text:
# Rashba spin-orbit coupling and spin relaxation in silicon quantum wells

## I Introduction

Electron spins in silicon have been proposed as an attractive architecture for spintronics and quantum information devices. The inherently low and tunable spin-orbit coupling (SOC) in silicon heterostructures and the possibility of eliminating hyperfine couplings by isotopic purification bodes well for quantum coherent spin-based qubits and spin transport. Early experiments together with theory have shown that coherence times can be upwards of three orders of magnitude longer than in GaAs.Jantsch et al. (2002); Tyryshkin et al. (2003a, b); de Sousa and Sarma (2003)

Energy relaxation of localized spin states has attracted theoretical attention Roth (1960); Hasegawa (1960); Khaetskii and Nazarov (2001); Pines et al. (1957) and experimental effort Wilson and Feher (1961); Tyryshkin et al. (2003b) for decades, and this activity has recently revived in the context of quantum computation. The idea is to store quantum information in the spin of a single electron confined in a semiconductor structure, either attached to a donor atom or confined electrostatically in a quantum dot. Spin transport, also of great interest, encodes information in the spin states of an ensemble of electrons. In both cases, electron spin resonance (ESR) measurements of spin relaxation provide a key and available measure of spin coherence properties of electrons in silicon quantum wells, though not a one-to-one correspondence. Our aim in this paper is to explain some existing ESR results for silicon 2DEGs at low temperatures and to make predictions for future experiments.

The structures that concern us here are layered semiconductor devices of Si and SiGe. The active layer is the quantum well (QW) that confines the electrons in the growth direction. This layer will be assumed to be composed of pure,  strained silicon. We shall also neglect any roughness or miscut at the the Si/SiGe interfaces. Devices made in this way are commonly referred to in the semiconductor industry as MODFETs and are designed to maximize mobility. Figure 1 introduces two example structures.

Extensive theoretical work has been done on spin relaxation in GaAs and other III-V materials. The developments that began with the theory of D’yakonov and Perel’ D’yakonov and Perel’ (1972); D’yakonov and Kachorovskii’ (1986); Zakharchenya (1984) are most relevant for our purposes. These authors found that fluctuating effective magnetic fields due to momentum scattering in the presence of SOC is the dominant spin relaxation mechanism in semiconductor 2DEGs for low temperatures. Here, we start with this assumption and use a general spin-density matrix approach to calculate the relaxation times of a 2DEG in the presence of a static magnetic field, including explicitly the angular dependence. Understanding the angular dependence of the linewidth is important for comparison with ESR experiments and the extraction of physically relevant parameters such as the momentum relaxation time. We also calculate separately in a $`kp`$ formalism the Rashba spin orbit coupling parameter in silicon quantum wells. This is a key parameter in our calculation as well as for other spin control considerations, both negative and positive.

In the next section we discuss the origin and magnitude of the SOC in realistic heterostructures. The section following that presents our calculation. Lastly, we compare with experiment and discuss the implications for device design.

## II Spin-orbit coupling

The strong macroscopic electric fields inside heterostructure QWs are important for understanding SOC, especially in silicon. These fields are also device-specific, so we carry out our calculations on the two representative structures in Figure 1. Both devices have square QWs, with equal barriers on the top and bottom interface. The first is typical of MODFETs and employs a donor layer above the QW in order to populate it. This charge separation produces an electric field between the two layers (across the barrier or spacer layer) which can be approximated by

$$E_z\frac{en_s}{ϵ_0ϵ_{Si}}=6\times 10^6\text{ V/m},$$
(1)
where $`n_s=4\times 10^{15}`$ m-2 is the density of electrons in the 2DEG for Device 1, $`e`$ is the charge of an electron, and $`ϵ_i`$ are the dielectric constants. We assume that *the QW is populated only by donor-layer electrons*, leaving an equal amount of positive charge behind. The second structure is one that has been proposed for use in a quantum computer device.Friesen et al. (2003) It utilizes a near-lying, tunnel-coupled backgate 2DEG ($`<30`$ nm away) together with Schottky top-gates to populate the QW selectively. This situation also results in a strong electric field due to the image potential on the back gate. For one qubit, this can be estimated as

$$E_z\frac{e}{4\pi ϵ_0ϵ_{Si}d^2}=3\times 10^5\text{ V/m},$$
(2)
where $`d=20`$ nm is the distance from the QW to the back gate for Device 2. Schottky top-gates and other device parameters can augment or reduce this growth-direction electric field nominally up to the breakdown field of silicon, $`3\times 10^7`$ V/m, or the ionization energy of the electron.Jones and Jones (2002) Indeed, this field can actually be smaller than that due to the top-gates in certain dot configurations.

The shift of the electron g-factor from its free-electron value $`g_0=2.00232`$ is one measure of SOC in a system. It is quite small in bulk silicon and depends on the magnetic field direction in the (elliptical) conduction band minima ($`\mathrm{\Delta }g_{}0.003`$, $`\mathrm{\Delta }g_{}0.004`$).Wilson and Feher (1961) However, it is difficult to reliably extract the SOC strength in a 2DEG from $`\mathrm{\Delta }g`$. Many parameters (e.g., strain, barrier penetration, Ge content ($`g_{Ge}=1.4`$), non-parabolicity of the band minima) influence the magnitude and sign of $`\mathrm{\Delta }g`$ and it may show considerable sample dependence. The non-parabolicity effects are especially sensitive to the electron density within the QW and can hide the magnitude of SOC within a system.Jiang and Yablonovitch (2001)

In these silicon heterostructures, SOC is dominated by inversion asymmetry within the device. The spin-orbit (SO) Hamiltonian to first order in momentum is given in an arbitrary electrostatic potential $`V`$ by

$$H_{SO}=\frac{\mathrm{}}{4m^2c^2}E_z\stackrel{}{\sigma }(\widehat{z}\times 𝐩),$$

where $`\sigma _i`$ are the Pauli matrices. Note that the effective magnetic field that acts on the spin is in the plane of the layer. In Si heterostructures, the macroscopic fields, which do not average out, are more important than the atomic electric fields. In the noncentrosymmetric III-V materials such as GaAs, this is not necessarily the case and the resulting Dresselhaus or *bulk* inversion asymmetry fields are usually dominant. The asymmetry considered here, due either to an interface, charge distribution, or external potential, is usually called Rashba or *structural* inversion asymmetry.

The Rashba term comes directly from the SO Hamiltonian if we assume one, dominant symmetry-breaking electric field in the structure and average over a momentum state. In a QW, as we have pointed out above, the electric field is in the growth ($`z`$) direction and thus the $`z`$-component of the above dot-product is selected and we obtain

$$H_R^{2D}=\alpha (p_x\sigma _yp_y\sigma _x)E_z(\stackrel{}{\sigma }\times 𝐩)_z,$$
(3)
which is then the Rashba-Bychkov Hamiltonian.Bychkov and Rashba (1984)

Strictly speaking, as de Andrade e Silva *et. al.* point out de Andrada e Silva et al. (1997), the conduction-band-edge profile, $`E_c`$, and the space charge separation (or applied electrostatic field), $`E_z`$, contribute separately and sometimes dissimilarly to the SOC. For example, the wavefunction discontinuity (band offset) across a material-interface can cause Rashba spin-splitting itself. However, in devices of the type considered here, the macroscopic field should be the main contribution. These same authors have derived an expression for $`\alpha `$ in the Kane model for GaAs. We have adapted their work for Si, using a 5-parameter 8-band Kane model. This is 8 bands including spin, which means just the lowest conduction band and the three highest valence bands. By calculating the breaking of the degeneracy between the spin-up and spin-down states of the lowest conduction band, we find

$$\alpha =\frac{2PP_z\mathrm{\Delta }_d}{\sqrt{2}\mathrm{}E_{v1}E_{v2}}\left(\frac{1}{E_{v1}}+\frac{1}{E_{v2}}\right)eE_z,$$
(4)
where we have taken the average of the electric field in the $`z`$-direction. Here $`P=\mathrm{}X|p_x|S/im`$, $`P_z=\mathrm{}Z|p_z|S/im`$, $`\mathrm{\Delta }_d=0.044`$ eV is the spin-orbit splitting of the two highest conduction bands, $`E_{v1}=3.1`$ eV is the direct gap of the strained sample, and $`E_{v2}=7`$ eV is the gap between the conduction band minimum and the lowest of the three valence bands. (These are the 5 parameters mentioned above.) $`m`$ is the bare electron mass. The matrix elements that define $`P`$ and $`P_z`$ are to be taken between the cell-periodic functions of the indicated symmetry at the position of the conduction-band minimum. Unfortunately, these are not well known in Si, since other bands contribute. We may note that $`P`$ and $`P_z`$ are examples of momentum matrix elements that don’t vary too much in III-V materials and Ge,Lawaetz (1971) and are given approximately by $`2mP_{(z)}^2/\mathrm{}^222`$ eV. With these values we find that for devices of type 1,

$$\alpha 1.66\times 10^6E_z\text{m/s.}$$
(5)
Previous Kane models for GaAs involve matrix elements at $`k=0`$. Our theory is new since it takes into account the proper symmetry of silicon with it’s minima well away from the zone center.

Wilamowski *et. al.* Wilamowski et al. (2002), using conduction electron spin resonance (CESR), have measured $`\alpha 5.94`$ m/s ($`\alpha e/\mathrm{}=0.55/\sqrt{2}\times 10^{12}`$ eV$``$cm in their units) 111Note that Wilamowski et al. (2002) uses the wrong expression for the Fermi wavevector, failing to include the valley degeneracy, so their data analysis is off by a factor of sqrt(2). in a Si0.75Ge0.25/Si/Si0.75Ge0.25 QW where the strained-silicon layer was roughly $`1220`$ nm. Carrier concentrations were $`n_s4\times 10^{15}m^2`$. These numbers correspond to our Device 1 parameters. Our equations then give, using Eq. 5,

$$\alpha ^{D1}5.1\text{ m/s for }E_z=3\times 10^6\text{ V/m}.$$
(6)
Theory compares in order of magnitude and we believe that our estimation has some utility as a guide for device design.

For Device 2, $`\alpha ^{D2}0.25\text{ m/s}`$ for $`E_z=1.5\times 10^5`$ V/m. This device remains to be built. For Device 1, we can also predict the zero magnetic field spin-splitting in a silicon 2DEG using $`\left|ϵ_+ϵ_{}\right|2\alpha p_F,`$

$$2\alpha p_F=2\alpha \mathrm{}\sqrt{\frac{4\pi n_s}{4}}0.75\mu \text{eV},$$

where $`4`$ is the degeneracy factor in silicon (spin+valley). This has not yet been directly measured to our knowledge. Taking a Zeeman splitting of $`g\mu _BB=0.75\mu \text{eV}`$ with a g-factor of 2, this implies an internal, in-plane, effective magnetic field—the so-called *Rashba field*—of roughly 62 Gauss, which is the direct result of SOC in the silicon 2DEG of Device 1.

Let’s consider the relevance of our silicon SOC results to QC and spintronics. We note that the magnitude of the Rashba coefficient is much smaller than for GaAs. For the same electric field and 2DEG density as Device 1, a similar $`\stackrel{}{k}\stackrel{}{p}`$ theory for GaAs arrives at $`\alpha _{GaAs}230`$ m/s.de Andrada e Silva et al. (1997) But GaAs itself is not a high Rashba III-V semiconductor and is thought to be be dominated by Dresselhaus SOC ($`\beta _{GaAs}1000`$ m/s).Khaetskii and Nazarov (2000) InAs-based heterojuctions, for example, may have orders of magnitude higher Rashba values.Cui et al. (2002) This means that SOC effects in silicon devices will be much smaller, including decoherence and gating errors that are SOC-based.

## III Spin relaxation

We wish to consider the combined effects of the SO Hamiltonian

$$H_R^{2D}=\alpha (p_x\sigma _yp_y\sigma _x)$$

and the scattering Hamiltonian. The scattering may be from phonons or from static disorder. We take the semiclassical approach, in which the effect of scattering is to cause transitions at random intervals from one wavepacket centered at $`\stackrel{}{p}`$ with $`\epsilon _\stackrel{}{p}=\epsilon _F`$ to another centered at $`\stackrel{}{p}^{}`$ with $`\epsilon _\stackrel{}{p}^{}=\epsilon _F,`$ where $`\epsilon _F`$ is the Fermi energy. This corresponds to a random switching in the direction of the effective magnetic field that acts on the spin degree of freedom. This is the D’yakonov-Perel’ mechanism of spin relaxation.D’yakonov and Perel’ (1972); D’yakonov and Kachorovskii’ (1986) The measured quantity in the continuous-wave experiments carried out on 2DEGs is $`T_2,`$ the transverse relaxation time, while pulsed experiments can also measure $`T_1,`$ the longitudinal relaxation time. For our purposes, a density matrix approach is the natural one, since we will eventually want to perform an ensemble average over all possible scattering sequences. Since the physical model of spins in a random time-dependent magnetic field is the same as that for relaxation of nuclear spins in liquids, the Redfield technique may be used.

We outline the calculation only briefly, since the details are parallel to the discussion in standard texts.Slichter (1978) The $`2\times 2`$ density matrix $`\rho `$ allows us to compute the expectation values of the spin by $`\sigma _i=Tr\left\{\sigma _i\rho \right\}.`$ For a single system described by the Hamiltonian $`H,`$ we have the equation of motion $`d\rho /dt=\frac{i}{\mathrm{}}[\rho ,H].`$ In the case of

$$H=H_0+H_1(t),$$
(7)
where $`H_1`$ is small, it is convenient to go to the interaction representation

$$\rho ^{_{int}}=\mathrm{exp}(iH_0t/\mathrm{})\rho \mathrm{exp}(iH_0t/\mathrm{}),$$
(8)
and then we get

$$\frac{d\rho ^{_{int}}}{dt}=\frac{i}{\mathrm{}}[\rho ^{_{int}},H_1^{int}(t)],$$
(9)
where

$$H_1^{int}(t)=\mathrm{exp}(iH_0t/\mathrm{})H_1\mathrm{exp}(iH_0t/\mathrm{}).$$
(10)
This equation can be integrated to give

$$\rho ^{_{int}}(t)=\rho ^{_{int}}(0)+\frac{i}{\mathrm{}}_0^t[\rho ^{_{int}}(t^{}),H_1^{int}(t^{})]𝑑t^{},$$
(11)
and this can be solved interatively, which in second order gives

$`{\displaystyle \frac{d\rho ^{_{int}}(t)}{dt}}`$ $`=`$ $`{\displaystyle \frac{i}{\mathrm{}}}[\rho ^{_{int}}(0),H_1^{int}(t)]`$
$`+`$ $`\left({\displaystyle \frac{i}{\mathrm{}}}\right)^2{\displaystyle _0^t}𝑑t^{}[[\rho ^{_{int}}(0),H_1^{int}(t^{^{}})],H_1^{int}(t)].`$
For example, let the steady field be in the $`z`$-direction, so that $`H_0=\mathrm{}\omega _c\sigma _z/2.`$ The fluctuating field $`\left[H__1^{int}(t)\right]_{ss^{\prime \prime }}=_{i=x,y}h^i(t)\sigma _{ss^{\prime \prime }}^i`$ is in the transverse direction. The first order matrix element vanishes and we are left, in second order, with

$`\left({\displaystyle \frac{i}{\mathrm{}}}\right)^2\left({\displaystyle \frac{d\rho _{ss^{}}^{int}}{dt}}\right)_2`$ $`=`$ $`{\displaystyle \underset{s^{^{\prime \prime }}s^{^{\prime \prime \prime }}}{}}\rho _{ss^{\prime \prime }}(0)\left[H__1^{int}(t^{})\right]_{s^{\prime \prime }s^{\prime \prime \prime }}\left[H__1^{int}(t)\right]_{s^{\prime \prime \prime }s^{}}e^{i(s^{\prime \prime }s^{\prime \prime \prime })t^{}}e^{i(s^{\prime \prime \prime }s^{})t}`$
$`+{\displaystyle \underset{s^{\prime \prime }s^{\prime \prime \prime }}{}}\left[H__1^{int}(t)\right]_{ss^{\prime \prime }}e^{i(ss^{\prime \prime })t}\left[H__1^{int}(t)\right]_{s^{\prime \prime }s^{\prime \prime \prime }}e^{i(s^{\prime \prime }s^{\prime \prime \prime })t^{}}\rho _{s^{\prime \prime \prime }s^{}}(0)`$
$`{\displaystyle \underset{s^{\prime \prime }s^{\prime \prime \prime }}{}}\left[H__1^{int}(t^{})\right]_{ss^{\prime \prime }}e^{i(ss^{\prime \prime })t^{}}\rho _{s^{\prime \prime }s^{\prime \prime \prime }}^{_{int}}(0)\left[H__1^{int}(t)\right]_{s^{\prime \prime \prime }s^{}}e^{i(s^{\prime \prime \prime }s^{})t}`$
$`{\displaystyle \underset{s^{\prime \prime }s^{\prime \prime \prime }}{}}\left[H__1^{int}(t)\right]_{ss^{\prime \prime }}e^{i(ss^{\prime \prime })t}\rho _{s^{\prime \prime }s^{\prime \prime \prime }}^{_{int}}(0)e^{i(s^{\prime \prime \prime }s^{})t^{}}\left[H__1^{int}(t^{})\right]_{s^{\prime \prime \prime }s^{}},`$
where we define $`e^{st}=e^{ϵ_st}.`$ Averaging the random field, we find

$`\overline{\left[H__1^{int}(t)\right]_{ss^{\prime \prime }}\left[H__1^{int}(t^{})\right]_{s^{\prime \prime }s^{\prime \prime \prime }}}`$ $`=`$ $`{\displaystyle \underset{ij}{}}\overline{h^i(t)h^j(t^{})}\sigma _{ss^{\prime \prime }}^i\sigma _{s^{\prime \prime }s^{\prime \prime \prime }}^j`$
$`=`$ $`{\displaystyle \underset{i=x,y,z}{}}\chi ^i(tt^{})\sigma _{ss^{\prime \prime }}^i\sigma _{s^{\prime \prime }s^{\prime \prime \prime }}^i,`$
where $`\tau =tt^{}`$ and we define $`\chi ^i(\tau )=`$ $`\overline{h^i(t)h^i(t^{})}`$. We substitute this expression into Eq. III and do the matrix algebra. Eq. III can then be integrated in the limit where $`t`$ is large. We neglect the oscillating terms, which then yield

$$\left(\frac{i}{\mathrm{}}\right)^2\frac{d\rho _{++}}{dt}=\left[\chi ^x(\omega _c)+\chi ^y(\omega _c)\right]\left[\rho _{++}(0)\rho _{}(0)\right]$$

and

$$\left(\frac{i}{\mathrm{}}\right)^2\frac{d\rho _+}{dt}=\rho _+(0)\left[\chi ^x(\omega _c)+\chi ^y(\omega _c)+2\chi ^z(0)\right]$$

To obtain the relaxation times we must consider the equation for the spin:

$`{\displaystyle \frac{d\sigma ^z}{dt}}`$ $`=`$ $`{\displaystyle \frac{d\left[Tr\left(\sigma ^z\rho \right)\right]}{dt}}={\displaystyle \frac{d}{dt}}(\rho _{++}\rho _{})`$ (14)
$`=`$ $`2\left({\displaystyle \frac{i}{\mathrm{}}}\right)^2\left[\chi ^x(\omega _c)+\chi ^y(\omega _c)\right]\left[\rho _{++}(0)\rho _{}(0)\right]`$
$`=`$ $`2\left({\displaystyle \frac{1}{\mathrm{}}}\right)^2\left[\chi ^x(\omega _c)+\chi ^y(\omega _c)\right]\sigma _z`$
and so

$$1/T_1=2\left[\chi ^x(\omega _c)+\chi ^y(\omega _c)\right]/\mathrm{}^2.$$

Also

$`{\displaystyle \frac{d\sigma ^x}{dt}}`$ $`=`$ $`{\displaystyle \frac{dTr\left(\sigma ^x\rho \right)}{dt}}={\displaystyle \frac{d}{dt}}(\rho _++\rho _+)`$
$`=`$ $`\left[\rho _+(0)+\rho _+(0)\right]\left[\chi ^x(\omega _c)+\chi ^y(\omega _c)+2\chi ^z(0)\right]/\mathrm{}^2`$
$`=`$ $`\left[\chi ^x(\omega _c)+\chi ^y(\omega _c)+2\chi ^z(0)\right]\sigma _x/\mathrm{}^2,`$
which gives

$$1/T_2=\left[\chi ^x(\omega _c)+\chi ^y(\omega _c)+2\chi ^z(0)\right]/\mathrm{}^2.$$

This gives a relation

$$1/T_2=1/2T_1+2\chi ^z(0)/\mathrm{}^2.$$

We now wish to specialize to the case of a DP mechanism in a 2DEG. The main point is that the static field may be in any direction, while the fluctuationg field is in the plane. Consider first the special case that the static field is along $`\widehat{z}.`$ Then

$$1/T_2=1/2T_1=\left[\chi ^x(\omega _c)+\chi ^y(\omega _c)\right]/\mathrm{}^2.$$

Now consider a general direction, say $`\stackrel{}{B}`$ along the direction $`B_x\widehat{x}+B_z\widehat{z}=\mathrm{sin}\theta \widehat{x}+\mathrm{cos}\theta \widehat{z}`$, so that $`\theta `$ is the angle to the normal. Then the longitudinal fluctuations $`\chi ^{}`$, which are quadratic in the field, are proportional to $`\mathrm{sin}^2\theta `$ and the transverse ones $`\chi ^{}`$to $`\mathrm{cos}^2\theta .`$ Thus

$$1/T_1(\theta )=2\left[\mathrm{cos}^2\theta \chi ^x(\omega _L)+\chi ^y(\omega _L)\right]/\mathrm{}^2$$
(15)
while

$$1/T_2(\theta )=\left[\mathrm{cos}^2\theta \chi ^x(\omega _L)+\chi ^y(\omega _L)+2\mathrm{sin}^2\theta \chi ^x(0)\right]/\mathrm{}^2.$$
(16)
For the DP mechanism in a 2DEG the random field is constant in magnitude, but random in direction. The statistics of this field are Poisson: namely that if the $`x`$-component the field at time $`t=0`$ is $`h^x,`$ then the chance of it remaining at $`h^x`$ decays as $`\mathrm{exp}(t/\tau _p)`$. Hence

$$\overline{h^i(0)h^i(\tau _p)}=h_x^2e^{t/\tau }=\frac{1}{2}\alpha ^2p_F^2e^{t/\tau _p},$$

and

$$\chi ^{x,y}(\omega )=\frac{\alpha ^2p_F^2\tau _p^2}{1+\omega ^2\tau _p^2}.$$

In these formulas, $`\tau _p`$ is the momentum relaxation time. Note that these formulas assume s-wave scattering.

The zero-frequency limit of these formulas agrees with the recent results of Burkov and MacDonald Burkov and MacDonald (2003) \[see their Eq.(17)\] . They do not agree with the formulas in Wilamowski *et. al.* Wilamowski et al. (2002), \[see, e.g., their Eq.(3)\] who state that the relaxation from the DP mechanism should vanish when $`\theta =0`$. This is not consistent with our results.

The DP mechanism has the nice feature that it is relatively easy to isolate experimentally. It is strongly anisotropic in the direction of the applied field compared to other mechanisms. To illustrate this we plot the ESR linewidths as a function of field angle in Fig. 2. What is most striking is the opposite dependence on angle for the rates $`1/T_1`$ and $`1/T_2`$, with $`1/T_2`$ maximized when the field is in the plane of the 2DEG, while $`1/T_1`$ is maximized when the field is perpendicular to the plane of the 2DEG. Physically, this comes from the fact that the electric field is perpendicular, so that the fluctuations of the effective magnetic field are in the plane. Longitudinal relaxation ($`T_1`$) is due to fluctuations perpendicular to the steady field, while transverse relaxation ($`T_2`$) is due to fluctuations both perpendicular and parallel to the steady field. This mechanism has the characteristic that the change in $`1/T_1`$ as the field is rotated through 90 degrees is always a factor of two. The change in $`1/T_2`$ is frequency- and lifetime-dependent, with the anisotropy increasing as the mobility increases.

The DP relaxation also has the counter-intuitive inverse dependence of the spin relaxation time on the momentum relaxation time: $`1/T_{1,2}\tau _p`$, for small $`\tau _p`$ (or zero field), typical for motional narrowing. We plot the dependence of $`T_2`$ on the mobility in Fig. 3. At high mobilities and high frequencies $`\omega >>1/\tau _p`$, we find $`1/T_{1,2}1/\tau _p`$.

## IV Discussion

We have calculated the transverse and longitudinal relaxation times of a silicon 2DEG in an arbitrary static magnetic field. To test our calculations, we compare them to known ESR data.Jantsch et al. (2002); Tyryshkin et al. (2003a); Wilamowski et al. (2002); Truitt (2004); Graeff et al. (1999) We limit ourselves to low temperatures, $`ϵ_F1015`$ K, and realistic material parameters for state-of-the-art heterostructures.

The most robust prediction of the theory is the anisotropy, particularly that of $`T_1`$, which is completely independent of all parameters. The only measurement, in Ref. , gives satisfactory agreement for $`T_1:T_1^{Bz}/T_1^{Bz}=0.67`$ as opposed to the prediction 0.5. Furthermore, the anisotropy of $`1/T_2`$ goes in the opposite direction, as it should. The magnitude of this anisotropy is measured to be $`T_2^{Bz}/T_2^{Bz}=12.5`$ which is about a factor of six larger than the theory predicts for the quoted mobility. The relaxation times, as far as can be determined by the range set by the uncertainty in silicon band parameters, are in rough agreement with what one gets from estimates assuming that this well is a device of type 1. The anisotropy of the 2DEG ESR linewidth is independent of $`\alpha `$ and is indeed only dependent on one free variable: the momentum relaxation time $`\tau _p`$ which we assume is directly proportional to the mobility. The magnitude of the relaxation time, on the other hand, is set by the Rashba coefficient together with the Fermi momentum.

Table 1 details results for four other samples as well, also nominally of type 1 for which measurements of $`T_2`$ have been performed. Agreement is good for the sample of Ref. Wilamowski et al. (2002), particularly for the anisotropy of $`T_2`$. This is a donor-layer-populated sample measured with CW-ESR. Ref. Graeff et al. (1999), measured via electrically-detected ESR (ED-ESR), also is in good agreement with the anisotropy predicted by the theory. Comparison with the sample of Ref. Truitt (2004) also seems to be very good. This is an IBM 2DEG with a density of roughly $`4\times 10^{15}`$ m-2 and a quantum well thickness of 10 nm, fully donor-layer populated. Agreement is considerably less good for the sample in Ref. Jantsch et al. (2002). Here the mobility is not well-known, and the sample is partially populated by illumination. So we are lead to believe that there is some difference between the two sets of samples that causes one set to have a larger $`T_2`$ anisotropy than our theory predicts, even for very similar material paramters (density and mobility). Further experimental work along the lines of measuring the density, mobility, $`T_1`$, and $`T_2`$ on the same samples is needed.

The magnitude of the predicted relaxation times is in general well predicted by the theory, but there is a range of error. The position of the ionized centers which populate the well is important for the calculation of the electric field which is thus hard to characterize. Photoelectrons created with light at the bandgap energy may also have symmetry changing effects. This may explain why the Rashba coefficient derived from varying the 2DEG density by light in Ref. Wilamowski et al. (2002) appears to be independent of density. It is also important to point out that parallel conductivity (current paths through both the 2DEG and the donor-layer for example) is a common problem in today’s SiGe quantum wells and may effect the transport measurements of density and especially mobility making comparison with theory difficult.

Other mechanisms may become important as we leave the parameter range considered in this paper. Electron-electron collisions which do not greatly affect the mobility at low temperatures may start to contribute at higher temperatures and mobilities, as they appear to do in GaAs quantum wells.Glazov et al. (2003) These collisions will also relax the spin, but the relation between momentum relaxation and spin relaxation is not expected to be the same as for the elastic collisions considered here. At higher magnetic fields, the cyclotron motion of the electrons is important. In the semiclassical picture, when $`\omega _c\tau _p1`$, the average value of the momentum perpendicular to the magnetic field shrinks, reducing or even eliminating DP spin relaxation, as has been considered for III-V semiconductors in the fixed magnetic field case.Zakharchenya (1984); Ivchenko (1973) This effect may become important at high mobilities and would be dependent on magnetic field angle, increasing the anisotropy predicted here while also increasing the relaxation times. Quantum effects may become important in this regime however. The wave vector dependence of the conduction band electron g-factor may also lead to relaxation, as has been pointed out recently,Bronold et al. (2002) but hasn’t been considered here. Finally, the addition of details related to the presence of two conduction-band valleys may differentiate further the case of Si from that of GaAs. Golub and Ivchenko Golub and Ivchenko (2004) have considered spin relaxation in symmetrical ($`\alpha `$=0) SiGe QWs, where valley domains (even or odd monolayer regions of the QW) may have influence over spin dynamics. Random spin-orbit coupling due to variations in the donor layer charge distribution may also be important in symmetric quantum wells.Sherman (2003a, b)

Long spin relaxation times on the order of hundreds of nanoseconds to microseconds, found in presently available SiGe quantum wells, hold great promise for both quantum information processing and spintronics. Our results demonstrate that decreasing the reflection asymmetry within the device will appreciably decrease the Rashba coefficient and the consequent spin relaxation at low temperatures. This can be achieved by a symmetric doping profile or using an external electric field to cancel out the field of the ions. They further show that the anisotropy of the ESR linewidth as a function of angle may be a good indicator of 2DEG quality (mobility) independent of transport measurements. As higher mobility and more exotic SiGe heterostructures are grown and characterized, new physics may emerge.

## Acknowledgements

The authors would like to acknowledge useful conversations with Mark Friesen and Jim Truitt and with the rest of the Wisconsin-Madison solid-state quantum computing group.222http://qc.physics.wisc.edu/ This work has been supported by the Army Research Office through ARDA and the NSF QUBIC program NSF-ITR-0130400.


format: text

text:
# Origin of Crashes in 3 US stock markets: Shocks and Bubbles

## 1 Addressing the Problem

The characterization of large negative moves on the stock market is by definition of profound importance to risk management of investment portfolios. An objective non-arbitrary definition of “large” or similarly “a crash” has yet to be agreed upon by the financial community. Here, such a definition of a crash is presented in terms of $`ϵ`$-drawdowns, i.e., noise filtered drawdowns where the size of the filter $`ϵ`$ is determined by the historical volatility of the index. An $`ϵ`$-drawdown classifies as a crash if its rank $`i1`$, i.e., the special name “crash” is reserved for the “few” largest negative price drops. Ideally, one would like to “prove” that these largest negative price drops are outliers to the bulk of the distribution of price drops. As for now, a large body of evidence has accumulated which suggest that it this is most likely the case  but not more. This problem will be further addressed in a future publication and this paper only provides for an “eye-balling” analysis by the reader with figures 1-3. The reader is then left to judge for himself but should note that for the largest filter used (see figure legend), all $`ϵ`$-drawdowns for all 3 indices are parametrized by the fit with the function function (4).

Specifically, for the DJIA the four largest $`ϵ`$-drawdowns are characterized as crashes, for the SP500 the five largest and for the NASDAQ the six largest. Naturally, this does not exclude, e.g., that the fifth largest $`ϵ`$-drawdown in the DJIA may also be characterized as a crash, but this is the interpretation of “few” put forward here. Returning to the other two indices, for the SP500 an additional $`ϵ`$-drawdown has been included due to the higher historical volatility of the SP500 compared to that of the DJIA. For the same reason, the six largest $`ϵ`$-drawdowns are considered for the NASDAQ. The time series extend from 01/01 1900 to 17/07 2000 for the DJIA, from 29/11 1940 to 17/07 2000 for SP500 and from 05/02 1971 to 17/07 2000 for the NASDAQ.

An $`ϵ`$-drawdown is defined as a persistent decrease in the price over consecutive days from a local maximum to the next local minimum ignoring price increases in between the two of relative size less than $`ϵ`$. Since they are constructed from runs of the same sign variations, $`ϵ`$-drawdowns embody a rather subtle dependence which captures the way successive drops can influence each other. This “persistence” is not measured by the distribution of returns because, by its very definition, it forgets about the relative positions of the returns111Realizing this allows one to construct synthetic price data for statistical tests with the same return distribution by a reshuffling of the returns. A priori, the optimal choice of filter should be bounded by $`0<ϵ\sigma `$, where $`\sigma `$ is the historical volatility, but as the noise distribution for financial data is unknown and presumably not stationary over small time scales a more qualified choice seems difficult to make.

For each of the 12 crashes considered, a causal explanation in terms of

* A surprising new piece of information as the Efficient Market Hypothesis (EMH) demands. We refer to this as a “shock”.
* A prior LPPL “bubble”, as defined below, to be deflated by the crash reminiscent of Adam Smith’s “invisible hand”.

for the crash is investigated. One may very well argue, as the author attempts to do, that the two proposed mechanisms are two sides of the same thing, however, on quite different time scales.

## 2 Statistics of LPPL Bubbles

In a series of papers, the present author with D. Sornette and co-workers  have shown that on the FX, Gold and major stock markets, crashes are often preceded by precursory characteristics quantified by a log-periodic power law, specifically

$$p\left(t\right)=A+B\left(t_ct\right)^z+C\left(t_ct\right)^z\mathrm{cos}\left(\omega \mathrm{ln}\left(t_ct\right)\varphi \right)$$
(1)
The results on the US stock markets have been confirmed by several independent groups . Eq. (1) has its origin in a Landau-expansion type of the argument and the underlying Scaling Ansatz is simply

$$\frac{dF\left(x\right)}{d\mathrm{ln}x}=\alpha F\left(x\right)+\beta F^2\left(x\right)\mathrm{}$$
(2)
which to first order leads to eq. (1) with an arbitrary choice of periodic function. The concept that only relative changes are important has a solid foundation in finance, but a detailed and rigorous derivation or justification of (2) has yet to be achieved. Instead, the predictions that comes from applying this Ansatz, specifically those related to $`\alpha =z+i\omega `$, to the data have been compared using different markets and time periods. Specifically, assuming a Gaussian distribution it has been established empirically that

$$\omega 6.36\pm 1.56z0.33\pm 0.18$$
(3)
for over thirty crashes on major financial markets . Hence, (1) combined with (3) is used as a definition of a LPPL bubble. Together with the concepts of “shocks”, as defined above, we are lead to a consistent and coherent picture when combined with a ranking of $`ϵ`$-drawdowns.

## 3 Statistics of Drawdowns

As mentioned, an increasing amount of evidence that the largest negative market moves belongs to a different population than the smaller has accumulated . Specifically, it was found that the cumulative distributions of drawdowns on the worlds major financial markets, e.g., the U.S. stock markets, the Hong-Kong stock market, the currency exchange market (FX) and the Gold market are well parameterised by a stretched exponential

$$N(x)=Ae^{bx^z}$$
(4)
except for the $`1\%`$ (or less) largest drawdowns. In general, it was found that the exponent $`z0.70.9`$ . It is worth noting that only the distributions for the DJIA, the US$/DM exchange rate and the Gold price exhibits “potential” outliers for the complement drawup distribution, whereas (all?) other markets shows a strong asymmetry between the tails of the drawdown and drawup distributions the latter having no outliers. This asymmetry has also been confirmed for smaller losses/gains . The range of the exponent for the drawup distributions is also generally higher with $`z0.91.1`$ except for the FX and Gold markets .

In previous analysis and identification outliers on the major financial markets drawdowns (drawups) were either simply defined as a continuous decrease (increase) in the closing value of the price  or a simple filter of $`1\%`$ and $`2\%`$ were used . Hence, in the first case a drawdown (drawup) was terminated either by any increase (decrease) in the price no matter how small. In the second case the filter was arbitrarily chosen independently of the volatility of the data. Here an $`ϵ`$-drawdown is defined as follows. A local maximum in the price is identified. Then a continuation of the downward trend ignoring movements in the reverse direction smaller than $`ϵ=a\sigma `$ is identified. Here, sigma is the historical volatility of the index calculated from the data and $`a=1`$ for the DJIA and $`a=1/2`$ for the SP500 and NASDAQ.

## 4 Correspondence between Crashes, Bubbles and Shocks

In figures 1-3 we see the cumulative $`ϵ`$-drawdown distributions of the DJIA, SP500 and Nasdaq. The thresholds used were a relative threshold of $`ϵ=a\sigma `$, where $`\sigma `$ is the historical volatility and $`a`$ is a number between 0 and 2, see figure legends. We see that the fits with eq. (4) for all three index fully captures the distributions except for a few cases which is referred to as “crashes”. In tables 3-3 we see the ranking of the $`ϵ`$-drawdowns found in the three historical indices.

If we only note the dates of the four (DJIA), five (SP500) and six (NASDAQ) largest $`ϵ`$-drawdowns in the tables, i.e., $`ϵ0,2`$, we get

* DJIA: 1914, 1929, 1940 and 1987
* SP500: 1946, 1962, 1987$``$, 1998, 2000
* Nasdaq: 1978, 1987$``$, 1998$``$, 2000

Here $``$ denotes two $`ϵ`$-drawdown linked to the same event. Except for the crashes related to the outbreak of WWI in 1914 and WWII in 1940 quite remarkably all of these outliers have log-periodic power law precursors well-described by eq. (1) and (3). In addition, all have previously been published . For the pure drawdowns, i.e., $`ϵ=0`$, the ranking order is permutated and for the DJIA the 1940 event is replaced by a 1933.55 event, for the SP500 the 1978 event is replaced by a 1974.72 event and for the NASDAQ the 1978 event is replaced by a 1990.62 event. These three “new” events coincide with the political maneuvering of president F. D. Roosevelt222Roosevelt New Deal policy included the passing of the Securities Acts of 1933 and 1934 as well as going of the Gold standard in 1933. upsetting the financial markets, the political turmoil caused by the resignation and the controversial pardoning of president R. Nixon on August 8th and September 8th 1974 and an $`ϵ`$-drawdown of $`17.8\%`$ in the Japanese Nikkei index, respectively, and should thus be classified as a shocks.

The results presented here means that the joint evidence from the ranking of $`ϵ`$-drawdowns in the DJIA, the SP500 and the Nasdaq identifies all crashes with log-periodic power law precursors found in the US stock market except the crash after the LPPL bubble of 1937. Naturally, the optimal threshold (according to some specific definition) used in the outlier identification process is related to that particular index volatility. However, the volatility is again nothing but a measure of the two-point correlations present in the index, which we have proved to be an insufficient measure when dealing with extreme market events. This presumably explains this miss in the 1-to-1 correspondence between crashes on one hand and shocks and LPPL bubbles on the other.

## 5 Conclusion

The analysis presented here have strengthen the evidence for outliers in the financial markets and that the concept can be used as a objective and quantitative definition of a market crash. Furthermore, we have shown that the existence of outliers in the drawdown distribution is primarily related to the existence of log-periodic power law bubbles prior to the occurrence of these outliers or crashes. In fact, of the 12 largest drawdowns identified as outliers only 3 did not have prior log-periodic power law bubble and these 3 outliers could be linked to a specific major historical event. In complement, only 1 (1937) previously identified log-periodic power law bubble was not identified as an outlier.

the analysis presented suggest a one-to-one correspondence between market crashes defined as top-rank filtered drawdowns on one hand and surprising news and LPPL bubbles on the other. We attribute this correspondence to the Efficient Market Hypothesis effective on to quite different time scales depending on whether the market instability the crash represent is internally or externally generated.

Further work is needed to clarify the role of different coarse-graining methods as well as to arrive at a quantitative choice for $`ϵ`$ based on the data. Naturally, the choice of $`ϵ`$ should not only be determined by the volatility but should also depend further on the type of market.

Cited papers by the author are available from http://www.get2net.dk/kgs/pub.html.


text:
# Intrinsic Josephson Effects in the Magnetic Superconductor RuSr2GdCu2O8

## Abstract

We have measured interlayer current transport in small sized RuSr2GdCu2O8 single crystals. We find a clear intrinsic Josephson effect showing that the material acts as a natural superconductor-insulator-ferromagnet-insulator-superconductor superlattice. So far, we detected no unconventional behavior due to the magnetism of the RuO2 layers.

The discovery of the ruthenocuprate RuSr2GdCu2O8 (Ru1212) created enormous interest due to the coexistence of high-$`T_c`$ superconductivity with $`T_c`$ values between 15 and 45 K (depending on preparation conditions) and magnetic order that sets in below $`T_{mag}=125145`$ K. The crystal structure of the material consists of alternating superconducting cuprate layers and magnetically ordered ruthenate layers Bauernfeind ; Felner ; Bernhard ; Lynn . The magnetic order of the Ru moment is predominantly antiferromagnetic along the $`c`$-axis with $`1.11.2\mu _B`$ Lynn . Nevertheless, a sizeable ferromagnetic (in-plane) component of about $`0.10.3\mu _B`$ has also been observed, first by magnetization and muon-spin rotation measurements Bernhard  and subsequently by neutron scattering Takagiwa  and NMR Tokunaga  (the latter two experiments were done on isostructural RuSr2YCu2O8 to avoid the complication due to the magnetic Gd ions). Furthermore, it is found that the ferromagnetic component grows rapidly at the expense of the antiferromagnetic one if an external magnetic field is applied. Already at a field of about 2 Tesla the Ru magnetic order is essentially ferromagnetic. This unusual material marks one of the very few examples where the magnetic transition temperature is considerably higher than the superconducting one. Many interesting phenomena may occur in Ru1212, including a spontaneous vortex-state Bernhard2 ; Klamut ; Williams  or a superconducting order parameter exhibiting $`\pi `$ phases Bulaevskii .

An important question concerns the electronic coupling between the magnetic and the superconducting layers which alternate on a (sub)nanometer scale. Relevant information can be obtained from a detailed investigation of the interlayer transport. The RuO2\- and CuO2-layers are separated by SrO layers which are likely to be insulating. The structure thus may form a natural SIFIS multilayer structure, where I stands for insulating layers formed by SrO, F for the magnetic RuO2 layers (with a weak ferromagnetic component) and S for the superconducting CuO2 layers (cf. Fig. 1).

From this point of view, interlayer supercurrents between adjacent CuO2 layers may be of the Josephson type Houzet , similar to the interlayer supercurrent in the cuprates Bi2Sr2CaCu2O8 (Bi2212) or Tl2Ba2Cu3O10 Kleiner . In the latter compounds this intrinsic Josephson effect is well investigated and has been used for many studies Yurgens . Regarding Ru1212, far infrared absorption measurements Shibata  have revealed a low-lying resonance near 8.5 cm-1 ($`1`$ meV) which has been attributed to longitudinal Josephson-plasma oscillations. To gain more information on the interlayer transport mechanisms, experiments on single crystals are required. Due to the lack of large single crystals, so far most experiments (transport or other) have been performed on polycrystalline samples. In this paper we report on interlayer transport experiments on small-sized Ru1212 single crystals. The measurements show that there is an intrinsic Josephson effect which turns out to be very similar to the intrinsic Josephson effect in cuprates. Within the limited magnetic field and temperature range investigated there is no clear sign of any unconventional behavior not known from cuprate intrinsic Josephson junctions. The fact that intrinsic Josephson effects can be observed, however shows that the crystal quality, although certainly not perfect, is good enough to validate a model of a Josephson coupled SIFIS multilayer.

Ru1212 single crystals were grown by a self flux method as described in Lin . The structure and the composition where confirmed by XRD and EDX measurements. Magnetisation measurements on a set of selected single crystals revealed a spontaneous magnetization below $`T_{mag}135`$ K and the onset of a sizeable diamagnetic signal below $`T_c57K`$ (cf. ref. Lin ). Such a $`T_c`$ value is somewhat higher than reported for polycrystalline Ru1212 samples and might be explained by slight variations in the Cu, Ru and oxygen content inside the single crystals Klamut2 . For the transport experiments crystals with an in-plane size between 20 $`\mu `$m and 100 $`\mu `$m and a thickness between 15 $`\mu `$m and 30 $`\mu `$m were selected. A 100 nm thick gold layer was evaporated on both $`ab`$ faces of the crystal. The crystal was subsequently annealed at 450C for 8 h to provide a good electrical contact between Au and the crystal surface. Similar to early experiments on cuprate single crystals Kleiner  the ruthenocuprate crystals were clamped between two contact rods allowing for a two-point interlayer measurement (cf. Fig. 2, inset). All wires were low pass filtered to minimize environmental noise. Magnetic fields of up to 6 T could be applied at variable angles relative to the $`ab`$ planes.

In total we successfully measured ten samples so far, all showing similar electrical properties. In this paper we discuss mainly data from three representative crystals, samples st02, st07 and st21. The crystals had dimensions $`75\times 75\times 20\mu `$m3, $`120\times 120\times 35\mu `$m3 and $`55\times 60\times 25\mu `$m3, respectively.

Fig. 2 shows the temperature dependence of the $`c`$-axis resistance of two samples. For st07 the midpoint of the superconductive transition is at 51 K, with a transition width of 10 K. Sample st02 has a slightly higher $`T_c`$ of 54 K. Here, the transition shows a foot-like structure below 50 K. The residual resistance at low temperatures is due to the contact resistance between the contacting Au layer and the crystal. As can be seen, it amounts to only a few per cent of the total resistance and is thus not a major concern. For both samples $`R(T)`$ exhibits a maximum near 60 K. At the resistance maximum we calculate a resistivity $`\rho _c`$ of 25 $`\mathrm{\Omega }`$ cm for st02, and 170 $`\mathrm{\Omega }`$ cm for st07. However, these numbers should be taken with some care. The crystals were not perfectly rectangular in shape. Also, we cannot rule out that the contacting Au layer partially shunted the sidewalls of the crystals. We thus have an uncertainity of at least 50 % in determining $`\rho _c`$. Nonetheless one can state that the observed maximum $`\rho _c`$ values are of the same order as the ones observed in e. g. Bi2212.

Fig. 3 shows current voltage ($`IV`$) characteristics of the two samples at 4.2 K in zero magnetic field. There is the typical multi-branched structure known from the intrinsic Josephson effect in cuprates. For example, each Bi2212 intrinsic Josephson junction exhibits a bistable $`IV`$ characteristic. The junctions within a stack can be switched to the resistive state independently of the others; the overall $`IV`$ characteristic measuring the total voltage across the stack thus consists of many resistive branches differing by the number of junctions in the resistive state Kleiner ; Yurgens .

For the Ru1212 sample st02 (Fig. 3a), increasing the bias current from zero, one initially observes a finite slope which is due to contact resistance. There are two small voltage jumps at currents of respectively 0.27 mA and 0.36 mA, followed by a large jump at 0.55 mA. At these currents the weakest junctions or groups of junctions in the crystal become resistive. Relating the jump at 0.55 mA to the full in-plane crystal area of $`75\times 75\mu `$m2 one obtains a critical current density $`j_c`$ of about 10 A/cm2 which is a rather low value. Similar to the $`c`$-axis resistivity also this number should, however, be taken with caution. The crystal surface is not atomically smooth and thus the ”weakest” junctions may be related to a much smaller area. The true $`j_c`$ value may be significantly higher. With a further increase of current, additional voltage jumps occur. Lowering the current on some resistive branch the voltage decreases continuously down to some return current where the voltage jumps backwards. Multiple current sweeps finally yield the $`IV`$ characteristic of Fig. 3a. The observed distribution of switching currents shows that the crystal is not perfectly homogeneous. However, to be fair, one has to say that similar critical current distributions have been observed for many cuprate crystals exibiting the intrinsic Josephson effect. On average, the voltage jump between adjacent branches is $`12`$mV which is an order of magnitude lower than for Bi2212. Such low values may indicate tunneling via electric states localized in the barrier layers.

The current voltage ($`IV`$) characteristic of sample st07 at 4.2 K, as shown in Fig. 3b, also exhibits multiple branches. At a current of 50 $`\mu `$A a voltage jump of about 50 mV occurs which corresponds to a larger group of junctions. Inner branches could only be traced out by lowering the bias current from this resistive state below the return currents of some junctions. The switching currents of these ”inner” branches are between 30 and 40 $`\mu `$A, i. e. significantly lower than the initial switching current at 50 $`\mu `$A. This feature points to a strong interaction between the different junctions, possibly due to Josephson vortex formation. At higher temperatures both the critical currents and the hysteresis in the $`IV`$ characteristics of all samples decreased. Above about 35 K the $`IV`$ curves were non-hysteretic and noise rounded. The inset in Fig. 3b shows examples for sample st07.

The temperature dependence of the normalized critical current ($`I_c(T)`$) of the first branch of samples st07 and st21, respectively, is shown in Fig. 4. For the latter sample measurements were done both in zero magnetic field and in fields of 2 and 6 T applied parallel to the $`ab`$ planes.

Note that, within error bars, in all cases $`I_c(T)`$ decreases monotonically. There is no indication of a reentrant supercurrent as it has been observed by Ryazanov et al. Ryazanov  for metallic superconductor/ferromagnet/superconductor $`\pi `$-junctions. The data of Figs. 2 to 4 thus indicate a ”conventional” intrinsic Josephson effect.

We finally discuss the effect of external magnetic fields applied under angles $`90^{}<\theta <90^{}`$ relative to the $`ab`$ planes. At the present stage, the structure of the current voltage characteristics is not regular enough to carefully study minute effects associated with the motion of fluxons. However, an important test can be made on the orientation of the Josephson junctions seen in the $`IV`$ curves. In a magnetic field there is a voltage contribution due to the motion of Josephson fluxons. When the field is applied at some large angle $`\theta `$ with respect to parallel orientation, in addition to strings of Josephson fluxons, pancake vortices form penetrating the superconducting layers. In that situation the measured critical currents are small and the voltage is dominated by a large flux flow. When the field is rotated closer to parallel orientation the number of pancakes decreases and the voltage, measured at fixed bias current, becomes smaller (roughly, one can say, that the Josephson fluxons become pinned by the pancakes). Close to parallel orientation, however, there is the lock-in transition Feinberg  where the $`B`$ field becomes oriented parallel to the layers. Now, the Josephson fluxons can move freely and the voltage drop across the layers again increases giving rise to a sharp voltage peak close to parallel orientation. For Bi2212 this effect is routinely used to align the samples with high accuracy with respect to the magnetic field orientation Hechtfischer .

Fig. 5 shows corresponding curves for the Ru1212 sample st21. The characteristic peak near $`\theta =0^{}`$ can be clearly seen (left inset in Fig. 5). This peak was obervable at all temperatures up to $`T_c`$ (right inset in Fig. 5). The following can be learned from these curves: First of all, they highlight that fluxon motion takes place in a very similar fashion as in Bi2212. Second, as in Bi2212, the effect is present for fields in the Tesla range showing that there is still a Josephson effect even at such high magnetic fields. Third, the existence of a pronounced peak due to Josephson vortex motion for all temperatures rules out the suppression and reentrance of Josephson coupling due to $`0\pi `$ transitions. Finally, by comparing the peak position with the geometric orientation of the crystal, we see that the barrier layers of all Josephson junctions appearing in the experiment are truly oriented in the $`ab`$-direction of the crystals. Had we measured parasitic junctions formed by some cracks or some crystal inhomogeneities in the crystal there would be no reason for a peak to appear near parallel field orientation. We thus can state that we clearly see intrinsic Josephson junctions formed inside the Ru1212 crystals.

In summary, we have measured the interlayer current transport in micrometer-sized RuSr2GdCu2O8 single crystals. We find a clear intrinsic Josephson effect, however, for fields up to 6 T, with no signs of any unconventional behavior due to the magnetic RuO2 layers. This does, however, not mean that such effects do not exist. For example, a spontaneous vortex-state should occur close to $`T_c`$ where our measurements so far have been strongly affected by thermal fluctuations. Further investigations will show whether or not unconventional phenomena expected for SIFIS multilayers can be observed in this material.

We gratefully acknowledge financial support by the Deutsche Forschungsgemeinschaft and the Landesforschungsschwerpunktsprogramm Baden-Württemberg.


text:
# 1 Introduction

## 1 Introduction

In June 2001, after the second major hardware upgrade, the Optical Gravitational Lensing Experiment entered its third phase, OGLE-III, and with the data flow of about 3.5 TB/year became a “terabyte” survey. With more than 200 millions of stars observed regularly once every 1–3 nights it became crucial to perform the photometric reductions in real time to avoid saturation by the huge incoming data stream. While the initial reductions of the OGLE-III images were performed in real time from the very beginning, the full on-line photometric data pipeline was implemented one year later for the Galactic bulge fields when sufficient number of good quality frames were collected for each field. Gradually, all the remaining OGLE-III fields were included for on-line photometric reductions and presently all images are reduced within several minutes after the frame has been collected.

From the point of view of the scientific output of a sky survey it is also very crucial to implement systems that can analyze the photometry of the observed fields in real time. Many objects undergo large brightness variations in different time scales and detection of such cases, potentially very interesting, in early phases can be very important for good sampling or follow up observations.

One of such systems, the Early Warning System (EWS) for detection of on-going microlensing events was designed and installed in 1994 during the OGLE-I phase, as the first system of such type in any microlensing survey. Later similar capabilities were implemented by the MACHO group (Alcock et al. 1997), in very limited range by the EROS group (Afonso et al. 2003) and since 2000 by the MOA Collaboration (Bond et al. 2001). The EWS system operated successfully during OGLE-II providing about 40–80 microlensing detections per year.

The modified EWS system was reinstalled for OGLE-III in May 2002 and operated successfully in 2002 and 2003 Galactic bulge observing seasons. Two other real time data analysis systems were also developed and implemented in the past months: EEWS – a system of detection of anomalies in microlensing events and NOOS – a system of detection of transient objects in the OGLE-III fields. In this paper we present description of all these real time systems and shortly describe the data acquisition system and data photometry pipeline of the OGLE-III survey.

## 2 OGLE-III Data Acquisition System

Replacement of the single chip CCD camera with a new “second” generation instrument was the main feature of the hardware upgrade of OGLE-III. The new CCD camera is an eight chip $`8192\times 8192`$ pixel mosaic. Each chip of the mosaic is a SITe ST-002a CCD detector with $`2048\times 4096`$ pixels of 15 $`\mu `$m size. This corresponds to the 0.26 arcsec/pixel scale in the focus of the OGLE telescope, and the full field of view of the mosaic is $`35\times 35`$ arcmins.

The chips are mounted in two rows on the molybdenum mounting plate in large cryogenic dewar (ND10) manufactured by IR Laboratories Inc. (Tucson, AZ, USA). They are cooled and held at the temperature of $`95`$ C. Part of electronics, namely preamplifiers and bias and clock signal filters are also mounted inside the dewar, very close to the detectors. Only one CCD amplifier is used for reading of each chip. Therefore the following electronics consist of eight identical parallel channels. The liquid nitrogen (LN2) hold time of the dewar (capacity of 6 liters) is about 24 hours.

The signals are directed to and from the dewar electronics via two hermetic 100 pin connectors. Two small aluminum boxes mounted very close to these connectors hold small printed circuit boards with clock electronics. These boxes are connected with short high quality cables with the larger “gold” box mounted to the instrument base, containing the main electronics boards. The electronics of each channel consists of two parts: DC chain, providing all bias and clock voltages and signal chain: dual slope integrator with LTC1608 ADC converter for signal digitalization. Each channel (output voltages, ADC converter, gain etc.) is programmable by a microcontroller based on digital signal processor (DSP) TMS320C50. Also clocking pattern can be programmed by this microcontroller. The electronics is adjusted in this manner that in the default mode all CCD chips have similar gain value. The readout noise of chips depends on the chip and is in the range of 6–9 e-. The well depth reaches from 60 000 e- to 80 000 e-. Table 1 lists the gain and readout noise values for each chip. The default clocking pattern allows reading of the mosaic in about 98 seconds.

The microcontroller is identical with that used in OGLE-II (Udalski, Kubiak, Szymański 1997) and includes additional DSP board for reading the output of ADC converter of each channel during the next pixel reading time. The data are then transmitted via the TAXI line and PC-PCI board to the PC computer located outside the telescope level. This computer can operate locally, but in the normal observing mode it immediately sends the data received from the microcontroller over the GB Ethernet network to the main data acquisition computer located in the control room a few tens meters outside the telescope building. The data acquisition computer reads the incoming stream of data, assigns the coming pixels to appropriate chips and stores the data on the disk in eight independent FITS files of about 17 MB each. They share the same image number but the extension corresponds to the chip number. The total size of each image (eight files) is about 137 MB.

The remaining hardware components of the system, namely the guider, filter wheel and shutter are identical as during OGLE-II (Udalski, Kubiak, Szymański 1997). Only minor modifications to the shutter and filter wheel were necessary to avoid vignetting.

## 3 OGLE-III Photometric Data Reduction Pipeline

The automatic software designed for on-the-fly flat-fielding of the collected frames continuously monitors output from the data acquisition software waiting for the incoming images and begins the operation when a current image is completely read. Each chip in the image is treated separately. The images are de-biased and flat-fielded by a procedure based on the standard IRAF222IRAF is distributed by National Optical Observatories, which is operated by the Association of Universities for Research in Astronomy, Inc., under cooperative agreement with National Science Foundation. routines from CCDPROC package. Appropriate bias and flat-field images for each chip from the mosaic are prepared in advance by independent code, also based on CCDPROC package. To save hard disk space, flat-fielded and raw images are finally compressed with the RICE algorithm. Once every few days they are dumped to a HP Ultrium tape (about 200 GB of raw data per tape) for storage and transportation to the headquarters.

When the current image is preprocessed, the status of its field is verified and if the image is supposed to be reduced in real time then it is processed by the main OGLE-III photometric data pipeline. The photometry software applies the image subtraction method. It is based on the Woźniak’s (2000) implementation of the Difference Image Analysis, DIA, technique (Alard and Lupton 1998, Alard 2000) with many software modifications for better performance and stability.

Similarly to the initial pre-processing, images from each chip are processed independently. Depending on the stellar density of the field an image is divided into thirty two $`512\times 512`$, eight $`1024\times 1024`$ or two $`2048\times 2048`$ pixel subframes. In the first step of reductions the shift between the frame and the reference image (see below) is calculated and the subframes of the current image are extracted and interpolated to the same grid of coordinates as the subframes of the reference image. Then the transformation between the current subframe and reference image subframe is derived and the difference image subframe (current minus reference) is created.

In the next step the difference image of the current subframe is searched for objects that brightened or faded. Next, the positions of these detections are cross-correlated with the positions of stars detected in the reference image and two files containing the known variable stars and “new” variable stars (those whose $`X,Y`$ coordinates do not correlate with known stars) in the current difference image are created. Finally, the photometry of all objects identified earlier in the reference image at the position of their centroids is derived. Photometric measurement consists of the measured PSF flux of the star in the difference image (Woźniak, 2000) added to the PSF flux of this object in the reference image, converted then to the magnitude scale.

When all subframes of the current image are reduced, the individual files for each subframe are combined into three global files of a given frame containing current photometry of all reference image stars, detected variable objects and “new” objects in the current frame. One has to remember that many of the “new” objects are artifacts (traces of non-perfectly removed cosmic-rays, non-perfectly subtracted bright stars etc.).

In the final step the photometric databases are updated. The databases are created and updated with the software similar to that used in previous stages of the OGLE project (Szymański and Udalski 1993) with some minor modifications due to somewhat different data input format. Separate databases are created for each chip in a given field, thus the complete set for a field consists of eight separate databases. Moreover, two kinds of databases are created in each case – the large database contains photometry of all stars detected in the reference image while the second one, much smaller, includes only “new” objects that are detected in the subsequent images. While the number of objects is fixed in the former case it gradually increases in the latter. The databases ensure fast and user friendly access to the complete photometry of all OGLE-III objects.

Before a field can be included in the list of the fields whose photometric reductions are performed in real time, a reference image and appropriate files with magnitudes of stellar objects detected in this image must be constructed. The reference image is constructed by stacking and averaging several single good quality and seeing images. The first image on the list of components of the reference image defines the pixel grid of the reference image. Depending on the stellar density in the field the images are divided into 32, 8 or 2 subframes. This division is then preserved during the reduction procedures. Each subframe is treated independently. Before the reference image of a subframe is constructed the shifts of all images on the list of components of the reference image relative to the first image are calculated and appropriate subframes are extracted. Each subframe is cleaned for cosmic ray hits and all known defects of the detector are masked.

Next, precise transformations between the subframe of the first image and the remaining subframes are derived, the subframe pixels are interpolated to the same pixel grid and the scale factor is derived. If the scale is considerably different than the scale of the first image, e.g., due to poor atmospheric transparency, the subframe is removed. In the next step all subframes from the list are averaged after multiplying by the scale factor and correcting for difference in the background level. Finally, the PSF photometry of the subframe of the reference image is derived using the DoPHOT photometry program (Schechter, Saha and Mateo 1993). The flux values obtained with PSF photometry are converted to the scale of the DIA software based on the linear transformation obtained from several tens of the brightest stars. The procedure is repeated for all subframes of a given field.

The reference image has much deeper magnitude range than the individual images. Therefore the PSF photometry obtained from this image is much more accurate and the list of detected stars is much more complete. In the Galactic bulge fields the reductions are performed on thirty two $`512\times 512`$ subframes while in the Magellanic Cloud fields on eight $`1024\times 1024`$ or two $`2048\times 2048`$ pixel subframes depending on the number of stars in the field. Images of each chip in a given field are divided in the same manner.

## 4 Early Warning System (EWS)

The EWS system of real time detection of microlensing events in progress was implemented in 1994 during the first phase of the OGLE project (Udalski et al. 1994) as the first system of such type in microlensing surveys. Later – in 1998 – it was adapted for the OGLE-II data pipeline and operated successfully to the end of OGLE-II (end of 2000). In short, the EWS system compared the current brightness of a star with its mean brightness in the reference observing season and registered all objects that brightened more than a threshold for five consecutive times. The threshold depended on the magnitude of star and was derived as three times of the typical magnitude rms of non-variable stars at a given brightness. Then, marked objects were further analyzed and promising candidates for microlensing events (both single mass or binary microlensing) were alerted.

The EWS system in OGLE-III underwent significant modifications compared to the previous OGLE-I and OGLE-II implementation. New photometric data pipeline of OGLE-III, based on the DIA photometry, required a new algorithm for detection of objects varying in brightness. Also, because of large number of monitored stars, of the order of hundreds of millions, the filtering algorithm had to be efficient enough to filter out unavoidable artifacts. The large number of possible artifacts could make smooth operation of the system difficult or practically impossible.

Similarly to old versions, the OGLE-III EWS system operates on stars that are detected in the reference images. In this manner all detected microlensing events have well established baseline brightness what makes their further analysis simpler and more reliable. Because the stars are detected on the reference frames that are the average of several co-added good seeing individual frames, the stellar detection threshold is much lower than in the individual images making the stellar lists much more complete.

Difference image resulting from subtraction of the current and reference images serves as an indicator of stellar variability in the field. Output files from the photometric data pipeline that contain variable objects detected in the current difference image which were cross-identified with the entries in the list of stars from the reference image, are used by EWS. The appropriate flags are set in the so called variability index created for each field and each chip. The variability index is updated at the same time when the current frame is added to the photometric database and contains easy to search information on the photometric behavior of a given star in the field. The entries for each star in the index contain the total number of points when the star was detected as bright or faint in the difference images and the current number of consecutive measurements when the star was bright (faint). Because detection of objects in the difference images is seeing dependent, the number of consecutive measurements allows for one missing detection before it is set back to zero. To avoid large number of very low variability bright objects an additional constraint on variable stars is imposed, namely the brightening or fading of a star has to be larger than 0.06 mag. This limit effectively works only for the brightest stars. For fainter stars the detection in the difference image provides a natural detection threshold. It is somewhat lower than the detection limit used in the OGLE-I and OGLE-II version of the EWS system.

The variability index provides additional field for masking variable stars and artifacts. Because the fields observed during OGLE-III are seasonal, after each observing season all objects that were detected during that season in the difference images more than once, either brighter or fainter than in the reference image, are flagged. In this manner most of the periodic or long term variable stars and also artifacts (artificial variable objects often close to saturated stars etc.) can be removed from the sample monitored for microlensing events. Separate flagging of the consecutive observing seasons makes the index useful not only for the detection of current variability but also for analyzing the past variability.

To select microlensing event candidates the EWS software scans the variability indices after each observing night. When the number of consecutive observations of a star brighter than the threshold is larger than a preassigned number, currently $`N=2`$, and the star was non-variable in the reference season(s), the object is marked for further analysis. The light curves of these stars are then inspected visually. The vast majority of marked objects are artifacts resulting, for instance, from contamination of the measurements by nearby bright and severely saturated stars, CCD detector defects, non-perfectly removed cosmic ray hits etc. Also observations at very poor seeing conditions can contaminate photometry (poor image subtraction) leading to artificial detections in some cases. New artifacts can also be masked using additional flag in the variability index.

Selected microlensing event candidates showing the light curves that resemble the light curves of microlensing events are further verified in images. It is checked whether the star indeed increased its brightness. Candidates that passed this step are considered as possible microlensing events. The automatic software prepares the photometry dataset, finding charts, plots of the light curve, appropriate files for the ftp archive, WWW page for each event and the EWS announcement. When all candidates from a night are processed the announcement is e-mailed to the EWS mailing list subscribers.

The performance of the EWS system strongly depends on the quality of filtering. The OGLE-III EWS system became operational in the beginning of May 2002 for the 2002 Galactic bulge season. Unfortunately, the number of observations collected for the Galactic bulge in the previous (2001) season was relatively small (of the order of 10–20), because less than half of the observing period was covered. Therefore during the 2002 season the filtering of variable stars and artifacts was not tight enough and large number of false objects were usually selected for visual inspection after each night. Due to large number intensive masking of the marked variable stars and artifacts was necessary, practically after each night, to ensure reasonable operation of the system. A side effect of such a mode of operation were possible errors in identification of real microlensing effects. The best example is the spectacular high magnification microlensing event MOA 2002-BLG-33 alerted by the MOA group on 2002, June 18 (Abe et al. 2003). The same event (catalog name BLG205.1 121022) was triggered by the EWS system at very early phases of lensing on 2002, May 12. The candidate was overlooked among hundreds of artifacts, then masked and in this manner remained undetected by the EWS system. Another drawback of so early operation of the system was relatively large contamination by variable stars of microlensing candidates announced in the 2002 season, reaching 11%. For instance, short baselines did not allow to exclude cataclysmic variables – a few evident dwarf novae were alerted as possible microlensing candidates: 2002-BLG-077, 2002-BLG-090, 2002-BLG-119, 2002-BLG-129. Also many microlensing events were announced relatively late – near or after maximum – and therefore they were not suitable for follow up observations by other microlensing groups. Nevertheless, the overall operation of the system in 2002 was successful – the total number of detected microlensing events (about 350) was comparable with the total number of events discovered during the MACHO or OGLE-II surveys.

The operation of the EWS system was suspended at the end of the 2002 Galactic bulge season in November 2002. It was resumed at the beginning of May 2003 for the 2003 Galactic bulge season. Due to much longer time span available for filtering out variable stars and artifacts (2001 and 2002 seasons) operation of EWS during the 2003 bulge season was very smooth as the filtering was much more effective than in 2002 season. Typically the number of objects for visual inspection after each night was about 100–300 for about 100 million photometric measurements. With so small number of triggered objects flagging the artifacts was not necessary and therefore the chance of missing an event was considerably smaller than during the 2002 season. Contamination of alerted candidates by variable stars was also smaller than in the 2002 season, although a few dwarf novae again mimicked binary microlensing events: 2003-BLG-034, 2003-BLG-271. The total number of alerted microlensing event candidates in the 2003 season reached about 460.

One should remember that even with perfect filtering the EWS system may miss some microlensing events. The system requires now three detections of the brightening of a star to mark it as a candidate. The typical sampling of the Galactic bulge fields in the middle of the season is on average once per 1.5–2 nights and less frequent at the beginning or the end of the season. Therefore very short time scale events might be missed or discovered well after maximum, in particular when the regular sampling of the fields is affected by longer periods of bad weather, passage of the Moon close to the bulge fields (observations are typically suspended for 2–3 nights) or other reasons.

The EWS system will operate in similar mode with some minor adjustments during the following Galactic bulge seasons. A small number of new fields will be added at the beginning of the 2004 season while some fields with no or small number of microlensing detections will not be monitored anymore. Also starting from the beginning of 2004 all OGLE-III Magellanic Cloud fields will be monitored by the EWS system. Altogether the EWS system monitors more than 200 million stars: 33 and 170 millions in the Magellanic Clouds and the Galactic bulge, respectively.

Information on the current status of the EWS system microlensing candidates can be found from the following addresses:

* OGLE main page:

http://ogle.astrouw.edu.pl/

http://bulge.princeton.edu/~ogle
* EWS system main page:

http://ogle.astrouw.edu.pl/ogle3/ews/ews.html
* EWS system ftp address:

ftp://ftp.astrouw.edu.pl/ogle/ogle3/ews

One can subscribe to the EWS mailing list from the main EWS page.

## 5 Early Early Warning System (EEWS)

Observations of a disturbance in the standard light curve of a single mass microlensing event can provide additional and very important information on the lensing system. While some of the disturbances occur in long time scales (e.g., a parallax effect) and can be easily detected with regular survey mode sampling of the observed fields (provided the photometric accuracy is good enough) some other may have time scale of hours and can be easily overlooked or poorly sampled with regular observing pattern of the OGLE-III survey. Of particular interest are disturbances induced by planetary companions of lensing stars or first caustic crossing in binary microlensing. In the latter case the moment of the first caustic crossing is highly unpredictable contrary to the second caustic crossing which time can be estimated from earlier observations. The passage through the caustics lasts typically a few hours so it is essential to observe the event every few minutes. Good coverage of both caustic crossings is very important for unambiguous modeling of a binary event. In the case of disturbances caused by planetary companions of the lensing star its time scale can also be of the order of hours and again frequent observations of the event are crucial for correct interpretation of the event. The best example here is the microlensing event 2002-BLG-055 where a single data point deviation from single mass microlensing was observed on the falling part of the light curve. Modeling of the light curve suggested possible planetary signal (Jaroszyński and Paczyński 2002) but due to scarce coverage of the light curve at the moment of the deviation other interpretations of the event cannot be ruled out.

The Early Early Warning System (EEWS) is another OGLE-III system of data analysis working in real time aiming at the detection of deviations from the regular single mass microlensing light curve profile. The main goal of the system is to provide the OGLE observer fast information on the current behavior of already discovered microlensing events and enabling the observer fast response, i.e., changing the regular survey mode to follow-up mode of frequent observations of a particular event.

The EEWS system works in the following way. When a new frame is collected and then flat-fielded by the automatic procedure (Section 3), the EEWS daemon selects the microlensing events from this field using the list of already known microlensing events in the OGLE-III fields. The list includes all well observed events with light curves of good enough quality from all OGLE-III seasons. The list is regularly updated when new events are discovered by the EWS system. Presently (after 2002 and 2003 observing seasons) the list comprises about 470 objects.

For each lens from the field independent reduction procedures are performed on the subframe of the current frame where the lens is located in. A separate dedicated for the EEWS system CPU is used for photometric reduction. The reduction procedure is identical with that of the standard OGLE-III photometric pipeline, but due to small size of the subframe the reduction takes just a few seconds. In the next observing seasons this step will not be necessary, because after a recent upgrade the current CPU power available in OGLE-III is large enough that standard pipeline reduction of a frame is finished within a few minutes after it has been collected.

When the current magnitude of a lens is derived it is compared with the magnitude predicted by the single mass model light curve fitted to the previous observations. If the difference is larger than three times the error of the observation or a preassigned threshold (0.15 mag), whichever larger, the EEWS system prepares the appropriate plots and data files and e-mails a ”RED ALERT” to the observer. After visual inspection of the current frame, difference frame, the light curve of the event etc. the observer undertakes further action if the alert is promising: it switches the observing program from the survey mode to the follow-up mode. The deviating lens is observed more frequently with the sampling appropriate to changes of its brightness. Typically, the current light curve and photometry is available to the observer after 1–4 minutes after observation.

The EEWS system was implemented during the 2003 Galactic bulge season at the end of May 2003. Soon after that the first important alert was made, namely the EEWS system alerted fast brightening of the microlensing event 2003-BLG-170. The brightening turned out to be a crossing of the first caustic in binary microlensing. Due to the ”RED ALERT” from the EEWS the caustic crossing, impossible to predict in advance, was very well sampled. Another examples of spectacular events alerted by the EEWS system include 2003-BLG-238 (deviation due to finite size of the source star) and 2003-BLG-267 microlenses (again crossing of the first caustic in binary microlensing). Fig. 1 presents the light curve of OGLE 2003-BLG-267.

Operation of the EEWS system during the 2003 Galactic bulge season proved that it works effectively and is very important tool for increasing flexibility of the OGLE-III survey to the events requiring fast time response. One has, however, to remember that the sensitivity of the system is limited at early phases of microlensing events, i.e., before the maximum of light. At these stages the microlensing fit to the observations is usually poorly constrained, in particular for fainter stars or when the gaps between observations are larger due to, for instance, bad weather. Therefore, it is not always possible to recognize and correctly interpret a new deviating observation. Very often the old observations combined with a new deviating one provide a microlensing fit of similar quality to the old one (with different parameters), especially when the amplitude of the deviation is small. In this manner it is easy to overlook an interesting deviation. The situation is much better after the maximum of microlensing event. Then, the fit to the large part of normally behaving single point microlensing is so well constrained that even a small magnitude deviation can be easily recognized. For example, were the EEWS system implemented in 2002 observing season, the 2002-BLG-055 lens deviation from single mass microlensing would certainly be detected and alerted and more observations of this possible planetary disturbance would be collected at crucial moments.

The EEWS system will be used by OGLE-III during the next observing seasons. Similarly to the 2003 season we plan to distribute EEWS alerts via our EWS network informing the microlensing follow-up groups about very interesting events requiring instantaneous observing response.

## 6 New Objects in the OGLE Sky (NOOS)

The EWS and EEWS systems operate on stars previously detected in reference images of the OGLE-III fields. Because the reference image is a co-added image of several best individual images its range is deeper than that of regular frames. However, if objects that are fainter than the detection threshold of our reference images increase their brightness they can be temporarily seen in the OGLE frames. Such transient objects can potentially be very interesting. Therefore another real time data analysis software was designed and implemented in OGLE-III: the New Objects in the OGLE Sky (NOOS) system.

The main goal of the NOOS system is the detection of transient objects in the OGLE-III fields. After each observing night, when the OGLE databases are updated, the NOOS scans the databases of “new” objects looking for entries that have more than selected number of detections (currently $`N=2`$). Such objects are marked for further analysis. Next, the automatic software prepares the finding charts for each candidate – a part of the reference image of a given field with position of the analyzed transient marked. These finding charts are visually inspected for objects whose positions do not coincide with nearby bright (often saturated) stars, defects on the detector etc. For promising candidates the most recent frames are then inspected to verify whether the detection is real. The remaining objects are masked so they do not contaminate further NOOS operation.

If the candidate is accepted then its photometry is derived by re-running the reduction procedures (identical to the OGLE standard photometric pipeline) and measuring the flux of the transient at its “bright” position. Fifteen images prior the detection are typically measured. Next, the light curve plots, finding charts, as well as the WWW page and ftp archive files for the object are prepared. An alert notifying subscribers about the discovery is also prepared and distributed via the OGLE NOOS alert mailing list.

The NOOS system was implemented in the middle of November 2003. The Magellanic Cloud fields were the first targets, altogether about 53 square degrees around both Clouds. During the first month of operation more than ten new transient objects were detected in these fields. Additional ten were found in the earlier data – collected from the beginning of the 2003/2004 season (September 2003). The typical detection threshold of a transient is $`I19.8`$ mag. The typical lag of detection is about 6–10 days after a transient becomes brighter than the detection threshold. Good sampling of the observed fields (once every 2–4 nights) ensures well covered light curves of the transient objects.

The sample of the transients detected so far indicates that the full variety of objects may belong to this class: SNe, high magnification microlensing events of faint stars, cataclysmic variables or other variable stars of large amplitude. Sometimes the light curve may provide a clue to classification. For instance, several transient objects detected by the NOOS system are certainly SNe, usually detected by NOOS before maximum of light (e.g., 2003-NOOS-005, 2003-NOOS-006, 2003-NOOS-012, 2003-NOOS-016, 2003-NOOS-020). However, in many cases follow up observations are needed, in particular spectroscopy. Therefore, we encourage observers to follow up the OGLE–NOOS variables. Anything that suddenly brightens is potentially very interesting and worth observing. As an example of transient objects the light curve of a SN – 2003-NOOS-005 – is shown in Fig. 2, and a transient – 2003-NOOS-011 – in Fig. 3.

The NOOS system will also cover the Galactic bulge fields starting from the 2004 Galactic bulge season. It is expected that the vast majority of transients from this region will be high magnification microlensing events of faint Galactic bulge stars.

Information about the transients detected by the NOOS system can be found from the following addresses:

* OGLE main page:

http://ogle.astrouw.edu.pl/

http://bulge.princeton.edu/~ogle
* NOOS system main page:

http://ogle.astrouw.edu.pl/ogle3/ews/NOOS/noos.html
* NOOS system ftp address:

ftp://ftp.astrouw.edu.pl/ogle/ogle3/ews/NOOS/

Astronomers interested in receiving e-mail notification on new discoveries may subscribe to the NOOS mailing list from the main page of the NOOS system.

Acknowledgements. I would like to thank Drs. M. Szymański, B. Paczyński and M. Kubiak for their help at all stages of the OGLE-III phase of OGLE survey. I am also very grateful to Dr. A. Szentgyorgy for his valuable help in obtaining electronic parts for the OGLE-III mosaic camera. The paper was partly supported by the Polish KBN grant 2P03D02124 to A. Udalski. Partial support to the OGLE project was provided with the NSF grant AST-0204908 and NASA grant NAG5-12212 to B. Paczyński. I acknowledge support from the grant “Subsydium Profesorskie” of the Foundation for Polish Science.

## REFERENCES

* Abe, F., et al.  2003, Astron. Astrophys., 411, L493.
* Afonso, C., et al.  2003, astro-ph/0303647.
* Alard, C., and Lupton, R. 1998, Astrophys. J., 503, 325.
* Alard, C. 2000, Astron. Astrophys. Suppl. Ser., 144, 363.
* Alcock, C., et al.  1997, Astrophys. J., 491, 436.
* Bond, I.A., et al.  2001, MNRAS, 327, 868.
* Jaroszyński, M., and Paczyński, B. 2002, Acta Astron., 52, 361.
* Schechter, P.L., Saha, K., and Mateo, M. 1993, P.A.S.P., 105, 1342.
* Szymański, M., and Udalski, A. 1993, Acta Astron., 43, 91.
* Udalski, A., Kubiak, M., and Szymański, M. 1997, Acta Astron., 47, 319.
* Udalski, A., Szymański, M., Kałużny, J., Kubiak, M., Mateo, M., Krzemiński, W., and Paczyński, B. 1994, Acta Astron., 44, 227.
* Woźniak, P.R. 2000, Acta Astron., 50, 421.


text:
# A SIMPLE MODEL FOR NONEXPONENTIAL RELAXATION IN COMPLEX DYNAMICS

## Abstract

The nonexponential relaxation ocurring in complex dynamics manifested in a wide variety of systems is analyzed through a simple model of diffusion in phase space. It is found that the inability of the system to find its equilibrium state in any time scale becomes apparent in an effective temperature field which leads to a hierarchy of relaxation times responsible for the slow relaxation phenomena.

PACS numbers: 64.70.Pf, 02.50.Ey, 05.10.Gg

Complex dynamics is the object of active research due to its implications in technology of materials and in several fields of scientific knowledge. At the physicochemical and biological level, complex dynamics is observed in glass-forming liquids, mechanical, dielectric and magnetic relaxation, amorphous semiconductors, pinned density-wave, protein dynamics, protein folding and population dynamics among others. The mechanisms underlying slow relaxation in complex dynamics still lack a clear and definitive elucidation. In the case of supercooled liquids and glasses, several experiments and computer simulations have been done which support the explanation of these relaxation phenomena in the framework of the energy landscape paradigm as the result of activated diffusion through a rough energy landscape of valleys and peaks -.

To understand what these mechanisms are, we propose here a simple model to show a possible origin of nonexponential relaxation based on the idea of the energy landscape and nontrivial energy barriers. This model which consists of the diffusion in phase space, provides a direct link between the phase space dynamics and the slow relaxation of the functions of the configuration of the system in the corresponding energy landscape. The slowing down of the dynamics clearly appears as a consequence of the freezing of some degrees of freedom which takes the system out of equilibrium. This fact is indicated by the presence of an effective temperature field incorporating the information of the suppressed degrees of freedom and depending on the equilibrium temperature at the moment the quench was applied.

Hence, we model the relaxation in the liquid as the Brownian motion of a test particle of unit mass in a potential. As it is well known, that physical situation is described by the Klein-Kramers equation which for simplicity we write in one dimension

$$\frac{}{t}\widehat{\rho }=\frac{}{x}u\widehat{\rho }+\frac{}{u}\widehat{\rho }\frac{}{x}V(x)+\gamma \frac{}{u}\left(\beta ^1\frac{}{u}+u\right)\widehat{\rho }\text{ ,}$$
(1)
where $`\widehat{\rho }(x,u,t)`$ is the probability density, $`x`$ and $`u`$ are the position and velocity of the test particle, $`\gamma `$ its friction coefficient and $`\beta ^1=k_BT_o`$, with $`k_B`$ being the Boltzmann constant and $`T_o`$ the bath temperature. Here, $`V(x)`$ is a nonperiodic potential constituting a schematic representation of a rough energy landscape. The local equilibrium solution for the Kramers problem (1) is the Boltzmann distribution $`\widehat{\rho }_{l.eq.}(x,u)\mathrm{exp}\left\{\beta \left(1/2u^2+V(x)\right)\right\}`$. Thus, inherent to Eq. (1) is the existence of local equilibrium in phase space $`(x,u)`$ , , and the approach to this state occurs at the bath temperature. Therefore, one concludes that at high temperatures the system possesses a large amount of energy to move through the whole phase space.

We assume that a quench of the system freezes the traslational degrees of freedom taking the system away from equilibrium. Thus, this leads us to think of the partial decoupling of the probability density $`\widehat{\rho }(x,u,t)`$

$$\widehat{\rho }(x,u,t)=\varphi _x(u,t;T_o)\rho (x,t)\text{ ,}$$
(2)
where the conditional probability $`\varphi _x(u,t;T_o)`$ describes a state of quasi-equilibrium ,  in which the system, unable to equilibrate at the bath temperature, remains hanging. Assuming that $`u`$ is the fast variable, one concludes that the dynamical processes in the system are associated to configurational changes related to $`x`$ which constitutes the slow variable whose probability density is $`\rho (x,t)=\widehat{\rho }𝑑u`$. Hence, by integration of Eq. (1) the time derivative of $`\rho `$ is obtained

$$\frac{}{t}\rho =\frac{}{x}u\widehat{\rho }𝑑u\text{ }$$
(3)
which defines the current $`J(x,t)=u\widehat{\rho }𝑑u.`$ This current evolves according to

$$\frac{}{t}J=\frac{}{x}u^2\widehat{\rho }𝑑u\text{ }+\frac{}{x}Vu\frac{}{u}\widehat{\rho }𝑑u+\gamma u\frac{}{u}\left(\beta ^1\frac{}{u}+u\right)\widehat{\rho }𝑑u$$
(4)
which has been obtained from Eq. (1). Then, after partial integration of Eq. (4) and using the decoupling approximation (2), for times $`t\gamma ^1`$ we obtain

$$J(x,t)=\tau \left\{\rho (x,t)\frac{}{x}V(x)+k_B\frac{}{x}\rho (x,t)T(x,t;T_o)\right\}\text{ ,}$$
(5)
where $`\tau =\gamma ^1`$ and $`T(x,t;T_o)=u^2\varphi _x(u,t;T_o)𝑑u`$ is the second moment of the conditional distribution $`\varphi _x(u,t;T_o)`$ which plays the role of an effective temperature which contains information on the frozen degrees of freedom. After defining the effective potential $`\mathrm{\Phi }(x,t)=V(x)+k_BT(x,t;T_o)`$ Eq. (5) can be rewritten as

$$J(x,t)=D(x,t;T_o)\frac{}{x}\rho (x,t)\tau \rho (x,t)\frac{}{x}\mathrm{\Phi }(x,t)\text{ ,}$$
(6)
where $`D(x,t;T_o)=\tau k_BT(x,t;T_o)`$ is the generalized diffusion coefficient. Thus, by substituting Eq. (6) into Eq. (3) and taking $`\tau =1`$ (i.e. rescaling the time t), this becomes the generalized diffusion equation

$$\frac{}{t}\rho =\frac{}{x}\left\{D(x,t;T_o)\frac{}{x}\rho (x,t)+\rho (x,t)\frac{}{x}\mathrm{\Phi }(x,t)\right\}\text{ ,}$$
(7)
Note that the temperature field $`T(x,t;T_o)`$ introduces thermal barriers (or in others words non trivial activation energies) in the system . The presence of these thermal barriers is a nonequilibrium effect that disappears when the system is in equilibrium. In addition, as a consequence of the elimination of degrees of freedom, the dynamics becomes non-Markovian and depends on the equilibrium temperature $`T_o`$ at the time of quench. By introducing the Massieu function

$$\mathrm{\Theta }(x,t)=\mathrm{log}\rho (x,t)+\frac{1}{k_BT(x,t;T_o)}\frac{}{x}\mathrm{\Phi }(x,t)𝑑x$$
(8)
the probability current Eq. (6) can be rewritten as

$$J(x,t)=D(x,t;T_o)\rho _{l.qe.}(x,t)\frac{}{x}\mathrm{exp}\mathrm{\Theta }(x,t)\text{ ,}$$
(9)
where $`\rho _{l.qe.}(x,t)\mathrm{exp}\left\{\frac{1}{k_BT(x,t)}\frac{}{x}\mathrm{\Phi }(x,t)𝑑x\right\}`$ is the local quasi-equilibrium probability density for which $`J(x,t)=0`$ or equivalently $`\mathrm{\Theta }(x,t)=`$ constant.

If in a point $`x_2`$ there is a sink where $`\rho (x_2,t)=0`$ and a source at $`x_1`$ so that a quasi-stationary current $`J(t)`$ can be established in the system, thus, integration of Eq. (9) gives us the quasi-stationary probability density

$$\rho (x,t)=J(t)\rho _{l.qe.}(x,t)_{x_2}^x\frac{dy}{D(y,t;T_o)\rho _{l.qe.}(y,t)}\text{ .}$$
(10)
On the other hand, a second integration leads to

$$J(t)=n(t)\left(_{x_1}^{x_b}𝑑x\rho _{l.qe.}(x,t)_x^{x_2}\frac{dy}{D(y,t;T_o)\rho _{l.qe.}(y,t)}\right)^1\text{ ,}$$
(11)
with $`n(t)=_{x_1}^{x_b}\rho (x,t)𝑑x`$ being the population at the left of the sink. Thus, we can formulate the following rate equation

$$\frac{d}{dt}n(t)=K(t;x_b)n(t)\text{ ,}$$
(12)
where

$$K(t;x_b)=\left(_{x_1}^{x_b}𝑑x\rho _{l.qe.}(x,t)_x^{x_2}\frac{dy}{D(y,t;T_o)\rho _{l.qe.}(y,t)}\right)^1$$
(13)
is the rate constant, and $`x_b`$ is the position of the barrier between $`x_1`$ and $`x_2`$. The relaxation equation (12) admits the solution

$$n(t)=n(t_o)\mathrm{exp}\left\{_{t_o}^tK(t^{};x_b)𝑑t^{}\right\}n(t_o)\text{ }\mathrm{exp}\left\{f(t)\right\}$$
(14)
or

$$\widehat{n}(t)=\widehat{n}(t_o)\text{ }\mathrm{exp}\left\{f(t/\tau )\right\}\text{ }$$
(15)
which constitutes our main result, where $`\widehat{n}(t)=n(t/\tau )`$ and the initial time $`t_o`$ is known in the literature as the waiting time. Here, the function $`f(t/\tau )`$ might be interpreted as an algebraic function $`(t/\tau )^\beta `$ obtaining a stretched exponential behavior  or as a logarithmic function $`\alpha \mathrm{log}At`$ which leads to a power law behavior  that characterizes anomalous diffusion. In addition, another reading of our result is possible since assuming the form of $`f(t/\tau )`$ is equivalent to assuming the form of the distribution of residence times $`\psi (t)\frac{d}{dt}n(t)`$ . Thus, an in-depth analysis of the implications of the supposition of a nonexponential distribution of residence times usually performed in Continuous Time Random Walk models, reveals that this hypothesis might also be rooted in the nonequilibrium character of the dynamics inherent to the energy landscape picture as we have shown.

Our previous discussion applies to fragile glasses. In the case of strong glassy systems, the potential is almost periodic. Thus, when the temperature is lowered, any configurational change is preceded by an equilibration in momentum space given by a local Maxwellian. Hence, the activation energies are independent from the temperature but with a certain random spatial distribution. Averaging over this distribution of energy barrier gives one the corresponding relaxation , , .

We conclude that despite its simplicity, the model we study contains the main features observed in the dynamical slowing down observed in a wide variety of complex systems. Hence, we think this work will contribute to the understanding of some aspects complex dynamics.

This work was supported by DGICYT of the Spanish Government under Grant No. PB2002-01267.