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# On the number of zeros of certain rational harmonic functions

## 1. Introduction

A. Wilmshurst \[Wil 98\] showed that there is an upper bound on the number of zeros of a harmonic polynomial $`f(z)=p(z)\overline{q(z)}`$, where $`p`$ and $`q`$ are analytic polynomials of different degree, answering the question of T. Sheil-Small \[SS 92\]. Let $`n=\mathrm{deg}p>\mathrm{deg}q=m`$. Wilmshurst showed that $`n^2`$ is a sharp upper bound when $`m=n1`$ and conjectured that the upper bound is actually $`m(m1)+3n2`$. D. Khavinson and G. Świa̧tek \[KS 03\] showed that Wilmshurst’s conjecture holds for the case $`n>1,m=1`$ using methods from complex dynamics. When hearing of this result, P. Poggi-Corradini asked whether this approach can be extended to the case $`f(z)=p(z)/q(z)\overline{z}`$, where $`p`$ and $`q`$ are analytic polynomials.

In this note, we apply the approach from \[KS 03\] to prove

###### Theorem 1.

Let $`r(z)=p(z)/q(z)`$ be a rational function where $`p`$ and $`q`$ are relatively prime, analytic polynomials and such that $`n=\mathrm{deg}r=\mathrm{max}(\mathrm{deg}p,\mathrm{deg}q)>1`$. Then

$`\mathrm{\#}\{z:\overline{r(z)}=z\}5n5`$

We note that the zeros of $`\overline{r(z)}z`$ are isolated, because each zero is also a fixed point of $`Q(z)=\overline{r(\overline{r(z)})}`$, an analytic rational function of degree $`n^2`$. This also follows from a result of P. Davis \[Da 74\] (Chapter 14) concerning the Schwarz functions of analytic curves. (The Schwarz function is an analytic function $`S(z)`$ that gives the equation of a curve in the form $`\overline{z}=S(z)`$, cf. \[Da 74\].) A rational Schwarz function implies that the curve is a line or a circle, so the degree must be one.

We also note that $`\overline{r(z)}z`$ will not have a zero at $`\mathrm{}`$. If $`\mathrm{}`$ were a zero, then $`r(z)=az+b+O(1/z)`$. By the change of variable $`z=1/w`$, we see that $`a/w1/\overline{w}+b+O(w)`$ has a zero at $`w=0`$. Restricting $`w`$ to the real axis, we see that $`a=1`$ and $`b=0`$. We obtain a contradiction when we restrict $`w`$ to the imaginary axis.

We now discuss an application of our result to gravitational microlensing. An $`n`$-point gravitational lens can be modeled as follows. Suppose that we have $`n`$ point masses (such as stars). Construct a plane through the center of mass of these point masses, such that the line of sight from the observer to the center of mass is orthogonal to this plane. This plane is called the lens plane (or deflector plane). Suppose that the lens plane is between the observer and a light source. (We are assuming that the distance between the point masses is small compared to the distance between the observer and the lens plane, as well as the distance between the lens plane and the light source.) The plane containing our light source which is parallel to the lens plane is called the source plane. Due to the deflection of light by the point masses, multiple images of the light source are formed. This phenomenon is known as gravitational microlensing. See \[Wa 98\] and \[NB 96\] for an introduction to gravitational lensing and \[St 97\] for an introduction to a complex formulation of lensing theory; also see \[PLW 01\].

Gravitational microlensing can be modeled by a lens equation, which defines a mapping from the lens plane to the source plane. To set up a lens equation for our $`n`$-point gravitational lens, the point masses are projected onto the lens plane. The projection of the $`j`$-th point mass has a scaled mass of $`m_j`$ and is located at a scaled coordinate of $`z_j`$ in the lens plane, where $`m_j`$ is a positive constant and $`z_j`$ is a complex constant. Suppose that we have a light source located at a scaled coordinate of $`w`$ in the source plane. Following \[Wit 90\], this lens equation will be given by $`w=z+\gamma \overline{z}`$sign$`(\sigma )\mathrm{\Sigma }_{j=1}^nm_j/(\overline{z}\overline{z_j})`$, where the normalized (external) shear $`\gamma `$ and the optical depth (or normalized surface density) $`\sigma 0`$ are real constants. In this model, if $`z`$ satisfies the lens equation, then our gravitational lens will map $`z`$ to $`w`$; hence $`z`$ corresponds to the position of a lensed image. The number of lensed images is the number of solutions of the lens equation.

We can rewrite this lens equation in terms of the rational harmonic function $`f(z)=\overline{r(z)}z`$ by letting $`r(z)=\overline{w}\gamma z+`$sign$`(\sigma )\mathrm{\Sigma }_{j=1}^nm_j/(zz_j)`$. We thus see that the zeros of $`f(z)`$ are solutions of the lens equation for a light source at position $`w`$. H. Witt \[Wit 90\] showed for $`n>1`$ that the maximum number of observed images is at most $`n^2+1`$ when $`\gamma =0`$ and $`(n+1)^2`$ when $`\gamma 0`$. A. Petters \[Pe 92\] used Morse theory to obtain further estimates for both cases. S. Mao, A. Petters, and H. Witt \[MPW 97\] conjectured that the maximum number of images is linear in $`n`$ for the case $`\gamma =0`$ and $`\sigma >0`$. S. H. Rhie \[Rh 01\] later conjectured that for $`n>1`$ such a gravitational lens gives at most $`5n5`$ images. In the $`\gamma =0`$ case, $`\mathrm{deg}r=n`$ and Theorem 1 settles this conjecture. Further, for the case $`\gamma 0`$, we see that $`\mathrm{deg}r=n+1`$, so Theorem 1 gives an upper bound of $`5(n+1)5=5n`$ lensed images. As a result, we have the following corollary:

###### Corollary 1.

An $`n`$-point gravitational lens modeled by $`w=z+\gamma \overline{z}`$sign$`(\sigma )\mathrm{\Sigma }_{j=1}^nm_j/(\overline{z}\overline{z_j})`$, where $`n>1`$ can produce at most $`5n5`$ images when the shear $`\gamma =0`$ and at most $`5n`$ images when the shear $`\gamma 0`$.

## 2. Acknowledgements

The authors are indebted to Professor Jeffrey Rabin of the University of California, San Diego, for pointing out that our result settles a conjecture in gravitational lensing, for alerting us to the papers of S. H. Rhie (\[Rh 01\] and \[Rh 03\]), and for noting that \[Rh 03\] addresses the question of sharpness. We wish to thank Professor Donald Sarason of the University of California, Berkeley for helpful discussions concerning Rhie’s sharpness proof. The second author is grateful to Professor Larry Weaver of Kansas State University for helpful discussions concerning gravitational lensing. Both authors wish to thank Professor Shude Mao of the Jodrell Bank Observatory at the University of Manchester and Professor Arlie Petters of Duke University for valuable comments on the second draft of this paper.

## 3. Preliminaries

We first recall some terminology and a fact from complex dynamics. Let $`r(z)=p(z)/q(z)`$ be a rational function, where $`p`$ and $`q`$ are relatively prime, analytic polynomials. The degree of $`r`$, denoted by $`\mathrm{deg}r`$, is given by $`\mathrm{max}(\mathrm{deg}p,\mathrm{deg}q)`$. $`z`$ is called a critical point of $`r`$ if $`r^{}(z)=0`$. We will be interested in counting the fixed points of a rational function. A fixed point $`z_0_{\mathrm{}}`$ is said to be attractive, repelling or neutral if $`|r^{}(z_0)|<1`$, $`|r^{}(z_0)|>1`$, or $`|r^{}(z_0)|=1`$ respectively. A neutral fixed point where the derivative is a root of unity is said to be rationally neutral. A fixed point $`z_0`$ is said to attract some point $`w_{\mathrm{}}`$ if the iterates of $`r`$ at $`w`$ converge to $`z_0`$. We will be using the following result, whose proof can be found in \[CG 93\], Chapter III, Theorems 2.2 and 2.3:

###### Fact 1.

Let $`r`$ be a rational function with $`\mathrm{deg}r>1`$. If $`z_0`$ is an attracting or rationally neutral fixed point, then $`z_0`$ attracts some critical point of $`r`$.

We will also use a version of the argument principle for harmonic functions. Let $`f`$ be harmonic in an open set. We say that $`z`$ is in the critical set of $`f`$ if the Jacobian of $`f`$ vanishes at $`z`$. In particular, in a sufficiently small disk containing $`z`$, there exist analytic functions $`h`$ and $`g`$ such that $`f=h+\overline{g}`$ in this disk. Then $`z`$ is in the critical set of $`f`$ if $`|h^{}(z)|^2|g^{}(z)|^2=0`$. We say that $`z`$ is a singular zero of $`f`$ if $`z`$ is in the critical set of $`f`$ and $`f(z)=0`$. $`f`$ is said to be sense-preserving at $`z`$ if $`|h^{}(z)|>|g^{}(z)|`$ and is said to be sense-reversing at $`z`$ if $`|h^{}(z)|<|g^{}(z)|`$. The order of a non-singular zero is positive if $`f`$ is sense-preserving at the zero and negative if $`f`$ is sense-reversing.

Let $`f`$ be harmonic in a punctured neighborhood of $`z_0`$. We will refer to $`z_0`$ as a pole of $`f`$ if $`f(z)\mathrm{}`$ as $`zz_0`$. Let $`C`$ be an oriented closed curve that contains neither zeros nor poles of $`f`$. The notation $`\mathrm{\Delta }_C\mathrm{arg}f(z)`$ denotes the increment in the argument of $`f(z)`$ along $`C`$. Following \[ST 00\], the order of a pole of $`f`$ is given by $`\frac{1}{2\pi }\mathrm{\Delta }_C\mathrm{arg}f(z)`$, where $`C`$ is a sufficiently small circle around the pole. We note that if $`f`$ is sense-reversing on a sufficiently small circle around the pole, then the order of the pole will be negative. We will use the following version of the argument principle which is taken from \[ST 00\]:

###### Fact 2.

Let $`f`$ be harmonic, except for a finite number of poles, in a simply connected domain $`D`$ in the complex plane. Let $`C`$ be a Jordan curve contained in $`D`$ not passing through a pole or a zero, and let $`\mathrm{\Omega }`$ be the open bounded region created by $`C`$. Suppose that $`f`$ has no singular zeros in $`D`$ and let $`N`$ be the sum of the orders of the zeros of $`f`$ in $`\mathrm{\Omega }`$. Let $`M`$ be the sum of the orders of the poles of $`f`$ in $`\mathrm{\Omega }`$. Then $`\mathrm{\Delta }_C\mathrm{arg}f(z)=2\pi N2\pi M`$.

We note that a more general form of the argument principle can be found in \[SS 02\].

## 4. Non-repelling fixed points

###### Proposition 1.

Let $`p`$ and $`q`$ be relatively prime analytic polynomials. If $`r=p/q`$ is a rational function of degree $`n>1`$, then the set of points for which $`z=\overline{r(z)}`$ and $`|r^{}(z)|1`$ has cardinality at most $`2n2`$.

Proof. Let $`n_+`$ denote the number of points $`z_0`$ satisfying the conditions of Proposition 1. Following the approach of D. Khavinson and G. Świa̧tek \[KS 03\], we consider the function $`Q(z)=\overline{r(\overline{r(z)})}`$, which is a rational function of degree $`n^2`$. As in \[KS 03\], we note that all fixed points of $`\overline{r(z)}`$ that are critical points for $`f(z)=\overline{r(z)}z`$ are rationally neutral fixed points for $`Q(z)`$, so Fact 1 will apply. Their outline (Lemmas 1 - 3 in \[KS 03\] together with Fact 1) carry over word for word to the rational case if $``$ is replaced by the Riemann sphere $`_{\mathrm{}}`$. In particular, each point $`z_0`$ which satisfies the conditions of Proposition 1 attracts at least $`n+1`$ critical points of $`Q`$.

Since $`\mathrm{deg}Q=n^2`$, by the Riemann-Hurwitz relation (see \[Fo 81\], Section 17.14), $`Q`$ has $`2n^22`$ critical points (counted with multiplicities) in $`_{\mathrm{}}`$. $`n_+`$ will be largest when all of the critical points of $`Q`$ are attracted to points $`z_0`$ satisfying the conditions of Proposition 1. Since different fixed points attract disjoint sets of critical points, we see that $`2n^22(n+1)n_+`$ and the claim follows. $`\mathrm{}`$

## 5. Proof of Theorem 1

As in \[KS 03\], we say that the rational function $`r(z)`$ is regular if no critical point of $`f(z)=\overline{r(z)}z`$ is a zero of $`f`$. This will allow us to apply Fact 2 to count the zeros of $`f`$.

###### Ansatz 1.

If $`r`$ is regular of degree $`n>1`$, then $`f(z)=\overline{r(z)}z`$ has at most $`5n5`$ distinct finite zeros .

Proof. Let $`r=p/q`$, where $`p`$ and $`q`$ are relatively prime, analytic polynomials. Let $`n_p=\mathrm{deg}p`$ and $`n_q=\mathrm{deg}q`$. Then $`n=\mathrm{max}\{n_p,n_q\}`$. Let $`n_{}`$ denote the number of sense-reversing zeros of $`f`$ and let $`n_+`$ be defined as in the proof of Proposition 1. Since $`r`$ is regular, no zero of $`f`$ lies on the critical set of $`f`$; this will allow us to apply Fact 2. In particular, $`n_+`$ counts the number of sense-preserving zeros of $`f`$. Then $`f`$ has $`n_++n_{}`$ zeros in the finite complex plane, counting multiplicity. Note that $`f`$ is sense-reversing at each of the $`n_q`$ poles of $`r`$; hence, the order of each pole is negative.

Consider the increment in the argument of $`f`$ in a region bounded by a circle of large enough radius so that all of the finite zeros and poles of $`f`$ are enclosed. We will apply Fact 2 and use our bounds on $`n_+`$ from Proposition 1. Note that we are counting zeros with multiplicity. We consider two cases.

1. Assume that $`n=n_qn_p0`$. Then the critical set of $`f`$ is bounded. For $`z`$ large, $`r(z)`$ is at most $`O(1)`$. Thus $`f`$ is sense-preserving on our circle with an argument change of $`2\pi `$. We also note that $`\mathrm{}`$ is not a zero of $`f`$. By Fact 2, $`1=(n_+n_{})(n)2n2n_{}+n`$. Hence $`n_{}3n3`$, so $`f`$ has at most $`5n5`$ zeros in $`_{\mathrm{}}`$ and the claim follows.
2. Assume that $`n=n_pn_q+1`$. Since $`p`$ and $`q`$ are relatively prime, at least one of the two polynomials has a non-zero constant term.

We first suppose that $`p`$ has a non-zero constant term. Then $`f(0)0`$. Let $`z=1/w`$ and consider $`F(w)=1/\overline{r(1/w)}w=\overline{G(w)/H(w)}w`$. Then $`F`$ satisfies the conditions of the previous case, replacing $`n_q`$ by $`\mathrm{deg}H`$ and $`n_p`$ by $`\mathrm{deg}G`$. Thus, $`F`$ has at most $`5n5`$ zeros. Since $`f(0)0`$, $`f`$ must also have at most $`5n5`$ zeros in the finite complex plane.

We now suppose that $`p`$ does not have a non-zero constant term. Since $`p`$ and $`q`$ are relatively prime, the lowest order term in $`q`$ must be a non-zero constant. Consider $`f_c(z)=\overline{(p(z)+c)/q(z)}z=\overline{r_c(1/w)}1/w`$. For all $`c`$ sufficiently small, we have that $`p(z)+c`$ and $`q`$ are relatively prime. In that case, $`f`$ and $`f_c`$ have the same poles and $`f_c`$ approaches $`f`$ uniformly as $`c0`$ on compact subsets of $``$ which do not contain any of the poles of $`f`$. We then substitute $`z=1/w`$ to form $`F_c(w)=1/\overline{r_c(1/w)}w`$ $`=\overline{G_c(w)/H_c(w)}w`$. By construction, $`\mathrm{deg}G_c=\mathrm{deg}H_c=n`$, so $`F_c`$ has at most $`5n5`$ zeros in the finite plane. Hence, this also holds for $`f_c`$ since $`f_c(0)0`$.

Now suppose that $`f`$ has more than $`5n5`$ zeros in $``$. By constructing a sufficiently small circle around each zero of $`f`$, we can guarantee that $`f`$ is harmonic in each of the resulting closed disks. Moreover, we can make our circles sufficiently small so that each closed disk contains no other zeros of $`f`$ and contains no critical points of $`f`$ (recall that $`r`$ is regular). Assume that $`f_c`$ does not vanish in such a disk surrounding a zero, so $`|f_c|>a>0`$. Then, for $`c`$ sufficiently small, $`\mathrm{arg}f=\mathrm{arg}(f_c(1+(ff_c)/f_c))`$ has zero increment around the circle bounding this disk, by Fact 2; this contradicts $`f`$ having a zero in this disk. We see that $`f_c`$ must have the same number of zeros as $`f`$ in that disk (counting multiplicity). Thus, $`f_c`$ must have more than $`5n5`$ zeros in the finite plane, a contradiction. $`\mathrm{}`$

It remains to show that it is enough to consider regular rational functions.

###### Lemma 1.

If $`r(z)`$ is a rational function of degree greater than $`1`$, then the set of complex numbers $`c`$ for which $`r(z)c`$ is regular is open and dense in $``$.

Proof. As in \[KS 03\], it is enough to show that the image of the critical set of $`f(z)=\overline{r(z)}z`$ is nowhere dense in $``$. In contrast to the polynomial case, it is possible for the critical set to be unbounded. This difficulty however is easily resolved by restricting $`f`$ to an increasing family of concentric balls whose radii run to $`\mathrm{}`$. $`\mathrm{}`$

Lemma 1 shows that the set of regular rational functions is dense in the topology of uniform convergence in the spherical metric. As at the end of the proof of the Ansatz, it is easily seen that every zero of the function $`f(z)=\overline{r(z)}z`$ must be a limit point for zeros of $`\overline{r(z)}zc`$ where $`c0`$. Thus, Lemma 1 and the Ansatz prove the theorem.

## 6. Final remarks

Our proof does not indicate whether the $`5n5`$ bound is always sharp. We have, however, found an example where this bound is attained for the case $`n=2`$; namely, $`f(z)=(\overline{z}^2+\overline{z}\frac{1}{2})/(\overline{z}^2\frac{3}{2}\overline{z}+1)z`$. This function has $`5n5=5`$ distinct finite zeros. This function has two poles: $`z=\frac{1}{4}(3i\sqrt{7})`$ and $`z=\frac{1}{4}(3+i\sqrt{7})`$; $`f`$ is sense-reversing at these poles. There are three sense-reversing zeros: $`z=\frac{1}{2}`$, $`\frac{1}{2}(1+i\sqrt{11})`$, and $`\frac{1}{2}(1i\sqrt{11})`$. As expected from Fact 2 for an overall index change of $`+1`$ on large circles, there are two sense-preserving zeros; namely, $`z=1\sqrt{2}`$ and $`1+\sqrt{2}`$, Figure 1 is a Mathematica plot of the critical set of this function and Figure 2 shows its image. We note that $`f`$ is sense-preserving in the unbounded component in Figure 1, sense-reversing in the larger of the two bounded components, and sense-preserving in the smaller of the two bounded components. We also note that $`f`$ cannot be rewritten to model a 2-point gravitational lens.

L. Geyer \[Ge 03\] has recently shown that the $`3n2`$ bound on the number of zeros of $`f(z)=p(z)\overline{z}`$ where $`\mathrm{deg}p=n`$ is sharp for all $`n>1`$. D. Bshouty and A. Lyzzaik \[BL 03\] have recently given an elementary proof for $`n=4,5,6,8`$. Hence, a sharp bound on the number of zeros of $`f(z)=\overline{r(z)}z`$ must be at least $`3n2`$.

Results from gravitational lensing help with the question of sharpness of the $`5n5`$ bound in Theorem 1. We restrict our attention to the $`\gamma =0`$, $`\sigma >0`$ case of the lens equation (cf. Introduction). Mao, Petters, and Witt \[MPW 97\] have shown there are $`3n+1`$ images when the light source is at the origin and the $`n>2`$ point masses (each of mass $`1/n`$) are vertices of a regular polygon centered at the origin. Thus, in contrast to the case where $`r(z)`$ is a polynomial, by moving the poles of $`r(z)`$ into the finite plane, we see that a sharp bound on the number of zeros must be at least $`3n+1`$. Further, by a clever perturbation argument, Rhie \[Rh 03\] has shown that the $`5n5`$ bound is attained and is hence sharp for all $`n>1`$.

It is known that the number of lensed images is odd in the case of gravitational lensing by a regular gravitational lens (\[St 97\], \[Bu 81\]), given that the position of the source is not a critical value of the lens equation. (A regular lens has a smooth mass distribution. A point $`w`$ is a critical value of the lens equation if the Jacobian of the lens mapping defined by the lens equation vanishes at any of the points in $`f^1(w)`$.) Given that $`5n5`$ is not always odd, it may seem surprising that $`5n5`$ lensed images may be possible for an $`n`$-point gravitational lens with $`\gamma =0`$ and $`\sigma >0`$. However, it was shown by Petters \[Pe 92\] using Morse theory, that this is not a problem. We summarize this result in the following corollary and present an alternate proof.

###### Corollary 2.

Suppose that we have an $`n`$-point gravitational lens modeled as above with $`\gamma =0`$ and a light source which is not located at a critical value of the lens equation. Then the number of lensed images must be even when $`n`$ is odd and odd when $`n`$ is even.

Proof. For this case of the lens equation, we may apply step (1) in the proof of the Ansatz. In particular, the number of images $`N`$ will be $`n_++n_{}`$, where $`n_+`$ denotes the number of sense-preserving solutions and $`n_{}`$ the number of sense-reversing solutions of the lens equation. From step (1), we see that $`n_+=1+n_{}n`$, so $`N=1+2n_{}n`$. $`\mathrm{}`$

This result has also been shown by other techniques in \[Rh 01\] (footnote 2, page 2), which extends the approach of W. Burke \[Bu 81\] for the case of a regular gravitational lens to that of an $`n`$-point gravitational lens. Note that the above proof is similar to the approach used by N. Straumann \[St 97\] for the case of a regular gravitational lens.

We also note that Theorem 1 can be applied to the case of a more general mass distribution than point masses. For a compactly supported mass distribution with the projected mass density $`d\psi `$ in the lens plane, the lens equation transforms into $`w=z+\gamma \overline{z}sign(\sigma )_{}𝑑\psi (\zeta )/(\overline{z}\overline{\zeta })`$ (cf. \[NB 96\] and \[St 97\]). In particular, we have the following corollary:

###### Corollary 3.

Suppose that the projected mass density of a gravitational lens consists of $`n>1`$ radially symmetric, continuous, compactly supported densities in the lens plane. If the shear $`\gamma =0`$, then the number of lensed images outside the support of the masses cannot exceed $`5n5`$. If the shear $`\gamma 0`$, then the number of lensed images outside the support of the masses cannot exceed $`5n`$.

Proof. Consider the integral term in the lens equation for one of the mass densities. A calculation shows that this integral evaluated for any $`z`$ outside of the support of this radially symmetric mass density equals $`b/(za)`$, where $`a`$ is the center of the mass density and $`b`$ is a finite constant. Hence, for $`z`$ outside of the support of the masses, the lens equation reduces to the lens equation for $`n`$ point masses (each mass is reduced to a point mass at the sphere’s center). Corollary 1 can then be applied to count the possible images, giving the upper bounds on images outside the support of the masses as claimed. $`\mathrm{}`$

###### Remark 1.

If the mass distribution is composed entirely of luminous matter, then the only lensed images that will be visible are those that lie outside of the support of the masses. However, there are mass distributions that are not luminous (see \[APOD 01\] and \[APOD 03\]). For such mass distributions, it is possible to have lensed images that lie inside the support of the masses.

A question related to bounding the number of zeros of $`f(z)=\overline{r(z)}z`$ would be to find a bound on the number of zeros of $`f(z)=R(z)\overline{r(z)}`$, where both $`R`$ and $`r`$ are rational functions. It is not clear what condition would be needed for such a function to have a finite number of zeros, much less a bound on the number of distinct zeros (beyond the obvious Bézout Theorem’s bound when we assume that there are a finite number of zeros). For example, let $`p(z)`$ be a polynomial (of degree at least two) and consider $`f(z)=p(z)\mathrm{\hspace{0.17em}1}/\overline{p(z)}`$. The zeros of this function form a lemniscate in the complex plane. In other words, $`f(z)`$ has an infinite number of zeros and these zeros are not isolated. Moreover, $`lim_z\mathrm{}f(z)=\mathrm{}`$. If we compare this with the result of Wilmshurst \[Wil 98\] for the case when $`f`$ is entire: $`f(z)\mathrm{}`$ as $`z\mathrm{}`$ implies a finite number of zeros, we see that all of the zeros for an entire function will be isolated under Wilmshurst’s condition for finite valence. Thus, $`f`$ having finite poles makes the problem of discreteness of its zero set much more subtle.


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# Evidence of a first order phase transition between Wigner crystal and Bubble phases of 2D electrons in higher Landau levels

## Abstract

For filling factors $`\nu `$ in the range between 4.16 and 4.28, we simultaneously detect two resonances in the real diagonal microwave conductivity of a two–dimensional electron system (2DES) at low temperature $`T35`$ mK. We attribute the resonances to Wigner crystal and Bubble phases of the 2DES in higher Landau Levels. For $`\nu `$ below and above this range, only single resonances are observed. The coexistence of both phases is taken as evidence of a first order phase transition. We estimate the transition point as $`\nu =4.22`$.

Clean two dimensional electron systems (2DES) show strong evidence of several solid phases in moderate magnetic fields ($`B`$), when the filling factor $`\nu =nh/eB>4`$, and the temperature $`T<100`$ mK. These phases are characterized by the partial filling of the uppermost spin split Landau level (LL), $`\nu ^{}=\nu [\nu ]`$ where $`[\nu ]`$ is the greatest integer less than $`\nu `$. The density of electrons in the uppermost LL is given by $`n^{}=n\nu ^{}/\nu `$. When $`\nu ^{}`$ is small, the inter–electron spacing is large compared with the cyclotron radius ($`1/\sqrt{n^{}}>>r_c`$) and a Wigner crystal phase wc  with triangular lattice is expected to form the ground statemacgirvin ; fogler ; yoshioka ; kunyang . This crystalline phase would be pinned by residual disorder and therefore would be insulating. A microwave resonance ychen ; rlewis2  was detected in the frequency dependence of the real diagonal conductivity (Re$`[\sigma _{xx}(f)]`$) around integer $`\nu =1,2,3,`$ and 4 for $`\nu ^{}<0.2`$. This resonance has been interpreted as the pinning mode of such an integer quantum Hall Wigner crystal (IQHWC).

For $`\nu ^{}`$ above $`0.2`$, a new crystal phase with clusters of two or more electrons per lattice site—dubbed the bubble phase (BP)—is predictedfogler ; kunyang ; yoshioka . The BP is favored energetically once the single particle wavefunctions show significant overlap, $`1/\sqrt{n^{}}2r_c`$ fogler . DC transport experiments mlilly ; rrdu ; cooper\_iv  find minima in the diagonal resistance ($`R_{xx}`$) together with Hall resistance quantized to the value of the adjacent integer plateaus at $`\nu 4+1/4`$ and $`4+3/4`$. Non–linear current–voltage characteristics cooper\_iv , a microwave resonance rlewis , and narrow band noise above a threshold voltagecooper\_noise  have been seen around these $`\nu `$. Collectively, these measurements are strong evidence for the BP. Ultimately, near $`\nu ^{}1/2`$, the 2DES is expected to form a stripe state fogler . Anisotropic transport measurements mlilly ; rrdu  have provided strong support for stripes. This sequence of phases is repeated in reverse for $`\nu ^{}>1/2`$.

Microwave conductivity measurements ychen ; rlewis2 ; rlewis , like the ones we present here, detect a sharp resonance in Re$`[\sigma _{xx}(f)]`$ when the 2DES is in a solid phase. A similar microwave resonance has been known for some time to occur in 2DES in the insulating phase lloydssc ; peidewc  at $`\nu <1/5`$ and low $`T`$ where theory favors the formation of a Wigner Crystal wc . Such resonances are interpreted as due to the pinning modefukuyama\_lee  of the electron solid—the oscillation of crystalline domains, pinned by disorder, in the zero wavevector limit.

In this paper, we present measurements of Re$`[\sigma _{xx}(f)]`$ which focus on the transition between the the IQHWC and the BP regimes. Theory has suggested that this transition is first order yoshioka ; fogler\_review ; goerbig ; cote . In the range of $`\nu `$ between 4.05 and 4.28 and $`f`$ between $``$ 2 GHz and 700 MHz, we detect a resonance in Re$`[\sigma _{xx}(f)]`$ which we attribute to the IQHWC ychen ; rlewis2 . For $`\nu `$ between 4.16 and 4.41, and at $`f`$ between 500 MHz and 150 MHz, we detect a second resonance in Re$`[\sigma _{xx}(f)]`$ which we attribute to the BP rlewis ; cooper\_iv ; cooper\_noise . For a narrow range of $`\nu `$, both resonances are simultaneously present, implying the coexistence of both phases. This coexistence signals a first order phase transition between the IQHWC and BP as $`\nu ^{}`$ moves from 0.16 to 0.28.

The sample used for these measurements is a 300Å GaAs/AlGaAs quantum well grown by molecular beam epitaxy. It has density $`n=3.0\times 10^{11}\mathrm{cm}^2`$ and mobility $`\mu =2.4\times 10^7\mathrm{cm}^2\mathrm{V}^1\mathrm{s}^1`$ at 300 mK. The 2DES is approximately 2000Å below the surface. A coplanar wave guide (CPW) wen  is patterned onto the sample surface using standard photolithography and thermal evaporation. A CPW consists of a driven center line separated from grounded planes on either side by slots of width $`w`$. In the absence of the 2DES, the CPW on the sample would have characteristic impedance ($`Z_0`$) of 50 $`\mathrm{\Omega }`$. At $`B`$ fields large enough for the quantum Hall Effect to manifest itself, the small conductivity of the 2DES appears as a weak loading of the CPW and some of the microwave power traversing the CPW is absorbed lloydprl93 . In this low loss limit, the real part of the diagonal conductivity is given by Re$`[\sigma _{xx}]=\frac{w}{2lZ_0}\mathrm{ln}(P_t/P_0)`$ where $`P_t`$ is the transmitted power, $`P_0`$ is the power transmitted in the absence of the 2DES, and $`l`$ is the length of the CPW. The data presented here were measured using a CPW pattern where $`l=28`$ mm and $`w=30\mu `$m. All the data were measured at $`T35`$ mK in the low power limit, in which decreasing rf power does not alter data except to decrease signal.

In Fig. 1 we show 36 traces of Re\[$`\sigma _{xx}`$\] versus $`f`$, the first 30 for $`\nu `$ between 4.00 and 4.29 ($`f`$ between 50 MHz and 3 GHz), and a subsequent six between $`\nu =4.30`$ and 4.35 ($`f`$ between 50 MHz and 1 GHz). The traces are offset in increments of 2 $`\mu `$S. Close to $`\nu =4.00`$, Re$`[\sigma _{xx}]`$ is nearly featureless. At $`\nu =4.10`$, a rise in Re$`[\sigma _{xx}]`$ near 1.5 GHz is evident, and at $`\nu =4.11`$, Re$`[\sigma _{xx}]`$ shows a weak resonance with a peak at $`f_{p1}1.46`$ GHz. The position of this resonance shifts to lower frequency in the next few traces. By $`\nu =4.15`$, $`f_{p1}900`$ MHz and the the full width at half maximum, $`\mathrm{\Delta }f1`$ GHz, can be estimated by fitting a lorentzian curve. However, as we continue to move to higher $`\nu `$, the shape of the resonance distorts. At $`\nu =4.18`$ it is almost square and at 4.19 it takes on a double bump. Starting at about $`\nu =4.20`$, a sharp new peak is visible at $`f_{p2}470`$ MHz. From $`\nu =4.20`$ to 4.25, $`f_{p2}`$ remains roughly constant (between 470 and 500 MHz) in the traces as does $`f_{p1}700`$ MHz. From $`\nu =4.26`$, $`f_{p2}`$ changes rapidly as $`\nu `$ is increased. $`f_{p2}`$ is 450 MHz at $`\nu =4.26`$, has decreased to 320 MHz by $`\nu =4.29`$, and is only about 210 MHz at $`\nu =4.35`$. The error in determining $`\nu `$ on the data in Fig. 1 is $`\pm 0.01`$ and is primarily caused by flux trapped in the superconducting magnet.

Inset into Fig. 1, we show traces of Re$`[\sigma _{xx}]`$ versus $`f`$ at $`\nu =4.26`$, 4.28, 4.29, 4.30, and 4.35 with an expanded vertical scale to illustrate how the lower $`\nu `$ resonance, at $`f_{p1}`$, vanishes. At $`\nu =4.26`$ the data show a peak at $`f_{p1}690`$ MHz. The upturn below 550 MHz is due to the second resonance at $`f_{p2}`$. At $`\nu =4.28`$, Re$`[\sigma _{xx}]`$ is greater at $`f`$ near 650 MHz than at $`\nu =4.29`$. However, Re$`[\sigma _{xx}]`$ for $`f`$ from 600 MHz to 1 GHz is the same for $`\nu =4.29`$, 4.30, and 4.35. Based on this criterion of unchanging Re$`[\sigma _{xx}]`$, the highest $`\nu `$ at which we detect $`f_{p1}`$ is $`\nu =4.28`$.

The two resonances in Re\[$`\sigma _{xx}`$\] seen in Fig. 1 have been identified previously. The lower frequency peak, $`f_{p2}`$, was interpreted by Lewis et al. rlewis  as the pinning mode of the BP which manifests itself between $`\nu 4.2`$ and 4.4 for $`T<100`$ mK. In what follows, we refer to this as the BP peak. The higher frequency peak, $`f_{p1}`$, occurs between $`f=700`$ MHz and $`2`$ GHz and is present between $`\nu 4.05`$ and 4.28. It is understood as the pinning mode of the IQHWCychen .

In Fig. 2 we plot traces at $`\nu =4.12`$, 4.16, 4.18, 4.21, and 4.26 together with a two peak lorentzian lorentzian  fit for $`f`$ between 50 MHz and 2.025 GHz. The data are shown as open circles, the individual peaks are plotted as dashed lines offset $`1\mu `$S below the data, and the total fit is shown as a solid line. The fits are made to the data shown in Fig. 1 after subtracting a non–resonant background $`g(f)`$ given by $`g(f)=1\mu \mathrm{S}/\mathrm{GHz}\times f`$ for $`f<2`$ GHz and $`g(f)=2\mu `$S (constant) for $`f>2`$ GHz. At $`\nu =4.12`$, the data are well fit by a single lorentzian with $`f_{p1}=1.3\pm 0.07`$ GHz. The full two–peak lorentzian fit is necessary at $`\nu =4.16`$ where the BP peak contributes at $`f_{p2}=505`$ MHz, $`\mathrm{\Delta }f_{p2}250`$ MHz, and peak conductivity ($`\sigma _{p2}`$) of 1.1 $`\mu `$S. At the same $`\nu `$, $`f_{p1}=852\pm 50`$ MHz, $`\mathrm{\Delta }f_{p1}=870`$ MHz. For $`\nu =4.18`$, the fit finds $`f_{p2}=485\pm 20`$ MHz, and $`\sigma _{p2}2.6\mu `$S and easily separates $`f_{p1}`$ at $`808\pm 80`$ MHz. At $`\nu =4.21`$, the BP peak is larger than the IQHWC peak and the fit finds $`f_{p2}=486\pm 20`$ MHz, $`\sigma _{p2}6\mu `$S, $`f_{p1}=741\pm 40`$ MHz, and $`\sigma _{p1}4.5\mu `$S. At $`\nu =4.26`$, the BP peak has moved to $`f_{p2}=454`$ MHz leaving the IQHWC peak at $`f_{p1}=758\pm 30`$ MHz. The lorentzian curves describe the data well, and are adequate for extracting the position of each peak, approximate line widths, and the weight or integrated strength of each peak.

In Fig. 3 we plot $`f_{p1}`$ and $`f_{p2}`$, obtained through fitting the data in the manner shown in Fig. 2 fitsnote , against $`\nu `$. Three distinct regions are seen, which we characterize by $`\nu `$. In the first, from $`\nu `$ 4.05 to 4.16, only the IQHWC resonance appears. Here, $`f_{p1}`$ lies between 2 GHz and 700 MHz and decreases rapidly as $`\nu `$ increases. The second range occurs between $`\nu =4.16`$ and 4.28 where the two resonances are both clearly present. Within the second region is a subrange of $`\nu `$, between 4.19 and 4.25, where $`f_{p1}`$ and $`f_{p2}`$ are both nearly constant. In this subrange, $`f_{p1}730`$ MHz and $`f_{p2}500`$ MHz. Finally, in the third region, for $`\nu >4.28`$, the BP resonance dominates the spectrum, $`f_{p2}`$ decreases rapidly from about 370 MHz at $`\nu =4.28`$ down to 210 MHz at $`\nu =4.35`$. The BP resonance is present to $`\nu 4.41`$. The errors on $`f_{p1}`$ are shown and those on $`f_{p2}`$ are less than 20 MHz, about the same size as the symbols. The total error in determining both peaks is less than the difference ( $`f_{p1}f_{p2}`$) in all cases.

Inset into Fig. 3 is $`S/f_{pk}`$ versus $`\nu `$, where $`S`$ is the integral of Re$`[\sigma _{xx}(f)]`$. For a classical Wigner crystal of density $`n_{wc}`$, Fukuyama and Lee (FL) fukuyama\_lee  predict $`S/f_{pk}=n_{wc}e\pi /2B`$. Substituting $`n^{}`$ for $`n_{wc}`$ gives the solid line in the figure. Integrating the fit to the IQHWC peak yields $`S_1/f_{p1}`$ which has a maximum at $`\nu 4.17`$. $`S_1/f_{p1}<2\mu `$S above $`\nu =4.25`$, although some weight remains in the IQHWC even at $`\nu =4.28`$. $`S_2/f_{p2}`$ is the analogous quantity calculated from the fit to the BP peak. $`S_2/f_{p2}`$ is 0 below $`\nu =4.16`$, but increases smoothly thereafter to the highest $`\nu `$ shown. The two curves cross at $`\nu =4.22`$. The sum of IQHWC and BP contributions, $`S_1/f_{p1}+S_2/f_{p2}`$, indicates that $`n^{}`$ is approximately the density of electrons participating in the IQHWC and BP ychen ; rlewis . $`S_1/f_{p1}+S_2/f_{p2}`$ is within 50 % of the FL resultfukuyama\_lee  and has an error $``$20%.

The simultaneous occurrence of both resonances between $`\nu =4.16`$ and 4.28 is not due to macroscopic inhomogeneity of $`n`$ in the sample. Primary evidence of homogeneity can be seen in the sharp BP resonance which at $`\nu =4.25`$ has $`f_{p2}=210`$ MHz, and $`\mathrm{\Delta }f75`$ MHz. Furthermore, between $`\nu =4.26`$ and 4.32, $`f_{p2}`$ is exquisitely sensitive to $`B`$ and yet always has a single value. Similarly, the IQHWC resonance also shows strong dependence on $`B`$ between $`\nu =4.09`$ and 4.16. Only in the range of $`\nu `$ between 4.16 and 4.28 are both resonances seen. Finally, measurements of this sample detected fractional quantum Hall states comparable to those seen in previous measurementsychen ; rlewis ; rlewis2  of this wafer.

One signature of a first order phase transition is the coexistence of both phases at the transition point. This is not seen in a second order phase transition where phases meet i.e., become identical, at the transition. Our data are consistent with a transition from the IQHWC to the BP taking place between $`\nu =4.16`$ and 4.25. Throughout this range, both resonances are seen in coexistence, which we take as strong evidence that a first order phase transition occurs. The crossover in $`S/f_{pk}`$ occurs at $`\nu =4.22\pm 0.02`$. We are unable to find hysteresis associated with this transition in our measurements.

A first order transition between IQHWC and the BP has been explicitly predicted by Shibata and Yoshioka yoshioka . The possibility of a first order phase transition between the IQHWC and the BP and between the BP and stripe phase with regions of coexistence about the transitions has been suggested by Foglerfogler\_review . Other Hartree–Fock calculations show discontinuous jumps in the magnetic moment and magnetic susceptibility cote  at the transition between the IQHWC and BP. More recently, Goerbig et al. goerbig , using a model incorporating a short range Gaussian disorder potential and a classical shear modulus, have calculated that $`f_{pk}`$ should drop in proportion to $`\sqrt{2}`$ in moving from the IQHWC to the two electron BP. They also suggest coexistence of the two phases close to the transition may allow for the observation of two peaks in Re$`[\sigma _{xx}]`$. The $``$ 30% drop we observe in $`f_{pk}`$ is remarkably consistent with the IQHWC to BP transition in their model and suggests that the BP around $`\nu =4+1/4`$ has two electrons per lattice site.

The crossover in $`S/f_{pk}`$ from IQHWC to BP occurs around $`\nu =4.22`$. This is in excellent agreement with the Hartree–Fock calculations of Goerbig et al.  goerbig  and Cote et al.  cote  who predict the transition at $`\nu 4.21\mathrm{and}4.22`$ respectively and with calculations by Shibata and Yoshioka yoshioka  whose density matrix renormalization group method predicts a transition at $`\nu =4.24`$.

For $`\nu ^{}`$ well within either the IQHWC or BP regions, $`f_{pk}`$ decreases smoothly as $`\nu ^{}`$ increases. This dependence of $`f_{pk}`$ upon $`\nu `$ is in agreement with results in Refs. ychen ; rlewis  and consistent with weak pinning theories fukuyama\_lee ; chitra  for 2DES in high $`B`$. In these theories, $`f_{pk}`$ decreases as the domain size ($`L`$) or the shear modulus ($`\mu `$) increases, and both $`L`$ and $`\mu `$ increase as $`n^{}`$ increases. In this context, we may interpret the decrease in $`f_{pk}`$ as $`\nu ^{}`$ increases as due to the steady increase in $`n^{}`$.

The IQHWC and BP peak frequencies are relatively constant in much of the coexistence range. Speculating that $`f_{p1}`$ and $`f_{p2}`$ vary due to the density of their respective phases, we propose the following model. The IQHWC reaches a maximum density ($`n_1`$) at $`\nu 4.19`$. Likewise, the BP has minimum density ($`n_2`$) at $`\nu 4.25`$. For $`\nu `$ in between, $`n^{}=\alpha (\nu )n_1+(1\alpha )n_2`$ where $`\alpha (\nu )`$ is the percentage of $`n^{}`$ participating in the IQHWC. Thus, increasing $`\nu `$ from 4.19 to 4.25 results in a shift in $`S`$ from the IQHWC peak to the BP peak. At finite $`T`$, domain walls in such an admixture might contribute to the finite dc resistance which is seencooper\_iv ; ggervais  at $`\nu 4.20`$.

We have shown evidence that the transition between the IQHWC and BP is of first order and that it occurs between $`\nu =4.16`$ and 4.28. Between these $`\nu `$, both resonances are simultaneously present in Re$`[\sigma _{xx}(f)]`$ indicating the coexistence of the IQHWC and BP. For $`\nu <4.16`$ down to about 4.05, only the IQHWC resonance is present. For $`\nu >4.25`$ up to about 4.40, the BP resonance dominates. From the intensities of the resonance, we estimate the crossover in $`S/f_{pk}`$ from IQHWC to BP occurs at $`\nu =4.22\pm .02`$.

We thank Kun Yang and Herb Fertig for stimulating discussions and Eric Shaner for help making a mask. The measurements were performed at the NHMFL with support from the AFOSR and the NHMFL in–house research program. The NHMFL is supported by DMR–0084173 and by the State of Florida.