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# A Mechanical Model of Normal and Anomalous Diffusion

## I Introduction

Various dynamical models have been introduced for describing anomalous diffusion. A good deal of them rely upon a stochastic formulation of the dynamical rule, as in the celebrated paper by Ya. G. Sinai, describing a random walk in a 1d random potential . More generally, the dynamics is either given by a master equation, with random hopping rates, describing the effect of a random environment, or, in the continuous version, by a Langevin equation with a time–dependent random force, usually assumed as Gaussian. The literature in this field is so huge that here we limit ourselves to mention the excellent review article by Bouchaud and Georges .

Anomalous as well as normal diffusion have been tackled also in the framework of deterministic dynamics. A well-known example is given by the standard map , where normal diffusion is observed when the phase space is represented by a chaotic sea with sparse stability island . Conversely, when many stability islands coexist finite time trapping of chaotic orbits around them induces correlations yielding anomalous diffusion . Strong anomalous diffusion has been observed in other deterministic systems: here we just mention two models of 1d intermittent maps introduced by Geisel et al.  and by Pikovsky . In the former example the complex scenario of normal and anomalous diffusion emerging from a chaotic dynamics was pointed out for the first time. In the latter example, it has been shown that one can pass from normal to anomalous diffusion while varying the polynomial behaviour at the unstable fixed point of the intermittent map. It is worth observing that all the above-mentioned examples of deterministic dynamics exhibiting anomalous as well as normal diffusion concern chaotic maps, i.e. time-discrete unpredictable dynamics. Another example of diffusion created by a deterministic dynamics, that of a one-dimensional Brownian particle subject to elastic collisions with ‘light’ particles was given in . Depending on the asymptotic scaling of the mass ratio between the test particle and the other particles, the asymptotic process was shown to be either Ornstein-Uhlenbeck or Wiener.

In this paper we consider the purely mechanical problem of an overdamped charged particle moving along a line and submitted to an electric field and to a random potential created by a set of quenched random scatterers. At variance with similar models that have been recently investigated  , we do not include any random time–dependent force of the Langevin type.

We show that if the electric field is larger than a critical value, a current is created and the particle exhibits, on top of the ballistic motion, a diffusive behavior. The diffusion constant can be explicitly computed. It is a function of the average distance between scatterers and of the mean value and the variance of the passage time through a scatterer, and it vanishes, as expected, with vanishing randomness. Below the critical value of the electric field also the current vanishes. The transition from an insulator to a conductor induced by the electric field can be described by analogy with phase transitions as being first or second order. In the former case, the current and the diffusion constant do not vanish and remain finite at the threshold, whereas in the latter case the current vanishes and the diffusion constant diverges according to a power-law behavior. The critical properties can be characterized by a scaling law for the power spectrum of the current. Our study shows that quenched disorder is sufficient to create normal diffusion and also anomalous diffusion, at least for the critical value of the electric field.

We note that our model can be interpreted as the one-dimensional version of the following problem: a massive particle submitted to a strong friction is sitting or sliding on a rough surface, inclined with a certain angle $`\alpha `$ with respect to the ground. This model problem seems to be important in understanding the phenomenon of segregation by flow. A variant of it was recently studied numerically and through a stochastic model . In our treatment the component of the gravity force parallel to the surface plays the role of the driving field. The irregularities of the surface, as felt by the particle, are modelled by a random potential. It is only when $`\alpha `$ passes through a certain critical value that the particle will be able to fall down indefinitely, and then its motion will exhibit a diffusive behaviour, that turns out to be anomalous at the critical value of the angle.

In the next section we derive the general formulae which will be used in section 3 for solving two particular models. In the first model, that we call a gas (or, better, a glass, since frozen in), the scatterers are distributed uniformly in an interval. In the second model, which can be considered as a special case of the first one, and called a crystal, they follow each other at equal distances. In section 4 we discuss the transition between conduction and localization through a specific example. The derivation of a scaling function for the velocity power spectrum and some concluding remarks are contained in section 5.

## II General setup

The equation of motion of an overdamped particle in a constant external field $`E>0`$ is

$$\dot{x}=EV^{}(x)$$
(1)
Throughout the paper we suppose the potential to be a superposition of disjoint scatterers,

$$V(x)=\underset{j=1}{\overset{N}{}}\varphi _j(xr_j),\varphi _j(x)=0\text{if}|x|>a$$
(2)
with centers $`r_j`$ in an interval $`[L_0,L_1]`$, subject to the constraints

$$r_{j+1}r_j\sigma 2a$$
(3)
This also implies $`L_1L_0(N1)\sigma `$. We introduce the definitions

$$r_j^\pm =r_j\pm a$$
(4)
and

$$t_j^\pm :x(t_j^\pm )=r_j^\pm $$
(5)
and suppose

$$t_j^{}<t_j^+<t_{j+1}^{}$$
(6)
that is, the particle moves steadily from left to right, ‘above’ the barriers. This imposes a condition on the external field, namely

$$E>\varphi _j^{}(x)\text{for all }j\text{ and }x$$
(7)
The particle starts at $`t=0`$ in $`x(0)=r_0<r_1^{}`$ and for $`t<t_1^{}`$ it moves with a constant speed $`\dot{x}=E`$, so that

$$x(t)=r_0+Et$$
(8)
By solving for t we obtain,

$$t_1^{}=\frac{r_1^{}r_0}{E}$$
(9)
If $`t_j^{}<t<t_j^+`$, i.e. $`r_j^{}<x<r_j^+`$, the equation of motion reads

$$\frac{\mathrm{d}}{\mathrm{d}t}(xr_j)=E\varphi _j^{}(xr_j)$$
(10)
whose solution is

$$tt_j^{}=_a^{xr_j}\frac{\mathrm{d}\eta }{E\varphi _j^{}(\eta )}=:\vartheta _j(xr_j)$$
(11)
In particular, the passage time above the $`j`$-th scatterer is

$$\tau _j:=t_j^+t_j^{}=\vartheta _j(a)=_a^a\frac{\mathrm{d}\eta }{E\varphi _j^{}(\eta )}$$
(12)
The solution between successive bumps $`r_j^+<x<r_{j+1}^{}`$, i.e. $`t_j^+<t<t_{j+1}^{}`$ again corresponds to the free case $`\dot{x}=E`$, so that

$$t_{j+1}^{}t_j^+=\frac{r_{j+1}^{}r_j^+}{E}$$
(13)
Finally, for $`t>t_N^+`$ we are again in the free case and integration yields

$$x=r_N^++E(tt_N^+)$$
(14)
For the running solutions that we are looking for, the overall equation of motion can be put in the form

$$\dot{x}=E\varphi _j^{}(x(t)r_j)\chi _{(t_j^{},t_j^+)}(t)$$
(15)
where $`\chi `$ denotes the characteristic function. The Laplace transform of this equation reads

$$_0^{\mathrm{}}\dot{x}(t)e^{\mu t}dt=\frac{E}{\mu }\underset{j=1}{\overset{N}{}}_{t_j^{}}^{t_j^+}e^{\mu t}\varphi _j^{}(x(t)r_j)dt$$
(16)
Substituting $`\varphi _j^{}(xr_j)`$ from (10) and using the definitions (11), (12) and

$$\alpha _j(\mu )=_a^ae^{\mu \vartheta _j(y)}dy$$
(17)
we obtain

$$_0^{\mathrm{}}\dot{x}(t)e^{\mu t}dt=\frac{E}{\mu }+\underset{j=1}{\overset{N}{}}e^{\mu t_j^{}}\left[\alpha _j\frac{E}{\mu }\left(1e^{\mu \tau _j}\right)\right]$$
(18)
or, with

$$C_j(\mu )=\mu \alpha _j(\mu )E(1e^{\mu \tau _j})$$
(19)
$$\mu _0^{\mathrm{}}\dot{x}(t)e^{\mu t}dt=E+\underset{j=1}{\overset{N}{}}e^{\mu t_j^{}}C_j(\mu )$$
(20)
Time average of the velocity will be obtained by sending first $`N`$ to infinity and then $`\mu `$ to zero in the last equation. Since the distance freely run over by the particle up to time $`t_j^{}`$ is $`r_jr_0a(j1)2a`$, we obtain

$$t_j^{}=\underset{k=1}{\overset{j1}{}}\tau _k+\frac{r_j}{E}\frac{(2j1)a+r_0}{E}$$
(21)
We can take $`r_j`$ random or not: if they are random the condition (3) must be fulfilled. Also $`\varphi _j`$ can be random or not: if they are random we suppose they are identically distributed and independent, and also independent of all $`r_i`$. By averaging (20) over disorder and noticing that $`e^{\mu t_j^{}}`$ is independent of $`C_j(\mu )`$, and $`C_j(\mu )`$ are identically distributed, we obtain

$$\mu _0^{\mathrm{}}\overline{\dot{x}(t)}e^{\mu t}dt=E+\overline{C(\mu )}\underset{j=1}{\overset{N}{}}\overline{e^{\mu t_j^{}}}E+B_N(\mu )$$
(22)
In what follows, we drop the subscript of averaged quantities whenever the average is independent of the subscript. By using (21) we can write

$$\overline{e^{\mu t_j^{}}}=e^{(\mu /E)[(2j1)a+r_0]}D(\mu )^{j1}\overline{e^{\mu r_j/E}}D(\mu )=\overline{e^{\mu \tau }}$$
(23)
The average factorizes and becomes a power because $`\tau _k`$ and hence $`e^{\mu \tau _k}`$ are independent and identically distributed.

A relevant quantity we are looking for is the time–autocorrelation function of the velocity. The average of the Laplace transform of this quantity can be inferred from equations (20) and (22) and reads

$`\mu \mu ^{}{\displaystyle _0^{\mathrm{}}}{\displaystyle _0^{\mathrm{}}}e^{\mu t\mu ^{}t^{}}[\overline{\dot{x}(t)\dot{x}(t^{})}\overline{\dot{x}(t)}\overline{\dot{x}(t^{})}]dtdt^{}`$ (24)
$`=`$ $`{\displaystyle \underset{j,j^{}=1}{\overset{N}{}}}\left[\overline{e^{\mu t_j^{}}e^{\mu ^{}t_j^{}^{}}C_j(\mu )C_j^{}(\mu ^{})}\overline{e^{\mu t_j^{}}}\overline{C(\mu )}\overline{e^{\mu ^{}t_j^{}^{}}}\overline{C(\mu ^{})}\right]`$ (25)
$`=`$ $`\overline{C(\mu )C(\mu ^{})}{\displaystyle \underset{j=1}{\overset{N}{}}}\overline{e^{(\mu +\mu ^{})t_j^{}}}+\mathrm{\Lambda }(\mu ,\mu ^{})+\mathrm{\Lambda }(\mu ^{},\mu )B_N(\mu )B_N(\mu ^{})`$ (26)
(27)
Here

$`\mathrm{\Lambda }(\mu ,\mu ^{})={\displaystyle \underset{1j<j^{}N}{}}\overline{e^{\mu t_j^{}\mu ^{}t_j^{}^{}}C_j(\mu )C_j^{}(\mu ^{})}`$ (28)
$`=`$ $`\overline{C(\mu ^{})}\overline{e^{\mu ^{}\tau }C(\mu )}{\displaystyle \underset{1j<j^{}N}{}}e^{(\mu /E)[(2j1)a+r_0]}e^{(\mu ^{}/E)[(2j^{}1)a+r_0]}`$ (30)
$`\overline{e^{(\mu r_j+\mu ^{}r_j^{})/E}}D(\mu +\mu ^{})^{j1}D(\mu ^{})^{j^{}j1}`$
## III Models

### A A gas of scatterers

In the first model we are going to consider the scatterers are uniformly distributed in the interval $`[L_0,L_1]`$, but respect the constraints (3). We introduce a new set of random variables $`\{x_j\}`$ through

$$r_j=L_0+(j1)\sigma +x_j$$
(31)
The joint probability density of $`x_1,\mathrm{},x_N`$ is chosen to be

$$p(x_1,\mathrm{},x_N)=\frac{N!}{L^N}\underset{j=0}{\overset{N}{}}\theta (x_{j+1}x_j)$$
(32)
where $`x_0=0`$ and $`x_{N+1}=L:=L_1L_0(N1)\sigma `$. Then $`p`$ is two-valued and nonzero if and only if $`0x_1x_2\mathrm{}x_NL`$.

To compute the average over $`x_1,\mathrm{},x_N`$ it is useful to introduce

$$\rho _j(x):=\overline{\delta (xx_j)}=\frac{N!}{L^N}\frac{x^{j1}}{(j1)!}\frac{(Lx)^{Nj}}{(Nj)!}$$
(33)
and, for $`j<j^{}`$

$$\rho _{jj^{}}(x,x^{}):=\overline{\delta (xx_j)\delta (x^{}x_j^{})}=\frac{N!}{L^N}\frac{x^{j1}}{(j1)!}\frac{(x^{}x)^{j^{}j1}}{(j^{}j1)!}\frac{(Lx^{})^{Nj^{}}}{(Nj^{})!}$$
(34)
First we calculate the mean asymptotic velocity. From (23) and (31) we obtain

$$\underset{j=1}{\overset{N}{}}\overline{e^{\mu t_j^{}}}=e^{\mu c/E}_0^Ldxe^{\mu x/E}\underset{j}{}\rho _j(x)e^{\beta (\mu )(j1)}$$
(35)
where $`c=L_0ar_0`$ and

$$e^{\beta (\mu )}e^{\frac{\mu }{E}(\sigma 2a)}D(\mu )$$
(36)
We can choose $`r_0=L_0a`$, and thus $`c=0`$, without restricting generality. Summation over $`j`$ can be performed by the use of the binomial formula. It yields

$$\underset{j=1}{\overset{N}{}}\overline{e^{\mu t_j^{}}}=\frac{N}{L}_0^Ldxe^{\frac{\mu }{E}x}[1\frac{x}{L}(1e^\beta )]^{N1}$$
(37)
We send $`N`$ and $`L_1L_0`$ to infinity so that the mean distance $`\mathrm{}`$ exists and $`\mathrm{}=lim(L_1L_0)/N>\sigma `$. This yields $`limN/L=(\mathrm{}\sigma )^1`$ and

$$\underset{j=1}{\overset{\mathrm{}}{}}\overline{e^{\mu t_j^{}}}=\left[\frac{\mu }{E}(\mathrm{}\sigma )+1e^{\beta (\mu )}\right]^1$$
(38)
With (22) and the notation

$$B(\mu )=limB_N(\mu )=\overline{C(\mu )}\left[\frac{\mu }{E}(\mathrm{}\sigma )+1e^{\beta (\mu )}\right]^1$$
(39)
we can write

$$\mu _0^{\mathrm{}}\overline{\dot{x}(t)}e^{\mu t}=E+B(\mu )$$
(40)
When $`\mu `$ goes to zero we asymptotically find

$`\overline{C(\mu )}=\mu [2aE\overline{\tau }]`$ (41)
$`\beta (\mu )=\mu [\overline{\tau }+(\sigma 2a)/E]`$ (42)
and the limit of (40) is therefore

$$\overline{\dot{x}(\mathrm{})}=\frac{E\mathrm{}}{\mathrm{}+E\overline{\tau }2a}$$
(43)
This is the time average of the velocity over an infinite run, that is,

$$\overline{\dot{x}(\mathrm{})}=\underset{T\mathrm{}}{lim}\frac{1}{T}_0^T\dot{x}(t)dt=\underset{T\mathrm{}}{lim}\frac{x(T)x(0)}{T}$$
(44)
Remarkably, this is different from the average of $`\dot{x}(x)`$ over an infinite distance,

$$\overline{v(x)}\underset{r\mathrm{}}{lim}\frac{1}{r}_{r_0}^{r_0+r}(EV^{}(x))dx=E$$
(45)
which is the same as in the absence of the random potential. The reason is that the work of each scatterer exerted on the particle is vanishing,

$$\varphi _j(r_j^++0)\varphi _j(r_j^{}0)=0.$$

Notice that the result (43) could have been obtained without any computation: $`\overline{\dot{x}(\mathrm{})}`$ is the average velocity over any interval of length $`\mathrm{}`$ containing (the support of) a single scatterer.

To compute the time–autocorrelation function of the velocity we need to evaluate $`\mathrm{\Lambda }(\mu ,\mu ^{})`$. We first rewrite it as

$`\mathrm{\Lambda }(\mu ,\mu ^{})=\overline{C(\mu ^{})}\overline{e^{\mu ^{}\tau }C(\mu )}{\displaystyle \underset{1j<j^{}N}{}}e^{\frac{\mu }{E}(\sigma 2a)(j1)}e^{\frac{\mu ^{}}{E}(\sigma 2a)(j^{}1)}`$ (46)
$`{\displaystyle _0^L}dx{\displaystyle _x^L}dx^{}\rho _{jj^{}}(x,x^{})e^{\frac{\mu }{E}x}e^{\frac{\mu ^{}}{E}x^{}}D(\mu +\mu ^{})^{j1}D(\mu ^{})^{j^{}j1}`$ (47)
With (36),

$`\mathrm{\Lambda }(\mu ,\mu ^{})=\overline{C(\mu ^{})}\overline{e^{\mu ^{}\tau }C(\mu )}e^{\frac{\mu ^{}}{E}(\sigma 2a)}{\displaystyle _0^L}dx{\displaystyle _x^L}dx^{}e^{\frac{\mu }{E}x}e^{\frac{\mu ^{}}{E}x^{}}`$ (48)
$`{\displaystyle \underset{1j<j^{}N}{}}\rho _{jj^{}}(x,x^{})e^{\beta (\mu +\mu ^{})(j1)}e^{\beta (\mu ^{})(j^{}j1)}`$ (49)
Inserting $`\rho _{jj^{}}`$ from (34) and using the trinomial formula

$$\underset{0lmM}{}\frac{M!}{l!(ml)!(Mm)!}a^lb^{ml}c^{Mm}=(a+b+c)^M$$
(50)
with $`l=j1`$, $`m=j^{}2`$, $`M=N2`$,

$$a=e^{\beta (\mu +\mu ^{})}x,b=e^{\beta (\mu ^{})}(x^{}x),c=Lx^{}$$

we get

$`\mathrm{\Lambda }(\mu ,\mu ^{})={\displaystyle \frac{N(N1)}{L^2}}\overline{C(\mu ^{})}\overline{e^{\mu ^{}\tau }C(\mu )}e^{\frac{\mu ^{}}{E}(\sigma 2a)}\times `$ (52)
$`{\displaystyle _0^L}dx{\displaystyle _x^L}dx^{}e^{\frac{\mu }{E}x}e^{\frac{\mu ^{}}{E}x^{}}\left\{1+{\displaystyle \frac{1}{L}}\left[e^{\beta (\mu +\mu ^{})}x+e^{\beta (\mu ^{})}(x^{}x)x^{}\right]\right\}^{N2}`$
In the limit of $`N`$ and $`L`$ going to infinity this yields

$`\mathrm{\Lambda }(\mu ,\mu ^{})=(\mathrm{}\sigma )^2\overline{C(\mu ^{})}\overline{e^{\mu ^{}\tau }C(\mu )}e^{\frac{\mu ^{}}{E}(\sigma 2a)}=`$ (54)
$`{\displaystyle _0^{\mathrm{}}}dx{\displaystyle _x^{\mathrm{}}}dx^{}e^{\frac{\mu }{E}x\frac{\mu ^{}}{E}x^{}}\mathrm{exp}\left\{{\displaystyle \frac{1}{\mathrm{}\sigma }}\left[e^{\beta (\mu +\mu ^{})}x+e^{\beta (\mu ^{})}(x^{}x)x^{}\right]\right\}`$
Performing the integral we finally arrive at

$`\mathrm{\Lambda }(\mu ,\mu ^{})`$ $`=`$ $`{\displaystyle \frac{\overline{C(\mu ^{})}\overline{e^{\mu ^{}\tau }C(\mu )}e^{\frac{\mu ^{}}{E}(\sigma 2a)}}{\left[\frac{\mu ^{}}{E}(\mathrm{}\sigma )+1e^{\beta (\mu ^{})}\right]\left[\frac{\mu +\mu ^{}}{E}(\mathrm{}\sigma )+1e^{\beta (\mu +\mu ^{})}\right]}}`$ (55)
$`=`$ $`e^{\frac{\mu ^{}}{E}(\sigma 2a)}\left[\overline{e^{\mu ^{}\tau }C(\mu )}/\overline{C(\mu +\mu ^{})}\right]B(\mu ^{})B(\mu +\mu ^{})`$ (56)
For two random processes $`f(t)`$ and $`g(t)`$ we introduce the notation

$$K_{f|g}(\mu ,\mu ^{})=_0^{\mathrm{}}_0^{\mathrm{}}dtdt^{}e^{\mu t\mu ^{}t^{}}[\overline{f(t)g(t^{})}\overline{f(t)}\overline{g(t^{})}]$$
(57)
provided the double integral exists. From equation (24) and the subsequent computation we find in the limit of $`N`$ going to infinity

$`K_{\dot{x}|\dot{x}}(\mu ,\mu ^{})`$ $`=`$ $`{\displaystyle \frac{B(\mu +\mu ^{})}{\mu \mu ^{}\overline{C(\mu +\mu ^{})}^{}}}[\overline{C(\mu )C(\mu ^{})}+e^{\frac{\mu ^{}}{E}(\sigma 2a)}\overline{e^{\mu ^{}\tau }C(\mu )}B(\mu ^{})`$ (58)
$`+`$ $`e^{\frac{\mu }{E}(\sigma 2a)}\overline{e^{\mu \tau }C(\mu ^{})}B(\mu )]{\displaystyle \frac{B(\mu )B(\mu ^{})}{\mu \mu ^{}}}`$ (59)
Set now $`\mu =ϵ/2+i\omega `$ and $`\mu ^{}=\mu ^{}`$. The velocity power spectrum is

$`S_{\dot{x}|\dot{x}}(\omega )=\underset{ϵ0}{lim}ϵK_{\dot{x}|\dot{x}}(\mu ,\mu ^{})=\underset{ϵ0}{lim}ϵ\overline{\left|{\displaystyle _0^{\mathrm{}}}e^{\mu t}[\dot{x}(t)\overline{\dot{x}(t)}]dt\right|^2}`$ (60)
$`=`$ $`\left(\underset{ϵ0}{lim}{\displaystyle \frac{ϵB(ϵ)}{\overline{C(ϵ)}}}\right){\displaystyle \frac{1}{\omega ^2}}\left\{\overline{|C(i\omega )|^2}+2\mathrm{R}\mathrm{e}\left[e^{\frac{i\omega }{E}(\sigma 2a)}B(i\omega )\overline{e^{i\omega \tau }C(i\omega )}\right]\right\}`$ (61)
$`=`$ $`{\displaystyle \frac{E}{\mathrm{}\overline{A}}}{\displaystyle \frac{1}{\omega ^2}}\left\{\overline{|C(i\omega )|^2}+2\mathrm{R}\mathrm{e}\left[{\displaystyle \frac{\overline{C(i\omega )}\overline{e^{i\frac{\omega }{E}(\sigma A)}C(i\omega )}}{1\overline{e^{i\frac{\omega }{E}(\sigma A)}}i\frac{\omega }{E}(\mathrm{}\sigma )}}\right]\right\}`$ (62)
where

$$A=2aE\tau $$
(63)
We recall that $`C(\mu )`$ was defined through equations (19), (17) and (11), and in the last line of (60) the bar stands for averaging over the remaining (single-scatterer) randomness. Equation (60) is the main result of our paper. For $`\omega `$ real, $`S_{\dot{x}|\dot{x}}(\omega )`$ is a real, even and nonnegative function. If $`E>E_c=sup_{j,x}\varphi _j^{}(x)`$, the passage times $`\tau _j`$ are distributed on a bounded support, the velocity correlations decay exponentially and $`S_{\dot{x}|\dot{x}}(\omega )`$ is also analytic at $`\omega =0`$. In this case the asymptotic displacement of the particle is a drift with a superimposed normal diffusion. Indeed, the diffusion constant $`D`$ is given by

$`2D=\underset{ϵ0}{lim}ϵ^2{\displaystyle _0^{\mathrm{}}}e^{ϵt}\overline{[x(t)\overline{x(t)}]^2}dt`$ (64)
$`=`$ $`\underset{ϵ0}{lim}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{ϵK_{\dot{x}|\dot{x}}(\frac{ϵ}{2}(1+iy),\frac{ϵ}{2}(1iy))}{1+y^2}}{\displaystyle \frac{\mathrm{d}y}{\pi }}=S_{\dot{x}|\dot{x}}(0)`$ (65)
Notice that $`ϵK_{\dot{x}|\dot{x}}`$ in the integrand has a uniform upper bound. By using equations (22), (23), (36), (38) and (41), a somewhat tedious computation yields

$$2D=S_{\dot{x}|\dot{x}}(0)=\frac{E}{(\mathrm{}\overline{A})^3}\left[\mathrm{}^2(\overline{A^2}\overline{A}^2)+(\mathrm{}\sigma )^2\overline{A}^2\right]$$
(66)
Thus, $`D`$ depends on the randomness through the averages $`\mathrm{}`$, $`\overline{\tau }`$ and $`\overline{\tau ^2}`$. We conclude that in our example of a deterministic dynamics, with a uniformly distributed set of quenched random scatterers, there is normal diffusion. If $`E=sup_{j,x}\varphi _j^{}(x)`$, we can loose normal diffusion. We will discuss this phenomenon later on.

### B A crystal of scatterers

Here we choose $`r_j=L_0+(j1)\sigma `$, that is, the scatterers are placed equidistantly. Because now $`r_{j+1}r_j\sigma `$, in the limit when $`N`$ goes to infinity we also obtain $`\mathrm{}=\sigma `$. This can directly be substituted in (43), (60) and (66) to obtain

$$\overline{\dot{x}(\mathrm{})}=\frac{E\sigma }{\sigma +E\overline{\tau }2a}$$
(67)
$$S_{\dot{x}|\dot{x}}(\omega )=\frac{E}{\sigma \overline{A}}\frac{1}{\omega ^2}\left\{\overline{|C(i\omega )|^2}+2\mathrm{R}\mathrm{e}\left[\frac{\overline{C(i\omega )}\overline{e^{i\frac{\omega }{E}(\sigma A)}C(i\omega )}}{1\overline{e^{i\frac{\omega }{E}(\sigma A)}}}\right]\right\}$$
(68)
and

$$S_{\dot{x}|\dot{x}}(0)=E\sigma ^2\frac{\overline{A^2}\overline{A}^2}{(\sigma \overline{A})^3}$$
(69)
We note that substitution of $`\mathrm{}=\sigma `$ in equations (58) and (60) eliminates, at least asymptotically, the randomness of $`r_j`$ (still admitting $`x_N=o(L)`$). If we also drop averaging over the potentials $`\varphi _j`$, all randomness is lifted, and by the general definition (57), $`K_{\dot{x}|\dot{x}}`$ and $`S_{\dot{x}|\dot{x}}`$ must identically vanish. It can be easily verified that formulae (58) and (60) or (68), and also (66), indeed show this property.

## IV From conduction to localization

When $`E`$ varies continuously and passes the value $`E_c=sup_{j,x}\varphi _j^{}(x)`$, it switches between a conducting state for $`E>E_c`$ and an isolating, or localizing, state for $`E<E_c`$. At $`E=E_c`$ there may be localization, if $`\overline{\tau }=\mathrm{}`$ (see equation (43) ) , and there may also be conduction if $`\overline{\tau }`$ remains finite. In both cases there may still occur a large variety of different situations, characterized by different critical exponents and normal or anomalous diffusion. The transition between conduction and localization bears a resemblence with phase transitions. For instance, $`E`$ can be considered as the analog of the temperature $`T`$, the region $`E>E_c`$ that of $`T<T_c`$, and $`\overline{\dot{x}(\mathrm{})}`$ may correspond, e.g., to the spontaneous magnetization and the diffusion constant to the static zero-field magnetic susceptibility. We may have first and second-order transitions and varying exponents depending on the form of probability distribution of the passage time $`\tau `$.

Let us discuss a simple example which illustrates the different possibilities. We consider

$$\varphi _j(x)=f_j\times (|x|a),|x|a$$
(70)
so that $`\varphi _j^{}(x)=\pm f_j`$. Then

$$\tau _j=a\left(\frac{1}{Ef_j}+\frac{1}{E+f_j}\right)$$
(71)
Suppose that the common probability density of the random forces $`f_j`$ has a bounded support $`[b,c]`$, where $`c>0`$ and $`|b|<c`$. Boundedness is needed to have a transition, and with the above choice $`E_c=c`$. Let us consider on this support a one-parameter family of probability densities

$$p_\gamma (u)=\frac{(\gamma +1)(cu)^\gamma }{(cb)^{\gamma +1}}$$
(72)
with $`\gamma >1`$. For $`E>c`$,

$$\overline{\tau ^n}=\frac{(\gamma +1)a^n}{(cb)^{\gamma +1}}_0^{cb}v^\gamma \left[\frac{1}{E+cv}+\frac{1}{v+\epsilon }\right]^ndv$$
(73)
where we have introduced the short-hand notation $`\epsilon =Ec`$. As $`\epsilon `$ goes to zero, asymptotically

$`\overline{\tau ^n}`$ $`=`$ $`{\displaystyle \frac{(\gamma +1)a^n}{(cb)^{\gamma +1}}}{\displaystyle _0^{cb}}v^\gamma [{\displaystyle \frac{1}{2cv}}+{\displaystyle \frac{1}{v}}]^n\mathrm{d}v+o(1),n<\gamma +1`$ (74)
$`=`$ $`{\displaystyle \frac{(\gamma +1)a^{\gamma +1}}{(cb)^{\gamma +1}}}\mathrm{ln}{\displaystyle \frac{cb}{\epsilon }}+O(1),n=\gamma +1`$ (75)
$`=`$ $`{\displaystyle \frac{(\gamma +1)a^n}{(cb)^{\gamma +1}}}{\displaystyle \frac{\epsilon ^{n+\gamma +1}}{n\gamma 1}}+O(\epsilon ^{n+\gamma +2}),n>\gamma +1`$ (76)
In particular,

$`\overline{\tau }`$ $`=`$ $`{\displaystyle \frac{(\gamma +1)a}{(cb)^{\gamma +1}}}{\displaystyle _0^{cb}}v^\gamma [{\displaystyle \frac{1}{2cv}}+{\displaystyle \frac{1}{v}}]\mathrm{d}v+o(1),\gamma >0`$ (77)
$`=`$ $`{\displaystyle \frac{a}{cb}}\mathrm{ln}{\displaystyle \frac{cb}{\epsilon }}+O(1),\gamma =0`$ (78)
$`=`$ $`{\displaystyle \frac{(1|\gamma |)a}{|\gamma |(cb)^{1|\gamma |}}}\epsilon ^{|\gamma |}+O(\epsilon ^{1|\gamma |}),\gamma <0`$ (79)
and

$`\overline{\tau ^2}`$ $`=`$ $`{\displaystyle \frac{(\gamma +1)a^2}{(cb)^{\gamma +1}}}{\displaystyle _0^{cb}}v^\gamma [{\displaystyle \frac{1}{2cv}}+{\displaystyle \frac{1}{v}}]^2\mathrm{d}v+o(1),\gamma >1`$ (80)
$`=`$ $`{\displaystyle \frac{(2a^2}{(cb)^2}}\mathrm{ln}{\displaystyle \frac{cb}{\epsilon }}+O(1),\gamma =1`$ (81)
$`=`$ $`{\displaystyle \frac{(\gamma +1)a^2}{(cb)^{\gamma +1}}}{\displaystyle \frac{\epsilon ^{1+\gamma }}{1\gamma }}+O(\epsilon ^\gamma ),\gamma <1`$ (82)
If we are interested in quantities depending on the random potentials only via $`\mathrm{}`$, $`\overline{\tau }`$ and $`\overline{\tau ^2}`$, as $`\overline{\dot{x}(\mathrm{})}`$ and $`S_{\dot{x}|\dot{x}}(0)`$, we can distinguish the following cases.

1. $`\gamma >1`$. In this case $`\overline{\tau }`$ and $`\overline{\tau ^2}`$ have a finite limit as $`EE_c`$. As a consequence, $`\overline{\dot{x}(\mathrm{})}`$ is positive and $`S_{\dot{x}|\dot{x}}(0)`$ is finite at $`E=E_c`$ and their value is given respectively by (43) and (66): there is conduction with normal diffusion. So when $`E`$ increases and goes through $`E_c`$, both $`\overline{\dot{x}(\mathrm{})}`$ and $`S_{\dot{x}|\dot{x}}(0)`$ change discontinuously from 0 to a positive value and then vary continuously. This is analogous with a first order phase transition.

2. $`0<\gamma 1`$. From the point of view of $`\overline{\dot{x}(\mathrm{})}`$ the transition is still of first order, but the divergence of $`D`$,

$$D\frac{E^3\mathrm{}^2\overline{\tau ^2}}{2(\mathrm{}\overline{A})^3}$$
(83)
with the diverging $`\overline{\tau ^2}`$ when $`EE_c`$ resembles the divergence of the susceptibility at $`T_c`$ in second order magnetic phase transitions. Thus, in this case we have conduction accompanied with an anomalous diffusion.

3. $`1<\gamma 0`$. Both $`\overline{\tau }`$ and $`\overline{\tau ^2}`$ diverge when $`EE_c`$, so $`\overline{\dot{x}(\mathrm{})}`$ tends to zero and

$$D\frac{\mathrm{}^2\overline{\tau ^2}}{2\overline{\tau }^3}\epsilon ^{12\gamma }$$
(84)
with an additional factor $`|\mathrm{ln}\epsilon |^3`$ if $`\gamma =0`$. So $`D`$ diverges if $`\gamma >1/2`$, tends to zero if $`1<\gamma <1/2`$ and to a finite nonzero limit if $`\gamma =1/2`$.

Let us emphasise that the probability density $`p_\gamma `$ is purely continuous and, thus, the probability that $`f_j=E_c`$ for a given $`j`$ is zero. The probability that $`f_j=E_c`$ for any $`j`$ is still zero. So with probability 1 the particle will never be stopped, and $`\overline{\dot{x}(\mathrm{})}=0`$ means only that, with probability 1, $`x(t)=o(t)`$, i.e. $`x(t)`$ increases slower than $`t`$ . It is in this way that we can understand the different possibilities of diffusion in the third case.

## V Scaling at criticality

When $`E>E_c`$, $`S_{\dot{x}|\dot{x}}(\omega )`$ is a meromorphic function of $`\omega `$ with no pole in a neighborhood of the origin. Analyticity at $`\omega =0`$ will be lost as $`E`$ attains its critical value $`E_c`$. In this section we derive a scaling law describing the behaviour of $`S_{\dot{x}|\dot{x}}(\omega ;E)`$ when $`\omega 0`$ and $`EE_c`$ simultaneously in such way that $`z=\epsilon /\omega (EE_c)/\omega `$ is kept fixed. More specifically, we expect that in this limit

$$S_{\dot{x}|\dot{x}}(\omega ;E)\frac{r(z)}{\omega }$$
(85)
Below we prove the above form and find the scaling function $`r(z)`$. The model that we use for explicit computations is the same as in section 4, given by (70) and (72), although the conclusions certainly hold more generally. First we would like to give an argument why one can expect the asymptotic form (85). If $`\epsilon >0`$, the correlation function

$$\xi (t,t^{})=\overline{\dot{x}(t)\dot{x}(t^{})}\overline{\dot{x}(t)}\overline{\dot{x}(t^{})}$$
(86)
decays exponentially with $`|tt^{}|`$, and the correlation time can be approximated with $`\tau _m=2aE/\epsilon (E+E_c)`$, the maximum passage time through a scatterer (see equation (71) ) . This allows one to write down at least two different, qualitatively reasonable, approximations to $`\xi (t,t^{})`$, namely

$$\xi _1(t,t^{})=\xi _0\mathrm{\Theta }(\tau _m|tt^{}|)\text{and}\xi _2(t,t^{})=\xi _0e^{|tt^{}|/\tau _m}$$
(87)
with $`\mathrm{\Theta }(y)`$ being the Heaviside function. Both lead to a form like (85). From $`\xi _1`$ we obtain

$$S_{\dot{x}|\dot{x}}^{(1)}(\omega ;E)\frac{2\xi _0}{\omega }\mathrm{sin}\omega \tau _m\frac{2\xi _0}{\omega }\mathrm{sin}\frac{a}{z}$$
(88)
while $`\xi _2`$ yields

$$S_{\dot{x}|\dot{x}}^{(2)}(\omega ;E)\frac{2\xi _0\tau _m^1}{\tau _m^2+\omega ^2}\frac{2\xi _0}{\omega }\frac{a/z}{1+(a/z)^2}$$
(89)
In deriving $`r(z)`$ we will consider only negative values of $`\gamma `$, so that $`0<\alpha \gamma <1`$, choose $`b=0`$ for the sake of simplicity and use the notation

$$P(y)=p_\gamma (E_cy)=py^\alpha $$
(90)
cf. equation (72). We note that only

$$\underset{y}{sup}y^\alpha P(y)<\mathrm{}\text{and}\underset{y0}{lim}y^\alpha P(y)=p,$$
(91)
where $`p`$ is defined by the normalization, will be used below, so instead of (90) we can take any $`P(y)`$ with the properties (91). Notice that $`_0^{E_c}dy\frac{P(y)}{y}=\mathrm{}`$. Accordingly, we obtain

$$\overline{e^{i\omega \tau }}=_0^{E_c}dyP(y)\mathrm{exp}\left[i\omega a\left(\frac{1}{\epsilon +y}+\frac{1}{\epsilon +2E_cy}\right)\right]$$
(92)
and

$$\underset{\omega 0}{lim}\frac{(\overline{e^{i\omega \tau }}1)}{\omega ^{1\alpha }}=p_0^{\mathrm{}}dss^\alpha \left[\mathrm{exp}\left(i\frac{a}{s+z}\right)1\right]:=g(z)$$
(93)
Furthermore, from the third line of (77) we have

$$\overline{\tau }=\tau _0\epsilon ^\alpha +O(\epsilon ^{1\alpha })$$
(94)
as $`\epsilon 0`$. In order to compute the current spectrum other terms have to be computed, like

$$1e^{\beta (i\omega )}=1\overline{e^{i\frac{\omega }{E}(\sigma A)}}\omega ^{1\alpha }\overline{g(z)}$$
(95)
Next, we need the average of

$$C(\mu )=\mu _a^adye^{\mu \vartheta (y)}E(1e^{\mu \tau })$$
(96)
For the potential (70)

$$\vartheta (y)=_a^y\frac{\mathrm{d}s}{Ef}=\mathrm{\Theta }(y)\frac{(a+y)}{E+f}+\mathrm{\Theta }(y)\frac{a}{E+f}+\frac{y}{Ef}$$
(97)
Inserting (97) in (96),

$$C(\mu )=f\left[12\mathrm{exp}\left(\frac{\mu a}{E+f}\right)+\mathrm{exp}\left(\mu a\left(\frac{1}{E+f}+\frac{1}{Ef}\right)\right)\right]$$
(98)
so that

$`\overline{C(\mu )}`$ $`=`$ $`{\displaystyle _0^{E_c}}\mathrm{d}yP(y)(E_cy)[12\mathrm{exp}({\displaystyle \frac{\mu a}{\epsilon +2E_cy}})`$ (99)
$`+`$ $`\mathrm{exp}({\displaystyle \frac{\mu a}{\epsilon +y}}{\displaystyle \frac{\mu a}{\epsilon +2E_cy}})]`$ (100)
and

$`\overline{e^{\mu \tau }C(\mu )}`$ $`=`$ $`{\displaystyle _0^{E_c}}\mathrm{d}yP(y)(E_cy)[\mathrm{exp}({\displaystyle \frac{\mu a}{\epsilon +y}}+{\displaystyle \frac{\mu a}{\epsilon +2E_cy}})`$ (102)
$`2\mathrm{exp}\left({\displaystyle \frac{\mu a}{\epsilon y}}\right)+1]`$
Accordingly, in the limit of vanishing $`\omega `$

$$\omega ^{\alpha 1}\overline{C(i\omega )}pE_c_0^{\mathrm{}}dss^\alpha \left[\mathrm{exp}\left(i\frac{a}{s+z}\right)1\right]=E_cg^{}(z)$$
(103)
and

$$\omega ^{\alpha 1}\overline{e^{i\omega \tau }C(i\omega )}pE_c_0^{\mathrm{}}dss^\alpha \left[\mathrm{exp}\left(i\frac{a}{s+z}\right)1\right]=E_cg(z)$$
(104)
Moreover, one has (taking $`\mathrm{}=\sigma `$ for simplicity)

$`B(i\omega )`$ $`=`$ $`{\displaystyle \frac{\overline{C(i\omega )}}{1\mathrm{exp}(\beta (i\omega ))}}`$ (105)
$`=`$ $`\left[{\displaystyle \frac{\omega ^{\alpha 1}\overline{C(i\omega )}}{\omega ^{\alpha 1}(1\mathrm{exp}(\beta (i\omega ))}}\right]^{}\left[{\displaystyle \frac{E_cg^{}(z)}{g^{}(z)}}\right]^{}=E_c`$ (106)
Similar expressions have to be obtained for

$`\overline{|C(i\omega )|^2}`$ $`=`$ $`{\displaystyle _0^{E_c}}dyP(y)(E_cy)^2|12\mathrm{exp}\left(i{\displaystyle \frac{\omega a}{\epsilon +2E_cy}}\right)`$ (107)
$`+`$ $`\mathrm{exp}(i{\displaystyle \frac{\omega a}{\epsilon +y}}i{\displaystyle \frac{\omega a}{\epsilon +2E_cy}})\left)\right|^2`$ (108)
so that

$$\omega ^{\alpha 1}\overline{|C(i\omega )|^2}pE_c^2_0^{\mathrm{}}dss^\alpha \left|\mathrm{exp}\left(i\frac{a}{s+z}\right)1\right|^2=E_c^2u(z)$$
(109)
By substituting into eq. (60) we finally obtain

$`S_{\dot{x}|\dot{x}}(\omega )=`$ (111)
$`{\displaystyle \frac{\epsilon +E_c}{\omega ^2[\mathrm{}2a+(\epsilon +E_c)\overline{\tau }]}}\left\{\overline{|C(i\omega )|^2}+2\mathrm{R}\mathrm{e}\left[e^{i\omega \delta }B(i\omega )\overline{e^{i\omega \tau }C(i\omega )}\right]\right\}`$
$``$ $`{\displaystyle \frac{\epsilon +E_c}{\omega ^2\omega ^{\alpha 1}[\mathrm{}2a+(\epsilon +E_c)\tau _0\epsilon ^\alpha ]}}E_c^2\left[u(z)2\mathrm{R}\mathrm{e}g(z)\right]`$ (112)
Accordingly, in the limit of small $`\epsilon `$ one obtains

$`\omega ^{\alpha +1}\epsilon ^\alpha S_{\dot{x}|\dot{x}}(\omega )`$ $``$ $`{\displaystyle \frac{E_c^2}{\tau _0}}\left[u(z)2\mathrm{R}\mathrm{e}g(z)\right]`$ (113)
$`=`$ $`{\displaystyle \frac{E_c^2}{\tau _0}}p{\displaystyle _0^{\mathrm{}}}dtt^\alpha \left[\left|1e^{i\frac{a}{t+z}}\right|^22\mathrm{R}\mathrm{e}\left(e^{i\frac{a}{t+z}}1\right)\right]`$ (114)
$`=`$ $`{\displaystyle \frac{4E_c^2}{\tau _0}}p{\displaystyle _0^{\mathrm{}}}dtt^\alpha \left[1\mathrm{cos}\left({\displaystyle \frac{a}{t+z}}\right)\right]`$ (115)
Finally,

$$\underset{\omega 0}{lim}\omega S_{\dot{x}|\dot{x}}(\omega ;E_c+\omega z)=\frac{4E_c^2z^\alpha _0^{\mathrm{}}dtt^\alpha \left[1\mathrm{cos}\left(\frac{a}{t+z}\right)\right]}{a_0^{\mathrm{}}dtt^\alpha (1+t)^1}r(z)$$
(116)
It is worth pointing out the relevance of this result: a $`\omega ^1`$ component emerges naturally at criticality in the spectral properties of a purely mechanical disordered model, that can be viewed as the classical counterpart of the Anderson’s model for localization.

Acknowledgments

The authors thank the hospitality of EPF Lausanne (R. L. and A. S.) and of RISSPO Budapest (H. K. and R. L.) where this work was done. Partial support from the Hungarian Scientific Research Fund grant T 30543 and the Center of Excellence ICA1-CT-2000-70029 is gratefully acknowledged.


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# On Kelvin-Helmholtz instability in superfluids

## Abstract

The Kelvin-Helmholtz instability in superfluids is discussed, based on the first experimental observation of such instability at the interface between superfluid 3He-A and superfluid 3He-B (R. Blaauwgeers, V. B. Eltsov, G. Eska et al., cond-mat/0111343) . We discuss why the Kelvin-Helmholtz criterion, the Landau critical velocity for nucleation of ripplons, and the free energy consideration all give different values for the instability treshold.

PACS: 47.20.Ma, 67.57.Np, 68.05.$``$n

1. Classical Kelvin-Helmholtz (KH) instability. KH instability belongs to a broad class of interfacial instabilities in liquids, gases, plasma, etc. . It refers to the dynamic instability of the interface of the discontinuous flow, and may be defined as the instability of the vortex sheet. Many natural phenomena have been attributed to this instability. Most familiar of them are generation by wind of waves in the water, whose Helmholtz instability  was first analyzed by Kelvin , and flapping of sails and flags analyzed by Rayleigh  (see recent experiments in ).

Many of the leading ideas in the theory of instability were originally inspired by considerations about inviscid flows. The corrugation instability of the interface between two ideal liquids sliding with along each other was first investigated by Lord Kelvin . The critical relative velocity $`|v_1v_2|`$ for the onset of corrugation instability is given by

$$\frac{1}{2}\frac{\rho _1\rho _2}{\rho _1+\rho _2}(v_1v_2)^2=\sqrt{\sigma F}.$$
(1)
Here $`\sigma `$ is surface tension of the interface between two liquids; $`\rho _1`$ and $`\rho _2`$ are their mass densities; and $`F`$ is related to the external field stabilizing the position of the interface: typically it is the gravitational field

$$F=g(\rho _1\rho _2).$$
(2)
The surface mode (ripplon) which is excited first has the wave vector

$$k_0=\sqrt{F/\sigma },$$
(3)
and frequency

$$\omega _0=k_0\frac{\rho _1v_1+\rho _2v_2}{\rho _1+\rho _2}.$$
(4)
The excited ripplon propagates along the interface with the phase and group velocity: $`v_{\mathrm{ripplon}}=(\rho _1v_1+\rho _2v_2)/(\rho _1+\rho _2)`$.

However, among the ordinary liquids one cannot find an ideal one. That is why in ordinary liquids and gases it is not easy to correlate theory with experiment. In particular, this is because one cannot properly prepare the initial state – the planar vortex sheet is never in equilibrium in a viscous fluid: it is not the solution of the hydrodynamic equations if viscosity is finite. That is why it is not so apparent whether one can properly discuss its ‘instability’.

Superfluids are the only proper ideal objects where these ideas can be implemented without reservations, and where the criterion of instability does not contain viscosity. Recently the first experiment has been performed in superfluids, where the nondissipative initial state was well determined, and the well defined treshold has been reported . The initial state is the nondissipative vortex sheet separating two sliding superfluids. One of the superfluids (3He-A) performs the solid-body like rotation together with the vessel, while in the other one (3He-B) the superfluid component is in the so-called Landau state, i.e. it is vortex-free and thus is stationary in the inertial frame. The threshold of the Kelvin-Helmholtz type instability has been marked by formation of vortices in the vortex-free stationary superfluid: this initially stationary superfluid starts to spin-up by the neighboring rotating superfluid.

2. KH instability in superfluids at low $`T`$. The extension of the consideration of classical KH instability to superfluids adds some new physics. First of all, it is now the two- fluid hydrodynamics with superfluid and normal components which must be incorporated. Let us first consider the limit case of low $`T`$, where the fraction of the normal component is negligibly small, and thus the complication of the two-fluid hydrodynamics is avoided. In this case one may guess that the classical result (1) obtained for the ideal inviscid liquids is applicable for superfluids too, and the only difference is that the role of the gravity is played by the applied gradient of magnetic field $`H`$, which stabilizes the position of the interface between 3He-A and 3He-B in the experiment :

$$F=(1/2)(\chi _A(T)\chi _B(T))(H^2).$$
(5)
Here $`\chi _A`$ and $`\chi _B`$ are temperature dependent magnetic susceptibilities of the A and B phases.

However, this is not the whole story. The instability will start earlier, if one takes into account that there is a preferred reference frame. It can be the frame of container, the frame of the crystal in superconductors, or even the frame where the inhomogeneity of magnetic field $`H`$ is stationary. The energy of the excitations of the surface, ripplons, can become negative in this reference frame, and the surface modes will be excited, before the onset of the classical KH instability.

Let us consider this phenomenon. We repeat the same derivation as in case of classical KH instability, assuming the same boundary conditions, but with one important modification: in the process of the dynamics of the interface one must add the friction force arising when the interface is moving with respect to the container wall. In the frame of the container, which coincides with the frame of the stable position of the interface, the friction force between the interface and container is

$$F_{friction}=\mathrm{\Gamma }_t\zeta ,$$
(6)
where $`\zeta (x,t)`$ is perturbation of the position of the interface:

$$z=z_0+\zeta (x,t),\zeta (x,t)=a\mathrm{sin}(kx\omega t).$$
(7)
We assume that the velocities $`v_1`$ and $`v_2`$ are both along the axis $`x`$; the container walls are parallel to the $`(x,z)`$-plane; and the interface is parallel to the $`(x,y)`$-plane.

The friction force in Eq.(6) violates the Galilean invariance in $`x`$-direction, which reflects the existence of the preferred reference frame – the frame of container. This symmetry breaking is the main reason of the essential modification of the KH instability. The parameter $`\mathrm{\Gamma }`$ in the friction force has been calculated for the case when the interaction between the interface and container is transferred by the normal component of the liquid due to Andreev scattering of ballistic quasiparticles by the interface . The friction modifies the classical spectrum of surface modes:

$$\rho _1\left(\frac{\omega }{k}v_1\right)^2+\rho _2\left(\frac{\omega }{k}v_2\right)^2=\frac{F+k^2\sigma }{k}i\mathrm{\Gamma }\frac{\omega }{k},$$
(8)
or

$`{\displaystyle \frac{\omega }{k}}={\displaystyle \frac{\rho _1v_1+\rho _2v_2}{\rho _1+\rho _2}}\pm `$
$`\pm {\displaystyle \frac{1}{\sqrt{\rho _1+\rho _2}}}\sqrt{{\displaystyle \frac{F+k^2\sigma }{k}}i\mathrm{\Gamma }{\displaystyle \frac{\omega }{k}}{\displaystyle \frac{\rho _1\rho _2}{\rho _1+\rho _2}}(v_1v_2)^2},`$ (9)
where $`v_1`$ and $`v_2`$ are the velocities of superfluid components of the liquids with respect to the container walls.

For $`\mathrm{\Gamma }=0`$ the spectrum of ripplons acquires the imaginary part, $`\mathrm{Im}\omega (k)0`$, at the classical treshold value in Eqs.(1) and (3). However, the frame-fixing parameter $`\mathrm{\Gamma }`$ leads to essentially different result: The imaginary part of frequency becomes positive $`\mathrm{Im}\omega (k)>0`$ first for ripplons with the same value of the wave vector, as in Eq.(3), but the ripplon frequency is now $`\omega =0`$ and its group velocity is $`v_{group}=d\omega /dk=0`$. The critical ripplon is stationary in the reference frame of the container, as a result the onset of instability is given by

$$\frac{1}{2}\rho _1v_1^2+\frac{1}{2}\rho _2v_2^2=\sqrt{\sigma F}.$$
(10)
This criterion does not depend on relative velocities of superfluids, but is determined by velocities of each of the two superfluids with respect to the container (or to the remnant normal component). Thus the instability can occur even if two liquids have equal densities, $`\rho _1=\rho _2`$, and move with the same velocity, $`v_1=v_2`$. This situation is very similar to the phenomenon of flapping flag in wind, discussed by Rayleigh in terms of the KH instability – the instability of the passive deformable membrane between two distinct parallel streams having the same density and the same velocity (see latest experiments in Ref. ). In our case the role of the flag is played by the interface, while the role of the flagpole which pins the flag (and thus breaks the Galilean invariance) is played by the container wall.

Note that in the limit of the vanishing pinning parameter $`\mathrm{\Gamma }0`$ the Eq.(10) does not coincide with the classical equation (1) obtained when there is no pinning, i.e. when $`\mathrm{\Gamma }`$ is exactly zero. Such difference between the limit and exact cases is known in many area of physics. In classical hydrodynamics the normal mode of inviscid theory may not be the limit of a normal mode of viscous theory . Below we discuss this difference for the case of KH instability in superfluids.

3. KH instability and modified Landau criterion. Let us first compare both results, with no pinning ($`\mathrm{\Gamma }=0`$) and for vanishing pinning ($`\mathrm{\Gamma }0`$), with the Landau criterion. According to Landau, a quasiparticle is created by the moving superfluid if its velocity with respect to the container wall (or with respect to the body moving in superfluid) exceeds

$$v_{\mathrm{Landau}}=\mathrm{min}\frac{E(p)}{p}.$$
(11)
Let us recall that the energy $`E(p)`$ here is the quasiparticle energy in the reference frame moving with the superfluid vacuum. In our case there are two superfluids moving with different velocities. That is why there is no unique superfluid comoving frame, where $`E(p)`$ can be uniquely determined. Such frame appears only in particular cases, when either $`v_1=v_2`$, or if instead of the interface one considers the free surface of a single liquid (i.e. if $`\rho _2=0`$). In these particular cases the Landau criterion in the form of Eq.(11) must work. The energy spectrum of the ripplons on the interface between two stationary fluids (or on the surface of the single liquid) is given by Eq.(9) with $`v_1=v_2=\mathrm{\Gamma }=0`$:

$$\frac{\omega ^2(k)}{k^2}=\frac{1}{\rho _1+\rho _2}\frac{F+k^2\sigma }{k}.$$
(12)
This gives the following Landau critical velocity:

$$v_{\mathrm{Landau}}^2=\mathrm{min}\frac{\omega ^2(k)}{k^2}=\frac{2}{\rho _1+\rho _2}\sqrt{F\sigma }.$$
(13)
This coincides with the Eq.(10) if $`v_1=v_2`$, or if $`\rho _2=0`$. But this does not coincide with the classical KH result: the latter is obtained at $`\mathrm{\Gamma }=0`$ when the interaction with the reference frame of the container is lost, and thus the Landau criterion is not applicable.

In the general case, when neither of the two conditions ($`v_1=v_2`$, or $`\rho _2=0`$) fulfils, the Landau criterion must be reformulated: the instability occurs, when the frequency of the surface mode in the frame of the container crosses zero for the first time: $`\omega (k;v_1,v_2)=0`$. Inspection of Eq.(9) with $`\mathrm{\Gamma }=0`$ shows that for $`k=k_0`$ the spectrum with negative square root touches zero just when the treshold (10) is reached. Thus the Landau criterion in its general formulation coincides with the criterion of instability obtained for the case of nonzero friction force. As distinct from the Landau criterion in the form of (11) valid for a single superfluid velocity, where it is enough to know the ripplon spectrum in the frame where the superfluid ($`s`$) is (are) at rest, in the general case one must calculate the ripplon spectrum $`\omega (k;v_1,v_2)`$ for the relatively moving superfluids.

4. Matching zero-pinning and vanishing-pinning regimes. The difference in the result for onset of KH instability in the two regimes – with $`\mathrm{\Gamma }=0`$ and with $`\mathrm{\Gamma }0`$ – disappears only in the case when two superfluids move in such a way that in the reference frame of container the combination $`\rho _1v_1+\rho _2v_2=0`$. In this arrangement, according to Eq.(4), the frequency of the ripplon created by classical KH instability is zero in the container frame. Thus at this special condition the two criteria, zero pinning (1) and vanishing pinning (10), must coincide; and they really do.

If $`\rho _1v_1+\rho _2v_20`$, the crossover between the zero pinning regime and the regime of small pinning occurs by varying the observation time. Let us consider this on the example of the experimental set-up  with the vortex-free B- phase and the vortex-full A-phase in the rotating vessel: In the container frame one has $`𝐯_1=𝐯_{sA}=0`$ , $`𝐯_2=𝐯_{sB}=𝛀\times 𝐫`$; the densities of two liquids, 3He-A and 3He-B, are the same with high accuracy: $`\rho _A=\rho _B=\rho `$. In the non-zero pinning regime the instabilty occurs at the boundary of the vessel, where the velocity of the 3He-B is maximal, when this maximal velocity reaches the value:

$$v_c^2=\frac{2}{\rho }\sqrt{F\sigma }=\frac{1}{2}v_{\mathrm{KH}}^2=2v_{\mathrm{Landau}}^2.$$
(14)
This velocity is by $`\sqrt{2}`$ smaller than that given by classical KH equation (1) for the zero-pinning regime. On the other hand it is by $`\sqrt{2}`$ larger than the Landau criterion in the form of Eq.(11), but coincides with Landau criterion properly formulated for two superfluids.

From Eq.(8) it follows that slightly above this treshold the increment of the exponential growth of the interface perturbation is

$$\mathrm{Im}\omega (k_0)=\frac{\mathrm{\Gamma }k_0}{2\rho }\left(\frac{v_{sB}}{v_c}1\right),\mathrm{at}v_{sB}v_cv_c.$$
(15)
In the vanishing pinning limit $`\mathrm{\Gamma }0`$ the increment becomes small and the discussed instability of the surface has no time for development if the observation time is short enough. It will start only at higher velocity of rotation when the classical treshold of KH instability, $`v_{KH}`$ in Eq.(1), is reached. Thus, experimental results in this limit would depend on the observation time – the time one waits for the interface to be coupled to the laboratory frame and for the instability to develop. For sufficiently short time one will measure the classical KH criterion (1), while for the sufficiently long observation time the modified KH criterion (14) will be observed.

5. Thermodynamic instability. Let us now consider the case of nonzero $`T`$, when each of the two liquids contain superfluid and normal components. In this case the analysis requires the $`2\times 2`$-fluid hydrodynamics. This appears to be rather complicated problem, taking into account that in some cases the additional degrees of freedom related to the interface itself must be also added. The two- fluid hydrodynamics has been used for investigation of the instability of the free surface of superfluid 4He by the relative motion of the normal component of the liquid with respect to the superfluid one . We avoid all these complications assuming that the viscosity of the normal components of both liquids is high, as it actually happens in superfluid 3He. In this high-viscosity limit we can neglect the dynamics of the normal components, which is thus fixed by the container walls. Then the problem is reduced to the problem of the thermodynamic instability of the superflow in the presence of the interface.

We start with the following initial non-dissipative state corresponding to the thermal equilibrium in the presence of the interface and superflows. In thermal equilibrium the normal component must be at rest in the container frame, $`𝐯_{n1}=𝐯_{n2}=0`$, while the superfluids can move along the interface with velocities $`𝐯_{s1}`$ and $`𝐯_{s2}`$ (here the velocities are in the frame of the container).

The onset of instability can be found from free-energy consideration: When the free energy of static perturbations of the interface becomes negative in the frame of the container, the initial state becomes thermodynamically unstable. The free-energy functional for the perturbations of the interface in the reference frame of the container is determined by ‘gravity’, surface tension, and perturbations $`\stackrel{~}{𝐯}_{s1}=\mathrm{\Phi }_1`$ and $`\stackrel{~}{𝐯}_{s2}=\mathrm{\Phi }_2`$ of the velocity field caused by deformation of the interface:

$`\{\zeta \}={\displaystyle \frac{1}{2}}{\displaystyle }dx(F\zeta ^2+\sigma (_x\zeta )^2+`$
$`+{\displaystyle _{\mathrm{}}^\zeta }dz\rho _{s1ik}\stackrel{~}{v}_{s1}^i\stackrel{~}{v}_{s1}^k+{\displaystyle _\zeta ^{\mathrm{}}}dz\rho _{s2ik}\stackrel{~}{v}_{s2}^i\stackrel{~}{v}_{s2}^k).`$ (16)
For generality we discuss anisotropic superfluids, whose superfluid densities are tensors (this occurs in 3He-A). The velocity perturbation fields $`\stackrel{~}{v}_{sk}=\mathrm{\Phi }_k`$, obeying the continuity equations $`_i(\rho _s^{ik}\stackrel{~}{v}_{sk})=0`$, have the following form:

$`\begin{array}{c}\mathrm{\Phi }_1(x,z<0)=A_1e^{k_1z}\mathrm{cos}kx,\\ \mathrm{\Phi }_2(x,z>0)=A_2e^{k_2z}\mathrm{cos}kx,\end{array}`$ (19)
$`\rho _{s1z}k_1^2=\rho _{s1x}k^2,\rho _{s2z}k_2^2=\rho _{s2x}k^2.`$ (20)
The connection between the deformation of the surface, $`\zeta (x)=a\mathrm{sin}kx`$, and the velocity perturbations follow from the boundary conditions.

Because of large viscosity of the normal component it is clamped by the boundaries of the vessel. Then from the requirement that the mass and the heat currents are conserved across the wall, one obtains that the superfluid velocity in the direction normal to the wall must be zero: $`𝐯_{s1}𝐧=𝐯_{s2}𝐧=0`$. This gives the following boundary conditions for perturbations:

$$_z\mathrm{\Phi }_1=v_{s1}_x\zeta ,_z\mathrm{\Phi }_2=v_{s2}_x\zeta .$$
(21)
Substituting this to the free-energy functional (16), one obtains the quadratic form of the free energy of the surface modes

$`\{\zeta \}={\displaystyle \frac{1}{2}}{\displaystyle \underset{k}{}}|\zeta _k|^2\times `$
$`\times \left(F+k^2\sigma k\left(\sqrt{\rho _{sx1}\rho _{sz1}}v_{s1}^2+\sqrt{\rho _{sx2}\rho _{sz2}}v_{s2}^2\right)\right)`$ (22)
This energy becomes negative for the first time for the mode with $`k_0=(F/\sigma )^{1/2}`$ when

$$\frac{1}{2}\left(\sqrt{\rho _{sx1}\rho _{sz1}}v_{s1}^2+\sqrt{\rho _{sx2}\rho _{sz2}}v_{s2}^2\right)=\sqrt{\sigma F}.$$
(23)
This is the criterion (10) for the non- zero pinning regime extended to finite temperatures. Eq.(23) transforms to Eq.(10) when $`T0`$: The normal components of the liquids disappear and one has $`\rho _{sx1}=\rho _{sz1}=\rho _1`$ and $`\rho _{sx2}=\rho _{sz2}=\rho _2`$.

6. Nonlinear stage of instability. Eq.(23) is in excelent agreement with the onset of the surface instability measured in experiment . The onset of instability is marked by the appearance of the vortex lines in 3He- B which are monitored in NMR measurements. This demonstrates that vortices appear in the nonlinear stage of this KH instability.

The precise mechanism of the vortex formation is not yet known. One may guess that the A-phase vorticity is pushed by the Magnus force towards the vortex-free B-phase region . When the potential well for vortices is formed by the corrugation of the interface (see Figure),

the vortices are pushed there and enhance further the growth of the potential well, until it forms the droplet of the A-phase filled by vorticity. The vortex-full droplet propagates to the bulk B-phase where it relaxes to the singular vortex lines of 3He-B.

Under the conditions of the experiment the nucleation of vortices leads to decrease of the B-phase velocity below the instability treshold, and the vortex formation is stopped. That is why one may expect that the vortex-full droplet is nucleated during the development of the instability from a single seed. The size of the seed is about one-half of the wavelength $`\lambda _0=2\pi /k_0`$ of the perturbation. The number of the created vortices is found from the circulation of superfluid velocity carried by the piece of the vortex sheet of size $`\lambda _0/2`$, which is determined by the jump of superfluid velocity across the sheet: $`\kappa =|𝐯_{sB}𝐯_{sA}|\lambda _0/2`$. Dividing this by the circulation quantum $`\kappa _0`$ of the created B-phase vortices one obtains the number of vortices produced as the result of the growth of one segment of the perturbation:

$$N=\frac{\kappa }{\kappa _0}\frac{v_c\lambda _0}{2\kappa _0}.$$
(24)
It is about 10 vortices per event under condition of the experiment, which is in a good agreement with the measured number of vortices created per event . This is in favour of the droplet mechanism of vortex formation.

Probably, the experiments on KH instability in superluids will allow to solve the similar problem of the non-linear stage of instability in ordinary liquids (see, for example, Ref. ).

The vortex formation by surface instability is rather generic phenomenon. This mechanism has been discussed for vortex formation in the laser manipulated Bose gases . It can be applicable to different kinds of interfaces, and under very different physical conditions. In particular, vortices can be generated at the second order phase boundary between the normal and the superfluid phases . Such an interface naturally appears at the rapid phase transition into the superfluid state . The instability of the free surface of superfluid under the relative flow of the normal and superfluid components of the same liquid has been recently reexamined by Korshunov . He also obtained two criteria of instability: for zero and nonzero values of the viscosity of the normal component of the liquid.

I thank R. Blaauwgeers, V. B. Eltsov, N. Inogamov, N. B. Kopnin, S. E. Korshunov, M. Krusius, E. A. Kuznetsov, and E.V. Thuneberg for fruitful discussions. This work was supported by ESF COSLAB Programme and by the Russian Foundations for Fundamental Research.


text:
# Hausdorff dimension of the set of extreme points of a self-similar set

## 1 Introduction

Let $`\phi _1,\mathrm{},\phi _n`$ – be contracting similitudes on $`^2`$ with rotation angles $`\alpha _i`$. Let $`K=\underset{i=1}{\overset{n}{}}\phi _i(K)`$ – be compact self-similar set with respect to the system $`\{\phi _1,\mathrm{},\phi _n\}`$.

Let $`\stackrel{~}{K}`$ — be the convex hull $`H(K)`$ of the set $`K`$.

The boundary $`\stackrel{~}{K}`$ of the set $`\stackrel{~}{K}`$ may be viewed as consisting of two parts: a compact set $`F`$ of all extreme points of $`\stackrel{~}{K}`$, which we call vertices of $`\stackrel{~}{K}`$ , and of an union of finite or countable family of open line intervals $`l_i`$, called the sides  of $`\stackrel{~}{K}`$.

There is a number of well-known cases when the set $`\stackrel{~}{K}`$ is a convex finite-sided polygon. In Example 1 we show how mappings $`\phi _i`$ with irrational rotation angles $`\alpha _i`$ may produce self-similar sets $`K`$, whose convex hull $`\stackrel{~}{K}`$ has infinite set of sides ( and hence of vertices) . So the question arises , what conditions must be imposed upon $`\{\phi _1,\mathrm{},\phi _n\}`$ to obtain the set $`\stackrel{~}{K}`$ with finite number of sides and vertices and what is the structure of $`\stackrel{~}{K}`$ in the case when the set $`F`$ or $`\{l_i\}`$ is infinite.

To give a partial answer to these questions, we formulate open convex set condition (Definition 2), implying some finiteness properties for $`\stackrel{~}{K}`$. Then we show that, if the system ($`\phi _1,\mathrm{},\phi _n`$) satisfies open convex set condition, then the set of vertices of $`\stackrel{~}{K}`$ has Hausdorff dimension 0 (Theorem 9). If, additionally, all the rotation angles $`\alpha _i`$ of the maps $`\phi _i`$ are commensurable with $`\pi `$, then the set of vertices of $`\stackrel{~}{K}`$ is finite, so the set $`\stackrel{~}{K}`$ is a convex polygon (Corollary 15).

The authors express their appreciation to V.V.Aseev who suggested the problem.

## 2 Preliminaries.

Let $`S`$ be a system of contraction similitudes $`\phi _1,\mathrm{},\phi _n`$, (written in the complex form as $`\phi _i(z)=q_i(zz_i)e^{i\alpha _i}+z_i`$, $`0<q_iq<1`$, $`\alpha _i[0,2\pi ]`$). The system $`S`$ defines the Hutchinson transformation $`T(A)=\phi _i(A)`$ on the space $`C(^2)`$ of compact non-empty subsets of $`𝐑^2`$. The transformation $`T`$ is a contraction map on the space $`C(^2)`$ in the Hausdorff metrics. Compact invariant set $`K=\underset{i=1}{\overset{n}{}}\phi _i(K)`$ is a fixed point of the transformation $`T`$.

By $`H(X)`$ we denote the convex hull of a set $`X`$.

We shall denote by $`\stackrel{~}{K}`$ the convex hull $`H(K)`$ of the invariant set $`K`$ with respect to the system $`S`$.

Using notation similar to that of , we denote
$`\phi _{i_1\mathrm{}i_m}=\phi _{i_1}\phi _{i_2}\mathrm{}\phi _{i_m}(K)`$,
$`K_{i_1\mathrm{}i_m}=\phi _{i_1\mathrm{}i_m}(K)`$, $`\stackrel{~}{K}_{i_1\mathrm{}i_m}=\phi _{i_1\mathrm{}i_m}(\stackrel{~}{K})`$.
By $`Q_{i_1\mathrm{}i_m}`$ we denote $`\stackrel{~}{K}_{i_1\mathrm{}i_m}\stackrel{~}{K}`$ and
by $`F_{i_1\mathrm{}i_m}=\stackrel{~}{K}_{i_1\mathrm{}i_m}F`$– the set of extreme points belonging to $`\stackrel{~}{K}_{i_1\mathrm{}i_m}`$.
Let $`\stackrel{~}{C}(^2)`$ be the set of all convex compact subsets in $`^2`$. Define the transformation $`\stackrel{~}{T}`$ on the space $`\stackrel{~}{C}(^2)`$ by: $`\stackrel{~}{T}(A)=H(T(A))=H(\phi _i(A))`$ for any $`A\stackrel{~}{C}(^2)`$.

###### Proposition 1

. Let $`S=\{\phi _1,\mathrm{},\phi _n\}`$ — be a set of contracting similitudes on $`^2`$ with $`Lip(f_i)=q_i`$, $`0<q_iq<1`$. The transformation $`\stackrel{~}{T}`$ is a contraction map of the space $`\stackrel{~}{C}(^2)`$ in Hausdorff metrics, and the set $`\stackrel{~}{K}`$ is it’s fixed point.

Proof. For any two compact sets $`U_1`$, $`U_2`$ the Hausdorff distance between their convex hulls $`d(H(U_1),H(U_2))`$ is less or equal then $`d(U_1,U_2)`$. Since $`\stackrel{~}{T}(A)=H(T(A))`$, we obtain that $`d(\stackrel{~}{T}(A),\stackrel{~}{T}(B))d(T(A),T(B))<qd(A,B)`$.

The equality $`\stackrel{~}{T}(\stackrel{~}{K})=H(\phi _i(\stackrel{~}{K}))=H(\phi _i(K))=\stackrel{~}{K}`$, shows that $`\stackrel{~}{T}`$ leaves $`\stackrel{~}{K}`$ fixed.

Example 1.

Consider a system $`\phi _1(z)=\frac{1}{3}ze^{i\alpha }1`$, $`\phi _2(z)=\frac{1}{3}ze^{i\alpha }+1`$, where $`\alpha =r\pi `$ with irrarional r. Let us show that convex invariant set $`\stackrel{~}{K}`$ with respect to the system $`\phi _1,\phi _2`$ has infinite set of sides. As it follows from the Proposition 1, for any compact set $`A^2`$, $`\underset{n\mathrm{}}{lim}\stackrel{~}{T}^n(A)=\stackrel{~}{K}`$.

Let $`P_0=\{\overline{0}\}`$ and $`P_n=\stackrel{~}{T}(P_0)`$. Obviously, each $`P_n`$ is a convex polygon and $`P_0P_1\mathrm{}P_n\mathrm{}`$, so $`\stackrel{~}{K}=\underset{n+\mathrm{}}{lim}P_n=P_n`$.

It’s easy to see that $`n`$-th polygon $`P_n`$ has $`n`$ pairs of opposite sides $`l_k^{}`$, $`l_k^{\prime \prime }`$, each having length $`2/3^{k1}`$ and forming an angle $`(k1)\alpha `$ with horisontal axis:

It’s obvious for $`n=2`$. Assuming the fact is true for $`P_n`$, observe that $`P_{n+1}=P_n+l_{n+1}`$, where $`l_{k+1}`$ is a line segment $`[\frac{e^{ik\alpha }}{3^k},\frac{e^{ik\alpha }}{3^n}]`$ and $`A+B`$ denotes the set $`\{a+b,aA,bB\}`$. Since neither of sides $`l_k^{}`$, $`l_k^{\prime \prime }`$ of $`P_n`$ is parallel to $`l_{n+1}`$, $`P_{n+1}`$ has two more sides equal to $`l_{n+1}`$. The sides $`l_k^{}(P_n)`$, $`l_k^{\prime \prime }(P_n)`$ are equal and parallel for different $`n`$ and converge to the sides $`l_k^{}(\stackrel{~}{K})`$ and $`l_k^{\prime \prime }(\stackrel{~}{K})`$ of $`\stackrel{~}{K}`$ having the same length and direction.
So $`\stackrel{~}{K}`$ has the sides $`l_k^{}`$ and $`l_k^{\prime \prime }`$ for each $`kN`$. Taking their sum we see that the length of $`\stackrel{~}{K}`$ is more or equal to $`4+\frac{4}{3}+\mathrm{}+\frac{4}{3^n}+\mathrm{}=6`$.

To get the opposite inequality, consider the sets $`D_n=\stackrel{~}{T}^n(D)`$, where $`D=\{x^2+y^21\}`$ is an unit disc of radias $`\rho >3`$. They form a nested sequence $`D_1D_2\mathrm{}D_n\mathrm{}`$ and boundary $`D_n`$ of $`D_n`$ consists of $`n`$ pairs of sides $`l_k^{}`$, $`l_k^{\prime \prime }`$, each having length $`2/3^{k1}`$ and forming an angle $`(k1)\alpha `$ with horisontal axis and of $`2n`$ arcs of radius $`\rho /3^{n+1}`$, so it has total length $`\frac{2\pi \rho }{3^{n+1}}+4+\frac{4}{3}+\mathrm{}+\frac{4}{3^n}`$. As n tends to $`\mathrm{}`$ we obtain the opposite inequality $`H^1(\stackrel{~}{K})6`$, so $`H^1(\stackrel{~}{K})=6`$. In other words, 1-dimensional measure of $`\stackrel{~}{K}`$ equals the sum of lengths of sides of $`\stackrel{~}{K}`$. Therefore the set of vertices of $`\stackrel{~}{K}`$ has 1-dimensional Hausdorff measure 0.

## 3 Open convex set condition.

###### Definition 2

. A system $`\{\phi _1,\mathrm{},\phi _n\}`$ satisfies open convex set condition (OCSC), if there is non-empty open convex set $`O`$, such that

* $`\phi _i(O)O`$,
* $`\phi _i(O)\phi _j(O)=\mathrm{}\text{if }ij`$.

###### Proposition 3

. If the interior $`U`$ of the set $`\stackrel{~}{K}`$ is non-empty, then

* $`\phi _i(U)O`$,
* $`\phi _i(U)\phi _j(U)=\mathrm{}`$ if $`ij`$.

Proof. The first inclusion is obvious. Let now $`O`$ be the open set from the OCS condition. Since $`\stackrel{~}{T}(\overline{O})\overline{O}`$, the set $`\stackrel{~}{K}`$ is contained in $`\overline{O}`$. Therefore $`\phi _i(\stackrel{~}{K})\phi _j(\stackrel{~}{K})\phi _i(\overline{O})\phi _j(\overline{O})\phi _i(\overline{O}O)\phi _j(\overline{O}O)`$. The latter set is closed and nowhere dense in $`^2`$ and the set $`\phi _i(U)\phi _j(U)`$ is it’s open subset. Therefore it is empty.

###### Lemma 4

. Let $`U_1,U_2,\mathrm{},U_n`$ be closed convex domains with disjoint interiors and let $`V`$ be the convex hull of the set $`\underset{i=1}{\overset{n}{}}U_k`$. Let $`Q_i=U_iV`$$`Q_{i,s}`$ be the components of the set $`Q_i`$, and $`m_i`$ be the number of such components. Then $`\underset{i=1}{\overset{n}{}}m_i2n2`$.

Proof. The case $`n=2`$ is obvious, because $`m_1=m_2=1`$.

Suppose it is already proved for any family consisting of $`n12`$ sets $`U_i`$. If all $`m_i=1`$, the statement also holds, so we can suppose that for some $`Q_i`$, the number of it’s components $`m_i2`$. Denote the components of $`VU_i`$ by $`N_k,k=1,\mathrm{},m_i`$. Each of the sets $`U_j,ji`$ is contained in the closure of some component $`N_k`$, and each $`\overline{N_k}`$ contains at least one of the sets $`U_j,ji`$: therefore $`m_in1`$.

Let $`n_k`$ be the number of all $`U_j\overline{N_k}`$. Obviously , $`1n_kn2`$.

Consider a family $`\{U_i\}\{U_j|U_j\overline{N_k}\}`$ and it’s convex hull $`\overline{N_k}U_i`$. The number of the sets $`U_k`$ in this family is $`n_k+1n1`$, so we can apply the statement of Lemma and obtain $`1+\underset{U_j\overline{N_k}}{}m_j2n_k.`$ A total sum over all components $`N_k`$ gives the desired inequality

$$m=\underset{ji}{}m_j+m_i2n_k=2(n1).$$

###### Proposition 5

. 1) Each of the sets $`Q_i,i=1\mathrm{},n`$ contains finite number of components $`Q_{i,s}`$, and their total number is less or equal to $`2n2`$.
2) If $`n>2`$ then for $`ij`$ the set $`Q_{i,s}Q_{j,t}`$ is either empty or is a point .
3) If a sequence of indices $`(i_1,\mathrm{},i_n)`$ is an initial interval of $`(j_1,\mathrm{},j_m)`$, then $`Q_{i_1,\mathrm{},i_n}Q_{j_1,\mathrm{},j_m}`$ . If neither of sequences $`(i_1,\mathrm{},i_n)`$, $`(j_1,\mathrm{},j_m)`$ is an initial interval of the other then $`Q_{i_1,\mathrm{},i_n}Q_{j_1,\mathrm{},j_m}`$ is either empty or is a point.
4) If for some $`j`$, $`Q_j=\mathrm{}`$, then for each sequence $`(i_1,\mathrm{},i_n)`$, $`Q_{i_1,\mathrm{},i_n,j}=\mathrm{}`$

Proof. The first statement results from the previous lemma.

To prove the second statement, suppose the set $`Q_{i,s}Q_{j,t}`$ contains two points $`x,y`$. Let $`l`$ be a line segment with endpoints $`x,y`$. If $`lQ_{i,s}Q_{j,t}`$ , then some half-neighbourhood of the point $`\frac{x+y}{2}`$ is contained in $`\stackrel{~}{K_i}\stackrel{~}{K_j}`$, which contradicts OCSC. By the very reason $`l\{x,y\}`$ cannot be contained neither in $`\dot{\stackrel{~}{K_i}}`$ nor in $`\dot{\stackrel{~}{K_j}}`$. Since $`n>2`$, $`l`$ cannot be contained in the intersection of the boundaries of the sets $`\stackrel{~}{K_i}`$ and $`\stackrel{~}{K_j}`$ .

The third statement follows directly from 2). 4) is obvious.

## 4 Finiteness of the set of sides of $`\stackrel{~}{K}`$.

###### Definition 6

. We call a side $`l`$ with endpoints $`x_1,x_2F`$ a side of order 1, if there are such $`j_1j_2`$ that $`x_1Q_{j_1},x_2Q_{j_2}`$

###### Proposition 7

. If $`\{\phi _1,\mathrm{},\phi _n\}`$ satisfies OCSC, then the set of sides of order 1 is finite.

Proof. The sides of order 1 are the closures of components of $`\stackrel{~}{K}\underset{i,s}{}Q_{i,s}`$ so from Proposition 5 it follows that there is no more than $`2n2`$ such sides.

###### Proposition 8

. Each side $`l^{}\stackrel{~}{K}`$ is an image $`\phi _{i_1i_2\mathrm{}i_p}(l)`$ of some side $`l`$ of order 1.

Proof Let $`x^{},y^{}`$ be the endpoints of the side $`l^{}`$ . If $`l^{}`$ is contained in a component $`Q_{i_1i_2\mathrm{}i_p}`$, then $`\phi _{i_1i_2\mathrm{}i_p}^1(l^{})\stackrel{~}{K}`$. It follows from the statement 3) of the Proposition 5 , that among all components $`Q_{i_1i_2\mathrm{}i_p^{}}`$, containing the side $`l^{}`$, there is a component $`Q_{i_1i_2\mathrm{}i_p}`$ of maximal order. There exist different $`j,k=1,\mathrm{},n`$, such that $`x^{}Q_{i_1i_2\mathrm{}i_pj}`$, $`y^{}Q_{i_1i_2\mathrm{}i_pk}`$. Then the side $`l=\phi _{i_1i_2\mathrm{}i_p}^1(l^{})`$ is an side of order 1, because it’s endpoints $`x=\phi _{i_1i_2\mathrm{}i_p}^1(x^{})`$ and $`y=\phi _{i_1i_2\mathrm{}i_p}^1(y^{})`$ belong to different components $`Q_j`$ and $`Q_k`$ .

###### Theorem 9

If $`\phi _1,\mathrm{},\phi _n`$ satisfies OCSC and all the angles $`\alpha _1,\mathrm{},\alpha _n`$ are commensurable with $`\pi `$, then the set of sides of $`\stackrel{~}{K}`$ is finite.

Proof. Let $`\theta `$ be the greatest common divisor of the angles $`\alpha _1,\mathrm{},\alpha _n,\pi `$. Let $`l_1,\mathrm{},l_m`$ be the edges of order 1 , and $`\beta _1,\mathrm{},\beta _m`$ be the angles formed by $`l_1,\mathrm{},l_m`$ and the axis $`Ox`$ . Each of the sides of $`\stackrel{~}{K}`$ is an image $`\phi _{i_1\mathrm{}i_p}(l_j)`$ of some side $`l_j`$ of order 1, and therefore the angle it forms with the horizontal axis is of the form $`\beta _j+n\theta `$ . The set of all such angles is finite , so the set of all sides of $`\stackrel{~}{K}`$ is finite. $`\mathrm{}`$

### 4.1 Vertices and corner points.

Since every vertex $`z_0`$ of $`\stackrel{~}{K}`$ lies in $`\stackrel{~}{K}K`$ there is an infinite sequence $`K_{i_1}K_{i_1i_2}\mathrm{}K_{i_1i_2\mathrm{}i_p}\mathrm{}`$ such that $`z_0=\underset{p=1}{\overset{\mathrm{}}{}}K_{i_1i_2\mathrm{}i_p}`$. So for each $`p`$ there is a vertex $`z_p=\phi _{i_1\mathrm{}i_p}^1(z_0)`$. Thus each vertex $`z_0`$ has an infinite sequence of predecessors $`z_p\stackrel{~}{K}`$ such that $`z_0=\phi _{i_1\mathrm{}i_p}(z_p)`$ for some $`\phi _{i_1\mathrm{}i_p}`$.

The vertex is periodic if there is a periodic sequence $`i_1,i_2,\mathrm{}i_p,\mathrm{}`$ defining $`z_0`$. In this case one of $`z_0`$’s predecessors, say $`z_m`$, is a fixed point of some $`\phi _{i_1\mathrm{}i_p}`$. We call a vertex $`z_0`$ a corner point if right and left tangents to $`\stackrel{~}{K}`$ at $`z_0`$ do not coincide.

###### Proposition 10

. Each corner point $`z_0\stackrel{~}{K}`$ is a periodic vertex and both right and left tangents at a corner point $`z_0`$ are sides $`l_0^+`$and $`l_0^{}`$.

Proof . Let $`\theta _0`$ be an angle between right and left tangents to $`\stackrel{~}{K}`$ at $`z_0`$, and $`\theta _p`$ an angle between right and left tangents to $`\stackrel{~}{K}`$ at $`z_p`$. Since $`\phi _{i_1,..i_p}(z_p)=z_0`$, the angle $`\theta _p`$ is more or equal to $`\theta _0`$ . The sum of $`\theta _p`$ over all of different predecessors of $`z_0`$ does not exceed $`2\pi `$ , therefore the sequence $`z_1,z_2,\mathrm{},z_p,\mathrm{}`$ contains no more than $`2\pi /\theta _0`$ different elements. This shows that $`z_0`$ is periodic.

Let now $`V^+(z_0)`$ denote a half-neighborhood of the point $`z_0`$ in $`\stackrel{~}{K}`$ taken in positive direction. As we see from Proposition 5 for each $`p`$ there is unique $`p`$-tuple $`i_0,i_1,\mathrm{},i_p`$ for which $`Q_{i_0i_1\mathrm{}i_p}V^+(z_0)z_0`$ is non-empty for each $`V^+(z_0)`$. The sequence $`Q_{i_0}Q_{i_0i_1}\mathrm{}Q_{i_0i_1\mathrm{}i_p}\mathrm{}`$ defines unique sequence $`z_1,z_2,\mathrm{},z_p,\mathrm{}`$ of predecessors of $`z_0`$ having the additional property that for each half-neighborhood $`V^+(z_0)`$ of $`z_0`$ and $`V^+(z_p)`$ of $`z_p`$ the intersection $`V^+(z_0)z_0\phi _{i_0i_1\mathrm{}i_p}(V^+(z_p))`$ is non-empty. Since the number of different $`z_p`$’s is finite, one of them, say $`z_m`$, is a fixed point of some $`h=\phi _{j_1\mathrm{}j_q}`$, satisfying $`h(V^+(z_p))V^+(z_p)`$ . The latter is possible only when $`V^+(z_p)`$ is a straight line interval.

###### Proposition 11

. If all the angles $`\alpha _1,\mathrm{},\alpha _n`$ are such that for each set of non-negative integers $`k_1,\mathrm{},k_n,k_1\alpha _1+\mathrm{}+k_n\alpha _nm\pi ,m`$, then the set $`F`$ of the vertices of $`\stackrel{~}{K}`$ is infinite.

Proof. If the set of vertices of $`\stackrel{~}{K}`$ is finite, all of them are corner points . Since none of $`\phi _{i_1\mathrm{}i_q}`$ has rotation angle $`m\pi `$, $`\stackrel{~}{K}`$ has no corner points, so the set $`F`$ is infinite.

### 4.2 The main theorem.

We call two systems and $`(\phi _1^{},\mathrm{},\phi _n^{})`$ convex equivalent , if they generate the same convex invariant set $`\stackrel{~}{K}`$.

Let $`S^{}=(\phi _1^{},\mathrm{},\phi _n^{}^{})`$ be $`p`$-th refinement of the system $`S=(\phi _1,\mathrm{},\phi _n)`$, i.e. the set of all mappings $`\phi _{i_1\mathrm{}i_p}`$ of order $`p`$. The system $`S^{}`$ is convex equivalent to $`S`$, and $`S^{}`$ satisfies OCSC if $`S`$ does.

###### Proposition 12

. For any system of similitudes $`(\phi _1,\mathrm{},\phi _n)`$ satisfying the OCS condition, there is a convex equivalent system $`(\psi _1,\mathrm{},\psi _n)`$ satisfying the OCS condition such that

$$\mathrm{all}\mathrm{the}\mathrm{sets}\psi _{i_1\mathrm{}i_k}(\stackrel{~}{K}\stackrel{~}{K})\mathrm{are}\mathrm{connected}$$
(1)
$$i\phi _i(\stackrel{~}{K})F=\mathrm{}$$
(2)
$$ij\phi _i(\stackrel{~}{K})F\phi _j(\stackrel{~}{K})F.$$
(3)
Proof. Suppose for some $`i`$ the set $`Q_i=\stackrel{~}{K}_i\stackrel{~}{K}`$, is not connected, and $`Q_{i,1}\mathrm{}Q_{i,s}`$ are it’s components. Let $`\delta _i`$ be minimal distance between different components of $`Q_i`$. Let $`\delta `$ be the smallest of all $`\delta _i`$ among non-connected $`Q_i`$’s.

With each component $`Q_{i,k}`$ of $`Q_i`$ we associate a set $`N_{i,k}`$ of all unit outer normal vectors to $`\stackrel{~}{K}`$ at points $`xQ_{i,k}`$. If any edge $`l\stackrel{~}{K}`$ has both of it’s edges in $`Q_i`$ then it lies completely in one of it’s components, say $`Q_{i,k}`$.

Therefore for each $`i`$, the sets $`N_{i,k}`$ are disjoint closed arcs on the unit circle. Let $`\theta _i`$ be the length of the shortest complementary arc to $`\underset{k}{}N_{i,k}`$. Let $`\theta `$ be the smallest of all $`\theta _i`$’s.

Choose such $`p_0`$ that $`q^{p_0}diam(\stackrel{~}{K})<\delta `$.

For any $`p_0`$-tuple $`i_1\mathrm{}i_{p_0}`$ the set $`\phi _{i_1\mathrm{}i_{p_0}}(\stackrel{~}{K})`$ has diameter less than $`\delta `$, so the set $`\phi _{i_1\mathrm{}i_{p_0}}(\stackrel{~}{K})`$ may have non-empty intersection with at most one of the components of $`Q_{i_1}`$. Therefore $`Q_{i_1\mathrm{}i_{p_0}}`$ lies completely in some component of $`Q_{i_1}`$. Take any sequence $`(j_1\mathrm{}j_q)`$. By the same reason, for any $`kq`$ the set $`Q_{j_1\mathrm{}j_pi_1\mathrm{}i_{p_0}}`$ must be contained completely in some component of $`Q_{j_1\mathrm{}j_k}`$. Consider $`S^{}=(\phi _1^{},\mathrm{},\phi _n^{}^{})`$ be $`p`$-th refinement of the system $`S=(\phi _1,\mathrm{},\phi _n)`$. By the above argument each non-empty set $`Q_{ij}=\psi _{ij}(\stackrel{~}{K})\stackrel{~}{K}`$ is contained in an unique component of the set $`Q_{ij}^{}=\psi _i(\stackrel{~}{K})\stackrel{~}{K}`$. Replacing $`S`$ by $`S^{}`$ if necessary, we may suppose from that moment that for each $`i`$, $`j`$, $`Q_{ij}`$ is contained completely in some component of $`Q_i`$.

Assume some $`Q_{i_1\mathrm{}i_p}`$ is non-connected and $`Q_1^{(1)}`$ and $`Q_2^{(1)}`$ are it’s two adjoining components, joined by an arc $`\mathrm{\Delta }^{(1)}`$ in $`\stackrel{~}{K}`$ with endpoints $`\xi ^{(1)}Q_1^{(1)}`$ and $`\eta ^{(1)}Q_2^{(1)}`$. Then for each $`1kp`$ the set $`Q_{i_k\mathrm{}i_p}`$ is also non-connected and contains two components $`Q_1^{(k)}`$, $`Q_2^{(k)}`$ satisfying $`\phi _{i_1\mathrm{}i_{k1}}(Q_i^{(k)})\stackrel{~}{K}=Q_i^{(1)}`$ also joined in $`\stackrel{~}{K}`$ by an arc $`\mathrm{\Delta }^{(k)}`$ so that $`\phi _{i_1\mathrm{}i_{k1}}(\mathrm{\Delta }^{(k)})\stackrel{~}{K}=\mathrm{\Delta }^{(1)}`$.

Let $`N(\mathrm{\Delta }^{(k)}`$ be the set of all unit outer normal vectors to $`\stackrel{~}{K}`$ at points $`x\mathrm{\Delta }^{(k)}`$. All these sets are open arcs. Since $`\phi _i`$ preserve angles between vectors, these arcs have the same length. They cannot coincide for $`k_1k_2`$ because the diameters of corresponding sets $`\mathrm{\Delta }^{(k_1)}`$ and $`\mathrm{\Delta }^{(k_2)}`$ are different. They cannot have non-empty intersection, because of the OCSC condition. Therefore there cannot be more than $`\frac{2\pi }{\theta }`$ of such arcs.

So, if $`p_1>\frac{2\pi }{\theta }`$, then each of the sets $`Q_{i_1\mathrm{}i_{p_1}}`$ is connected.

Therefore the $`p_1`$-th refinement of the system $`S`$ satisfies conditions 1) and OCSC.

A system $`(\phi _i,\mathrm{},\phi _n)`$ of contraction maps satisfying conditions (1), (2), (3),and OCSC, will be called regular.

###### Lemma 13

If the system $`(\phi _i,\mathrm{},\phi _n)`$ is regular, then the number of all components $`Q_{i_1\mathrm{}i_p}\stackrel{~}{K}`$ of order $`p`$, having non-empty interior in $`\stackrel{~}{K}`$ does not exceed $`n^p`$.

Proof. The statement is obvious for $`p=1`$ .

Suppose it’s true for all components $`Q_{i_1\mathrm{}i_{p1}}`$ of order $`p1`$ .

Suppose a component $`Q_{i_1\mathrm{}i_{p1}}`$ contains a $`p`$-component $`Q_{i_1\mathrm{}i_{p1}j}`$ different from $`Q_{i_1\mathrm{}i_{p1}}`$. Then the endpoints $`\xi _j`$, $`\eta _j`$ of the component $`Q_j`$ must satisfy either $`\phi _{i_1\mathrm{}i_{p1}}(\xi _j)\underset{i_1\mathrm{}i_{p1}}{\overset{}{Q}}`$ or $`\phi _{i_1\mathrm{}i_{p1}}(\eta _j)\underset{i_1\mathrm{}i_{p1}}{\overset{}{Q}}`$.

Using this observation we can estimate the number of all components of order p $`Q_{i_1\mathrm{}i_p}`$ having non-empty interior in $`\stackrel{~}{K}`$.

Consider the sets of unit normal vectors $`N_{i_1\mathrm{}i_p}^{}=\underset{x\underset{i_1\mathrm{}i_p}{\overset{}{Q}}}{}N_x`$, where $`\underset{i_1\mathrm{}i_p}{\overset{}{Q}}`$ is the interior of the component $`Q_{i_1\mathrm{}i_p}`$ in $`\stackrel{~}{K}`$. If the set $`\underset{i_1\mathrm{}i_p}{\overset{}{Q}}`$ is non-empty, then $`N_{i_1\mathrm{}i_p}^{}`$ is an open arc of the unit circle. It is clear that $`N_{i_1}^{}N_{i_1i_2}^{}\mathrm{}N_{i_1\mathrm{}i_p}^{}\mathrm{}`$ and $`N_{i_1\mathrm{}i_p}^{}=\phi _{i_1\mathrm{}i_p}(N_{i_p}^{})N_{i_1\mathrm{}i_{p1}}^{}`$.

If the set $`N_{i_1\mathrm{}i_p}^{}`$ differs from $`N_{i_1\mathrm{}i_{p1}}^{}`$ one of the endpoints of the arc $`N_{i_1\mathrm{}i_p}^{}`$ must lie in $`N_{i_1\mathrm{}i_{p1}}^{}`$.

So, if $`\beta _{i_p}^{}`$ and $`\beta _{i_p}^+`$ are the endpoints of the arc $`N_{i_p}^{}`$, then one of the following inequalities hold:

$$\beta _{i_1\mathrm{}i_p}^{}<\alpha _{i_1}+\mathrm{}+\alpha _{i_{p1}}+\beta _{i_p}^{}<\beta _{i_1\mathrm{}i_p}^+$$

$$\beta _{i_1\mathrm{}i_p}^{}<\alpha _{i_1}+\mathrm{}+\alpha _{i_{p1}}+\beta _{i_p}^+<\beta _{i_1\mathrm{}i_p}^+$$

The sum $`\alpha _{i_1}+\mathrm{}+\alpha _{i_{p1}}`$ is the same for different permutations of $`i_1\mathrm{}i_{p1}`$, whereas the sets $`N_{i_1\mathrm{}i_{p1}}^{}`$ are disjoint. Therefore we can take the union of all those $`N_{i_1\mathrm{}i_{p1}}^{}`$ for which $`\alpha _{i_1}+\mathrm{}+\alpha _{i_{p1}}=\gamma `$, and denote it by $`N_\gamma ^{}`$. The union of the interiors $`\underset{i_1\mathrm{}i_{p1}}{\overset{}{Q}}`$ of the corresponding $`p1`$-components in $`\stackrel{~}{K}`$ we denote by $`Q_\gamma ^{}`$. Let $`p_\gamma `$ be the number of these components.

Thus, if a component $`\underset{i_1\mathrm{}i_p}{\overset{}{Q}}P_\gamma `$ is different from $`\underset{i_1\mathrm{}i_{p1}}{\overset{}{Q}}`$, then one of the conditions $`\gamma +\beta _{i_p}^{}N_\gamma ^{}`$, $`\gamma +\beta _{i_p}^+N_\gamma ^{}`$ must hold.

More exactly, if $`p1`$-component $`\underset{i_1\mathrm{}i_{p1}}{\overset{}{Q}}`$ contains $`q+1`$ $`p`$-components $`Q_{i_1\mathrm{}i_p}`$,…., $`Q_{i_1\mathrm{}i_{p1}(i_p+q)}`$, then the system of inequalities

$$\{\begin{array}{ccc}\beta _{i_1\mathrm{}i_{p1}}^{}<& \alpha _{i_1}+\mathrm{}+\alpha _{i_{p1}}+\beta _{i_p+k}^+& <\beta _{i_1\mathrm{}i_{p1}}^+\\ \beta _{i_1\mathrm{}i_{p1}}^{}<& \alpha _{i_1}+\mathrm{}+\alpha _{i_{p1}}+\beta _{(i_p+k+1)}^{}& <\beta _{i_1\mathrm{}i_{p1}}^+\end{array}$$

holds for $`k=0,\mathrm{},q1`$.

Therefore if $`m`$ is a total number of those angles $`\beta _j^+`$ and $`\beta _j^{}`$, for which the conditions $`\gamma +\beta _j^{}N_\gamma ^{}`$ or $`\gamma +\beta _j^+N_\gamma ^{}`$ hold, then the number of components of order $`p`$ contained in $`Q_\gamma `$ is not greater than $`p_\gamma +m`$.

The number of different sets $`Q_\gamma `$, is in it’s turn no greater than the number of different summands in the expansion of $`(x_1+\mathrm{}+x_n)^{p1}`$, which is equal to $`\frac{(n+p2)!}{(p1)!(n1)!}`$. Therefore the number of different components ( having in $`\stackrel{~}{K}`$ non-empty interior) of order $`p`$ exceeds the number of order $`(p1)`$ components by a number not greater than $`n\frac{(n+p2)!}{(p1)!(n1)!}`$.

So the total number of components of order $`p`$ is less or equal to

$$n\left(1+\frac{n!}{1!(n1)!}+\frac{(n+1)!}{2!(n1)!}+\mathrm{}+\frac{(n+p2)!}{(p1)!(n1)!}\right)=\frac{(n+p1)!}{(p1)!(n1)!},$$

which is less than $`p^{n+1}`$.

###### Theorem 14

If the system $`(\phi _1\mathrm{}\phi _n)`$ satisfies the OCS condition, then Hausdorff dimension of the set $`F`$ of the vertices of $`\stackrel{~}{K}`$ is zero.

Proof. We can suppose the system $`(\phi _1\mathrm{}\phi _n)`$ is regular. The union of all $`Q_{i_1\mathrm{}i_p}`$ consisting of one point is at most countable, so we may consider the set $`F^{}=FQ_{i_1\mathrm{}i_p}`$, which has the same Hausdorff dimension as $`F`$.

For each $`p`$, the set $`F^{}`$ is covered by components $`Q_{i_1\mathrm{}i_p}`$, having non-empty interior in $`\stackrel{~}{K}`$. The total number of such components does not exceed $`p^{n+1}`$, and the diameter of each of them is less or equal to $`q^pdiam(\stackrel{~}{K})`$. Since $`\underset{p\mathrm{}}{lim}\left(\frac{\mathrm{ln}p^{n+1}}{\mathrm{ln}q^p}\right)=0`$, Hausdorff dimension of the set $`F^{}`$, and,therefore of $`F`$, is zero .

###### Corollary 15

If the system $`\phi _1,\mathrm{},\phi _n`$ satisfies OCSC and all the angles $`\alpha _1,\mathrm{}`$ $`,\alpha _n`$ are commensurable with $`\pi `$, then the set $`\stackrel{~}{K}`$ is a convex finite polygon.

Proof. Since the number of sides of $`\stackrel{~}{K}`$ ( Theorem 9) is finite, the set $`F`$ has finite number of components. All they have zero measure therefore each of them is a point.