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# Circumbinary Disks and Cataclysmic Variable Evolution

## 1 INTRODUCTION

Angular momentum losses play an essential role in the origin and evolution of close binary systems containing compact objects. An excellent example is the class of systems known as cataclysmic variable (CV) binaries in which a low mass star transfers mass to its more massive white dwarf companion. Significant orbital angular momentum must have been lost with ejected mass during the formation process to transform a long period progenitor system into a CV via the common envelope evolutionary phase (see reviews by Iben & Livio 1993 and Taam & Sandquist 2000). On the other hand, angular momentum loss without significant mass loss is thought to occur during the secular evolution of CV’s as a result of gravitational radiation (Paczyński 1967; Faulkner 1971) or magnetic braking (Verbunt & Zwaan 1981) processes.

The need for a process such as magnetic braking for the long term evolution of CV’s stems from the fact that the inferred mass transfer rates can exceed that driven by gravitational radiation by more than an order of magnitude. Although the inclusion of such processes in evolutionary models has been modestly successful, detailed comparisons of observations with theory lead to some difficulties. Specifically, it is found that the mass transfer rates primarily depend on the time scale of the angular momentum loss and the mass of the donor with little dependence on the white dwarf companion. This leads to a strong correlation between mass transfer rate and orbital period. The inferred mass transfer rates do not follow such a tight correlation (Patterson 1984; Warner 1987); there is about an order of magnitude spread at a given orbital period. This discrepancy has been further aggravated with the discovery of supersoft X-ray sources among the short period cataclysmic variable population. In particular, three sources have been detected with orbital periods near the upper edge of the period gap, i.e., J0439.8-6809 at 3.37 hr (Schmidtke & Cowley 1996), J0537.7-7304 at 3 hr (Orio et al. 1997), and 1E 0035.4-7230 at 4.13 hr (Crampton et al. 1997). Such sources are believed to be systems for which the white dwarf component accretes at rates $`14\times 10^7M_{}\mathrm{yr}^1`$, sufficient for steady hydrogen burning to take place on its surface (van den Heuvel et al. 1992).

In order to explain the large spread in mass transfer rates for a given orbital period, suggestions involving intermittent cycles produced by nova explosions (Shara et al. 1986) or by irradiation or mass loss effects (King et al. 1996) have been invoked. However, the recent lack of detection of the mass losing component in novalike variables in the infrared spectral wavelength region by Dhillon et al. (2000) suggests that the high mass transfer rates in these systems ($`\dot{M}10^8M_{}\mathrm{yr}^1`$) are secular rather than cyclic. This would cause them to be expanded and cool compared with main sequence stars in the same range of orbital periods. A range in evolutionary states for the mass losing star has also been suggested for the spread in mass transfer rates by Pylyser & Savonije (1988), but the dearth of systems inside the period gap is hard to reconcile with this idea.

As a possible resolution to these problems in our understanding of the evolution of CVs, we suggest that a circumbinary (CB) disk can effectively drain orbital angular momentum from the system, promoting mass transfer at rates above those calculated using the magnetic braking or gravitational radiation process. This is in contrast to the self-excited winds picture proposed by King & van Teeseling 1998). In such a situation the orbital angular momentum can be removed from the binary by tidal torques (see Lin & Papaloizou 1979; Eggleton & Pringle 1985; Pringle 1991). We present here a model incorporating such a disk into the secular evolution of CV systems. In the next section, we present the assumptions of the model and describe the properties of such disks and their critical role for the secular evolution.

The implications of these results are discussed in section 3. There we also address a number of observational puzzles that may be related to the presence of circumbinary disks. In addition to the large spread in mass transfer rates, this includes the low luminosity of the secondaries in novalike systems. We also touch upon the origin of the period gap in CVs, a problem that arguably is aggravated rather than solved by a CB disk picture.

## 2 THEORETICAL PICTURE

We assume that a CB disk has formed in a CV system. A fossil CB disk may have been established at an early stage as a result of its formation following the common envelope phase. Alternatively, a CB disk may be formed as a result of mass outflow from the white dwarf or the accretion disk.

Studies of UV and optical resonance lines in the bright CV systems (novalike variables, dwarf novae in outburst, and supersoft sources) have yielded evidence of outflowing material (see Warner 1995). We now make the assumption that a (small) fraction of this matter settles into the orbital plane outside the binary system, forming a CB disk. Evidence that makes the presence of such material plausible is the relatively small width of the single-peaked emission lines in the so-called SW Sex stars (Thorstensen et al. 1991, Hoard 1998, Hellier 2000) and supersoft sources (e.g. RX J0019.8+2156, Deufel et al. 1999). The half-width of these peaks corresponds to velocities of the order 500-800 km/s, i.e. not more than about twice the orbital speed. Though the lines typically also show extended wings indicating higher outflow speeds characteristic of the inner disk regions, this shows that a large part of the outflow is ejected with low velocities. Theoretically this could, for example, happen when a part of the outflow takes place in the form of a slow wind near the orbital plane, generated in the outer regions of the disk as a magnetically driven flow (e.g. Spruit & Cao 1994). We will leave the details of this hypothetical process open for the moment, except for noting that some of the orbital phase-dependent anomalies seen in the SW Sex stars may be related to material accumulating just outside the orbit. In the model by Horne (1999), for example, these anomalies are explained in terms of a magnetic ‘propeller effect’ acting on (a part of) the accretion stream (but see Hellier 2000 for an alternative view).

A possible analogy of the process may occur in Be-stars, where the observed cool disks are thought to be formed by compression of the radiation-driven stellar wind into the equatorial plane (Bjorkman and Cassinelli 1993, Bjorkman and Wood, 1995), perhaps involving a clumpy flow (Howk et al. 2000) or from a magnetically driven outflow (Balona & Kaye 1999; Smith & Robinson 1999).

In contrast to circumstellar accretion disks, CB disks cannot be treated as steady since the action of viscosity can in principle make it spread indefinitely. A continuous input of mass and angular momentum at its inner boundary as in the model proposed here leads to a continuous increase in its surface mass density. This is in contrast to the case of accretion disks, where the surface density is closely related to the instantaneous mass flux. In CB disks, the surface density is typically much higher, for the same mass flux. The properties and evolution of thin viscous Keplerian CB disks has been investigated by Pringle (1991) in the context of cool protostellar disks and by Lee, Saio, & Osaki (1991) as related to disks around Be stars.

Starting with an initially empty CB disk, the mass transfer driven by a standard magnetic angular momentum loss process from the secondary feeds mass into the CB disk. The gravitational interaction of the disk with the binary transfers angular momentum from the binary to the disk at a rate proportional to the surface density in the inner regions of the disk. The gradual buildup of a disk mass implies a growing torque which eventually starts dominating over the magnetic wind torque. Our assumption that the mass fed into the CB disk is a certain fraction of the binary mass transfer rate, then implies a positive feedback: the larger the disk mass, the larger the torque and the larger the mass transfer rate. In this way, we may expect an eventual runaway to large mass transfer rates, as a result of an initially innocuous stellar wind torque.

The evolution of a CB disk, coupled to the evolution of its mass-providing binary is complicated by the detailed physics of binary evolution as well as that of the disk itself. These are beyond the scope of the present work. Instead, the next section presents a simple model which illustrates the basic mechanism, as well as its likely sensitivity to the detailed physics that is not included.

### 2.1 A Simple Model

A torque $`T`$ exerted on a binary with a Roche-lobe filling secondary star causes mass transfer from the secondary to the primary accretion disk at a rate $`\dot{M}_2<0`$ given by

$$(5/32q+\zeta )\dot{M}_2/M_2=2T/J.$$
(1)
where $`J`$ is the orbital angular momentum, q is the mass ratio of the system, and $`\zeta =\mathrm{d}\mathrm{ln}R_2/\mathrm{d}\mathrm{ln}M_2`$ the mass-radius exponent of the secondary (e.g. Frank, King & Raine 1985). We envisage the torque $`T`$ as made up of two components: a standard stellar wind torque $`\dot{J}_\mathrm{w}`$ and a torque $`T_\mathrm{e}`$ due to the gravitational interaction of the binary with its CB disk.

In order to arrive at a model system that can be analysed by analytical means we make some simplifications. The most important assumption, as discussed above, is that of the mass transferred from the secondary to the primary, a fraction $`\delta `$ is fed into the CB disk:

$$\dot{M}_\mathrm{e}=\delta \dot{M}_2.$$
(2)
In the following we keep this fraction fixed in time, and assume it enters the CB disk with a specific angular momentum equal to that of the inner edge of the disk. We assume $`\delta `$ to be small, so that eq (1), which assumes conservative evolution, is still approximately valid. In addition, we ignore the secular evolution of the binary parameters, $`M_2`$, and $`\zeta `$ (this will be relaxed in section §3.1). Finally, a simple form is used for the viscosity of the CB disk, specified below.

The viscous evolution of the CB disk is governed by

$$_t\mathrm{\Sigma }=\frac{3}{r}_r[r^{1/2}_r(r^{1/2}\nu \mathrm{\Sigma })],$$
(3)
where $`\mathrm{\Sigma }`$ is the surface mass density and $`\nu `$ the viscosity, which at this point can be an arbitrary function of $`r`$ and $`\mathrm{\Sigma }`$.

The viscous torque in the disk is

$$T=2\pi r^2\nu \mathrm{\Sigma }r_r\mathrm{\Omega },$$
(4)
where $`\mathrm{\Omega }`$ is the local orbital frequency $`\mathrm{\Omega }=(GM/r^3)^{1/2}`$, and $`M`$ the mass of the binary system. Approximating the interaction of the binary with the disk as taking place locally at the inner edge of the disk, the torque $`T_\mathrm{e}`$ exerted by the disk on the binary is then

$$T_\mathrm{e}=3\pi (r_\mathrm{i}/a)^{1/2}\mathrm{\Omega }_0a^2\nu _\mathrm{i}\mathrm{\Sigma }_\mathrm{i},$$
(5)
where $`\mathrm{\Omega }_0`$ and $`a`$ are respectively the binary orbital frequency and separation and the subscript i denotes the inner edge of the CB disk. The rate of change of the orbital angular momentum $`J=\mu (GMa)^{1/2}`$ (where $`\mu `$ is the reduced mass $`M_1M_2/M`$) of the binary due to the combined effects of magnetic braking and the CB disk is thus

$$\dot{J}/J=T/J=\dot{J}_\mathrm{w}/J+T_\mathrm{e}/J=t_\mathrm{w}^1+3\pi (r_\mathrm{i}/a)^{1/2}\frac{1+q}{M_2}\nu _\mathrm{i}\mathrm{\Sigma }_\mathrm{i},$$
(6)
where $`t_\mathrm{w}`$ is the angular momentum loss time scale due to magnetic braking.

Suppose that an CB disk is initially absent, and forms by the mass fed into it. The initial evolution is then dominated by the first term in (6). As the disk mass increases, the second term eventually becomes important. We first consider the case when the stellar wind torque dominates, then the case when the CB disk torque dominates. At the end we calculate, numerically, the case with both torques present.

Suppose the viscosity $`\nu `$ is a function of $`r`$ only (see below for a more general case):

$$\nu =\nu _\mathrm{i}(r/r_\mathrm{i})^n,$$
(7)
where $`r_\mathrm{i}`$ is the inner edge of the disk. Eq. (3) can then be written as

$$_\tau y=x^{2n2}_{xx}y,$$
(8)
where

$$x=(r/r_i)^{1/2},y=3\pi x\nu \mathrm{\Sigma },\tau =t/t_{\mathrm{vi}},$$
(9)
and $`t_{\mathrm{vi}}`$ is the viscous time scale at the inner edge:

$$t_{\mathrm{vi}}=\frac{4r_\mathrm{i}^2}{3\nu _\mathrm{i}}.$$
(10)
The mass flux at any point in the disk is then

$$\dot{M}=_xy.$$
(11)
The evolution of the disk is governed by (8), with $`y0`$ for $`x\mathrm{}`$ and the mass input rate providing a boundary condition at $`r_\mathrm{i}`$:

$$(_xy)_\mathrm{i}=\dot{M}_\mathrm{e}.$$
(12)
As an example, consider the case $`n=1`$, i.e. the viscosity increases linearly with distance. The $`x`$dependent coefficient in (8) is then a constant. By a simple shift $`xx1`$, the boundary condition at $`x=1`$ can then be moved to x=0. The problem consisting of equation plus boundary conditions then has no intrinsic length scale in it. If, as assumed, the initial disk is empty, the problem has no intrinsic time scale either. Under these conditions, the solution has a self-similar form:

$$y=\tau ^\mu f(\xi ),$$
(13)
where the similarity variable $`\xi =x\tau ^\lambda `$ (see Zel’dovich and Raizer, 1986 for a detailed analysis and physical interpretation of self-similar solutions of diffusion equations). In the present case, one finds by substitution into the equation that $`\lambda =1/2`$, and by substitution into the boundary condition that $`\mu =1/2`$, and the problem reduces to finding the solution to an ODE for $`f`$:

$$f^{\prime \prime }+\frac{1}{2}\xi f^{}\frac{1}{2}f=0,\mathrm{with}f^{}(0)=1.$$
(14)
The solution which vanishes at infinity is a parabolic cylinder function $`U(a,\xi )`$ (as defined in Abramowitz & Stegun, 1964). In terms of the original physical variables, the solution can be written as

$$\mathrm{\Sigma }(r,t)=(\frac{t}{t_{\mathrm{vi}}})^{1/2}\frac{\dot{M}_\mathrm{e}}{3\pi \nu _\mathrm{i}}(\frac{r}{r_\mathrm{i}})^{3/2}Ae^{\xi ^2/8}U(a,\xi ),\mathrm{with}\xi =(x1)/\tau ^{1/2},$$
(15)
where the parameter $`a=1/\sqrt{5}`$ and $`A`$ is a numerical constant close to unity.

The asymptotic behavior of $`\mathrm{\Sigma }`$ is as $`e^{\xi ^2/4}`$. The disk thus has has an effective edge at $`\xi 1`$, which corresponds to a physical distance $`r_\mathrm{d}`$

$$[(r_\mathrm{d}/r_\mathrm{i})^{1/2}1](t/t_{\mathrm{vi}})^{1/2}.$$
(16)
For large times, the surface density thus increases with time as $`t^{1/2}`$, and decreases with distance as $`r^{3/2}`$, with a cutoff at $`r_\mathrm{d}`$. This cutoff distance increases linearly with time. Evaluating now the torque on the binary due to the CB disk for this case, we find that (cf. 6)

$$t_\mathrm{e}^1\frac{T_\mathrm{e}}{J}=\left(\frac{r_\mathrm{i}}{a}\right)^{1/2}\frac{1+q}{M_2}B(t/t_{\mathrm{vi}})^{1/2}\dot{M}_\mathrm{e},$$
(17)
where $`B=AU(a,0)1.3`$. With $`r_\mathrm{i}/a1.7`$ (see below), and $`q=0.5`$, this yields, with (2),

$$t_\mathrm{e}^13\delta (t/t_{\mathrm{vi}})^{1/2}|\dot{M}_2|/M_2.$$
(18)
The assumption that the dominant torque is the stellar wind torque breaks down when $`t_\mathrm{e}`$ becomes of the same order as the wind angular momentum loss time scale $`t_\mathrm{w}`$. From (6) we find that this occurs at a time $`t_0`$,

$$t_00.1t_{\mathrm{vi}}/\delta ^2.$$
(19)
To get an order of magnitude estimate for this time scale, assume a disk with inner edge radius $`2\times 10^{11}`$ cm around a 1M binary. If the temperature of this disk is about 1000K (the sort of number that the calculations below will yield), the viscous time scale is $`2/\alpha `$ yr for a standard $`\alpha `$-viscosity prescription. For $`\alpha =0.01`$, the order of magnitude of the viscosity found in simulations of magnetic turbulence, we have $`t_{\mathrm{vi}}=200`$ yr. Taking $`\delta =10^3`$ then gives $`t_02\times 10^7`$ yr.

After this time, the evolution accelerates due to the CB disk torque. To find the time dependence in this phase, we can neglect the contribution of the stellar wind torque. The CB disk mass input $`\dot{M}_\mathrm{e}`$ now increases in proportion to the surface density. Using (1) and (6), the inner boundary condition can be expressed as

$$(_xy)_\mathrm{i}=ky_\mathrm{i},$$
(20)
where

$$k=\delta \frac{2(r_\mathrm{i}/a)^{1/2}(1+q)}{5/32q+\zeta }.$$
(21)
The problem is now mathematically homogenous in time, and the behavior at large time is found as the most unstable normal mode of eqs. (8) and (20), with $`n=1`$. There is only one unstable mode:

$$ye^{k^2\tau kx}.$$
(22)
With the parameters previously used, with $`\zeta 0.8`$ and $`k3\delta `$, the growth time of the instability is of the order $`t_{\mathrm{inst}}0.1t_{\mathrm{vi}}/\delta ^2`$, which is of the same order as $`t_0`$.

Hence, for a viscosity independent of surface density and linearly proportional to distance, the surface density of the CB disk increases as $`t^{1/2}`$, up to a time $`t_0`$. After this, the growth becomes exponential on a time scale of the same order as $`t_0`$. The whole time evolution is thus governed by a single time scale $`t_0`$. Apart from a factor of order unity this is the viscous time scale at the inner edge of the CB disk, divided by the square of the fraction of the mass that ends up in the CB disk. \[For more general viscosity prescriptions, the dependence on $`\delta `$ is different, see below\]. The value of $`t_0`$ is in the ‘interesting’ range for CV evolution of $`10^7`$$`10^9`$ yr if $`\delta 10^4`$$`10^3`$. This is an agreeably small number that would not put too strong a constraint on the mechanism feeding the CB disk.

The transition between the two stages in the evolution of the disk, when both torques are important, cannot be obtained with simple analytic means. Full solutions of the problem were obtained numerically using an implicit (Crank Nicholson) scheme. The result, shown in Fig. 1, illustrates the analytic trends. In this calculation, the binary parameters $`q`$, $`M_2`$, $`\zeta `$ are again artificially kept fixed during the disk evolution, as in the above analytic estimates.

### 2.2 Disk Physics

The evolution time scale turns out to be sensitive to changes in the viscosity in the disk; not just at its inner edge where the torques act, but also to its value at larger distances. This is because, unlike the case of an accretion disk where the local surface density is simply proportional to the mass flow, the surface density in a CB disk depends on its entire evolution.

To determine the sensitivity of the results of the previous section on the effects of different assumptions about the viscosity, consider now a more general case where the viscosity scales as powers of both surface mass density and radius, $`\nu =\nu _i(\mathrm{\Sigma }/\mathrm{\Sigma }_i)^m(r/r_i)^n`$. In this case, the boundary at $`x=1`$ can not be transformed to the origin any more. As a result, the solutions are not strictly self-similar as they were in the case $`n=1`$. They are still asymptotically self-similar, however, for $`t\mathrm{}`$. For large times, the length scale $`\mathrm{\Sigma }_\mathrm{i}/_r\mathrm{\Sigma }_\mathrm{i}`$ becomes large compared to $`r`$. The inner boundary condition at $`x=1`$ can then be replaced by one at $`r=0`$ without causing much error so that the explicit length scale disappears. The (constant) mass input rate does not introduce a time scale either, and the problem again has self similar solutions. Analysis of eq. (3) as in the previous section then yields

$$\mathrm{\Sigma }_\mathrm{i}\left(\frac{t}{t_{\mathrm{vi}}}\right)^p\frac{\dot{M}_\mathrm{e}}{3\pi \nu _\mathrm{i}}$$
(23)
with $`p=\frac{m+1}{2(2m+2n)}`$. In addition, we find that $`\mathrm{\Sigma }r^q`$ with $`q=\frac{n+1/2}{m+1}`$, for $`r`$ well inside the outer edge of the disk. With the time dependence (23), the CB evolution time scale $`t_0`$ becomes, for $`q=0.5`$, $`r_\mathrm{i}/a=1.7`$, $`\zeta =0.5`$:

$$t_0/t_{\mathrm{vi}}(5\delta )^{1/p}.$$
(24)
Since the time scales relevant for CV evolution are long compared with the viscous time at the inner edge of the CB disk, the time scale $`t_0`$ tends to become rather sensitive to the viscosity indices $`(n,m)`$. This is also illustrated in Fig. 1. The solid line shows a case in which the viscosity is the same as in the previous example, out to $`r/r_i=50`$, but changes to an $`r`$-dependence with $`n=1.2`$ outside this radius. As long as the disk has not spread to $`r/r_i=50`$, the evolution is as before, but after this it speeds up compared with the previous case. Define, for this case, the disk evolution time scale as the time when the CB torque on the binary equals the wind torque. The seemingly innocuous change of the outer disk viscosity then reduces the evolution time scale by a factor 10.

The relevant values of $`m`$ and $`n`$ and hence the time index $`p`$ in (24) depend upon the physical conditions in the CB disk, and these conditions are not dissimilar to the conditions found in circumstellar disks around pre-main sequence stars (e.g., Bell & Lin 1994). This follows from the fact that the masses of CV’s and T Tauri type stars are similar ($`12M_{}`$). In addition, the inner radii of these disks are also comparable in view of the orbital separation ($`10^{11}`$ cm) of the short period CV’s. Since the ratio of the inner disk radii to orbital separation ($`r_{in}1.7a`$) are relatively insensitive to mass ratio (Artymowicz & Lubow 1994), inner disk radii are a few $`R_{}`$ which are typical for disks surrounding T Tauri type stars.

To obtain an estimate of the physical conditions in the CB disk, let us assume that it has built up to a surface density such that the torque exerted on the binary causes it to evolve on a time scale $`\tau _{\dot{J}}10^8`$ yr. Using (5) one finds that, for a binary system of $`1.4M_{}`$ and orbital period of 4.5 hrs,

$$\mathrm{\Sigma }100T_3^1(\alpha \tau _{\dot{J}8})^1\mathrm{gcm}^2,$$
(25)
where $`\alpha `$ is the standard disk viscosity parameter, $`T=10^3T_3`$ the temperature and $`\tau _{\dot{J}8}=\tau _{\dot{J}}/10^8`$ yr. With $`\alpha `$ given, the viscous dissipation rate in the disk is known, and one-zone models for the local disk structure can be used to determine the temperature, in the same way as in accretion disks. From the results of Bell & Lin (1994) we find mid-plane temperatures around 1500 K, relatively insensitively to column densities, in the range $`\mathrm{\Sigma }10^3`$ to $`10^4`$ g cm-2, corresponding to disk masses $`\mathrm{}>10^710^6M_{}`$. Under these conditions, the disk structure is determined by the opacity due to grains. For $`\alpha 10^2`$, eq. (25) then indicates column densities of $`10^4`$ g cm-2. With the same one-zone models for the local disk structure, we then find that $`p`$ ranges from 0.25 to 0.67. The higher value applies where opacity is due to the effect of metal grains, at temperatures of $`1300`$ K.

This estimate indicates that variations of the index $`p`$ by several tenths are to be expected as the disk mass builds up and the dominant sources of opacity change. When such a change takes place, the sensitivity of the evolution time scale to $`p`$ would cause the evolution to significantly speed up or slow down, resulting in either a more dramatic runaway, or a stabilization of the torque and mass transfer. It is clear that a more realistic picture of the evolution of the CB disk requires a detailed study of the physical conditions in these disks, in particular the opacities.

A further complication to the physical conditions in the CB disk could be irradiation by the central source. This is especially important in those regions of the disk where the opacity and hence the optical depths are low (in the grain evaporation regime). In this case, for strong irradiation, we find that $`p0.4`$, which is bracketed by the above range.

## 3 IMPLICATIONS

As described in §II, the influence of the CB disk on the binary system is determined by the magnitude and time dependence of the torque. Although we have obtained some estimates for the time dependence of the torque, based on the local physics of the disk, the full time dependent description of the disk coupled with the binary system is beyond the scope of the present investigation. In the following we qualitatively outline the evolutionary possibilities that the existence of such a disk provides and discuss its implications for various anomalies observed in CV systems.

### 3.1 Secular Evolution of Cataclysmic Variables

Since a CB disk is intrinsically nonstationary, the torque it exerts at any moment depends on the history of mass fed into it. The CB contribution will exceed the stellar wind torque (assumed here to act in the same manner as in previous studies) at some time $`t_0`$, when a certain amount of mass has accumulated in the disk. If the fraction $`\delta =\dot{M}_\mathrm{e}/\dot{M}`$ of the mass fed into the disk (see §2.1) is small, $`t_0`$ is large and the evolution of the binary proceeds as in the standard magnetic braking scenario (e.g., Pylyser & Savonije 1988). In this case the orbital period and the mass transfer rate decrease with time due to the decreasing mass of the secondary (e.g. Kolb and Ritter 1990).

On the other hand if $`\delta `$ is large enough, $`t_0`$ can become less than the magnetic braking time scale. Our results show that the evolution then becomes unstable after $`t_0`$, with large mass transfer rates resulting. As the mass transfer accelerates, the evolution of the secondary starts deviating from its course under magnetic braking alone. The secondary will get further out of thermal equilibrium. As previous experiments with enhanced rates of angular momentum have shown (Kolb and Baraffe 1999), this tends to reverse the decrease of orbital period with time: the system ‘bounces’ at a certain minimum orbital period. The secondary mass is already rather small at this point in time. Since the CB disk is still present, angular momentum continues to be lost even when the secondary already has lost most of its mass. A dramatic effect of mass-transfer-fed CB disk is thus that it can lead to dissolution of the secondary within a finite time.

To demonstrate this, we have computed the evolution of the binary in a slightly more realistic model. The change of radius of the secondary star is now modeled by assuming homology, in the same way as in Spruit and Ritter (1983). This model includes, in an analytic approximation, the thermal effects of nuclear burning and radiative energy loss at the surface of the star, and gives a fair approximation for the period gap in the standard disrupted magnetic braking model. The magnetic braking torque $`\dot{J}_\mathrm{w}`$ is assumed to operate such that the angular momentum time scale $`J/\dot{J}_\mathrm{w}`$ is constant in time. The viscous evolution of the CB disk is treated in the same way as in section §2.1. Figure 2 compares the evolution with and without a CB disk. In the absence of a CB disk, the secondary mass, and the mass transfer rate, decline exponentially with time (solid line). When the feedback due to a CB disk is included (dotted line), the secondary dissolves after a finite time. The mass transfer rate remains limited, a few $`10^8M_{}`$/yr in this example, even in the final phases. The dissolution would therefore not be a very dramatic event.

The homology model still has artifacts that prevent quantitative application. For example, the homology relations fix the adiabatic mass-radius exponent at $`1/3`$. Real stars have larger values, which also depend on time as mass is stripped from the star. The evolution of real stars will therefore differ significantly, though we expect that they will still dissolve on a finite time scale if feedback by a CB disk is effective.

The inclusion of a CB disk into the secular evolution can lead to the following three possibilities, in order of increasing importance of the disk torque: (i) evolution similar to that with magnetic braking, but at slightly enhanced levels of mass transfer, (ii) initial evolution as in (i), but followed by accelerated mass transfer as the disk torque increases, and (iii) accelerated evolution to high mass transfer rates soon after the onset of Roche lobe overflow. Without detailed modeling of these possibilities, we can already use the qualitative results obtained above to interpret some observational puzzles.

#### 3.1.1 The Large Spread of Mass Transfer Rates

The observed large range in mass transfer rates of systems, at a given orbital period, is somewhat puzzling in the magnetic braking scenario. In the CB interpretation, variations are expected to result from the different epochs at which they formed (i.e., evolution time relative to $`t_0`$) and from the different parameters of the binary system at the onset of mass transfer (e.g., orbital period and mass of the donor star) as well as from possible variations in the CB feeding parameter $`\delta `$.

An increase in the secular (long-term) mass transfer rate could explain systems near the upper edge of the period gap ($`P36`$ hr) provided that the mass transfer rates lie in the range $`1.5\times 10^910^8M_{}\mathrm{yr}^1`$ (Baraffe & Kolb 2000). The observational result that the secondary stars can deviate noticeably from field main sequence stars provides evidence for the secular origin of this spread (Beuermann et al. 1998).

Recently, Baraffe & Kolb (2000) have found that nuclearly evolved secondary components are required to reproduce the observed late spectral types in systems with orbital periods greater than 6 hr. To prevent these systems from entering into the period gap, they suggest that the mass transfer rate must increase as the orbital period decreases. An increase (with decreasing orbital period) in mass transfer rate above that provided by magnetic braking alone may also be key to understanding the lack of dwarf novae in the period range of 3 - 4 hr (see Shafter 1992).

Shorter period systems, below the period gap, may also require enhanced angular momentum loss. If magnetic braking is absent below the period gap, as in the standard version of the disrupted magnetic braking model for the period gap (see Rappaport, Verbunt, & Joss 1983; Spruit & Ritter 1983) the variety of outburst behaviors of the nonmagnetic CV’s is hard to understand. In the framework of a thermal-tidal instability model for example, the extreme SU UMa stars known as ER UMa systems require mass transfer rates significantly greater (by a factor of $`\mathrm{}>5`$) than the rate given by gravitational radiation (Osaki 1996).

The essential process in the CB disk scenario outlined here is the gravitational interaction between the orbiting mass donor and the CB disk. The angular momentum loss rate by this process depends on both the mass of the CB disk and its previous history. Even with a fixed recipe for the mass input rate into the CB disk such as we have adopted here, the different ages of the systems will cause a spread in mass transfer rates. This may be sufficient to account for the rather diverse mass transfer rates observed in CVs, and could be the underlying parameter determining the membership of a CV to one of the subclasses: the U Gem, Z Cam, novalikes and supersoft sources above the period gap, and the SU UMa, ER UMa and permanent superhumpers below the period gap.

#### 3.1.2 The distribution of CV’s below the period gap

Additional evidence in favor of enhanced mass transfer rates for CV’s below the period gap is the difference between the calculated and observed distribution of systems near and above the period minimum at $``$ 80 minutes.

Population synthesis investigations (e.g. de Kool, 1992; Kolb 1998; Kolb & Baraffe 1999) predict a strong frequency increase of systems towards shorter periods, if the angular momentum loss is of the order of the gravitational radiation loss rate. This conflicts significantly with observations, which show no evidence of this accumulation. Enhanced angular momentum loss is an obvious solution to this problem. Kolb & Baraffe (1999) suggest that rates $`4`$ times greater than the gravitational radiation rate would bring the predicted period minimum into agreement with observations. A mild acceleration of mass transfer by the CB disk mechanism could plausibly provide this.

An interesting side effect of the mechanism is that it can also remove systems permanently from the CV population as discussed by Patterson (1998) since, as discussed above, it can dissolve the secondary in a finite time, of the order of the mass transfer time scale. In the standard scenario with angular momentum loss by gravitational radiation, or a residual magnetic braking, this does not happen because mass transfer slows down so much that dissolution of the secondary takes longer than a Hubble time (cf. Figure 2).

#### 3.1.3 The High Mass Transfer Rates in Supersoft Sources and Nova-like Variables

The mass transfer rates inferred for supersoft sources and novalike variables are the highest ($`\mathrm{}>10^810^7M_{}\mathrm{yr}^1`$) among the known short period CV’s. The recently discovered supersoft sources J0537.7-7304, J0439.8-6809, and 1E 0035.4-7230 in the period range of 3 to 4.13 hr accentuate the difference between observation and theory. The difficulty in forming these systems stems from the requirement of simultaneously reproducing the high mass transfer rates and the short orbital period of the systems. Thermally unstable mass transfer scenarios have been discussed by King et al. (2000), and found to be limited in producing, especially, the shortest period system of this class, J0537.7-7304. In the CB disk interpretation, these systems would be in the CB disk dominated phase, with accelerated mass transfer to high levels. In contrast to the thermally unstable mass transfer interpretation where high mass secondaries ($`\mathrm{}>1M_{}`$) and initial orbital periods greater than about 10 hr are required, these systems could have evolved from systems with shorter orbital periods, with secondary masses $`\mathrm{}<0.3M_{}`$. Thus we interpret them as high mass transfer rate extensions of the novalike variables.

### 3.2 Other Implications

#### 3.2.1 The Low Luminosity of the Secondaries in Nova-likes

In the standard evolutionary scenario for CV’s, the novalike variables would have had the same average angular momentum loss as the dwarf novae, with mass transfer rates at $`10^9M_{}\mathrm{yr}^1`$. Their current higher mass transfer rates could be accommodated provided that they would be compensated by lower rates at other times (see §1). At this average rate, the secondary star is only weakly out of thermal equilibrium and hence should appear much like an ordinary main sequence star. Its mass and expected luminosity can then be derived from the orbital period. With this predicted luminosity the secondaries in several nearby novalike systems should be easily detectable in the infrared. With only one exception none have been found (Dhillon et al. 2000), in several cases with strong upper limits. In our interpretation, this shows that these secondaries are actually significantly expanded and much less massive than main sequence stars at the same orbital period. This requires large average mass transfer rates over time scales of the order $`10^7`$ yr. In our CB disk mechanism, this is a natural outcome since it predicts that the current high mass transfer rates are also representative of the past $`10^7`$ yr.

This interpretation may not apply to all novalikes, however. The detection by Dhillon et al. (2000) of the secondary in the longer-period novalike variable RW Tri (with the longer orbital period of 5.57 hr) suggests that it has not undergone significant mass loss. In the CB interpretation, this could be a system that relatively recently has switched to a phase of high mass transfer.

#### 3.2.2 Magnetic CVs

A special group of CV’s, from the CB perspective, are the magnetic CVs (AM Her stars or polars). Since no disk is present in these systems, the CB-feeding disk outflow postulated here would also be absent. One would thus predict that magnetic CVs would not have the large mass transfer rates of novalikes, and a smaller spread in transfer rates. Observational evidence indicates that the dispersion in mass transfer rates for magnetic CV’s is indeed smaller than in non-magnetic CVs (Patterson 2000). The secular evolution of these systems is then expected to be similar to that described by the standard magnetic braking scenarios.

### 3.3 Complications and unsolved problems

#### 3.3.1 The effect of nova outbursts

CVs are all believed to have periodic nova-outbursts, in which a significant amount of mass ($`10^4M_{}`$) is ejected at large velocity. The question thus arises whether the relatively tenous and weakly bound CB disks can survive nova outbursts. For the CB parameters estimated in the above, i.e. inner radii $`2\times 10^{11}`$ cm, temperature around 1000K, and $`\alpha `$-viscosity $`0.01`$, the aspect ratio of the CB disk is $`H/r5\times 10^3`$. This is also the solid angle subtended by the disk as seen fom the WD. If the mass surface density is $`10^310^4`$ as required to cause a substantial CB torque under these conditions, the CB disk mass is about $`10^7M_{}`$. For an isotropic nova explosion, the mass intercepted by the CB disk is then of the same order as its own mass. In view of the significant uncertainty in our estimate of the masses of CB disks (notwithstanding the possible presence of a fossil disk), it is at this point not clear whether or not they would survive nova outbursts. More detailed study is needed to establish the likely CB disk masses. We note, however, that this concern does not apply to the supersoft sources, which are steadily burning their accreting mass, hence will not produce nova outbursts.

#### 3.3.2 The period gap

Whereas CB disks may solve some of the observational puzzles discussed above, it is only fair to say that they do not much improve our understanding of the period gap in CVs (the low frequency of systems in the 2–3 hr orbital period range). As discussed in §3.1.1, a large spread in mass transfer rates results in a loss of coherence in the CV evolutionary tracks, which has a significant effect on the period gap.

On the one hand, those systems in which the mass transfer is slightly enhanced, but not accelerated (see §3.1) would still form a period gap, under the standard disrupted braking hypothesis. These would be in the dwarf nova subclass, and the transfer rates from ZAMS donors would have to lie in the range $`12\times 10^9M_{}\mathrm{yr}^1`$ at the upper edge of the gap (Baraffe & Kolb 2000). On the other hand, systems with CB-induced accelerated mass transfer as described in §2 would not have evolved in this way. Instead, the ones with the largest transfer rates would have experienced a period bounce at longer orbital periods, and never evolve into a short-period systems. This effect is reminiscent of Whyte and Eggleton’s (1980) proposal for forming the upper edge of the period gap, and might contribute to its existence. If there is a range of CB disk masses however, as we have suggested, the result would be a significant blurring of the upper edge as a result of systems detaching at different orbital periods (see McDermott & Taam 1989). Also, the CB hypothesis does not explain the preference of novalike systems for the 3-4 h period range, just above the gap.

### 3.4 Observability of CB disks

The most important test of the CB hypothesis is, of course, a direct detection of the circumbinary material. This is not likely to be very easy, however.

The luminosity $`L_\mathrm{e}`$ of the CB disk follows directly from the torque it exerts on the binary. If the torque is $`T_\mathrm{e}`$ \[see eq. (4)\], $`L_\mathrm{e}=\mathrm{\Omega }_0T_\mathrm{e}`$ where $`\mathrm{\Omega }_0`$ is the orbital frequency. If the CB torque dominates, this can be related to the accretion luminosity $`L_\mathrm{a}`$:

$$L_\mathrm{e}/L_\mathrm{a}R_1/a\delta 10^2\delta 10^5,$$
(26)
where $`R_110^9`$ cm is the radius of the primary star.

Whether a CB disk of such low luminosity can be detected against the bright background of the accretion disk depends very much on its spectral energy distribution. At an accretion rate of $`10^8M_{}\mathrm{yr}^1`$, $`L_\mathrm{a}10^{35}`$ erg s-1, $`L_\mathrm{e}10^{30}\delta _3`$ erg s-1. Since both the surface density and shear rate drop with radius, most of $`L_\mathrm{e}`$ is emitted near the inner edge. For a binary of period 3.5 hr, the effective emitting area is of the order $`A\pi r_\mathrm{i}^26\times 10^{22}`$ cm2. The effective temperature is then $`\mathrm{}<1000`$ K, suggesting that CB disks should perhaps be detectable in the L band, as a continuum contribution due to dust emission.

The outer part of the accretion disk would also contribute in this wavelength region, however. With a radius $`r_\mathrm{d}0.3a3\times 10^{10}`$ cm and luminosity $`L_\mathrm{d}GM\dot{M}_\mathrm{a}/r_\mathrm{d}3\times 10^{33}`$ erg s-1, its surface temperature would be around 15000 K. In the infrared around $`4\mu `$ the accretion disk would then be about as bright as the CB disk. This may make it rather hard to detect the CB disk by its broad-band colors alone, and one would have to look for some more characteristic spectral feature. It is possible that the CB disk is significantly illuminated by the inner accretion disk, however. This would increase its brightness, but it would also make it harder to predict its observational appearance.

This research was supported in part by the National Science Foundation under Grant No. AST-9727875. HS acknowledges support from the European Commission under TMR grant ERBFMRX-CT98-0195 (‘Accretion onto black holes, compact objects and prototars’). We thank the anonymous referee for detailed comments and suggestions, in particular concerning the period gap and the effect of nova outbursts.

FIGURE CAPTIONS


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# 1 Brazil nut problem in 2D (a) and 3D (b). Particles with the larger diameter rise to the top. Note that 𝑇_𝑐(𝐵)<𝑇<𝑇_𝑐(𝐴) and percolation overrides the condensation effect.

Reverse Brazil Nut Problem: Competition
between Percolation and Condensation

Daniel C. Hong and Paul V. Quinn

Physics, Lewis Laboratory, Lehigh University, Bethlehem, Pennsylvania 18015

Stefan Luding

Institut für Computeranwendungen 1 Pfaffenwaldring 27, 70569 Stuttgart, Germany

## Abstract

In the Brazil nut problem (BNP), hard spheres with larger diameters rise to the top. There are various explanations (percolation, reorganization, convection), but a broad understanding or control of this effect is by no means achieved. A theory is presented for the crossover from BNP to the reverse Brazil nut problem (RBNP) based on a competition between the percolation effect and the condensation of hard spheres. The crossover condition is determined, and theoretical predictions are compared to Molecular Dynamics simulations in two and three dimensions.

Rosato et al.  demonstrated via Molecular Dynamics (MD) simulations that hard spheres with large diameters segregate to the top when subjected to vibrations or shaking. In the literature, this phenomenon is called the Brazil nut problem (BNP) . Besides a broad experience in the applied and engineering sciences , there exist more recent approaches to understanding this effect through model experiments \[4-7\]. The BNP has been attributed to the following phenomena: the percolation effect, where the smaller ones pass through the holes created by the larger ones , geometrical reorganization, through which small particles readily fill small openings below the large particles  and global convection which brings the large particles up but does not allow for re-entry in the downstream . Since most experiments were carried out with a single large grain in a sea of smaller ones \[4-6\], it is not quite clear which of these observed mechanisms apply for the segregation of binary mixtures. For example, while the convection is responsible for the rise of the single large grain, MD simulations  and hydrodynamic models  clearly indicate that convection cells are absent in the bulk, but confined near the wall when the width of the container is much larger than the height. Recently, Shinbrot and Muzzio  observed a reverse buoyancy in shaken granular beds, where again a single large grain in a sea of smaller grains could segregate to the bottom if the bed was deep and the amplitude of vibration was large. While all these scenarios are interesting, we recognize that the basic control parameters for each regime have not been clearly identified. Numerical simulations of binary mixtures with external temperature gradients and varying ratios of gravitational acceleration and agitation intensity  show that segregation can be tuned, avoided and even inversed under special, but non-practical boundary conditions. However, these simulations did not examine a variation in mass-ratio or size-ratio and were not compared to the kinetic theory of binary mixtures .

The purpose of this Letter is to propose a new condensation driven segregation of binary hard spheres under gravity, which is conceptually different from the previously known convection driven , percolation driven , reorganization controlled , entropy driven (in the absence of gravity) , or inertia driven  segregation processes. We will identify the control parameter(s) and determine the crossover condition from the normal BNP to the reverse Brazil nut problem (RBNP).

The starting point is the observation made in an earlier paper  and recently confirmed by MD simulations  that there exists a critical temperature, $`T_c`$, below which a monodisperse system of hard spheres undergoes a condensation transition in the presence of gravity. The density profile was obtained using the global equation of state of the system . Consider, for example, a system of elastic hard spheres with mass $`m`$ and diameter $`d`$ in a container. Let the initial layer thickness (filling height at rest when $`T=0`$) be $`\mu `$ measured in units of $`d`$. If the system is in contact with a thermal reservoir at temperature $`T`$, one can estimate the dimensionless thickness of the fluidized layer, $`\mathrm{\Delta }h`$, in D dimension by equating the kinetic energy of one grain to the potential energy equivalent, $`mv^2/2=DT/2mgd\mathrm{\Delta }h`$, which yields $`\mathrm{\Delta }hDT/(2mgd)`$. One may estimate the point, $`T_c`$, at which the system is fully fluidized, by setting $`\mathrm{\Delta }h\mu `$. We obtain:

$$T_c=mgd\mu /\mu _o,$$
$`(1)`$
where $`\mu _o`$ is a constant that depends on the spatial dimension and the underlying packing structure . $`\mu _o`$ was determined in Ref.  with the use of the Enskog pressure, while the numerically determined values for $`\mu _o`$ were provided in Ref. .

When $`T>T_c`$, the system is fully fluidized and the dimensionless thickness of the solid, defined as $`h_{\mathrm{solid}}(T)=\mu \mathrm{\Delta }h(T)`$, vanishes. On the other hand, for $`T<T_c`$, one finds $`h_{\mathrm{solid}}0`$ because a fraction of particles condenses at the bottom. Here, the solid phase refers to a hard sphere state where each particle fluctuates around a fixed point, but is confined in a cage so that it can not exchange its center of mass position with neighboring particles .

Consider now a binary mixture of hard spheres with species A and B having mass $`m_A`$ and $`m_B`$ and diameters $`d_A`$ and $`d_B`$, respectively, and the initial layer thicknesses are $`\mu _A`$ and $`\mu _B`$. From Eq. (1), we find the ratio of the critical temperatures to be

$$\frac{T_c(A)}{T_c(B)}=\frac{m_Ad_A}{m_Bd_B},$$
$`(2)`$
where we have assumed that $`\mu _A=\mu _B`$. Suppose the system is quenched at a temperature $`T`$ between the two critical temperatures $`T_c(A)`$ and $`T_c(B)`$, i.e. $`T_c(B)<T<T_c(A)`$. Then, the hard spheres of type B are above the condensation temperature, while the hard spheres of type A are below it. Thus at temperature $`T`$, particles of type A will try to condense, while particles of type B remain fluidized. Hence, type A particles will tend to segregate to the bottom first. The underlying assumption of this scenario is that particles of type A only interact with themselves while seeing particles of type B as phantom particles, and vice versa. Even though this assumption is a crude one, we nevertheless find that the prediction based on this assumption appears to work well for the segregation of binary mixtures under the influence of gravity.

Since the critical temperature depends on $`m`$ and $`d`$, an inversion of the segregation should be achieved by simply altering the values of $`m`$ and $`d`$. We first present Event-Driven Molecular Dynamics data for the normal Brazil nut problem(BNP), where particles with a larger diameter rise to the surface. Subsequently, we demonstrate how to reverse this phenomenon by quenching the system between the two condensation temperatures given by Eq. (1) and used in Eq. (2).

The total number of particles used in our simulations varied from 400 to 2,000 in 2D, and 2000 to 3,600 in 3D, with the width of the container varying from 15 to 50 particle diameters in 2D, and staying fixed at 15x15 in 3D. We refer the readers to references  for details of the algorithm, which takes into account the rotation, regarding the collisional dynamics of hard spheres and a method for handling the inelastic collapse. The thermal reservoir of our system was modeled using white noise driving, first introduced by Williams and MacKintosh . The strength of the noise was adjusted such that the average kinetic energy of all particle defines the kinetic temperature of the system.

To test the theory properly, the system was started from a completely mixed state with no bias. To accomplish this, the binary mixture was first heated to a very high temperature with no gravity in a closed container. This allowed the system to reach a proper steady state where the centers of mass of both species A and B were the same, and the density profiles of both species were uniform throughout the container. Under these conditions, we achieved a perfectly mixed binary system. We then turned on gravity, removed the lid of the container, and quenched the system to a temperature, $`T`$, between the two critical temperatures $`T_c(A)`$ and $`T_c(B)`$, such that $`T_c(B)<T_c(A)`$. The system was then allowed to relax to steady state under these new conditions. Then we measured the density profile, and monitored the center of mass. The coefficient of restitution was 0.9999 for the particles and 0.98 for the walls, values where the system did not suffer from inelastic collapse . We first present MD data for the usual Brazil nut problem . Such a case is shown in Fig. 1 for $`d_A/d_B=8`$, and $`m_A/m_B=4`$ in 2D and $`d_A/d_B=2`$, and $`m_A/m_B=2`$ in 3D.

The transition temperature ratio is $`T_c(A)/T_c(B)=m_Ad_A/m_Bd_B=8`$ in 2D and $`4`$ in 3D, and the quenching temperature $`T`$ is such that $`T_c(B)<T<T_c(A)`$. In these cases, we expect the larger particles to condense first, while the smaller particles remain fluidized. Indeed, the center of mass position of particles of type A quickly decays as predicted by the condensation picture, but as time passes, the smaller particles of type B evantually pass through the holes and settle to the bottom because of the percolation effect. Percolation overrides the condensation mechanism, resulting in the usual BNP in two and three dimensions. Snap shots of the equilibrium state, which is the typical Brazil nut segregation , are shown in Fig. 1. At this point, one has two choices leading to the RBNP, the schematic picture of which is shown in Fig. 2. The first option is to fix the mass ratio and change the diameter ratio (Path 1). There exists a critical diameter ratio below which the RBNP sets in. This was also observed in Ref. . The second case is to fix the diameter ratio and change the mass ratio.(Path 2) Again, there exists a critical mass ratio beyond which the RBNP sets in. Both cases exhibit a crossover from the percolation to the condensation driven segregation.

We now present representative MD data to demonstrate this crossover from BNP to RBNP. We changed both the mass and the diameter, keeping $`\mu _A=\mu _B`$, to reverse the Brazil nut segregation via condensation. In Fig. 3a, simulation results are shown for the same mass ratio as Fig. 1a, i.e $`m_A/m_B=4`$, but a diameter ratio of $`d_A/d_B=2`$. This represents movement along path 1 in the parameter space of Fig. 2. We quenched the system between the two critical temperatures such that $`T_c(B)<T<T_c(A)`$. In this case, the larger particles condensed first and settled to the bottom. They overcame the percolation effect and remained there, even though the diameter was larger. In Fig. 3a, the simulation results clearly show the RBNP, namely, the larger ones settling to the bottom.

One may also observe the RBNP by moving down along path 2 as shown in Fig. 2. The corresponding simulation result for the RBNP is shown in Fig. 3b, where the diameter ratio is $`d_A/d_B=2`$, but the mass ratio is $`m_A/m_B=6`$.

The simulation results clearly suggest that during the segregation process, both the percolation effect and the condensation mechanism compete. Hence, the condition for the crossover from the BNP to the RBNP may be determined by setting the control parameters for both cases to be of the same order of magnitude.

The control parameter for the percolation effect has been determined by Rosato et al. , who argued that it is basically controlled by the ratio of volumes (diameters) of the two types of particles. Since we have established that the dimensionless control parameter for condensation is the ratio of the two critical temperatures, we determine the crossover condition as follows:

$$\left(\frac{d_A}{d_B}\right)^D\frac{T_c(A)}{T_c(B)}=\frac{m_Ad_A}{m_Bd_B},$$

or equivalently,

$$\left(\frac{d_A}{d_B}\right)^{D1}\frac{m_A}{m_B},$$
$`(3)`$
where $`D`$ is the spatial dimension. The simulation results are displayed in Fig. 4a for two dimensions and Fig. 4b for three dimensions.

The vertical axis is $`y=d_A/d_B`$ and the horizontal axis is $`x=m_A/m_B`$. Boundaries for the crossover from the BNP to RBNP are given by the curve, $`y=x^{1/(D1)}`$, where $`y=x`$ in 2D and $`y=\sqrt{x}`$ in 3D. At the boundary line (stars), the system does not really segregate, but remains in a mixed state. In passing, we point out that we have also investigated the effect of the layer thickness on segregation. If we make $`\mu _A>\mu _B`$, such that $`T_c(B)<T<T_c(A)`$, then we can destroy the BNP such that a mixed state occurs.

In summary, we have proposed a qualitative model for the segregation of binary mixtures and demonstrated that the type of segregation (BNP or RBNP) can be predicted. The range of applications is beyond that of the classical percolation, reorganization, arching, and convection models since those are limited to special situations. For example, the arching model requires very small temperatures or rather high densities in the condensed regime, whereas the convection model can only be applied if convection cells are present. However, we do not exclude those approaches. Rather, we expect that our condensation driven segregation gives a more general framework, while special cases can be described better using the adapted models mentioned above. We have related the segregation to the respective condensation of two species, which takes place at different temperatures, and have studied various mass and size ratios confirming the theoretical predictions via MD simulations in both two and three dimensions. The future research needs to focus on the effect of the filling heights on the condensation driven segregation and examining our strong assumption that the particles of either species feel the other species only as phantom background.

We wish to thank T. Shinbrot and Yan Levin for comments on the manuscript. S. L. acknowledges the support of the Deutsche Forschungsgemeinschaft (DFG).

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# 1 Introduction

## 1 Introduction

Theories with extra dimensions where our four-dimensional world is a hypersurface (three-brane) embedded in a higher-dimensional spacetime and at which gravity is localised have been the subject of intense scrutiny since the work of Randall and Sundrum . The main motivation for such models comes from string theory where they are reminiscent of the Hořava-Witten solution  for the field theory limit of the strongly-coupled $`E_8\times E_8`$ heterotic string. The Randall–Sundrum (RS) scenario may be modelled  by coupling gravity to a scalar field and mapping to an equivalent supersymmetric quantum mechanics problem. A static metric is obtained with a warp factor determined by the superpotential. A generalisation to non-static metrics was considered by Binétruy, Deffayet and Langlois (BDL) who modelled brane matter as a perfect fluid delta-function source in the five-dimensional Einstein equations . However, this resulted in non-standard cosmology in that the square of the Hubble parameter on the brane was not proportional to the density of the fluid. Other cosmological aspects of “brane-worlds” have been considered in .
In this letter, we investigate RS-type single brane cosmological solutions of five-dimensional gravity coupled to a scalar field which we assume to depend only on the fifth dimension. We further assume that the fifth dimension is static and infinite in extent. We also include a bulk anisotropic fluid with energy-momentum tensor $`\widehat{T}_B^A(\rho )=\text{diag }(\rho ,p,p,p,P)`$ and equations of state $`P=\stackrel{~}{\omega }\rho ,p=\omega \rho `$. Assuming a separable metric, we find that the warp factor is given as in the papers of Kachru, Schulz and Silverstein (KSS) . We also find that the cosmology on a self-tuning brane is standard but that the pressure in the fifth direction is constrained by the relation $`\stackrel{~}{\omega }=\frac{3\omega 1}{2}`$. In particular, we find that the pressure in the fifth direction vanishes for a radiation-dominated brane with $`\omega =1/3`$.

## 2 The Model

We consider a single, thin brane at $`r=0`$, as in KSS . The action for the gravity and scalar part of the model is:

$`S`$ $`=`$ $`S_{gravity}+S_{bulk}+S_{brane},`$
$`S_{gravity}`$ $`=`$ $`{\displaystyle \frac{1}{2\widehat{\kappa }_5^2}}{\displaystyle d^4x𝑑r\sqrt{\widehat{g}}\widehat{R}},`$
$`S_{bulk}`$ $`=`$ $`{\displaystyle d^4x𝑑r\sqrt{\widehat{g}}\left(\frac{4}{3}\widehat{g}^{AB}_A\mathrm{\Phi }_B\mathrm{\Phi }U(\mathrm{\Phi })\right)},`$
$`S_{brane}`$ $`=`$ $`{\displaystyle d^4x\sqrt{g^{\left(4\right)}}\left(V(\mathrm{\Phi })\right)},`$ (1)
where $`\widehat{g}_{AB}`$ is the five-dimensional metric, $`g_{ij}^{\left(4\right)}`$ is the induced metric on the brane and the tension of the brane is parametrised by $`V(\mathrm{\Phi })`$.

We assume a separable metric with flat spatial three-sections on the brane:

$`ds^2`$ $`=`$ $`\widehat{g}_{AB}dy^Ady^B`$ (2)
$`=`$ $`e^{2A(r)}\left(dt^2+g(t)\delta _{ab}dx^adx^b\right)+dr^2.`$
This is a natural generalisation of the 4$`d`$ flat Robertson-Walker metric to a RS context and is a special case of the BDL ansatz (see ) with $`n(t,r)=e^{A(r)},a(t,r)=e^{A(r)}g^{1/2}(t),b(t,r)=1`$ in conventional notation.

We shall also make the ansatz that both the potentials $`U(\mathrm{\Phi })`$ and $`V(\mathrm{\Phi })`$ are of Liouville type (see, for instance, ):

$`U(\mathrm{\Phi })`$ $`=`$ $`U_0e^{\alpha \mathrm{\Phi }},`$
$`V(\mathrm{\Phi })`$ $`=`$ $`V_0e^{\beta \mathrm{\Phi }},`$ (3)
where $`U_0`$ and $`V_0`$ are constants.

The stress-tensor for the scalar is

$`\widehat{T}_B^A(\mathrm{\Phi })=\stackrel{ˇ}{T}_B^A+\stackrel{~}{T}_B^A,`$ (4)
where

$`\stackrel{ˇ}{T}_B^A={\displaystyle \frac{8}{3}}^A\mathrm{\Phi }_B\mathrm{\Phi }\delta _B^A\left({\displaystyle \frac{4}{3}}^C\mathrm{\Phi }_C\mathrm{\Phi }+U(\mathrm{\Phi })\right),`$ (5)
and

$`\stackrel{~}{T}_B^A={\displaystyle \frac{\sqrt{g^{\left(4\right)}}}{\sqrt{\widehat{g}}}}V(\mathrm{\Phi })\delta (r)g_{ij}^{\left(4\right)}\delta ^{iA}\delta _B^j,`$ (6)
where there is no sum over the indices $`i`$ and $`j`$. We shall assume that $`\mathrm{\Phi }`$ depends only on $`r`$.

The bulk fluid has the stress-tensor :

$`\widehat{T}_B^A(\rho )=\text{diag }(\rho ,p,p,p,P)`$ (7)
in the comoving coordinates $`y^A`$. $`\rho `$ is the density and $`p`$ and $`P`$ are the pressures in the three spatial directions on the brane and in fifth dimension, respectively. The anisotropy can be considered as a result of the mixing of two interacting perfect fluids .

## 3 The Solutions

We now proceed to solve Einstein’s equations $`\widehat{G}_B^A=\widehat{\kappa }_5^2(\widehat{T}_B^A(\mathrm{\Phi })+\widehat{T}_B^A(\rho ))`$ given the above ansatze.

If we take a linear combination of the $`00`$\- and $`11`$-components of Einstein’s equations then the following equation results:

$`{\displaystyle \frac{\dot{g}^2}{g^2}}{\displaystyle \frac{\ddot{g}}{g}}\widehat{\kappa }_5^2e^{2A}(\rho +p)=0.`$ (8)
Therefore, we see that $`\rho `$ and $`p`$ must be of the form

$`\rho (t,r)`$ $`=`$ $`e^{2A(r)}\left(\stackrel{~}{\rho }(t)+F(t,r)\right),`$ (9)
$`p(t,r)`$ $`=`$ $`e^{2A(r)}\left(\stackrel{~}{p}(t)F(t,r)\right),`$ (10)
for arbitrary $`F(t,r)`$. However, it is normal to assume the equation of state $`p=\omega \rho `$, where $`\omega `$ is constant in the range $`1\omega 1`$. In the generic case $`\omega 1`$ this implies that $`F`$ should be zero. We shall assume this also to be so in the special case $`\omega =1`$. Furthermore, we shall also assume $`P=\stackrel{~}{\omega }\rho `$. Equation (8) then reduces to

$`{\displaystyle \frac{\dot{g}^2}{g^2}}{\displaystyle \frac{\ddot{g}}{g}}\widehat{\kappa }_5^2(1+\omega )\stackrel{~}{\rho }=0.`$ (11)
Given $`F=0`$, the $`00`$-component of Einstein’s equations separates into

$`{\displaystyle \frac{3}{4}}{\displaystyle \frac{\dot{g}^2}{g^2}}\widehat{\kappa }_5^2\stackrel{~}{\rho }`$ $`=`$ $`C,`$ (12)
$`(6A^2+3A^{\prime \prime })+{\displaystyle \frac{4\widehat{\kappa }_5^2}{3}}\mathrm{\Phi }^2+\widehat{\kappa }_5^2U+\widehat{\kappa }_5^2V\delta (r)`$ $`=`$ $`Ce^{2A},`$ (13)
where $`C`$ is the separation constant.

The $`rr`$-equation also splits in two:

$`{\displaystyle \frac{3}{2}}{\displaystyle \frac{\ddot{g}}{g}}+\widehat{\kappa }_5^2\stackrel{~}{\omega }\stackrel{~}{\rho }`$ $`=`$ $`D,`$ (14)
$`6A^2{\displaystyle \frac{4\widehat{\kappa }_5^2}{3}}\mathrm{\Phi }^2+\widehat{\kappa }_5^2U`$ $`=`$ $`De^{2A},`$ (15)
where $`D`$ is another separation constant.

Equation (15) allows us to recast (13) in the form

$`3A^{\prime \prime }+{\displaystyle \frac{8\widehat{\kappa }_5^2}{3}}\mathrm{\Phi }^2+(DC)e^{2A}+\widehat{\kappa }_5^2V\delta (r)=0.`$ (16)
We shall see below that in fact $`D=2C`$.

In addition, the equation of motion for the scalar field

$`{\displaystyle \frac{8}{3}}\widehat{}^2\mathrm{\Phi }{\displaystyle \frac{U(\mathrm{\Phi })}{\mathrm{\Phi }}}{\displaystyle \frac{\sqrt{g^{\left(4\right)}}}{\sqrt{\widehat{g}}}}{\displaystyle \frac{V(\mathrm{\Phi })}{\mathrm{\Phi }}}\delta (r)=0,`$ (17)
results in the equation

$`{\displaystyle \frac{8}{3}}\mathrm{\Phi }^{\prime \prime }+{\displaystyle \frac{32}{3}}A^{}\mathrm{\Phi }^{}\alpha U\beta V\delta (r)`$ $`=`$ $`0,`$ (18)
Note that the scalar field equation of motion implies that $`\widehat{}^A\stackrel{ˇ}{T}_{AB}=0`$ (and, conversely, off the brane only). This, in turn, implies that the fluid equations of motion $`\widehat{}^A\widehat{T}_{AB}(\rho )=0`$ are automatically satisfied.

The Warp Factor Equations (15), (16) (with $`D=2C`$) and (18) have been extensively studied in . The self-tuning domain wall (solution (I) of ) is given by

$`U=C=0,\beta \pm {\displaystyle \frac{1}{a}},`$ (19)
$`\mathrm{\Phi }(r)`$ $`=`$ $`aϵ\mathrm{log}(dcr),`$ (20)
$`A(r)`$ $`=`$ $`{\displaystyle \frac{1}{4}}\mathrm{log}(dcr)e,`$ (21)
where $`a=3/(4\sqrt{2}\widehat{\kappa }_5)`$ and $`ϵ`$ is a sign that takes opposite values either side of the brane at $`r=0`$. The parameters $`c`$, $`d`$ and $`e`$ are constants of integration that can also differ either side of the brane. For (20) to make sense, we require $`d>0`$. The continuity of $`\mathrm{\Phi }`$ and $`A`$ across the brane requires

$`d_+d_{}=1,`$ (22)
$`e_+={\displaystyle \frac{1}{4}}\mathrm{log}d_+,e_{}={\displaystyle \frac{1}{4}}\mathrm{log}d_{},`$ (23)
where we have chosen the convention $`A(0)=0`$ and denoted constants defined on the right (left) side of the the brane with a $`+()`$ subscript. The jump condtions implied by (16) and (18) result in the relations

$`c_+`$ $`=`$ $`{\displaystyle \frac{2}{3}}\widehat{\kappa }_5^2d_+(a\beta ϵ_+1)V_0e^{a\beta ϵ_+\mathrm{log}d_+},`$
$`c_{}`$ $`=`$ $`{\displaystyle \frac{2}{3}}\widehat{\kappa }_5^2d_{}(a\beta ϵ_++1)V_0e^{a\beta ϵ_+\mathrm{log}d_+}.`$ (24)
The solution is self-tuning because given $`d_+`$, $`ϵ_+=\pm 1`$ and $`\beta \pm 1/a`$, there is a Poincaré-invariant four-dimensional domain wall for any value of the brane tension $`V_0`$; $`V_0`$ does not need to be fine-tuned to find a solution.

Other warp factors are possible both when $`C=0`$ and when $`C0`$. Solution (II) of  with $`U=0`$ and solution (III) of the same reference with $`U0`$ are examples of the former case. The solution presented in  with $`U=0`$ provides an example the latter.

The Cosmology Adding equations (12) and (14) gives:

$`\dot{g}^2+2g\ddot{g}+{\displaystyle \frac{4}{3}}\widehat{\kappa }_5^2g^2(\stackrel{~}{\omega }1)\stackrel{~}{\rho }={\displaystyle \frac{4}{3}}(D+C)g^2.`$ (25)
On the other hand, using (12) in (11) we obtain:

$`\dot{g}^2+2g\ddot{g}+2\widehat{\kappa }_5^2g^2(\omega 1)\stackrel{~}{\rho }=4Cg^2.`$ (26)
Since $`\stackrel{~}{\rho }`$ is generically a function of $`t`$ (rather than a constant) the above two equations imply the relations

$`D`$ $`=`$ $`2C`$ (27)
$`\omega `$ $`=`$ $`{\displaystyle \frac{1}{3}}(1+2\stackrel{~}{\omega }).`$ (28)
Relation (28) previously appeared in . In particular, it implies that an isotropic (perfect) fluid ($`P=p`$) is stiff, that is, $`\omega =\stackrel{~}{\omega }=1`$. The attribute “stiff” refers to the fact that the velocity of sound in the fluid is equal to the velocity of light. It should be noted that the case of a bulk cosmological constant ($`\omega =\stackrel{~}{\omega }=1`$) is not covered here; however, it corresponds to the choice $`U(\mathrm{\Phi })=constant`$ instead.

Using (12), equation (25) may be expressed alternatively as

$`\stackrel{~}{\omega }\dot{g}^2+2g\ddot{g}={\displaystyle \frac{4}{3}}(\stackrel{~}{\omega }+2)Cg^2,`$ (29)
with the solutions***These solutions, in the particular case of an isotropic fluid, appeared in a different setting in .

$`g\{\begin{array}{cc}\mathrm{sinh}^{2q}(\sqrt{\frac{C}{3q^2}}t)\hfill & C>0,\hfill \\ t^{2q}\hfill & C=0,\hfill \\ \mathrm{sin}^{2q}(\sqrt{\frac{|C|}{3q^2}}t)\hfill & C<0,\hfill \end{array}`$ (33)
where $`q=1/(2+\stackrel{~}{\omega })=2/(3(1+\omega ))=q_{standard}`$.

From (12) we see that the density $`\stackrel{~}{\rho }`$ (which is actually the density of the fluid on the brane since we have defined $`A(0)=0`$) is positive:

$`\stackrel{~}{\rho }(t)=\{\begin{array}{cc}\widehat{\kappa }_5^2C\mathrm{sinh}^2(\sqrt{\frac{C}{3q^2}}t)\hfill & C>0,\hfill \\ \frac{3\widehat{\kappa }_5^2q^2}{t^2}\hfill & C=0,\hfill \\ \widehat{\kappa }_5^2|C|\mathrm{sin}^2(\sqrt{\frac{|C|}{3q^2}}t)\hfill & C<0.\hfill \end{array}`$ (37)
When $`C0`$, equation (29) also allows the de-Sitter solutions $`g=e^{\pm 2\sqrt{C/3}t}`$. These solutions have vanishing density $`\stackrel{~}{\rho }`$ and were discussed in . For the case $`C=0`$, we obtain conventional cosmology $`H=\dot{a}/a\sqrt{\stackrel{~}{\rho }}`$ on the brane with evolution at the standard rate.

Of particular note is the case of radiation-dominated fluid on the brane ($`\omega =1/3`$). From (28) we see that the pressure in the fifth direction vanishes and the stress tensor is then:

$`\widehat{T}_B^A(\rho )=e^{2A(r)}\stackrel{~}{\rho }(t)\text{diag }(1,{\displaystyle \frac{1}{3}},{\displaystyle \frac{1}{3}},{\displaystyle \frac{1}{3}},0),`$ (38)
with $`q_{standard}=1/2`$.

## 4 Summary

The self-tuning domain wall, with warp factor given by (21), has vanishing separation constant $`C`$ and therefore expands according to the power law (33) at the standard rate and exhibits conventional cosmology when coupled to a bulk anisotropic fluid. The pressure of the fluid in the fifth direction, $`P`$, is related to the isotropic pressure on the brane, $`p`$, via equation (28) and vanishes for a radiation-dominated brane.

## Acknowledgements

We are grateful to George Savvidy, Siddhartha Sen and Andy Wilkins for useful discussions and a critical reading of the manuscript.
E.M.P. is supported by EU grant HPRN-CT-1999-00161.


text:
# Nash Equilibrium in the Quantum Battle of Sexes Game

## I Introduction

Game theory is a very useful and important branch of mathematics because it can solve many problems in economics, social science and biology1 . Recently, people are very interested in what would happen when a classical game is extended into the quantum domain. They did lead to new sight into the nature of information2 ; 3 ; 4  and quantum algorithms5 .Also some marvelous results are found. Meyer quantized the PQ Game - a coin tossing game6  -and found out that one player could increase his expected payoff by implementing a quantum strategy against his classical opposite. J.Eisert, M.Wilkens and M.Lewenstein7  investigated the Prisoner’s Dilemma in the quantum world. They found a unique Nash Equilibrium, which is different from the classical one, and the dilemma could be solved if the two players applied quantum strategies and both players were better satisfied than in the classical world.

Not only 2-player games, but also multi-player games have been shown that better quantum strategies exist8 . With all these achievement, it is natural to think that any classical game has a quantum version with better solution (payoff) or even think that the quantized game definitely has a unique Nash Equilibrium, which is better than classical one too.

Recently, Luca Marinatto and Tullio Weber studied the Battle of Sexes Game9 . In that paper they proposed a unique Nash Equilibrium and the dilemma was moved. However, Benjamin argued that the quantum Battle of the Sexes game does not in fact have a unique solution10 . We carefully study this problem and find out their approach was more like a classical one with classical possibilities (denoted by “p” and “q”). In this paper, we first fully quantize this game and find out that the quantum Sexes Game is much more complicated than the classical one. In this game, there are virtually infinite Nash Equilibrium rather than unique, and the quantum payoff is no better than the classical one. Further more, we prove that for nontrivial 2-player quantum games with the scheme proposed in Ref7 , if both players can apply any possible pure strategy in the whole SU(2), there is virtually no Nash Equilibrium.

## II Quantization of the Battle of Sexes Game

Our physical model for quantizing the Battle of Sexes Game is presented by Eisert7 . Here we depicted it with quantum logic gates showed in Figure 1.

We send each player a classical 2-state system(a bit) in the zero state. $`U_A`$ and $`U_B`$ belong to the strategy space SU(2). We describe it by

$$U=\left(\begin{array}{cc}e^{i\frac{\phi +\psi }{2}}\mathrm{cos}\frac{\theta }{2}& ie^{i\frac{\phi \psi }{2}}\mathrm{sin}\frac{\theta }{2}\\ ie^{i\frac{\phi \psi }{2}}\mathrm{sin}\frac{\theta }{2}& e^{i\frac{\phi +\psi }{2}}\mathrm{cos}\frac{\theta }{2}\end{array}\right),\phi ,\psi ,\theta (\pi ,\pi )$$
(1)
We restrict it with $`\psi =\phi `$ , which will be proved reasonable later, then $`U`$ should be such as

$$U=\left(\begin{array}{cc}e^{i\phi }\mathrm{cos}\frac{\theta }{2}& i\mathrm{sin}\frac{\theta }{2}\\ i\mathrm{sin}\frac{\theta }{2}& e^{i\phi }\mathrm{cos}\frac{\theta }{2}\end{array}\right)$$
(2)
The payoff matrix for the Battle of sexes game is given as following.

|  |  | Bob | Bob |
| --- | --- | --- | --- |
|  |  | O | T |
| Alice | O | $`(\alpha ,\beta )`$ | $`(\gamma ,\gamma )`$ |
| Alice | T | $`(\gamma ,\gamma )`$ | $`(\beta ,\alpha )`$ |

In the matrix, the first entry in the parenthesis denotes the payoff of Alice and the second of Bob, and in this game $`\alpha >\beta >\gamma `$.

We start the game with the initial state $`|\mathrm{\Psi }_{in}=J|OO`$, and the outcome state of the process is $`|\mathrm{\Psi }_{out}=J^+U_AU_BJ|OO`$.

So the payoff function is

$$\{\begin{array}{c}\$_A=\alpha P_{OO}+\beta P_{TT}+\gamma (P_{OT}+P_{TO})\hfill \\ \$_B=\alpha P_{TT}+\beta P_{OO}+\gamma (P_{TO}+P_{OT})\hfill \end{array}$$
(3)
$`P_{\sigma \tau }`$ is the probability of the different outcome after measurement. It is described by

$$P_{\sigma \tau }=\left|\sigma \tau \left|J^+U_AU_BJ\right|OO\right|^2$$
(4)
where $`\sigma `$,$`\tau \{O,T\}`$.

### II.1 Non-Entangled Situation

The non-entangle condition is $`\delta =0`$, hence $`P_{\sigma \tau }`$ can be expressed by

$$\{\begin{array}{c}P_{OO}=\mathrm{cos}^2\frac{\theta _A}{2}\mathrm{cos}^2\frac{\theta _B}{2}\hfill \\ P_{TT}=\mathrm{sin}{}_{}{}^{2}\frac{\theta _A}{2}\mathrm{sin}{}_{}{}^{2}\frac{\theta _B}{2}\hfill \\ P_{OT}=\mathrm{cos}^2\frac{\theta _A}{2}\mathrm{sin}{}_{}{}^{2}\frac{\theta _B}{2}\hfill \\ P_{TO}=\mathrm{sin}{}_{}{}^{2}\frac{\theta _A}{2}\mathrm{cos}^2\frac{\theta _B}{2}\hfill \end{array}$$
(5)
where A denotes Alice and B denotes Bob.

According to the definition of Nash Equilibrium, we have the following inequation.

$$\{\begin{array}{c}\$_A(S_A^{},S_B^{})\$_A(S_A,S_B^{})\hfill \\ \$_B(S_A^{},S_B^{})\$_B(S_A^{},S_B)\hfill \end{array}S_ASU(2),S_BSU(2)$$
(6)
The * denotes Nash Equilibrium.

We find three profiles of Nash Equilibrium.

1. $`\{\theta _A^{}=\theta _B^{}=0\}`$ . It means that Alice and Bob both use the identical strategy $`\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)`$. The payoff for Alice is $`\alpha `$ and for Bob is $`\beta `$ .

2. $`\{\theta _A^{}=\theta _B^{}=\pi \}`$. It means that Alice and Bob both use the flip operation $`i\sigma _x`$, which is equivalent to a NOT-Gate. The payoff for Alice is $`\beta `$ and for Bob is $`\alpha `$ .

3. $`\{\theta _A^{}=\mathrm{arcsin}\sqrt{\frac{\beta \gamma }{\alpha +\beta 2\gamma }},\theta _B^{}=\mathrm{arcsin}\sqrt{\frac{\alpha \gamma }{\alpha +\beta 2\gamma }}\}`$. The payoff is $`\$_A=\$_B=\frac{\alpha \beta \gamma ^2}{\alpha +\beta 2\gamma }`$.

We can see when $`\delta =0`$, which is the non-entangle condition, the whole procedure includes the classical Battle of the Sexes Game and has no novel characters exceeding it. Also, if $`\phi =0`$, but $`\delta 0`$, the game appears completely classical and the result is the same as when $`\delta =0`$.

### II.2 Max-Entangled Strategy

If $`\delta =\frac{\pi }{2}`$, which is the max-entangle condition, and $`\phi 0`$, the situation is quite different from the previous one and the result is some kind strange.

Now the $`P_{\sigma \tau }`$’s explicit expression are

$$\{\begin{array}{c}P_{OO}=\mathrm{cos}^2\frac{\theta _A}{2}\mathrm{cos}^2\frac{\theta _B}{2}\mathrm{cos}^2(\phi _A+\phi _B)\hfill \\ P_{TT}=[\mathrm{sin}\frac{\theta _A}{2}\mathrm{sin}\frac{\theta _B}{2}\mathrm{cos}\frac{\theta _A}{2}\mathrm{cos}\frac{\theta _B}{2}\mathrm{sin}(\phi _A+\phi _B)]^2\hfill \end{array}$$
(7)
because of $`P_{TO}+P_{OT}=1(P_{OO}+P_{TT})`$, the payoff is given by

$$\{\begin{array}{c}\$_A=(\alpha \gamma )P_{OO}+(\beta \gamma )P_{TT}+\gamma \hfill \\ \$_B=(\beta \gamma )P_{OO}+(\alpha \gamma )P_{TT}+\gamma \hfill \end{array}$$
(8)
After simply calculation, we find out the strategy profile $`\{S_A=S_B=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)\}`$, which is Nash Equilibrium in the classical game, is no longer Nash Equilibrium in the quantum field. Since it is easy to see if Bob unilaterally changes his strategy to $`\left(\begin{array}{cc}i& 0\\ 0& i\end{array}\right)`$, because the initial state is $`|OO`$, the outcome state should be $`|TT`$ . That is to say, Bob can increase his payoff (form $`\beta `$ to $`\alpha `$) by unilaterally changing his own strategy.

We find infinite Nash Equilibria. Some of them are listed as follows.

|  | $`\theta _A^{}`$ | $`\theta _B^{}`$ | $`\phi _A^{}+\phi _B^{}`$ | $`\$_A`$ | $`\$_B`$ |
| --- | --- | --- | --- | --- | --- |
| (1) | $`\pi `$ | $`\pi `$ | $`\frac{\pi }{2}`$ | $`\beta `$ | $`\alpha `$ |
| (2) | $`2\mathrm{arcsin}\sqrt{\frac{\alpha \beta }{\alpha \gamma }}`$ | $`2\mathrm{arcsin}\sqrt{\frac{\alpha \beta }{\alpha \gamma }}`$ | $`\frac{\pi }{2}`$ | $`\beta `$ | $`\alpha `$ |
| (3) | $`2\mathrm{arcsin}\sqrt{\frac{\alpha \beta }{\alpha \gamma }}`$ | $`2\mathrm{arcsin}\sqrt{\frac{\alpha \beta }{\alpha \gamma }}`$ | $`\frac{\pi }{2}`$ | $`\beta `$ | $`\alpha `$ |

The interesting thing is that the payoff for Alice and Bob is always the same for any different Nash Equilibrium. Actually any Nash Equilibrium leads to the same asymmetrical result. This is due to the internal asymmetry lying in the game itself (the Battle of the Sexes Game is an asymmetric game). Alice always gets $`\beta `$ and Bob always gets $`\alpha `$ . From the matrix we can see that strategy profile (2) and (3) cannot be distinguished. Further more, they cannot be analogized by the classical counterpart.

### II.3 Reason For Restricted Strategic Space

Here we prove that in general 2-player quantum games, if the players can apply any possible pure strategy in the whole SU(2), there is virtually no Nash Equilibrium. Benjamin10  pointed out for any $`U_ASU(2)`$,$`U_BSU(2)`$, we can always find a matrix $`USU(2)`$ which satisfies

$$U_AU_BJ|OO=I(UU_B)J|OO$$
(9)
that is to say, if Alice’s strategy is given constant, Bob could make the outcome state be any eigenstate by unilaterally changing his own strategy.

If the profile $`\{S_A^{},S_B^{}\}`$ is Nash Equilibrium. Because of equation (8), we can always find an $`S_A^{^{}}SU(2)`$, which satisfies $`\$_A(S_A^{^{}},S_B^{})=\left(\$_A\right)_{MAX}`$, hence we have $`\$_A(S_A^{},S_B^{})\$_A(S_A^{^{}},S_B^{})=\left(\$_A\right)_{MAX}`$ (Because of the definition of Nash Equilibrium).

But in fact, it is always true that $`\$_A(S_A^{},S_B^{})`$ $`\left(\$_A\right)_{MAX}`$, hence

$$\$_A(S_A^{},S_B^{})=\left(\$_A\right)_{MAX}$$
(10)
Following the similar process, we can prove

$$\$_B(S_A^{},S_B^{})=\left(\$_B\right)_{MAX}$$
(11)
so

$$\{\begin{array}{c}\left(\$_A\right)_{MAX}=\$_A(S_A^{},S_B^{})=(\$_A)_{00}P_{00}+(\$_A)_{01}P_{01}+(\$_A)_{10}P_{10}+(\$_A)_{11}P_{11}\hfill \\ \left(\$_B\right)_{MAX}=\$_B(S_A^{},S_B^{})=(\$_B)_{00}P_{00}+(\$_B)_{01}P_{01}+(\$_B)_{10}P_{10}+(\$_B)_{11}P_{11}\hfill \end{array}$$
(12)
where $`P_{\sigma \tau }=\left|\sigma \tau \left|J^+U_AU_BJ\right|OO\right|^2,`$and $`\sigma ,\tau `$ $`\{0,1\}`$.

But for any $`\sigma ,\tau `$ $`\{0,1\}`$,

$$(\$_A)_{\sigma \tau }+(\$_B)_{\sigma \tau }(\$_A)_{MAX}+(\$_B)_{MAX}$$
(13)
which is actually four inequations. For a nontrivial game, these inequations cannot be equations at the same time for any set of $`\{\sigma ,\tau \}`$, at least one of them must be “true” inequation. Therefore, when we add the two equations in (12) together with inequation (13), we have

$`(\$_A)_{MAX}+(\$_B)_{MAX}`$ $`<`$ $`[(\$_A)_{MAX}+(\$_B)_{MAX}](P_{00}+P_{01}+P_{10}+P_{11})`$ (14)
$`=`$ $`(\$_A)_{MAX}+(\$_B)_{MAX}`$
where $`P_{00}+P_{01}+P_{10}+P_{11}=1.`$ This inequation could never be true. Hence in general 2-player quantum games, if the players can apply any possible pure strategy in the whole SU(2), there’s virtually no Nash Equilibrium. This is the reason why we restrict the strategy space to be a subset of the whole SU(2).

## III Conclusion

In conclusion we have fully quantized the Battle of the Sexes Game. The classical process of the game is included in the non-entanglement situation. In particular the interesting thing is that, in the entangled situation, we find infinite Nash equilibrium in the quantum game and the payoff is no better than it’s classical version. We then prove that in most general 2-player static quantum games, there is no Nash equilibrium if both players can apply any possible pure strategy in the whole SU(2). But this proving is no longer true while extending into static multi-player quantum games. It seems that multi-player quantum games may have Nash Equilibrium with the whole SU(2) as strategy space. So it is interesting to study multi-player games and the next work is in preparation.

###### Acknowledgements.

This project was supported by the National Nature Science Foundation of China and the Science Foundation for Young Scientists of USTC.

## IV FigureCaption:

The setup of 2-player quantum game. Quantum gate $`J`$ is encoding gate and $`J^+`$ is decoding gate, each of them is composed of a single rotation gate and a CNOT gate . Strategy moves of Alice and Bob are associated with unitary operators $`U_A`$ and $`U_B`$. $`J`$ is a unitary operator which is known to both players and symmetric with respect to the interchange of the two players.