text:
# Role of the superexchange interaction in magnetic transition and polaron crossover

\[

## Abstract

The Hubbard-Holstein model is studied including double-exchange interaction and superexchange interaction using a variational phonon basis obtained through the modified Lang-Firsov (MLF) transformation followed by the squeezing transformation. The kinetic energy, polaron crossover and magnetic transition are investigated as a function of electron-phonon ($`e`$-ph) coupling and electron concentration for different values of antiferromagnetic superexchange interaction ($`J`$) between the core spins. The polaron crossover, magnetic transition and the suppression of ferromagnetic transition with $`J`$ are discussed for the model.

PACS. 71.38. +i, 63.20.kr, 75.30.Et

Keywords: Super-exchange; Double-exchange; Electron-phonon; Polaron

\]

Recently the interest in the double exchange model  has grown considerably with the discovery of very large negative colossal magnetoresistance (CMR)  and anomalous magnetotransport properties in doped manganites, namely in R1-xAxMnO3 (where R=La, Pr and A=Ca, Sr, Ba). Ferromagnetism in these compounds (for $`x`$$``$ 0.2-0.4) is believed to be due to the ‘double-exchange’ (DE) mechanism which operates when local Mn-ion spins are strongly coupled by Hund’s rule with the spins of the itinerant electrons occupying a narrow band. However, the experimental results  in manganites, namely the sharp change in resistivity near $`T_c`$ and the physics of CMR, cannot be explained by the DE alone. Millis suggested the lattice polaron effects due to strong electron-phonon ($`e`$-ph) interaction as a necessary extension. Röder $`etal.`$  also examined the combined effect of $`e`$-ph interaction and DE on $`T_c`$ using the variational wave function techniques. In fact, the contribution of the lattice polaron to carrier mobility was pointed out earlier by Goodenough . Several theoretical models have been proposed based on lattice-carrier coupling . Many experiments  indicate evidence of strong lattice-electron coupling in Manganese Oxides  which shapes the properties of manganites crucially. Moreover, small to large polaron crossover is reported by many experimental groups . There are models  which incorporate DE interaction in a polaronic model. Min and co-workers  studied the combined model of spin double exchange and lattice polaron to investigate the effect of small to large polaron crossover on the magnetic and transport properties under the mean-field approximation scheme. However, the superexchange interaction also plays an important role in manganites and a study considering $`e`$-ph and superexchange interactions in a double exchange model is important.

In manganites, a competing tendency towards the localization comes through the $`e`$-ph interaction which stabilizes a local distortion of the Oxygen octahedron surrounding each Manganese ion. DE favours the ferromagnetism whereas superexchange interaction (SE) antiferromagnetism; hence the DE and SE interactions compete with each other. The interplay between lattice-carrier coupling, DE and the SE interactions is the reason for the rich phase diagram of the manganites. So it would be of great interest to study the role of SE interaction($`J`$) in the combined model of DE and $`e`$-ph interaction. In this work we will follow a method based on variational phonon basis  which is promising for Holstein  and related models  to predict the correct results up to intermediate range of hopping ($`t`$) ($`t\omega _0`$ where $`\omega _0`$ is the phonon frequency) . The importance of a variational phonon basis in predicting accurate results has been proved for a two-site system over the entire range of $`e`$-ph couplings . Our previous study  on the ‘two-site’ double exchange model with a single polaron as a function of $`e`$-ph couplings reveals that the ferromagnetic (FM) to antiferromagnetic (AFM) crossover does not coincide always with the polaron crossover. If it occurs for some suitable value of $`J/t`$, large changes in the effective hopping and lattice distortion occur in the crossover region on application of the magnetic field. In ref.  a possibility of an FM insulating state in between the FM large polaron and AFM small polaron state has also been observed for small values of $`J`$. In this paper we consider a many site and many electron double exchange system and study the role of the superexchange and $`e`$-ph interaction on the magnetic crossover.

The Hubbard Holstein Hamiltonian in presence of double exchange and superexchange interaction is given by

$`H`$ $`=`$ $`{\displaystyle \underset{,\sigma }{}}t\mathrm{cos}({\displaystyle \frac{\theta }{2}})c_{i\sigma }^{}c_{j\sigma }+U{\displaystyle \underset{i}{}}n_in_i+\omega _0{\displaystyle \underset{i}{}}b_i^{}b_i`$ (1)
$`+`$ $`J{\displaystyle \underset{<i,j>}{}}\stackrel{}{S}_i.\stackrel{}{S}_j+g\omega _0{\displaystyle \underset{i,\sigma }{}}n_{i\sigma }(b_i+b_i^{})`$ (2)
where $`c_{i\sigma }`$ ($`c_{i\sigma }^{}`$) is the annihilation (creation) operator for the electron with spin $`\sigma `$ at site $`i`$ and $`n_{i\sigma }`$ is the corresponding number operator, $`U`$ is on-site Coulomb repulsion. $`b_i`$ and $`b_i^{}`$ are the annihilation and creation operators, respectively, for the phonons corresponding to intramolecular vibrations at site $`i`$, $`g`$ denotes the on-site $`e`$-ph coupling strength. $`\stackrel{}{S}_i`$ and $`\stackrel{}{S}_j`$ are the core-spins at the site $`i`$ and $`j`$ respectively, $`\theta `$ is the angle between the core-spins $`\stackrel{}{S}_i`$ and $`\stackrel{}{S}_j`$ and $`J`$ is the AFM-SE interaction between the neighbouring core-spins. The transfer hopping integral ($`t`$) is modified to $`t\mathrm{cos}(\frac{\theta }{2})`$ by the strong Hund’s coupling between the spins of the core electron and itinerant electron . The localized spins are treated classically here. It may be mentioned that many workers  have followed the single orbital approximation on the ground state as the Jahn-Teller (JT) effect (static and dynamic) will split the $`e_g`$ double degeneracy  and the mobile $`e_g`$ electron would occupy the lower energy orbital at low temperature. The present assumption of single orbital is expected to be reasonable for doping regime ($`x<`$0.4-0.5) where CMR occurs.

For a general value of $`e`$-ph coupling, the spread and depth of lattice deformations can be studied using Modified Lang-Firsov(MLF) transformation. To treat the lattice deformations that produced at different sites around the electron variationally we use the MLF transformation ,

$$\stackrel{~}{H}=e^RHe^R$$
(3)
$$R=\underset{i}{}\left[\lambda _0n_i(b_i^{}b_i)+\underset{\delta }{}\lambda _1n_i(b_{i+\delta }^{}b_{i+\delta })\right]$$
(4)
with $`\lambda _0`$ and $`\lambda _1`$ represent the lattice deformations at the electron site and next-nearest neighbour sites, respectively. When $`\lambda _0`$=$`g`$ and $`\lambda _1`$=$`0`$, MLF transformation reduces to Lang-Firsov(LF) transformation . At zero temperature the simplest procedure is to make zero phonon averaging to obtain an effective polaronic Hamiltonian. But for a many electron system it is better to use a two-phonon coherent state  for phonon averaging

$$|\psi _{\mathrm{ph}}=\mathrm{exp}\left[\alpha \underset{i}{}(b_ib_ib_i^{}b_i^{})\right]|0_{\mathrm{ph}}$$
(5)
$`\alpha `$ is the squeezing parameter and treated variationally. $`\alpha `$ is nonzero and its effect becomes significant only for intermediate $`e`$-ph coupling and finite carrier concentration . Increasing $`\alpha `$ enhances the overlapping of the phonon wavefuntions at the nearest-neighbor sites, hence, increases the polaronic hopping. For a many electron system, consideration of $`\alpha `$ lowers the ground state energy (for intermediate coupling) and smoothens the polaron crossover compared to those obtained by MLF and zero phonon averaging.

The MLF-transformed Hamiltonian, averaged over the squeezed phonon state, yields the effective polaronic Hamiltonian as

$`\stackrel{~}{H}_{\mathrm{eff}}`$ $`=`$ $`{\displaystyle \underset{i,\sigma }{}}ϵ_pn_{i,\sigma }t_\mathrm{p}\mathrm{cos}({\displaystyle \frac{\theta }{2}}){\displaystyle \underset{<i,j>,\sigma }{}}c_{i\sigma }^{}c_{j\sigma }`$ (6)
$`+`$ $`U_{\mathrm{eff}}{\displaystyle \underset{i}{}}n_in_i+JS^2\mathrm{cos}\theta +V_1{\displaystyle \underset{i,j}{}}n_in_j`$ (7)
$`+`$ $`V_2{\displaystyle \underset{i,\delta +\delta ^{^{}}0}{}}n_{i+\delta }n_{i+\delta _{^{}}}+N\omega _0\mathrm{sinh}^2(2\alpha )`$ (8)
where $`ϵ_p`$ is the polaronic self-energy, $`t_\mathrm{p}`$ is the polaronic hopping, $`U_{\mathrm{eff}}`$ is the effective on-site interaction, $`V_1`$ and $`V_2`$ are interactions between polarons at nearest-neighbour and next nearest-neighbour sites, respectively. These quantities are obtained as

$`ϵ_p`$ $`=`$ $`\omega _0(2g\lambda _0)\lambda _0+z\omega _0\lambda _1^2`$ (9)
$`t_\mathrm{p}`$ $`=`$ $`t\mathrm{exp}\left[\mathrm{exp}(4\alpha )\{(\lambda _0\lambda _1)^2(z1)\lambda _{1}^{}{}_{}{}^{2}\}\right]`$ (10)
$`U_{\mathrm{eff}}`$ $`=`$ $`U2[\omega _0(2g\lambda _0)\lambda _0z\omega _0\lambda _{1}^{}{}_{}{}^{2}]`$ (11)
$`V_1`$ $`=`$ $`2(g\lambda _0)\omega _0\lambda _1`$ (12)
$`V_2`$ $`=`$ $`\omega _0\lambda _1^2`$ (13)
$`N`$ is the total number of sites in the system.

The ground state energy ($`E_G`$) of the system per site is obtained in the framework of Hartree-Fock approximation

$`{\displaystyle \frac{E_G}{N}}`$ $`=`$ $`ϵ_px_ezpt_\mathrm{p}\mathrm{cos}({\displaystyle \frac{\theta }{2}})+{\displaystyle \frac{U_{\mathrm{eff}}}{4}}x_e^2+{\displaystyle \frac{J}{2}}zS^2\mathrm{cos}\theta `$ (14)
$`+`$ $`V_1zx_e^2+V_2z^{^{}}x_e^2+\omega _0\mathrm{sinh}^2(2\alpha )`$ (15)
where $`z`$ is the number of nearest neighbours, $`x_e`$ is the number of electrons per site,

$`x_e`$ $`=`$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{i}{}}n_i,z^{^{}}={\displaystyle \underset{\delta +\delta ^{^{}}0}{}}1`$ (16)
$`\mathrm{and}p`$ $`=`$ $`c_{i,\sigma }^{}c_{j,\sigma }={\displaystyle \frac{S_d}{zN}}{\displaystyle \underset{\stackrel{}{q}}{}}\gamma _\stackrel{}{q}n_\stackrel{}{q}`$ (17)
$`\gamma _\stackrel{}{q}=_j^{^{}}e^{i\stackrel{}{q}.(\stackrel{}{R_i}\stackrel{}{R_j})}`$ and $`S_d`$ (=2) is the spin degeneracy. For simplicity we choose a square density of states, then one obtains at zero temperature $`p=\frac{x_e}{4}(2x_e)`$ . The polaronic variational parameters $`\lambda _0`$, $`\lambda _1`$ and $`\alpha `$ as well as the magnetic variational parameter $`\theta `$ are determined from the minimization of the ground state energy. For $`\theta `$ a simple analytical expression is obtained as,

$`\mathrm{cos}{\displaystyle \frac{\theta }{2}}`$ $`=`$ $`{\displaystyle \frac{pt_\mathrm{p}}{2JS^2}}(\mathrm{for}\mathrm{nonzero}\mathrm{solution}\mathrm{of}\theta )`$ (18)
For $`pt_\mathrm{p}`$$``$$`2JS^2`$, $`\theta `$=0 which corresponds to FM state. In this work we will limit to small values of $`t`$ ($`t<\omega _0`$) so that the error encountered in phonon averaging is small and does not change our results significantly. We have considered lattice deformations only up to the nearest-neighbour sites (around the electron) to avoid too many variational parameters and because of the fact that for $`t<\omega _0`$ the inclusion of variational parameters describing lattice distortions at distant sites do not change the qualitative behaviour of the results. For numerical calculation in this paper we consider $`z`$ and $`z^{^{}}`$ are 4 and 12, respectively and energy parameters $`t`$, $`U`$ and $`J`$ are expressed in unit of $`\omega _0`$=1.0.

In Fig. 1 we plot the angle ($`\theta `$) between the core spins on nearest-neighbor sites, the effective hopping ($`t_{\mathrm{DE}}`$ =$`t_\mathrm{p}\mathrm{cos}(\theta /2)`$) of the itinerant electron and the on-site lattice deformation ($`\lambda _0/g`$) as a function of $`e`$-ph coupling ($`g`$) for different values of $`J`$ and $`t`$. Figs. 1(a) and 1(b) (for $`t`$=0.7) show that for small $`g`$ the ground state is the FM with large polaron as carriers. The signature of large polaron is evident from weak polaronic reduction in hopping and the reduced value of $`\lambda _0/g`$. For large $`g`$ the ground state is the AFM state ($`\theta `$$`=`$$`\pi `$) with small polarons as carriers. The above result may be understood considering the fact that increasing $`e`$-ph coupling leads to a polaronic reduction of the kinetic energy which in turn destroys the FM state since the stability of the FM state requires $`pt_p2JS^2`$. Similar behavior has also been obtained by recent numerical studies . Fig. 1 shows that the magnetic transition occurs simultaneously with the large to small polaron crossover within the present model. With increasing $`J`$ the magnetic transition as well as the polaron crossover shifts towards lower values of $`e`$-ph coupling and becomes smoother. Similar effect is also obtained by decreasing the value of $`t`$ (Figs. 1(c) and 1(d)). For $`t`$=0.5 and higher values of $`J`$ ($`JS^2`$=0.1) the canted magnetic state is stable for weak $`e`$-ph coupling and the transition from the canted state to the AFM state with increasing $`g`$ is very smooth. Fig. 1 also shows that the nature of the magnetic transition depends on both $`t`$ and $`J`$.

In Fig. 2(a) the variations of $`\lambda _0`$, $`\lambda _1`$, $`t_{\mathrm{DE}}`$ and $`\theta `$ with electron concentration ($`x_e`$) are shown for different values of $`g`$ and $`J`$. For low electron concentrations, the ground state is AFM and the carriers are small polarons. As the electron concentration increases $`\lambda _0`$ decreases while $`\lambda _1`$ increases depicting a small to large polaron crossover. For intermediate electron concentrations the ground state is FM with large polaronic carriers. The Hamiltonian (1), that we considered, has a particle-hole symmetry. This is reflected in Fig. 2(a) where all the physical quantities (presented in the figure) are symmetric with respect to half filling ($`x_e`$=1). In Fig. 2(b) we have plotted $`\theta `$ and $`t_{DE}`$ against $`x_e`$ for different values of $`e`$-ph coupling. In absence of $`e`$-ph coupling ($`g`$=0) spin canting ($`0<\theta <\pi `$) starts at the smallest carrier concentration and the canting increases with $`x_e`$ until the material becomes ferromagnetic at a low value of critical concentration $`x_{cr}`$ . With increasing $`g`$ the AFM small polaronic state remains the ground state for a range of low carrier concentration and the value of $`x_{cr}`$ increases. For $`JS^2/t`$=0.02, which is reasonable for manganites, the AFM-FM transition occurs around $`x_e`$$``$0.2 for $`g`$=1.8. Fig. 2(b) shows that the region of AFM small polaron state extends at the expense of the FM large polaronic region with increasing $`J`$ or $`g`$ (also evident in the inset of Fig. 2(a)). This is simply due to the fact that the FM large polaron state is destroyed by increasing the AFM interaction as well as by the suppression of the kinetic energy with increase of $`e`$-ph coupling. Hence the combined role of $`e`$-ph coupling and SE interaction determines the physics of the system.

It may be mentioned that near half filling ($`x_e`$$``$1) the system is susceptible to show charge ordering depending on the choice of the parameters. However, we have not addressed this issue here, because our main interest in this paper is in the region from low to intermediate filling where a transition from an AFM small polaronic state to FM large polaron state occurs as the density of the carriers increases and the $`e`$-ph coupling plays a crucial role in this transition.

In manganites there are SE interactions between nearest neighbor $`e_g`$ electrons. This interaction originates from the virtual hopping of $`e_g`$ electrons and is proportional to the square of the hopping matrix element and inversely proportional to the increase in energy ($``$ on-site Coulomb repulsion $`U_{\mathrm{eff}}`$) in the intermediate state when two electrons occupy the same site. The SE interaction between the $`e_g`$ electrons determines the orbital ordering temperature in undoped manganite . A relevant question may be asked whether this SE interaction will be reduced by the small polaron formation as the polaronic hopping is suppressed. One of us  has shown earlier in the context of Hubbard model that the SE interaction is not reduced by the polaron formation because in virtual hopping the lattice deformations are not transferred from site to site. Rather a slight decrease in the value of the on-site repulsion due to polaron formation may slightly increase the SE interaction between $`e_g`$ electrons.

In Fig.3 we plot the electronic effective half-bandwidth ($`W`$) as a function of the AFM interaction for different (intermediate) values of e-ph coupling. It is seen that the bandwidth has a unique dependence on $`J`$ also. In the metallic FM region the bandwidth is independent of $`J`$; whereas in the canted state the bandwidth is suppressed drastically with increasing $`J`$. Narrowing of the electronic bandwidth is considered to be one of the origins of the suppression effect of the transition temperature ($`T_c`$) for doped manganites. Strong $`e`$-ph interaction favours the band narrowing due to the small polaron formation. The AFM-SE interaction may be considered as another candidate for band narrowing mechanism. Our mean-field result is qualitatively consistent with the Monte Carlo study of FM Kondo lattice model . Fig. 3 also shows that increasing $`e`$-ph coupling extends the AFM small polaron phase with negligible bandwidth in the $`JS^2`$ space, similar to that observed as a function of electron concentration in Fig. 2(a).

In summary, we have studied the role of SE interaction ($`J`$) in a many-site DE-Holstein model within the mean-field approximations using the variational phonon basis. The polaron crossover and the magnetic transition are studied as a function of $`e`$-ph coupling ($`g`$) and electron concentration for different values of $`J`$. The suppression of the FM phase and the narrowing of the bandwidth with both $`J`$ and $`g`$ are observed. The small to large polaron crossover as well as the AFM-FM transition is found to occur at a higher electronic concentration as $`J`$ or $`g`$ increases.

Electronic address for correspondence: jayita@physics.postech.ac.kr


format: text

text:
# Self-similar solutions and collective coordinate methods for Nonlinear Schrödinger Equations

## 1 Introduction

The nonlinear Schrödinger equation (NLSE) in its many versions is one of the most important models of mathematical physics, with applications to different fields such as plasma physics, nonlinear optics, water waves and biomolecular dynamics, to cite only a few cases. In many of those examples the equation appears as an asymptotic limit for the slowly varying envelope of a dispersive wave propagating in a nonlinear medium . A new burst of interest on nonlinear Schrödinger equations has been triggered by the experimental achievement of Bose-Einstein condensation (BEC) using ultracold neutral bosonic gases .

Many different forms of the Nonlinear Schrödinger equation appear in practical applications but many of them are included in the following family of equations

$$i\frac{u}{t}=\frac{1}{2}\mathrm{}u+V(x,t)u+g(|u|^2;t)u,$$
(1)
where $`u(x,t)`$ is a complex function to be determined, $`x\mathrm{\Omega }^n`$, $`V(x,t)`$ is a real function called the *potential* and $`g`$ is a real function satisfying $`g(y;t)0,y0`$ accounting for the nonlinearities. In many physical applications $`\mathrm{\Omega }^n`$ and $`u`$ has at least finite $`L^2`$ and $`H^1`$ norms in the spatial variables because of its physical meaning of *mass* and *energy* of the solutions. Most of the results to be presented in this paper can be extended without problems to the so-called vector case, when $`u=(u_1,\mathrm{},u_M)`$, however, to keep the formalism as simple as possible we concentrate here on the scalar case.

Many questions may be posed from the mathematical point of view on the properties of solutions of Eqs. (1). Results are available for local and global existence, asymptotic behavior, etc … . In some very restricted one dimensional situations it is even possible to find the analytical expression of the solutions by the use of the so-called inverse scattering transform or equivalent methods . Finally, the so-called moment method allows in some specific cases to obtain rigorous results for the evolution of integral quantities related to the solution of Eq. (1) .

However, very little is known (rigorously) on the dynamics of solutions which are asymptotically non-stationary (e.g. when either the conditions discussed in Refs.  do not hold or there are more complex non-autonomous situations, etc).

For those situations it is customary in the applied sciences to use the so called time-dependent variational method, collective coordinates method or averaged-Lagrangian method  to obtain some insight on the behavior of the solutions. All of the names refer to the same idea, which consists on rewriting Eq. (1) as a variational problem on the basis of the Lagrangian density so that the problem of solving Eq. (1) is transformed into the one of finding $`u(x,t)`$ such that the action

$$S=(u,u^{},u,u^{},x,t)d^nx𝑑t$$
(2)
be one extremum. Of course, this problem is in principle as complicated as that of solving the original nonlinear Schrödinger equation (1). The idea of the method of collective coordinates is to restrict the analysis to a specific family of functions, that is to find the extremum of (2) over a specific family of functions $`u(x,t)=\phi (x,q_1(t),\mathrm{},q_K(t);t)`$ with fixed $`\phi `$ and letting $`q_1(t),\mathrm{},q_K(t)`$ be unknown functions containing the dynamics of $`\phi `$. Once the test function is chosen one may explicitly compute an averaged Lagrangian

$$L(t)=(\varphi ,\varphi ^{},\varphi ,\varphi ^{},x,t)d^nx,$$
(3)
and the problem becomes a finite-dimensional one for the unknowns $`q_1,\mathrm{},q_K`$. Thus, the evolution equations for the parameters are obtained by solving the Euler-Lagrange equations

$$\frac{d}{dt}\left(\frac{L}{\dot{q_j}}\right)\frac{L}{q_j}=0,j=1,\mathrm{},K.$$
(4)
The accuracy of the results depends crucially on the proper choice of the family of test functions $`\phi `$. In practice, this choice requires some knowledge of the solution obtained either from numerical simulations, asymptotic behaviors, or on the basis of more or less heuristic reasoning. Also the type of solutions studied usually have a simple form to keep the complexity of the calculations under control.

There is an immense body of references on the application of the collective coordinate method to many specific applications, normally from a heuristic perspective. Two panoramas for its application in different fields can be seen in  and .

One drawback of the method is that in the framework of Nonlinear Schrödinger systems it is usually possible to guess an approximate form for the amplitude of the solution, but the choice of the phase is more difficult to justify. Usually a simple form is chosen based on the experience of the linear Schrödinger equations as will be discussed later.

In this paper we propose a way to choose the phase systematically by solving exactly the phase equation corresponding to self-similar solutions. We also discuss how to use this phase to construct simple evolution equations for the parameters which improve the variational equations. In this analysis it will be also clear why the usual form of the method of collective coordinates is able to provide reasonable results for the dynamics.

## 2 Formulation of the problem

We start our analysis from Eq. (1) and split $`u`$ into amplitude and phase by writing $`u(x,t)=a(x,t)e^{i\varphi (x,t)}`$. After substitution in Eq. (1) we obtain the following coupled system of equations

$`{\displaystyle \frac{a}{t}}`$ $`=`$ $`\left(a\right)\left(\varphi \right){\displaystyle \frac{1}{2}}a\mathrm{}\varphi ,`$ (5a)
$`\rho {\displaystyle \frac{\varphi }{t}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{}a{\displaystyle \frac{1}{2}}(\varphi )^2aV(x,t)ag(a,t)\rho .`$ (5b)
From now on we concentrate on non-propagating solutions of Eq. (1), i.e., those for which the “centrum” of the wavepacket defined as $`X_j(t)=x_j(a(x,t))^2d^nx`$ satisfies $`X_j(t)=0`$. Because of the Ehrenfest theorem , for any type of nonlinear term $`g`$ and for cuadratic polynomial potentials, the evolution of this quantity can be decoupled exactly from the “internal” dynamics of the solution so that starting from solutions $`u(x,t)`$ with $`X_j(t)0`$ we may construct new solutions $`u(xX_j(t),t)`$ satisfying $`X_j(t)=0`$ as discussed in . Thus for the above mentioned type of problems (which include many problems of practical interest) we may concentrate on the analysis of this type of solutions without loss of generality. For nonlinear Schrödinger equations with algebraic potentials or polinomial potentials of degree higher than two our analysis will be applicable to non-propagating solutions.

### 2.1 The phase of self-similar radially symmetric solutions

As discussed above, the key idea of the method of collective coordinates is to restrict the analysis to a particular set of functions $`\phi (x,q_1(t),\mathrm{},q_M(t);t)`$. In this paper we will call quasi-solutions to these functions which are not true solutions of the original equations (1) but in some sense provide some estimates for the dynamics provided the parameters $`q_j(t)`$ are chosen optimally and the choice of the set of trial functions is appropriate. In the case of Schrödinger equations, the time-dependent variational method proceeds usually by choosing quasi-solutions of the form

$$\phi =A(t)\rho (r/w(t))e^{i\beta (t)r^2}.$$
(6)
Thus, when non-propagating symmetric systems are considered there appear usually three free parameters $`A(t),w(t),\beta (t)`$ to be determined (they have the physical meaning of amplitude, width and chirp of the solution) once the motion of the center has been decoupled. The consideration of non-symmetric systems over $`n`$ spatial dimensions leads to $`2n+1`$ independent parameters and can be handled in a similar way. The specific choice for the phase $`\beta (t)r^2`$ is believed to be a good one on the basis of what it happens in linear systems and previous experience with the equation. In fact, this term is chosen to be quadratic by analogy with the Optics of gaussian beams, ruled by linear Schrödinger equations. In that field it is well known that gaussian beams must include a cuadratic phase term to be exact solutions of the linear propagation equations. One of the results of this paper will be to provide an understanding of why this approximation works so well for the nonlinear case.

The main point of our analysis is to study self-similar solutions of the form

$$u(x,t)=A(t)\rho (r/w(t))e^{i\varphi (r,t)}.$$
(7)
being $`A(t)`$, $`w(t)`$, $`\rho `$ and $`\varphi (r,t)`$ real functions.

When self-similar solutions to Eq. (1) exist our Eq. (7) will provide exact solutions. When self-similar solutions do not exist we will understand Eq. (7) as an ansatz approximating the true solutions in a sense similar to that of the quasi-solutions of the method of collective coordinates. The point we will develop in what follows is that the phase can be found in closed form independently of the specific form of the amplitude $`\rho `$.

One key feature of NLS equations given by Eq. (1) is the conservation of the $`L^2`$-norm $`u_2=\left(|u(x,t)|^2d^nx\right)^{1/2}`$ under time evolution. For self-similar solutions and choosing the norm value to be equal to one (this can be done without loss of generality by scaling appropriately the nonlinear term) this conservation law becomes

$$A^2(t)_^n(\rho (r/w))^2d^nx=1.$$
(8)
Let us choose $`\rho `$ such that $`\rho _2=1`$ (this can be done without loss of generality and determines uniquely $`A(t)`$), then

$$A^2w^n=1,$$
(9)
thus

$$\dot{A}=\frac{n}{2}\dot{w}.$$
(10)
The usual situation in applied sciences corresponds to functions for which not only the $`L^2`$-norm is well defined (and conserved), but also the $`H^1`$ norm is well defined. In fact, the gradient term $`|u|^2d^nx`$ is sometimes called the kinetic energy, which must be finite for physically meaningful solutions. Thus, we will look for self-similar solutions of the form (7) with finite $`H^1`$ and $`L^2`$ norms. Situations where blow-up occurs require an specific analysis near the blow-up point where $`|u|^2\mathrm{}`$ .

Substituting (7) into (5a) gives

$$\begin{array}{c}\dot{A}\psi (r/w(t))\frac{\dot{w}}{w^3}A(t)\psi _r(r/w(t))=\hfill \\ \hfill A(t)\rho _r(r/w)\varphi _r(r/w)\frac{1}{2}A(t)\rho (r/w)\left[\varphi _{rr}+\frac{n1}{r}\varphi _r\right],\end{array}$$
(11)
We now define a new variable $`q=r/w(t)`$ and then Eq. (11) becomes, after using (10)

$$\varphi _{qq}+\left(\frac{n1}{q}+\frac{2\rho _q}{\rho }\right)\varphi _q=2\dot{w}w\left(\frac{n}{2}+\frac{\rho _q}{\rho }q\right).$$
(12)
It is remarkable that this is a linear second order equation whose general solution can be easily found. Defining $`v(q)=\varphi /(2w\dot{w})`$ we get

$$v_q+\left(\frac{n1}{q}+\frac{2\rho _q}{\rho }\right)v=\frac{n}{2}+\frac{\rho _q}{\rho }q.$$
(13)
The formal general solution of Eq. (13) is

$$v(q)=\frac{C_2(t)}{q^{n1}\rho (q)^2}+\frac{q}{2}.$$
(14)
for any arbitrary function $`C_2(t)`$. Thus, integrating we get

$$\varphi (q,t)=2w\dot{w}\left[C_1(t)+C_2(t)^q\frac{ds}{s^{n1}\rho (s)^2}+\frac{q^2}{4}\right].$$
(15)
This is the general form of the phase of any self-similar solution to Eq. (1) with amplitude profile given by $`\rho `$. However, not all of these solutions correspond to physically interesting ones. To understand why let us compute

$$K(t)_^n|u|^2d^nx=_^n\left[\rho _r^2+\rho ^2\varphi _r^2\right]d^nx.$$
(16)
As discussed above this integral (which is related to the $`H^1`$ norm of $`u`$) must be finite. However, it is clear that

$`K(t)`$ $``$ $`{\displaystyle _^n}\rho ^2\varphi _q^2d^nq={\displaystyle _0^{\mathrm{}}}\rho ^2\left[{\displaystyle \frac{C_2(t)}{q^{n1}\rho (q)^2}}+{\displaystyle \frac{q}{2}}\right]^2q^{n1}𝑑q{\displaystyle _{𝕊^n}}𝑑\mathrm{\Omega }`$ (17)
$`=`$ $`S_n\left[{\displaystyle _0^{\mathrm{}}}C_2(t)\left({\displaystyle \frac{C_2(t)}{q^{n1}\rho (q)^2}}+q\right)𝑑q+{\displaystyle _0^{\mathrm{}}}q^{n+1}\rho (q)^2𝑑q\right]`$
where $`𝕊^n`$ denotes the surface of the $`n`$-dimensional sphere of unit radius and $`S_n=_{𝕊^n}𝑑\mathrm{\Omega }`$ is its measure. The most singular term in Eq. 17 is the first one. Taking into account that $`_^n\rho ^2d^nq=1`$ we can use the Schwartz inequality to prove the divergence of the first term of Eq. (17)

$$\begin{array}{c}\left(_^n\rho ^2d^nq\right)\left(_0^{\mathrm{}}\frac{C_2(t)}{q^{n1}\rho (q)^2}𝑑q_{𝕊^n}𝑑\mathrm{\Omega }\right)\hfill \\ \hfill =\left(_0^{\mathrm{}}\rho ^2q^{n1}𝑑q\right)\left(_0^{\mathrm{}}\frac{C_2(t)}{q^{n1}\rho (q)^2}𝑑q\right)S_n^2\\ \hfill S_n^2_0^{\mathrm{}}\rho ^2q^{n1}\frac{C_2(t)}{q^{n1}\rho (q)^2}𝑑q=C_2(t)S_n^2_0^{\mathrm{}}𝑑q\mathrm{}.\end{array}$$
(18)
Which proves the divergence of $`K(t)`$ unless $`C_2(t)=0`$. The second term in (17) cannot compensate this divergence since this would require $`\rho ^21/q^n`$ for $`q\mathrm{}`$ which would lead to non-normalized solutions. Using this fact and changing back to physical variable $`r`$ we get finally for the phase

$$\varphi (r,t)=\frac{\dot{w}}{2w}r^2.$$
(19)
Eq. (19) is one of the main results of this paper: *the phase of finite-energy self-similar solutions is cuadratic* irrespective of the many possible variations of the problem (nonlinearity, potential, spatial dimensionality). This fact explains why the choice of quadratic phases as in (6) in time-dependent variational method leads to very good results. This fact also clarifies why these approximate methods lead usually to a prefactor $`\beta =\dot{w}/(2w)`$, which is indeed the exact result.

We must emphasize that phase choices such as (19) have been used previously by other authors either as approximate expressions for the phase as comented before or as an specific choice leading to particular solutions (e.g. in the framework of the theory of self-focusing in NLS equations ). What we prove here is that *all finite-energy self-similar solutions to Eq. (1) must have a cuadratic phase*, which is a stronger result.

### 2.2 Equations for the scaling parameter

When self-similar solutions (or quasi-solutions in the sense discussed above) are considered it is possible to get closed equations for the evolution of the most relevant parameter $`w(t)`$ which determines the width of the solutions. In this section we restrict ourselves to the autonomous case when $`V`$ and $`g`$ do not depend explicitly on $`t`$. Let us first consider the hamiltonian

$$H=\frac{1}{2}|u|^2d^nx+G(a^2)d^nx+V(x)|u|^2d^nx,$$
(20)
where $`G`$ is a real function satisfying $`g=G/(a^2)`$. It is easy to check that $`H`$ is a conserved quantity which is assumed to be finite. For self-similar solutions of the form (7) and using again the definition $`q=r/w`$, we get

$`H`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _^n}\left(\left|{\displaystyle \frac{\rho }{r}}\right|^2+\rho ^2\left|{\displaystyle \frac{\varphi }{r}}\right|^2\right)d^nx+{\displaystyle _^n}G(A^2\rho ^2)d^nx+A^2{\displaystyle _^n}V(x)\rho ^2d^nx`$ (21)
$`=`$ $`{\displaystyle \frac{1}{2}}A^2w^n{\displaystyle _^n}\left({\displaystyle \frac{\rho _r^2}{w^2}}+{\displaystyle \frac{\rho ^2}{w^2}}\varphi _q^2\right)d^nq+w^n{\displaystyle _^n}G\left({\displaystyle \frac{\rho ^2}{w^n}}\right)d^nq`$
$`+{\displaystyle _^n}A^2w^nV\left(wq\right)\rho ^2d^nq.`$
Using the $`L^2`$-norm constraint (9) we get

$`H`$ $`=`$ $`{\displaystyle \frac{1}{2w^2}}{\displaystyle _^n}\rho _q^2d^nq+{\displaystyle \frac{1}{2w^2}}{\displaystyle _^n}\rho ^2\varphi _q^2d^nq`$ (22)
$`+w^n{\displaystyle _^n}G\left(\rho ^2/w^n\right)d^nq+{\displaystyle _^n}V\left(wq\right)\rho ^2d^nq.`$
Finally, we use (15) and the fact that

$$_^nd^nq=_0^{\mathrm{}}q^{n1}𝑑q_{𝕊^n}𝑑\mathrm{\Omega }S_n_0^{\mathrm{}}q^{n1}𝑑q,$$
(23)
to get

$`{\displaystyle \frac{H}{S_n}}`$ $`=`$ $`{\displaystyle \frac{1}{2w^2}}{\displaystyle _0^{\mathrm{}}}\rho _q^2q^{n1}𝑑q+{\displaystyle \frac{1}{2}}\dot{w}^2{\displaystyle _0^{\mathrm{}}}\rho ^2q^{n+1}𝑑q`$ (24)
$`+w^n{\displaystyle _0^{\mathrm{}}}G\left(\rho (q)^2/w^n\right)q^{n1}𝑑q+{\displaystyle _0^{\mathrm{}}}V\left(wq\right)\rho ^2q^{n1}𝑑q.`$
Differentiating (24) with respect to time we obtain

$$\begin{array}{c}\frac{\dot{w}}{w^3}_0^{\mathrm{}}\rho _q^2q^{n1}𝑑q+\dot{w}\ddot{w}_0^{\mathrm{}}q^{n+1}\rho ^2𝑑q+nw^{n1}\dot{w}_0^{\mathrm{}}G\left(\rho ^2/w^n\right)q^{n1}𝑑q\hfill \\ \hfill w^n_0^{\mathrm{}}\frac{nw^{n1}\dot{w}}{w^{2n}}\rho ^2g\left(\rho ^2/w^n\right)q^{n1}𝑑q+_0^{\mathrm{}}V^{}(wq)q\dot{w}\rho ^2q^{n1}𝑑q=0,\end{array}$$
(25)
which can be written as a Newton-like equation

$`\left({\displaystyle _0^{\mathrm{}}}q^{n+1}\rho ^2\right)\ddot{w}`$ $`=`$ $`{\displaystyle \frac{\left(_0^{\mathrm{}}q^{n1}\rho _q^2𝑑q\right)}{w^3}}`$ (26c)
$`nw^{n1}{\displaystyle _0^{\mathrm{}}}\left[G\left({\displaystyle \frac{\rho ^2}{w^n}}\right){\displaystyle \frac{\rho ^2}{w^n}}g\left({\displaystyle \frac{\rho ^2}{w^n}}\right)\right]q^{n1}𝑑q`$
$`{\displaystyle _0^{\mathrm{}}}q^nV^{}(wq)\rho ^2𝑑q.`$
The different terms in Eq. (26) have a very clear physical interpretation. The right-hand-side of Eq. (26c) is a repulsive term proportional to $`1/w^3`$ which accounts for the tendency of the wave-packet to spread under the action of dispersion (this is mathematically described by the term with the Laplacian in Eq. (1). The second one (Eq. (26c)) is the self-interaction energy due to the nonlinearity. Finally the last term given by Eq. (26c) comes from the interaction with the external potential $`V`$.

Eqs. (26) are of the same form as the equations arising in particular studies of Eq. (1) based on the method of collective coordinates of which Eqs. (26) are a generalization. From them it is possible to understand that when self-similar solutions exist what the variational method does is to fit somehow the right dynamics but using different values for the integrals depending on $`\rho `$. Due to the lack of knowledge of the right self-similar profiles $`\rho `$, the integrals are estimated by using the ansatz $`\phi `$. If the ansatz is constructed reasonably, e.g. taking into account the right asymptotic behavior of the solutions, we may expect only a quantitative discrepancy between the exact results for self-similar solutions and the estimates obtained from the collective coordinate method obtained from Eq. (26).

The main advantage of our derivation of Eqs. (26) is that they are obtained systematically on the basis of the exact phase of self-similar solutions. These equations provide then a direct way to obtain estimates for the dynamics when self-similar solutions do not exist and allow to avoid the lengthy calculations of the method of collective coordinates.

There is a lot of information contained in Eqs. (26). Specifically, they describe many cases previously studied. For instance, the simplest case $`g(y)=g_0y^2,g_0<0,V=0`$ corresponds to the usual focusing cubic NLS. From there we obtain immediately the following condition for the collapse of self-similar solutions

$$g_0<g_c=\frac{_0^{\mathrm{}}(\rho _q)^2q^{n1}𝑑q}{_0^{\mathrm{}}q^{n1}\rho ^4𝑑q}$$
(27)
which allows to estimate the critical value of $`g`$ for solutions with $`\rho _2=1`$. For instance taking gaussians one gets $`g_c=2\pi `$, which is the usual estimate obtained from time-dependent variational methods. Taking $`\rho `$ to be the so-called Townes-soliton  leads to the exact result for the critical value of $`g`$ .

Many other situations have been described in the literature. Taking $`V(r)=\frac{1}{2}\mathrm{\Omega }^2r^2`$ and $`g(y)=g_0y^2,g_0`$ we get the simplest situation of Bose-Einstein condensation in a symmetric trap. This problem was studied variationally in Ref. . Our equations coincide with those for the spatially symmetric case discussed there. Also in Refs.  cubic-quintic nonlinearities where used to describe four-body collisions in Bose-Einstein condensates. Eqs. (26) give us the evolution equations found there by just choosing a nonlinearity of the type $`g(y)=g_3y^2+g_5y^4`$.

## 3 Conclusions and discussion

In this paper we have studied the phase of self-similar solutions to general Nonlinear Schrödinger equations. Our analysis provides a better understanding of the way collective coordinate methods work. Also we have used the results on the phase to find an effective equation describing exactly the dynamics of self-similar solutions to the NLS equation and approximating the dynamics of other, more complicated solutions.

Our analysis on the phase can be easily extended to more complicated vector systems. We expect that the procedure followed here may provide a basis for choosing systematically the phase for more complex ansatzs such as those which are not self-similar thus overcoming one of the difficult points of usual collective coordinate methods. It is worth mentioning that our analysis of the phase is applicable to non-autonomous situations such as the ones recently discussed in Refs. , which represent an emerging field of applications of Nonlinear Schödinger Equations.

Acknowledgments

This work has been partially supported by the Ministerio de Ciencia y Tecnología and FEDER under grants BFM2000-0521 and BFM2003-02832 and Consejería de Ciencia y Tecnología de la Junta de Comunidades de Castilla-La Mancha under grant PAC02-002.


text:
# An elementary treatment of the reverse sprinkler

## I Introduction

In 1985, R. P. Feynman, one of most distinguished theoretical physicists of his time, published a collection of autobiographical anecdotes that attracted much attention on account of their humor and outrageousness.Feynman  While describing his time at Princeton as a graduate student (1939–1942), Feynman tells the following story:Feynmanquote1

> There was a problem in a hydrodynamics book,hydro  that was being discussed by all the physics students. The problem is this: You have an S-shaped lawn sprinkler …and the water squirts out at right angles to the axis and makes it spin in a certain direction. Everybody knows which way it goes around; it backs away from the outgoing water. Now the question is this: If you …put the sprinkler completely under water, and sucked the water in …which way would it turn?

Feynman went on to say that many Princeton physicists, when presented with the problem, judged the solution to be obvious, only to find that others arrived with equal confidence at the opposite answer, or that they had changed their minds by the following day. Feynman claims that after a while he finally decided what the answer should be and proceeded to test it experimentally by using a very large water bottle, a piece of copper tubing, a rubber hose, a cork, and the air pressure supply from the Princeton cyclotron laboratory. Instead of attaching a vacuum to suck the water, he applied high air pressure inside of the water bottle to push the water out through the sprinkler. According to Feynman’s account, the experiment initially went well, but after he cranked up the setting for the pressure supply, the bottle exploded, and “…the whole thing just blew glass and water in all directions throughout the laboratory …”Feynmanquote2

FeynmanFeynman  did not inform the reader what his answer to the reverse sprinkler problem was or what the experiment revealed before exploding. Over the years, and particularly after Feynman’s autobiographical recollections appeared in print, many people have offered their analyses, both theoretical and experimental, of this reverse sprinkler problem.problem  The solutions presented often have been contradictory and the theoretical treatments, even when they have been correct, have introduced unnecessary conceptual complications that have obscured the basic physics involved.

All physicists will probably know the frustration of being confronted by an elementary question to which they cannot give a ready answer in spite of all the time dedicated to the study of the subject, often at a much higher level of sophistication than what the problem at hand would seem to require. Our intention is to offer an elementary treatment of this problem which should be accessible to a bright secondary school student who has learned basic mechanics and fluid dynamics. We believe that our answer is about as simple as it can be made, and we discuss it in light of published theoretical and experimental treatments.

## II Pressure difference and momentum transfer

Feynman speaks in his memoirs of “an S-shaped lawn sprinkler.” It should not be difficult, however, to convince yourself that the problem does not depend on the exact shape of the sprinkler, and for simplicity we shall refer in our argument to an L-shaped structure. In Fig. 1 the sprinkler is closed: water cannot flow into it or out of it. Because the water pressure is equal on opposite sides of the sprinkler, it will not turn: there is no net torque around the sprinkler pivot.

Let us imagine that we then remove part of the wall on the right, as pictured in Fig. 2, opening the sprinkler to the flow of water. If water is flowing in, then the pressure marked $`P_2`$ must be lower than the pressure $`P_1`$, because water flows from higher to lower pressure. In both Fig. 1 and Fig. 2, the pressure $`P_1`$ acts on the left. But because a piece of the sprinkler wall is missing in Fig. 2, the relevant pressure on the upper right part of the open sprinkler will be $`P_2`$. It would seem then that the reverse sprinkler should turn toward the water, because if $`P_2`$ is less than $`P_1`$, there would be a net force to the right in the upper part of the sprinkler, and the resulting torque would make the sprinkler turn clockwise. If $`A`$ is the cross section of the sprinkler intake pipe, this torque-inducing force is $`A(P_1P_2)`$.

But we have not taken into account that even though the water hitting the inside wall of the sprinkler in Fig. 2 has lower pressure, it also has left-pointing momentum. The incoming water transfers that momentum to the sprinkler as it hits the inner wall. This momentum transfer would tend to make the sprinkler turn counterclockwise. One of the reasons why the reverse sprinkler is a confusing problem is that there are two effects in play, each of which, acting on its own, would make the sprinkler turn in opposite directions. The problem is to figure out the net result of these two effects.

How much momentum is being transferred by the incoming water to the inner sprinkler wall in Fig. 2? If water is moving across a pressure gradient, then over a differential time $`dt`$, a given “chunk” of water will pass from an area of pressure $`P`$ to an area of pressure $`PdP`$ as illustrated in Fig. 3. If the water travels down a pipe of cross-section $`A`$, its momentum gain per unit time is $`AdP`$. Therefore, over the entire length of the pipe, the water picks up momentum at a rate $`A(P_1P_2)`$, where $`P_1`$ and $`P_2`$ are the values of the pressure at the endpoints of the pipe. (In the language of calculus, $`A(P_1P_2)`$ is the total force that the pressure gradient across the pipe exerts on the water. We obtain it by integrating over the differential force $`AdP`$.)

The rate $`A(P_1P_2)`$ is the same rate at which the water transfers momentum to the sprinkler wall in Fig. 2, because whatever left-pointing momentum the incoming water picks up, it will have to transfer to the inner left wall upon hitting it. Therefore $`A(P_1P_2)`$ is the force that the incoming water exerts on the inner sprinkler wall in Fig. 2 by virtue of the momentum it has gained in traveling down the intake pipe.

Because the pressure difference and the momentum transfer effects cancel each other, it would seem that the reverse sprinkler would not move at all. Notice, however, that we considered the reverse sprinkler only after water was already flowing continuously into it. In fact, the sprinkler will turn toward the water initially, because the forces will balance only after water has begun to hit the inner wall of the sprinkler, and by then the sprinkler will have begun to turn toward the incoming water. That is, initially only the pressure difference effect and not the momentum transfer effect is relevant. (As the water flow stops, there will be a brief period during which only the momentum transfer and not the pressure difference will be acting on the sprinkler, thus producing a momentary torque opposite to the one that acted when the water flow was being established.)

Why can’t we similarly “prove” the patently false statement that a non-sucking sprinkler submerged in water will not turn as water flows steadily out of it? In that case the water is going out and hitting the upper inner wall, not the left inner wall. It exerts a force, but that force produces no torque around the pivot. The pressure difference, on the other hand, does exert a torque. The pressure in this case has to be higher inside the sprinkler than outside it, so the sprinkler turns counterclockwise, as we expect from experience.

## III Conservation of angular momentum

We have argued that, if we ignore the transient effects from the switching on and switching off of the fluid flow, we do not expect the reverse sprinkler to turn at all. A pertinent question is why, for the case of the regular sprinkler, the sprinkler-water system clearly exhibits no net angular momentum around the pivot (with the angular momentum of the outgoing water cancelling the angular momentum of the rotating sprinkler), while for the reverse sprinkler the system would appear to have a net angular momentum given by the incoming water. The answer lies in the simple observation that if the water in a tank is flowing, then something must be pushing it. In the regular sprinkler, there is a high pressure zone near the sprinkler wall next to the pivot, so it is this lower inner wall that is doing the original pushing, as shown in Fig. 4(a).

For the reverse sprinkler, the highest pressure is outside the sprinkler, so the pushing originally comes from the right wall of the tank in which the whole system sits, as shown in Fig. 4(b). The force on the regular sprinkler clearly causes no torque around the pivot, while the force on the reverse sprinkler does. That the water should acquire a net angular momentum around the sprinkler pivot in the absence of an external torque might seem a violation of Newton’s laws, but only because we are neglecting the movement of the tank itself. Consider a water tank with a hole in its side, such as the one pictured in Fig. 5. The water acquires a net angular momentum with respect to any point on the tank’s bottom, but this angular momentum violates no physical laws because the tank is not inertial: it recoils as water flows out of it.observe

But there is one further complication: in the reverse sprinkler shown in Fig. 4, the water that has acquired left-pointing momentum from the pushing of the tank wall will transfer that momentum back to the tank when it hits the inner sprinkler wall, so that once water is flowing steadily into the reverse sprinkler, the tank will stop experiencing a recoil force. The situation is analogous to that of a ship inside of which a machine gun is fired, as shown in Fig. 6. As the bullet is fired, the ship recoils, but when the bullet hits the ship wall and becomes embedded in it, the bullet’s momentum is transferred to the ship. (We assume that the collision of the bullets with the wall is completely inelastic.)

If the firing rate is very low, the ship periodically acquires a velocity in a direction opposite to that of the fired bullet, only to stop when that bullet hits the wall. Thus the ship moves by small steps in a direction opposite that of the bullets’ flight. As the firing rate is increased, eventually one reaches a rate such that the interval between successive bullets being fired is equal to the time it takes for a bullet to travel the length of the ship. If the machine gun is set for this exact rate from the beginning, then the ship will move back with a constant velocity from the moment that the first bullet is fired (when the ship picks up momentum from the recoil) to the moment the last bullet hits the wall (when the ship comes to a stop). In between those two events the ship’s velocity will not change because every firing is simultaneous to the previous bullet hitting the ship wall.

As the firing rate is made still higher, the ship will again move in steps, because at the time that a bullet is being fired, the previous bullet will not have quite made it to the ship wall. Eventually, when the rate of firing is twice the inverse of the time it takes for a bullet to travel the length of the ship, the motion of the ship will be such that it picks up speed upon the first two shots, then moves uniformly until the penultimate bullet hits the wall, whereupon the ship looses half its velocity. The ship will finally come to a stop when the last bullet has hit the wall. At this point it should be clear how the ship’s motion will change as we continue to increase the firing rate of the gun.two

For the case of continuous flow of water in a tank (rather than a discrete flow of machine gun bullets in a ship), there clearly will be no intermediate steps, regardless of the rate of flow. Figure 7 shows a water tank connected to a shower head. Water flows (with a consequent linear and angular momentum) between the points marked A and B, before exiting via the shower head. When the faucet valve is opened, the tank will experience a recoil from the outgoing water, until the water reaches B and begins exiting through the shower head, at which point the forces on the tank will balance. By then the tank will have acquired a left-pointing momentum. It will lose that momentum as the valve is closed or the water tank becomes empty, when there is no longer water flowing away from A but a flow is still impinging on B.

A. K. Schultzletters1  argues that, at each instant, the water flowing into the reverse sprinkler’s intake carries a constant angular momentum around the sprinkler pivot, and if the sprinkler could turn without any resistance (either from the friction of the pivot or the viscosity of the fluid) this angular momentum would be counterbalanced by the angular momentum that the sprinkler picked up as the water flow was being switched on. As the fluid flow is switched off, such an ideal sprinkler would then lose its angular momentum and come to a halt. At every instant, the angular momentum of the sprinkler plus the incoming water would be zero.

Schultz’s discussion is correct: in the absence of any resistance, the sprinkler arm itself moves so as to cancel the momentum of the incoming water, in the same way that the ship in Fig. 6 moves to cancel the momentum of the flying bullets. Resistance, on the other hand, would imply that some of that momentum is picked up not just by the sprinkler, but by the tank as a whole. If we cement the pivot to prevent the sprinkler from turning at all, then the tank will pick up all of the momentum that cancels that of the incoming water.

How does non-ideal fluid behavior affect this analysis? Viscosity, turbulence, and other such phenomena all dissipate mechanical energy. Therefore, a non-ideal fluid rushing into the reverse sprinkler would acquire less momentum with respect to the pivot, for a given pressure difference, than predicted by the analysis we carried out in Sec. II. Thus the pressure difference effect would outweigh the momentum transfer effect even in the steady state, leading to a small torque on the sprinkler even after the fluid has begun to hit the inside wall of the sprinkler. Total angular momentum is conserved because the “missing” momentum of the incoming fluid is being transmitted to the surrounding fluid, and finally to the tank.

## IV History of the reverse sprinkler problem

The literature on the subject of the reverse sprinkler is abundant and confusing. Ernst Mach speaks of “reaction wheels” blowing or sucking air where we have spoken of regular or reverse sprinklers respectively:Machquote1

> It might be supposed that sucking on the reaction wheels would produce the opposite motion to that resulting from blowing. Yet this does not usually take place, and the reason is obvious …Generally, no perceptible rotation takes place on the sucking in of the air …If …an elastic ball, which has one escape-tube, be attached to the reaction-wheel, in the manner represented in \[Fig. 8(a)\], and be alternately squeezed so that the same quantity of air is by turns blown out and sucked in, the wheel will continue to revolve rapidly in the same direction as it did in the case in which we blew into it. This is partly due to the fact that the air sucked into the spokes must participate in the motion of the latter and therefore can produce no reactional rotation, but it also results partly from the difference of the motion which the air outside the tube assumes in the two cases. In blowing, the air flows out in jets, and performs rotations. In sucking, the air comes in from all sides, and has no distinct rotation…

Mach appears to base his treatment on the observation that a “reaction wheel” is not seen to turn when sucked on. He then sought a theoretical rationale for this observation without arriving at one that satisfied him. Thus the bluster about the explanation being “obvious,” accompanied by the tentative language about how “generally, no perceptible rotation takes place” and by the equivocation about how the lack of turning is “partly due” to the air “participating in the motion” of the wheel and partly to the air sucked “coming in from all sides.”

Mach goes on to say thatMachquote2

> if we perforate the bottom of a hollow cylinder …and place the cylinder on \[a pivot\], after the side has been slit and bent in the manner indicated in \[Fig. 8(b)\], the \[cylinder\] will turn in the direction of the long arrow when blown into and in the direction of the short arrow when sucked on. The air, here, on entering the cylinder can continue its rotation unimpeded, and this motion is accordingly compensated for by a rotation in the opposite direction.

This observation is correct and interesting: it shows that if the incoming water did not give up all its angular momentum upon hitting the inner wall of the reverse sprinkler, then the device would turn toward the incoming water, as we discussed at the beginning of Sec. III.hewitt1

In his introduction to Mach’s Mechanik, mathematician Karl Menger describes it as “one of the great scientific achievements of the \[nineteenth\] century,”Menger  but it seems that the passage we have quoted was not well known to the twentieth century scientists who commented publicly on the reverse sprinkler. FeynmanFeynman  gave no answer to the problem and wrote as if he expected and observed rotation (though, as some have pointed out, the fact that he cranked up the pressure until the bottle exploded suggests another explanation: he expected rotation and didn’t see it). In Refs. Kirkpatrick,  and Belson,  the authors discuss the problem and claim that no rotation is observed, but they pursue the matter no further. In Ref. NSF, , it is suggested that students demonstrate as an exercise that “the direction of rotation is the same whether the flow is supplied through the hub \[of a submerged sprinkler\] or withdrawn from the hub,” a result which is discounted by almost all the rest of the literature.

Shortly after Feynman’s memoirs appeared, A. T. Forrester published a paper in which he concluded that if water is sucked out of a tank by a vacuum attached to a sprinkler then the sprinkler will not rotate.Forrester  But he also made the bizarre claim that Feynman’s original experiment at the Princeton cyclotron, in which he had high air pressure in the bottle push the water out, would actually cause the sprinkler to rotate in the direction of the incoming water.Forrester  An exchange on the issue of conservation of angular momentum between A. K. Shultz and Forrester appeared shortly thereafter.letters1 ; letters2  The following year L. Hsu, a high school student, published an experimental analysis which found no rotation of the reverse sprinkler and questioned (quite sensibly) Forrester’s claim that pushing the water out of the bottle was not equivalent to sucking it out.Hsu  E. R. Lindgren also published an experimental result that supported the claim that the reverse sprinkler did not turn.Lindgren

After Feynman’s death, his graduate research advisor, J. A. Wheeler, published some reminiscences of Feynman’s Princeton days from which it would appear that Feynman observed no motion in the sprinkler before the bottle exploded (“a little tremor as the pressure was first applied …but as the flow continued there was no reaction”).Wheeler  In 1992 the journalist James Gleick published a biography of Feynman in which he states that both Feynman and Wheeler “were scrupulous about never revealing the answer to the original question” and then claims that Feynman’s answer all along was that the sprinkler would not turn.Gleick  The physical justification that Gleick offers for this answer is unenlightening and wrong. (Gleick echoes one of Mach’s commentsMachquote1  that the water entering the reverse sprinkler comes in from many directions, unlike the water leaving a regular sprinkler, which forms a narrow jet. Although this observation is correct, it is not particularly relevant to the question at hand.)

The most detailed and pertinent work on the subject, both theoretical and experimental, was published by Berg, Collier, and Ferrell, who claimed that the reverse sprinkler turns toward the incoming water.CollegePark1 ; CollegePark2  Guided by Schultz’s arguments about conservation of angular momentum,letters1  the authors offered a somewhat convoluted statement of the correct observation that the sprinkler picks up a bit of angular momentum before reaching a steady state of zero torque once the water is flowing steadily into the sprinkler. When the water stops flowing, the sprinkler comes to a halt.other

The air-sucking reverse sprinkler at the Edgerton Center at MIT shows no movement at all.MIT  As in the setups used by Feynman and others, this sprinkler arm is not mounted on a true pivot, but rather turns by twisting or bending a flexible tube. Any transient torque will therefore cause, at most, a brief shaking of such a device. The University of Maryland’s Physics Lecture Demonstration Facility offers video evidence of a reverse sprinkler, mounted on a true pivot of very low friction, turning slowly toward the incoming water.UMD  According to R. E. Berg, in this particular setup “while the water is flowing the nozzle rotates at a constant angular speed. This would be consistent with conservation of angular momentum except for one thing: while the water is flowing into the nozzle, if you reach and stop the nozzle rotation it should remain still after you release it. \[But, in practice,\] after \[the nozzle\] is released it starts to rotate again.”Bergemail

This behavior is consistent with non-zero dissipation of kinetic energy in the fluid flow, as we have discussed. Angular momentum is conserved, but only after the motion of the tank is taken into account.putt

## V Conclusions

We have offered an elementary theoretical treatment of the behavior of a reverse sprinkler, and concluded that, under idealized conditions, it should experience no torque while fluid flows steadily into it, but as the flow commences, it will pick up an angular momentum opposite to that of the incoming fluid, which it will give up as the flow ends. However, in the presence of viscosity or turbulence, the reverse sprinkler will experience a small torque even in steady state, which would cause it to accelerate toward the incoming water. This torque is balanced by an opposite torque acting on the surrounding fluid and finally on the tank itself.

Throughout our discussion, our foremost concern was to emphasize physical intuition and to make our treatment as simple as it could be made (but not simpler). Surely a question about what L. A. Delsasso called, according to Feynman’s recollection, “a freshman experiment”Feynmanquote2  deserves an answer presented in a language at the corresponding level of complication. More important is the principle, famously put forward by Feynman himself when discussing the spin statistics theorem, that if we can’t “reduce it to the freshman level,” we don’t really understand it.SixEasy

We also have commented on the perplexing history of the reverse sprinkler problem, a history which is interesting not only because physicists of the stature of Mach, Wheeler, and Feynman enter into it, but also because it offers a startling illustration of the fallibility of great scientists faced with a question about “a freshman experiment.”

Surely, as the Duchess said to Alice during one of her adventures in Wonderland, “everything’s got a moral, if you can only find it.”Alice

###### Acknowledgements.

The historical section of this paper owes a great deal to the list of references on the reverse sprinkler that is given at the Web site for the University of Maryland’s Physics Lecture Demonstration Facility.UMD  Thanks are due to several readers who commented on this paper after it first appeared in manuscript form, particularly to J. M. Dlugosz, who took it upon himself to clarify the relationship between this discussion and the account of the experimental results at the University of Maryland. The result of his inquiries was a useful exchange with R. E. Berg.


text:
# Stripe-tetragonal first order phase transition in ultra-thin magnetic films

## Abstract

We analyze the nature of the phase transition from a smectic stripe phase to a tetragonal phase predicted in analytic studies by Abanov et al. (Phys. Rev. B51, 1023 (1995)) and observed in experiments on ultra-thin magnetic films by Vaterlaus et al.(Phys. Rev. Lett. 84, 2247 (2000)). At variance with existent numerical evidence, for the first time we show results of Monte Carlo simulations on a two-dimensional model with competing exchange and dipolar interactions showing strong evidence that the transition is a weak first order one, in agreement with the theoretical predictions of Abanov et al. Besides the numerical evidence, we give further support to the first order nature of the transition analyzing a continuum version of the model and showing that it belongs to a large family of systems, or universality class, in which a first order transition driven by fluctuations is expected on quite general grounds.

ultra-thin films, dipolar interactions, modulated phases, magnetic systems

With the advances in the experimental manipulation of materials at atomic length scales a renewed interest has grown in understanding the thermodynamic and mechanical properties of systems such as ultra-thin films and quasi two-dimensional magnetic materials. Part of this interest is obviously motivated by the great amount of potential applications they find nowadays in many different technological fields (data storage, catalysis and electronics are only a few examples). In this letter we are mainly concerned with the thermodynamic properties of ultra-thin magnetic films, like metal films on metal substrates (e.g. Fe on Cu Pappas et al. (1990), Co on Au Allenspach et al. (1990), see also Ref.De’Bell et al. (2000) for a recent review on the topic).

A large variety of magnetic films exhibit a spin reorientation transition below some finite temperature $`T_R`$. That is, if the magnetic film is thin enough (a few atomic layers) the atomic magnetic moments tend to align in a direction perpendicular to the plane of the film, because the surface anisotropy overcomes the anisotropy of the dipolar interactions, which favors in-plane ordering. Under these circumstances the local magnetic moments can be regarded approximately as Ising variables. Any realistic theoretical description of a magnetic thin film must include long-range dipolar interactions. The competition between exchange and dipolar interactions in these materials give rise to stable modulated stripe-like patterns at low temperatures. In these states the magnetic moments align along a particular axis forming ferromagnetic stripes of constant width $`h`$, so that moments in adjacent stripes are anti-aligned. Theoretical studies concluded that the stripe state in this systems is always the most stable one at low enough temperatures, provided that the exchange parameter exceeds some small positive critical valueAbanov et al. (1995); MacIsaac et al. (1995). Calculations based on a continuum approximation by Abanov et al. Abanov et al. (1995) predicted that, before reaching the paramagnetic state at high temperatures, the stripe phase undergoes a transition into a phase characterized by domains with predominantly square corners, that they called a tetragonal liquid. They also concluded that the stripe-tetragonal liquid transition should be either first order or the two phases might be separated by a third phase characterized by rotational domain walls defects, that they called an Ising nematic phase. Monte Carlo calculations on the square lattice carried out by Booth et al. Booth et al. (1995) confirmed the presence of the tetragonal liquid phase, but they did not find any evidence of the Ising nematic phase. However, the results of Booth et al appeared to be consistent with a continuous transition rather that a first order one, as could be expected from Abanov et al theoretical results. Nevertheless, Booth et al pointed out that the possibility of a weak first order transition cannot be excluded on the base of their Monte Carlo simulations. Recent imaging studies using scanning electron microscopy with polarization analysis on ultra-thin films of fcc Fe on Cu(100) verified the existence of the tetragonal liquid phaseVaterlaus et al. (2000); Portmann et al. (2003). No evidence was found of an intermediate nematic phase of the type predicted by Abanov et al.Abanov et al. (1995) in the transition from the stripe phase to the tetragonal liquid. The thermodynamic nature of the stripe-tetragonal transition could not be determined by the imaging technique and this question remains unanswered. In this letter we present both Monte Carlo (MC) and analytical calculations that provide new evidence that the stripe-tetragonal liquid transition is indeed a weak fluctuation-induced first order one.

We consider a system of magnetic dipoles on a square lattice in which the magnetic moments are oriented perpendicular to the plane of the lattice, with both nearest-neighbor ferromagnetic exchange interactions and long-range dipole-dipole interactions between moments. The thermodynamics of this system is ruled by the dimensionless Hamiltonian difference :

$$=\delta \underset{<i,j>}{}\sigma _i\sigma _j+\underset{(i,j)}{}\frac{\sigma _i\sigma _j}{r_{ij}^3}$$
(1)
where $`\delta `$ stands for the ratio between the exchange $`J_0>0`$ and the dipolar $`J_d>0`$ interactions parameters, i.e., $`\delta =J_0/J_d`$. The first sum runs over all pairs of nearest neighbor spins and the second one over all distinct pairs of spins of the lattice; $`r_{ij}`$ is the distance, measured in crystal units, between sites $`i`$ and $`j`$. The energy is measured in units of $`J_d`$. The overall (known) features of the equilibrium phase diagram of this system can be found in Refs.De’Bell et al. (2000); MacIsaac et al. (1995); Booth et al. (1995); Gleiser et al. (2002), while several dynamical properties at low temperatures can be found in Refs.L. C. Sampaio (1996); Toloza et al. (1998); Stariolo and Cannas (1999); Gleiser et al. (2003). The threshold for the appearance of the stripe phase in this model is $`\delta _c=0.425`$ MacIsaac et al. (1995); difference .

We performed extensive MC simulations of the model defined by Eq.(1) on a square lattice with $`N=L^2`$ sites, for systems sizes ranging from $`L=16`$ to $`32`$ using the Metropolis algorithm. Periodic boundary conditions were implemented using the Ewald summation technique. Although we obtained results for different values of $`\delta `$ ranging from $`1`$ to $`3`$, most of the numerical work was focused on $`\delta =2`$ (corresponding to a low temperature stripe phase of width $`h=2`$), for which the first order nature of the transition is more clearly defined. To estimate both equilibration and decorrelation times we analyzed the behavior of the two-times correlation function for different system sizes and temperatures.

After an equilibration period of up to $`10^5`$ Monte Carlo Steps (MCS), every data point was calculated over a large single run for periods ranging from $`2\times 10^6`$ MCS for the smallest size, up to $`4\times 10^7`$ MCS for the largest one ($`L=32`$). To locate the transition and characterize its order we calculated the energy per spin histograms for different temperatures, from which we obtained both the specific heat $`C_L=\frac{1}{NT^2}\left(H^2H^2\right)`$ and the fourth order Binder cumulantChalla et al. (1986) $`V_L=1H^4/3H^2^2`$. The typical behavior of the energy histograms is shown in Fig.1 for $`\delta =2`$ and $`L=32`$. The double peak structure is characteristic of a first order phase transitionChalla et al. (1986); Lee and Kosterlitz (1991). We observed that the measurement time (in MCS) needed to sample the energy distribution effectively increases exponentially with the linear system size $`L`$. This is because the system spends large periods of time in each one of the two phases, with a mean life time in every phase that increases with $`L`$, consistently with the expectedLee and Kosterlitz (1991) increase in the energy free barrier between phases $`\mathrm{\Delta }F(L)L^{d1}`$. A careful inspection of the typical equilibrium spin configurations associated with every phase (i.e., those with energies around the maxima of the energy distribution) shows indeed that the high temperature phase presents a tetragonal structure similar to that found by Booth et al. Booth et al. (1995) (see Fig.1), while the low temperature phase is the $`h=2`$ stripe one (also notice the coexistence of domains of both phases at energies corresponding to the minimum of the histogram). Moreover, a MC calculation of the structure factor $`S(𝐤)=\left|_i\sigma _ie^{i𝐤.𝐫_𝐢}\right|^2`$ at temperatures above, but near the critical one, show a very similar shape to that observed by MacIsaac et al. MacIsaac et al. (1995) at higher values of $`\delta `$: four sharp peaks symmetrically placed on the two principal axes of the Brillouin zone, which characterize the tetragonal structure De’Bell et al. (2000). As the temperature increases the peaks become smeared into a circle with the shape of a four-peaked crown that gradually disappears. This indicates a continuous loss of the fourfold symmetry as the systems becomes paramagnetic. For large values of $`\delta `$ ($`\delta 3`$) this transition is also reflected in the presence of a secondary peak at high temperatures in the specific heat, which does not depend on the system size Booth et al. (1995), indicating that the transition does not have an associated singularity in the thermodynamic potentials. As already observed by Booth et al Booth et al. (1995), this secondary peak becomes less pronounced as $`\delta `$ decreases; we observed that for values of $`\delta 2.5`$ it becomes indistinguishable. However, the presence of the transition remains clearly detectable in the behavior of the structure factor.

The temperature variation of the specific heat and the Binder cumulant for $`\delta =2`$ and various system sizes is shown in Fig.2. We see that the location of the maximum of the specific heat and the minimum of the Binder cumulant shift in a size dependent fashion at pseudo-critical temperatures $`T_c^{(1)}(L)`$ and $`T_c^{(2)}(L)`$ respectively. Both quantities are plotted vs $`L^2`$ in Fig.3, showing the expected finite size scaling behavior for a temperature-driven first order phase transitionChalla et al. (1986); Lee and Kosterlitz (1991) $`T_c^{(1)}(L)T_c+AL^d`$ and $`T_c^{(2)}(L)T_c+BL^d`$ with $`B>A`$, where $`T_c`$ is the transition temperature of the infinite system. Note that the internal energies of both phases (corresponding approximately to the energies of the maxima of the energy distribution) are located very close to each other. This property is also reflected in the rather shallow shape of the minimum of the Binder cumulant, evidencing the weak nature of the transition. We observed that these effects become more pronounced as $`\delta `$ increases, with the internal energies of both phases approaching continuously to each other. For values of $`\delta >2.6`$ the double peak structure of the energy histogram (together with the minimum of the Binder cumulant) seems to disappear, or at least it becomes undetectable for small system sizes, as can be appreciated in Fig.4 for $`\delta =2.6`$. We see that the internal energies of both phases (roughly corresponding to the energies of the maxima of the histogram) near the transition approach to each other as $`\delta `$ increases. This fact explains the seemingly continuous nature of the transition observed by Booth et al., whose calculations were performed for $`\delta 3`$ Booth et al. (1995). Clearly, considerably larger systems must be simulated in order to get reliable data for larger $`\delta `$. A similar effect is observed as $`\delta `$ decreases approaching $`\delta _c`$, where the double peak structure of the histogram also seems to disappear at all. Hence, the numerical data show an optimal value of $`\delta `$ around $`\delta =2`$, where the first order transition becomes strongest, that its, with the largest latent heat. Since strong finite size effects are always expected in systems with long range interactions, numerical simulations in considerably larger systems are also required in this case to get a more clear picture about this phenomenon. However, it is worth mentioning that some numerical simulations for larger system sizes ($`L=48`$ and $`L=64`$) showed that the double peak structure of the energy histogram persists and becomes more pronounced as $`L`$ increases. We now turn our attention to an analytic approximation which gives us some insight in the expected outcome of such simulations for the other regions of the phase diagram.

It was recognized long ago S. A. Brazovskii (1975); Hohenberg and Swift (1995) that systems in which the spectrum of fluctuations has a minimum at a non-zero wave vector can undergo a first order transition driven by fluctuations, in contrast to the second order transition predicted by mean field for this kind of systems. Since the original work by Brazovskii, the proposed scenario was shown to describe correctly the phase transitions present in a large variety of systems like cholesteric liquid crystals, the nematic to smectic-C transition, pion condensates in neutron stars, onset of Rayleigh-Bénard convection and micro-phase separation in diblock copolymers Hohenberg and Swift (1995); Seul and Andelman (1995). More recently the Brazovskii scenario has been successfully applied to the analysis of the phase transition between the disordered and modulated phases in three dimensional systems with attractive short range interactions and repulsive long range Coulomb interactions Grousson et al. (2002); Viot and Tarjus (1998). In spite of its success and ubiquity in correctly describing the physics behind a phase transition in systems with competing interactions, the Brazovskii scenario was almost not considered in relation with ultra-thin films and dipolar systems Garel and Doniach (1982). Indeed we have verified that a continuum version of Hamiltonian (1) presents a fluctuation induced first order phase transition for any value of $`\delta `$. The starting point is a Landau-Ginzburg functional which in Fourier space has the form:

$$=\frac{V}{2}\frac{d\stackrel{}{k}}{(2\pi )^2}A(k)\varphi (\stackrel{}{k})\varphi (\stackrel{}{k})+\frac{uV}{4}\frac{d\stackrel{}{k}_1}{(2\pi )^2}\frac{d\stackrel{}{k}_2}{(2\pi )^2}\frac{d\stackrel{}{k}_3}{(2\pi )^2}\varphi (\stackrel{}{k}_1)\varphi (\stackrel{}{k}_2)\varphi (\stackrel{}{k}_3)\varphi (\stackrel{}{k}_1\stackrel{}{k}_2\stackrel{}{k}_3)$$
(2)
where the spectrum of fluctuations is given by $`A(k)=r_0+k^2+J(k)/\delta `$ and $`r_0`$ is proportional to the reduced temperature near the critical point of the mean field approximation. In our case the Fourier transform of the dipolar interaction is $`J(k)=\text{ }_1F_2(\{1/2\},\{1/2,1\},k^2/4)k`$, where $`\text{ }_1F_2(\{\alpha \},\{\beta _1,\beta _2\},z)`$ is a generalized hyper-geometric series Gradshteyn and Ryzhik (1994). The spectrum of fluctuations presents a minimum at a nonzero $`k_{min}=k_0`$. This means that, for $`d2`$ the spectrum is minimized in a spherical shell in Fourier space. When fluctuations of the order parameter are considered self-consistently, the degeneracy of the minimizing vector will make the disordered phase meta-stable for any finite temperature and drive the transition to first order. More explicitly, within a Hartree approximation the correlation function of the fluctuations in the disordered phase is given by:

$$C^1(\stackrel{}{k})=A(k)+3u\frac{d\stackrel{}{q}}{(2\pi )^2}C(\stackrel{}{q})$$
(3)
Then, the renormalized mass $`r=r_0+3u\frac{d\stackrel{}{q}}{(2\pi )^2}C(\stackrel{}{q})`$ is given by:

$$r=r_0+3u\frac{d\stackrel{}{q}}{(2\pi )^2}\frac{1}{r+q^2+J(q)/\delta }$$
(4)
The point of absolute instability of the disordered solution occurs at $`r=k_0^2J(k_0)/\delta `$. It is easy to check that this point is only reached for $`r_0\mathrm{}`$ (i.e. for $`T0`$), implying that the disordered phase never loses stability. At a finite temperature a modulated phase with a finite amplitude given by $`m^2=(r_m+k_0^2+J(k_0)/\delta )/3u`$ appears, where the renormalized mass in the modulated phase $`r_m`$ is given self-consistently by:

$`r_m`$ $`=`$ $`r_0+3u{\displaystyle \frac{d\stackrel{}{q}}{(2\pi )^2}\frac{1}{r_m+q^2+J(q)/\delta }}`$ (5)
$`+2\left(k_0^2+{\displaystyle \frac{J(k_0)}{\delta }}\right)`$
In a region $`r_0r_0^{}(\delta )`$ a real solution to the above equation exists. If a point $`r_0^c<r_0^{}`$ exists where the free energies of the modulated and disordered solutions cross each other, then a first order transition driven by fluctuations appears. Following Brazovskii S. A. Brazovskii (1975) we have determined the point $`r_0^c(\delta )`$ where the free energy difference

$$u\mathrm{\Delta }F=_r^{r_m}𝑑r^{}\left(\frac{1}{6}+\frac{u}{2}\frac{d\stackrel{}{q}}{(2\pi )^2}\frac{1}{(r^{}+q^2+J(q)/\delta )^2}\right)\left(\frac{r^{}+r_0}{2}+k_0^2+\frac{J(k_0)}{\delta }+\frac{3u}{2}\frac{d\stackrel{}{q}}{(2\pi )^2}\frac{1}{r^{}+q^2+J(q)/\delta }\right)$$
(6)
changes sign. It is possible to show that for any $`\delta >0`$ a first order transition appears. The transition line $`r_0^c(\delta )`$ is a monotonously increasing function of $`\delta `$.

In summary, we have shown strong numerical evidence that the phase transition between the low temperature stripe phase and the tetragonal phase observed in ultra-thin magnetic films is a weak first order transition. Moreover, to the extent to which a continuum Hartree approximation of the model simulated is valid, the transition is a first order one driven by fluctuations, at variance with the second order nature predicted by mean field theory. It would be interesting to perform simulations in larger lattices and with smarter Monte Carlo algorithms in order to analyze if the first order nature extends to a wider region of the phase diagram as implied by the continuum model. The challenge persists to probe the nature of this transition experimentally Vaterlaus et al. (2000); Portmann et al. (2003).

###### Acknowledgements.

This work was partially supported by grants from Consejo Nacional de Investigaciones Científicas y Técnicas CONICET (Argentina), Agencia Córdoba Ciencia (Córdoba, Argentina), Secretaría de Ciencia y Tecnología de la Universidad Nacional de Córdoba (Argentina), Fundação VITAE (Brazil) and CNPq (Brazil). We wish to thank R. D az-M ndez and Roberto Mulet for their help in the implementation of the Ewald sums.