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# Ferromagnetic Transition in One-Dimensional Itinerant Electron Systems

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## Abstract

We use bosonization to derive the effective field theory that properly describes ferromagnetic transition in one-dimensional itinerant electron systems. The resultant theory is shown to have dynamical exponent $`z=2`$ at tree level and upper critical dimension $`d_c=2`$. Thus one dimension is below the upper critical dimension of the theory, and the critical behavior of the transition is controlled by an interacting fixed point, which we study via $`ϵ`$ expansion. Comparisons will be made with the Hertz-Millis theory, which describes the ferromagnetic transition in higher dimensions.

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Ferromagnetic transitions in itinerant electron systems are among the very first examples of quantum phase transitions studied theoretically. In the approach pioneered by Hertz, one decouples the electron-electron interaction using Hubbard-Stratonovish transformation, integrates out the fermionic degrees of freedom, and arrives at a Ginsburg-Landau-Wilson like free energy functional that involves the ferromagnetic order parameter only, which are bosonic degrees of freedom. The quantum nature of the theory lies in the (imaginary) time dependence of the order parameter. This effective bosonic theory, known as the Hertz-Millis theory, was argued to have upper critical dimension $`d_c=1`$, thus the critical behavior of the transition is expected to be mean-field like for both $`d=2`$ and $`d=3`$. It has been pointed out recently, however, that the procedure of integrating out gapless fermions may lead to subtle singularities in the expansion of the resultant bosonic free energy functional in terms of the order parameter, or its gradients; such singularities may invalidate the power-counting analysis of Hertz and Millis, and change the critical behavior of the transition. The nature of the transition in two- and three-dimensional itinerant electron systems is currently under extensive theoretical study.

Comparatively speaking, much less attention has been devoted to the possibility of ferromagnetic transition in one-dimensional (1D) electron systems, until recently. This is in part due to a theorem of Lieb and Mattis, which states that the ground state is a singlet for certain classes of one-dimensional models with spin-independent interactions, thus rules out the possibility of ferromagnetism in these models. The existence of ferromagnetic ground states in 1D models (that are not dictated by the Lieb-Mattis theorem) was only established recently through numerical work, in which it was also found that the ferromagnetic transition is second-order, thus there is a quantum critical point. On the experimental side, the so-called “$`0.7(2e^2)/h`$” anomaly (or 0.7 anomaly) in the density-dependence of the conductance of a 1D electron wire has attracted considerable attention; one of the possible interpretations of this anomaly is spontaneous magnetization of the electrons, which would give rise to plateau-like behavior near $`0.5(2e^2)/h`$. This interpretation receives further support from the observation of similar behavior in the presence of magnetic field near crossings of subbands with opposite spin polarization; in this case the corresponding interpretation is spontaneous pseudospin magnetization of the electrons, where the pseudospin index is actually the subband index. Inspired by these developments, a description of the ferromagnetic phase of a 1D electron liquid is developed in Ref., although the critical behavior of the ferromagnetic transition was not studied in that work.

In this paper we study the critical behavior of ferromagnetic transition in 1D. We derive the effective bosonic field theory that describes the transition using Abelian bosonization, and use renormalization group to study the critical behavior. The bosonization method, which is specific to 1D systems and extremely powerful, allows one to derive the effective bosonic theory in terms of the ferromagnetic order parameter without having to integrate out gapless fermions; thus the resultant theory does not suffer from singularities that the Hertz-Millis theory may encounter. A straightforward power-counting analysis of the theory indicates that the dynamical exponent $`z=2`$ at the transition (at tree-level), thus the upper critical dimension is $`d_c=4z=2`$. As a result the theory is below its upper critical dimension in 1D, thus the critical behavior of the transition is controlled by an interacting fixed point. We study the critical behavior using momentum shell renormalization group combined with $`ϵ`$ expansion near $`d_c=2`$, at zero as well as low temperature.

Model and Bosonization — Consider the following Hubbard-like Hamiltonian describing interacting electrons in 1D:

$$H=\underset{ij\sigma }{}t_{ij}c_{i\sigma }^{}c_{j\sigma }+U\underset{i}{}n_in_i+\underset{ij\sigma \sigma ^{}}{}V_{ij}^{\sigma \sigma ^{}}n_{i\sigma }n_{j\sigma ^{}},$$
(1)
where $`t_{ij}`$ are the single electron hopping matrix elements, $`U>0`$ is an onsite repulsion, and $`V_{ij}^{\sigma \sigma ^{}}`$ represents (possibly spin-dependent) further neighbor repulsion; depending on the spin dependence of $`V`$ the system may possess either full Heisenberg (or O(3)) symmetry, or just Ising (or Z(2)$`\times `$U(1), the latter is responsible for conservation of $`S_z^{tot}`$) symmetry. It has been shown that in the presence of further neighbor hopping ($`t_{ij}`$ with $`|ij|>1`$), the Lieb-Mattis theorem no longer applies and a ferromagnetic ground state is stabilized for large enough $`U`$, when $`V=0`$. One can also stabilize the ferromagnetic phase by having $`V`$ terms that are spin-dependent and ferromagnetic; this possibility has been considered in the context of atoms trapped in 1D optical lattices.

One of the most powerful methods of tackling such 1D models is Abelian bosonization. In this scheme, one takes advantage of the fact that in 1D, all particle-hole excitations can be generated by electron density and current operators which satisfy bosonic commutation relations, and expresses both kinetic energy and interaction terms of $`H`$ in terms of the electron density and current operators. If one keeps terms that are quadratic and with least number of gradients in the density and current operators, one arrives at the familiar Luttinger liquid (LL) Hamiltonian, which describe decoupled spin and charge excitations of the paramagnetic phase:

$`H_{LL}=H_c+H_s;`$ (2)
$`H_c={\displaystyle \frac{1}{2\pi }}{\displaystyle 𝑑x[\pi ^2v_{Jc}\mathrm{\Pi }_c^2(x)+v_{Nc}(_x\varphi _c(x))^2]};`$ (3)
$`H_s={\displaystyle \frac{1}{2\pi }}{\displaystyle 𝑑x[\pi ^2v_{Js}\mathrm{\Pi }_s^2(x)+v_{Ns}(_x\varphi _s(x))^2]}.`$ (4)
Here $`\varphi _c(x)`$ and $`\varphi _s(x)`$ are the charge and spin fields related to the charge and spin densities of the system:

$$\rho (x)=\frac{1}{\pi }_x\varphi _c(x),S_z(x)=\frac{1}{2\pi }_x\varphi _s(x);$$
(5)
while $`\mathrm{\Pi }_\alpha `$ are their conjugate fields satisfying

$$[\varphi _\alpha (x),\mathrm{\Pi }_\alpha ^{}(x^{})]=i\delta _{\alpha \alpha ^{}}\delta (xx^{}),$$
(6)
with $`\alpha `$ being $`c`$ or $`s`$. Physically $`\mathrm{\Pi }_\alpha (x)`$ represents local charge or spin current. Clearly the velocity parameters $`v_{Nc}`$ and $`v_{Ns}`$ parametrize the energy cost of charge and spin density fluctuations respectively, and are thus proportional to the inverse charge and spin susceptibilities, while $`v_{Jc}`$ and $`v_{Js}`$ are proportional to the charge and spin stiffness of the system respectively, as they measure the energy cost of charge and spin current fluctuations.

We emphasize that $`H_{LL}`$ is an approximation of the original electron Hamiltonian Eq. (1) with generic single electron dispersion relation and two-body interaction. For example, a nonlinear term of the form $`𝑑x\mathrm{cos}(\sqrt{8}\varphi _s)`$ that describes back scattering of electrons with opposite spins is neglected here. As pointed by Haldane, non-linearity in single-electron dispersion gives rise to terms beyond quadratic order in $`\mathrm{\Pi }`$ and $`\varphi `$, which represent interactions among the bosons. Also the non-locality of electron-electron interaction (due to $`V`$ for example) leads to non-trivial wave-vector dependence in Fourier space, which gives rise to terms that are quadratic in $`\varphi `$ but involve higher gradients. These terms, however, are irrelevant in the renormalization group sense, at the Luttinger liquid fixed point described by $`H_{LL}`$ (Eq. (2)); they scale to zero in the long-wave length and low-energy limit; their physical effect is to renormalize the parameters of $`H_{LL}`$. Thus the long-wave length, low-energy properties of the system are well described by $`H_{LL}`$, albeit with renormalized parameters. This is the essence of the Luttinger liquid theory. What we are going to see below however, is that some of the terms that are irrelevant and neglected at the Luttinger liquid fixed point (which describes the paramagnetic phase only) are crucial for the stability of the ferromagnetic phase, as well as the ferromagnetic critical point; they must be retained for a proper description of the ferromagnetic phase as well as the transition. This should not be surprising, as operators irrelevant at one fixed may well be relevant at other fixed points.

We now consider approaching the second order phase boundary from the paramagnetic side, by changing parameters in the Hamiltonian. As we approach the critical point, the spin susceptibility $`\chi `$ diverges; thus $`v_{Ns}1/\chi 0`$! As we move further into the ferromagnetic phase, one expects $`v_{Ns}`$ to become negative; when this happens it becomes energetically favorable to have a non-zero expectation value of $`_x\varphi _s(x)`$, which is the spontaneous magnetization. Physically this occurs because the gain of exchange energy from the magnetization overcomes the loss of kinetic energy, as is standard in ferromagnetism in itinerant electron systems. Clearly with a negative coefficient for $`(_x\varphi _s(x))^2`$, $`H_s`$ is not stable, and higher order terms in gradients of $`\varphi _s(x)`$ and powers of $`_x\varphi _s(x)`$ must be retained to maintain stability:

$$H^{}=𝑑x[a(_x^2\varphi _s(x))^2+b(_x\varphi _s(x))^4+\mathrm{}],$$
(7)
where in the weak coupling limit $`a(1/8\pi ^2)_jj^2(V_{n,n+j}^+V_{n,n+j}^{++})`$ and $`b\frac{1}{24\pi }\frac{d^3ϵ(k)}{dk^3}|_{k=k_F}`$ ($`ϵ(k)`$ is the single electron dispersion). It is clear that the coefficient $`a`$ is positive for generic repulsive interactions when there is Ising anisotropy ($`V^+>V^{++}=V^{}`$). On the other hand the sign of coefficient $`b`$ depends on the details of single electron dispersion; we assume $`b`$ to be positive here, so that the transition is second order which corresponds to the situation in Ref. . Other possible terms that are allowed by symmetry can be shown to be irrelevant at the ferromagnetic critical point to be studied below. Thus combining $`H_s`$ with $`H^{}`$, switching from Hamiltonian to action which is more convenient for RG analysis, and after rescaling the spin field ($`\varphi =\sqrt{2a}\varphi _s`$), we arrive at the following effective action:

$$S=𝑑\tau 𝑑x\left[\frac{1}{2}(_\tau \varphi )^2+\frac{1}{2}(_x^2\varphi )^2+\frac{r}{2}(_x\varphi )^2+u(_x\varphi )^4\right],$$
(8)
where $`\tau `$ is imaginary time, $`r=v_{Ns}/(4\pi a)`$, and $`u=b/(4a^2)`$. At mean field level, the ferromagnetic transition occurs at $`r=0`$. We note that the last three terms in Eq. (8) (or the static parts) take the usual form of Landau theory, upon identifying $`_x\varphi `$ as the local magnetization $`m(x)`$: $`\frac{r}{2}m^2+\frac{1}{2}(_xm)^2+um^4`$. The first term in Eq. (8) controls the fluctuations along the imaginary time direction, and is responsible for the quantum nature of the theory. The effective action (8) is the basis of our study of the critical behavior of the ferromagnetic transition, which we now turn to.

Renormalization Group and Critical Behavior at $`T=0`$ — We perform a renormalization group (RG) analysis of the action (8), and as is standard in such analysis, we treat the spatial dimension $`d`$ as a continuous variable, even though the action (8) is derived in 1D. We perform the following space-time transformation with scale factor $`s>1`$: $`x^{}=x/s,t^{}=t/s^z`$, and $`\varphi ^{}(x^{})=\varphi (x)s^\mathrm{\Delta }`$, that leaves the first two terms in (8) invariant. This leads to $`z=2`$ and $`\mathrm{\Delta }=d/21`$, which in turn lead to the (tree-level) scaling relation for $`r`$ and $`u`$: $`r^{}=rs^2`$ and $`u^{}=us^{2d}`$. We thus find $`u`$ is relevant below the upper critical dimension $`d_c=2`$, and the critical property of the transition is controlled by an interacting fixed point for $`d<2`$. Obviously this fixed point is very different from the Luttinger liquid fixed point (which is non-interacting and has dynamical exponent $`z=1`$), even though we are in 1D. In the following we study the critical property using momentum shell RG combined with $`ϵ=2d`$ expansion, and hope it gives a reasonable description at $`d=1`$.

We assume there is a momentum cutoff $`\mathrm{\Lambda }`$, while no such cutoff exists in frequency. Integrating out modes with $`\mathrm{\Lambda }/s<k<\mathrm{\Lambda }`$ and arbitrary frequency at one loop level, we obtain the following flow equations for $`r`$ and $`u`$ for small $`ϵ`$:

$`{\displaystyle \frac{dr}{d\mathrm{log}s}}`$ $`=`$ $`2r+{\displaystyle \frac{3u}{\pi }}(\mathrm{\Lambda }^2{\displaystyle \frac{1}{2}}r);`$ (9)
$`{\displaystyle \frac{du}{d\mathrm{log}s}}`$ $`=`$ $`ϵu{\displaystyle \frac{9}{2\pi }}u^2.`$ (10)
From these we obtain the fixed point (to order $`O(ϵ)`$): $`u^{}=(2\pi /9)ϵ`$ and $`r^{}=(ϵ/3)\mathrm{\Lambda }^2`$. This interacting fixed point controls the critical property of the transition, at which the RG dimension of the (relevant) tuning parameter $`r`$ is $`y_r=2(1ϵ/6)`$. From $`y_r`$ as well as the fact that the field $`\varphi `$ receives no anomalous dimension ($`\eta =0`$) to order $`O(ϵ)`$, we determine the critical exponents: correlation length exponent $`\nu =1/y_r(1/2)(1+ϵ/6)`$; susceptibility exponent $`\gamma =(2\eta )\nu 1+ϵ/6`$; magnetization exponent $`\beta =\nu d/21/2ϵ/6`$; and field exponent $`\delta 3+ϵ`$. To order $`O(ϵ^2)`$ the field $`\varphi `$ receives a non-zero anomalous dimension $`\eta `$, which also leads to a correction to the dynamical exponent $`z=2\eta /2`$.

RG and Critical Behavior at Finite $`T`$ — The phase transition occurs at $`T=0`$ only. However the quantum critical point has very significant influence on the thermodynamic properties at finite $`T`$, if the system is sufficiently close to the critical point. More specifically, as we will see below, finite temperature introduces a thermal length scale $`\xi _TT^{1/z}`$, and depending on its interplay with the correlation length $`\xi `$ of the system at $`T=0`$, one can divide the temperature-coupling space into three regions, which are separated from each other by two crossover lines of the form $`T|rr^{}|^{z\nu }`$:

(i) Quantum Disordered: $`r>r^{}`$ (where $`r^{}`$ is the critical coupling) and $`\xi _T>\xi `$, in which the system behaves as an ordinary Luttinger liquid; for example the specific heat $`CT`$ and susceptibility $`\chi constant`$.

(ii) Renormalized Classical: $`r<r^{}`$ and $`\xi _T>\xi `$, the system behaves like a ferromagnetic Luttinger liquid whose magnetic order is suppressed by thermal fluctuations; here depending on the symmetry there can be two types of behavior: (a) if the system possesses full Heisenberg symmetry, the gapless transverse spin fluctuation with spectrum $`\omega k^2`$ gives rise to specific heat $`C\sqrt{T}`$, while the susceptibility $`\chi 1/T^2`$; (b) if the system possesses Ising symmetry only, then the transverse spin fluctuation is gapped, the longitudinal fluctuation with linear spectrum (the usual Luttinger liquid behavior) gives rise to specific heat $`CT`$, while the susceptibility $`\chi \mathrm{exp}(J/T)`$, which is the usual behavior of an Ising ferromagnet ($`J`$ is an energy scale of order the domain wall energy of the Ising ferromagnet).

(iii) Quantum Critical: $`\xi _T<\xi `$, in which the thermodynamic property is controlled by the quantum critical fixed point studied above. In the following we focus on the quantum critical region. To study finite $`T`$ properties, we need to generalize the RG flow equation in the presence of finite temperature. The temperature $`T`$ determines the range of imaginary time: $`0<\tau <1/T`$. Thus under scaling $`T`$ scales as: $`T^{}=Ts^z`$. The flow equation of $`r`$ is modified to be

$$\frac{dr}{d\mathrm{log}s}=2r+\frac{3u}{\pi }(\mathrm{\Lambda }^2\frac{1}{2}r)\mathrm{coth}\frac{\mathrm{\Lambda }^2}{2T},$$
(11)
which leads to a flow away from the fixed point value $`r=r^{}`$ due to finite $`T`$ (flow of $`u`$ is negligible if initially $`u=u^{}`$). Integrating Eq. (11) till $`rr^{}\mathrm{\Lambda }^2`$, at which scale the system is far away from criticality and the correlation length $`\xi (s)1/\mathrm{\Lambda }`$, we find that the temperature $`T`$ sets a correlation length

$$\xi _T=s\xi (s)\frac{1}{\mathrm{\Lambda }ϵ^{(1/y_r)}}\left(\frac{T}{\mathrm{\Lambda }^2}\right)^{1/z}T^{1/z}$$
(12)
as anticipated. This leads to the temperature dependence of susceptibility $`\chi \xi ^21/(ϵT)`$ in the quantum critical region, to order $`O(ϵ)`$. To determine the behavior of specific heat, we need the singular contribution to the free energy from critical fluctuations, which obeys the hyper-scaling law for theories below their upper critical dimensions:

$$FT^{1+d/z}\mathrm{\Phi }(|rr^{}|^{z\nu }/T),$$
(13)
where $`\mathrm{\Phi }(x)`$ is a universal scaling function. From Eq. (13) we immediately obtain $`CT^{1ϵ/2}`$ in the quantum critical region.

Summary and Discussion — In this work we developed a bosonic field theory that describes ferromagnetic transition in 1D itinerant electron systems, based on Abelian bosonization. This approach is quite different from that of the Hertz-Millis theory, because in principle the bosonization procedure keeps all the degrees of freedom of the original fermionic system, and allows us to arrive at a bosonic theory without integrating out gapless fermionic degrees of freedom, as was done in the Hertz-Millis theory. We thus believe the theory developed here is free of the possible singularities associated with integrating out gapless fermions.

The bosonic theory developed here, when generalized to arbitrary dimensions, was found to have upper critical dimension $`d_c=2`$. Thus for $`d=1`$, which is where the theory applies, the system is below its upper critical dimension, and the universal critical behavior of the transition is controlled by an interacting fixed point, which we have studied in some detail using $`ϵ`$ expansion. This is again quite different from the Hertz-Millis theory, which is above its upper critical dimension $`d_c=1`$ for $`d=2`$ and $`d=3`$ where it applies; there the critical behavior is controlled by a Gaussian fixed point, and some of the critical properties are non-universal due to the presence of dangerously irrelevant operators.

The Abelian bosonization procedure can be applied to systems either with full Heisenberg symmetry or Ising symmetry only. However since it does not exhibit the Heisenberg symmetry explicitly, this symmetry is most likely lost due to the approximate nature of the derivation and treatment of the bosonic theory. Thus the critical behavior discussed above probably applies to systems with Ising symmetry only. In solid state systems the Heisenberg symmetry of electron spins are often reduced to Ising due to the ubiquitous spin-orbit coupling; in systems with pseudospin transitions the Heisenberg symmetry is absent in the first place. Thus the results presented here are highly relevant. Nevertheless it would be highly desirable to maintain the Heisenberg symmetry when present, using for example non-Abelian bosonization, and study if and how the extra symmetry affects critical behavior of the transition. We leave this for future investigation.

In an earlier work, Sachdev and Senthil studied ferromagnetic transitions in lattice rotor models, and arrived at an effective action very similar to Eq. (8); the only difference being the field is complex in their work, which is crucial for the Heisenberg (O(3)) symmetry of their model. If the symmetry were reduced to Z(2)$`\times `$U(1), the corresponding theory would involve a real field, then the theory becomes identical to Eq. (8). It was conjectured that this action properly describes ferromagnetic transition in 1D itinerant electron systems. It is remarkable that two very different approaches lead to the same effective theory for the transition.

Incidentally, a 2D version of the action (8) was used to study transitions between different valence bond solid states in 2D recently. The physics of these transitions are very different from the one discussed here however.

This work was initiated while the author was visiting the Max Planck Institute for Physics of Complex Systems in Dresden, during her Workshop on Quantum Phase Transitions. He benefited from stimulating discussions with Peter Kopietz. He is particularly grateful to Subir Sachdev and T. Senthil for explaining to him the connection between Ref.  and the present work, and bringing Ref.  to his attention. This work was supported by NSF grant No. DMR-0225698.


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# KELT: The Kilodegree Extremely Little Telescope

## 1 Introduction

Transit surveys are widely believed to provide the best means to discover large number of extrasolar planets. At the moment, all ongoing transit surveys are carried out in relatively narrow pencil beams. They make up for their small angular area with relatively deep exposures. These surveys are potentially capable of establishing the frequency of planets in various environments, but they are unlikely to find the kinds of transits of bright stars that would be most useful for intensive follow-up analysis. Although some of the surveys of field stars are considered ”wide field”, their total survey areas are small compared to $`4\pi `$ sr.

## 2 Optimal Telescope Design

It can be demonstrated that the best way to find HD209458b - type transits is with an all-sky photometric survey. According to Pepper, Gould & DePoy Pepper, Gould, and DePoy (2001) (hereafter PGD),

$$\frac{dN_t}{dM_V}=5\frac{\mathrm{\Omega }}{4\pi }F(M_V)\frac{f(M_V,r,a)}{0.75\%}\left(\frac{a}{a_0}\right)^{5/2}\left(\frac{r}{r_0}\right)^6\left(\frac{\gamma }{\gamma _0}\right)^{3/2}\left(\frac{\mathrm{\Delta }\chi _{\mathrm{min}}^2}{36}\right)^{3/2}$$
(1)
where $`\gamma `$ is the number of photons collected from a fiducial $`V=10`$ mag star during the entire experiment, $`\mathrm{\Delta }\chi _{\mathrm{min}}^2`$ is the minimum difference in $`\chi ^2`$ between a transit lightcurve and a flat lightcurve required for candidate detection, and $`F(M_V)`$ is the function:

$$F(M_V)=\left[\frac{n(M_V)}{n_0}\right]\left[\frac{L(M_V)}{L_0}\right]^{3/2}\left[\frac{R(M_V)}{R_0}\right]^{7/2}$$
(2)
In equation (1) we have adopted $`\gamma _0=1.0\times 10^7`$, $`a_0=10R_{}`$, $`r_0=0.10R_{}`$, and in equation (2) we have made our evaluation at $`M_V=5`$ mag (i.e. $`R_0=0.97R_{}`$, $`L_0=0.86L_{}`$, and $`n_0=0.0025\mathrm{pc}^3`$). Note that $`\gamma _0=1.0\times 10^7`$ corresponds to approximately 500 20-second exposures with a 5 cm telescope and a broadened (V+R) type filter for one $`V=10`$ mag fiducial star. Since $`N_t`$ depends on the characteristics of the survey primarily through the total photon counts, $`\gamma `$, and only logarithmically (through $`\mathrm{\Delta }\chi _{\mathrm{min}}^2`$) on the sampling strategy and the size of the explored parameter space (see PGD), telescope design must focus on maximizing $`\gamma `$, which is given by

$$\gamma =\frac{KEL^2T}{\mathrm{\Omega }F^2}$$
(3)
where $`E`$ is the fraction of the time actually spent exposing, $`L`$ is the linear size of the detector, $`T`$ is the duration of the experiment, $`F`$ is the focal ratio of the optics, and $`K`$ is a constant that depends on the telescope, filter, and detector throughput. (For these calculations, we will assume $`K=40\mathrm{e}^{}\mathrm{cm}^2\mathrm{s}^1`$, which is appropriate for a broad V+R filter and the fiducial $`V=10`$ mag star.) Interestingly, almost regardless of other characteristics of the system, the camera should be made as fast as possible. We will adopt $`F=1.8`$, beyond which it becomes substantially more difficult to design the optics. A more remarkable feature of equation (3) is that all explicit dependence on the size of the primary optic has vanished: a 1 cm telescope and an 8 m telescope would appear equally good.

PGD shows that two additional considerations (read-out time, scintillation noise) drive one toward smaller apertures, while two others (sky noise and focal-plane distortion) prohibit going beyond a certain minimal size. Combined, these four effects imply a sweet spot,

$$D(5\mathrm{c}\mathrm{m})10^{0.2(\mathrm{V}_{\mathrm{max}}10)}$$
(4)
where $`V_{\mathrm{max}}`$ is the targeted magnitude limit of the survey.

## 3 The Kilo-square-degree Extremely Little Telescope (KELT)

Motivated by the logic of the “KELT equation” (3), we have begun building the Kilodegree Extremely Little Telescope (KELT). As suggested by equation (4), KELT has a D = 4.2 cm, f/1.9 lens (a Mamiya medium-format photographic lens) mounted on a $`4096\times 4096`$ CCD with $`9\mu \mathrm{m}`$ pixels (an Apogee Instruments AP16e camera using a Kodak KAF-16801E detector). The images are Nyquist sampled over the entire field, as required to simultaneously minimize the problems of sky noise and intra-pixel variations. Field tests show that the focal-plane distortions are manageable even in the corners of the $`26^{}\times 26^{}`$ field. Test images were taken with this initial KELT system in June 2003 in Ohio. The images are roughly as expected for the optical performance of the Mamiya medium-format camera lens used. Figure 1 shows representative light curves for several of the stars.

In general, we achieve 1-4% photometric accuracy for stars with $`V=610`$ mag. These estimates are based on simple aperture photometry against a $`V=19`$ mag arcsec<sup>-2</sup> sky, and we expect a factor of 2-4 improvement using DoPhot data reductions of photometry at Kitt Peak.

### 3.1 Data Acquisition

We plan to install KELT at a host site in New Mexico, where the telescope will be in an enclosure that will be opened every night. The telescope will execute a standard cycle of observations in fixed terrestrial (alt-az) coordinates, covering the areas of the sky within about $`45^{}`$ of the zenith. Each 30 s exposure will be tracked, and pointing to the next field will be executed during the 30 s read-out time. The region within $`45^{}`$ of zenith could be covered in 10 separate pointings, but the two most southerly ones will be duplicated and one of the two most northerly deleted in order to equalize sky coverage over the long term. That is, each cycle will require 11 minutes, after which it will be repeated on the same section of the terrestrial sky (which has now moved $`3.75^{}`$ to the east in celestial coordinates). In this way, the observations will (over the course of entire year) obtain roughly uniform coverage of about $`2\pi `$ of the sky, roughly the northern hemisphere.

We anticipate $`E=50\%\times 20\%=10\%`$, where the first factor accounts for read-out time and the second for time lost to daylight, weather, and instrument problems. We will employ a broad (V + R) filter for which we expect $`K=K_0=40\mathrm{e}^{}\mathrm{cm}^2\mathrm{s}^1`$. Hence, according to equation (3), during one year of observations, $`\gamma =7\times 10^7`$ photons will be collected from each $`V=10`$ mag star. That is $`\gamma =7\times \gamma _0`$. Recall from equation (1) that $`\gamma _0`$ photons were required to probe $`V_{\mathrm{max}}=10`$ mag stars for the transit of Jupiter-sized planets.

However, equation (1) is based on source-photon statistics alone. According to PGD, the photon requirements should be increased by a factor $`1^2+(4.2/5)^{2/3}+0.75(4.2/5)^2(1.9/1.8)^2=2.8`$. Hence, in 1 year, there is a ”margin of safety” (to allow for unanticipated and/or unmodeled problems) of a factor 2.5 in photon counts, corresponding to a factor 1.6 in S/N. For three years of operation, the margin of safety is about a factor 2.7 in S/N. We believe that this is adequate to ensure success.

### 3.2 Data Analysis

Photometry of each image will be carried out using a modified DoPhot package that is already well tested on microlensing data. The positions and magnitudes of all target stars brighter than 10 mag (and indeed several mag fainter) are already known from Tycho-2. Where necessary, this can be supplemented with USNO-A data to fainter mags. Thus, DoPhot can operate in its more efficient fixed-position mode. The main modification required will be to take account of clouds. In traditional ”small-field” ($`<30`$ arcmin) monitoring, accurate relative photometry is not seriously affected by clouds because the clouds dim all stars by approximately the same amount. This will certainly not be the case for our $`25^{}`$ field. We will attempt to mitigate this problem by measuring star brightnesses only relative to nearby stars. In the final analysis, however, we expect to lose more time to clouds than is lost in smaller-field monitoring.

Identification of transit candidates should be fairly straightforward. At $`V=10`$ mag, there will be 1% errors (allowing for both scintillation and sky noise). Of course, this is in itself not good enough to plausibly identify the 1% transits due to Jupiter-sized planets. However, a 2-hr transit should yield 11 such measurements and hence a $`3\sigma `$ signal. Hence, it is not necessary to test all possible folds of the lightcurve to search the very large (period/phase) parameter space: one can focus first on the restricted space consistent with all subsets of the $`2\sigma `$ individual transit detections.

In the Northern sky, there are approximately 153,000 stars with $`V10`$ mag. Gould & Morgan Gould and Morgan (2003) showed that about 104,000 of these can be identified as being significantly evolved or early type (and so too large to be useful for planetary transits) using a Tycho-2 reduced proper motion (RPM) diagram. Rejection of evolved stars will not only speed up the data processing, it will also remove one of the major sources of false candidates, namely K giants blended with eclipsing binaries (whether forming an associated triple or not). Vetting of the remaining candidates by follow up photometry during predicted transits using larger telescopes and by RV measurements will be much easier than for transit candidates from other surveys, simply because the KELT candidates will be extremely bright.


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# Random Field Ising Model

## I Introduction:

Extended systems with quenched random disorder often possess a large number of nearly degenerate states separated by high energy barriers. This kind of energy landscape gives rise to very complex relaxation phenomena at low temperatures as well as hysteresis in the system. Even a weak disorder may modify the system significantly and destroy the long range order in the equilibrium state of the system. One needs a simple theoretical model to make sense of the rich, complex, and vast amount of experimental data in this field. The random field Ising model is perhaps the simplest minimal model that fits the bill. Although very simple to state, the model is not exactly solvable except in a few special cases. Computer simulations of the model are helpful, but are often unable to resolve the key questions because they suffer from metastability and slow relaxation rates in the system just as much as the laboratory experiments. For specificity, we focus on disordered magnets. Some of the important questions one would like to be answered are the following: What is the lower critical dimensionality below which any disorder, no matter how small, would destroy the long range order in the system at zero temperature? Could the disorder cause a first order jump discontinuity in the response of the system to an applied field ? If so, in what circumstances? In recent years, we have examined these questions in some exactly solved cases of the model. Due to the limitation of space, we only indicate the scope and status of our studies, and mention the results obtained so far. Interested readers should consult the references for more technical details.

## II The Model

The model is defined on a lattice. Each site is labeled by an integer i, and carries an Ising spin $`S_i`$ ( $`S_i=\pm 1`$ ), a quenched random magnetic field $`h_i`$, and an externally applied uniform field $`h`$. The quenched fields $`\{h_i\}`$ are independent identically distributed random variables with a continuous probability distribution $`\varphi (h_i)`$. For convenience, we assume $`\varphi (h_i)`$ to be Gaussian with mean value zero, and variance $`\sigma ^2`$. The nearest neighbor interaction can be ferromagnetic (J$`>`$0) or anti-ferromagnetic (J$`<`$0). The Hamiltonian of the system may be written as,

$$H=J\underset{i,j}{}S_iS_j\underset{i}{}h_iS_ih\underset{i}{}S_i$$
(1)
The spin $`S_i`$ experiences a net field $`f_i`$ on it that is given by,

$$f_i=J\underset{j}{}S_j+h_i+h$$
(2)
The Glauber dynamics of the system at temperature T is specified by the rate $`R_i`$ at which a spin $`S_i`$ flips to $`S_i`$

$$R_i=\frac{1}{\tau }\left[1S_i\text{ tanh}\{f_i/(k_BT)\}\right],$$
(3)
Here $`\tau `$ sets the basic time scale for the relaxation of individual spins. The energy of the spin $`S_i`$ is equal to $`f_iS_i`$. If $`f_i`$ and $`S_i`$ have the same sign, we say that the spin is aligned along the net field at its site. The energy of a spin is the lowest if it is aligned along the net field at its sight. We are interested in the properties of the model at zero temperature ( T = 0 ), and on time scales much larger than $`\tau `$. In this limit, the dynamics simplifies to the following rule: choose a spin at random, and flip it only if it is not aligned along the net field at its site. Repeat the process till all spins are aligned along the net fields at their respective sites. The dynamics described above always brings the system to a fixed point state that is stable against single spin flips. The fixed point corresponds to a local minimum of the energy of the system. The system possesses a thermodynamically large number of fixed point states each marking a domain of attraction in the phase space of the system. The particular local minima that the system reaches depends on the domain that contained the initial state of the system.

Although the fixed points are stable, they can be thought to represent the metastable states of the system in the sense that they are local minima of energy. In this context, it is useful to consider the time scales of interest in physical systems, and the appropriateness of the zero-temperature dynamics as a model. In a typical experiment on non-equilibrium behavior of a physical system, there are at least four time scales: (i) time $`\tau `$ that an individual spin takes to relax, (ii) time $`\tau _1`$ that the system takes to relax to a metastable state, (iii) time $`\tau _2`$ over which the applied field changes, and (iv) life time $`\tau _3`$ of the metastable state. In complex systems, $`\tau _1`$, $`\tau _2`$, and $`\tau _3`$ may each contain an entire spectrum of time scales. In physical systems relevant to our model, the shortest time is $`\tau `$ which may be taken to be unity to set the scale. The next larger time is $`\tau _1=\nu \times \tau `$, where $`\nu `$ is the number of iterations of the dynamics to reach a fixed point. The applied field is assumed to vary very slowly (driving frequency goes to zero!) so that $`\tau _2>>\tau _1`$. Specifically, it means that the applied field is held constant during the relaxation of the system. The time $`\tau _3`$ is infinite. Thus, the present model is applicable if $`\tau _3>>\tau _2>>\tau _1>>\tau `$. These conditions fit a wide class of complex magnetic materials that have a large number of metastable states separated from each other by barriers much larger than the available thermal energy.

## III Relevance to Experiments

At an intuitive level, quenched random fields may be thought to arise from impurities and imperfections in disordered magnetic materials. A more precise connection between random field Ising model and experiments was made by a theoretical argument due to Fishman and Aharony fishman  suggesting that the critical behavior of a weakly diluted anti-ferromagnet in a uniform external field should be in the same universality class as that of a ferromagnet in a random external field. The essential idea is that an anti-ferromagnet without dilution has two sub-lattices on which the spins are oriented opposite to each other. One of the sub-lattice is aligned with the applied field. In the presence of dilution, locally the sub-lattice with most spins tends to align with the applied field in competition with the global anti-ferromagnetic order in the absence of dilution. As a result the applied field acts as an effective random field coupling to the anti-ferromagnetic order parameter i.e. the staggered magnetization. The effective random field produced by the applied field is proportional to the applied field. The strength of the random field is therefore easily controlled. One can do scaling studies with varying strengths of disorder in a system by simply tuning the applied field rather than making fresh samples with different degrees of dilution. This feature has a far reaching significance in investigating the theoretical model experimentally, and the interaction between theory and experiment has helped the field develop considerably, and clarified many fine points of the model belanger ; nattermann . $`Rb_2CoF_4`$ is a good two dimensional Ising anti-ferromagnet. It consists of layers of magnetic ions with a single dominant intralayer exchange interaction, and an interlayer interaction which is smaller by several orders of magnitude. It is very anisotropic so that the spins can be well represented as Ising spins. The material can be magnetically diluted by introducing a small fraction of manganese ions in place of cobalt ions. Thus crystals of $`Rb_2Co_xMn_{1x}F_4`$ are good examples of a two dimensional diluted anti-ferromagnet suitable for an experimental realization of the two dimensional random field Ising model. In three dimensions, the most studied dilute anti-ferromagnet is $`Fe_xZn_{1x}F_2`$ crystal. In the pure ferrous fluoride $`FeF_2`$ crystal, the ferrous ions ( $`Fe^{++}`$ ) are situated approximately on a body centered tetragonal lattice. Each ferrous ion is surrounded by a distorted octahedron of flurine ( $`F^{}`$ ) ions. The predominant interactions are a large single-ion anisotropy, and an anti-ferromagnetic exchange between nearest neighbor ferrous ions. The magnetic moments of ferrous ions on the corners of the tetragonal cell are anti-parallel to the magnetic moments of $`Fe^{++}`$ ions on the body centers. The large crystal field anisotropy persists as the magnetic spins are diluted with $`Zn`$. The diluted crystal remains an excellent Ising anti-ferromagnet for all ranges of magnetic concentration $`x`$. Furthermore crystals with excellent structural quality can be grown for all concentrations $`x`$ with extremely small concentration variation $`\delta x<10^3`$. These attributes combine to make $`Fe_xZn_{1x}F_2`$ the popular choice for experiments on diluted anti-ferromagnets, although experiments have been done on several other materials as well belanger .

## IV Domains in Random Fields

In one of the earliest studies of the random field Ising model, Imry and Ma imma  argued that quenched random fields in a system may cause a uniform ferromagnetic state to break into domains. The argument is essentially as follows. Consider a uniform ferromagnetic state at zero temperature. In the presence of random fields, a strategically placed domain of linear size L may turn over and gain an energy of the order of $`\sigma L^{d/2}`$.. However, this would create a domain wall that would cost an energy of the order of J$`L^{d1}`$. If $`d/2>(d1)`$, i.e. if $`d<2`$, then for any $`\sigma `$, there will be a characteristic length over which the bulk energy gain will overcome the cost of the surface energy. In other words, domains will occur spontaneously if $`d<2`$. The above argument is intuitively appealing, but nonrigorous. It is also inconclusive at the lower critical dimensionality because the gain and the cost of energy both scale linearly with $`L`$ at $`d=2`$ . The situation in two dimensions can be clarified by taking into account the roughness of the domain wall. The work of Binder binder  supplemented with numerical simulation of a toy model predicts that the gain in energy scales as $`\sigma L\mathrm{log}L`$ in $`d=2`$. Thus the domain argument predicts the absence of long range order in two dimensions.

It remained unclear for several years if the results obtained from the domain argument were correct. The controversy was generated by the existence of another argument based on a field theoretic method (dimensional reduction) that predicted the lower critical dimensionality of random field Ising model to be three. Initially, computer simulations of the model as well as experimental observations did not help to resolve the controversy. It took several years to realize the error in the dimensional reduction argument. The difficulty with both theory and experiment was in the interpretation of results. Concentration gradients in the diluted anti-ferromagnetic samples tend to round off a transition and affect the measurements of critical behavior drastically. Further, the majority of experiments were performed on samples prepared in two separate ways; (i) cooling the sample in zero magnetic field, and (ii) cooling it in a magnetic field, and turning the field off at the end. Experiments on samples prepared in the two ways yield different results. Three dimensional field cooled samples show no long range order and were first thought to show that the lower critical dimensionality of the model is three. But three dimensional samples cooled in zero field showed long range order. It was only after several years of controversy that the experimental situation resolved itself in favor of the domain argument, i.e. no long range order in two dimensions, but long range order in three dimensions. The main point that was clarified by theoretical work is that the field cooled state is not an equilibrium state. It relaxes logarithmically slowly, and one should not expect to see an equilibrium ordered state in a field cooled sample over any reasonable experimental time scale.

## V Hysteresis

Permanent magnets are typically a two phase solid material with fine magnetic particles of one phase embedded in the other phase. The precipitation is carried out in a magnetic field, and needle like magnetic particles are oriented with their long axis parallel to the field direction. If the field is reversed after the material is set in a solid matrix, the needles can not physically turn over as in a liquid matrix. Instead, the magnetic domains inside the particles have to reverse themselves. This requires a threshold field that varies from particle to particle. Experimentally observed magnetization of the material in a smoothly increasing applied field may look smooth on a macroscopic scale but on a microscopic scale, it is made of steps of irregular widths and heights. This is known as Barkhausen noise. Hysteresis in such materials is somewhat different in character from the usual hysteresis that arises from a delayed response of the system to the driving field. In the present case the hysteresis is dominated by the energy landscape of the system. There are a very large number of local minima with barriers of varying heights between them. Suppose the applied field is increased sufficiently so that the system jmps over a barrier from one minimum A to another minimum B. If the field is then reversed, it may be more favorable for the system to jump over a smaller barrier to another minimum C rather than return to A. This is the kind of hysteresis that is modeled very well by the zero temperature dynamics of the random field Ising model sethna . We have solved the ferromagnetic model exactly on a Bethe lattice of an arbitrary coordination number $`z`$, and obtained major as well as minor hysteresis loops, and power laws for the Barkhausen noise analytically shukla1 ; dhar ; sabha1 ; shukla2 ; shukla3 ; sabha2 . In the following, we describe our main results without going into the details of calculation.

The main limitation of the method used to obtain theoretical hysteresis loops has been its restriction to Bethe lattices, and to initial states having saturated magnetization i.e. all spins pointing in the same direction. More recently the method has been extented to the case of a random initial state shukla5  but we shall not go into it here. Suppose all the spins are pointing down. This is a stable state in an applied field $`h=\mathrm{}`$. We need to calculate the magnetization as the applied field in increased from $`h=\mathrm{}`$ to $`h=\mathrm{}`$. The other half of the hysteresis loop can be obtained by a symmetry of the Ising model, and that of the Gaussian distribution centered at the origin. In the first instance, we calculated the magnetization on a one dimensional lattice shukla1 . The calculation utilized the fact that the evolution on a linear segment of the lattice contained between two sites that flip up before their nearest neighbors is independent of the rest of the lattice. It was not immediately obvious how the calculation could be generalized to a Bethe lattice. What makes the generalization possible is the following: Suppose the spin $`S_i`$ in the deep interior of the Bethe lattice does not flip up as the applied field increases from $`h\mathrm{}`$ to $`h`$, then the evolution on each of the $`z`$ sublattices that meet at site i is independent of each other upto the applied field $`h`$. The second point is that the stable state at applied field $`h`$ does not depend on the order in which the spins are relaxed if the interactions are ferromagnetic. This property of the ferromagnetic model is called the Abelian property. It allows us to relax the nearest neighbors of site $`i`$ independently of each other and before site $`i`$ is relaxed. The method involves calculating the conditional probability that a nearest neighbor of site $`S_i`$ is up before $`S_i`$ flips up. This conditional probability is obtained as a fixed point of a recursion relation describing the relaxation of sites starting from the boundary of the Bethe lattice and working in.

Hysteresis in the ferromagnetic model on a Bethe lattice has symmetrically placed jump discontinuities on the two halves of the hysteresis loop if $`\sigma `$ is smaller than a critical value $`\sigma _c`$, and the coordination number $`z`$ of the lattice is greater than or equal to four. In other words, hysteresis loops on a Bethe lattice of coordination z $`>`$ 3 are qualitatively different from those on lattices with z=2, and z=3. For $`z3`$ there is no jump discontinuity in the hysteresis loops for any amount of disorder. For $`z4`$, there is a critical value of $`\sigma `$ that characterizes the Gaussian random field distribution. If $`\sigma `$ is less than the critical value $`\sigma _c`$, the magnetization in increasing field has a macroscopic first-order jump at an applied field $`h_c`$ $`>`$ J. As $`\sigma `$ increases to $`\sigma _c`$, $`h_c`$ decreases to J, and the first-order jump in magnetization reduces to zero. The system shows non-equilibrium critical behavior at $`h=h_c`$, and $`\sigma =\sigma _c`$. For z=4, $`\sigma _c=1.78`$ approximately. The value of critical disorder $`\sigma _c`$ increases with the coordination number $`z`$ of the lattice. At the critical point the Barkhausen noise shows a power law distribution. The probability of avalanches of size $`s`$ scales as $`s^{3/2}`$. Nonequilibrium critical point phenomena and its relationship with the coordination number of the lattice appears to hold on other lattices as well. Numerical simulations and theoretical arguments on several periodic lattices embedded in two and three-dimensional space show that hysteresis on periodic lattices with $`z4`$ is qualitatively different from that on lattices with $`z<4`$. Although there are some similarities between Bethe lattices and periodic lattices of the same coordination number, there are differences as well. The differences are related to the bootstrap percolation instability on some periodic lattices sabha3 .

Minor hysteresis loops have also been obtained, and their calculation reveals an interesting feature of the model that has an experimental significance. Consider two halves of the major hysteresis loop connecting states of saturated magnetization in opposite directions. If the applied field is reversed while the system is on one of these halves, the magnetization trajectory branches off and heads towards the other half of the major loop. We find that the trajectory in reversed field meets the other half of the major loop exactly when the field has been reversed by an amount 2J irrespective of the point of reversal. This result provides an interesting possibility for measuring the exchange interaction J in a hysteresis experiment.

We have also studied hysteresis in the anti-ferromagnetic random field Ising model at zero temperature shukla4 . Hysteresis in the anti-ferromagnetic model is qualitatively different from that in the ferromagnetic model because it does not show Barkhausen noise. On account of the anti-ferromagnetic interactions, a spin turning up in an increasing field blocks its nearest neighbors from turning up. Thus there is no microscopic avalanche of up-turned spins as in the case of ferromagnetic interactions. A spin that turns up in increasing field in the anti-ferromagnetic model, occasionally causes its nearest neighbor (that had turned up earlier) to turn down. As the applied field increases from $`\mathrm{}`$ to $`+\mathrm{}`$, a small fractions of sites flip three times, first up, then down, and finally up again. Also, the dynamics of the anti-ferromagnetic model is non-Abelian. These features make the anti-ferromagnetic dynamics rather complex, and an exact solution of the model becomes difficult. So far the anti-ferromagnetic model had been solved exactly in one dimension only, and that too for a rectangular distribution of the random field of width $`2\mathrm{\Delta }`$, where $`\mathrm{\Delta }|J|`$. Recently, we have been able to extend the calculation of hysteresis in a one dimensional random field Ising model to an arbitrary continuous distribution of the random field shukla5 .


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# Vortex nucleation by collapsing bubbles in Bose-Einstein condensates

(January 3, 2004)

## Abstract

The nucleation of vortex rings accompanies the collapse of ultrasound bubbles in superfluids. Using the Gross-Pitaevskii equation for a uniform condensate we elucidate the various stages of the collapse of a stationary spherically symmetric bubble and establish conditions necessary for vortex nucleation. The minimum radius of the stationary bubble, whose collapse leads to vortex nucleation, was found to be $`28\pm 1`$ healing lengths. The time after which the nucleation becomes possible is determined as a function of bubble’s radius. We show that vortex nucleation takes place in moving bubbles of even smaller radius if the motion made them sufficiently oblate.

In this Letter we establish a new mechanism of vortex nucleation in a uniform condensate. Previously, the nucleation of vortices in a uniform condensate has been connected to critical velocities frisch ; br7 ; br8 , instabilities of the initial states berloff  or to a transfer of energy among the solitary waves pade . Moving positive br7  and negative br8  ions were shown to generate vortex rings on their surface where the speed of sound was exceeded. Experiments in superfluid helium have demonstrated long time ago the production of quantised vortices and turbulence careySchwarz  by the collapse of cavitated bubbles finch  generated by ultrasound in the megahertz frequency range. The aim of this Letter is to analyse theoretically for the first time the physics of this process in the context of the Gross-Pitaevskii (GP) equation. Vortex nucleation by collapsing bubbles could also be studied in the context of (non-uniform) atomic condensates (BEC), for which the GP equation provides a quantitative model, thus providing experimentalists with a new mechanism to produce vortices in BEC systems, alongside rotation madison , the decay of solitons anderson  and phase imprinting leonhardt . Moreover, our work illustrates a new aspect of vortex-sound interaction in a Bose- Einstein condensate, a topic which is receiving increasing attention kivotidesEtAl .

We write the GP equation in dimensionless form as

$$2\mathrm{i}\frac{\psi }{t}=^2\psi +(1|\psi |^2V(𝐱,t))\psi ,$$
(1)
in dimensionless variables such that the unit of length corresponds to the healing length $`\xi `$, the speed of sound is $`c=1/\sqrt{2}`$, and the density at infinity is $`\rho _{\mathrm{}}=|\psi _{\mathrm{}}|^2=1`$. To convert the dimensionless units into values applicable to superfluid helium-4, we take the number density as $`\rho =2.18\times 10^{28}\mathrm{m}^3`$, the quantum of circulation as $`\kappa =h/m=9.92\times 10^8\mathrm{m}^2\mathrm{s}^1`$, and the healing length as $`\xi =0.128\mathrm{nm}`$. This gives a time unit $`2\pi \xi ^2/\kappa 1\mathrm{p}\mathrm{s}`$. Whereas for a sodium condensate with $`\xi 0.14\mu \mathrm{m}`$, the time unit is about $`8\mathrm{n}\mathrm{s}`$. $`V(𝐱,t)`$ is the potential of interaction between a boson and a bubble. We will assume that the bubble acts as an infinite potential barrier to the condensate, so that no bosons can be found inside the bubble ($`\psi =0`$) before the collapse. This is achieved by setting $`V`$ to be large inside the bubble and zero outside.

First we consider the case of a stationary spherically symmetrical bubble. The spherical symmetry allows us to reduce the problem to dimension one, so that the equation (1) for $`\psi =\psi (r,t)`$ becomes

$$2\mathrm{i}\psi _t=\psi ^{\prime \prime }+2\psi ^{}/r+(1|\psi |^2)\psi ,$$
(2)
where $`r^2=x^2+y^2+z^2`$. Equation (2) is numerically integrated using fourth order finite differences discretization in space and fourth order Runge-Kutta method in time. Before the collapse the field around the bubble of radius $`a`$ is stationary, $`\psi _t=0`$. The boundary conditions are $`\psi (a,t)=0`$ stating that the bubble surface is an infinite potential barrier to the condensate and $`\psi (\mathrm{},t)=1`$. The stationary solutions for various $`a`$ were found by the Newton-Raphson iterations. The solutions are $`\psi (r)=(0,0)`$ if $`ra`$ and $`\psi (r)=(R_a(r),0)`$ if $`r>a`$, with the graphs of $`R_a(r+a)`$ for $`a=1,2,10,30`$ given on Figure 1. If the radius of the bubble, $`a`$, is sufficiently large, then we can set $`r=a+\xi `$ and to the leading order get $`R^{\prime \prime }(\xi )+[1R(\xi )^2]R(\xi )=0`$ which has the solution, satisfying the boundary conditions, $`R(\xi )=\mathrm{tanh}(\xi /\sqrt{2})`$. The total energy of the system jr , $`=\frac{1}{2}|\psi |^2𝑑V+\frac{1}{4}(1|\psi |^2)^2𝑑V`$ depends on the radius of the bubble, and therefore, on the form of $`R_a`$:

$$=\frac{\pi a^3}{3}+2\pi _a^{\mathrm{}}[R_a^{}(r)^2+\frac{1}{2}(1R_a(r)^2)^2]r^2𝑑r.$$
(3)
The insert on Figure 1 shows the loglog plot of the energy vs radius of the bubble together with the linear fit. For $`a>20`$ the energy depends on the radius as $`1.65a^{2.9}`$.

From the energy conservation it is clear that after the bubble collapses and the condensate fills the cavity the necessary (but not sufficient) condition for vortex nucleation is that the energy has to be greater than that of one vortex ring. The minimal energy of the vortex solution was found in jr  to be about $`55\pm 1`$ which corresponds to the minimum radius of $`a=2.2`$ with $`=55.7`$. As the condensate fills the cavity, most of the energy will be emitted via the sound waves, so the energy of the bubble has to be sufficiently greater than the energy of a single vortex ring to allow for such an emission.

The time-dependent evolution of the condensate after the bubble collapses involves several stages. The overall picture is complicated by a complex interplay between dispersive and nonlinear effects. Dispersive effects become important on the wavelengths of order of the healing length with the group velocity approximately given by $`(\sqrt{k^2/2+k^4/4})/k`$ for the perturbation propagating along the uniform state $`\psi =1`$ towards infinity and with the group velocity approximated by $`(k^21)/2k`$ for the perturbation moving along the uniform state $`\psi =0`$ towards the centre of the cavity. The wavetrain generated by the nonlinearity is moving slower with the larger wavelengths than the dispersive wavetrain. During the first stage dispersive and nonlinear wavetrains are generated near the areas of the largest curvature of the stationary profile. The Fourier components propagate at different velocities generating wave packets moving in opposite directions. This stage of the evolution is characterised by a flux of particles towards the centre of the cavity as the oscillations of the growing amplitude are being formed on the real and imaginary parts of the wave function and the slope of the steep density front is getting smaller; see Figure 2.

To follow the evolution of the particle flux we calculated the density per unit volume averaged over spheres of different radii, centred at the origin, as functions of time. Figure 3 shows these functions for the radius of the cavity $`a=128`$ and the radii of the spheres over which the averaging of the density is performed being $`4,8,16,32,`$ and $`64`$. From Figure 3 it is clear that there is a definite moment of time $`t^{}97`$ when the density per unit volume reaches its maximum at the same time (and taking the same value) for two smallest spheres. This moment indicates the start of a qualitatively new stage of the evolution in which there is an outward flux of particles as the condensate that overfilled the cavity began to expand. The density gradually approaches the uniform state $`\rho =1`$.

It is after the time $`t^{}`$ that we expect the instability to set in and to give rise to vortex nucleation as the outward flow can support outward moving vortex rings. We calculated $`t^{}`$ for various radii of the bubble and determined that for $`a>10`$ the time of the start of the outflow from the centre of the cavity is approximated quite well by the linear function $`t^{}1.96+0.72a.`$

As it seen on the insets of Figure 2, some of the surfaces of zero real and zero imaginary parts may be just a healing length apart (for instance, at $`t=100`$ for the radius of the cavity $`a=128`$, one of the surfaces of zero of the real part has radius $`16.02`$ and the nearest surface of the zero of imaginary part has radius $`17.11`$). Small radial perturbations on these zero surfaces can lead to their overlap which creates topological zero curves of the wavefunction which quickly adjust their form by emitting sound waves to become axisymmetrical vortex rings.

The smaller $`a`$ is, the larger the distances between the zero surfaces are during the condensate expansion, so it would require a much larger perturbation to bring these surfaces to intersect. In this case the instability mechanism would be somewhat different taking longer time to develop. The radial ’dips’ of the density of the expanding condensate, noticeable in Figure 2, are unstable to non-spherically symmetrical perturbations, similar to the instability of the Kadomtsev-Petviashvili 2D solitons in 3D berloff . Depending on the energy carried by these ’dips,’ they evolve into either vortex solutions or sound waves. From these considerations we expect three possible outcomes after bubble collapses: (1) if the radius of the bubble is smaller then some critical radius $`a^{}`$, the density ’dips’ generated by the expanding condensate have rather small amplitude that decreases even further as they travel away from the centre quickly becoming sound waves before the instability has time to develop; (2) after the collapse of a bubble of an intermediate size, say, of the radius $`a^{}<a<\widehat{a}`$, the waves of sufficiently large amplitudes are generated and the instability of these waves develops in time inversely proportional to the radius $`a`$; (3) if the radius is sufficiently large, $`a>\widehat{a}`$, the time of the first vortex nucleation is approximately given by the moment of the start of the outward flux of the particles $`t^{}`$ approximated above. As a condensate continues to expand the instability mechanism described in (2) is further facilitated by the broken symmetry resulting from the previous nucleation events which leads to even more vortex rings being nucleated.

To confirm the scenario outlined above we performed full three-dimensional calculations for cavities of various radii in a computational box of the side $`200`$ healing lengths numer2 . We determined that there is a critical radius of the bubble for which vortex ring nucleate $`a^{}28\pm 1`$. The borderline radius between regime (2) and (3) was found as $`\widehat{a}45`$. Figure 4 shows the density isoplots at the various time snapshots after the bubble of radius $`a=50`$ collapsed. Notice, that the non-symmetry of the field that was created at the time of nucleation ($`t40`$) continues to produce even more vortex rings as condensate expands. Each vortex ring at the moment of its birth has zero radius, as the surfaces of zero real and imaginary parts touch each other, and gradually evolve into a vortex ring of increasingly larger and radius, as clearly seen on Figure 4. The process in which solitary waves evolve into states of a higher energy was elucidated in pade . A finite amplitude sound wave that moves behind a vortex ring transfers its energy to it, allowing the vortex ring to grow in size. The radius of the vortex ring stabilises only when it travelled sufficiently far from the center of the collapsing bubble, where the flow became almost uniform. The larger the radius of the bubble, the more finite amplitude sound waves will be generated at shorter distances, the larger the size of the final ring is going to be.

So far we considered the collapse of the stationary bubble, where the vortex nucleation is connected to the instabilities developed in the spherically symmetric flow. There are situations when the nucleation is facilitated by an initial lack of the symmetry in the flow as in the case of a moving bubble or a bubble in the nonuniform (trapped) condensate. The surrounding helium exerts a net inward pressure across the surface, which is balanced by the pressure inside the bubble. In was shown in br8  by asymptotic analysis of the GP equation coupled with the equation of the motion for the wavefunction of an electron that a moving bubble becomes oblate in the direction of its motion. This flattening is created by the difference in pressure between the poles and equator associated with the greater condensate velocity at the latter than at the former. How oblate the bubble becomes during its motion will depend on the velocity and pressure inside the bubble. The non-uniformity of the flow in the collapsing oblate bubble leads to vortex ring nucleation for bubble sizes much smaller than in the case of a stationary spherically symmetric bubble. Figure 5 shows snapshots of the density plots of the cross-section of the collapsing bubble that prior to $`t=0`$ was moving with a constant velocity $`U=0.2`$ and acquired an oblate form given by $`x^2+\frac{1}{2}(y^2+z^2)=100`$. As the result of bubble’s collapse four vortex rings of different radii were created. Three of them are moving in the same direction as the bubble before the collapse and one vortex ring is moving in the opposite direction. In the model used, the oblateness of a bubble and the velocity of its propagation, $`U`$, are independent parameters. A useful quantity that can be determined from further numerical simulations is the critical radius of the bubble as a function of the oblateness and $`U`$. This will be further analysed in our future research.

In summary, we have suggested and studied a new mechanism of vortex nucleation as a result of the collapse of stationary and moving bubbles in the context of the GP equation. This is related to the experiments in superfluid helium in which the cavitated bubbles are generated by ultrasound in the megahertz frequency range. Our findings suggest that a sufficiently large or deformed stationary bubble in a trapped condensate will produce vortex rings as a result of its collapse. This will also be a subject of our future studies.

NGB is supported by the NSF grant DMS-0104288; CFB is supported by EPSRC grant GR/R53517/01.