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# Stellar Variability in the Metal-Rich, Obscured Globular Cluster Terzan 5 1footnote 11footnote 1Based on observations with the NASA/ESA Hubble Space Telescope obtained at the Space Telescope Science Institute, which is operated by Association of Universities for Research in Astronomy, Incorporated, under NASA contract NAS 5-26555

## 1 Introduction

The study of variable stars in globular clusters has a long, rich history. Studies of RR Lyrae variables, long period variables and Population II cepheids have addressed fundamental questions about stellar evolution, globular cluster evolution and the distance scale. More recently, observations of variable stars such as millisecond pulsars (MSPs), cataclysmic variables (CVs) and eclipsing binaries have been motivated by studies of stellar interactions and globular cluster dynamics. For example, during stellar encounters binaries are expected to become more tightly bound and give the energy difference up to passing stars, a process that can support a cluster against core collapse.

Observations with HST have been crucial in overcoming the significant crowding present in such dense stellar environments. For example, HST observations of the center of the massive globular cluster 47 Tucanae have discovered two likely CVs (Paresce and de Marchi 1994 and Shara et al. 1996), nine eclipsing binaries (Edmonds et al. 1996) and 6 pulsating blue stragglers (BSs) (Gilliland et al. 1998). Observations of the collapsed–core cluster NGC 6397 have discovered 5 CVs (Cool et al. 1995, Grindlay et al. 1995; Edmonds et al. 1999; Grindlay 1999) and 3 likely low-mass WDs (Cool et al. 1998 and Edmonds et al. 1999) that may also be MSPs.

HST has also been used to obtain the first high quality images and color magnitude diagrams (CMDs) of NGC 6441 and NGC 6388, two partially obscured clusters with surprisingly rich blue horizontal branches (HBs) when their high metallicity is taken into account (Rich et al. 1997). Most metal–rich clusters have red, stubby HBs, in agreement with standard theories of stellar evolution. As metallicity decreases HBs usually become increasingly blue, but some clusters, such as NGC 6441 and NGC 6388, contradict this pattern and a second parameter is assumed to affect HB morphology. The cause of this “2nd parameter effect” is a subject of vigorous debate, but some intriguing clues have appeared. Both NGC 6441 and NGC 6388 appear to have HBs that are brighter than the HBs in metal–poor clusters. Variability searches in these clusters have subsequently shown that the RR Lyrae stars have significantly longer periods than expected for metal-rich stars (Layden et al. 1999 and Pritzl et al. 2000), as does the RR Lyrae V9 in 47 Tuc (Carney et al. 1993). This apparently new subclass of long period, metal–rich RR Lyraes may show the lack of universality of the luminosity–metallicity relation for RR Lyraes and may require the establishment of a third Oosterhoff group (Pritzl et al. 2000).

The globular cluster Terzan 5, the subject of this paper, represents an excellent laboratory for the studies introduced above. Because its metallicity is close to solar (Ortolani, Barbuy and Bica 1996; Cohn et al. 2000) it is ideal for studies of HB morphology and RR Lyrae behavior in a metal–rich globular cluster. It also has the highest predicted rate of stellar collisions of any galactic globular cluster (Verbunt & Hut 1987) making it a laboratory for stellar dynamics. It is already known to contain a LMXB (Johnston, Verbunt and Hasinger 1995), a binary MSP (Lyne et al. 1990; Nice & Thorsett 1992), one other pulsar and a large number of unresolved pulsars (Fruchter & Goss 2000). Unfortunately Terzan 5 is highly reddened, with E(B-V) = 2.49 (Ortolani et al. 1996) and because of its large mass the crowding near cluster center, where the binaries are expected to be concentrated, is a formidable problem.

Here, we describe an attempt to overcome the high reddening and crowding in Terzan 5 by observing it in the IR with NICMOS on HST. Our aims were (1) to search the center of the cluster for CVs and the IR counterpart of the LMXB using wide (F187W) and narrow-band (F187N) NICMOS filters centered on Paschen-$`\alpha `$ (P$`\alpha `$), and (2) to search for variability from the binary MSP. The general photometric results are described in Cohn et al. (2000). In this paper we describe a detailed search for variability in two fields, one covering the center of the cluster and another containing the binary MSP. Although we fall short of detecting CVs because of crowding and no evidence is found for variability of any of the objects lying in the error circle of the MSP, we do detect an interesting RR Lyrae variable and a second variable that is likely to be an eclipsing BS, or (less likely) the IR counterpart of the LMXB.

## 2 Observations and Analysis

### 2.1 Data Reduction

The Terzan 5 NICMOS observations described here were obtained on June 2nd and 3rd, 1998. Two pointings of 4 orbits each were obtained. Pointing (1) directed the NIC2 camera ($`19.2^{\prime \prime }\times 19.2^{\prime \prime }`$ field of view) at the center of the cluster and pointing (2) directed the NIC1 camera ($`11.5^{\prime \prime }\times 11.5^{\prime \prime }`$ FOV) at the eclipsing MSP. Pointing (1) was adopted for $``$75% of each orbit and the telescope then slewed to pointing (2) for the remainder of each orbit. All three NICMOS cameras were used in parallel for these observations, but only the NIC2 data for pointing (1) and the NIC1 data for pointing (2) are of interest and are described here.

Within pointing (1) a dither pattern was adopted, with different pointing positions for each of the 8 orbits. The pattern consisted of 8 out of 9 points of a 6 pixel by 6 pixel square dither, with 3 pixel steps. Superimposed on this box pattern were sub-pixel offsets in 1/8 pixel steps. Both of these factors were designed to improve the quality of the photometry, at the expense of the quality of the time series. The box pattern corrects the photometry for image defects such as bad pixels and flat field errors and the sub-pixel offsets improve the effective sampling of the images, for better resolution. For the MSP pointing, no dithering was used to maximize the time series quality, but a different field position was used for the second set of 4 orbits to guard against accidental positioning on a bad pixel.

For the central NIC2 observations, F110W, F187W and F187N were used for each of the 8 orbits. The F187W and F187N filters are the infrared analogues of $`R`$ and H$`\alpha `$ respectively and the F110W filter is similar to $`J`$. The latter was included to give color information for the observed stars. For the NIC1/MSP field only F140W images were obtained. This filter was chosen because it gave the highest S/N and the greatest chance of detecting variability from the MSP, in particular evidence of orbital variability from the secondary, as in the system PSR1957+20 (Djorgovski & Evans 1988; Callanan, van Paradijs & Rengelink 1995). For the remainder of this section we will discuss only the central NIC2 observations.

The NICMOS data were obtained in MULTIACCUM mode, which provides intermediate, non-destructive readouts during a single observation. For the F110W and F187W filters the ‘STEP32’ sequence was used, with 17 or 18 samples. The readout times were 0.3s, 0.6s, 1.0s, 2.0s, 4.0s, 8.0s, 16.0s, 32.0s, 64.0s, etc (the remaining times in 32.0s steps). For the F187N filter the ‘STEP128’ sequence was used with the same readout times as above except extending up to 128s readouts (with 22 samples). Standard processing was applied via the STScI pipeline. Here, a problem was discovered with the processed F187N images, with a large number of stars found to contain pixels with unusually small signal levels. With guidance from Mark Dickinson, Torsten Boecker and Howard Bushouse at STScI, it was discovered that the saturation thresholds for the F187N processing were set incorrectly. Lowering the saturation thresholds by 5-10% and reprocessing using CALNICA repaired almost 100% of these faulty pixels.

Customized software was used to convert the accumulated data into individual exposures suitable for time series analysis. The data quality files were used to remove CRs and to avoid using saturated pixels. After blinking the individual images, pixels affected by ‘grot’ (probably small flecks of paint) were flagged as bad pixels and the bad pixel list was updated. Single bad pixels were corrected or ‘cleaned’ by adopting the average of the 4 adjacent pixels, but no attempt was made to correct groups of two or more adjacent bad pixels.

### 2.2 Time Series Analysis

Our star list for differential photometry was based on the work of Cohn et al. (2000) who averaged and combined the 8 separate images for each filter into single, over-sampled images using the STSDAS drizzle routine. The F110W filter, which gave the deepest, best resolved final image was used to calculate the master star list used here (containing 3091 stars).

Two standard photometry techniques were used to produce time series:

(1) Aperture photometry: A plate solution determined from a sample of bright stars was applied at each time, to calculate the coordinate shifts to be applied to the master coordinate list. Aperture photometry was then carried out using DAOPHOT under IRAF, with an aperture radius of 2.5 pixels, roughly matching the radius of the first Airy minima for the F187 data. To improve the signal-to-noise (S/N) ratio of the intensity measurements and minimize the contribution from near neighbors, the signal in each pixel in each aperture was weighted by a simple model of the PSF. Sky values were determined from the mode of the counts in an annulus around each star.

(2) Point spread function (PSF) fitting: The extreme crowding of the central Terzan 5 field, especially the large number of bright giants, the complicated nature and large radial extent of the PSF and the marginal sampling of the individual images caused problems with PSF-fitting for the faintest stars. In particular, many faint objects in the master star list were not detected in the F110W images (the most undersampled data) using ALLSTAR. Therefore, we experimented with a smaller sized list of 1702 stars containing objects found in PSF–fitting of both the F110W and F187W images (Cohn et al. 2000).

We examined the counts for each star as a function of time for the longest readout times (32s or 128s), and found a high correlation between the time series of different stars, with a linear falloff in the counts as a function of time during an exposure, caused, we believe, by ‘persistence’ (Skinner et al. 1998). To remove this artifact we calculated the average time series for bright non-saturated stars and normalized each time series by this average function. Zero-points based on the photometry of Cohn et al. (2000) were used.

We then compared the two photometry techniques using the root-mean-square (rms) values calculated for each star. Only the exposures with the longest sample times (either 32s or 128s) were included in this calculation. Aperture photometry gave significantly better results than PSF fitting for the F110W data and comparable or slightly better results for the F187W and F187N data. Since the aperture photometry results were superior we will quote them unless otherwise noted.

Figure 1 shows plots of rms versus F110W, F187W and F187N magnitudes. The solid line shows the theoretical rms based on the limits from photon noise and readout noise (Kjeldsen & Frandsen 1992). We have plotted the average rms limit in 0.5 mag wide bins in each case. At faint magnitudes our measured rms values are only factors of 2–3 above the Poisson limit, a reasonable result given the large amount of dithering adopted, and other systematic effects.

Because the images are crowded we have examined the degree of overlap between stars. We define the ‘contamination’ level (CL) for any star to be the amount of light from other stars falling within its aperture (for example, CL = 0 implies a star is completely isolated and CL = 1 implies equal contribution from the star and neighbors). The CLs for the F110W filter are shown in Figure 2. The median CL is 1.70, showing the high level of crowding in the data.

To search for variables we concentrated on time series analysis. We placed the stars in order of decreasing brightness, divided the stars into bins containing 50 stars and searched for stars with unusually large rms values in each bin, using an iterative procedure. Candidate variables were identified as having unusually large ($`>3\sigma `$) rms values in all three of the filters.

## 3 Results

### 3.1 Detected variables

Thirteen candidate variables were discovered using the above method. All but three of these stars have CL $`>`$ 2.0 in the F110W image. The second most isolated candidate variable (at 194.05, 197.78 in orbit #1 coordinates) has CL=0.37 and is clearly a good candidate variable. This star will be referred to as V1 and is located at $`\alpha (2000)=17^\text{h}48^\text{m}05^\text{s}.14,\delta (2000)=24^{}46^{}38^{\prime \prime }.2`$. Figure 1 shows V1 along with stars lying within 12 pixels of V1 (‘a’-‘e’). Star ‘a’ is a faint star lying only 2.1 pixels from V1. The overlapping PSF of the variable imposes an apparent but false signal for its fainter companion. None of the other stars have convincing variations. Further discussion of V1 will be given in section 3.2.

A deeper search was also carried out for 2$`\sigma `$ variations. This resulted in 90 variable candidates, with 13 stars having CL$`<2.0`$, but this deeper study revealed only one new, believable variable, henceforth V2 (see section 3.3), located at $`\alpha (2000)=17^\text{h}48^\text{m}05^\text{s}.06,\delta (2000)=24^{}46^{}52^{\prime \prime }.5`$. A finding chart (Figure 3) shows the F110W NIC2 image from the first orbit and the positions of V1 and V2. The summed image from the first orbit is shown (rather than the dithered, oversampled image) to show the level of crowding in the single orbit images.

To test the completeness and depth of our variable search, we carried out time series simulations of our F110W data, the least crowded images. We calculated aperture photometry time series for a grid of positions and added sinusoids with an amplitude of 0.3 mag to these time series. We considered a fake variable to be “detected” if the rms was more than twice the rms without adding in the sinusoid. This technique automatically takes crowding into account. We then tested detection efficiency as a function of radial distance and absolute magnitude of the fake variables (for periods between 0.5 hours and 15 hours, the detection efficiency is constant to within a few percent). The $`M_V`$ calibration was based on the assumption that the simulated stars belong to the main sequence or the giant branch, using stellar isochrones (see Section 3.2.1). The percentage of detected 0.3 mag simulations as a function of radial distance from the center of the cluster is shown in Figure 4. Note the dramatic improvement in detection efficiency as one moves away from the center of the cluster, but the lack of sensitivity to variables with $`M_V>4`$ (just above the main sequence turn-off; MSTO).

Variable searches were also attempted using analysis of the Lomb-Scargle periodogram (Scargle 1982) of each time series. However, the 8 orbits were spread out over $``$1.3 days, and the noise from orbit to orbit is larger than the noise within a single orbit, because of the dithering. Therefore, many false signals with periods of a few hours were found in the power spectra and this method proved to be less efficient at finding candidate variables than working in the time domain.

### 3.2 V1: RR Lyrae Variable

We applied several extra tests to V1 to confirm its variability. Because a bad pixel at (197,203) falls within the V1 aperture for the 4th and 5th dither positions (1.2 and 1.5 pixels away respectively), we verified that there is no clear drop in the flux for these two dither positions. Besides these two dither positions the average offset of the bad pixel from V1 is 3.9 pixels, well outside our aperture. As a second test, we placed a grid around V1 and calculated time series for apertures centered on this grid. Variability was only found for apertures within a few pixels of V1. Finally, we verified that V1’s light curve from PSF-fitting was similar to that for aperture photometry, and that the quality of the fits was reasonable compared to other stars.

Henceforth we consider V1 to be a true variable. We now discuss the photometry and time series for this star.

#### 3.2.1 Photometry

Figure 5 shows the F110W vs F110W-F187W CMD for the central NIC2 field, from Cohn et al. (2000). The labels represent the variable V1 and its near neighbors (‘a’-‘e’). The variable is clearly a blue star, while the stars labeled with ‘\*’ are other possible blue stars, many of which are likely to be red giants scattered into the blue region of the CMD by errors. The solid line shows the stellar isochrones of Bergbusch and Vandenberg (1992). We extrapolated the highest metallicity stellar isochrones (\[Fe/H\] = –0.47) to solar metallicity, fed the $`T_{eff}`$ and log g values into Kurucz atmospheres and used SYNPHOT to estimate the NICMOS magnitudes of these Kurucz models, using the reddening measured by Cohn et al. (2000). Besides the main sequence and giant branch we also show simple models of the horizontal branch (HB), assuming a large spread in effective temperature. Since the variable lies close to an extension of the HB, a RR Lyrae source for the variations is suggested. We also show a model BS sequence (guided by $`T_{eff}`$ and log g values from Shara, Saffer and Livio (1997) for a bright BS in 47 Tuc). Our BS sequence extends to $``$2.2 magnitudes above the MSTO in an unreddened $`V`$ vs $`BV`$ CMD, about equal to the extent of the BS sequence in the center of 47 Tuc obtained with HST (Gilliland et al. 1998).

Despite the very small FOV of the NIC2 camera there is some field star contamination because the line of sight towards Terzan 5 is close to the galactic center ($`L`$=3.81, $`B`$=1.67). We estimated the field star component using the ground-based observations of Ortolani et al. (1996). Using their SUSI ($`2.2^{}\times 2.2^{}`$ FOV) observations extending to about 1.5 magnitudes below the HB (see their Figure 5) we defined field stars to have $`VI<3.2`$. Scaling to the NIC2 FOV we predict 4–5 bright field stars should be found in our field. This is in excellent agreement with Figure 5 showing 5–6 likely field stars with F110W $`<`$ 19.0 and F110W-F187W $`<`$–0.8.

#### 3.2.2 Time series

Figure 6 shows the aperture photometry light curves of V1 along with light curves of stars ‘a’–‘e’. The F187W and F187N light curves have been shifted vertically so that the apparent peaks of the light curves (in orbit 3) match up. Besides the overlapping star ‘a’, V1 clearly stands out from its near neighbors. A distinctive element of the light curve of V1 is its asymmetry, typical behavior for RR Lyraes of type ab. Motivated by this, we carried out fits of our NICMOS light curves to two sets of IR light curves for RR Lyraes, $`K`$-band templates from Jones, Carney and Fulbright (1996) and the $`JHK`$ light curves of Cacciari, Clementini and Fernley (1992) for three field RRab Lyraes. We varied the period, magnitude zero-point and amplitude of the IR light curves (tabulated as functions of phase) to minimize the residual between our light curves and the tabulated light curves. Since the F187W and F187N filters lie roughly halfway between the ground-based $`H`$ and $`K`$ passbands we used both $`H`$ and $`K`$ data to fit to our combined long-wavelength (F187W and F187N) light curves. We used $`J`$ data to fit to our F110W light curves.

Jones et al. (1996) give templates for (a) RRc variables, (b) RRab variables, $`A(B)<1.0`$mag, (c) RRabs, $`1.2<A(B)<1.3`$, (d) RRabs, $`A(B)1.5`$, and (e) RRabs, $`1.6<A(B)<1.7`$. By examining the residuals and comparing them with the expected scatter we can reject (a) at the $`3.3\sigma `$ level (the derived amplitude of 0.21 mag is also too high by about a factor of 2). The best fits were obtained for the (c), (d) and (e) templates, with little difference between these three. With (d) for example, we derived a period of 0.60 days and a peak-to-peak amplitude of 0.25 mag when fitting to the 1.87$`\mu `$m filters.

The Cacciari et al. (1992) light curves for W Tuc gave the best fit to our data. For $`J`$ we derived a period of 0.63 days and an amplitude of 0.44 mag when fitting to F110W. Using $`H`$ and $`K`$ time series when fitting to the 1.87$`\mu `$m filters, we derived periods (amplitudes) of 0.61 days (0.24 mag) and 0.61 days (0.25 mag) respectively. The ratio between the amplitudes derived for $`J`$ and for $`K`$ was only 15% larger than the ratio for the field systems, a reasonable agreement given the differences between the HST and ground-based filters. The similarity between the derived periods shows that the error for the period determination is likely to be only 5%-10%. The rms of the residuals from these fits are 0.018 (Jones $`K`$), 0.021 (Cacciari $`J`$), 0.017 (Cacciari $`H`$) and 0.016 (Cacciari $`K`$), consistent with the noise properties of stars in a similar magnitude range (see Figure 1).

Figure 7 shows the results of these fits. Note the similarity between the $`H`$ and $`K`$-band template light curves, the close correspondence between the F187W and F187N data and the rapid rise time for the F187N data near 7000s (matching well with the template light curves).

### 3.3 A Search for Blue variables: V2

Along with the general search for variables in the NIC2 images, we also paid special attention to stars with blue colors, in an attempt to find the infrared counterpart to the LMXB known in Terzan 5, and to search for other RR Lyrae variables and possible bright BS variables.

To select a robust sample of stars for time series analysis, only the stars with CL $`<1.5`$ in the F187W image were examined in greater detail. To compare our photometry with that of Cohn et al. (2000), we show in Figure 8(a) the F110W vs F110W-F187W CMD and in Figure 8(b) the F187W vs F187N-F187W CMD based on the flux values derived from our time series. The labeled stars from Figure 5 are shown, plus extra stars with apparently blue colors from our photometry (labeled with ‘+’). Note that: (i) the RR Lyrae variable is found in a similar part of the F110W vs F110W-F187W CMD as Figure 5, (ii) many of the blue stars labeled ‘\*’ from Figure 5 are missing from Figure 8 because they are too contaminated, and (iii) of the blue stars that do appear, most of them, reassuringly, have blue colors. Apparent P$`\alpha `$-bright objects in Figure 8(b) are caused by errors from near neighbors.

Figure 9 shows the corresponding plots of rms versus magnitude. Using an uncontaminated sample of stars causes a significant reduction in the number of false variables appearing in these plots. In particular the RR Lyrae variable and its near neighbor stand out much more clearly from the other stars. The star labeled with ‘V2’ also has an unusually large rms, especially in the F110W filter. This large rms is unlikely to be caused by near-neighbor effects, since this star is well isolated from other stars, having CL = 0.05, 0.24 and 0.22 in F110W, F187W and F187N respectively. (The dithered images show a faint star about 2 pixels away from V2 that is too faint to be included in the master star list. However, this star makes $`<`$ 10% contribution to the counts in V2’s aperture.) Also, there are no bad pixels or other obvious artifacts near this star. Figure 10 shows plots of the time series for V2.

The absolute magnitude of V2 is uncertain because we lack optical information for this star and only have limited color information. Noting that V2 lies near the end of our BS sequence in Figure 5, we assume that a 8000 K Kurucz atmosphere gives a reasonable approximation to the spectrum of V2, and thus estimate that $`M_V2.0`$.

Power spectrum analysis gave periods and amplitudes of (6.94 hr, 0.27 mag; F110W), (6.93 hr, 0.33 mag; F187W) and (6.88 hr, 0.27 mag; F187N), assuming the variation is sinusoidal. By adapting the fitting technique used for the RR Lyrae variable (using a sinusoid for the template), we estimated the periods and amplitudes to be (6.96 $`\pm `$ 0.20) hr and (0.27 $`\pm `$ 0.09) mag (F110W), (6.74 $`\pm `$ 0.25) hr and (0.40 $`\pm `$ 0.19) mag (F187W) and (6.85 $`\pm `$ 0.6) hr and (0.29 $`\pm `$ 0.27) mag (F187N) respectively, in good agreement with the power spectrum results quoted above. Using this fitting procedure, the rms of the residuals were found to be 0.045 mag, 0.062 mag and 0.122 mag for the three filters. These values agree well with the mean rms values (0.045 $`\pm `$ 0.010, 0.069 $`\pm `$ 0.026 and 0.111 $`\pm `$ 0.032) determined for the bins containing V2 in Figure 9. While a slightly larger amplitude is suggested for F187W, the errors for this filter are quite large, and a single sinusoidal fit to all of the data is allowed by the errors. For example, adopting a ‘compromise’ solution for all 3 filters of period 6.98 hours and amplitude 0.282 mag gives rms residuals of only 0.049, 0.075 and 0.126 mag, comfortably within the 1$`\sigma `$ limits quoted above.

### 3.4 Millisecond pulsar

#### 3.4.1 Astrometry

The position of the MSP in Terzan 5 is known to within 0.08<sup>′′</sup> (Fruchter & Goss 2000) in the radio frame of reference (which uses quasars), but positional information given in the NICMOS data files is accurate to only about 1<sup>′′</sup> in absolute terms, and is limited by uncertainties in the locations of the instrument apertures relative to the Optical Telescope Assembly axis and the inherent uncertainty in the positions of the two guide stars used. For HST images, differential astrometry (measuring relative positions within an image) is much more accurate. We therefore carried out an astrometric study of the Terzan 5 field to improve the absolute accuracy of the positions, and cut down the size of the error circle for the MSP. Our positions should then only be limited by uncertainties in our astrometric solution and by systematic errors in the STScI Digitized Sky Survey (DSS).

We used two steps to carry out this astrometric study: (i) We matched up the maximum possible number of stars (9) between the DSS and the study of Ortolani et al. (1996), and used a linear regression in x and y to calculate an astrometric solution for the Ortolani stars. (ii) We then performed a plate solution match between the Ortolani and NICMOS fields. A direct solution between the DSS image and the NICMOS fields was not possible because the small FOV of NICMOS and poor resolution of the DSS images limited the number of matching stars.

The position of the MSP is:

$`\alpha (2000)=17^\text{h}48^\text{m}02^\text{s}.21,\delta (2000)=24^{}46^{}37^{\prime \prime }.2`$

(Fruchter & Goss 2000). Using the two steps described above, the nominal MSP position corresponds to pixel coordinates of (141.6, 180.5) for orbits 1–4, only 0.12<sup>′′</sup> from the predicted position using the header information. The rms residuals after applying the fit described in step (i) above are 0.341<sup>′′</sup> and 0.140<sup>′′</sup> in the x and y directions respectively. The errors for step (ii) are much smaller.

#### 3.4.2 Photometry

Nice and Thorsett (1992) estimate that if the MSP companion is a main sequence star it is likely that 0.09 $`M_{}M_20.11M_{}`$, right near the lower limiting mass for hydrogen burning. However, by analogy with the eclipsing MSP 1957+20, the optical counterpart is expected to be much brighter ($`M_V1011`$) than a normal main sequence star due to reprocessing of pulsar spin-down energy on the evaporating wind. A search for photometric variability from the MSP is nevertheless very challenging given the considerable distance of the Terzan 5 MSP and its high reddening. These problems were compounded by 3 extra problems: (1) we had initially planned to observe the cluster center and the MSP simultaneously using the NIC1 and NIC2 cameras (respectively) in parallel, given the virtually identical value for the cluster center–MSP offset and the NIC1–NIC2 offset. However, in phase 2 planning we found that we were unable to use the required telescope roll angle, and therefore decided to slew between the two targets, concentrating most of our time on cluster center and cutting our observing time on the MSP by a factor of $``$4. This strategy effectively reduced the observed amplitude of any MSP variations that may be present. (2) The nominal position of the MSP lies close to a HB star and two bright giants (at relative distances of 0.55<sup>′′</sup>, 1.3<sup>′′</sup> and 2.5<sup>′′</sup>; see Figure 11). The extra background from the PSF halos of these bright stars compromised the MSP observations. (3) The NIC1 data is much more affected by transient artifacts, including ‘persistence’, than the central NIC2 data.

Despite these limitations the MSP–field data is less crowded than the central NIC2 data, enabling variability studies of stars at and below the MSTO. Our photometric analysis was similar to that carried out for the central NIC2 field except that we did not have the advantage of cross-checking candidate variables between different filters. A plot of time series rms versus magnitude for the MSP field is shown in Figure 12. The HB stars identified from the $`V`$ vs $`VI`$ CMD of Ortolani et al. (1996) are labeled, as are stars (and in some cases PSF tendrils) lying within 1<sup>′′</sup> of the nominal MSP position, and the two giants near the position of the MSP. Note that the stars near the MSP have slightly higher noise levels than average because of the higher background near the bright giant stars.

We carefully examined the results to search for evidence of variability, but no authentic variable candidates were found. We also carried out a second dedicated search for variability from the MSP by searching a grid of positions within a 3$`\sigma `$ (1.1<sup>′′</sup>) radius circle around the measured position of the MSP. Two criteria were used in this variability search: excess rms in a small group of adjacent pixels and high linear correlation of the 8 point time series with the predicted time series of the MSP (assuming a sinusoidal shape for the light curve and using the ephemeris of Nice and Thorsett 1992). No candidates for a variable MSP were found.

To estimate the depth of our MSP variability search, we used our Kurucz atmosphere/synphot simulations described above. We simulated MSP variations using sinusoidal light curves (at the MSP period of 1.82 hr) with an amplitude of 1 mag and added these light curves to our measured light curves for the above grid. A MSP simulation was considered ‘detected’ if the linear correlation between the predicted and simulated light curves was $`>`$0.5 and the rms of the simulated light curve was 50% higher than the original rms. At $`M_V=3.9`$ (F140W=21.3) only 43% of the simulations were detected and at $`M_V=3.4`$ (F140W=20.0) 86% of the simulations were detected. To show the effect of the high sky levels near the expected position of the MSP we carried out another set of simulations for a grid centered on a point well away from the bright giants. Here, our variability search was able to go 1.5 mag deeper, but still falls well short of the desired levels to detect variability, assuming that the secondary has $`M_V1011`$.

## 4 Discussion

### 4.1 RR Lyrae variable

The identification of V1 as a RR Lyrae variable and a cluster member is secure, based on the light curve, the position of the star in the CMD and the small chance of field star contamination. As with 47 Tuc, only one RR Lyrae has been discovered in Terzan 5 and the bulk of the HB stars are red and lie near the giant branch (see Figure 5), as they do in most metal-rich globular clusters. However, Cohn et al. (2000) report the possible detection of a small number of blue HB stars in Terzan 5. The high reddening and crowding in this cluster makes such detections much more difficult than in NGC 6388 and NGC 6441 where many blue HB stars have been found and there are multiple RR Lyrae variables. Rich et al. (1997) have explored two possibilities to explain the blue HB star populations in NGC 6388 and NGC 6441, the effects of age and dynamics. At high metallicity an increase in age can populate a blue HB tail with stars at the low end of the mass distribution, while dynamical encounters in the cores of dense clusters can result in extra mass loss via tidal stripping. Rich et al. (1997) conclude that although neither effect alone appears sufficient to explain the cluster blue HBs, a combination of them may have an effect.

Our discovery of a RR Lyrae variable in Terzan 5 is therefore useful for the study of the influence of metallicity, age and interaction rate on the production of HB stars in the instability strip. For example, Terzan 5 has a higher metallicity than any of the above clusters which should result in fewer RR Lyraes, but it also has a higher interaction rate which may result in a higher number of RR Lyraes (see Rich et al. 1997). It is possible that these two factors combine. For example, maybe a large number of stars in Terzan 5 lose mass via tidal stripping but the cluster metallicity is high enough that only the stars with the most extreme mass loss show up as RR Lyraes.

Sweigart and Catelan (1998) note that the HBs in NGC 6388 and NGC 6441 have a pronounced upward slope with decreasing $`BV`$, a result which is not predicted by canonical HB models and which cannot be reproduced by either a greater cluster age or enhanced mass loss along the red giant branch. They explore three possibilities to explain these sloped HBs: (1) a high helium abundance, (2) a rotation scenario in which internal rotation during the RGB phase increases the HB core mass, and (3) a helium-mixing scenario in which deep mixing on the RGB enhances the the envelope helium abundance.

One prediction of the high-Y scenario is that the number ratio $`R`$ of HB stars to RGB stars brighter than the mean RR Lyrae luminosity should be large. We calculated $`R`$ for Terzan 5 by defining the HB as those stars having 15.6 $`<`$ F110W $`<`$ 16.1 and correcting for the large number of RGB stars found in this region of the CMD by averaging and subtracting the number of stars present in adjacent magnitude bins (15.1 $`<`$ F110W $`<`$ 15.6 and 16.1 $`<`$ F110W $`<`$ 16.6). Our value for $`R`$ is 1.03 $`\pm `$ 0.11, where the error is based on Poisson statistics alone. Although systematics will increase the error, this value is clearly inconsistent with the high-Y scenarios presented in Sweigart and Catelan (1998), where $`R=34`$. Layden et al. (1999) came to a similar conclusion for their study of NGC 6441. Sweigart and Catelan (1998) suggest a variety of other observational tests for discriminating among the various scenarios, all requiring further observations.

Figure 5 shows that V1 may be somewhat brighter ($``$ 0.3 mag) than expected for a blue HB star, consistent with the sloped HB slopes mentioned above, although uncertainties in the large reddening for this cluster and the limitations of our simple HB model make detailed comparisons difficult. As Sweigart and Catelan (1998) point out, unusually bright RR Lyraes should have unusually long periods, as observed for the RR Lyraes in NGC 6388, NGC 6441 and 47 Tuc. This self-consistency between the RR Lyrae luminosities and periods is reassuring.

The obvious question arises: is the period of V1 unusually long? First, the metallicity has to be considered. V1 is likely to be the most metal-rich RR Lyrae yet found in a globular cluster, since Terzan 5 is thought to have roughly solar metallicity (Ortolani et al. 1996) or even higher (Cohn et al. 2000 estimate \[Fe/H\]=0.25). NGC 6388, NGC 6441 and 47 Tuc have \[Fe/H\] values of –0.60, –0.53 and –0.76 respectively (Harris 1999)<sup>2</sup><sup>2</sup>2The Catalog of Parameters for Milky Way Globular Clusters, compiled by William E. Harris, McMaster University, revised June 22, 1999 is available at http://physun.mcmaster.ca/$``$harris/mwgc.dat. It may even be the highest metallicity RR Lyrae ever found.

Examination of the metallicity–period relationship for field RR Lyraes (Layden 1995) shows that V1 has a significantly longer period than field stars with similar metallicity. The period-metallicity distribution of Pritzl et al. (2000) shows that V1 lies well outside the two Oosterhoff classes, with a longer than expected period given the metallicity of Terzan 5. Therefore V1 joins the rapidly growing subclass (suggested by Layden et al. 1999) of long period RR Lyraes in metal rich globular clusters.

Also plotted on Figure 1 of Pritzl et al. (2000) are the periods and metallicities of the RR Lyraes in NGC 6388 and NGC 6441. These two clusters are clearly separate from the two Oosterhoff classes, with higher metallicity and longer periods. Interestingly, while the average period for these two clusters is longer than all of the OoI and OoII globulars, V1 has a period lying almost exactly between the 2 Oosterhoff groups. Further, a line drawn between V1 and the average of NGC 6388 and NGC 6441 in the period–metallicity plot lies almost parallel to the line between the 2 Oosterhoff classes, suggesting two period–metallicity relations with similar slope may exist.

This interesting but speculative result clearly requires verification by observing a larger sample of RR Lyraes in clusters with solar metallicity or above. It could be that V1 has an unusually short period compared to other (undetected) RR Lyraes in this cluster. For example, the periods in NGC 6441 alone range from $``$0.6 days to $``$ 0.9 days, with a reasonably flat distribution between these two extremes.

### 4.2 The faint variable V2: LMXB or eclipsing BS?

To summarize our results, V2 is blue, relatively faint and variable, with a near sinusoidal light curve, and a period of $``$7 hr. We consider two possibilities for this variable, that it is a LMXB or that it is an eclipsing BS.

First, we consider the LMXB hypothesis. In this case the variability could be caused by at least three different phenomena: (1) Ellipsoidal variations from distortion of the secondary. These variations typically have a distinctive double-lobed pattern, with a difference in depth between successive minima of $``$0.05–0.10 mag and an expected difference in amplitude between F110W and F187W of $``$0.05 mag, using reasonable assumptions regarding mass ratios, temperatures and inclinations (van Hamme, private communication). These amplitude differences are not clearly detected in the data, though the relatively large error for the F187W amplitude means we cannot rule out this possibility.

(2) Another possible explanation of variability, under the LMXB hypothesis, is the effects of heating of the secondary by the disk and neutron star. Here, the expected light curve is also double-lobed, but with the positions of the deep and shallow minima reversed (see van Paradijs & McClintock 1995). A large contribution from heating would be obvious in the light curve because of the significant expected difference in eclipse depth, but a small contribution would plausibly cancel out the difference between the depths of adjacent minima, when combined with an ellipsoidal variation. However, this requires some fine-tuning of the binary parameters and a difference between the light curve amplitudes remains (Van Hamme, private communication). Note that if either case (1) or (2) applies to V2 then the period would be twice the 7-hour sinusoidal variability period, ie $``$14 hours. It would thus be similar to the field LMXB, and recurrent transient, Aql X-1 (Chevalier & Ilovaisky 1991), an attractive possibility given the transient, or highly variable nature of the Terzan 5 LMXB.

(3) Flickering from the disk may also be expected to show up in the light curve of a LMXB, as it does in field systems. If V2 is a LMXB, the blue color of V2 would imply a reasonably prominent disk (the source of flickering). However, no evidence for flickering is seen as the residuals after subtracting the sinusoidal model are consistent with the noise properties of the data.

Besides being blue, variable objects, LMXBs also typically have weak emission lines in the optical and infrared. Shahbaz et al. (1996) show that the average H$`\beta `$ equivalent width (EW) of 15 LMXBs, is 1.9 Å. Scaling by the average EW ratio between H$`\beta `$ and P$`\alpha `$ for the two CVs PQ Gem and EX Hya (using values from Dhillon et al. 1997; no published P$`\alpha `$ EWs for LMXBs were found) we expect an average P$`\alpha `$ EW of 3.8 Å. This is equivalent to F187N-F187W = –0.07, well below the 1$`\sigma `$ error for the faint end of our F187N vs F187N-F187W CMD (containing V2) of 0.11 mag. Therefore the P$`\alpha `$ data is inconclusive in determining whether V2 is an LMXB.

An obvious constraint on the identify of V2 is its position relative to the X-ray source identified by Johnston et al. (1995). Our measured positional offset of 5.5<sup>′′</sup> is just outside the 5<sup>′′</sup> error circle quoted by Johnston et al. (1995). We hope to significantly reduce the size of this error circle with the use of our Cycle 1 Chandra observations. With these deep, 50ks observations the LMXB should have an error circle $`<1^{\prime \prime }`$ and should be distinguishable from the large expected population of CVs and MSPs in this cluster, unless it is in deep quiescence.

We may also compare the period and luminosity of V2 with UV or optically identified globular cluster LMXBs. Three of the six globular cluster LMXBs with optical counterparts have $`M_V`$4.5, according to Deutsch, Margon and Anderson (2000). Figure 4 shows that this is beyond our detection limits, for stars on the main sequence or the giant branch (for hotter objects our detection limits are even shallower). To make matters worse the Terzan 5 LMXB, being a transient should be fainter than most other cluster LMXBs. We can predict $`M_V`$ using the dependence of optical luminosity upon X-ray luminosity and period (van Paradijs and McClintock 1994) a relation that holds for both cluster and field systems as shown by Deutsch et al. (2000). For a period of $``$14 hrs, we estimate $`M_V=4.2`$, beyond our detection limits. Finally, we note that 4 of the 5 systems with optical counterparts and measured periods have period $``$ 5.7 hours and three have periods $``$ 0.73 hours.

To summarize, although we find no individual argument gives compelling evidence against V2 being the infrared counterpart of the Terzan 5 LMXB, the accumulated weight of evidence argues against it. An alternative hypothesis is that V2 is an eclipsing BS. This is consistent with: (1) The position of V2 in the F110W vs F110W-F187W CMD (see figure 5). V2 has about the same luminosity as the brightest BS in 47 Tuc, and its luminosity may also be significantly enhanced by its binary companion. (2) The light curve amplitudes of V2. Sinusoidal light curves with our measured amplitudes are easy to reproduce using the light curve models of Wilson for W UMa systems (van Hamme, private communication). A growing number of binary BSs are being discovered in globular clusters (eg Edmonds et al. 1996 and Kaluzny et al. 1998), although the fraction of BSs that are binaries is typically quite low. (3) The inferred orbital period of 14 hours is consistent with the periods of other binary BSs in globular clusters such as 47 Tuc (Edmonds et al. 1996). As with the LMXB hypothesis, the P$`\alpha `$ data is inconclusive, since for a model BS with $`T_{eff}`$ = 8000 K (at the top of our artificial BS sequence), F187N-F187W = 0.04, well within our 0.11 mag scatter for this line discriminant.

Using our simulations we can ask how many eclipsing binaries we should expect to see with our data set. Since most eclipsing binaries discovered in clusters are found near the MSTO (eg Edmonds et al. 1996) and we have very little sensitivity to such variables, the simple answer is none. Therefore, a naive calculation may predict a very large number of eclipsing systems (and BSs) should be found in Terzan 5, if V2 is indeed an eclipsing BS. While clearly small number statistics apply since we have detected only one system, it is striking that evidence exists for a bright eclipsing BS at the edge of our detection limits. A relatively large number of BSs and binaries would have interesting consequences for the dynamics of this extreme globular cluster. For example, a high BS number may be caused by a high stellar interaction rate, which itself may be enhanced by a large binary fraction. A high interaction rate is expected for Terzan 5 because of its moderately sized core and extremely high stellar density (Cohn et al. 2000). Terzan 5 also may be the globular cluster with the largest population of MSPs in the galaxy (Fruchter & Goss 2000), further evidence for possible large interaction rates.

It is useful to discuss the potential for detailed studies of other interaction products or binaries in Terzan 5. Our upcoming GO Chandra observations of Terzan 5 should allow a deep search for CVs in this cluster, unless the LMXB is in outburst. Unfortunately optical or IR identifications of such sources will be extremely difficult or impossible. We have already seen the problems with IR observations, where crowding prevented us from reaching even close to the MSTO, but with their smaller PSFs, Gemini and NGST will offer substantial improvements over HST for studying this cluster. In optical passbands such as $`V`$, the PSF will be substantially reduced in size but the enormous reddening for this cluster implies that the MSTO will be found near $`V`$25.5, and therefore CVs at $`V28`$. Studies of the BS sequence will be difficult but may be feasible depending on the results of detailed crowding simulations.

We acknowledge assistance from Mark Dickinson, Torsten Boecker and Howard Bushouse at STScI in recalibrating the F187N data, and assistance from Charles Bailyn, Adrienne Cool and Andy Fruchter in planning the observations. We also thank Walter van Hamme for advice about binary light curve modeling, and Ron Gilliland for useful discussions. The authors would like to thank the referee Mike Shara for his helpful comments on the manuscript. This work was partially supported by HST grant GO-7889.


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# Effects of droplet fluctuations on the scattering of neutrons and light by microemulsions

## Introduction

Microemulsions, thermodynamically stable homogeneous dispersions of oil and water, are intensively studied because of their interesting physical properties and practical importance . The properties of the microemulsions are to a large degree determined by the characteristics of the interface between the bulk fluids. Within the commonly accepted Helfrich’s phenomenology , this surface layer is described by a few basic parameters. For a microemulsion droplet these are the bending and Gaussian moduli $`\kappa `$ and $`\overline{\kappa }`$, the spontaneous curvature $`C_s`$, the surface tension coefficient $`\alpha `$, and the equilibrium radius of the droplet, $`R_0`$. The determination of these characteristics has been attempted by several methods . However, different approaches yield very different values of the parameters of the surface film. So, the neutron spin-echo (NSE) technique of the quasielastic neutron scattering gives significantly larger values $`\kappa `$ than indirect macroscopical or optical techniques . This coefficient is in the NSE experiments obtained from the analysis of the peak observed in the $`Q`$ (wave-vector transfer at the scattering) dependence of the effective diffusion coefficient of the droplets, $`D_{eff}(Q)`$. The characteristics of the peak are connected with the thermal shape fluctuations of the droplets . In the present work the role of these fluctuations is carefully studied and it is shown that their influence on the observed quantities was underestimated in the interpretation of the scattering experiments. We calculate the intermediate scattering function $`F(Q,t)`$ that is directly measured by NSE and suitable for the description of small-angle neutron scattering (SANS) and dynamic scattering of light (DLS) as well. As distinct from the previous works, $`F(Q,t)`$ is found taking into account all the contributions up to the second order of the fluctuations of the droplet radius.

## The scattering functions

The microemulsion droplet is modeled by a double-layered sphere with the surface layer of a constant thickness $`d=R_2R_1`$, where $`R_1=R_0d/2`$ is its inner and $`R_2`$ outer radius. Inelastic scattering of neutrons is determined by the time evolution of the scattering length density $`\rho (𝐫,t)`$  (in the case of DLS, $`\rho (𝐫,t)`$ is replaced by the dielectric constant $`ϵ(𝐫,t)`$ ). It is assumed that the scattering from individual droplets is essential. Let the scattering length density is $`\rho _1`$ in the droplet interior, $`\rho _2`$ in its exterior, and the surface shell is characterized by the constant $`\rho _0`$. The deviation from the radius $`R_0`$ of the nondeformed shell (which is also, within the approximation used below, the equivalent-volume radius) is described by the quantity $`u=R(t)R_0`$. The quasielastic scattering of neutrons in Born approximation is given by the Van Hove function for coherent scattering, $`F(Q,t)=\rho (𝐐,t)\rho ^{}(𝐐,0)`$. To calculate this correlator, $`u/R_0`$ is expanded in spherical harmonics , with the coefficients $`u_{lm}(t)`$, where $`m=l,l+1,\mathrm{},l,`$ and $`l=0,1,\mathrm{},l_{max}R_0/a`$ ($`a`$ is a typical molecular diameter). The fluctuations of the molecules in the layer are neglected since the layer is usually thought to be almost incompressible . The shape fluctuations with different numbers $`l`$ and $`m`$ are uncorrelated and $`u_{lm}=0`$ for $`l>1`$. Using the known properties of the spherical harmonics and spherical Bessel functions $`j_l`$, we obtain to the second order in the fluctuations $`(Q0)`$

$$\frac{F(Q,t)}{(4\pi R_0^2d\mathrm{\Delta })^2}=\mathrm{\Phi }^2+2\mathrm{\Phi }\mathrm{\Phi }_0\frac{u_{00}}{\sqrt{4\pi }}+\underset{l>1}{}\frac{2l+1}{4\pi }\left\{\mathrm{\Phi }\mathrm{\Psi }u_{l0}^2+\mathrm{\Phi }_l^2u_{l0}(0)u_{l0}(t)\right\},$$
(1)
$$\mathrm{\Phi }(Q)=\frac{\rho (Q)}{4\pi R_0^2d\mathrm{\Delta }},\rho (Q)=e^{iQr}\rho (𝐫)𝑑𝐫=4\pi \left\{(\rho _1\rho _0)R_1^3\frac{j_1(x_1)}{x_1}+(\rho _0\rho _2)R_2^3\frac{j_1(x_2)}{x_2}\right\},$$

$$\mathrm{\Phi }_l(Q)=\frac{1}{R_0d\mathrm{\Delta }}\left[(\rho _1\rho _0)R_1^2j_l(x_1)+(\rho _0\rho _2)R_2^2j_l(x_2)\right],$$

$$\mathrm{\Psi }(Q)=\frac{1}{d\mathrm{\Delta }}\left[(\rho _1\rho _0)R_1\phi (x_1)+(\rho _0\rho _2)R_2\phi (x_2)\right],\phi (x)=2j_0(x)xj_1(x),$$

where $`x_{1,2}=QR_{1,2}`$, and $`\mathrm{\Delta }=(\rho _1+\rho _2)/2\rho _0`$ characterizes the contrast between the densities of the bulk fluids and the surface shell. The $`l=1`$ mode automatically dropped out during the calculations. This coincides with the fact known for the droplets with thin adsorbed layers  that this mode corresponds to their translational motion. For $`l=1`$ there is no motion in the layer and the droplet moves as a hard sphere . The calculation was carried out in the system connected with the droplet; as usually, the effect of translational motion is included assuming the statistical independence of the translational and other degrees of freedom. Then the right-hand side of eq. (1) has to be multiplied by the factor exp$`(Q^2Dt)`$, where $`D`$ is the self-diffusion coefficient of a sphere with the hydrodynamic radius $`R_H=R_2+\delta `$ ($`\delta `$ accounts for the shell of solvent molecules that move together with the droplet).

Equation (1) is the basic result of the paper. The first term in its right side determines the formfactor of the scattering in the absence of fluctuations . The next terms are connected with the shape fluctuations. For the first time all the second-order terms in the fluctuating density (or dielectric constant) expansion are taken into account. Due to this eq. (1) significantly differs from the expressions for the function $`F(Q,t)`$ known from the literature. The main difference is in the second term that is given by the $`l=0`$ mode contribution. This term did not appear in previous works, though for incompressible bulk fluids $`u_{00}=\mathrm{\Sigma }(2l+1)u_{l0}u_{l0}/\sqrt{4\pi }`$ $`(l>1)`$ is nonzero . Also the first term in the sum in eq. (1) usually absents in the description of the scattering experiments . The correct expression for this contribution was found by Gradzielski et al.  for the conditions of the perfect shell contrast (deuterated bulk fluids with the densities $`\rho _1\rho _2`$ significantly different from the density of the hydrogenated layer). In all the works the scattering function was calculated for $`d`$ small in comparison with the droplet radius and does not contain the terms $`(\rho _1\rho _2)`$. It is thus inappropriate for the description of the scattering in conditions far from the shell contrast. In the $`d/R_00`$ limit the previous expressions for $`F(Q,t)`$ converge to 0 so they cannot describe the scattering from large emulsion or vesicle droplets. The last term in eq. (1) agrees with that from the literature for small $`d/R_0`$ and $`\rho _1=\rho _2`$.

Equation (1) must be completed by expressions for the correlation functions of the fluctuating droplet radius. In the harmonic approximation for isothermal fluctuations, small thicknesses of the surface layer, and the conservation of the droplet volume as well as the total number of molecules in the shell, we have

$$u_{l0}(t)u_{l0}(0)\frac{k_BT}{\alpha _lR_0^2(l+2)(l1)}exp(\omega _lt),\alpha _l=\alpha 2\kappa C_sR_0^1+\kappa l(l+1)R_0^1.$$
(2)
The decay rates of the fluctuations, $`\omega _l`$, have been studied in a number of papers . According to Fujitani , the relaxation modes of incompressible dissipative layers are described by the formula

$$\omega _l=\frac{\alpha _l}{R_0}\frac{l(l+1)(l1)(l+2)}{4(l1)(l+2)\eta _0/R_0+(l1)(2l^2+5l+5)\eta _1+(l+2)(2l^2l+2)\eta _2},$$
(3)
where $`\eta _{1,2}`$ are the viscosity coefficients of the bulk fluids and $`\eta _0`$ is the viscosity of the layer. Finally, the experimental samples contain droplets with different radii so that the measured quantities are the averages over the distribution of the droplets in radii. Within the phenomenological theory of the droplet formation, the distribution function $`f(R_0)`$ has a form $`f(R_0)exp[(1R_0/R_m)^2/2ϵ]`$, where $`R_m`$ is the mean radius of the droplets, $`(R_0R_m)^2ϵR_m^2`$, and $`ϵ`$ is the polydispersity functionally related to the characteristics of the layer . In the simplest case of the so-called two-phase coexistence $`ϵ=k_BT/8\pi (2\kappa +\overline{\kappa })`$. Note that the entropy-of-mixing contribution is easily incorporated in this relation by adding $`2k_BTF(\varphi )`$ to the denominator . In the random mixing approximation, for small droplet volume fractions $`\varphi `$, the function $`F(\varphi )ln\varphi 1`$. Analogously, eqs. (2) and (3) can be appropriately changed by replacing $`R_0^2\alpha _l\kappa (l1)(l+2)\overline{\kappa }k_BTF(\varphi )/4\pi `$. This allows us to express the mean quadrate of the fluctuations in the form

$$u_{l0}^2=\left\{(l1)(l+2)\left[\frac{\kappa }{k_BT}l(l+1)\frac{1}{8\pi ϵ}\right]\right\}^1$$
(4)
that is particularly suitable to be used in fits to experimental data since it is invariant with respect to the function $`F(\varphi )`$.

The analysis of eqs. (1 \- 3) shows that for a number of microemulsion systems studied in the literature the effect of the fluctuations on the scattering functions is important. The fluctuations can significantly affect the position of the minimum in the $`Q`$ dependence of the scattering intensity measured by SANS, the position of the peak in $`D_{eff}(Q)`$ observed by NSE, as well as the diffusion coefficient determined using DLS. As a result some basic characteristics of the microemulsions, extracted by us from these experiments, notably differ from those found in the works where the fluctuations were ignored (SANS)  or where the account for them should be corrected (NSE, DLS) .

## Quantitative description of the scattering experiments

We applied the obtained formulae to describe several light and neutron scattering experiments. In the case of large emulsion droplets (the limit $`d0`$) eq. (1) well describes the light diffusing-wave spectroscopy experiments . Here we present the results of the description of the experiments on a microemulsion system  that well illustrate the importance of the correct account for the effects of fluctuations. In the work  the octane-$`d_{18}`$ \- surfactant (C10E5) - water microemulsion in the conditions of two-phase coexistence was studied using SANS, NSE and DLS. The SANS experiments were interpreted using the model of nonfluctuating double-layered spheres . For a diluted microemulsion dispersion the interaction between the droplets was negligible in the region of $`Q>0.03`$Å-1 so that the static structure factor $`S(Q)1`$. We have thus calculated the SANS intensity according to the formula $`I(Q)N<F(Q,0)>`$ , where $`N`$ is the number density of the droplets and the average is over the distribution $`f(R_0)`$. Figure 1 shows the intensity $`I(Q)`$ calculated in the case of nonfluctuating droplets and for fluctuating droplets characterized by the parameters determined in . It is seen that both the curves do not describe the experimental data. From our fit to the experiment using the scattering length densities $`\rho _1=6.35\times 10^{10}`$, $`\rho _2=6.36\times 10^{10}`$  and $`\rho _0=1.65\times 10^9cm^2`$ ,we obtained the set of the parameters $`R_m`$, $`d`$, $`ϵ`$ and $`\kappa `$ for which the theoretical curve well reproduces the measured $`I(Q)`$.

With these parameters and for dielectric constants $`ϵ_1=1.946`$, $`ϵ_2=1.769`$ and $`ϵ_0=2.106`$ , we evaluated the effective diffusion coefficient of the droplets, $`D_{eff}=<dF(Q,t)/dt>/(Q^2<F(Q,0)>)`$ at $`t=0`$. By DLS this coefficient is measured in the region of $`Q`$ much smaller than in the case of SANS. In this region $`D_{eff}`$ is practically constant, not influenced by the time-dependent terms $`u(0)u(t)`$ in eq. (1). The Stokes self-diffusion coefficient has a form $`D=k_BT/6\pi \eta _2R_H`$, $`R_H=R_0+d/2+\delta `$, and its mean value was determined from the requirement to satisfy the measured $`D_{eff}=3.8\times 10^{11}m^2/s`$ (with the tolerance $`\pm 5\%`$). Our attempt to describe the DLS experiment assuming a hydration shell with a small $`\delta `$ (2-3 Å) was not possible without a change of the parameters $`R_m`$, $`d`$, $`ϵ`$ and $`\kappa `$, that makes worse the agreement with the SANS experiment. The best agreement with both the experiments required $`\delta =13÷21`$ Å(the mean $`\delta 17`$ Å). The found thickness of the hydration shell assumes the shell built of several layers . Such a possibility is a question for future investigations. We suppose however that first a model taking into account different properties of the bound and free bulk fluids should be developed. Finally, we turned to the NSE experiment. This experiment was in the work  described using the scattering function (1) without the time-independent contributions of the fluctuations and for the ideal contrast. The decay rates were from our paper , however, those $`\omega _l`$ correspond to infinitely easily compressible layers . In our analysis we used $`\omega _l`$ from eq. (3) appropriate for incompressible layers. The viscosities of the bulk fluids were $`\eta _1=0.4675`$ and $`\eta _2=0.7632`$ cP at $`T=305.9`$ K . The last parameter needed to describe the experiment is $`\eta _0`$. If the previous theories are correctly used the height of the peak in $`D_{eff}`$ is several times larger than its measured values. Also in our theory this height is too large. We propose to solve this problem introducing the dissipation in the layer that leads to a decrease of $`\omega _l`$ and thus to a decrease of the peak height. From the correspondence between the experimental  and theoretical heights of the peak we found $`\eta _0=5.6\times 10^{11}`$ Ns/m, the value only weakly influenced by the parameter $`\delta `$. The calculated and experimental $`D_{eff}`$ is shown on Figure 2. The rest of the parameters estimated from the fits are as follows: $`\kappa =1.93(0.92)k_BT`$, $`ϵ=0.046(0.036)`$, $`\overline{\kappa }=2.68(0.38)k_BT`$, $`R_m=47.7(48)`$Å and $`d=6.4(10.8)`$Å (in parentheses the values from  are shown). When the entropy-of-mixing contributions are taken into account, only the parameter $`\overline{\kappa }`$ slightly changes, now being $`\overline{\kappa }=3k_BT`$. The hydrodynamic radius of the droplets and the diffusion coefficient are about $`R_H=68(81)`$Å and $`D(R_m)=4.3(3.6)\times 10^{11}m^2/s`$.

The difference between the obtained parameters and those found in the original work  concerns first of all the elastic coefficients that are the crucial parameters needed to describe the properties of microemulsions. For the first time we have from the scattering experiments estimated the viscosity coefficient of the surface layer.

In conclusion, a deeper consideration of the effects of the shape fluctuations of microemulsion droplets on the static and dynamic neutron and light scattering was presented. The agreement with such experiments is much better than it was possible so far. More reliable information can be now obtained about important phenomenological parameters of microemulsions. We suppose that in further investigations the role of the hydration layer bound to the droplets should be studied in detail. More should be also known about the interaction between the droplets and the entropy of dispersion that are differently treated in the literature .

This work was supported by the grant No. 1/7401/20, VEGA, Slovak Republic.


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# Switch of lamellae orientation in slits

## Abstract

Effect of hydrophilicity of the confining walls on lamellar phases in oil-water-surfactant mixtures is studied in a slit geometry. In contrast to strongly hydrophilic or hydrophobic walls, which induce parallel orientation of lamellae, the lamellae can be oriented perpendicularly to the neutral walls when the material properties and the termodynamical state of the sample are suitably chosen. When the elastic energy associated with compression or decompression of the lamellae parallel to very weakly hydrophilic walls is sufficiently large, then changes of the film thickness lead to a switch from the parallel to the perpendicular orientation of the lamellae. Our general arguments are confirmed by explicit mean-field calculations in a lattice vector model.

In self-assembling systems such as diblock copolymer melts, binary or ternary surfactant mixtures, lipids etc., various ordered structures occur spontaneously on a nanometer length scale . The most common is the lamellar phase . In ternary surfactant mixtures the lamellar phase consists of oil- and water-rich layers separated by monolayers of surfactant. It is natural to expect that the layers are parallel to the confining walls and the parallel orientation of lamellae is commonly assumed. Indeed, near a strongly hydrophilic or hydrophobic wall a water-rich or an oil-rich layer is adsorbed at the surface respectively, by which the orientation of the subsequent layers is fixed . However, when the surface is neutral, i.e. it is neither hydrophilic nor hydrophobic, then neither component is favored and no orientation of amphiphiles is preferred near the wall. Therefore perpendicular rather than parallel orientation of the lamellar phase may be stable between two parallel surfaces that are neither hydrophilic nor hydrophobic (see Fig.1). In the case of very weakly hydrophilic walls perpendicular orientation was indeed observed in Monte Carlo simulations  of the phenomenological Landau-Ginzburg model . Perpendicular orientation should be favoured when the distance between the walls and the period of the lamellar phase do not match. On the other hand, when the distance between the lamellae fits the distance between the weakly hydrophilic walls, parallel orientation can be stable.

Films with the lamellae oriented parallelly or perpendicularly to the walls have different mechanical, electrical, optical etc. properties. Therefore the possibility of inducing a switch between the two orientations by changing a control parameter such as the distance between the walls $`L`$ is potentially very important for various applications. For example, when some electrolyte is added, the electrical conductivity between the confining walls is high in the perpendicular orientation, whereas the parallel orientation resembles a sequence of capacitors. The switch of the lamellae orientation leads also to an abrupt change of the refraction index and the reflectivity, and of elastic properties of the film. A lamellar film containing a few lamellae has the thickness $`L30÷100nm`$. Such a lamellar film would correspond to a switch of a mesoscopic size – a device which may be useful for modern nanotechnologies. In this letter we show under what circumstances such a switch from the parallel to the perpendicular orientation of the lamellae can occur.

The confined fluid induces the solvation force between the walls ,

$$fA=\left(\frac{\mathrm{\Omega }}{L}\right)_{\mu ,T,A}pA,$$
(1)
where $`\mathrm{\Omega },p,A,T`$ and $`\mu `$ are the grand thermodynamic potential, the bulk pressure, the area of the confining walls, the temperature and the chemical potential respectively. $`f`$ can be directly measured in surface force apparatus experiments . In simple fluids oscillating $`f`$ reflects packing effects of molecules for $`L`$ up to several molecular diameters, since the streched or shrunk confined fluid tends to assume the bulk structure. Similarly, but on a much larger length scale, $`f`$ reflects packing effects of oil- and water-rich domains in the complex fluids. For $`L3\lambda `$, where $`\lambda `$ is the period in the bulk phase, lamellae are parallel to the strongly hydrophilic (or hydrophobic) walls . When $`L`$ and $`\lambda `$ do not match, the lamellar structure is stretched for $`L>L_N`$ or shrunk for $`L<L_N`$ where $`L_N=N\lambda +\lambda /2`$ denotes the equilibrium thickness, corresponding to no stress, for a given number $`N`$ of periods of the confined phase. For $`LL_N`$ the confined lamellar phase responds elastically to the stress strain, just like joined strings, each string representing one period of the lamellar phase . The elastic contribution to the excess thermodynamic potential

$$\mathrm{\Omega }^{ex}A=\mathrm{\Omega }\omega _bLA,$$
(2)
where $`\omega _b`$ is the bulk thermodynamic-potential density, has a form

$$\mathrm{\Omega }_{el}^{ex}=B\mathrm{\Delta }L^2/2L_N,$$
(3)
with $`\mathrm{\Delta }L=LL_N`$. The elastic modulus $`B`$ depends on the amphiphilicity of the surfactant and on the thermodynamic state .

Because neither component is favoured near the neutral wall, it has a disordering effect on the lamellar order due to the missing neighbors . The missing-neighbors contribution to the excess potential $`\mathrm{\Omega }^{ex}`$ depends on the orientation of the lamellar phase (see Fig.1). For the parallel orientation ($``$), $`\mathrm{\Omega }^{ex}=\mathrm{\Omega }_{}^{ex}`$, the interactions are cut along a single layer or along an interface. For the perpendicular orientation ($``$), $`\mathrm{\Omega }^{ex}=\mathrm{\Omega }_{}^{ex}`$, the water-water, surfactant-surfactant and oil-oil interactions are missing at the surface in proportions depending on $`\lambda `$ and the thickness of the monolayer $`a`$. The density distributions near the surfaces tend to minimize the effect of the missing neighbors at the walls, and determine the values of the surface tensions $`\sigma _{}`$ and $`\sigma _{}`$. Sufficiently far from phase transitions the effect of the wall should extend to distances comparable with the characteristic length of the system, which in this case corresponds to $`\lambda `$. If the lamellae are perpendicular to the confining walls, there is no constrain on the period of the lamellar phase, which can be equal to the bulk value, and in this case there is no elastic contribution to $`\mathrm{\Omega }_{}^{ex}`$. Thus except for narrow slits, i.e. for $`L>3\lambda `$, we expect $`\mathrm{\Omega }_{}^{ex}2\sigma _{}`$ independently of $`L`$. In the case of the parallel orientation of lamellae, for $`LL_N`$, there are deformations of the structure in the whole slit like in the case of the hydrophilic walls and $`\mathrm{\Omega }_{}^{ex}2\sigma _{}+\mathrm{\Omega }_{el}^{ex}(L)`$.

By suitable tuning of hydrophilicity of surfaces, amphiphilicity, $`T`$ and surfactant volume-fraction $`\rho _s`$ one could in principle obtain comparable $`\sigma _{}`$ and $`\sigma _{}`$. For weakly hydrophilic walls one can expect $`\sigma _{}<\sigma _{}`$. Thus, the parallel orientation should be stable in the case of no stress ($`L=L_N`$). The perpendicular orientation may be stable for slightly different wall separations, corresponding to stretched or shrunk parallel lamellar phases, if the elastic contribution to $`\mathrm{\Omega }_{}^{ex}`$ is sufficiently large. According to the phenomenological theory  $`B=9\pi ^2(kT)^2\lambda /2[64\kappa (\lambda /2a)^4]^1`$, where $`\kappa `$ is the bending elasticity of monolayers. Thus the compression or decompression induced switch to the perpendicular orientation is to be expected for relatively small $`\lambda `$, rather than for highly swollen lamellar phases.

Whether the switch can indeed occur in particular systems should be verified either experimentally or by a more accurate analysis. The theoretical analysis should allow for a determination of $`\sigma _{},\sigma _{}`$ and $`\mathrm{\Omega }_{el}`$ (or more accurately $`\mathrm{\Omega }_{}^{ex},\mathrm{\Omega }_{}^{ex}`$) in particular systems. There are several theoretical approaches to bulk self-asembling systems. The approach suitable for a particular problem depends on the relevant length scale. In our case two length ratios are important, namely $`L/\lambda `$ and $`\lambda /a`$. $`L/\lambda `$ is the number of oil (water) layers in the slit for the $``$ orientation, and $`\lambda /a`$ characterizes the liquid-crystalline lamellar phases. For $`\lambda /a`$ sufficiently large ( $`\lambda /a>4`$), the water-rich layers are sufficiently thick to be compressible as in bulk liquid. Experimental results  show that the lamellar phases respond to compression or decompression by shrinking or swelling the water-rich (and/or oil-rich) layers, rather than by developing deformations characteristic for solids or by deformations of the molecular structure of amphiphiles. Hence the degrees of freedom related to the structure of molecules can be neglected, as long as $`L/a2`$. Dislocations, frustration etc. can be expected for stiff, solid-like structures, i.e. when the water-rich (oil-rich) layers are very thin, $`\lambda /a<4`$. Since for our problem the relevant length rations are $`1<L/\lambda 10`$ and $`4<\lambda /a10`$, the molecular degrees of freedom, frustrations etc. can be disregarded. On the other hand, the popular approaches in which the monolayers are approximated by infinitely thin mathematical surfaces may be oversimplified, particularly for comparable thicknesses of the layers of water and surfactant ($`4\lambda /a6`$).

In a presence of a wall the surface term describing the interaction of the surface with the water, oil, and amphiphiles in various orientations must be included. In a purely phenomenological approach one cannot apriori know what values of additional surface parameters are physical. Therefore one cannot know if the predicted phenomena, occurying for certain values of parameters, are physical or not. It is thus advantegeous to consider a semi-microscopic approach and relate the interactions with the surface to the effective interactions in the bulk. For example, for the water-covered surface the interactions between various components and the surface are determined by the interactions between these components and water and there is much less ambiguity in defining the surface contribution in such an approach.

All the above discussed requirements for the appropriate description of confined amphiphilic systems are fullfiled by the semi-microscopic CHS (Ciach, Høye and Stell) lattice model . The model is described in detail in Ref. and here we remind it only briefly. The microscopic states are $`\widehat{\rho }_i(𝐱)=1(0)`$ if the site $`𝐱`$ is (is not) occupied by the state $`i`$, where $`i=1,2,\mathrm{},2+M`$ denotes water, oil and surfactant in different orientations respectively. In the case of close-packing and oil – water symmetry only one chemical potential variable is relevant, namely $`\mu =\mu _1\mu _{surf}=\mu _2\mu _{surf}`$, with $`\mu _{surf}=\mu _i`$ for $`i>2`$. The Hamiltonian in a presence of external fields $`h_i(𝐱)`$ can be written as:

$`H={\displaystyle \frac{1}{2}}{\displaystyle \underset{𝐱𝐱^{}}{}}{\displaystyle \underset{i,j}{}}\widehat{\rho }_i(𝐱)\mathrm{U}_{\mathrm{𝑖𝑗}}(𝐱𝐱^{})\widehat{\rho }_j(𝐱^{})+`$ (4)
$`+{\displaystyle \underset{𝐱}{}}{\displaystyle \underset{i}{}}h_i(𝐱)\widehat{\rho }_i(𝐱)\mu {\displaystyle \underset{𝐱}{}}\left(\widehat{\rho }_1(𝐱)+\widehat{\rho }_2(𝐱)\right).`$ (5)
The lattice constant $`a1`$ is identified with the length of the amphiphiles ($`2nm`$). Nearest-neighbor interactions are assumed and $`\mathrm{U}_{\mathrm{𝑖𝑗}}(𝐱𝐱^{})`$ vanishes for $`|𝐱𝐱^{}|1`$. In the case of oil-water symmetry the water-water and oil-oil interactions are of the same strength $`𝖻`$, and the water-oil interaction energy is set to zero. The interaction between an amphiphile in an orientation $`\widehat{\omega }`$ at $`𝐱`$ and a water (or oil) particle at $`𝐱^{}`$ is $`𝖼\widehat{\omega }\mathrm{\Delta }𝐱`$ (or $`+𝖼\widehat{\omega }\mathrm{\Delta }𝐱`$), where $`\mathrm{\Delta }𝐱=𝐱𝐱^{}`$, thus opposite orientations of amphiphiles are preferred by the water and the oil particles, as in real systems. Two amphiphiles with orientations $`\widehat{\omega }`$ and $`\widehat{\omega }^{}`$ at $`𝐱`$ and $`𝐱^{}`$ respectively contribute $`𝗀(\widehat{\omega }\times \mathrm{\Delta }𝐱)(\widehat{\omega }^{}\times \mathrm{\Delta }𝐱)`$ to the system energy (when $`|\mathrm{\Delta }𝐱|=1`$), i.e. $`𝗀`$ supports formation of planar monolayers with amphiphiles parallel to each other and perpendicular to the surface they occupy. Explicit expressions for $`\mathrm{U}_{\mathrm{𝑖𝑗}}(𝐱𝐱^{})`$ defined above can be found in Ref.. For lamellar phases the direction perpendicular to the planar layers of surfactant, oil and water is distinguished. We arbitrarily choose the orientation of the unit vector normal to the layers and denote it by $`\widehat{𝐧}`$. Then all orientations of amphiphiles such that $`\widehat{\omega }\widehat{𝐧}>0`$ (or $`\widehat{\omega }\widehat{𝐧}<0`$) are mapped onto a single state $``$ (or $``$). Hence, once the direction of density oscillations is fixed, there are 4 states corresponding to water, oil, $``$ and $``$ at every lattice site.

The model parameters characterize the effective interactions between different components, and the interactions with the surface can be expressed in terms of these parameters. When the surface is water-covered, all the components interact with the wall in the same way as with the bulk water, and $`h_i(𝐱)`$ can be easily derived from the bulk interactions. When the hydrophilicity of the wall is decreased, the interactions with the wall can be decreased by the same factor $`h_s`$ for all the components. Thus, $`0h_s1`$ should correspond, at least qualitatively, to physical surfaces, ranging from neutral through weakly hydrophilic to strongly hydrophilic walls.

The model parameters are not directly measurable, but the calculated values for measurable quantities can be compared with experiments. For example, the model parameters can be choosen so that $`\lambda /a`$ is the same as in a particular experimental system. In this way the model parameters can be related to different experimental systems in the bulk. It turns out that once the bulk properties in the model and experiments are the same, for strongly hydrophilic walls (the case with no free surface parameters) the modulus of compressibility $`B`$ (in $`kT`$ units) in the model and experiments agree very well . Therefore, in contrast to purely phenomenological models with arbitrary parameters, the CHS model can quite reliably predict phenomena not yet studied experimentally.

The structure of the stable confined lamellar phase in mean-field approximation (MF) corresponds to the global minimum of the grand-thermodynamic potential

$`\mathrm{\Omega }^{MF}(T,\mu ,L)={\displaystyle \underset{𝐱}{}}{\displaystyle \underset{i}{}}\rho _i(𝐱)\left(\mathrm{𝑘𝑇}\mathrm{ln}(\rho _i(𝐱))+{\displaystyle \frac{1}{2}}\varphi _i(𝐱)+h_i(𝐱)\mu (\delta _{i1}+\delta _{i2})\right).`$ (6)
Here $`\varphi _i(𝐱)=_𝐱^{}_j\mathrm{U}_{\mathrm{𝑖𝑗}}(𝐱𝐱^{})\rho _j(𝐱^{})`$ is the mean field and $`\rho _i(𝐱)`$ is the MF-average of $`\widehat{\rho }_i(𝐱)`$. In the slit geometry we assume $`1zx_3L`$. We consider two classes of density distributions, corresponding to the parallel and the perpendicular orientations of the lamellar phase. In the first case the two distinguished orientations of amphiphiles are $`\widehat{\omega }=\pm \widehat{z}`$. In the second case we assume that the layers are parallel to the $`(y,z)`$-plane, and $`\widehat{\omega }=\pm \widehat{x}`$. The slit is infinite in directions $`xx_1`$ and $`yx_2`$. In the case of the parallel orientation of the lamellar phase $`\rho _i(𝐱)\rho _i(z)`$. In the second case, due to the deformations of the structure near the surfaces, the density distributions are $`\rho _i(𝐱)\rho _i(x,z)`$. In the direction $`x`$ we assume periodic boundary conditions in a system of a size $`\lambda `$, since $`\mathrm{\Omega }^{ex}`$ for such system is the same as for infinite periodic structure with the period $`\lambda `$ (we also considered smaller and larger sizes to be sure we find the stable structure). We use the method of finding local minima of $`\mathrm{\Omega }^{MF}`$ by solving numerically a set of self-consistent equations for densities, tested in earlier works . Then we find the structures corresponding to the lowest values of $`\mathrm{\Omega }_{}^{ex}`$ and $`\mathrm{\Omega }_{}^{ex}`$, and eventually we calculate $`\mathrm{\Omega }_{}^{ex}\mathrm{\Omega }_{}^{ex}`$ to find the global minimum. It turns out that $`\mathrm{\Omega }_{}^{ex}\mathrm{\Omega }_{}^{ex}`$ depends sensitively on the hydrophilicity of the surfaces $`h_s`$, on the ratio of water-surfactant $`𝖼/𝖻`$ and surfactant-surfactant $`𝗀/𝖻`$ interactions and on the period of the lamellar phase, which for given interactions depends on $`\mu `$ (or $`\rho _s`$) and $`T`$. We find that for highly swollen lamellar phases the parallel orientation is preferred, and that for smaller periods $`\lambda `$ the perpendicular orientation stabilizes between neutral walls. We find that there exist systems for which the switch of the orientation does take place. Fig.2 refers to such a system and corresponds to the stability region of the lamellar phase far from phase boundaries, with $`\lambda /a=6`$. The switch takes place for relatively small $`\lambda `$ and for weakly hydrophilic walls, as expected. Note that in the case of the neutral walls the period of $`\mathrm{\Omega }_{}^{ex}(L)`$ is $`\lambda /2`$ (Fig.2a), since either oil- or water-rich layers can be adsorbed at the surfaces. In contrast, in the case of the hydrophilic walls only the water-rich layers are formed near the walls and the period of $`\mathrm{\Omega }_{}^{ex}(L)`$ is $`\lambda `$ (see Fig.2c).

In MF the correlations between the lamellae are neglected. Such correlations are particularly important close to the melting of the lamellar phases where they lead to creation of channels connecting the neighboring water-rich layers and eventually to the transition to the microemulsion. Far from phase boundaries, however, the correlations should play less important role. In the case of the hydrophilic walls the MF results for the CHS model agree quite well with the results of experiments. The effect of the correlations should not depend significantly on the kind of the confining walls and we expect that the correlations can have quantitative, but not qualitative effect on the results.

Our results show that the switch is to be expected for $`\lambda /a6`$, i.e. with the water (oil) layers twice as thick as the surfactant monolayers, and sufficiently far from phase boundaries. From the rough relation $`2a/\lambda \rho _s`$ we obtain the estimation $`\rho _s0.33\pm 0.1`$ for the surfactant volume fraction which should correspond to the occurence of the switch. For this range of $`\rho _s`$ the lamellar phase is stable at room temperatures for example for extensively studied experimental system such as water, decane and $`C_{10}E_5`$ .

Various experimental methods can be used for detecting the switch, due to the abrupt change of various propertis of the sample. For example, SFA  measurements should show vanishing force for the perpendicular orientation and elastic responce for the parallel orientation. Reflectivity, index of refraction and electrical conductivity change abruptly when the switch takes place. Measurememts of the above quantities should give significantly different results for the two orientations, thus allowing for observation of the phenomenon.

Acknowledgment We would like to thank Prof.R.Hołyst for discussions and comments. This work was partially supported by the KBN grant 3T09A 073 16.

Fig.1. Schematic illustration of parallel (a) and perpendicular (b) orientations of the lamellar phase in a slit. Shaded regions represent oil-rich domains, while white regions represent water-rich layers and thick black lines represent the surfactant monolayers.

Fig.2. $`\mathrm{\Omega }_{}^{ex}(L)`$ (white circles) and $`\mathrm{\Omega }_{}^{ex}(L)`$ (triangles down) as a function of the wall separation (in units of $`a`$) for $`𝖼/𝖻=2.4`$, $`kT/𝖻=2.8`$, $`\mu /𝖻=3`$ and $`𝗀/𝖻=0.15`$. (a) $`h_s=0`$ (neutral walls); (b) $`h_s=0.015`$ (weakly hydrophilic walls); (c) $`h_s=1`$ (strongly hydrophilic walls).