormalized into one coarse-grained unit cell. In other words, two molecules are renormalized into one decimated molecule, and hence, the parameter $`M`$ in Eq. (2) should be $`M=2`$.

Let us turn to the Gaussian-curvature modulus. In this case, we incorporate the following additional term coupling to the Gaussian curvature linearly;

$$H_D=H\underset{i}{}DK_i=\underset{i}{}(\frac{\kappa J_i^2}{2}dA_i+\overline{\kappa }K_idA_iDK_i).$$
(16)
Similar to the above, this leads to the following Legendre transformation,

$$G(k)=F(D)+Dk,$$
(17)
with $`F/D=k`$. Our concern is to obtain the effective Gaussian-curvature modulus, which, in other worlds, the effective symmetry breaking term with respect to the $`K`$ field. Postulating that the effective free energy $`G(k)`$ is a quadratic polynomial in terms of $`k`$, we obtain the following expression,

$$\kappa _{eff}^{(S)}=\frac{F}{D}/\frac{^2F}{D^2}.$$
(18)
Again, the similar idea applies to the coarse-grained lattice. Hence, we obtain,

$$\kappa _{eff}^{(L)}=\frac{\stackrel{~}{F}}{\stackrel{~}{D}}/\frac{^2\stackrel{~}{F}}{\stackrel{~}{D}^2}.$$
(19)
We complete preparing the mathematical formulas for the effective bending moduli. We apply these formulas to the computer simulation in the next section.

## III Numerical calculation of the effective bending moduli: Role of the statistical measures

In this section, we explore the effective bending moduli \[$`\kappa _{eff}^{(S,L)}`$, Eqs. (14) and (15); and $`\overline{\kappa }_{eff}^{(S,L)}`$, Eqs. (18) and (19)\] of a fluid membrane by means of the transfer-matrix method explained in Sec. II.1. The transfer matrix is diagonalized Nishiyama02  by means of the density-matrix renormalization group White92 ; White93 ; Nishino95 . Making a comparison between the results under the mean-curvature and the normal-displacement measures, we will elucidate the role of statistical measures. As mentioned in the above section, we have fixed the temperature ($`k_BT=1`$), because this factor can be absorbed into the redefinition of the bending moduli.

Here, we shall outline some technical points, that are relevant to the simulation precision. \[Detailed account of the simulation algorithm is presented in Ref. Nishiyama02 .\] We repeated forty renormalizations for obtaining each plot; namely, the strip length of the transfer matrix extends to $`L=80`$. The technical parameters $`m`$, $`N_s`$ and $`R`$ are indicated in each figure caption; see Sec. II.1 for the meanings of these technical parameters. These parameter values are equivalent or even improved to those used previously Nishiyama02 . Therefore, the reliability of the simulation is maintained.

### III.1 Effective bending rigidity $`\kappa _{eff}^{(S,L)}`$

In this subsection, we focus our attention on the effective bending rigidity. For that purpose, for the time being, we drop the Gaussian-curvature term, which is considered in the next subsection; namely, we set $`\overline{\kappa }=0`$. In Fig. 3, we plotted the effective bending rigidity $`\kappa _{eff}^{(S,L)}`$ for various bare rigidity $`\kappa `$. The moduli $`\kappa _{eff}^{(S)}`$ and $`\kappa _{eff}^{(L)}`$ denote the effective bending rigidities for smaller and longer length scales, respectively; see Eqs. (14) and (15). Here, we have accepted the local mean curvature $`J`$ as for the statistical measure; recent through discussion Helfrich98 ; Pinnow00  insists that this statistical measure should be the right one. From the plot, we see that the rigidities $`\kappa _{eff}^{(S)}`$ and $`\kappa _{eff}^{(L)}`$ deviate from each other as for small $`\kappa `$. In the small-$`\kappa `$ regime, the membrane becomes very flexible, and so the thermal fluctuations should be enhanced significantly. Hence, we see that the correction to the effective rigidity is actually induced by the thermal fluctuations. Moreover, we notice $`\kappa _{eff}^{(L)}>\kappa _{eff}^{(S)}`$. Hence, the membrane acquires stiffness for longer length scales; namely, the membrane stiffening sets in. Such membrane stiffening was first predicted by the analytical arguments Helfrich98 ; Pinnow00 . However, for the small-$`\kappa `$ regime, the analytical arguments are not fully justified, because the arguements stem from the “nearly flat approximation.” On the other hand, our first-principle simulation does not rely on any perturbative treatment. In that sense, our data demonstrate very definitely that the membrane stiffening occurs withstanding the thermal disturbances.

Note that the effective rigidity $`\kappa _{eff}^{(S)}`$ is by no means identical to the “bare” coupling constant $`\kappa `$. The former is the bending elasticity with respect to the reference-plane deformations, whereas the latter is the elastic constant of the membrane surface itself. Therefore, they need not coincide. However, for sufficiently large $`\kappa `$, as is seen from Fig. 3, the curve tends to be parallel to the slope of the line $`\kappa _{eff}^{(S)}=\kappa `$, indicating that they coincide asymptotically for large $`\kappa `$.

We shall argue the relationship between the above result and our previous report Nishiyama02 . The regime $`\kappa <0.4`$, where we found a notable deviation of $`\kappa _{eff}^{(S)}`$ and $`\kappa _{eff}^{(L)}`$ in Fig. 3, coincides with the area of the prominent $`\kappa ^{}/\kappa `$ enhancement reported in Fig. 7 of Ref. Nishiyama02 . \[Although $`\kappa ^{}/\kappa `$ does not yield direct assessment of the effective rigidity, we concluded that the $`\kappa ^{}/\kappa `$ enhancement should reflect the membrane stiffening.\] Hence, in retrospect, our preceding analysis appears to capture the precursor of the membrane stiffening fairly correctly.

In Fig. 3, at $`\kappa 0.4`$, there appears a singularity: The moduli $`\kappa _{eff}^{(S)}`$ and $`\kappa _{eff}^{(L)}`$ approach to each other, and for $`\kappa >0.4`$, they split off again. This singularity may indicate an onset of a phase transition. For $`\kappa >0.4`$, because of $`\kappa _{eff}^{(L)}>\kappa _{eff}^{(S)}`$, a membrane stiffening should occur. As a matter of fact, because of the discretization of the step variables \[see Sec. II.1\], it is likely that the membrane is trapped by the most stable configuration (flat surface) for large $`\kappa `$. \[It is expected that the membrane becomes flat just like the smooth phase in the solid-on-solid model with large surface tension.\] Moreover, it is well known that the correlation length diverges exponentially for large $`\kappa `$ deGennes82 . Such long correlation length would exceed the capability of the numerical simulation. The large-$`\kappa `$ behavior appearing in $`\kappa >0.4`$ is thus an artifact of the numerical simulation. The membrane stiffening for large $`\kappa `$ is not intrinsic, and is rather driven by the mechanism different from that of the small-$`\kappa `$ side.

In Fig. 4 (a), keeping such drawback in mind, we have drawn an anticipated behavior of the effective bending rigidity for a wide range of $`\kappa `$. As mentioned above, the analytical treatment is justified for large $`\kappa `$. On the other hand, our first-principle simulation works efficiently in the other side (non-perturbative regime). For sufficiently large $`\kappa `$, the analytical argument predicts the correction to the effective $`\kappa `$ such as $`\kappa ^{}\kappa =lnM/8\pi =0.027\mathrm{}`$. The correction appears to be exceedingly small to be resolved by the numerical simulation; see Fig. 3 as well. On the other hand, for the small-$`\kappa `$ regime, our simulation data indicate that the correction to the effective $`\kappa `$ increases very significantly. The amount of correction is comparable to the thermal-fluctuation energy; note that we have chosen $`k_BT`$ as the unit of energy ($`k_BT=1`$). Hence, it is suggested that for macroscopic length scales, the membrane acquires a considerable amount of effective stiffness, and it would look almost flat irrespective of the thermal disturbances.

Let us turn to the normal-displacement statistical measure. In Fig. 5, we plotted the effective bending rigidity $`\kappa _{eff}^{(S,L)}`$ under this statistical measure. Notably enough, the behavior is quite contrastive with that of the local-curvature measure mentioned above: The larger-scale effective rigidity $`\kappa _{eff}^{(L)}`$ is suppressed by the thermal undulations. Hence, it is shown that the membrane is softened effectively for macroscopic length scales. This result may meet our intuition, and has been predicted by numerous analytical arguments based on the normal-displacement measure Peliti85 ; Forster86 ; Kleinert86 ; David89 . We stress that our first-principle simulation covers various statistical measures in a unified way. Our simulation clarifies fairly definitely that the choice of measure factors is vital for the thermodynamics of the fluid membrane. Again, for large $`\kappa 0.8`$, a signature of the membrane stiffening $`\kappa _{eff}^{(L)}>\kappa _{eff}^{(S)}`$ comes up, and the membrane should undergo the flat phase. This behavior is a drawback of our simulation as mentioned above. Keeping this in mind, we have drawn a schematic behavior of the effective bending rigidity in Fig. 4 (b). For large $`\kappa `$, the analytical argument predicts the renormalization correction $`\kappa ^{}\kappa =3lnM/8\pi =0.082\mathrm{}`$, which is beyond the resolution of the present numerical simulation. As for the small-$`\kappa `$ regime, the correction is enhanced. However, the enhancement is not so prominent as in the case of the mean-curvature measure. It is almost comparable to the analytical prediction; see Fig. 5 as well. Hence, our first-principle simulation indicates that the analytical formula (2) is more or less applicable even for the case of the non-perturbative regime under the normal-displacement measure.

### III.2 Effective Gaussian-curvature modulus $`\overline{\kappa }_{eff}^{(S,L)}`$

In the above, we have studied the thermal-fluctuation-induced corrections to the bending rigidity $`\kappa `$. In this subsection, we incorporate the Gaussian-curvature modulus $`\overline{\kappa }`$, and look into its effective strength $`\overline{\kappa }_{eff}^{(S,L)}`$. As noted in Introduction, the Gaussian-curvature-modulus term is related to the topological index, and hence, it governs the global structure of the membranes. Roughly speaking, for $`\overline{\kappa }>0`$, the plumber’s-nightmare phase (lamellar with tunnel-like defects) is stabilized, whereas for $`\overline{\kappa }<0`$, the formation of vesicles (droplets) is favored. In that sense, the quantity $`\overline{\kappa }_{eff}^{(S,L)}`$ reflects the tendencies toward the topological instabilities.

In Figs. 6 and 7, we presented the effective Gaussian-curvature modulus for various bare $`\overline{\kappa }`$ under the statistical measures of the mean curvature and the normal displacement, respectively. Here, $`\kappa `$ is fixed to be $`\kappa =2/\sqrt{2}(=0.35\mathrm{})`$ and $`0.4`$ for respective figures. First, let us argue the latter. \[Because this case provides a prototypical example, we will argue it prior to the mean-curvature case.\] The latter case has been studied extensively so far with analytical approaches Kleinert86 ; David89 . However, because we are supposing that the membrane is framed by the reference plane, there emerge some characteristic features. For $`\overline{\kappa }0`$, we see that a large amount of effective $`|\overline{\kappa }_{eff}^{(S)}|`$ appears. This result indicates that the membrane undulations are dominated by the dimple-like deformations, and possibly, the membrane tends to form droplets. This feature is in accordant with the previous claim Gompper98  that for small membrane concentration, the membranes are thermodynamically unstable to the dissolution into the solvents (sponge phase). On the contrary, the effective modulus for the longer length scale, namely, $`|\kappa _{eff}^{(L)}|`$, exhibits considerable suppression. Notably enough, it becomes even positive for $`\overline{\kappa }>0.1`$: For macroscopic length scales, the membrane recovers its stability around $`\overline{\kappa }0`$, although microscopic undulations are in favor of droplets. Such crossover behavior is convincing, because the membrane is framed by the reference plane, and macroscopically, lamellar-type structure should be retained.

As the bare modulus $`\overline{\kappa }`$ decreases, the effective moduli of different length scales coincide at $`\overline{\kappa }0.6`$. For the region exceeding this point $`\overline{\kappa }<0.6`$, in turn, $`\overline{\kappa }_{eff}^{(L)}`$ dominates $`\overline{\kappa }_{eff}^{(S)}`$ eventually. Hence, in this region, the droplet formation is favored for macroscopic length scales. The location of this transition point is reminiscent of that advocated by the analytical arguments Golubovic94 ; Morse94 , which predicts the transition point $`\overline{\kappa }_c10\kappa /9=0.44\mathrm{}`$. In our simulation, the planar-type morphology is assumed a priori. Therefore, in such regime $`\overline{\kappa }<\overline{\kappa }_c`$, our numerical simulation does not cover such sponge phase. In fact, it suffers from pathologies such as the diverging mean deviation of the step variables. In the same way, for exceedingly large $`\overline{\kappa }>0.1`$, the membrane becomes unstable owing to the topological instability toward the plumber’s-nightmare phase. In the regions depicted in Figs. 6 and 7, the planar-type morphology is retained, and thus our simulations are reliable.

Second, let us turn to the case of the mean-curvature measure: In Fig. 6, we plotted $`\overline{\kappa }_{eff}^{(S,L)}`$ for various bare Gaussian-curvature modulus $`\overline{\kappa }`$. There appear some behaviors characteristic of the mean curvature measure: We notice that $`\overline{\kappa }_{eff}^{(S)}`$ and $`\overline{\kappa }_{eff}^{(L)}`$ almost overlap each other around $`\overline{\kappa }0`$. That is, the Gaussian-curvature modulus stays almost scale-invariant through coarse-graining. This result supports the aforementioned analytical prediction Helfrich98 ; Pinnow00  of Eq. (3). In addition to this, it is to be noted that $`\overline{\kappa }_{eff}^{(S,L)}`$ exhibits a large negative residual value $`\overline{\kappa }_{eff}^{(S,L)}1.4`$ around $`\overline{\kappa }0`$. That is, although the bare coupling $`\overline{\kappa }`$ is turned off, the membrane undulations are dominated by the dimple-like deformations. This result validates the postulation by Helfrich Helfrich98  insisting that the elementary excitations of the thermal undulations should be the “hat excitations” rather than the ordinary sinusoidal ones. Because the hat-excitation picture is the starting point of his arguments. the whole theoretical theoretical structure appears to be selfconsistent from our first-principle data.

## IV Summary and discussions

We have investigated the effective bending moduli, $`\kappa _{eff}^{(S,L)}`$ \[Eqs. (14) and (15)\] and $`\overline{\kappa }_{eff}^{(S,L)}`$ \[Eqs. (18) and (19)\], with an emphasis on the role of the statistical measures for the partition sum. We employed the transfer-matrix method developed in our preceding paper Nishiyama02 , where we had reported a preliminary analysis on the effective bending rigidity via the transformation coefficient $`\kappa ^{}/\kappa `$. In the present paper, we proposed the scheme to determine the effective bending moduli directly: We calculated the free-energy cost due to the reference-plane deformations, from which we read off the effective bending moduli. This idea is formulated in terms of the Legendre transformation, and the mathematical formalism is developed in Sec. II.2. Based on the formulas, we carried out extensive computer simulations in Sec. III. As a result, we found a clear evidence of the membrane stiffening in the case of the mean-curvature measure; see Figs. 3 and 4 (a). The membrane stiffening was first predicted by the analytical approaches Helfrich98 ; Pinnow00 , which are validated for sufficiently large $`\kappa `$. Our first-principle data show that the membrane stiffening occurs even for the non-perturbative (small $`\kappa `$) regime withstanding the thermal disturbances. Surprisingly enough, the enhancement of the effective bending rigidity copes with the thermal-fluctuation energy $`k_BT`$, suggesting that the membrane would stay almost flat for macroscopic length scales.

On the contrary, under the normal-displacement statistical measure, we found a clear indication of the membrane softening; see Figs. 4 (b) and 5. This fact indicates that the choice of measure factors is indeed significant. The correction to the effective bending rigidity appears to be moderate compared with that of the mean-curvature measure. In fact, it is almost comparable to the prediction by the analytical treatment of Eq. (2) even for small $`\kappa `$.

For exceedingly large rigidity, the membrane fluctuations freeze because of the exponentially diverging correlation length deGennes82  and the pinning potential due to the step-variable discretization; the membrane undergoes the flat phase eventually just like the solid-on-solid model with large surface tension. The appearance of such phase is a drawback of the numerical simulation, and in this respect, the simulation and the analytical treatment are both complementary.

Furthermore, we incorporated the Gaussian-curvature modulus, and studied its effective strength. Accepting the mean-curvature measure, we found that the effective Gaussian-curvature moduli for different length scales overlap each other around $`\overline{\kappa }0`$; see Fig. 6. In other words, the Gaussian-curvature modulus stays almost scale-invariant through coarse-graining. This fact is in good agreement with the analytical prediction of Eq. (3). In addition to this, the effective Gaussian-curvature modulus exhibits a large negative residual value even for zero bare modulus. This fact indicates that the membrane fluctuations are governed by the dimple-like deformations that should be scale-free. This observation again supports the scenario of Ref. Helfrich98  insisting that the thermal undulations should be decomposed into the hat excitations.

To conclude, by means of the first-principle simulation technique, we have investigated the series of analytical predictions advocated by Pinnow and Helfrich Helfrich98 ; Pinnow00 . Thereby, we found that these predictions hold true even for the non-perturbative regime. In particular, the hat-excitation picture, which is the very starting point of their argument, is validated by our $`\overline{\kappa }_{eff}^{(S,L)}`$ data. Therefore, the postulation and its deductive hypotheses turn out to be fairly consistent as a whole. Hence, it is very likely that the mean curvature is indeed a physically sensible statistical measure for the partition sum.

###### Acknowledgements.

This work is supported by Grant-in-Aid for Young Scientists (No. 13740240) from Monbusho, Japan.


text:
# Predicting the Polarization of The Microwave Background from the WMAP Temperature Maps

## 1 Introduction

Fluctuations in the temperature of the Cosmic Microwave Background (CMB) have been used to map the surface of last scattering for the last decade, since the first results from the DMR instrument on the COBE Satellite (Smoot et al.,, 1992). Now, we have the first results from WMAP (Bennett et al.,, 2003, references therein and elsewhere in this volume) which confirm the CMB anisotropy results gathered over the intervening decade. But the WMAP data promise more than just confirmation: they also offer the first high-sensitivity analysis of the polarization of the CMB (Kogut et al.,, 2003) \[although DASI can justly be credited with the first detection of cosmological polarization (Kovac et al.,, 2002)\].

The polarized CMB provides independent information on cosmological physics; it traces the flow of the plasma at the surface of last scattering. This flow itself can be decomposed into an irrotational component, corresponding to the action of gravity by the density perturbations responsible for the temperature fluctuations, and a rotational component which can be produced by a background of gravitational waves (e.g., from inflation). These components result in patterns of CMB polarization known, respectively, as “grad” and “curl” (Kamionkowski et al.,, 1997) or, in analogy with electrodynamics, “E” and “B” (Zaldarriaga and Seljak,, 1997). The latter (curl or B) thus has the promise of exploring the physics of the early Universe, but the amplitude of the signal remains well below current detections. Here, then, we concern ourselves with grad or E modes.

However, the WMAP team has yet to produce actual maps of the polarized component of the CMB. Here we investigate a statistical technique to predict the polarization component based on knowledge of the auto- and cross-correlations of the components.

## 2 Formalism

In this section, we ask the question: if we know the temperature pattern on the sky, as well as the cross-correlation between the temperature and the polarization, what is our best guess at the latter? There are many ways to tackle this question, mathematically if not philosophically equivalent. Here, we take a Bayesian approach, and so start with Bayes’ theorem,

$$P(\theta |DI)=\frac{P(\theta |I)P(D|\theta I)}{P(D|I)}$$
(1)
where $`\theta `$ labels the parameters we are trying to determine, $`D`$ the data, and $`I`$ the background information we are bringing to the problem. $`P(a|b)`$ is the probability (or probability density) of $`a`$ given $`b`$, so $`P(\theta |I)`$ is the “prior” for $`\theta `$ and $`P(D|\theta I)`$ is the likelihood — the probability of getting the specific data $`D`$ given a fixed set of parameters. The left hand side is the posterior probability, and the denominator just enforces the normalization condition: $`P(D|I)=𝑑\theta P(\theta |I)P(D|\theta I)`$.

How do we apply this to the CMB problem? Let us start with a model for the data, $`\mathrm{\Delta }_p`$ as a sum of signal, $`s_p`$ and noise, $`n_p`$,

$$\mathrm{\Delta }_p=s_p+n_p,$$
(2)
where $`\mathrm{\Delta }_p`$ gives the value of the data labeled by $`p`$, which can include pixel number, frequency of observation, polarization state, etc. We will take the noise to be described by a zero-mean Gaussian distribution with

$$n_p=0;n_pn_p^{}=N_{pp^{}}$$
(3)
where angle brackets are averages over the distribution of the data, and $`N_{pp^{}}`$ is the noise covariance matrix (which we assume is known, but see Ferreira and Jaffe, (2000); Doré et al., (2001)). We will also take the signal to be a zero-mean Gaussian, with analogous properties to those above, and a signal covariance given by $`s_ps_p^{}=S_{pp^{}}`$.

Thus the actual likelihood function is given by

$$P(\mathrm{\Delta }|SN)=\frac{1}{\left|2\pi (S+N)\right|^{1/2}}\mathrm{exp}\left[\frac{1}{2}\mathrm{\Delta }^{}(S+N)^1\mathrm{\Delta }\right]$$
(4)
where we use matrix notation, $``$ refers to the Hermitian conjugate, and vertical bars to the determinant. We can then use Bayes’ theorem to ask for the posterior distribution of any quantity related to the signal, $`s_p`$.

The most obvious quantity we might estimate is the signal itself,

$`P(s|\mathrm{\Delta }SN)`$ $``$ $`P(s|SN)P(\mathrm{\Delta }|SN)`$ (5)
$``$ $`\mathrm{exp}[{\displaystyle \frac{1}{2}}s^{}S^1s{\displaystyle \frac{1}{2}}\mathrm{\Delta }^{}(S+N)^1\mathrm{\Delta }]`$
$``$ $`\mathrm{exp}\left[{\displaystyle \frac{1}{2}}\left(ss|\mathrm{\Delta }\right)^{}C_s^1\left(ss|\mathrm{\Delta }\right)\right],`$
where the second line comes from assigning a Gaussian prior with variance $`S_{pp^{}}`$ to the signal, and the final line comes from completing the square, and we have defined

$$s|\mathrm{\Delta }=S(S+N)^1\mathrm{\Delta }\text{and}C_s=\delta s\delta s^{}|\mathrm{\Delta }=SS(S+N)^1S$$
(6)
which give the Wiener filter itself, and the variance about the mean. The Wiener filter has been used in the context of the CMB many times before (e.g., Bunn et al.,, 1996), but primarily as a method of smoothing or for the separation of various foreground components in the signal.

But we can ask a somewhat more general question: what is the distribution of some quantity, $`e_p`$ for which the prior information is that $`e_pe_p^{}E_{pp^{}}`$ and that it is correlated with the signal, $`e_ps_p^{}=X_{pp^{}}`$? Again, the result is a Gaussian distribution, this time with mean and variance given by

$$e|\mathrm{\Delta }=X(S+N)^1\mathrm{\Delta }\text{and}C_e=EX(S+N)^1X$$
(7)
In fact, all of these results can be compressed into two equations, using the notation of Bardeen et al., (1986), already used to some extent above,

$`x|d`$ $`=`$ $`xd^{}dd^{}^1d,\text{and}`$
$`\delta x\delta x^{}|d`$ $`=`$ $`xx^{}xd^{}dd^{}^1dx^{},`$ (8)
where $`d=s+n`$ and $`x`$ is correlated with $`s`$, so $`xd^{}=xs^{}`$, which is the cross-correlation, $`X`$, above. If $`x=s`$, this reduces the original Wiener filter, Eq. 6, above.

Information about the variance of the Wiener filter is crucial. The Wiener mean itself, $`x|d`$, is over-smoothed—low in regimes of low signal-to-noise ratio. A more “typical” signal value is provided by an actual realization from the full posterior distribution: the mean plus a realization of the correlation matrix.

## 3 Applications

### 3.1 Full-sky maps

The action of the Wiener filter prediction is clearest when we consider its action on an all-sky map with uniform (or axisymmetric) noise. We start with a noisy temperature map, which we transform into its spherical harmonic components, $`d_\mathrm{}m=a_\mathrm{}m+n_\mathrm{}m`$, where $`a_\mathrm{}m`$ gives the CMB signal and $`n_\mathrm{}m`$ the noise. The Wiener filter and variance are given by

$`a_\mathrm{}m|d_\mathrm{}m`$ $`=`$ $`{\displaystyle \frac{C_{\mathrm{}}}{B_{\mathrm{}}^2C_{\mathrm{}}+N_{\mathrm{}}}}d_\mathrm{}m`$
$`E_\mathrm{}m|d_\mathrm{}m`$ $`=`$ $`{\displaystyle \frac{C_{\mathrm{}}^{TE}}{B_{\mathrm{}}^2C_{\mathrm{}}+N_{\mathrm{}}}}d_\mathrm{}m`$
$`\delta a_\mathrm{}m\delta a_\mathrm{}m|d_\mathrm{}m`$ $`=`$ $`C_{\mathrm{}}{\displaystyle \frac{\left(C_{\mathrm{}}\right)^2}{B_{\mathrm{}}^2C_{\mathrm{}}+N_{\mathrm{}}}}`$
$`\delta E_\mathrm{}m\delta E_\mathrm{}m|d_\mathrm{}m`$ $`=`$ $`C_{\mathrm{}}^{EE}{\displaystyle \frac{\left(C_{\mathrm{}}^{TE}\right)^2}{B_{\mathrm{}}^2C_{\mathrm{}}+N_{\mathrm{}}}}`$
$`\delta a_\mathrm{}m\delta E_\mathrm{}m|d_\mathrm{}m`$ $`=`$ $`C_{\mathrm{}}^{TE}{\displaystyle \frac{C_{\mathrm{}}^{EE}C_{\mathrm{}}}{B_{\mathrm{}}^2C_{\mathrm{}}+N_{\mathrm{}}}},`$ (9)
where we have introduced the experimental beam, $`B_{\mathrm{}}`$, the temperature power spectrum, $`C_{\mathrm{}}=|a_\mathrm{}m|^2`$, the E-mode polarization power spectrum, $`C_{\mathrm{}}^E=|E_\mathrm{}m|^2`$ and the E-mode polarization/temperature cross power spectrum, $`C_{\mathrm{}}^{TE}=a_\mathrm{}m^{}E_\mathrm{}m`$. These power spectra are diagonal in $`\mathrm{}`$, and we impose a similar constraint on the noise power, which we denote $`N_{\mathrm{}}=|n_\mathrm{}m|^2`$. Note that this is an unphysical condition, corresponding to isotropic noise over the sky; if we restrict ourselves to high signal-to-noise experiments and large scales. In these equations, we show the Wiener filter for the temperature itself and for the polarization, and, by extension of the equations from the previous section, the covariance between the two.

We note in passing that the formalism also correctly accounts for the statistics of the polarization “B-modes”. Since the cross-spectrum $`C_{\mathrm{}}^{TB}=0`$, we just have $`a_\mathrm{}m^B|d_\mathrm{}m=0`$ with $`\delta B_\mathrm{}m\delta B_\mathrm{}m|d_\mathrm{}m=C_{\mathrm{}}^B`$ — the data give no new information about them.

We show these formulae for the Wiener filter of the multipole coefficients themselves, but in fact we will always want to smooth the resulting map with some beam (although it is not necessary to use the same as the original experimental beam, $`B_{\mathrm{}}`$).

We can apply these formulae directly to the temperature data from the WMAP satellite. Our requirement of isotropic noise should be adequate for $`\mathrm{}<400`$ where the noise is negligible. In fact, in the following we use the Wiener-filtered *temperature* maps provided by Tegmark et al., (2003). Note that starting from the temperature Wiener filter enables a slight simplification:

$$E_\mathrm{}m|d_\mathrm{}m=\frac{C_{\mathrm{}}^{TE}}{C_{\mathrm{}}}a_\mathrm{}m|d_\mathrm{}m.$$
(10)
Starting from these Wiener-filtered data, which are in fact available in pixel space, we apply these formulae by going back and forth between pixels and multipole coefficients by performing a spherical-harmonic transform using routines from the HEALPix package (Gorski et al.,, 1999).111http://www.eso.org/science/healpix/ In Figure 1 we show the Wiener-filtered map of the WMAP data, with the polarization superposed on the temperature.

In Figure 2 we show 4 realizations of the temperature and polarization drawn from the variances of Eq. 3.1. It is evident that, in fact, the polarization field contains a large uncorrelated component. We can understand this by examining the correlation coefficient,

$$r_{\mathrm{}}^2=\frac{(C_{\mathrm{}}^{TE})^2}{C_{\mathrm{}}^EC_{\mathrm{}}}.$$
(11)
This correlation coefficient gives the fraction of the power at a given multipole that is correlated between the E-mode polarization and the temperature. In the signal-dominated regime (here, low $`\mathrm{}`$) this gives the correlated fraction of the power in the Wiener filter, as well. In addition, the quantity $`1r_{\mathrm{}}^2`$ gives the fractional amplitude of the variance of the Wiener filter. Thus, if $`r_{\mathrm{}}1`$, a realization of the Wiener variance is small compared to the Wiener mean, and the mean is a good indication of the actual signal, but if $`r_{\mathrm{}}`$ is closer to $`0`$, different realizations can look very dissimilar. We plot the correlation coefficient in Figure 3. We see that the correlated fraction depends strongly on $`\mathrm{}`$ (and indeed drops to zero where $`C_{\mathrm{}}^{TE}=0`$) and is everywhere less than about 0.8. In practice, this means that the realizations do vary considerably, but this can in principle be ameliorated by careful filtering of the map to remove those modes where $`C_{\mathrm{}}^{TE}0`$.

### 3.2 Small areas

We can also use the same technique to predict the polarization for small areas of sky, where the available data may be more complicated than that from WMAP. In Figure 4 we show a prediction of the polarization for the field probed by the MAXIMA experiment (e.g., Lee et al.,, 2001). Here, we take the full noise and signal covariance into account, and perform the calculation in pixel space. Instead of performing the calculation $`\mathrm{}`$-by-$`\mathrm{}`$, we must now perform full matrix operations. For the isotropic CMB temperature field with power spectrum $`C_{\mathrm{}}`$,

$$S_{pp^{}}=\underset{\mathrm{}}{}\frac{2\mathrm{}+1}{4\pi }C_{\mathrm{}}B_{\mathrm{}}^2P_{\mathrm{}}(\mathrm{cos}\theta _{pp^{}})$$
(12)
where $`B_{\mathrm{}}`$ gives the spherical harmonic transform of the experimental beam and $`\theta _{pp^{}}`$ is the angle between pixels $`p`$ and $`p^{}`$. Analogous formulae hold for the covariances of the polarization components, and slightly more complicated ones for the cross-correlations amongst and between different polarization and temperature components.

## 4 Discussion

As mentioned above, the correlation coefficient, $`r_{\mathrm{}}`$ gives an indication of the degree to which the the polarization signal is completely predicted by the temperature signal (and the power spectra $`C_{\mathrm{}}^{XX^{}}`$). The fact that $`|r_{\mathrm{}}|<0.8`$ is an indication that a significant fraction of the E-mode polarization signal is not correlated with the temperature. This leads, finally, to a question about the physics of the temperature-polarization correlations: the correlated component of the polarization and temperature is due in large part to correlations between density and velocity perturbations on the surface of last scattering (Kamionkowski et al.,, 1997; Zaldarriaga and Seljak,, 1997; Jaffe et al.,, 2000; Hu and Dodelson,, 2002). Having only temperature data as discussed here means that the results *assume* such a relationship between the two components. However, with the availability of actual polarization maps, we should be able to use only minimal theoretical input and yet still recover a two-dimensional snapshot of the plasma flow on the surface of last scattering. We leave the details of this to a future work and, we hope, future data.

#### Acknowledgments

I would like to acknowledge discussions on this subject with Rob Crittenden, Lloyd Knox and Dick Bond as well as the COMBAT team at Berkeley and elsewhere. My involvement with the MAXIMA team has been invaluable to this work, and in particular has lead directly to Figure 4. This work has been supported by PPARC in the UK.