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# 1 The dependence of 𝐴_𝑁 on 𝜋⁰-meson energy in the c.m.s. in the reaction 𝜋⁻+𝑝_↑→𝜋⁰+𝑋 at the central region (left) [] and in the polarized target fragmentation region (right) [] at 40 GeV.

## Asymmetry in $`\pi ^+`$ production.

The result of these two measurements shows that SSA starts to grow up at the same energy. However we can not make a final conclusion whether the SSA behaviour depends on a beam energy or not. We have analysed other experimental data to study this threshold effect.

A comparison of E704 (FNAL) and E925 (BNL) experimental results is presented in Fig. 2. The $`\pi ^+`$ asymmetry in the E925 experiment (22 GeV, ) and in the E704 experiment (200 GeV, ) starts to rise up at different values of $`x_\mathrm{F}`$ ($`x_\mathrm{F}^00.18`$ for E704 and $`x_\mathrm{F}^00.46`$ for E925), but at the same energy in the centre of mass system, $`E_0^{cms}1.6`$ GeV. It happened to be surprisingly the same energy as for the PROZA-M experiment.

We used the results of the all fixed target experiments in the energy range between 13 and 200 GeV and fit the asymmetry by the function (1) regardless that in the original papers the asymmetry was presented as a function of $`p_T`$ or $`x_\mathrm{F}`$.

The dependence of the $`\pi ^+`$ inclusive production asymmetry on transverse momentum was also studied at BNL at $`<x_\mathrm{F}>=0.2`$ at 13.3 and 18.5 GeV  and by the FODS collaboration at Protvino in the central region . The asymmetry starts to rise up at $`E_0^{cms}=(1.26\pm 0.04)`$ GeV at the beam energy of 13.3 GeV and at $`E_0^{cms}=(1.46\pm 0.08)`$ GeV at 18.5 GeV (see Fig. 3).

The authors  claimed that SSA started to rise up at $`x_T=p_T/\sqrt{s}=0.37\pm 0.02`$. This value corresponds to $`(1.62\pm 0.1)`$ GeV at $`x_\mathrm{F}0`$. Taking into account the average $`x_\mathrm{F}`$ value for each interval we can obtain $`E_0^{cms}=(1.64\pm 0.15)`$ GeV.

## Asymmetry in $`\pi ^0`$ production.

The $`\pi ^0`$ inclusive asymmetry was measured in the $`pp_{}`$-interaction at CERN at 24 GeV , in the reaction $`\pi ^{}+p_{}\pi ^0+X`$ at 40 GeV , in the reaction $`pp_{}\pi ^0+X`$ at 70 GeV  at Protvino and in the $`p_{}p`$ and $`\overline{p}_{}p`$ interactions at 200 GeV at Fermilab .

The asymmetry in the reaction $`p+p_{}\pi ^0+X`$ at 24 GeV starts to rise up at $`E_0^{cms}=(1.70\pm 0.07)`$ GeV/c and at $`E_0^{cms}=(1.93\pm 0.12)`$ GeV at 70 GeV (Fig. 4).

$`A_N`$ in the reaction $`p_{}+p\pi ^0+X`$ at 200 GeV  starts to rise up at $`E_0^{cms}=(2.16\pm 0.26)`$ GeV, and at $`E_0^{cms}=(0.9\pm 0.6)`$ GeV in the reaction $`\overline{p}_{}+p\pi ^0+X`$ in the polarized beam fragmentation region (Fig. 5).

The asymmetry in the reaction $`p_{}+p\pi ^0+X`$ in the central region was found to be zero at 70  and 200 GeV .

## Asymmetry in $`\pi ^{}`$ production.

The SSA in the reaction $`p_{}+p\pi ^{}+X`$ in the polarized beam fragmentation region starts to grow up at $`E_0^{cms}=(1.95\pm 0.02)`$ at 22 Gev  and at $`E_0^{cms}=(2.9\pm 0.2)`$ at 200 GeV  (Fig. 6).

The $`\pi ^{}`$ inclusive asymmetry in this reaction in the central region was found to be zero at the experiments carried out at BNL at 13.3 and 18.5 GeV  and at Protvino at 40 Gev .

## Asymmetry in the reaction $`\overline{p}_{}p\pi ^\pm +X`$ at 200 GeV

The SSA in the reaction $`\overline{p}_{}p\pi ^\pm X`$ in the beam fragmentation region was measured at Fermilab at 200 GeV (Fig. 7). The asymmetry starts to rise up at $`E_0^{cms}=3.1\pm 0.5`$ for $`\pi ^+`$ and at $`E_0^{cms}=1.0\pm 2.2`$ GeV for $`\pi ^{}`$-meson.

## Discussion.

The combined result of our analysis is presented in Fig. 8 and Table 1. The error bars include both the fit procedure errors and the resolution of kinematic parameters. The values of $`\chi ^2/N`$ and the slope of $`k(\sqrt{s}E_{cms}^0)`$ (asymptotic asymmetry at the phase space limit whithout saturation effect) are also presented in the table. We did not include the experiments where the asymmetry is close to zero in this table.

The main conclusion is that the asymmetry starts to grow up at the same centre of mass energy $`E_0^{cms}=1.5`$ to $`2.0`$ GeV for the most of the experiments in the energy range between 13 and 200 GeV. The analysis was done only for those experimental data where a transverse momentum $`p_T`$ was greater than 0.5 GeV/c to exclude soft interactions. The conclusion is valid for all $`\pi ^+`$ and $`\pi ^0`$ asymmetries. We have to mention that $`\pi ^{}`$ production seems to contradict to this. We can explain this fact that $`\pi ^{}`$-meson at small $`x_F`$ can be produced not only from the valence $`d`$-quark but also from other channels. The interference of different channels is also responsible for asymmetry cancellation in $`\pi ^0`$ and $`\pi ^{}`$ production in the central region. In the reaction $`\pi ^{}+p_{}\pi ^0+X`$ in the central region we found significant asymmetry in the contrary to the $`p_{}+p\pi ^0+X`$ reaction. If in the $`p_{}+p\pi ^0+X`$ reaction the asymmetry is cancelled because of different channel interference from a polarized and non-polarized proton, in the $`\pi ^{}p_{}`$ collisions the valence $`u`$-quark from a polarized proton combining with the valence $`\overline{u}`$-quark from $`\pi ^{}`$ gives the main contribution to $`\pi ^0`$ production, while other channels are suppressed.

In this scheme the asymmetry behaviour in $`\overline{p}_{}p`$ interactions in $`\pi ^+`$ and $`\pi ^{}`$ production should be inversed in comparison with the $`p_{}+p\pi ^0+X`$ data. The result from E704 experiment  is consistent with this model. The asymmetry of $`\pi ^+`$-production starts to grow up at the same value $`E_0^{cms}2.9`$ GeV as for $`\pi ^{}`$ in reaction $`p_{}+p\pi ^0+X`$, and the asymmetry in the reaction $`\overline{p}_{}+p\pi ^{}+X`$ begins to rise up at small value $`E_{cms}^0`$.

We can conclude that the meson asymmetry produced by valence quark starts to grow up at the same universal energy $`E_{cms}^0`$. Also the values of the parameter $`k(E_{cms}^{max}E_{cms}^0)`$ are close for all eight measurements in the reactions $`p_{}+p\pi ^++X`$ and $`p_{}+p\pi ^{}+X`$.

We are thankful to Yu. Matulenko, L. Nogach, P. Semenov, L. Soloviev, K. Shestermanov and A. Zaitsev for fruitful discussions.

The work is supported by Russian Foundation for Basic Research grant 03-02-16919.


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# Magnetic polarons and magnetoresistance in EuB6

## I Introduction

Europium hexaboride is part of the large and heterogeneous class of materials that exhibit Colossal Magnetoresistance (CMR). The ferromagnetic transition in EuB6 is accompanied by a dramatic change in resistivity. There is a large body of experimental data available on the magnetic and electric properties, but a thorough understanding is lacking.

EuB6 has a cubic unit cell with Eu-ions at its vertices and a Boron octahedron at its center. The material is ferromagnetic and shows two magnetic transitions: at $`T_\mathrm{M}=15.3`$K and at $`T_\mathrm{C}=12.5`$K sullow98 . These have been associated with a spin reorientation and a ferromagnetic transition, respectively. Neutron diffraction experiments tarascon81  have given a magnetic moment $`\mu =7.3+0.5\mu _B`$. This is exclusively due to the localized half-filled $`f`$-shell in the Eu+2 ions.massida97

Electronic structure calculations massida97 , Shubnikov-de Haas and de Haas-van Alphen measurements aronson99  show that EuB6 is a semimetal. The Fermi surface consist of two ellipsoidal pockets, one electron-like and one hole-like, centered on the $`X`$ point in the Brillouin zone. The pockets contain very few carriers: Hall effect measurements yield $`n_{\mathrm{eff}}10^2`$ carriers per formula unit paschen00  at low temperatures. Small dilations of the boron octahedra cause overlap of the conduction and valence bands at the $`X`$ points rendering EuB6 semimetallic. The carrier concentration decreases smoothly as temperature increases.

The electrical resistivity is metallic in the ferromagnetic regime. It shows a sharp peak near $`T_\mathrm{C}`$. Above this temperature, the resistivity decreases with an almost activated temperature dependence until it reaches a minimum at about 30K. At higher temperatures it increases and eventually starts to saturate at about room temperature.

The application of a magnetic field produces sharp changes in the resistivity. Close to the magnetic transition, negative magnetoresistance (MR) values of up to 100% have been observed paschen00 ; sullow00 . This decrease in resistivity is accompanied by a large decrease in the (negative) Hall coefficientpaschen00  and an increase in the plasma frequency broderick02 . The change in the plasma frequency is more gradual than the changes in resistivity and Hall coefficient.

In the ferromagnetic regime, on the other hand, the MR is large and positive: at 1.7 K resistivity changes of up to 700% have been observed in a transversal applied field of 7T paschen00 ; aronson99 . The MR depends quadratically on the applied field strength at low temperatureswigger03 .

Just above TC and up to $`30K`$, the existence of magnetic polarons has been proposed as the cause of the Stokes’ shift measured with Spin Flip Raman Scattering (SFRS)nyhus97 ; snow01 . The resistivity is activated at these temperatures. However, this data contains a previously unremarked puzzle, in that the energy scale turns out to be considerably lower - by a factor of thirty - than expected based on reliable estimates of the exchange interaction.

Wigger et al.wigger03  showed how the crossover between large positive and large negative MR from well below to well above the ferromagnetic transition can be explained by the dominance of orbital scattering at $`TT_c`$ to spin scattering at $`TTc`$. The model we shall use for the carrier transport in these regimes is similar to that of ref.wigger03  and we shall thus suppress most of the details. The key feature of the model is its multiband nature - there are two types of carrier.

In this paper we concentrate principally on the regime close to $`T_c`$ and analyze the evidence for the existence of magnetic polarons in Europium Hexaboride. We show how the SFRS results can be explained using a multiband model, resolving the conundrum of the anomalously small energy associated with the carrier spin flip.

## II Model and parameters

We model EuB6 as a ferromagnetic semimetal with a low carrier density. Both electrons and holes are itinerant and are coupled to the local moments $`S=7/2`$. This can be described by the following general Hamiltonian:

$`H`$ $`=`$ $`t{\displaystyle \underset{i,j,\sigma }{}}c_{i\sigma }^+c_{j\sigma }J{\displaystyle \underset{i,j}{}}\stackrel{}{S}_i\stackrel{}{S}_j`$ (1)
$``$ $`J_e^{}{\displaystyle \underset{i}{}}c_{i\sigma e}^+\stackrel{}{\tau }_{\sigma ,\sigma ^{}}c_{i\sigma e}\stackrel{}{S}_iJ_h^{}{\displaystyle \underset{i}{}}c_{i\sigma h}^+\stackrel{}{\tau }_{\sigma ,\sigma ^{}}c_{i\sigma h}\stackrel{}{S}_i`$
Here, the hopping parameter is roughly $`t=0.1`$ eVmassida97 . $`c_{i\sigma (e,h)}^+\tau _{\sigma ,\sigma ^{}}c_{i\sigma (e,h)}`$ is the itinerant carrier spin operator and the subindices $`e`$ and $`h`$ stand for electrons and holes respectively. $`J_e^{}`$ ($`J_h^{}`$) is the on-site coupling between the spins of the electrons (holes) and the local moments. $`J`$ is the magnetic exchange between local moments.

First of all we need to discuss what is the origin of the ferromagnetism and the order of magnitude of the magnetic couplings. Ferro- and antiferro-magnetism of the insulating Eu-chalcogenides (EuX, X$`=`$ O, S, Se, Te) has been explained as due to superexchange interaction between neighbor Eu ions methfessel ; goodenoughBook  through the anion between them. The density of carriers in the undoped chalcogenides is too low to expect any indirect RKKY (Ruderman-Kittel-Kasuya-Yosida) interaction. The ferromagnetic interaction arises instead from the overlap between the 4$`f`$\- and 5$`d`$-orbitals at different cations. This overlap leads to an effective exchange interaction in third order in perturbation theorygoodenoughBook . This does not apply directly to EuB6 due to the different crystalline structure, but nevertheless one expects that the superexchange coupling $`J`$ is small. Moreover, the increase of magnetic critical temperature and concomitant decrease of resistivity under high pressures cooley97  has revealed that the magnetic exchange in EuB6 is mainly due to the RKKY interaction. Therefore, $`J`$ in Eq. 1 is negligible.

The RKKY magnetic exchange is mediated by the itinerant carriers via their coupling with the lattice magnetic moments. An effective Heisenberg-like magnetic exchange can be written in terms of the local Hund’s like exchange coupling $`J^{}`$ ($`J_e^{}`$ or $`J_h^{}`$) rkky

$$J_{eff}=9\pi \frac{J^2}{E_F}n^2\underset{i}{}F(2k_Fr_i)$$
(2)
where $`F(x)=\frac{x\mathrm{cos}x+\mathrm{sin}x}{x^4}`$, $`n`$ is the density of carriers, and $`E_F`$ is the Fermi energy. $`J_{eff}`$ is an oscillating function of $`x`$ but is ferromagnetic for small $`x`$. This is the relevant limit for Europium Hexaboride, as its low carrier density implies $`k_Fr0`$.

To estimate the value of $`J^{}`$ we use the mean field relation between TC and Jeff, $`T_czS^2J_{eff}`$, where $`z`$ is the coordination number for Eu, and $`S`$ is the $`z`$-component of the local moments. Using a critical temperature $`T_c12K`$ and a parabolic approximation to the bands, $`J^{}0.1eV`$ is found, consistent with reported data for isolated Eu-ionsrussel41 . In this estimation we are considering that only one kind of carrier is responsible for the magnetism.

## III Magnetic polarons

When the local exchange coupling $`J^{}`$ is large enough, carriers can be localized by ferromagnetic clusters and form composite objects called magnetic polarons. Ferromagnetic polarons can exist in the low temperature phases of antiferromagnets but here we are interested in those formed in the paramagnetic phase. A necessary condition for the existence of magnetic polarons is that the density of carriers is very low compared to the inverse of the correlation volume, namely $`n\xi ^3<<1`$. When this condition is fulfilled, polarons are well-defined non-overlapping entities.

There are two kinds of magnetic polarons: free and bound. A free magnetic polaron is a carrier localized in a ferromagnetic cluster embedded in a paramagnetic background. A carrier that is coupled strongly to local moments via a Hund’s like coupling tends to align the moments that are within a Bohr radius. This causes a trapping potential that localizes the carrier. The potential can be enhanced by random fluctuations of the magnetization that produce an alignment of local moments in the carrier’s vicinitydietl ; heiman83 .

The carrier thus traps itself by the magnetization it causes. It could increase the alignment of the local moments and hence decrease its energy by localizing itself in a smaller volume. However, this would lead to an increase in kinetic energy. The quantity that determines the stability and size of these objects is therefore $`J^{}/t`$ where $`J^{}`$ is the coupling of the carrier spin to the local moments and $`t`$ is the hopping parameter. The ratio $`J^{}/t`$ needs to be typically larger than one majumdarPRL98 ; calderon00  to guarantee stability of the free magnetic polaron.

On the other hand, in bound magnetic polarons the main driving force trapping the carrier is not the local magnetic interaction but the electrostatic potential created by impurities. The formation of the ferromagnetic cluster described above does occur. However, it is a second order process, as the magnitude of Hund’s coupling is much smaller than the Coulomb interaction.

Mean field majumdarPRL98  and Monte-Carlo calderon00  calculations have shown that magnetic polarons can exist within a temperature window above TC whose width depends on the ratio $`J^{}/t`$. At higher temperatures, magnetic fluctuations are strong enough to destroy the magnetic polarons. Below $`T_C`$, the condition $`n\xi ^3<<1`$ is not fulfilled and the polarons overlap. If a magnetic field is applied within the existence temperature window, the size of a polaron increases until eventually the polarons overlap and produce a ferromagnetic transition.

Free and bound magnetic polarons can be differentiated by their dynamics and the resistivity they cause. Bound magnetic polarons are bound to an impurity in the system so the only way of transport is via an activated process: when the trapped carrier is “ionized” it is free to move until it is trapped by another impurity. Therefore they produce a resistivity $`\rho `$ such that $`\rho /T<0`$. In contrast, free magnetic polarons are able to move to adjacent areas when random fluctuations of the nearby spins produce an aligned region. There is not a barrier to overcome in this process. This transport mechanism has been called “fluctuation-induced hopping” wegener02  and produces a metallic resistivity $`\rho /T>0`$.

Magnetic polarons have been largely studied in connection with Eu-chalcogenides (EuO, EuS, EuSe, EuTe) kasuya68 ; kasuya70 ; vonmolnar67  and diluted magnetic semiconductors such as Cd1-xMnxTe and Pb1-xMnxTe with $`x`$, the concentration of magnetic ions, small. Experimental evidence included photoluminescence spectra golnik83  and magneto-optical experiments as Spin Flip Raman Scattering nawrocki81 ; heiman83 ; isaacs88 . The Raman scattering spectrum shows an inelastic peak at low frequencies (Stokes’ shift) which, for the diluted magnetic semiconductors, depends as follows on polaronic properties:dietl

$$\mathrm{\Delta }E=\overline{x}J^{}S_z,$$
(3)
where $`\overline{x}`$ is the density of magnetic ions participating in the formation of polarons note1 , and $`J^{}`$ is the local exchange interaction between the $`s`$ itinerant electrons and the $`d`$ electrons localized in the Mn ions. The low density of local moments makes for a small Stokes’ shift, which - for Cd1-xMnxSe - is consistent with experimentdietl .

SFRS measurements done in EuB6 have similarly revealed a zero-field peak in scattered intensity of the order of $`12meV`$ nyhus97 ; snow01  at $`18K`$, just above the magnetic critical temperature. The behavior of this peak with temperature and external magnetic field is consistent with the stability conditions theoretically established for magnetic polarons. Free magnetic polarons are not expected to be stable in EuB6 as $`J^{}`$ and $`t`$ are comparable. Moreover, we have argued above that the activated behavior of the resistivity is better explained by means of bound magnetic polarons. Eu-site vacancies would produce the binding Coulomb potential for electrons.

We expect the energy of the Stokes’ shift to be given by Eq. 3 but now $`\overline{x}1`$ as EuB6 has a local moment on every Eu site in the cubic lattice. Very few site vacancies are expected in this fairly clean material. Mean-field theorykasuya70  predicts that bound magnetic polarons are fully spin polarised so $`S_z=7/2`$. Using this value and the energy of the Stokes’ shift we obtain $`J^{}3`$meV. This is far too low compared to the values reported in the literature for $`J^{}`$ in isolated Eu ions $`100`$meV russel41 ; nyhus97 .

We are therefore left with a conundrum: the peak in the light scattering intensity follows all the trends calculated for an object with magnetic origin but the energy of that peak is almost two orders of magnitude smaller than expected. The solution to this problem lies in the fact that both polarised electrons and holes are found at the Fermi Energy.

Electrons and holes come from different B and Eu orbitals and therefore their magnetic couplings to the localized spin in the Eu $`4f`$ orbitals, $`J_e^{}`$ and $`J_h^{}`$ respectively, can be very different. Electronic structure calculations massida97  reveal that the hole pocket comes from the highest intraoctahedron B $`2p`$ band. On the other hand, the electron pocket comes from bonding combinations of the cation $`d`$ orbitals pointing along the cartesian directions with some hybridization with the B atoms and some free-electron-like character on the (110) axes between the cations. In other words, the electron charge density distribution is mainly found around the Eu ions while the holes are found around the B. Therefore, the coupling of the electrons is expected to be much larger than that of the holes. Consistently, Fig. 10 in Ref.massida97  shows a much larger majority-minority spin band splitting for electrons than for holes.

In conclusion, we propose that the ferromagnetic ordering is produced by the itinerant electrons coupled to the localized spin in Eu with $`J_e^{}100meV`$, while the itinerant holes, much more weakly coupled ($`J_h^{}5meV`$), account for the SFRS Stokes’ shift. A corollary of this identification is that there is likely a much higher energy feature in the SFRS, so far unobserved, that correspond to spin-flip of the electron state.

In the following section we will see how the existence of both electrons and holes is necessary to explain other electronic properties of EuB6.

## IV Magnetoresistance

### IV.1 Positive MR at $`T<T_c`$

At low temperatures the magnetoresistance is due to the presence of two types of carriers and we will call it “orbital” MR. There are two effects involved. The same physics that causes the Hall effect is the most important cause of the MR. In addition to this, there is also a small shift of the bands with applied magnetic field that causes a small change in the carrier density.

In a simple metal with one type of carrier and a simple Fermi surface, there is no MR. A current that flows perpendicular to a magnetic field is initially deflected due to the transverse Lorentz force. This causes an electric field, the Hall field $`\stackrel{}{E}_\mathrm{H}`$, to build up:

$$\stackrel{}{E}_\mathrm{H}=\frac{e\tau }{4\pi m}\stackrel{}{H}\times \stackrel{}{J}.$$
(4)
The carriers that are deflected hit the edge of the sample and accumulate. The field that is thus built up counteracts the Lorentz force. When it cancels the Lorentz force, the current is undeflected. This is well known; it means that there is no MR in a normal metal. The component of the current density that is parallel to the applied electric field is not affected by the magnetic field. Therefore the resistivity remains unaffected as well.

In a semimetal, on the other hand, there are by definition two kinds of carriers. These two kinds will almost invariably have different scattering times and different masses. Eq. 4 shows that the Hall voltage depends on the scattering time and the mass of the carrier. Therefore, the Hall voltages of the different kinds of carriers are also different. There is thus no voltage at which the two carriers will travel through the sample without deflection.

The difference in the Hall voltages is proportional to the applied magnetic field, so that the component of the current parallel to the applied electric field decreases with increasing field. The resistivity increases therefore when a magnetic field is applied, and the MR is therefore positive. We call this orbital MR, since it is due to the difference of the masses and scattering times of the two types of carriers. These properties derive from particularities of the atomic orbitals in the material.

The MR can be calculated from a linearized Boltzmann equation that includes a magnetic field under the assumption of a spherical Fermi surface. This is a standard calculation, which can be found in ziman  and abrikosov . We quote the result for the magnetoresistance:

$$\frac{\mathrm{\Delta }\rho (H)}{\rho _0}=\frac{\sigma _\mathrm{e}\sigma _\mathrm{h}(\mu _\mathrm{e}\mu _\mathrm{h})^2H^2}{(\sigma _\mathrm{e}+\sigma _\mathrm{h})^2+H^2(\mu _\mathrm{e}\sigma _\mathrm{e}+\mu _\mathrm{h}\sigma _\mathrm{h})^2},$$
(5)
where $`\sigma _\mathrm{e}`$ and $`\sigma _\mathrm{h}`$ are the electron and hole conductivity respectively, and $`\mu _\mathrm{e}`$ and $`\mu _\mathrm{h}`$ are their mobilities, both in the absence of any magnetic field. The right hand side of the above formula is easily seen to vanish if both types of carriers have the same mass and scattering time: the difference of the mobilities in the numerator vanishes in that case.

At low temperatures the orbital MR is largest: the scattering time is largest, so that the deflection is largest as well. As the scattering time decreases the effect becomes less important. For sufficiently small scattering times orbital MR becomes negligible.

The second effect that causes MR in EuB6 is the shifting of the bands when a magnetic field is applied. The shift is caused by the coupling $`J^{}`$ of the carriers to the Eu local moments. Let us write the local moments as the sum of their average and the deviations therefrom: $`\stackrel{}{S}_i=\stackrel{}{S}+\stackrel{}{\delta S}_i`$. We now use this expression in the Hamiltonian in Eq. 1, and obtain a term that couples the carrier’s energy to the magnetization. As the magnetization grows, the electron-like band is shifted to lower energies, and the hole-like band to higher energies. This causes an increase in the number of carriers as carriers spill over from one band into the other.

The change in carrier density can be obtained from the following two requirements. Firstly, the band-shift introduced by the change in magnetization $`M`$ is $`\delta E=J_e^{}M/2`$ for electrons and $`\delta E=J_h^{}M/2`$ for holes. Secondly, the increase in the number of carriers of both kinds is equal: as the hole like band is shifted up, new holes are created as negatively charged particles spill into the electron-like band and vice versa. Overall charge balance is maintained. We also assume a spherical Fermi surface, an accurate assumption in the case of EuB6 sullow98 . We can use the requirement that charge neutrality be conserved to calculate the shift in the Fermi level. The shift is then used to obtain the number of carriers by integrating the density of states up to the Fermi level. The increase resulting from the shift of the bands is small, even at full saturation of the magnetization. Its effect on the MR at low temperatures is then negligible. The magnetization as a function of applied field is obtained from a Curie-Weiss model.

We included this change in carrier density due to the bands shifting in our model for the orbital MR. The contribution to the MR due to band shifting is opposite to that of the orbital effects. An external magnetic field increases the carrier density, so that it decreases the resistivity. Since the magnetization is almost saturated at low temperatures, the carrier density does not change much with applied field, and the MR is affected only slightly. The orbital contribution to the MR dominates.

We plot the MR obtained for the combined effect of the band shifts and the orbital effects in Fig. 1. The temperature dependent scattering times at zero field are obtained from experimental data in paschen00 . The electron and hole mobilities are obtained from the conductivity at zero field, the masses of the carriersaronson99  and the carrier densities. The latter were obtained from the plasma frequency in paschen00 . We introduced a small imbalance between the carrier densities of $`6.10^4q_\mathrm{e}`$ per unit cell, in accordance with aronson99 . This imbalance is thought to arise from impurities. These numbers provide input to the model.

Our simple model, which depends only on parameters measured at zero field, can reproduce the large positive MR at low temperatures accurately. Fig. 1 shows that it reproduces the magnitude of the MR well. It also predicts the (nearly) quadratic dependence in applied field. From Fig. 1 it is clear that the orbital contribution to the MR dwindles at higher temperatures. The model proposed will lose its validity near the magnetic transition and in the paramagnetic phase, when other effects dominate.

### IV.2 Negative MR at $`TT_c`$ and above

The mechanisms that govern the low-temperature MR become insignificant near the ferromagnetic transition. Close to $`T_c`$ the scattering time is so short that the positive orbital contribution to the MR is negligible. On the other hand, the shift of the bands caused by an applied magnetic field becomes substantial. We estimate that the carrier density changes by about $`7\%`$ as the applied field saturates the magnetization. This could explain only part of the negative MR in the critical regime.

Aditionally, near the critical point, spin fluctuations may provide a large contribution to the electrical resistance. The dominant modes near a ferromagnetic transition are those with small $`q`$. They only produce substantial backscattering if $`2k_F`$ is itself small majumdar98 ; majumdarPRL98 . This is the case of EuB6 as its carrier density is very small. The suppression of the spin fluctuations when a magnetic field is applied is largely responsible for the MR found in the critical regime. Moreover, as shown in Ref. majumdarPRL98  (see Fig. 3), the localization of the carriers in magnetic polarons further increases the magnetoresistance.

In the temperature regime - just above $`T_c`$ \- where the SFRS data gives evidence for bound magnetic polarons, the magnetoresistivity is large, and strongly negative, as expected since an applied magnetic field suppressed the magnetic polarons. At temperatures greater than about $`30K`$ where the polarons are destabilized, we have a smaller (but still negative) MR dominated by local spin fluctuation scattering.

As mentioned in the introduction, the negative MR is accompanied by a shift in the plasma frequency broderick02 . The carrier density change produced by the band shifting alone is too small to account for that shift. This is in contrast to the results by Wigger et al wigger03  who claim consistency between the experiment and their calculation, though the functional dependence $`M^2(\omega _p^2)^2`$ broderick02  is not reproduced. There are two main differences between their model and ours: they consider EuB6 to be a strongly compensated n-type magnetic semiconductor and use the same local coupling $`J^{}`$ for electrons and holes.

## V Summary

EuB6 is a low carrier density ferromagnet with unusual properties: the resistance changes from metallic to activated and then to metallic as the temperature increases and the magnetoresistance changes sign close to $`T_C`$. The activated region has been ascribed to the existence of bound magnetic polarons. We discuss their existence in the light of Spin Flip Raman Scattering measurements reported in Ref.nyhus97 ; snow01 . We conclude that the signature seen by those experiments is due to the Hund’s like coupling of holes with the local spins while electrons are responsible for the magnetic ordering through the RKKY interaction. This resolves the puzzle that the RKKY transition temperature implies an exchange coupling of the carriers to the local moment of about 0.1 eV, about 30 times larger than the measured spin-flip energy of a carrier trapped in a bound polaron. The existence of bound magnetic polarons is also consistent with a large negative magnetoresistance above $`T_c`$. The positive magnetoresistance in the ferromagnetic phase is also produced by the interplay of two kinds of carriers with different masses and scattering times.

MJC acknowledges Churchill College, University of Cambridge, for financial support. The NHMFL is supported by the National Science Foundation, the state of Florida and the US Department of Energy.


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# The L-Percolations of Complex Networks

## I Introduction

One of the most remarkable properties of complex networks is their tendency to undergo a topological phase transition (i.e. percolation) as the number of connections is progressively increased Albert and Barabási (2002); Newman (2003); Dorogovtsev and Mendes (2002). Several systems, such as the world wide web and epidemics dissemination, only become particularly interesting near or after percolation. Although some works have investigated phase transitions in dynamical systems underlain by complex networks (e.g.Mülken et al. (2001); Sánchez et al. (2001)), here we focus our attention on *topological* critical phenomena in such networks. In addition to the classical studies by Erdős and Rényi, more recent works addressing percolation in networks include the analysis of the stability of shortest paths in complex networks Dong and Rieger (2002), the investigation of percolation in autocatalytic networks Jain and Krishna (2000), and the study of the fractal characterization of complex networks Eguíluz et al. (2003).

The concept of *L-*percolations is based on the *L-*expansions and *L-*conditional expansions of a complex network, which are introduced in the current paper. Consider the two-subsequent edges in Figure 1(a). The fact that node $`2`$ is indirectly connected to node $`3`$ through a self-avoiding *2-*path passing through node $`1`$ defines a *virtual link* between nodes $`2`$ and $`3`$ da F. Costa (2003), represented by the dotted line in that figure. In case such a virtual edge does belong to the network, it defines a cycle of length $`3`$ between the three involved nodes, as illustrated in Figure 1(b), which contains three distinct undirected *2-*paths. The ‘self-avoiding’ requirement for the paths is imposed in order to avoid passing twice through the same edge, which would tend to produce an infinite number of paths between any pair of connected edges. For instance, in case this restriction is not considered, there would be an infinite number of even-length paths (i.e. $`L=3,5,7,\mathrm{}`$) from node 1 to 2 in Figure 1(a), while just the direct *1-*path between those nodes remain after imposing the self-avoiding requirement. Such a restriction therefore allows a clearer characterization of the distribution of path lengths and connectivity in a complex network.

The specific demands governing the network growth may imply that cycles such as that in Figure 1(b) occur sooner or later along the network evolution. For instance, intense indirect (i.e. through node $`1`$) information exchange between nodes $`2`$ and $`3`$ is likely to foster the appearance of the direct link between those two nodes da F. Costa (2003). In other words, the formation of such cycles can be understood as a *reinforcement of the connectivity between the involved nodes*, possibly implied by intensive information interchange and/or node affinity. Therefore, the density of *3-*cycles (as well as cycles similarly defined for other values of $`L`$) is likely to provide interesting insights about the growth dynamics and connectivity properties of complex networks. This is one of the main motivations for the investigations reported in the present article, with implications to the identification of communities in the analyzed networks, as described below. Another important aspect intrinsic to the definition of *L-*paths is that such a property is directly related to the *transitivity* of connections along the network. In other words, if node $`i_1`$ is connected to node $`i_2`$, which is connected to node $`i_3`$, and so on, until $`i_L`$, the eventual presence of the therefore established virtual link extending from $`i_1`$ to $`i_L`$ can be understood as an indication of transitivity in the network connectivity.

It is worth observing that a *3-*cycle can also be related to a *hyperedge* between the three involved nodes, as illustrated in Figure 1(c). Such a kind of edge is characteristic of *hypergraphs* Bollobás (2002); West (2001); Chartrand and Lesniak (2000), whose nodes are connected through hyperedges. In other words, a hyperedge is a relationship defined at the same time between more than two nodes. The essential difference between the *3-*cycle shown in Figure 1(b) and the hyperedge in (c) is the fact that the *3-*cycle can be dismantled by removing any of the involved edges while the hyperedge implies simultaneous deletion of all connections (i.e. a hyperedge is a single edge and can only be removed as a whole). In other words, a *3-*hyperedge intrinsically implies a *3-*cycle, but not the other way round. Still, situations where the *(L+1)-*cycles are closely interdependent can be understood in terms of hyperedges.

Given a complex network $`\mathrm{\Gamma }`$ with $`N`$ nodes, its *L-*expansion is henceforth defined as the new network, also with $`N`$ nodes, which is obtained by incorporating an edge between two nodes $`i`$ and $`j`$ whenever there exists a virtual link of length $`L`$ (i.e. a self-avoiding path of length $`L`$) between those two nodes. Observe that such a definition holds for both directed and undirected graphs. Such expansions can be implemented by considering or not multiple links between two nodes, leading to different results. The *L-*expansion of a network can be intersected with the original network $`\mathrm{\Gamma }`$ in order to obtain the *L-*conditional expansion of that network. Such a network, which also involves $`N`$ nodes, contains all cycles of length *L+1* in the original network and no node with null or unit degree. Actually, all connections in such a network belong to cycles of length $`L+1`$. In case $`L=2`$, the respective *L-*conditional expansion is composed exclusively of *3-*cycles, and can therefore be related to a respective *3-*hypergraph contained in the original network. Figure 2 illustrates a simple undirected graph (a) and its respective *2-* (b) and *3-*expansions (c). The *2-* and *3-*conditional expansions of the graph in Figure 2(a) are shown in (d) and (e).

Figure 3 shows a simple network (a) and its respective *2-*conditional expansion, which involves only *3-*cycles. Observe that the conditional percolation removes all the edges not involved in *3-*cycles, so that the obtained clusters represent a strong backbone of the original network. Observe that any single edge can be removed from the conditionally-expanded network without producing a new cluster, which is true for any $`L2`$. At the same time, the conditional expansion tends to enhance the clustering coefficient Albert and Barabási (2002) of the obtained network. For the specific case $`L=2`$, the conditional expansion also tends to enhance the *regularity* 111A network is regular iff all its nodes have the same degree. of the network, in the sense that all nodes in the resulting network have degree equal to an integer multiple of $`2`$.

Conditional expansions can be thought of as a kind of network filter which removes edges in order to preserve those groups of nodes more densely connected through *L-*paths, therefore characterizing a tendency of the conditional expansion to preserve the subgraphs contained in small-world models Watts and Strogatz (1998); Albert and Barabási (2002). This fact makes the conditional expansions an interesting mechanism for identifying communities in such a kind of complex networks, a possibility which is preliminarly investigated in the current work (see Section III). Observe that the hubs, i.e. nodes with high degree are not necessarily preserved by conditional expansions. For instance, although the hub marked as *a* in Figure 3 was retained, the one marked as *b* was eliminated by the *3-*conditional expansion.

The progressive addition of new edges into a random network inevitably leads to the appearance of a *giant cluster*, which dominates the network henceforth. Such a phenomenon, corresponding to a topological phase transition (i.e. *percolation*) Stauffer and Aharony (1994) of the network, has motivated much interest and bridged the gap between graph theory and statistical mechanics. As shown in this article both in analytical and experimental fashion, the uniform evolution of a random network (and also of a preferential-attachment model) naturally leads not only to the traditional percolation, but also to successive *L-*percolations, which are characterized by the fact that a giant cluster appears in the respective *L-*conditional expansions. For instance, as the number of edges is progressively increased, one reaches a point where a giant cluster is established in the original network where each of its nodes is connected to at least another node not only through a direct connection, but also through a self-avoiding path of length $`L`$. This is the *main property* characterizing the giant clusters for generic *L-*percolations. For instance, in case $`L=2`$, the giant cluster is characterized by the fact that each of its edges is part of a *3-*cycle. In other words, every edge of the giant cluster can be associated to a *3-*hyperedge, thus emphasizing the fact that the connections of such a *2-*giant cluster are stronger than the traditional case (i.e. $`L=1`$). The hypergraph in Figure 3 provides a simplified illustration of the connections characterizing the giant cluster in a *2-*percolated complex network. It should be noticed that the giant cluster obtained in an *L-*conditional expansion has the unique characteristic that it can not be modified by a subsequent conditional expansion for the same value $`L`$, a property called *idempotency*.

The concept of *L-*percolations allows a series of insights about the analyzed networks, including:

*Theoretical features:* As one of the main interests in complex networks is related to the occurrence of critical topological transitions, the identification of further percolations of a growing network represents an important fact by itself, indicating that the abrupt changes of the network properties, namely connectivity, is not restricted to 1-connectivity, but extends over several values of $`L`$. Therefore, the dynamics of network connectivity formation is verified to be richer than usually considered in complex network theory.

*Identification of the strongest connections:* The occurrence of an *L-*percolation indicates a reinforcement between most of the connections in a network as far as *L-*paths are concerned. In other words, the fact that a giant cluster is obtained for a specific value of $`L`$ indicates that most of the network nodes are connected through closed *L-*paths (i.e. most belong to cycles), therefore exhibiting enhanced connectivity for that value, in the sense that several links may be removed before the percolated cluster collapses.

*Network characterization:* Several measurements related to the concept of *L-*connectivity can be defined and used to characterize the connectivity properties of complex networks (such as transitivity), as illustrated in the last Section of this article. Taken in combination with traditional features such as the average node degree Albert and Barabási (2002); Newman (2003); Dorogovtsev and Mendes (2002), such measurements allow a more complete characterization of the connectivity features of the network under analysis.

*Community finding:* The clusters obtained by the *L-*conditional expansions are characterized by enhanced average clustering coefficient while presenting a tendency to remove links between loosely connected groups of nodes, suggesting the division of the original network into meaningful communities (e.g. Newman and Girvan (2004); Capocci et al. (2004)). In other words, the *L-*conditional expansions of a network may help the identification of the involved communities, as only the more intensely connected nodes (i.e. those characterized by *L-*paths) will remain after the conditional expansion. This possibility is preliminarly illustrated in Section III of this article.

*Eulerian networks:* In case the conditional expansions are performed allowing for multiple links between two nodes, it is shown in this paper that the giant clusters underlying the *L-*percolations, and therefore contained in the original network, are necessarily Eulerian 222A connected graph is *Eulerian* if it contains a closed trail including all edges, i.e. an *Eulerian trail*. A *trail* is a sequence of distinct edges connecting not necessarily distinct nodes.. In other words, all nodes of the giant cluster defined by an *L-*percolation can be visited without passing twice over the same edge. Such a property has interesting implications for several types of complex networks, including communication networks and protein sequence networks (e.g. Hao et al. (2001)), as well as for random walk investigations Povolotsky et al. (1998).

## II Definitions

Let the nodes of the network of interest $`\mathrm{\Gamma }`$ be represented as $`k=1,\mathrm{},N`$, and the edges as ordered pairs $`(i,j)`$. The total number of edges in the network is expressed as $`n(\mathrm{\Gamma })`$. For generality’s sake, the network $`\mathrm{\Gamma }`$ can be fully represented by its weight matrix $`W`$, where no self-connections are allowed. The weight matrix is obtained by assigning the weight of each edge $`(i,j)`$ to the respective weight matrix element $`w(j,i)`$. Such a representation of the network in terms of a weight matrix is more general than the traditional adjacency matrix, as it allows the representation of the weights associated to the network edges. To any extent, the adjacency matrix $`A`$ of a graph can be obtained by making its elements $`a(j,i)=1`$ whenever there is an edge (of any non-zero weight) between nodes $`i`$ and $`j`$. The average node degree of $`\mathrm{\Gamma }`$ is henceforth represented as $`z`$. Let $`\delta _T(x)`$ be the operator acting elementwise over the matrix $`x`$ in such a way that the value one is assigned whenever the respective element of $`x`$ has absolute value larger or equal than the specified threshold $`T`$; for instance, $`\delta _2(\stackrel{}{x}=(3,2,0,4,1))=(1,1,0,1,0)`$. Thus, the adjacency matrix can be obtained from the weight matrix as $`A=\delta _T(W)`$.

The random and preferential-attachment models were obtained as described in the following. For the random network case, the growing parameter corresponds to the Poisson rate (the mean density of connections) $`p`$, and in the preferential attachment case, to the number $`c`$ of existing connections in the current stage of growth, which are normalized in terms of the respective average node degree as $`z_R=p(N1)`$ and $`z_{SF}=2c/N`$ respectively, for the sake of direct comparison between the two network types. The preferential-attachment network growth was performed by keeping a list where each network node with current degree $`k`$ appears $`k`$ times, so that subsequent edges can be defined by selecting pairs of distinct elements in such a list according to the uniform distribution Stauffer et al. (2003).

One can check for an *L-*path between two nodes $`i`$ and $`j`$ by checking the sequences of successors for each transition along the graph, until either a path is found or all the paths have been tested (the so-called *depth-first* scanning of the graph from node $`i`$). Only successor nodes not already included in the constructing path are considered during this procedure. Observe that, in the particular case of $`L=2`$, the respective paths can be immediately obtained from the squared adjacency matrix ignoring its main diagonal.

The *L-*expansions and *L-*conditional expansions are henceforth represented as $`\mathrm{{\rm Y}}_L`$ and $`\mathrm{\Xi }_L`$, respectively. Interesting information about the intrinsic topology of the original network $`\mathrm{\Gamma }`$ can be obtained from their measurements of the respective expansions. Some simple possibilities are the number of edges in each of these graphs, henceforth expressed as $`n(\mathrm{{\rm Y}}_L)`$ and $`n(\mathrm{\Xi }_L)`$. Thus, $`f_L=n(\mathrm{\Xi }_L)/n(\mathrm{\Gamma })`$, hence the *completeness ratio* of the network $`\mathrm{\Gamma }`$ for $`L`$, corresponds to the ratio between the number of edges belonging to $`(L+1)`$cycles and the total number of edges in the original network $`\mathrm{\Gamma }`$. For instance, in case all edges in $`\mathrm{\Gamma }`$ are part of a *3-*cycle, we have $`f_2=1`$, while smaller values are obtained for less transitive networks.

An interesting property of the giant clusters defined by the *L-*percolations when multiple links are allowed is the fact that they are necessarily Eulerian. More specifically, such multiple edges are implemented as follows: given the *2-*conditional expansion of the original network, duplicate each edge which is shared by two cycles, as illustrated in Figure 4. This interesting property can be easily proved by considering that all nodes in such a network will have even degree, which is a necessary and sufficient condition for the cluster to be Eulerian Chartrand and Lesniak (2000).

## III Conditional Expansions and Community Finding

This section reports a preliminarly investigatation of the potential of *L-*conditional expansions as a subsidy for community finding. We already observed in Section I of this article that such expansions tend to preserve the more strongly connected subnetworks or communities. Figure 5(a) shows an initial network containing 3 communities of 20 nodes, each corresponding to a random network whose edges were added according to uniform probability with Poisson rate 0.3. By adding random edges between these 3 groups, small-world networks such as that shown in Figure 5(b) can be obtained. The potential of the *L-*conditional expansions for isolating the original communities is illustrated in Figure 5(c), which shows the network obtained by performing the *2-*conditional expansion over the network in Figure 5(b). Although missing some of the original connections, the three clusters obtained by the conditional expansion correspond to the original communities. The connections inside each obtained community can be partially complemented by incorporating those edges in Figure 5(b) which connect nodes inside each of the identified clusters. This type of link is henceforth called an *intracommunity* edge, while links between nodes in different communities are called *intercommunity* edges. The effect of this procedure is illustrated in Figure 6 with respect to the three communities identified in Figure 5(c). Although a total of 19 edges were recovered, the disconnected node at the upper left corner of the network remained isolated from its original community.

We have verified through experimental simulations that, for a relatively small number of added edges (Poisson rate about 0.015 for networks such as that in Figure 5), the original communities can be reasonably estimated by applying the *2-*conditional expansion. Situations where some intercommunity edges are left by such expansions can be addressed by using the Newman and Girvan’s method after the respective *2-*conditional expansion. However, situations involving a substantial number of random intercommunity edges, as when the intercommunity and intracommunity edges are established with similar probabilities, are likely to produce incorrect communities.

## IV *L-*Percolations

The *L-*percolations of random networks have been investigated from both the analytical and experimental points of view, as described in the following. Preferential-attachment networks were also considered, but only experimentally.

### IV.1 Analytic Mean-Field Calculations

The following mean-field approximation assumes that the edge assignment takes place independently of the node degree or other network features, being more accurate for not extremely dense networks (see below). Let $`\mathrm{\Gamma }`$ be a random network with $`N`$ nodes and Poisson rate $`p`$ (defining the overall edge density), implying the maximum number of edges to be $`n_T=N(N1)/2`$. It immediately follows that the average number of expected edges is $`n=pn_T`$ and that the average node degree therefore is $`z=2n/N=p(N1)`$. We adopt a mean field approach considering each node $`i`$. As the expected number of nodes connected to $`i`$ is $`z`$, we have that the maximum number of *2-*paths involving the edges $`(k,i);(i,p)`$ established between any two nodes $`k`$ and $`p`$ connected to node $`i`$ is $`z(z1)/2`$, so that the expected number of direct connections between them is $`pz(z1)/2`$ and the expected total number of *2-*paths is $`n_2=Npz(z1)/2`$, implying the respective *2-*conditional expansion of the original graph to have Poisson rate $`p_2`$ as given by Equation 1. Now, since the *2-*conditional expansion of $`\mathrm{\Gamma }`$ is also a random network (recall that the edge assignment takes place independently of node degree or other current network property), we obtain the critical point $`p_2^c`$ where the respective percolation takes place by considering that the node degree of the *2-*conditional expansion, namely $`z_2^c(2ce)`$, reaches unit value at that critical transition (see Equation 2). Interestingly, this critical point is verified to grow as a power of $`N`$. The respective average degree of the original network at this critical point can be estimated as in Equation 3.

Next we address the case $`L=3`$ by considering each edge $`e`$ connecting two nodes $`i`$ and $`j`$ of average degree $`z`$. The total of direct connections between the distinct nodes $`k`$ and $`p`$ connected respectively to $`i`$ and $`j`$, defining *3-*paths $`(k,i);(i,j);(j,p)`$ between nodes $`k`$ and $`p`$, therefore is given as $`z^2`$, and the expected number of such directed links per edge therefore is $`(pz)^2`$. The total number of direct links between the pairs of nodes connected through 3-paths passing through edge $`e`$ therefore is $`n_3=n_T(pz)^2=Np^4(N1)^3/2`$, implying respective Poisson rate as in Equation 4. Observe that, in case the connections become too dense, the number of closed paths such as $`(k,i);(i,j);(j,k)`$, instead of the assumed open paths $`(k,i);(i,j);(j,p)`$, may become too frequent and undermine the above estimations for $`L=3`$. As the *3-*conditional expansion of the original random network is also assumed to be a random network, the associated critical rate value can now be calculated as in Equation 5. The corresponding average degree of the original network at this critical point is given by Equation 6. Interestingly, it follows that $`p_3^c<p_2^c`$ for any $`N>1`$, i.e. the 3-conditional expansion is expected to percolate sooner than the *2-*conditional expansion. We also have that $`f_2=p^2(N1)`$, $`f_3=p^3(N1)^2`$, and $`f_3/f_2=p_3/p_2=z`$.

$`p_2={\displaystyle \frac{n_2}{n_T}}=p^3(N1)`$ (1)
$`z_2^c(2ce)=2{\displaystyle \frac{n_2}{N}}=1p_2^c=(N1)^{2/3}`$ (2)
$`z_2^c(orig)=p_2^c(N1)=(N1)^{1/3}`$ (3)
$`p_3={\displaystyle \frac{n_3}{n_T}}=p^4(N1)^2`$ (4)
$`z_3^c(3ce)=2{\displaystyle \frac{n_3}{N}}=1p_3^c=(N1)^{3/4}`$ (5)
$`z_3^c(orig)=p_3^c(N1)=(N1)^{1/4}`$ (6)
### IV.2 Simulation Results

The experimental analysis was performed by monitoring the normalized maximum cluster size $`M(z)`$ for each instance of the growing networks for a total of 300 realizations of each configuration. Figure 7 shows the maximum cluster sizes obtained for random and preferential attachment networks for $`N=b^2`$, where $`b=3,4,\mathrm{},15`$. The preferential attachment cases where generally characterized by smoother transitions than their random counterparts. As expected, the *2-* and *3-*conditional expansions percolated later than the original network ($`L=1`$), with the *3-*conditional expansions of the original network percolating sooner and more abruptly than the respective *2-*conditional expansions. Larger dispersions were observed for the maximum cluster sizes of the random networks, indicating that their specific realizations are less uniform. As theoretically predicted, the critical average node degree $`z_c`$ resulted a function of the network size $`N`$ in both the random and preferential-attachment models, but such a dependency was markedly less intense for the preferential-attachment model. The dilog diagram in Figure 8 shows the theoretical predictions (solid and dashed lines) and the values corresponding to 80% of the critical average node degrees. More specifically, the vertical axis represents the logarithm of the critical average node degree corresponding to 80% of the value of $`z`$ for which the maximum dispersion of $`M(z)`$ (the vertical bars in Figure 7) is observed in the respective simulation. Observe that a total of 13 simulation sets (executed for 200 realizations considering each specific values of $`N`$, as identified in the x-axis of Figure 8), and not only the three cases illustrated in the first row of Figure 7, were considered in order to obtain the results shown in Figure 8. A good agreement between analytic and experimental results is verified for both $`L=2`$ and 3.

The completeness ratios for the random and preferential-attachment have also been estimated in our simulations, and the results for $`N=25,100`$ and $`225`$ are shown in Figure 9. It is clear from this figure that, as expected, higher completeness ratios were always obtained for the *3-*conditional expansions than for the *2-*conditional expansions, substantiating the fact that *3-*conditional expansions tend to produce networks with more edges than those obtained for *2-*conditional expansions. At the same time, the preferential-attachment models were characterized by completeness ratios which grow faster with $`z`$ than for the random model, indicating that this type of complex network tends to produce a higher number of edges belonging to *3-* and *4-*cycles. Such a result is compatible with the fact that random networks tend to percolate faster than the preferential-attachment model because the completeness ratio only takes into account the number of existing edges in the original network. For instance, a network containing 10 isolated *3-*cycles will have $`f_2=1`$ while a network with a single cycle containing 30 nodes will imply $`f_2=0`$. Therefore, while the size of the dominant cluster tend to grow slower in preferential attachment networks, the clusters in such cases have a higher number of edges belonging to *3-* or *4-*cycles than those in random networks, as expressed in Figure 9.

## V Application to Real Data

In order to illustrate the potential of the concepts and measurements suggested above, they have been applied to experimental data regarding concept associations obtained in the psychophysical experiment described in da F. Costa (2003), where a human subject is requested to associate words. After 1930 word associations were obtained, a weighted directed graph $`\beta `$ was determined by representing each of the 250 words as nodes and the number of specific associations between two words as the weight of the edge between the respective nodes. The respective average node seemed to follow a power law. Here we consider the adjacency matrix $`A=\delta _{T=1}(B+B^{})`$, where $`B=\delta _{T=1}(W)`$, $`B^{}`$ is the transpose of $`B`$ and $`W`$ is the weight matrix obtained in the concept association experiment. In other words, the original weight matrix is thresholded at $`T=1`$ and made symmetric in order to transform the original digraph into a graph. Matrix $`B`$ was characterized by $`n=738`$ edges, $`p=0.011`$ and $`z=5.9`$. The *2-* and *3-*conditional expansions of $`A`$ were obtained as described above, leading to $`n_2=407`$ and $`n_3=606`$ connections, $`p_2=0.0067`$ and $`p_3=0.0092`$, with respective average node degrees of 4.5 and 5.7. Thus, we have $`f_2=0.55`$ and $`f_3=0.82`$ indicating, as expected, a higher density of *4-* than *3-*cycles in the original network. Such high densities also imply that about half of the edges in the original network belong to *3-*cycles, while over 80% of the edges belong to *4-*cycles. As a matter of fact, the fact that these values exceed the respective critical values $`z_c`$ for $`N=250`$ (see Figure 8) strongly suggest that the word association network has already undergone percolation as well as *2-* and *3-*percolations. Such results indicate that the word association network is underlain by *3-* and *4-*cycles formed as a consequence of transitive nature of word associations.

An interesting question implied by the above results regards the quantification of the degree of transitivity in a complex network in terms of the completeness ratios $`f_L`$. Although it is hard to establish a critical limit where networks can be said to be transitive or not, the degree of transitivity implied by the connections in a given complex network can be at least partially quantified in terms of the completeness ratios $`f_L`$. This follows directly from the own definition of this measurement as the ratio between the number of edges in the *L-*conditionally expanded network, which correspond to the number of edges belonging to transitive cycles of length $`L+1`$, and the number of edge in the original network. The completeness ratios $`f_2`$ and $`f_3`$ obtained for the word association experiment clearly indicate a high degree of transitivity for $`L=2`$ and $`3`$, with over 50% of the edges obtained by *2-* and *3-*conditional expansions belonging to respective cycles.

Because of the high level of connectivity underlying the word association data, attempts to isolate communities by using *2-* and *3-*conditional expansions led to a single dominant community and several rather small clusters. However, by thresholding the original weight matrix at $`T=2`$ instead of $`T=1`$, i.e. by making $`B=\delta _{T=2}(W)`$, a number of interesting communities were obtained by applying the *3-*conditional expansion over the matrix $`A=\delta _{T=1}(B+B^{})`$. Table 1 shows some of the so obtained communities, which are characterized by the fact that the respective constituent words tend to form *4-*cycles such as *water* $``$ *drink* $``$ *soda* $``$ *cold* $``$ *water*, therefore leading to longer range correlations. The *2-*conditional expansion of $`A`$ led to just two communities of three words each.

## VI Concluding Remarks

By introducing and characterizing the concepts of *L-*conditional expansions, and by showing that successive *L-*percolations can be associated to a complex network, the current paper has opened a series of possibilities for further investigations, including not only the consideration of higher values of $`L`$ and other evolution models, but also the use of the introduced concepts as a means to identify communities in the original network. As illustrated for the word association experiment discussed in this work, the introduced methodology also presents good potential for characterizing real phenomena.

###### Acknowledgements.

The author is grateful to FAPESP (proc. 99/12765-2), CNPq (proc. 308231/03-1) and Human Frontier for financial support.


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# Multi-strange baryon production in Au+Au collisions near threshold

## Acknowledgements

The authors acknowledge stimulating discussions with Dr. Helmut Oeschler at Darmstadt University of Technology. This work used computational resources provided by the Centre Calcule at Lyon, France, and the Center for Scientific Computing (CSC) at Frankfurt, Germany. This work was supported by GSI, BMBF, DFG.


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# MHD simulations of the collapsar model for GRBs.

## 1 Introduction

The collapsar model is one of most promising scenarios to explain the huge release of energy in a matter of seconds, associated with gamma-ray bursts (GRBs; Woosley (1993); Paczyński (1998); MacFadyen & Woosley (1999); Popham, Woosley & Fryer (1999); MacFadyen, Woosley & Heger (2001)). In this model, the collapsed iron core of a massive star accretes gas at a high rate ($`1\mathrm{M}_{}\mathrm{s}^1`$) producing a large neutrino flux, a powerful outflow, and a GRB. Although the association of long duration GRBs with stellar collapse is now secure (Hjorth et al.  (2003); Stanek et al.  (2003)), basic properties of the central engine are uncertain. In part, this is because previous numerical studies of the collapsar model did not explicitly include magnetic fields, although they are commonly accepted as a key element of accretion flows and outflows.

We present a study of the time evolution of 2.5-dimensional, magnetohydrodynamic (MHD) flows in the collapsar model. This study is an extension of existing models of MHD accretion flows onto a black hole (BH; Proga & Begelmam (2003)). In particular, we include a realistic equation of state, photodisintegration of bound nuclei and cooling due to neutrino emission. Our study is also an extension of collapsar simulations by MacFadyen & Woosley (1999), as we consider very similar neutrino physics and initial conditions but solve MHD instead of hydrodynamical equations.

## 2 Models

We begin the simulations after the $`1.7\mathrm{M}_{}`$ iron core of a 25 $`\mathrm{M}_{}`$ presupernova star has collapsed and study the ensuing accretion of the $`7\mathrm{M}_{}`$ helium envelope onto the central black hole formed by the collapsed iron core. We consider a spherically symmetric progenitor model, but with spherical symmetry broken by the introduction of a small, latitude-dependent angular momentum and a weak radial magnetic field. For more details, see Proga et al.  (2003)).

## 3 Results

We find that after a transient episode of infall, lasting 0.13 s, the gas with $`l>2R_Sc`$ piles up outside the black hole and forms a thick torus bounded by a centrifugal barrier near the rotation axis. Soon after the torus forms (i.e., within a couple of orbital times at the inner edge), the magnetic field is amplified by the magnetorotational instability (MRI, e.g., Balbus & Hawley (1991)) and shear. We have verified that most of the inner torus is unstable to MRI, and that our simulations have enough resolution to resolve, albeit marginally, the fastest growing MRI mode. The torus starts evolving rapidly and accretes onto the black hole. Another important effect of magnetic fields is that the torus produces a magnetized corona and an outflow. The presence of the corona and outflow is essential to the evolution of the inner flow at all times and the entire flow close to the rotational axis during the latter phase of the evolution. We find that the outflow very quickly becomes sufficiently strong to overcome supersonically infalling gas (the radial Mach number in the polar funnel near the inner radius is $`5`$) and makes its way outward, reaching the outer boundary at $`t=0.25`$ s. Due to limited computing time, our simulations were stopped at $`t=0.28215`$ s, which corresponds to 6705 orbits of the flow near the inner boundary. We expect the accretion to continue much longer, roughly the collapse timescale of the Helium core ($`10`$ s), as in MacFadyen & Woosley (1999).

Figure 1 shows the flow pattern of the inner part of the flow at $`t=0.2437`$ s. The left and middle panels show density and $`|B_\varphi |`$ maps, respectively. The two maps are overlaid with the direction of the poloidal velocity. The right panel shows the flow domains of different polarity of $`B_\varphi `$ overlaid with the direction of the poloidal magnetic field. The polar regions of low density and high $`B_\varphi `$ coincide with the region of an outflow. We note that during the latter phase of the evolution not all of the material in the outflow originated in the innermost part of the torus – a part of the outflow is “peeled off” the infalling gas at large radii by the magnetic pressure (see Fig. 2 in Proga et al.  (2003)). We imposed a weak poloidal field of a given polarity at the outer boundary. This means that initially $`B_\varphi `$ changes sign only across the equator, which is a relatively unfavorable configuration for subsequently producing $`B_\varphi `$ reversals in the jet. Nevertheless, we find that the polarity of $`B_\varphi `$ changes with time. This is because the flow loses memory of the initial polarity by the time it reaches the inner MRI-dominated regions where the jet is formed.

Sikora et al. (2003) Sikora et al.  (2003) argue that Poynting flux-dominated jets with reversing B-fields provide a natural and efficient way to dissipate energy via the reconnection process. Poynting flux dominated jets have been found in previous numerical simulations whereas jets with reversing B-fields appear as a relatively new result. Therefore, we have reviewed results from Proga & Begelmam (2003) to check whether polar outflows generated during adiabatic accretion onto BHs also exhibit reversing $`B_\varphi `$. Simulations reported by Proga & Begelmam (2003) are suitable to study the flow pattern on relatively large length scales because they have been continued for a few dynamical time scales at a distance of $`10^3`$ BH radii.

Fig. 2 shows the flow domains of different polarity of $`B_\varphi `$ overlaid with the direction of the poloidal velocity and magnetic field (left and right panel, respectively) for run D in Proga & Begelmam (2003). It appears then that reversing B-fields are not unique to our GRB simulations and that domains with different polarity can be relatively large and long-lived.

## 4 Conclusions

We have performed time-dependent two-dimensional MHD simulations of the collapsar model. Our simulations show that: 1) soon after the rotationally supported torus forms, the magnetic field very quickly starts deviating from purely radial due to MRI and shear. This leads to fast growth of the toroidal magnetic field as field lines wind up due to the torus rotation; 2) The toroidal field dominates over the poloidal field and the gradient of the former drives a polar outflow against supersonically accreting gas through the polar funnel; 3) The polar outflow is Poynting flux-dominated; 4) The polarity of the toroidal field can change with time; 5) The polar outflow reaches the outer boundary of the computational domain ($`5\times 10^8`$ cm) with an expansion velocity of 0.2 c; 6) The polar outflow is in a form of a relatively narrow jet (when the jet breaks through the outer boundary its half opening angle is $`5^{}`$); 7) Most of the energy released during the accretion is in neutrinos, $`L_\nu =2\times 10^{52}\mathrm{erg}\mathrm{s}^1`$. Neutrino driving will increase the outflow energy (e.g., Fryer & Mészáros (2003) and references therein), but could also increase the mass loading of the outflow if the energy is deposited in the torus.

DP acknowledges support from NASA under LTSA grants NAG5-11736 and NAG5-12867. MCB acknowledges support from NSF grants AST-9876887 and AST-0307502.