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# Fragility in p-spin models

## I Introduction

The glass-forming materials are characterized by a huge variation of their transport properties (viscosity, mobility, diffusivity) and dynamical (relaxation times) properties, upon supercooling. As an example, the viscosity in the whole ”liquid” range, if crystallization is avoided, increases of about 17 orders of magnitude by decreasing temperature before the system falls in the glassy state. The transition to the latter is conventionally fixed at the temperature, $`T_g`$, where the viscosity reaches a value of $`10^{13}`$ poise. Different systems show different temperature behavior of the viscosity, and they have been classified accordingly. Fragility is an index measuring the steepness of the viscosity as a function of the temperature on approaching the glassy state: “fragile” systems (high value of the fragility index) are characterized by a super-Arrhenius behavior of the viscosity, that increase very fast and -if extrapolated below $`T_g`$\- seems to diverge at a finite temperature $`T_K`$. In “strong” systems (low value of the fragility index), on the contrary, the viscosity increase is less dramatic and follows an Arrhenius law, apparently diverging only at zero temperature.

The identification of the microscopic details that, in a given glass former, determine the temperature dependence of the viscosity, and thus the value of the fragility, is a long standing issue in the physics of supercooled liquids and glassy state. Large numerical and theoretical effort have been devoted to the attempt to relate the fragility to the specific interparticle interactions (e. g. strong glasses are often characterized by highly directional covalent bonds, while the fragile one have more or less isotropic interactions). More recently, the attention has been focused on the possible relation existing between the fragility and the features of the Potential Energy Landscape (PEL), more specifically the energy distribution of the minima of the PEL and the properties of the basin of attractions of such a minima. With this respect, a key point is the existence of a relation between viscosity (or relaxation times) and the configurational entropy $`\mathrm{\Sigma }(T)`$ (i. e., the number of basins populated at given temperature), namely the Adam-Gibbs relation:

$$\eta (T)=\eta _{\mathrm{}}\mathrm{exp}\left(\frac{}{T\mathrm{\Sigma }(T)}\right)$$
(1)
This relation has been extensively tested against the experimental result, and it is now commonly accepted as ”correct”. Despite its success in describing both numerical and experimental data, the Adam-Gibbs relation has not been still derived in a clear way from microscopic models. This leaves unsolved the question of the microscopic interpretation of the parameter $``$, that is usually believed to be related to the properties of the transition paths between different minima of the potential energy, such as the height of the barriers or the connectivity of the minima. By using the Adam-Gibbs relation, one could expect to relate fragility to the properties of $`\mathrm{\Sigma }(T)`$, i.e., to the distribution of basins in the phase space of the system. However, this possibility is frustrated by the lack of knowledge on the parameter $``$. Indeed, once a model for $`\mathrm{\Sigma }(T)`$ has been chosen, one can obtain the whole range of experimentally observed fragilities by varying $``$ (see Ref. noifrag  and references therein). More specifically, in Ref. noifrag  it was observed that for a large class of models for $`\mathrm{\Sigma }(T)`$ \- where $`\mathrm{\Sigma }(T)`$ is a concave function of $`T`$ that vanishes at a given temperature $`T_K`$ and assumes its maximum $`\mathrm{\Sigma }^{}`$ at high temperature (“Gaussian-like models”) - the relevant parameter that actually determines the fragility is

$$D=\frac{}{T_K\mathrm{\Sigma }^{}}.$$
(2)
Thus, fragility appears to be determined by the ratio between $``$ (measured in units of $`k_BT_K`$) and the total number of states $`\mathrm{\Sigma }^{}/k_B`$; it is related to both the distribution of minima (through $`\mathrm{\Sigma }^{}`$) and the characteristic of the transition path between them (through $``$). The relation between fragility and phase space properties can be even more complicated, in those cases where the function $`\mathrm{\Sigma }(T)`$ does not belong to the Gaussian class.

The relevance of the concept of fragility also relies on the correlations that have been found between this index and other properties of glass-forming liquids. Examples of these correlations are the specific heat jump at $`T_g`$ (thermodynamic fragility) Ang1 , the degree of stretching in the non-exponential decay of the correlation functions in the liquid close to $`T_g`$ Ngai , the visibility of the Boson peak at the glass transition temperature Sokolov , or the temperature behavior of the shear elastic modulus in the supercooled liquid state Dyre . More recently a striking correlation between fragility and the vibrational properties of the glass at low temperatures has been found TS . Specifically, by examining the dynamic structure factors of different glass former well below $`T_g`$, it has been found that the fragility of the corresponding liquid is proportional to the rate of change of the non-ergodicity factor in the $`T0`$ limit. Being the latter quantity fully determined by the (harmonic) vibrational properties (eigenmodes of the disordered structure), this finding implies the existence of a deep relation between three features of the PEL: the energy of the minima, the transition paths between them (that together determine the fragility) and the Hessian matrix, evaluated at the minima themselves, that fixes the vibrational properties.

With the aim to elucidate the existence of this unexpected correlation between energy, curvature and transition paths in the minima of the PEL we selected a solvable model of “glass”, where i) the distribution of minima is “Gaussian-like”, ii) the vibrational properties of the minima can be determined, and iii) the transition path between different minima can be evaluated and characterized by an energy parameter. More specifically, we investigate the mean field p-spin model (in both its spherical and Ising spin version), a model that share with the structural glasses many aspects of the glass transition phenomenology, and that is known to have a Gaussian-like distribution of states. Our goal is twofold: i) we aim to verify if the analysis reported in noifrag  is indeed correct in some microscopic model, i.e., if one can obtain a wide range of fragilities in a Gaussian-like model by varying the parameter $``$, and ii) to check whether one can explain the correlation between fragility of the liquid and the vibrational properties of its glass found in TS  by studying the geometry of the phase space. The latter point could allow us to shed light on the origin of the correlation between number of minima, their vibrational properties and the property of the transition path between them.

The paper is organized as follows: in Sec. II we define the relevant quantities in the case of the mean field p-spin model; in Sec. III we compute them for the spherical p-spin model, and in Sec. IV for the Ising p-spin model; in Sec. V we discuss the relation between fragility and phase space geometry in these models, and compare our result with experimental data. Finally, we draw the conclusions.

## II Definition of the relevant observables

The quantities we wish to compute are (we will set $`k_B=1`$ in the following):

$$\begin{array}{cc}T_K\hfill & \text{Thermodynamical transition temperature}\hfill \\ T_g\hfill & \text{Glass transition temperature}\hfill \\ T_d\hfill & \text{Dynamical transition temperature}\hfill \\ \mathrm{\Sigma }(T_g)\hfill & \text{Complexity at }T_g\hfill \\ m(T_g)\hfill & \text{Fragility}\hfill \\ \alpha (T_g)\hfill & \text{“Volume” of the equilibrium states at }T_g\hfill \\ (T_g)\hfill & \text{“Barrier height” at }T_g\hfill \end{array}$$

First, we have to identify the proper definition of these quantities in a mean field model. The main problem is that in a mean field model the glass transition temperature $`T_g`$ is not a well defined quantity. Indeed, the relaxation time of the system is known to diverge - as a power-law - when the temperature approaches the dynamical transition temperature $`T_d`$, that corresponds to the usual Mode-Coupling temperature $`T_{MCT}`$. The crossover from a power-law behavior of the relaxation time to an Arrhenius-like behavior, observed around $`T_{MCT}`$ in finite dimensional systems, is due to the activated processes becoming relevant; these processes are absent in mean field systems, and the crossover at $`T_{MCT}`$ becomes a true dynamical transition at $`T_d`$ LeticiaLH . To overcome this problem, we will give an estimate of the height $`(T)`$ of the barrier that the system must pass through in order to escape from a metastable state at a given temperature $`T`$. Thus, we will make use of a “fictitious” Adam-Gibbs relation,

$$\eta (T)=\eta _{\mathrm{}}\mathrm{exp}\left(\frac{(T)}{T\mathrm{\Sigma }(T)}\right),$$
(3)
and define $`T_g`$ by $`\eta (T_g)/\eta _{\mathrm{}}=`$ const, or, equivalently, by

$$\frac{(T_g)}{T_g\mathrm{\Sigma }(T_g)}=\text{const}.$$
(4)
Note that in this paper we will not distinguish between the “complexity” (or “configurational entropy”) $`\mathrm{\Sigma }(T)`$, that can be calculated in mean field models, and the “excess entropy” measured in the experiments: indeed, they behave in a similar way in a wide class of systems corezzi . Obviously, the quantity $`\eta (T)`$ has no dynamical meaning in a mean field context, but it provides an useful definition of $`T_g`$ that hopefully coincides with the usual one in finite dimension. It will turn out that our analysis is not strictly dependent on this definition of $`T_g`$, the behavior of the various quantities at $`T_g`$ being representative, as we will see, of a general trend observed at all temperatures $`T[T_K,T_d]`$ by varying $`p`$.

### II.1 Two-replica potential

The easiest way to provide a definition of all the above quantities is to consider the two-replica potential approach introduced and discussed in FP1 ; FP2 . This function, $`V(q,T)`$, can be interpreted as the free-energy cost paid to keep two copies of the system at a fixed overlap $`q`$,

$$V(q,T)=F_q(T)F_0(T);$$
(5)
here $`F_q(T)`$ is the free energy of two copies of the system when constrained to have fixed overlap $`q`$, and $`F_0(T)=2F(T)`$ is the free energy of two independent copies of the system.

Its qualitative behavior is shown in Fig. 1 for the 1RSB mean field p-spin spherical model: for $`T>T_d`$ it is a convex function of $`q`$ with only one minimum at $`q=0`$. At the dynamical transition temperature $`T_d`$ a secondary minimum starts to develop at finite $`q`$. On lowering the temperature below $`T_d`$, the value of $`V`$ at the minimum decreases and vanishes at the thermodynamical transition temperature $`T_K`$.

From the potential $`V(q,T)`$ one can extract information about the complexity $`\mathrm{\Sigma }(T)`$ and the barrier height $`(T)`$. Indeed, it is well known that for $`T_K<T<T_d`$ the phase space of 1RSB models is disconnected in an exponentially high number of metastable states. The Gibbs equilibrium state is a superposition of a subset of these states (“equilibrium states”) having a defined self-overlap $`q(T)`$; however, the probability of finding - at equilibrium - two independent copies of the system in the same state is zero CGP1 . Different states have zero overlap, we therefore expect that the stable phase of the two copies of the system - i.e., the one for which $`V(q)`$ is minimum - is at $`q=0`$. This is indeed the case as one can see from Fig. 1. The secondary minimum at $`q0`$ can then be interpreted as a metastable state for the two coupled systems, that corresponds to the situation where both systems are in the same state with self overlap $`q(T)`$. Thus, the value $`q_{min}(T)`$ where $`V(q,T)`$ has a secondary minimum can be interpreted as the self-overlap of the equilibrium states at temperature $`T`$.

The free energy of the system for $`T_K<T<T_d`$ can be written as

$$F(T)=f(T)T\mathrm{\Sigma }(T),$$
(6)
where $`f(T)`$ is the free energy of a single equilibrium state at temperature $`T`$ and $`\mathrm{\Sigma }(T)`$ is the complexity, i.e. the logarithm of the number of equilibrium states. The free energy of two independent copies of the system is $`F_0(T)=2F(T)=2f(T)2T\mathrm{\Sigma }(T)`$, while the free energy of two copies constrained to be in the same equilibrium state is given by

$$F_{q_{min}}(T)=2f(T)T\mathrm{\Sigma }(T).$$
(7)
Thus,

$$V(q_{min},T)=F_{q_{min}}(T)F_0(T)=T\mathrm{\Sigma }(T),$$
(8)
and the equilibrium complexity $`\mathrm{\Sigma }(T)`$ can be deduced from the function $`V(q,T)`$.

The difference between the value of $`V`$ at the maximum and the value of $`V`$ at the minimum can be interpreted as the height of a “barrier” that the two coupled systems have to overcome to escape from the situation where they are constrained to be in the same state. Thus, we can define the “barrier height” $`(T)=V(q_{max},T)V(q_{min},T)`$. Note that a system-dependent proportionality factor is needed in order to account for the cooperativity of the process of escaping from a state: indeed, $`V(q)`$ is the free energy per spin, while an unknown number of spin can be involved in the escaping process. Therefore, the $`(T)`$ defined above is an estimate of the barrier height up to an unknown (system-dependent) proportionality factor.

### II.2 Temperatures

The thermodynamical transition temperature $`T_K`$ is defined as the temperature where the complexity vanishes: $`\mathrm{\Sigma }(T_K)=0`$. Then, at $`T_K`$ the value of $`V`$ at the secondary minimum becomes equal to zero (see Fig. 1). The dynamical transition temperature $`T_d`$ is the temperature at which the metastable minimum first appears. We now provide a definition of “glass transition temperature” $`T_g`$. As we discussed at the beginning of this section, using the Adam-Gibbs relation, the usual definition of glass transition temperature turns out to be

$$\frac{(T_g)}{T_g\mathrm{\Sigma }(T_g)}=𝒞.$$
(9)
The value of the constant $`𝒞`$ is arbitrary. Taking into account the fact that in the considered models $``$ is defined up to a proportionality factor, we can fix the value of the constant in order to obtain reasonable (with respect to experiments) values for the different quantities we want to study, fragility in particular. Different choices of the constant change only quantitatively the results, while the qualitative picture stays the same.

### II.3 Complexity, barrier heights and fragility

Given a definition of $`T_g`$, the complexity at $`T_g`$ is simply $`\mathrm{\Sigma }(T_g)`$ and the barrier height $`(T_g)`$: clearly, these two quantities are related by Eq. 9. Knowing the complexity as a function of the temperature, we can define the fragility as:

$$m(T_g)=1+T_g\frac{\mathrm{\Sigma }^{}(T_g)}{\mathrm{\Sigma }(T_g)}.$$
(10)
The latter definition is very useful in a mean field context as - once a definition of $`T_g`$ has been chosen - it involves only the complexity, that is a well-defined quantity in mean field models. It is equivalent to the usual Angell definition of fragility if $`\eta _{\mathrm{}}=`$const, and the Adam-Gibbs relation is assumed to be valid noifrag . This definition of fragility has been shown to be related to the one usually considered in experiments in Ref. Ang1 .

### II.4 Volume of the states

As we discussed in the Introduction, in Ref. TS  fragility has been shown to be correlated with an index related to the volume of the states populated at equilibrium around $`T_g`$. More precisely, in TS  this index has been defined as

$$\alpha (T_g)=\underset{k0}{lim}\frac{d[f_k(T)]^1}{d(T/T_g)}|_{T=0},$$
(11)
where $`f_k(T)`$ is the non-ergodicity factor extracted from the dynamic structure factor $`S(k,\omega )`$ at a given wave vector $`k`$. From Fig. 2 of Ref. TS , we see that the possibility of classifying the considered systems in term of $`\alpha `$ \- given by Eq. 11 \- relies on the observation that the curves of $`f_k`$ as a function of $`T/T_g`$ for different systems do not intersect (the same observation, that holds for $`\mathrm{log}\eta (T)`$ as a function of $`T_g/T`$, is the basis of the definition of fragility). Therefore, the index $`\alpha `$ defined in TS  can be replaced by other equivalent \- by equivalent we mean positively correlated - definitions (like the definition of $`F_{1/2}`$ as a “fragility index” Ang1 ). An useful equivalent definition of $`\alpha `$ is

$$\alpha (T_g)=\underset{k0}{lim}\left[1f_k(T_g)\right].$$
(12)
As one can easily check observing Fig. 2 of Ref. TS , this definition is equivalent to Eq. 11 if the curves $`f_k(T)`$ do not intersect.

The quantity $`f_k(T)`$ (in the low-$`k`$ limit) can be identified in the considered models with the self-overlap of the states: this identification come from the observation that both quantities represent the plateau of a relevant correlation function. Thus, we will define

$$\alpha (T_g)=1q(T_g),$$
(13)
where $`q(T_g)`$ is the self-overlap of the equilibrium states at $`T_g`$, i.e., the value of $`q`$ where $`V(q,T)`$ has the secondary minimum at $`T=T_g`$ (see Fig. 1).

As the self-overlap of the states is related to their volume in phase space (high overlap corresponding to small states), a small value of $`\alpha `$ corresponds to small-volume states, while a big value of $`\alpha `$ corresponds to large-volume states. In this sense, $`\alpha (T_g)`$ will be called “volume of the equilibrium states at $`T_g`$”. Note that a similar identification has been discussed in Ref. TS : indeed, from Eq. 7 of Ref. TS  (note that due to a typing error the power $`1`$ has to be disregarded) one can see that $`\alpha `$ is related to the curvatures of the minima of the potential (in the harmonic approximation), and that small curvatures (large volume) correspond to large $`\alpha `$, while high curvatures (small volume) correspond to small $`\alpha `$. This is consistent with the equivalence of the definition of $`\alpha `$ given in Ref. TS  and the one adopted here.

### II.5 Summary of the definitions

To conclude this section, we give a short summary of all the definition we discussed. We will call $`q_{min}(T)`$ the value of $`q`$ where $`V(q,T)`$ has the secondary minimum, and $`q_{max}(T)`$ the value of $`q`$ where $`V(q,T)`$ has a maximum. Then, we define:

$$\begin{array}{ccc}\mathrm{\Sigma }(T)\hfill & =& V(q_{min}(T),T)/T\hfill \\ (T)\hfill & =& V(q_{max}(T),T)V(q_{min}(T),T)\hfill \\ T_K\hfill & :& \mathrm{\Sigma }(T_K)=0\hfill \\ T_g\hfill & :& \frac{(T_g)}{T_g\mathrm{\Sigma }(T_g)}=𝒞\hfill \\ T_d\hfill & :& q_{max}(T_d)=q_{min}(T_d)\hfill \\ m(T_g)\hfill & =& 1+T_g\frac{\mathrm{\Sigma }^{}(T_g)}{\mathrm{\Sigma }(T_g)}\hfill \\ \alpha (T_g)\hfill & =& 1q_{min}(T_g)\hfill \end{array}$$

The constant $`𝒞`$ will be chosen in order for the fragility to be in the experimentally observed range.

## III Spherical p-spin model

In this section, we will compute explicitly all the previously defined quantities in the spherical p-spin model. The model is defined by the Hamiltonian

$$H_p=\underset{(i_1,\mathrm{},i_p)}{}J_{i_1,\mathrm{},i_p}\sigma _{i_1}\mathrm{}\sigma _{i_p},$$
(14)
where $`\sigma _i`$ are real variables subject to a spherical constraint $`_i\sigma _i^2=N`$, and $`J_{i_1,\mathrm{},i_p}`$ are quenched random Gaussian variables with zero mean and variance $`p!/(2N^{p1})`$. This simple model has been successfully used for studies of the glass transition CS ; LeticiaLH . It is a “Gaussian-like” model, in the sense that its complexity - even if the distribution of states in not exactly Gaussian - is known to be a concave function of the temperature, that vanish at $`T_K`$ and assumes its maximum at $`T_d`$, without any inflection point in between CS2 .

The expression for $`V(q,T)`$ in the p-spin spherical model has been computed in Refs. FP1 ; BFP . However, a simplified expression can be used when the value of $`V(q,T)`$ on its stationary points is considered (see Appendix A):

$$V(q,T)=\frac{\beta }{4}q^p\frac{T}{2}\mathrm{log}(1q)\frac{Tq}{2}.$$
(15)
This function can be shown to coincide with the correct $`V(q,T)`$ on each stationary point of $`V(q,T)`$. As we are interested only in the value of $`V(q,T)`$ on its stationary points, the use of the correct $`V(q,T)`$ calculated in Refs. FP1 ; BFP  or of the one given by Eq. 15 will give exactly the same result.

Note that, while the model is defined only for integer $`p`$, Eq. 15 holds also for real $`p`$; we will therefore discuss the behavior of the different quantities for any real $`p2`$. In particular, the $`p2`$ limit is interesting being related to a diverging fragility ($`T_dT_K`$) and to the discontinuous 1RSB transition becoming a continuous one.

### III.1 Temperatures

From Eq. 15 we can compute the three temperatures $`T_K`$, $`T_g`$ and $`T_d`$ as functions of $`p`$. Their behavior is reported in Fig. 2. We immediately note that, for $`p2`$, the difference between $`T_K`$ and $`T_g`$ is very small, therefore the system is very fragile; moreover, for $`p\mathrm{}`$ the Kauzmann temperature approaches zero (as $`1/\sqrt{\mathrm{log}p}`$), while the glass transition temperature remains finite. The system therefore becomes stronger and stronger on increasing $`p`$.

### III.2 Complexity and fragility

The same observation can be made more quantitative by considering an “Angell plot” for the complexity Ang1 : in Fig. 3 we show the complexity $`\mathrm{\Sigma }(T)`$ as a function of the temperature, for different values of $`p`$. The choice of the particular scaling that appears in Fig. 3 has been made in order to make a close correspondence with Fig. 2 of Ref. Ang1 . We see that the curves for different values of $`p`$ are ordered from bottom to top. The same behavior is observed in experimental systems of different fragility. Indeed, the index of fragility defined in Eq. 10 is exactly one plus the slope of the curves in $`T_g/T=1`$ (see Fig. 3):

$$\begin{array}{cc}\hfill m(T_g)& =1+T_g\frac{\mathrm{\Sigma }^{}(T_g)}{\mathrm{\Sigma }(T_g)}\hfill \\ & =1+\frac{d[\mathrm{\Sigma }(T_g)/\mathrm{\Sigma }(T)]}{d[T_g/T]}|_{T=T_g}.\hfill \end{array}$$
(16)
The fragility index $`m`$ is shown in Fig. 4 as a function of $`p`$. We see that it is a decreasing function of $`p`$. Its values are in the range observed for experimental system due to our (arbitrary) choice of the constant $`𝒞`$ appearing in Eq. 9, $`𝒞=0.1`$. In Fig. 4 $`\mathrm{\Sigma }(T_g)`$ is also reported as a function of $`p`$. We see that it is an increasing function of $`p`$, that diverge as $`\mathrm{log}p`$ for $`p\mathrm{}`$: thus, the number of states in this system is a decreasing function of the fragility, at variance with what is currently believed (for a review, see Ref. noifrag ). We will discuss this point in detail in section V.

### III.3 Barrier heights and volume of the states

In Fig. 4 the barrier height $`(T_g)`$ is also reported as a function of $`p`$, together with the index $`\alpha (T_g)=1q(T_g)`$ that we called “volume” of the equilibrium states at $`T_g`$. We observe that in this model the states become smaller on increasing $`p`$, while the barriers separating them increase. In section V we will discuss this behavior trying to deduce a geometric description of the evolution of the phase space of this model at different $`p`$, and relate fragility to geometric properties of the phase space.

## IV Ising p-spin model

The Ising p-spin model is another popular model for the study of the glass transition Derrida ; KTW . Its Hamiltonian is given by Eq. 14, where the variables $`\sigma _i`$ are Ising spins, $`\sigma _i=\pm 1`$, and the spherical constraint is absent. For the Ising p-spin model, the two-replica potential $`V(q,T)`$ is given by

$$\begin{array}{cc}\hfill V(q,T)& =\beta \frac{p1}{4}q^p+\beta \frac{p}{4}q^{p1}\hfill \\ & \frac{𝒟z\mathrm{cosh}(\mathrm{\Lambda }z)\mathrm{log}\mathrm{cosh}(\mathrm{\Lambda }z)}{𝒟z\mathrm{cosh}(\mathrm{\Lambda }z)},\hfill \end{array}$$
(17)
where $`𝒟z=\mathrm{exp}(z^2/2)dz`$, and $`\mathrm{\Lambda }^2=\beta ^2\frac{p}{2}q^{p1}`$.

The Ising p-spin model is also a “Gaussian-like” model, like the spherical one. However, the total number of states in the Ising p-spin model cannot be greater than $`2^N`$ (the total number of configurations), and hence $`\mathrm{\Sigma }(T)\mathrm{log}2`$, while in the spherical model $`\mathrm{\Sigma }(T_g)`$ diverge as $`\mathrm{log}p`$ for $`p\mathrm{}`$, as previously discussed.

### IV.1 Temperatures

The first consequence of this difference is observed when studying the transition temperatures as a function of $`p`$ (see Fig. 5). Indeed, as in the spherical model, we have $`T_KT_g`$ for $`p2`$, and $`T_gT_K`$ for $`p\mathrm{}`$. But, in this model, $`T_K`$ tends to a finite value at large $`p`$, while $`T_g`$ and $`T_d`$ diverge. This behavior can be understood recalling that for a “Gaussian-like” model we have $`T_K1/\sqrt{\mathrm{\Sigma }^{}}`$, $`\mathrm{\Sigma }^{}`$ being the total number of states, i.e., the maximum of $`\mathrm{\Sigma }(T)`$ noifrag .

### IV.2 Complexity and geometric properties of the phase space

The “Angell plot” for the complexity of the Ising p-spin model looks very similar to the one of the spherical model (see Fig. 3) and is not reported here.

Having fixed an appropriate value for the constant $`𝒞`$ in Eq. 9 ($`𝒞=0.02`$, different from the value chosen in the previous case), the behavior of the fragility as a function of $`p`$ is also very similar to the one of the spherical model. The same behavior is found for the other quantities under study, as one can deduce from a comparison of Fig. 6 and Fig. 4, the main difference being the discussed behavior of $`\mathrm{\Sigma }(T_g)`$ at large $`p`$.

### IV.3 Vibrational properties and volume of the states

Another relevant difference between the spherical and the Ising model is that, in the latter, harmonic vibrations are not present (the variables being discrete): we have $`q(T)1`$ exponentially for $`T0`$, and the definition of $`\alpha `$ via Eq. 11 gives $`\alpha =0`$ for all $`p`$. However, the definition given in Eq. 13 and used in our calculations gives a reasonable result also in absence of harmonic vibrations.

## V Correlations between different properties of the phase space

In this section we will examine the correlations in the quantities under study, trying to relate fragility to the phase space geometry. We will compare our results with the general consideration that we made in Ref. noifrag , and with the experimental results of Ref. TS .

### V.1 Fragility and volume of the states

In Ref. TS  it has been established that fragility is positively correlated with the index $`\alpha `$ defined in section II. In other words, fragile systems have large basins while strong systems have small basins. In Fig. 7 we plot the fragility $`m`$ as a function of $`\alpha `$ parametrically in $`p`$ for the investigated systems. The curve $`m(\alpha )`$ is very similar for the two models - remember that the only adjustable parameter is the constant $`𝒞`$ in Eq. 9. By comparison with Fig. 3 of Ref. TS , we conclude that the model has a behavior similar to the one of real systems. Surprisingly, also the linear correlation between $`m`$ and $`\alpha `$ is reproduced for $`\alpha 0.4`$. Thus, mean field p-spin models are able to describe the relation between fragility and the volume of the basins visited around $`T_g`$ found in Ref. TS .

### V.2 Fragility and total number of states

It is usually believed that fragile systems have a larger number of states than strong ones, even if the total number of states is not an experimentally accessible quantity and numerical simulations give contradictory results numeric . However, in the model considered here the behavior is exactly the opposite. In Fig. 8 we report $`\mathrm{\Sigma }(T_g)`$ as a function of the fragility: we see that the total number of states is a decreasing function of the fragility, at variance of what is currently believed. To discuss this point, we have to refer to noifrag : there, we discussed the possibility of correlating fragility with the total number of states for general models of $`\mathrm{\Sigma }(T)`$, and assuming the validity of the Adam-Gibbs relation, Eq. 1. We concluded that the knowledge of the distribution of states is not enough to determine the fragility. Indeed, the relevant parameter was identified, for a general “Gaussian-like” distribution of states, as

$$D=\frac{(T_g)}{T_K\mathrm{\Sigma }(T_g)}.$$
(18)
Note that in Eq. 18 we have to calculate $``$ at $`T=T_g`$ because in the considered models the barrier height $``$ is a $`T`$-dependent quantity, while in the Adam-Gibbs relation it is usually assumed to be a constant (see Eq. 1). However, the Adam-Gibbs relation has been tested around $`T_g`$, therefore, to a good approximation, we can fix $``$ to be a constant equal to its $`T=T_g`$ value. The parameter $`D`$ is inversely proportional to the fragility $`m`$: therefore $`m\mathrm{\Sigma }/`$. Thus, fragility is not simply correlated to the total number of states: if the “barrier heights” grow faster than the total number of states, fragility can be a decreasing function of $`\mathrm{\Sigma }`$. We will now show that this is indeed the case in the considered models.

### V.3 Barrier heights, total number of states and fragility

From Fig. 4 and Fig. 6 we see that the barrier height is indeed an increasing function of $`p`$ in the considered models. Using Eq. 9, Eq. 18 can be written as

$$D=𝒞\frac{T_g}{T_K}.$$
(19)
Therefore, from Fig. 2 and Fig. 5 we see that $`D`$ is indeed an increasing function of $`p`$ that diverge for $`p\mathrm{}`$, as the ratio $`T_g/T_K`$ increase on increasing $`p`$ for both models. Thus, we can conclude that in the considered models the height of the barriers (in units of $`T_K`$) increases faster than the total number of states. This explains why one observe an inverse correlation between fragility and the total number of states, as discussed above and in Ref. noifrag .

### V.4 A geometric picture of the phase space

Collecting all the information that we obtained in the previous sections, we can propose a geometric picture of the variation with $`p`$ of the $`p`$-spin model free energy landscape. Indeed, on increasing $`p`$:
i) The total number of states increases.
ii) The volume of the states decreases ($`\alpha `$ decreases).
iii) The height of the barriers between states increases.
Thus, we get the picture of a landscape where, on increasing $`p`$, a great number of small states with very high curvatures and separated by very high barriers appear: a sketch of this evolution is given in Fig. 9. The behavior of the fragility in this situation is related to the behavior of $`\mathrm{\Sigma }/`$, the ratio between number of states and height of the barriers between them: in these models, it turns out that $``$ increase faster than $`\mathrm{\Sigma }`$, and the fragility is a decreasing function of $`p`$.

This behavior is consistent with the fact that fragility turns out to be positively correlated with the “volume” of the states as measured by $`\alpha `$. Indeed, if, on the contrary, the barrier height grew slower than the total number of states (equivalently, if $`m`$ would be positively correlated with the total number of states), there should be also an inverse correlation between $`m`$ and $`\alpha `$, in disagreement with what is experimentally observed.

In the $`p2`$ limit, where the fragility becomes infinite, the second derivative with respect to $`q`$ of the potential $`V(q,T)`$ calculated in $`q=0`$ and $`T=T_K=T_d`$ vanishes (see Fig. 1) and the so-called spin glass susceptibility diverges at the critical temperature. In other words when the fragility becomes infinite soft modes appear at the critical temperature supporting the previously presented physical picture.

Note that the outlined picture is valid for “Gaussian-like” models, i.e., models where the complexity is a concave function of the temperature that vanish at $`T_K`$ without any inflection point. These models seem to describe correctly the distribution of basins in real systems only for relatively high fragilities. The behavior of the complexity (or configurational entropy, or excess entropy) as a function of temperature for very strong systems is still an open problem; our discussion may not apply to these systems.

## VI Conclusions

From the investigation of two mean field p-spin models, we proposed a picture for the evolution of the free-energy landscape from fragile liquids to strong ones. This picture accounts for the recently observed correlation between fragility of a liquid and vibrational properties of the corresponding glass. The main prediction of our analysis is that the total number of states and the Adam-Gibbs parameter $``$ should both be decreasing functions of the fragility. Unfortunately, existing data are not sufficient to strictly test this prediction; the excess entropy is available only for few experimental systems, and numerical simulations are performed in a temperature range where the fragility of the investigated systems is approximately the same. We hope that this predictions can be tested in the future.

We thank Stefano Mossa for a careful reading of the manuscript, and Cristiano De Michele, Tullio Scopigno, Francesco Sciortino and Luca Angelani for useful discussions.

## Appendix A The two-replica potential

The two-replica potential is defined in Ref. FP1  as

$$\begin{array}{cc}& V(q)=F(T)\frac{T}{N}𝑑\sigma \frac{e^{\beta H(\sigma )}}{Z(\beta )}\mathrm{log}Z(\sigma ,q)\hfill \\ & Z(\sigma ,q)=𝑑\tau e^{\beta H(\tau )}\delta (qq(\sigma ,\tau )),\hfill \end{array}$$
(20)
where $`F(T)`$ is the equilibrium free energy, and $`q(\sigma ,\tau )`$ is the overlap function. The following expression is then derived <sup>2</sup><sup>2</sup>2Note that the expression given in FP1 , Eq. (15), is slightly different from this one probably due to a typing mistake:

$$\begin{array}{cc}& V(q)=F(T)\hfill \\ & \underset{n0}{lim}\underset{m1}{lim}\frac{T}{Nn}\frac{}{m}\left(𝑑\sigma e^{\beta H(\sigma )}Z(\sigma ,q)^{m1}\right)^n.\hfill \end{array}$$
(21)
The last integral can be rewritten as

$$\begin{array}{cc}& \left(𝑑\sigma e^{\beta H(\sigma )}Z(\sigma ,q)^{m1}\right)^n=\hfill \\ & 𝑑\sigma _{a\alpha }e^{\beta _{a\alpha }H(\sigma _{a\alpha })}\underset{a=1}{\overset{n}{}}\underset{\alpha =2}{\overset{m}{}}\delta (qq(\sigma _{a1},\sigma _{a\alpha })),\hfill \end{array}$$
(22)
where $`a=1,\mathrm{},n`$, $`\alpha =1,\mathrm{},m`$. This is exactly the expression of the $`nm`$ times replicated equilibrium partition function, with the additional constraint given by the $`\delta `$-functions. Using standard manipulations CS , it is rewritten as

$$\begin{array}{cc}& 𝑑Q_{a\alpha ,b\beta }e^{Nf(Q)}\underset{a=1}{\overset{n}{}}\underset{\alpha =2}{\overset{m}{}}\delta (qQ_{a1,a\alpha })\hfill \\ & f(Q)=\frac{\beta ^2}{4}\underset{a\alpha ,b\beta }{}Q_{a\alpha ,b\beta }^p+\frac{1}{2}\mathrm{log}detQ.\hfill \end{array}$$
(23)
Thus, evaluating the integral at the saddle point, we get

$$V(q)=F(T)\underset{n0}{lim}\underset{m1}{lim}\frac{T}{n}\frac{}{m}f(\overline{Q}).$$
(24)
The matrix $`\overline{Q}`$ is defined by the following conditions:
i) the elements on the diagonal are equal to 1;
ii) the elements $`\overline{Q}_{a1a\alpha }`$, $`\alpha >1`$, are equal to $`q`$;
iii) all the other elements are determined by the maximization of $`f(Q)`$.
As usual, one needs a parametrization of the matrix $`Q`$ in order to perform the analytic continuation to non-integer $`n`$ and $`m`$. A possible ansatz is FP1  (in the example, $`n=3`$, $`m=4`$):

$$\overline{Q}=\left(\begin{array}{ccc}\left(\begin{array}{cccc}1& q& q& q\\ q& 1& r& r\\ q& r& 1& r\\ q& r& r& 1\end{array}\right)& 0& 0\\ 0& \left(\begin{array}{cccc}1& q& q& q\\ q& 1& r& r\\ q& r& 1& r\\ q& r& r& 1\end{array}\right)& 0\\ 0& 0& \left(\begin{array}{cccc}1& q& q& q\\ q& 1& r& r\\ q& r& 1& r\\ q& r& r& 1\end{array}\right)\end{array}\right)$$

Within this ansatz, and using the relation

$$det\left(\begin{array}{cccc}1& q& q& q\\ q& 1& r& r\\ q& r& 1& r\\ q& r& r& 1\end{array}\right)=(1r)^{m2}[12r+rm(m1)q^2],$$
(25)
one gets

$$V(q)=\frac{\beta q^p}{2}+\frac{\beta r^p}{4}\frac{T}{2}\left[\mathrm{log}(1r)+\frac{rq^2}{1r}\right],$$
(26)
where $`r(q)`$ is determined by $`_rV=0`$. Now, it is easy to check that the condition $`dV/dq=_qV=0`$, together with $`_rV=0`$, is satisfied if $`q=r`$. Thus, when $`V(q)`$ is stationary, $`r(q)=q`$ and the potential $`V(q)`$ reduces to the one given by Eq. 15.
The fact that when $`dV/dq=0`$ the matrix $`\overline{Q}`$ reduces to the usual 1RSB overlap matrix (let us call it $`𝒬`$) is general: indeed, the condition $`dV/dq`$ from Eq. 24 is equivalent to

$$\frac{df(Q)}{dQ}=0.$$
(27)
This means that the function $`f(Q)`$ must be stationary with respect to all the elements of $`Q`$ if $`dV/dq=0`$, and we know that the 1RSB matrix $`𝒬`$ provides a solution to this condition. As a final remark, we note that if $`\overline{Q}=𝒬`$, we have

$$\frac{f(\overline{Q})}{nm}=\beta \varphi _{1RSB}(m,q),$$
(28)
where $`\varphi _{1RSB}`$ is the usual 1RSB free energy. Substituting this expression in Eq. 24, one obtains

$$\begin{array}{cc}\hfill V(q)& =F(T)+\underset{m1}{lim}_m\left(m\varphi _{1RSB}(m,q)\right)\hfill \\ & =\underset{m1}{lim}_m\varphi _{1RSB}(m,q);\hfill \end{array}$$
(29)
using the relation $`\varphi _{1RSB}(m=1)=F(T)`$ that holds above $`T_K`$. Therefore, on its stationary points, $`V(q)`$ is given (at the 1RSB level) by this simple expression, that can be easily calculated in several models. Note that, as discussed in Ref. BFP , full RSB effects can be important for the computation of $`V(q)`$. However, we don’t account for them in this paper.


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# Spintronics?

## Abstract

This is a brief review of spin physics in semiconductors, as well as of the historic roots of the recent very active research of spin-related phenomena. The perspectives of ”spintronics” are also discussed.

—————————————————————

1. Introduction

During several last years there has been an explosive development of research in spin physics in semiconductors - research that indeed has yielded a large variety of interesting and spectacular phenomena. Since this is not sufficient for fund-raising purposes, virtually every article describing this kind of research presents the following justification: this work is important for future quantum computation as well as for the emerging field of spintronics.

My view of the perspectives of practical quantum computing has already been published in the preceding Future Trends in Microelectronics collective treatise. As to spintronics, it has been broadly defined as ”…spin-based electronics, where it is not the electron charge but the electron spin that carries information, and this offers opportunities for a new generation of devices combining standard microelectronics with spin-dependent effects…”  This definition seems somewhat too broad, since it includes, for example, magnetic recording and NMR imaging both known long before the term ”spintronics” was born. What most people apparently mean by spintronics is the fabrication of some useful devices using a) creation of a non-equilibrium spin density in a semiconductor, b) manipulation of the spins by external fields, and c) detection of the resulting spin state. Narrowing the subject in this way, I will not consider phenomena where the spins are in thermal equilibrium, such as the famous Giant Magnetoresistance Effect, which has already found important applications. The purpose of this chapter is to briefly review spin physics in semiconductors, as well as the historic roots of recent research. The real achievements to date and the perspectives for future developments will be discussed.

2. Spin orientation. Historical background

Maybe the first step towards today’s activity was made by Robert Wood in 1923/24 when even the notion of electron spin was not yet introduced. In a charming paper  Wood and Ellett describe how the initially observed high degree of polarization of mercury vapor fluorescence (resonantly excited by polarized light) was found to diminish significantly in later experiments. ”It was then observed that the apparatus was oriented in a different direction from that which obtained in earlier work, and on turning the table on which everything was mounted through ninety degrees, bringing the observation direction East and West, we at once obtained a much higher value of the polarization.” In this way Wood and Ellet discovered what we now know as the Hanle effect,  i.e. depolarization of luminescence by transverse magnetic field (the Earth’s field in their case). It was Hanle who carried out detailed studies of this phenomenon and provided the physical interpretation.

The subject did not receive much attention until 1949 when Brossel and Kastler initiated profound studies of optical pumping in atoms, which were conducted by Kastler and his school in Paris in the 50ies and 60ies. (See Kastler’s Nobel Prize award lecture.) The basic physical ideas and the experimental technique of today’s ”spintronic” research originate from these seminal papers: creation of a non-equilibrium distribution of atomic angular moments by optical excitation, manipulating this distribution by applying $`dc`$ or $`ac`$ fields, and detecting the result by studying the luminescence polarization. The relaxation times for the decay of atomic angular moments can be quite long, especially when hyperfine splitting due to the nuclear spin is involved.

A number of important applications have emerged from these studies, such as gyroscopes and hypersensitive magnetometers, but in my opinion, the knowledge obtained is even more valuable. The detailed understanding of various atomic processes and of many aspects of interaction between light and matter was pertinent to the future developments, e.g. for laser physics.

The first experiment on optical spin orientation of electrons in a semiconductor (Si) was done by Georges Lampel in 1968, as a direct application of the ideas of optical pumping in atomic physics. The important difference is that now these are the free conduction band electrons that get spin-polarized, rather then electrons bound in an atom. This pioneering work was followed by extensive experimental and theoretical studies mostly performed by small research groups at Ecole Polytéchnique in Paris and at Ioffe Institute in St Petersburg (Leningrad) in the 70ies and early 80ies . At the time this research met with almost total indifference by the rest of the physics community. This lack of interest can be partly explained by the fact that no obvious applications were in sight, and the word ”spintronics ” was not yet invented.

2. Basic spin interactions

This section serves to enumerate the possible types of spin interactions that can be encountered in a semiconductor.

3.1. Magnetic interaction. This is the direct dipole-dipole interaction between the magnetic moments of a pair of electrons. For two electrons located at neighboring sites in a crystal lattice this gives energy on the order of 1K. This interaction is normally too weak to be of any importance in semiconductors.

3.2. Spin-orbit interaction. If an observer moves with a velocity $`𝐯`$ in an external electric field $`𝐄`$, he will see a magnetic field $`𝐁=(𝐯/c)\times 𝐄`$, where $`c`$ is the velocity of light This magnetic field acts on the electron magnetic moment. This is the physical origin of the spin-orbit interaction, the role of which strongly increases for heavy atoms (large $`Z`$). Due to spin-orbit interaction, any electric field, whether static or alternating, acts on the spin of a moving electron.

Spin-orbit interaction is key to our discussion as it enables optical spin orientation and detection (the electrical field of the light wave does not interact directly with the electron spin). It is (in most cases) responsible for spin relaxation. And finally, it makes the transport and spin phenomena inter-dependent.

3.3. Exchange interaction. It is, in fact, the result of the electrostatic Coulomb interaction between electrons, which becomes spin-dependent because of the requirement of the Pauli exclusion principle. The exchange interaction is responsible for ferromagnetism and for the phenomenon of spin injection in a semiconductor through a ferromagnetic contact. Because of low free electron density in a semiconductor, compared to a metal, it is normally not of major importance, except magnetic semiconductors (like CdMnTe) and the semiconductor-ferromagnet interface.

3.4. Hyperfine interaction with nuclear spins. This is the magnetic interaction between the electron and nuclear spins, which may be quite important if the lattice nuclei in a semiconductor have none-zero spin (like in GaAs). If the nuclei get polarized, this interaction is equivalent to the existence of effective nuclear magnetic field acting on electron spins. The effective field of 100% polarized nuclei in GaAs would be several Tesla! Experimentally, nuclear polarization of several percent is easily achieved.

4. Brief review of spin physics in semiconductors

The basic ideas concerning spin phenomena in semiconductors were developed both theoretically and experimentally 30 years ago. Some of these ideas have been rediscovered only recently. A review of non-equilibrium spin physics in (bulk) semiconductors can be found in Ref. , as well as in other chapters of the Optical Orientation book.

4.1. Optical spin orientation and detection. To date, the most efficient way of creating non-equilibrium spin orientation in a semiconductor is provided by interband absorption of circularly polarized light. Photons of right or left polarized light have a projection of the angular momentum on the direction of their propagation equal to $`+1`$ or $`1`$, respectively. When a circularly polarized photon is absorbed, this angular momentum is distributed between the photoexcited electron and hole according to the selection rules determined by the band structure of the semiconductor. Because of the complex nature of the valence band, this distribution depends on the value of the momentum of the created electron-hole pair ($`+𝐩`$ and $`𝐩`$). However if we take the average over the directions of $`𝐩`$, the result is the same as in optical transitions between atomic states with $`j=3/2`$ (corresponding to bands of light and heavy holes) and $`j=1/2`$ (corresponding to the conduction band). The photocreated electrons get spin-polarized because of the strong spin-orbit interaction in the valence band.

In an optical spin orientation experiment a semiconductor (usually p-type) is excited by circularly polarized light with $`\mathrm{}\omega >E_g`$. The circular polarization of the luminescence is analyzed, which gives a direct measure of the electron spin polarization (actually, the degree of circular polarization is simply equal to the average electron spin). Thus various spin interactions can be studied by simple experimental means. The electron polarization will be measured provided that the spin relaxation time $`\tau _s`$ is not very short compared to the recombination time $`\tau `$, a condition, which often can be achieved even at room temperature.

4.2. Spin relaxation. Spin relaxation, i.e. disappearance of initial non-equilibrium spin polarization, is the central issue for all spin phenomena. (In recent years it has become fashionable to use the term ”spin decoherence” for this process). Spin relaxation can be generally understood as a result of the action of fluctuating in time magnetic fields. In most cases, these are not ”real” magnetic fields, but rather ”effective” magnetic fields originating from the spin-orbit, or, sometimes, exchange interactions (see Section 1). A randomly fluctuating magnetic field is characterized by two important parameters: its amplitude (or, more precisely, its rms value), and its correlation time $`\tau _c`$, i.e. the time during which the field may be roughly considered as constant. Instead of the amplitude, it is more convenient to use the average spin precession frequency in this random field, $`\omega `$.

Thus we have the following physical picture of spin relaxation: the spin makes a precession around the (random) direction of the effective magnetic field with a typical frequency $`\omega `$ and during a typical time $`\tau _c`$. After a time $`\tau _c`$ the direction and the absolute value of the field change randomly, and the spin starts its precession around the new direction of the field. After a certain number of such steps the initial spin direction will be completely forgotten.

What happens depends on the value of the dimensionless parameter $`\omega \tau _c`$, which is the typical angle of spin precession during the correlation time. There are two limiting cases to be considered. If $`\omega \tau _c<<1`$, which is usualy the case, the precession angle is small, so that the spin vector experiences a slow angular diffusion. During a time interval $`t`$, the number of random steps is $`t/\tau _c`$, and for each step the squared precession angle is $`(\omega \tau _c)^2`$. These steps are not correlated, so that the total squared angle after time $`t`$ is $`(\omega \tau _c)^2t/\tau _c`$. The spin relaxation time $`\tau _s`$ may be defined as the time at which this angle becomes of the order of unity: $`1/\tau _s\omega ^2\tau _c`$.

This is essentially a classical result (the Planck constant does not enter), although certainly it can be also derived quantum-mechanically. Note, that for this case $`\tau _s>>\tau _c`$.

In the opposite limit, $`\omega \tau _c>>1`$, a spin will make many rotations around the direction of the magnetic field during the correlation time. During the time on the order of $`1/\omega `$ the spin projection transverse to the random magnetic field is (on average) completely destroyed, while its projection along the direction of the field is conserved. After time $`\tau _c`$ the magnetic field changes its direction, and the initial spin polarization will disappear. Thus for this case $`\tau _s\tau _p`$, i.e. the spin relaxation time is on the order of the correlation time.

There are many possible mechanisms providing the fluctuating magnetic fields responsible for spin relaxation. For mobile electrons in bulk III-V and II-VI semiconductors, as well as for 2D electrons in quantum wells, the dominant process is usually the Dyakonov-Perel mechanism ,, in which the effective magnetic field is related to the momentum dependent spin splitting of the conduction band. For electrons localized at donor sites or in quantum dots, this and other mechanisms related to the electron motion do not work, and the spin relaxation times may become quite long.

4.3. Hanle effect. Depolarization of luminescence by a transverse magnetic field (first discovered by Wood and Ellett, as described above) is effectively employed in experiments on spin orientation in semiconductors. The reason for this effect is the precession of electron spins around the direction of the magnetic field. Under continuous illumination, this precession leads to the decrease of the average projection of the electron spin on the direction of observation, which defines the degree of circular polarization of the luminescence. Thus the degree of polarization decreases as a function of the transverse magnetic field. Measuring this dependence under steady state conditions makes it possible to determine both the spin relaxation time and the recombination time.

4.4. Spin-related currents. There are several, generally weak effects based on the interconnection between spin and charge transport. One of them is related to spin-orbit interaction in scattering of electrons, which leads to the so-called skew scattering, an asymmetry of scattering with respect to the plane containing the directions of the initial spin and initial momentum - also known as the Mott effect. This effect leads to the appearance of an additional electron current, $`𝐣`$, due to the existence of spin orientation and its gradient:

$`𝐣=\beta 𝐄\times 𝐒\delta `$curl $`𝐒`$,

where $`𝐒`$ is the spin density vector, $`𝐄`$ is the electric field, and the coefficients $`\beta `$ and $`\delta `$ are proportional to the spin-orbit interaction. The first term is responsible for the so-called anomalous Hall effect. The second one describes an additional current component appearing due to an inhomogeneous spin density, an effect that was first reported in Ref. . An inverse effect is also possible: a current flow may create spin orientation near the sample surface.

In gyrotropic crystals a current can be induced by a homogeneous non-equilibrium spin density, as it was shown theoretically by Ivchenko and Pikus  and by Belinicher. This first experimental demonstration of this effect was reported in Ref. .

4.5. Interaction between the electron and nuclear spin systems. The non-equilibrium spin-oriented electrons can easily transmit their polarization to the lattice nuclei, thus creating an effective magnetic field (quite large, up to a fraction of Tesla). This field will, in turn, influence the spin of electrons (but not on their orbital motion). For example, it can strongly influence the electron polarization via the Hanle effect. Thus the spin-oriented electrons and the polarized lattice nuclei form a strongly coupled system, in which spectacular non-linear phenomena, like self-sustained slow oscillations and hysteresis are observed by simply looking at the circular polarization of the luminescence.  Optical detection of the nuclear magnetic resonance in a semiconductor was demonstrated for the first time by Ekimov and Safarov.

4.6. Spin injection. The idea of creating non-equilibrium electron spins in a semiconductor by passing a current through a ferromagnetic contact was proposed by Aronov and Pikus. The spin orientation on the semiconductor side should persist on the spin diffusion length $`(D\tau _s)^{1/2}`$, where $`D`$ is the diffusion coefficient and $`\tau _s`$ is the spin relaxation time. Such experiments were performed only recently (see below).

5. Recent research

Within the scope of this paper it is only possible to briefly outline the main directions of the current research presented in hundreds of publications. Most of this work is focused on spin-related optical and transport properties of two-dimensional semiconductor structures.

5.1. Time-resolved optical experiments. The time resolved optical measurements technique, developed by Awschalom and co-workers  has allowed to visualize very clearly and impressively the spin precession and the spin relaxation of electrons and holes on the picosecond time scale. This gives a unique possibility to study the intimate details of various spin processes in a semiconductor.

5.2. Spin dynamics in magnetic semiconductors. Mn doped III-V and II-VI systems, both bulk and two-dimensional, have attracted intense interest. The giant Zeeman splitting due to exchange interaction with Mn, combination of ferromagnetic and semiconductor properties, and the possibility of making a junction between a ferromagnetic and a normal semiconductor have been the focus of numerous studies.

5.3. Spin dynamics in quantum dots. The interest for spin effects in quantum dots is related to the expected very low spin relaxation rates (which are not observed so far, possibly because of non-homogeneous broadening). The only relaxation mechanisms that should remain effective are either phonon-related or due to the hyperfine interaction with nuclear spins. A number of studies addressed the spin dependence of transport through a quantum dot due to the Pauli eclusion principle.

5.4. Spin injection. Potential barriers at a ferromagnet-semiconductor interface are different for electrons with spin parallel or antiparallel to the polarization in the ferromagnet because of exchange interaction. For this reason, any departure from equilibrium (e.g. due to electric current through the interface or to illumination) will generally lead to spin injection in the semiconductor. The non-equilibrium spin orientation will exist on the scale of the spin diffusion length $`(D\tau _s)^{1/2}`$. Experimentally, spin injection from a ferromagnet to a normal metal, originally proposed by Aronov, was first observed by Johnson and Silsbee. Injection through a ferromagnet/semiconductor junction (with an efficiency of several percent) was investigated in many recent works.

5.5. The Datta-Das spin transistor. Virtually every paper in the field cites as an example of a future spintronic device the so-called Datta-Das transistor , which is a ballistic field effect transistor with ferromagnetic source and drain contacts. The source contact injects electrons with a fixed direction of spin, which can be rotated during the time of flight towards the drain by applying a gate voltage. This spin rotation arises due to spin-orbit interaction, with the gate-induced electric field transforming into an effective magnetic field (the Bychkov-Rashba effect ). Since the magnetic drain contact preferentially accepts a certain spin direction, the current will be an oscillating function of the gate voltage.

Datta and Das modestly labeled this proposed device as an ”electronic analog of the electro-optic modulator” which is quite correct. The main difference lies in the fact that an electro-optic modulator produces polarization-modulated light which can be used elsewhere, while the electronic analog just measures the modulated spin polarization within a submicron distance from the source. Such a device is yet to be fabricated and faces a number of obstacles, including the existence of stray magnetic fields from the contacts and the generally low efficiency of spin injection. However, even if it were fabricated one day, the advantages of such a spin transistor are far from obvious. After all, it will basically control the drain current by gate voltage - a task that is routinely performed without involving any spin physics.

5.6. Spin-dependent tunneling. If a tunneling contact is ferromagnetic, the potential barriers for spin up and spin down electrons are different. So are the transmission probabilities, and thus electrons with a certain spin direction will be preferentially transmitted. Injection of spin in a GaAs by electron tunneling from a ferromagnetic tip was demonstrated for the first time by Alvarado and Renaud. Similar phenomena was studied in many recent works.

5.7. Spin-related currents. Numerous recent results on spin photocurrents (also known as the circular photo-galvanic effect) in two-dimensional structures can be found in the comprehensive review by Ganichev and Prettl.  These studies are very interesting and involve subtle physics, which is now quite well understood.

5.8. Nuclear spin effects in optics and electron transport. As far as optical dynamic nuclear polarization in semiconductors and its optical detection are concerned, no major advances were made recently compared to the early results presented in Refs. . There are however some spectacular results on nuclear spin effects in low temperature magneto-transport. Enormous changes of the magnetoresistance in the Fractional Quantum Hall Effect regime are observed and shown to be related to the lattice nuclear spin polarization. This interesting effect is still waiting for a theoretical interpretation.

6. Conclusions

The field of spin physics in semiconductors is extremely rich and interesting. There are plenty of spin-related effects in optics and transport. While most of these effects are known for some time and the basics of spin physics are well established, the current very active research in spin dynamics in semiconductor and semi/ferro nanostructures is yielding new experimental techniques, as well as a better understanding of material properties, and revealing new possibilities of creation and detection of non-equilibrium spins.

This research, which is certainly interesting and exciting by itself, is being ”sold” under the banner of ”spintronics”, a future powerful branch of electronics where the electron spin will be used for more efficient information processing etc. For this end, a number of fairly vague ideas concerning spin-based devices have been advanced. Are there any real grounds for such a vision? Certainly, the key aspect of the future is that it is unpredictable. One may recall many examples of high expectations (such as ”all-optical computer” or ”Josefson junction logic”), which were later abandoned. Also worth noting is that several decades of intense research of NMR were required before really important practical applications appeared.

My opinion is that so far there are no indications of a coming spintronic revolution in electronics, nor any clear enough ideas of how it could happen, although it is quite probable that some applications will emerge. The electron spin is analogous to light polarization: while some applications of polarization effects in optics do exist, they clearly are not of primary practical importance. The difference between charge and spin is that once a voltage is applied, charges are likely to flow, leading to a usefull current. Non-equilibrium spin orientation, on the other hand, is even more fragile than light polarization, and the requirement of long spin relaxation times generally contradicts the possibility of easy spin manipulation.

It is amusing to read an increasing number of theoretical articles, which claim some weak and exotic spin effect to be of great importance for future spintronics and/or quantum computing. Clearly, the existence of some spin-dependent property does not necessarily mean that it can or will be used in practice.

In summary, while high-quality research in spin physics, like in any other domain, is surely beneficial, it still remains to be seen whether it will result in any kind of breakthrough in electronics.


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# Measurements of Six-Body Hadronic Decays of the 𝐷⁰ Charmed Meson

## 1 Introduction

Hadronic decays of charmed mesons have been extensively studied in recent years. However, six-body hadronic decays of the $`D^0`$ have not been previously observed; only an upper limit exists for the $`D^0\pi ^+\pi ^+\pi ^+\pi ^{}\pi ^{}\pi ^{}`$ branching fraction . In this paper, we present the first branching ratio measurements of the $`D^0K^{}\pi ^+\pi ^+\pi ^+\pi ^{}\pi ^{}`$ and $`D^0\pi ^+\pi ^+\pi ^+\pi ^{}\pi ^{}\pi ^{}`$ decay modes. Charge conjugate states are implicitly included and we use the abbreviations $`D^0K5\pi `$, $`D^06\pi `$, and $`D^0K3\pi `$ for the fully charged states.

The fixed-target charm photoproduction experiment FOCUS collected data during the 1996–1997 fixed-target run at Fermilab. The FOCUS detector is a large aperture spectrometer with excellent vertexing and particle identification capabilities. A photon beam is derived from the bremsstrahlung of secondary electrons and positrons produced from the 800 GeV/$`c`$ Tevatron proton beam. The photon beam interacts with a segmented beryllium-oxide target. The average photon energy for the interactions collected for the measurements we report is 180 GeV. Charged particles are tracked by two systems of silicon microvertex detectors. The upstream system , consisting of 4 planes (two views in two stations), is interleaved with the experimental target, while the other system lies downstream of the target and consists of twelve planes of microstrips arranged in four stations of three views. These detectors provide high resolution separation of production and decay vertices. The momentum of a charged particle is determined by measuring its deflections in two analysis magnets of opposite polarity with five stations of multiwire proportional chambers. Three multicell threshold Čerenkov counters are used to discriminate between electrons, pions, kaons, and protons.

## 2 Signals and selection criteria

A candidate driven vertexing algorithm  is used to reconstruct $`D^0`$ decays into six-body final states. A $`D^0`$ candidate consists of six tracks in an event that have zero total charge and form a vertex with at least a 2% confidence level. The momentum vector of the $`D^0`$ candidate, formed from the momenta of the six tracks, is then intersected with at least one other track in the event to form the $`D^0`$ production vertex; the confidence level of this vertex is required to be at least 1%. Additional cuts are applied based on event geometry and particle identification. To minimize systematic errors, identical cuts are used on the two six-body decay modes and on the normalizing mode, except that the $`D^06\pi `$ mode has no kaon identification cut. Our most effective cut for reducing non-charm backgrounds is a significance of detachment cut that requires the separation, $`\mathrm{}`$, between the $`D^0`$ production and decay vertices divided by its error, $`\sigma _{\mathrm{}}`$, to be greater than some threshold, in our case $`\mathrm{}/\sigma _{\mathrm{}}>13`$. The $`D^0`$ decay vertex is also required to be located outside of material in the target region by at least 2 standard deviations, which serves to reduce backgrounds from secondary interactions. Čerenkov particle identification is done using a $`\chi ^2`$-like variable $`W_i=2\mathrm{ln}\text{Likelihood}(i)`$, where $`i`$ ranges over electron, pion, kaon, and proton hypotheses . For each pion candidate, we require $`\mathrm{min}\{W_e,W_K,W_p\}W_\pi >4`$, which requires that each pion candidate is not highly favored to be an electron, kaon, or proton rather than a pion. For the kaon candidate in $`D^0K5\pi `$ and in the normalizing mode, we require that the kaon hypothesis is more likely than the pion hypothesis with the cut $`W_\pi W_K>3`$. Finally, the largest confidence level that one of the tracks from the decay vertex intersects the production vertex is required to be less than 25%.

The invariant mass distributions of the $`D^0`$ candidates that satisfy these criteria are plotted in Figure 1.

The $`D^0K5\pi `$ mass plot is fit with a linear polynomial plus two Gaussians with the same mean but different widths. We fit with two Gaussians because the mass resolution varies with momentum and the position of the decay vertex; the sum of two Gaussians provides a much better approximation to this situation than a single Gaussian. The widths of the two Gaussians and their relative yields are fixed to values obtained from a Monte Carlo simulation (61% of the total yield is in a Gaussian shape with $`\sigma =5.9\text{ MeV}/c^2`$ and 39% of the total yield is in a Gaussian shape with $`\sigma =13.1\text{ MeV}/c^2`$). The fit returns a signal yield of $`48\pm 10`$ events. Based on studies of reflections above and below the signal, we choose to fit over the range 1.78 GeV/$`c^2`$ to 1.98 GeV/$`c^2`$. The reflection below 1.78 GeV/$`c^2`$ is consistent with partial reconstruction of seven-body final states from $`D^+K6\pi `$ and from the decay chain $`D^0K^{}\pi ^+\eta ^{}`$, $`\eta ^{}\pi ^+\pi ^{}\eta `$, $`\eta \pi ^+\pi ^{}\pi ^0`$ or $`\eta \pi ^+\pi ^{}\gamma `$, which yields the same final state as $`K5\pi `$ with an additional $`\pi ^0`$ or $`\gamma `$. The structure above 2.0 GeV/$`c^2`$ is due to $`D^+K^{}\pi ^+\pi ^+\pi ^+\pi ^{}`$ with a random $`\pi ^{}`$ intersecting the decay vertex.

The $`D^06\pi `$ mass plot is also fit with a linear polynomial plus two Gaussians with the same mean whose widths and relative yield are fixed to values from a Monte Carlo simulation (60% of the total yield is in a Gaussian shape with $`\sigma =7.6\text{ MeV}/c^2`$ and 40% of the total yield is in a Gaussian shape with $`\sigma =16.2\text{ MeV}/c^2`$). The fit returns $`149\pm 17`$ events.

We measure the branching ratios of $`D^0K^{}\pi ^+\pi ^+\pi ^+\pi ^{}\pi ^{}`$ and $`D^0\pi ^+\pi ^+\pi ^+\pi ^{}\pi ^{}\pi ^{}`$ relative to the high statistics mode $`D^0K^{}\pi ^+\pi ^+\pi ^{}`$. The $`D^0K3\pi `$ normalizing mode is fit in the same way as the two six-body modes, and the fit returns $`\mathrm{70\hspace{0.17em}466}\pm 277`$ signal events. We also directly measure the relative branching ratio of the two six-body decay modes $`\mathrm{\Gamma }(D^0\pi ^+\pi ^+\pi ^+\pi ^{}\pi ^{}\pi ^{})/\mathrm{\Gamma }(D^0K^{}\pi ^+\pi ^+\pi ^+\pi ^{}\pi ^{})`$ in order to take into account any correlations in systematic errors on the two modes. From Monte Carlo simulations using a nonresonant model of each six-body decay mode, we compute the relative efficiencies $`\frac{ϵ(D^0K5\pi )}{ϵ(D^0K3\pi )}=0.254\pm 0.004`$, $`\frac{ϵ(D^06\pi )}{ϵ(D^0K3\pi )}=0.405\pm 0.004`$, and $`\frac{ϵ(D^06\pi )}{ϵ(D^0K5\pi )}=1.596\pm 0.027`$. The resulting branching ratio measurements are shown in Table 1.

Since the $`D^06\pi `$ mode is Cabibbo suppressed while the $`D^0K5\pi `$ mode is Cabibbo favored, one might expect the relative branching ratio of these two modes to be about $`\mathrm{tan}^2\theta _C0.05`$, where $`\theta _C`$ is the Cabibbo angle. Our measurement of their relative branching ratio is $`\frac{\mathrm{\Gamma }(D^06\pi )}{\mathrm{\Gamma }(D^0K5\pi )}=1.93\pm 0.47\text{ (stat.)}\pm 0.48\text{ (sys.)}`$.

## 3 Systematic errors

To check for bias in our selection of cuts, we have studied the sensitivity of the results to cut selection by individually varying each cut over a reasonable range of values. The branching ratio measurements are stable as the cuts are varied. We have investigated a number of sources of systematic uncertainty in the branching ratio measurements. These sources are described below, and the systematic errors associated with them are listed in Table 2.

We quantify the systematic uncertainty on the efficiency due to Monte Carlo simulation using the split sample procedure based on the $`S`$-factor method employed by the Particle Data Group . The data set is split into independent subsamples by reconstructed $`D^0`$ momentum and by early and late runs, which have different target and silicon microvertex detector configurations. Because of our limited statistics, the splits are done one variable at a time. We measure the branching ratio for each independent subsample and assess whether the subsample measurements are consistent with a single value by examining the $`\chi ^2`$. If $`\chi ^2/(\text{degrees of freedom})>1`$, we scale up the errors such that $`\chi ^2/\text{d.o.f.}=1`$. If the scaled error on the weighted average of the subsample measurements exceeds the statistical error on the whole sample measurement, we define the split sample systematic error to be the difference in quadrature between the scaled error and the statistical error.

We have studied the dependence of the results on the fitting procedure by fitting the histograms in several different ways: using one Gaussian instead of two, different bin sizes, and different background parameterizations. In the $`D^0K5\pi `$ case, we also used fit functions that included reflection shapes obtained from Monte Carlo simulations. The sample standard deviation of the branching ratio measurements from the different fit variants is taken as the fit variant contribution to the systematic error.

Because the resonance substructures of $`D^0K5\pi `$ and $`D^06\pi `$ are unknown and the subresonance model used in the Monte Carlo affects the reconstruction efficiency, we compute the efficiencies for several subresonance models and use the sample standard deviation of the resulting branching ratios as a contribution to the systematic error. The subresonance models used for $`D^0K5\pi `$ are $`D^0K^{}a_1(1260)^+`$, $`D^0\overline{K}^0\rho (1450)`$ ($`\rho (1450)4\pi `$), and $`D^0\overline{K}^04\pi `$ in addition to a nonresonant model. For $`D^06\pi `$, the subresonance model $`D^0\pi ^{}a_1(1260)^+`$ is used in addition to a nonresonant model. For subresonance models of both modes involving the $`a_1(1260)^+`$, we compute the efficiency for each of three different models for the decay of the $`a_1(1260)^+`$: $`a_1(1260)^+f_2(1270)\pi ^+`$, $`a_1(1260)^+f_0(1370)\pi ^+`$, and $`a_1(1260)^+\rho (1450)\pi ^+`$, where the $`f_2(1270)`$, $`f_0(1370)`$, and $`\rho (1450)`$ decay to four charged pions. The mass and width of the $`a_1(1260)^+`$ are assumed to be 1230 MeV/$`c^2`$ and 400 MeV/$`c^2`$, respectively.

We also include a systematic error contribution from differences in absolute tracking efficiencies for six-body versus four-body final states. The total systematic error is obtained by adding the different contributions in quadrature.

## 4 Conclusion

We have presented the first measurements of six-body hadronic decays of the $`D^0`$. The results are:

$`\frac{\mathrm{\Gamma }(D^0K^{}\pi ^+\pi ^+\pi ^+\pi ^{}\pi ^{})}{\mathrm{\Gamma }(D^0K^{}\pi ^+\pi ^+\pi ^{})}=(2.70\pm 0.58\pm 0.38)\times 10^3`$

$`\frac{\mathrm{\Gamma }(D^0\pi ^+\pi ^+\pi ^+\pi ^{}\pi ^{}\pi ^{})}{\mathrm{\Gamma }(D^0K^{}\pi ^+\pi ^+\pi ^{})}=(5.23\pm 0.59\pm 1.35)\times 10^3`$

$`\frac{\mathrm{\Gamma }(D^0\pi ^+\pi ^+\pi ^+\pi ^{}\pi ^{}\pi ^{})}{\mathrm{\Gamma }(D^0K^{}\pi ^+\pi ^+\pi ^+\pi ^{}\pi ^{})}=1.93\pm 0.47\pm 0.48`$

The relative branching ratio of the two six-body decay modes is much higher than one might expect from Cabibbo suppression. Theoretical discussion of many-body charm decays has suggested a “vector-dominance model” in which a charmed meson emits a $`W^\pm `$ which hadronizes into a charged vector, axial-vector, or pseudoscalar meson . Studies of five-body charm decays by FOCUS have provided evidence for this model with five-body decays of the $`D^0`$, $`D^+`$, and $`D_s^+`$ being dominated by quasi-two-body decays involving the $`a_1(1260)^\pm `$ . Our result for $`\mathrm{\Gamma }(D^06\pi )/\mathrm{\Gamma }(D^0K5\pi )`$ may be qualitatively explained by the hypothesis that six-body decays of the $`D^0`$ proceed primarily through quasi-two-body decays involving an $`a_1(1260)^+`$. The decay channels of the $`a_1(1260)^+`$ that can result in five charged pions are $`f_2(1270)\pi ^+`$, $`f_0(1370)\pi ^+`$, and $`\rho (1450)\pi ^+`$. If the $`D^0`$ decays to $`K^{}a_1(1260)^+`$, then only fractions of the widths of the $`f_2(1270)`$, $`f_0(1370)`$, and $`\rho (1450)`$ are available for the decay of the $`a_1(1260)^+`$, resulting in a significant suppression of six-body final states involving a kaon compared with six pion final states from the decay $`D^0\pi ^{}a_1(1260)^+`$.

We wish to acknowledge the assistance of the staffs of Fermi National Accelerator Laboratory, the INFN of Italy, and the physics departments of the collaborating institutions. This research was supported in part by the U. S. National Science Foundation, the U. S. Department of Energy, the Italian Istituto Nazionale di Fisica Nucleare and Ministero della Istruzione Università e Ricerca, the Brazilian Conselho Nacional de Desenvolvimento Científico e Tecnológico, CONACyT-México, and the Korea Research Foundation of the Korean Ministry of Education.


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# References

Comment on “Anomalous heat conduction and anomalous diffusion in one-dimensional systems”

A relation between anomalous diffusion, in which the mean squared displacement grows in time like $`(\mathrm{\Delta }x)^2=2D_\alpha t^\alpha `$ ($`0<\alpha 2`$), and anomalous heat conduction was recently derived through a scaling approach by Li and Wang li  (hereafter LW). In this model it is assumed that heat transport in a 1D channel is solely due to the flow of non-interacting particles: those entering the channel from the left have a different average kinetic energy than those entering from the right. The energies of the particles at both ends of the channel are defined through the Boltzmann distributions that correspond to the temperatures of two heat baths coupled to either end. The authors are correct in stating that different billiard models discussed in literature belong to this class of processes. However, in this Comment we point out certain crucial inconsistencies of the LW model with the physical picture of random processes leading to normal and anomalous diffusion.

Firstly, consider the collision-free heat transport between the two heat baths. This situation corresponds to ballistic transport, $`\alpha =2`$, and the mean first passage time acquires the scaling $`TL/v`$. In this case, the model of LW reproduces the original result lebowitz  for the heat conductivity, $`\kappa L`$. The first inconsistency becomes apparent already in this limiting case: since the typical velocities of particles entering the channel from the left and from the right are different, the corresponding left and right mean first passage time necessarily differ, as well. The equality of both first passage times invoked in LW can only be fulfilled if the particles are thermalized within the channel; however, under this assumption, the ballistic nature is lost and the whole model no longer holds. Partially, this problem may be circumvented by taking the limiting transition $`T_LT_R0`$ in Eq. (4).

The crucial flaw in LW, as we are going to show now, is the fact that Eq. (1) does not necessarily imply Eq. (2) in the range $`0<\alpha 2`$, and vice versa. Thus, although it is tempting to argue that if the typical displacement of the particle grows like $`(\mathrm{\Delta }x)^2^{1/2}t^{\alpha /2}`$ then the typical time for traveling a distance $`L`$ will scale like $`\tau L^{2/\alpha }`$, one cannot conclude what exactly this time $`\tau `$ defines: it may well differ from the mean first passage time, $`T`$. In particular, the latter may even diverge while $`\tau `$ exists.

To explain this need for caution let us first address subdiffusion, which corresponds to a long-tailed waiting time distribution of the form $`\psi (t)(t/t_0)^{1\alpha }/t_0`$ ($`0<\alpha <1`$) klablushle . In this case, it was shown in Ref. bvp  that the temporal eigenfunctions for a finite geometry are given by Mittag-Leffler functions, and therefore the survival probability decays like $`t^\alpha `$. Thus, the associated mean first passage time diverges: $`T=\mathrm{}`$, corresponding to the dominance of the probability of not moving in subdiffusion klablushle . (We should note that in one of the three references, Ref. gittermann , cited in LW to support their scaling relation, the result for the first passage time distribution is based on an integral expression, which diverges for a waiting time distribution of long-tailed nature, and is therefore wrong.) Without an external bias, the conductivity of a subdiffusive system vanishes bvp ; scher . The other case, in which the approach presented in LW fails are Lévy flights klablushle . Their mean first passage time exists and is finite, as can be shown using the methods described in Ref. sokolov ; however, their mean squared displacement diverges rem .

It must therefore be concluded that the model proposed in LW is by far less general than assumed there, and due to the combination of two a priori unrelated equations contains a crucial flaw in the foundations such that erroneous results ensue for both subdiffusion and Lévy flights. We also note that in a related context a model developed in Ref. denisov  provides analytical and numerical results for the heat conductivity consistent with our objections.

Finally, we point out that the interpretation in terms of the finite-time measurement in the case of subdiffusion, brought forth in the Reply of LW reply , would lead to a correct result. However, it would cause an explicitly cutoff time-dependent mean first passage time, and would therefore be different from the original model developed in Ref. li .

We acknowledge discussions with A. Chechkin, S. Denisov, J. Klafter and N. Korabel.

Ralf Metzler
NORDITA – Nordic Institute for Theoretical Physics
Blegdamsvej 17, 2100 Copenhagen Ø, Denmark

Igor M. Sokolov
Institut für Physik, Humboldt-Universität zu Berlin
Newtonstraße 15, 12489 Berlin, Germany


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# 1 Generalized symmetry and reductionof partial differential equations

## 1 Generalized symmetry and reduction <br>of partial differential equations

Let us consider partial differential equation

$$U(x,u,\underset{1}{𝑢},\underset{2}{𝑢},\mathrm{},\underset{k}{𝑢})=0,$$
(1)
where $`x=(x_1,x_2,\mathrm{},x_n)`$, $`u=u\left(x\right)C^k(^n,^1)`$, and $`\underset{k}{𝑢}`$ denotes all partial derivatives of $`k`$-th order. Replacing $`u`$ by $`u+ϵw`$ and then equating coefficients at $`ϵ`$ in Taylor series expansion we obtain linearized equation (1)

$$L(x,u,w)=0.$$
(2)
It has been proved that the following property is fulfilled in this case. If equation (1) admits Lie–Bäcklund vector field $`Q=\eta (x,u,\underset{1}{𝑢},\underset{2}{𝑢},\mathrm{},\underset{r}{𝑢})_u`$ and $`u=f\left(x\right)`$ is a solution of equation (1) then

$$w=Qu|_{u=f\left(x\right)}$$
(3)
is a solution of equation (2).

This property is illustrated by the connection between the solutions of Liouville and Moutard equations. It is well known that the Liouville equation

$$u_{xy}=2\mathrm{exp}u$$
(4)
is invariant with respect to the Lie group of transformations with generator

$$Q_1=f\left(x\right)_x+g\left(y\right)_y\left(f^{}+g^{}\right)_u,$$

where $`f\left(x\right)`$ and $`g\left(y\right)`$ are arbitrary smooth functions. Then from the solution

$$u=\mathrm{ln}\frac{X^{}Y^{}}{\left(X+Y\right)^2}$$

of Liouville equation we easily obtain the solution

$$u=\frac{X_1^{}}{X^{}}+\frac{Y_1^{}}{Y^{}}2\frac{X_1+Y_1}{X+Y}$$

of the Moutard equation

$$w_{xy}=2\frac{X^{}Y^{}}{\left(X+Y\right)^2}w$$

with potential $`V=2\frac{X^{}Y^{}}{\left(X+Y\right)^2}`$, where $`X\left(x\right)`$, $`Y\left(y\right)`$ are arbitrary smooth functions of their arguments, $`fX^{}=X_1`$, $`gY^{}=Y_1`$, by using (3).

This property can also be used for reduction of partial differential equations to system of equations with smaller number of independent variables. For simplicity consider ordinary differential equation

$$H(x,u,\mathrm{},\underset{m^{}}{u})=0,$$
(5)
where $`\underset{m^{}}{u}`$ denotes the derivative of $`u`$ with respect to one variable $`x_1`$ of $`m^{}`$-th order, and $`H`$ are a smooth function of its arguments. Suppose that $`Q`$ is the operator of Lie–Bäcklund symmetry of equation (5). Let

$$u=F(x,C_1,\mathrm{},C_m^{}),$$
(6)
where $`F`$ is a smooth function of variables $`x,C_1,\mathrm{},C_m^{}`$, $`C_1,\mathrm{},C_m^{}`$ are arbitrary functions of parametric variables $`x_2,x_3,\mathrm{},x_n`$, be a general solution of equation (5). Then operator $`Q`$ transforms solution (6) to the solution of linearized version of equation (5) i.e. the linear homogeneous ordinary differential equation. It means that $`Q`$ maps the set of solutions (6) into a $`m^{}`$–dimensional vector space $`M`$. Moreover, we proved that partial derivatives $`\frac{F}{C_i}`$, $`i=\overline{1,m^{}}`$ form the basis of $`M`$ provided that $`H`$ and $`F`$ are sufficiently smooth functions of their arguments. In this connection the following statement holds.

###### Theorem 1

Let equation (5) be invariant with respect to the Lie–Bäcklund operator $`Q`$. Then the ansatz

$$u=F(x,\varphi _1,\varphi _2,\mathrm{},\varphi _m^{}),$$
(7)
where $`\varphi _1,\varphi _2,\mathrm{},\varphi _m^{}`$ depend on $`n1`$ variables $`x_2,x_3,\mathrm{},x_n`$ reduces partial differential equation

$$\eta (x,u,\underset{1}{u},\underset{2}{u},\mathrm{},\underset{𝑟}{u})=0$$
(8)
to the system of $`k_1`$ equations for unknown functions $`\varphi _1,\varphi _2,\mathrm{},\varphi _m`$ with $`n1`$ independent variables and $`k_1m^{}`$.

Taking into account the above–mentioned arguments we proved the theorem. It can be easily generalize for $`\varphi _1,\varphi _2,\mathrm{},\varphi _m^{}`$ depending on $`\omega _l\left(x\right)`$, $`l=\overline{1,n1}`$, where $`\omega _l\left(x\right)`$ are some functions of variables $`x`$. Note that the case when equation (5) is linear ordinary differential equation and $`\eta `$ is the function of special type (evolution type) was considered in .

We consider several examples illustrating the application of the theorem. Firstly consider equation

$$u_t=f\left(u_x\right)u_{xx},$$
(9)
where $`f\left(u_x\right)`$ is a smooth function of $`u_x`$. Let us consider the equation (5) in the following form

$$u_{xx}=u_x^3.$$
(10)
In accordance with our approach we study the invariance of the equation (10) with respect to Lie–Bäcklund operator

$$K_1=\left(u_tf\left(u_x\right)u_{xx}\right)_u.$$
(11)
Function $`f\left(u_x\right)`$ is determined from the condition of invariance of the equation (10) with respect to the operator (11).It has the form

$$f=\frac{A}{u_x^3}+\frac{B}{u_x^2},$$

where $`A`$, $`B`$ are arbitrary real constants. Then we proved that the equation (10) admits the operators

$$K_2=uu_x_u,K_3=h\left(u+u_x^1\right)_u,$$

where $`h`$ is arbitrary smooth function. Therefore the equation (10) is invariant with respect to the group of Lie–Bäcklund transformations with infinitesimal operator $`\alpha _1K_1+\alpha _2K_2+\alpha _3K_3`$, where $`\alpha _1`$, $`\alpha _2`$, $`\alpha _3`$ are arbitrary real constants. From this it follows that the theorem can be used for the equation

$$u_t=\left(\frac{A}{u_x^3}+\frac{B}{u_x^2}\right)u_{xx}+\lambda uu_x+\lambda _1h\left(u+u_x^1\right),$$
(12)
where $`\lambda `$, $`\lambda _1`$ are arbitrary real constants. The ansatz corresponding to the equation (10) has the form

$$u=\varphi _2\left(t\right)\left(\varphi _1\left(t\right)2x\right)^{1/2},$$
(13)
where $`\varphi _1\left(t\right)`$ and $`\varphi _2\left(t\right)`$ are unknown functions. The ansatz (13) reduces the equation (12) to the system of ordinary differential equations

$$\varphi _2^{}=A\lambda +\lambda _1h\left(\varphi _2\right),\varphi _1^{}=2\left(B+\lambda \varphi _2\right).$$
(14)
For different $`h\left(\varphi _2\right)`$ we receive different solutions. Let $`h\left(\varphi _2\right)=\varphi _2`$. In this case the solution of the system (14) is

$$\varphi _2=Ce^{\lambda _1t}\left(A\lambda \right)\lambda _1^1,\varphi _1=2\left(B\left(A\lambda \right)\lambda \lambda _1^1\right)t+2\lambda _1^1\lambda Ce^{\lambda _1t}C_1.$$

Substituting this solution into (13) we obtain the solution

$$u=Ce^{\lambda _1t}\left(A\lambda \right)\lambda _1^1\left[2\left(\left(A\lambda \right)\lambda \lambda _1^1B\right)t2\lambda _1^1\lambda Ce^{\lambda _1t}+C_12x\right]^{1/2}$$

of equation (12). This solution can not be obtain by using classical Lie method of point symmetry.

Note that the ansatz (13) can be used for reduction of equations obtained by commutating of operators $`K_1`$, $`K_2`$, $`K_3`$ also.

Next we show the application of the method to equation associated with inverse scattering problem. As we know the group–theoretical background of the inverse scattering problem method was given for the first time in .

Namely we study the symmetry of the linear ordinary differential equation

$$u_{xx}=f(t,x)u.$$
(15)
where variable $`t`$ play the role of parameter in this equation, with respect to the Lie–Bäcklund operator

$$Q_1=\left(u_t+u_{xxx}3\frac{u_{xx}u_x}{u}+\alpha \left(t\right)u\right)_u,$$
(16)
where $`\alpha \left(t\right)`$ is a function of $`t`$.

We have proved that the equation (15) admits operator (16) if and only if $`f`$ satisfies the Korteveg-de Vrise equation in the form

$$f_t+f_{xxx}6ff_x=0.$$
(17)
This statement is valid for arbitrary smooth $`\alpha \left(t\right)`$. Thus if one can construct the general solution of equation (15) for some solution $`f(t,x)`$ of (17) then the corresponding ansatz will reduce partial differential equation

$$u_t+u_{xxx}3\frac{u_{xx}u_x}{u}+\alpha \left(t\right)u=0$$
(18)
to the system of two ordinary differential equations with independent variable $`t`$. We stress that solution $`f(t,x)`$ should not necessarily vanish at the infinity.

To solve the Cauchy problem

$$u_{t=t_0}=g\left(x\right)$$
(19)
for equation (18) one should construct solution $`f=p(t,x)`$ of equation (17) satisfying the condition $`p(t_0,x)=\frac{g_{xx}}{g}`$ and then to integrate ordinary differential equation

$$u_{xx}=p(t,x)u.$$

If we can construct the ansatz in this way then we reduce the Cauchy problem (19) for the equation (18) to the Cauchy problem for system of two ordinary differential equations.

In addition note that theorem 1 helped us to generalize theorem proved in  and concerning the sufficient conditions for the solution obtained by using conditional symmetry operators to be an invariant solution in the classical sense. Namely consider involutive family of operators

$$Q_a=\xi _{aj}(x,u)_{x_j}+\eta _a(x,u)_u,a=\overline{1,m}.$$
(20)
We have summation on repeated indeces.Suppose that the equation (1) is conditionally invariant with respect to involutive family of operators (20) and corresponding ansatz reduces this equation to ordinary differential equation of $`k_1`$-th order. Then the following statement holds.

###### Theorem 2

Let equation (1) be invariant with respect to $`s`$–dimensional Lie algebra $`AG_s`$ and conditionally invariant with respect to involutive family of operators $`\{Q_i\}`$. If the system

$$\xi _i^l\frac{u}{x_l}=\eta _i(x,u)$$

is also invariant under the algebra $`AG_s`$ and $`sk_1+1`$, then conditionally invariant solution of equation (1) with respect to involutive family of operators $`\{Q_i\}`$ is an invariant solution in the classical Lie sense.

It is necessary to note that this theorem can be generalize to the case when the algebra $`AG_m`$ contains Lie–Bäcklund operators too.

## 2 Conclusion

We showed that the symmetry of ordinary differential equations can be used for reduction of partial differential equations to the system with fewer number of independent variables. It follows from Theorem 1 that the linearity is not the necessary condition for this reduction. It is obvious that the suggested method is applicable in many-dimensional case.

In addition note that this approach can be used in solving the problem of integrability of partial differential equations. It gives the possibility to reduce this problem to the problem of integrability for ordinary differential equation. We consider this method to be important in studding quasi-exactly solvable systems.

We also obtained the generalized sufficient condition for the solution constructed by using conditional symmetry to be an invariant one in classical sense.