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# 1 Introduction

## 1 Introduction

In quantum field theory and condensed matter physics $`O(N)`$ symmetric vector models play an essential part, because they are representatives of universality classes for many physical systems. The universal properties of the $`O(N)`$ models - the critical exponents and amplitude ratios, which describe the critical phenomena - are therefore of considerable importance. In three dimensions the case $`N=2`$ is a special one: it is the first vector model (with increasing $`N`$) showing Goldstone effects, and the exponent $`\alpha `$, which controls the critical behaviour of the specific heat, is very close to zero. In fact, if one plots $`\alpha `$ versus $`N`$, as determined by field theory methods -, then the function is approximately linear in $`N`$ and becomes negative just below $`N=2`$. The proximity of $`\alpha `$ to zero made it also difficult to determine the type of the singularity for the specific heat in real systems. Indeed, for the lambda transition of helium a nearly logarithmic singularity (corresponding to $`\alpha =0`$) was first measured  and a similar behaviour was found at the gas-liquid critical point . However, with the nowadays reached experimental precision, especially that of the spectacular shuttle experiment with liquid helium  there is no doubt that the critical exponent $`\alpha `$ is very small, but non-zero, and because it is negative the peak of the specific heat is finite.

In this paper we calculate, among others quantities, the specific heat from Monte Carlo simulations. The determination of $`\alpha `$ from these data poses, as we shall see, similar problems as in experiments. Of course, there is only one value of $`\alpha `$ for the $`3d`$ $`O(2)`$-universality class, but it is unclear what the correct value is (see e. g. the survey in Table 19 of Ref. ). We therefore pursue the strategy to calculate the universal ratios from our data for different $`\alpha `$-values in the range where the actual value most probably is. The strongest dependence on the used $`\alpha `$ is expected for fits involving the universal amplitude ratio $`A^+/A^{}`$ of the specific heat. The same is true for all theoretical determinations  of this ratio. Apart from $`A^+/A^{}`$ we derive from our simulations other universal quantities and amplitude ratios, which characterize the $`O(2)`$-universality class in three dimensions.

The model which we investigate is the standard $`O(2)`$-invariant nonlinear $`\sigma `$-model (or $`XY`$ model), which is defined by

$$\beta =J\underset{<x,y>}{}\stackrel{}{\varphi }_x\stackrel{}{\varphi }_y\stackrel{}{H}\underset{x}{}\stackrel{}{\varphi }_x.$$
(1)
Here $`x`$ and $`y`$ are the nearest-neighbour sites on a three-dimensional hypercubic lattice, $`\stackrel{}{\varphi }_x`$ is a $`2`$-component unit vector at site $`x`$ and $`\stackrel{}{H}`$ is the external magnetic field. We consider the coupling constant $`J`$ as inverse temperature, that is $`J=1/T`$. Instead of fixing the length of the spin vectors $`\stackrel{}{\varphi }_x`$ to 1 we could have introduced an additional term $`_x[\stackrel{}{\varphi }_x^2+\lambda (\stackrel{}{\varphi }_x^21)^2]`$ on the right hand side of the last equation. By choosing an appropriate $`\lambda `$ value  it is then possible to eliminate leading order corrections to scaling. As it will turn out, these corrections are negligibile in the energy density and marginal in the specific heat also with the Hamiltonian from Eq. (1). Moreover, we want to combine amplitudes obtained from former simulations at non-zero magnetic field  using the same Hamiltonian with the amplitudes we determine now in order to calculate universal ratios.

As long as $`H=|\stackrel{}{H}|`$ is non-zero one can decompose the spin vector $`\stackrel{}{\varphi }_x`$ into a longitudinal (parallel to the magnetic field $`\stackrel{}{H}`$) and a transverse component

$$\stackrel{}{\varphi }_x=\varphi _x^{}\stackrel{}{e}_H+\stackrel{}{\varphi }_x^{},\mathrm{with}\stackrel{}{e}_H=\stackrel{}{H}/H.$$
(2)
The order parameter of the system, the magnetization $`M`$, is then the expectation value of the lattice average $`\varphi ^{}`$ of the longitudinal spin component

$$M=\frac{1}{V}\underset{x}{}\varphi _x^{}=\varphi ^{}.$$
(3)
Here, $`V=L^3`$ and $`L`$ is the number of lattice points per direction. There are two types of susceptibilities. The longitudinal susceptibility is defined as usual by the derivative of the magnetization, whereas the transverse susceptibility corresponds to the fluctuation of the lattice average $`\stackrel{}{\varphi }^{}`$ of the transverse spin component

$`\chi _L`$ $`=`$ $`{\displaystyle \frac{M}{H}}=V(\varphi ^2M^2),`$ (4)
$`\chi _T`$ $`=`$ $`V\stackrel{}{\varphi }^2.`$ (5)
The total magnetic susceptibility is

$$\chi =\chi _L+\chi _T.$$
(6)
At zero magnetic field, $`H=0`$, there is no longer a preferred direction and the lattice average of the spins

$$\stackrel{}{\varphi }=\frac{1}{V}\underset{x}{}\stackrel{}{\varphi }_x,$$
(7)
will have a vanishing expectation value on all finite lattices, $`\stackrel{}{\varphi }=0`$; the longitudinal and transverse susceptibilities become equal for $`T>T_c`$ and diverge both for $`T<T_c`$ because of the Goldstone modes . Nevertheless we can use $`\stackrel{}{\varphi }`$ to define the total susceptibility and the Binder cumulant by

$`\chi `$ $`=`$ $`V\stackrel{}{\varphi }^2,`$ (8)
$`g_r`$ $`=`$ $`{\displaystyle \frac{(\stackrel{}{\varphi }^2)^2}{\stackrel{}{\varphi }^2^2}}3.`$ (9)
For $`T>T_c`$ we have $`\chi =2\chi _L=2\chi _T`$. We approximate the order parameter $`M`$ for $`H=0`$ by

$$M|\stackrel{}{\varphi }|.$$
(10)
On finite lattices the magnetization of Eq. (10) approaches the infinite volume limit from above, whereas $`M`$ as defined by Eq. (3) for $`H0`$ reaches the thermodynamic limit from below.

In our zero field simulations we want to measure three further observables: the energy density, the specific heat and the correlation length. The energy of a spin configuration is simply

$$E=\underset{<x,y>}{}\stackrel{}{\varphi }_x\stackrel{}{\varphi }_y,$$
(11)
and the energy density $`ϵ`$ is then

$$ϵ=E/V.$$
(12)
For the specific heat $`C`$ we obtain

$$C=\frac{ϵ}{T}=\frac{J^2}{V}\left(E^2E^2\right).$$
(13)
The second moment correlation length is calculated from the formula

$$\xi _{2nd}=\left(\frac{\chi /F1}{4\mathrm{sin}^2(\pi /L)}\right)^{1/2},$$
(14)
where $`F`$ is the Fourier transform of the correlation function at momentum $`p_\mu =2\pi \widehat{e}_\mu /L`$, and $`\widehat{e}_\mu `$ a unit vector in one of the three directions

$$F=\frac{1}{V}|\underset{x}{}\mathrm{exp}(ip_\mu x)\stackrel{}{\varphi }_x|^2.$$
(15)
In the simulations we compute $`F`$ from an average over all three directions. Strictly speaking, Eq. (14) can only serve as a definition of the correlation length for $`T>T_c`$, because the exponential correlation length diverges for $`H0`$ and $`T<T_c`$. Instead it is possible to introduce a transverse correlation length $`\xi _T`$ on the coexistence line , which is connected to the so-called stiffness constant $`\rho _s`$ for $`d=3`$ by

$$\xi _T=\rho _s^1\mathrm{for}H=0,T<T_c.$$
(16)
We explain later how to calculate $`\rho _s`$. For $`H0`$ there are two exponential correlation lengths, a transverse ($`\xi _T`$) and a longitudinal one ($`\xi _L`$). Their second moment forms may be computed again from Eq. (14) by replacing $`\chi `$ and $`F`$ with their respective transverse or longitudinal counterparts.

The rest of the paper is organized as follows. First we discuss the critical behaviour of the observables and define the universal amplitude ratios, which we want to determine. In Section 3 we describe our simulations at $`H=0`$, the results for the Binder cumulant, the critical point and the correlation length. Then we analyse the data for the energy and the specific heat. In Section 4 we discuss as an alternative the calculation of $`A^+/A^{}`$ from the equation of state, which was obtained from non-zero field simulations. The following Section 5 serves to find the specific heat and the correlation lengths at $`T_c`$, as well as the stiffness constant, from $`H0`$ simulations. We close with a summary of the ratios and the conclusions.

## 2 Critical Behaviour

In the thermodynamic limit ($`V\mathrm{}`$) the observables show power law behaviour close to $`T_c`$. It is described by critical amplitudes and exponents of the reduced temperature $`t=(TT_c)/T_c`$. We note that we use here another definition of $`t`$ than in Ref. . We will mention this point again later. The scaling laws at $`H=0`$ are for:

the magnetization

$$M=B(t)^\beta \mathrm{for}t<0,$$
(17)
the longitudinal susceptibility

$$\chi _L=C^+t^\gamma \mathrm{for}t>0,$$
(18)
the transverse correlation length

$$\xi _T=\xi _T^{}(t)^\nu \mathrm{for}t<0,$$
(19)
the correlation length

$$\xi =\xi ^+t^\nu \mathrm{for}t>0,$$
(20)
for $`t\pm 0`$ the energy density

$$ϵ=ϵ_{ns}+T_ct\left(C_{ns}+\frac{A^\pm }{\alpha (1\alpha )}|t|^\alpha \right),$$
(21)
and the specific heat

$$C=C_{ns}+\frac{A^\pm }{\alpha }|t|^\alpha .$$
(22)
The specific heat and the energy density contain non-singular terms $`C_{ns}`$ and $`ϵ_{ns}`$, which are due to derivatives of the analytic part $`f_{ns}`$ of the free energy density. They are the values of the specific heat and energy density at $`T_c`$. With our definition for the specific heat amplitudes we have already singled out their main $`\alpha `$-dependencies, the remaining factors $`A^\pm `$ are only moderately varying with $`\alpha `$.

On the critical line $`T=T_c`$ or $`t=0`$ we have for $`H>0`$ the scaling laws

$$M=d_cH^{1/\delta }\mathrm{or}H=D_cM^\delta ,$$
(23)
and for the longitudinal and transverse correlation lengths $`\xi _{L,T}`$

$$\xi _{L,T}=\xi _{L,T}^cH^{\nu _c},\nu _c=\nu /\beta \delta .$$
(24)
The specific heat scales as

$$C=C_{ns}+\frac{A_c}{\alpha _c}H^{\alpha _c},\alpha _c=\alpha /\beta \delta .$$
(25)
We assume the following hyperscaling relations among the critical exponents to be valid

$$2\alpha =d\nu ,\gamma =\beta (\delta 1),d\nu =\beta (1+\delta ).$$
(26)
As a consequence only two critical exponents are independent. Because of the hyperscaling relations and the already implicitly assumed equality of the critical exponents above and below $`T_c`$ one can construct a multitude of universal amplitude ratios  (see also the discussion in Ref. ). The following list of ratios contains those which we want to determine here

$`U_0=A^+/A^{},`$ $`U_\xi =\xi ^+/\xi _T^{},`$ (27)
$`R_\xi ^+=(A^+)^{1/d}\xi ^+,`$ $`R_\xi ^T=(A^{})^{1/d}\xi _T^{},`$ (28)
$`R_\chi =C^+D_cB^{\delta 1},`$ $`R_C=A^+C^+/B^2,`$ (29)
and

$$R_A=A_cD_c^{(1+\alpha _c)}B^{2/\beta },Q_2^T=(\xi _T^c/\xi ^+)^{\gamma /\nu }C^+/d_c(1/\delta +1).$$
(30)
One of the ratios, $`R_\chi `$, was already calculated by us from non-zero magnetic field simulations , using the exponents of Ref. . We found

$$R_\chi =\mathrm{\hspace{0.33em}1.356}(4).$$
(31)
In order to normalize the equation of state, the temperature and the magnetic field in the same paper, we had computed the critical amplitudes of the magnetization on the coexistence line and the critical line with the result

$$B=\widehat{B}T_c^\beta =\mathrm{\hspace{0.33em}1.245}(7);d_c=\mathrm{\hspace{0.33em}0.978}(2),D_c=\mathrm{\hspace{0.33em}1.11}(1);$$
(32)
where $`\widehat{B}=0.945(5)`$. The value for $`J_c=T_c^1=0.454165`$ was taken from Ref. .

## 3 Simulations at $`H=0`$

All our simulations were done on three-dimensional lattices with periodic boundary conditions. As in Ref.  we have used the Wolff single cluster algorithm. The main part of the $`H=0`$ data was taken from lattices with linear extensions $`L=24,36,48,72,96`$ and 120. Between the measurements we performed 300-800 cluster updates to reduce the integrated autocorrelation time $`\tau _{int}`$. Apart from the largest lattice ($`L=120`$) where we made runs only at six couplings, we have generally scanned the neighbourhood of $`J_c`$ by runs at more than 30 points on each lattice, with special emphasis on the region $`0.45414J0.45419`$. This enabled a comfortable reweighting analysis of the data. More details of these simulations are presented in Table 1.

### 3.1 The Critical Point and the Binder Cumulant

It is obvious that any determination of critical amplitudes relies crucially on the exact location of the critical point. Since we have produced a considerable amount

of data in the neighbourhood of the critical point it was natural to verify first the rather precise result of Ballesteros et al. . We have done this by studying the Binder cumulant $`g_r`$, which is directly a finite-size-scaling function

$$g_r=Q_g(tL^{1/\nu },L^\omega ).$$
(33)
The function $`Q_g`$ depends on the thermal scaling field and on possible irrelevant scaling fields. Here we have specified only the leading irrelevant scaling field proportional to $`L^\omega `$, with $`\omega >0`$. At the critical point, $`t=0`$, $`g_r`$ should therefore be independent of $`L`$ apart from corrections due to these irrelevant scaling fields. In Fig. 1 we show our results for $`g_r`$ as obtained by reweighting the direct data. We observe, at least on the scale of Fig. 1, no deviation from the scaling hypothesis. However, after a blow-up of the close vicinity of the critical point, as shown in Fig. 2, we can see that the intersection points between curves from different lattices are not coinciding. The shift $`\mathrm{\Delta }J`$ of the crossing point from the infinite volume critical coupling $`J_c`$ can be estimated by expanding the scaling function $`Q_g`$ to lowest order in both variables. For two lattices with sizes $`L`$ and $`L^{}=bL`$ one gets

$$\mathrm{\Delta }J^{L,L^{}}s(L,b)=\frac{1b^\omega }{b^{1/\nu }1}L^{\omega 1/\nu }.$$
(34)
In Fig. 3 we have plotted the $`J`$-values of the intersection points for each pair of lattices as a function of the variable $`s(L,b)`$ of Eq. (34). For $`\omega `$ we used the value 0.79(2) of Ref. ,

and for $`\nu `$ we have chosen the two values $`\nu =0.669`$ and $`0.673`$ as bounds of the probable $`\nu `$-range. Of course, the intersection points are completely independent of $`\nu `$ and $`\omega `$. Only the variable $`s(L,b)`$ is changing when the exponents are changed. As can be seen in Fig. 3 also the extrapolation to the critical point $`J_c`$ for $`L0`$ (or $`s(L,b)0`$) is unaffected by the choice of $`\nu `$. The same applies to a variation of $`\omega `$. Since the slope of $`g_r(L=96)`$ close to the critical point is rather large, a small numerical uncertainty might shift the intersection points with the other curves considerably. We have therefore determined $`J_c`$ also by fits excluding the results from the largest lattice. Thus we arrive at the final estimate

$$J_c=\mathrm{\hspace{0.33em}0.454167}(4),$$
(35)
in full agreement with the result $`J_c=0.454165(4)`$ of Ballesteros et al. . In order to be consistent with our previous papers we use in the following again the value of Ref. .

In a similar manner one can determine from the same data the universal value $`g_r(J_c)`$. The difference of the $`g_r`$-values at the intersection points to $`g_r(J_c)`$ is here

$$\mathrm{\Delta }g_r^{L,L^{}}s_o(L,b)=\frac{b^{1/\nu }b^\omega }{b^{1/\nu }1}L^\omega .$$
(36)
In Fig. 4 we show the extrapolation of $`g_r`$ to the critical point value at $`s_o(L,b)=0`$. A variation of $`\omega `$ in the range 0.77-0.81 leads only to a shift of $`10^4`$. The new variable $`s_o(L,b)`$ is practically independent of $`\nu `$, the influence of $`\nu `$ is not visible in Fig. 4. Comparing again extrapolations with and without the $`L=96`$ points one obtains

$$g_r(J_c)=1.758(2),\mathrm{or}\frac{(\stackrel{}{\varphi }^2)^2}{\stackrel{}{\varphi }^2^2}(J_c)=\mathrm{\hspace{0.33em}1.242}(2),$$
(37)
well in accord with the result of Ref.  (see also the long discussion in Ref. ).

### 3.2 The Correlation Length

In our $`H=0`$ simulations we have measured the correlation length using the second moment formula, Eq. (14). The finite-size-scaling equation for $`\xi `$ is

$$\xi =LQ_\xi (tL^{1/\nu },L^\omega ),$$
(38)
and $`\xi /L=Q_\xi `$ is a scaling function like $`g_r`$, that is its value at the critical point is universal for $`L\mathrm{}`$. In Fig. 5 we have plotted our correlation length data divided by $`L`$. Here formula (14) has also been evaluated for $`J>J_c`$ or $`T<T_c`$ though in this region the data cannot be identified with the correlation length. We see again that all curves intersect at the previously determined

critical point. A closer look into the neighbourhood of $`J_c`$ reveals however similar corrections to scaling as in the case of $`g_r`$. The corresponding extrapolation of the variable $`s_o(L,b)`$ to zero leads for $`\xi /L`$ to

$$\xi /L(J_c)=\mathrm{\hspace{0.33em}0.593}(2).$$
(39)
This result confirms nicely the value $`\xi /L=0.5927`$ from the preliminary simulations mentioned in Ref. .

Our data for the correlation length can also be used to find the critical amplitude $`\xi ^+`$ of Eq. (20). To this end we use a method described in detail in Ref. . We briefly repeat the main arguments assuming for simplicity that there are no corrections to scaling. An observable $`O`$ with critical behaviour approaches for either positive or negative $`t`$ and $`L\mathrm{}`$ the limiting form

$$O_{\mathrm{}}=a_0|t|^\rho ,\mathrm{for}|t|0,$$
(40)
where $`a_0`$ is the critical amplitude and $`\rho `$ the critical exponent. At finite $`L`$ the observable satisfies a scaling relation

$$O(t,L)=L^{\rho /\nu }Q_O(x_t),\mathrm{with}x_t=tL^{1/\nu }.$$
(41)
Here, $`Q_O`$ is the finite-size-scaling function of $`O`$. In order to ensure the correct thermodynamic limit for fixed small $`|t|`$ we must have the relation

$$O_{\mathrm{}}=|t|^\rho \underset{x_t\pm \mathrm{}}{lim}|x_t|^\rho Q_O(x_t).$$
(42)
The sign of $`x_t`$ is of course the same as that of $`t`$. It is clear then, that the function

$$A_O(x_t)=|x_t|^\rho Q_O(x_t),$$
(43)
will converge asymptotically to the critical amplitude $`a_0`$. Moreover, $`a_0`$ will be an extreme value of $`A_O(x_t)`$.

We have applied this method to the correlation length results. In Fig. 6 we show $`A_\xi (x_t)`$ for the exponent $`\nu =0.671`$ and various $`L`$-values. We notice that already at $`x_t4`$ a plateau is reached and essentially no corrections to scaling are visible. The marginal spread of the data in the plateau region leads only to a small error for the amplitude $`\xi ^+`$. Since the scaling variable $`x_t`$ changes with $`\nu `$ there is however a $`\nu `$-dependence, which can also be expressed as a dependence on $`\alpha `$, because of the hyperscaling relation $`2\alpha =d\nu `$. In fact, after evaluating $`A_\xi `$ for several $`\nu `$-values, we find that $`\xi ^+`$ is rather exactly a linear function of the used $`\alpha `$

$$\xi ^+=\mathrm{\hspace{0.33em}0.4957}(20)+0.67(12)\alpha .$$
(44)
This can be seen in Fig. 7, where we compare the fit, Eq. 44, to some directly determined $`\xi ^+`$-values.

### 3.3 Specific Heat and Energy Density at $`T_c`$

As mentioned already in Section 2 both the energy density and the specific heat contain additional non-singular terms. This fact complicates of course the determination of the critical amplitudes. We can however calculate the non-singular terms beforehand by a finite-size-scaling analysis directly at the critical point. For that purpose we have made further Monte Carlo runs at $`T_c`$ on 23 lattices with $`L=8`$ to $`L=160`$. In these runs we took between 500,000 and $`200,000`$ measurements each for $`L=864`$ and on the larger lattices between 120,000 and 50,000. The data for the energy density and the specific heat are shown in Fig. 8 as a function of $`L`$ up to $`L=120`$. If one expands the scaling functions for $`ϵ`$ and $`C`$ at $`T_c`$ in powers of $`L^\omega `$ one obtains

$`ϵ(L)`$ $`=`$ $`ϵ_{ns}+q_{0ϵ}L^{(\alpha 1)/\nu }\left(1+q_{1ϵ}L^\omega +\mathrm{}\right),`$ (45)
$`C(L)`$ $`=`$ $`C_{ns}+q_{0C}L^{\alpha /\nu }\left(1+q_{1C}L^\omega +\mathrm{}\right).`$ (46)
We have fitted the first terms (up to $`q_1`$) of these expansions to the data. In the case of the energy density we find no corrections to scaling, that is $`q_{1ϵ}0`$, and only small corrections for the specific heat. Fits with different $`\nu `$-values cannot be distinguished in Fig. 8. When we treat $`\nu `$ as a free fit parameter we get $`\nu =0.671(2)`$. The quantity $`ϵ_{ns}`$ exhibits no noticeable dependency on $`\nu `$ or $`\alpha `$ and $`\omega `$. We find

$$ϵ_{ns}=0.98841(3).$$
(47)
The situation is quite different in the case of the specific heat. Its non-singular part varies from about 50 for $`\nu =0.669`$ to 16 at $`\nu =0.675`$. The reason for this strong variation is that the exponent $`\alpha =23\nu `$ is close to zero, when $`\nu `$ approaches 2/3. Then the background term $`C_{ns}`$ develops a pole ($`1/\alpha `$) which cancels a corresponding pole in the critical amplitude in such a way that the characteristic critical power behaviour ($`|t|^\alpha `$) turns over into a logarithmic behaviour ($`\mathrm{ln}|t|`$).

This mechanism for the emergence of the logarithmic singularity as $`\alpha 0`$ is well-known (see Refs.  and ). We demonstrate it by assuming that

$`C_{ns}(\alpha )`$ $`=`$ $`c_{ns}^0+{\displaystyle \frac{c_{ns}^p}{\alpha }},`$ (48)
$`A^\pm (\alpha )`$ $`=`$ $`a_0^\pm +a_1^\pm \alpha +O(\alpha ^2).`$ (49)
If we insert these equations into Eq. (22) and expand $`|t|^\alpha `$ for small $`\alpha `$ we obtain

$`C`$ $`=`$ $`c_{ns}^0+{\displaystyle \frac{c_{ns}^p}{\alpha }}+\left({\displaystyle \frac{a_0^\pm }{\alpha }}+a_1^\pm +O(\alpha )\right)\left(1\alpha \mathrm{ln}|t|+\mathrm{}\right)`$ (50)
$`=`$ $`c_{ns}^0+{\displaystyle \frac{c_{ns}^p+a_0^\pm }{\alpha }}+a_1^\pm a_0^\pm \mathrm{ln}|t|+O(\alpha ).`$ (51)
Evidently the limit of $`C`$ for $`\alpha 0`$ exists and has a logarithmic $`|t|`$-dependence, if the pole term vanishes, which requires

$$c_{ns}^p=a_0^\pm ,\mathrm{and}a_0^+=a_0^{}.$$
(52)
The ratio $`A^+/A^{}`$ is therefore close to 1

$$A^+/A^{}=\mathrm{\hspace{0.33em}1}+O(\alpha ).$$
(53)
In Fig. 9 we show the non-singular part $`C_{ns}`$ of the specific heat resulting from fits to Eq. (46) with $`\omega =0.79`$ and various values for $`\alpha `$ plotted versus $`1/\alpha `$. The $`\chi ^2`$ per degree of freedom in each fit is 0.83(1), preferring no particular $`\alpha `$-value. We see that indeed $`C_{ns}`$ is linearly dependent on $`1/\alpha `$. A fit to the ansatz, Eq. (48), gives

$$C_{ns}=\mathrm{\hspace{0.33em}3.35}(4)\frac{0.3175(5)}{\alpha },$$
(54)
with an extremely small $`\chi ^2/N_f`$ of the order of $`10^4`$. We conclude from this fact, that the pole term behaviour of $`C_{ns}`$ is not a numerical accident, but underlines the previous considerations. In order to study the influence of the correction exponent $`\omega `$ we have repeated the whole analysis of $`C(L)`$ for the values $`\omega =0.77`$ and $`\omega =0.81`$, that is a standard deviation away from the central value 0.79. The $`\chi ^2/N_f`$ for each single fit to Eq. (46) is again 0.83(1), the new values for $`C_{ns}`$ coincide within error bars with the values for $`\omega =0.79`$, however the resultant linear fits in $`1/\alpha `$ to Eq. (48) at fixed $`\omega `$, lead to slight changes (again with a $`\chi ^2/N_f`$ of the order of $`10^4`$)

$$C_{ns}=\{\begin{array}{ccc}3.37(4)0.3165(5)/\alpha & \mathrm{for}& \omega =0.77\\ 3.33(4)0.3184(5)/\alpha & \mathrm{for}& \omega =0.81\end{array},$$
(55)
mainly for the pole term parameter $`c_{ns}^p`$.

In the following we shall use the results for $`C_{ns}`$ to analyze as well the specific heat data for $`TT_c`$. If not explicitly mentioned, the fit results have always been obtained for fixed $`\omega =0.79`$. We have repeated the following analysis also for $`\omega =0.77`$ and 0.81 and shall comment on any noticeable changes due to $`\omega `$.

### 3.4 The Specific Heat and $`A^+/A^{}`$

In Fig. 10 we have collected all our specific heat data at zero magnetic field for the $`L`$-values of Table 1. We observe with increasing $`L`$ a more and more pronounced peak close to $`J_c`$. As already discussed in the introduction, we nevertheless expect a finite peak height even in the thermodynamic limit, since the singular part of $`C`$ vanishes at the critical point for negative $`\alpha `$. The peak (and not dip) behaviour implies also that the amplitude $`A^\pm /\alpha `$ must be negative, or that $`A^\pm `$ is positive. The previous analysis of the non-singular contribution to $`C`$ confirms this consideration: because $`c_{ns}^p`$ is negative we have a positive value $`a_0^\pm =a_0`$ for the leading part of $`A^\pm `$.

We have interpolated the data points by reweighting, apart from the $`L=120`$ results. The respective curves are plotted in Fig. 11 as a function of $`t`$. Compared to Fig. 10 we have therefore an exchange of the high ($`t>0,J<0)`$ and low temperature ($`t<0,J>0)`$ parts in the figures. In order to find the amplitudes $`A^\pm `$ we have made the following ansatz including correction-to-scaling terms

$$C=C_{ns}+\frac{A^\pm }{\alpha }|t|^\alpha \left(1+c_1^\pm |t|^{\omega \nu }+c_2^\pm t\right).$$
(56)
For a fit to the form (56) the curves from the largest lattices were used in those $`t`$-ranges, which appear hatched in Fig. 11, that is for $`0.0233t0.0045`$ and $`0.0048t0.0268`$. The non-singular part from Eq. (54) was then taken as an input to the fit, whereas the $`L=120`$ data points served only as a check of the fit result. As an example we show in Fig. 11 the fit for $`\alpha =0.013`$. Fits with other small, negative $`\alpha `$-values work as well and have the same $`\chi ^2`$ per degree of freedom, namely $`1.03`$. In Table 2 we present details of the fits for several $`\alpha `$-values. The two correction-to-scaling contributions are always opposite in sign and cancel therefore to some extent, especially in the high temperature region. The amplitudes $`A^\pm `$ are still $`\alpha `$-dependent, though in our notation we have taken the anticipated pole behaviour already into account. We find that $`A^+`$ and $`A^{}`$ are nearly linear functions of $`\alpha `$. The $`\alpha `$-dependence of the fit results for the amplitudes is shown in Fig. 12.

A parametrization of the amplitudes as suggested by Eqs. (49) and (52)

$$A^\pm =a_0+a_1^\pm \alpha +a_2^\pm \alpha ^2,$$
(57)
works extremely well, as can be seen in Fig. 12, and confirms explicitly the cancellation of the pole terms as predicted in Eq. (52). If $`A^+`$ and $`A^{}`$ are independently fitted, that is with perhaps different $`a_0`$, we get $`a_0^+=0.3176(12)`$ and $`a_0^{}=0.3175(12)`$. The final result is found by using Eq. (57) with fixed $`a_0=0.3175`$ (the error in $`a_0=c_{ns}^p`$ is already included in the errors of the $`A^\pm `$-values, which are now parametrized). We obtain

$`A^+`$ $`=`$ $`a_03.308(36)\alpha +18.4(2.2)\alpha ^2,`$ (58)
$`A^{}`$ $`=`$ $`a_01.975(36)\alpha +7.8(2.2)\alpha ^2.`$ (59)
At this point it is appropriate to discuss the influence of an $`\omega `$-variation on $`A^+`$ and $`A^{}`$. From Eq. (55) we know that a shift in $`\omega `$ of size $`\mathrm{\Delta }\omega =0.02`$ shifts the pole term parameter $`c_{ns}^p`$ by about $`0.3\%`$ and therefore we expect a shift of $`a_0`$ by the same amount. In fact that is exactly what happens and it is the only effect, because the new parameters $`a_1^\pm `$ and $`a_2^\pm `$ coincide inside error bars with the values found for $`\omega =0.79`$. All in all that results in a common shift of the $`A^+`$ and $`A^{}`$-curves in Fig. 12 by again $`0.3\%`$. As a consequence the universal amplitude ratio $`A^+/A^{}`$ becomes essentially independent of $`\omega `$.

The universal ratio $`A^+/A^{}`$ is sometimes given in terms of a function $`𝒫(\alpha )`$

$$A^+/A^{}=\mathrm{\hspace{0.33em}1}𝒫\alpha .$$
(60)
Expanding the ratio in powers of $`\alpha `$ we arrive at the following relation for $`𝒫(\alpha )`$

$$𝒫=\frac{1}{\alpha }\left(1\frac{A^+}{A^{}}\right)=\frac{a_1^{}a_1^+}{a_0}+\left[\frac{a_2^{}a_2^+}{a_0}\frac{a_1^{}}{a_0}\frac{a_1^{}a_1^+}{a_0}\right]\alpha +\mathrm{},$$
(61)
that is, $`𝒫`$ goes to a finite limit when $`\alpha 0`$ . In fact, there is a phenomenological relation

$$A^+/A^{}=\mathrm{\hspace{0.33em}1}4\alpha ,$$
(62)
predicting $`𝒫=4`$. Evaluating Eqs. (58) and (59) leads to

$$A^+/A^{}=\mathrm{\hspace{0.33em}1}4.20(5)\alpha +\mathrm{},$$
(63)
rather close to the relation (62). In Fig. 13 we show the ratio and compare it to former results from the shuttle experiment  as well as some analytical determinations  and . We note that our ratio result is in complete accordance with all of the other ratio results. Obviously, they differ among each other simply and solely by assuming different $`\alpha `$-values. This conclusion was already reached by Campostrini et al. , we can however directly confirm it with Eqs. (58) and (59).

## 4 $`A^+/A^{}`$ from the Equation of State

The magnetic equation of state describes the critical behaviour of the magnetization in the vicinity of $`T_c`$. As noted by Widom  and Griffiths  already long ago the equation of state may be integrated to yield the scaling function for the free energy. From subsequent derivatives with respect to the temperature one obtaines then the specific heat and in particular an equation for the universal ratio $`A^+/A^{}`$. Before we come to this relation we have to briefly discuss the equation of state. The Widom-Griffiths form of the equation of state is given by

$$y=f(x),$$
(64)
where

$$yh/M^\delta ,x\overline{t}/M^{1/\beta }.$$
(65)
The variables $`\overline{t}`$ and $`h`$ are the normalized reduced temperature and magnetic field

$$\overline{t}=(TT_c)/T_0,h=H/H_0,$$
(66)
associated with the usual normalization conditions

$$f(0)=1,\mathrm{and}f(1)=0.$$
(67)
The reduced temperature $`\overline{t}`$ differs from $`t`$ by a constant factor ($`\overline{t}=[T_c/T_0]t`$), because of the second condition in (67). The normalization constants can be expressed in terms of the critical amplitudes from Eq. (32)

$$T_0=B^{1/\beta }T_c=1.18(2),H_0=D_c=1.11(1).$$
(68)
The numbers in the last equation have been obtained in Ref.  by assuming a special set  of critical exponents

$$\beta =0.3490(6),\nu =0.6723(11),$$
(69)
which implies $`\alpha 0.017`$. The same is true for the equation of state, which was determined numerically in  from simulations with a non-zero magnetic field. Using this equation of state will therefore give $`A^+/A^{}`$ for only that particular value of $`\alpha `$. Varying $`\alpha `$ in the range $`[0.0136,0.0202]`$, as suggested by the error of $`\nu `$, would result in a large variation of $`A^+/A^{}`$ to begin with (see Fig. 13). Insofar we consider the following calculation mainly as a test of the method.

The results for the equation of state were parametrized in  by a combination of a small-$`x`$ (low temperature) and a large-$`x`$ (high temperature) ansatz. The small-$`x`$ form $`x_s(y)`$ was inspired by perturbation theory  and incorporates the divergence of the susceptibility on the coexistence line ($`x=1;y=0`$) due to the massless Goldstone modes

$$x_s(y)+1=(\stackrel{~}{c}_1+\stackrel{~}{d}_3)y+\stackrel{~}{c}_2y^{1/2}+\stackrel{~}{d}_2y^{3/2}.$$
(70)
The large-$`x`$ form $`x_l(y)`$ was derived from Griffiths’s analyticity condition

$$x_l(y)=ay^{1/\gamma }+by^{(12\beta )/\gamma }.$$
(71)
The parameter values are

$`\stackrel{~}{c}_1+\stackrel{~}{d}_3`$ $`=0.352(30),\stackrel{~}{c}_2`$ $`=0.592(10),`$ (72)
$`a`$ $`=\mathrm{\hspace{0.33em}1.2595}(30),b`$ $`=1.163(20).`$ (73)
Because of the normalization $`y(0)=1`$ we have $`\stackrel{~}{d}_2=1(\stackrel{~}{c}_1+\stackrel{~}{d}_3+\stackrel{~}{c}_2)`$. The complete equation of state is obtained by interpolation of the low and high temperature parts

$$x(y)=x_s(y)\frac{y_0^p}{y_0^p+y^p}+x_l(y)\frac{y^p}{y_0^p+y^p},$$
(74)
with $`p=6`$ and $`y_0=3.5`$.

For negative $`\alpha `$ the universal ratio $`A^+/A^{}`$ can be calculated from $`f(x)`$ using the following formula

$$\frac{A^+}{A^{}}=\frac{_0^{\mathrm{}}𝑑xx^{\alpha 2}[f^{}(0)f^{}(x)+f^{\prime \prime }(0)x]}{f^{}(0)/(1\alpha )+f^{\prime \prime }(0)/\alpha +_1^0𝑑x(x)^{\alpha 2}[f^{}(0)f^{}(x)+f^{\prime \prime }(0)x]}.$$
(75)
The main contribution to both the nominator and the denominator is $`f^{\prime \prime }(0)/\alpha `$. A more appropriate representation of $`A^+/A^{}`$ is therefore

$$\frac{A^+}{A^{}}=\frac{1+[\alpha /f^{\prime \prime }(0)]F_N}{1+[\alpha /f^{\prime \prime }(0)]F_D},$$
(76)
where

$`F_N`$ $`=`$ $`{\displaystyle \frac{f^{}(0)}{1\alpha }}{\displaystyle _0^1}𝑑xx^{\alpha 2}[f^{}(0)f^{}(x)+f^{\prime \prime }(0)x]+{\displaystyle _1^{\mathrm{}}}𝑑xx^{\alpha 2}f^{}(x),`$ (77)
$`F_D`$ $`=`$ $`{\displaystyle \frac{f^{}(0)}{1\alpha }}+{\displaystyle _1^0}𝑑x(x)^{\alpha 2}[f^{}(0)f^{}(x)+f^{\prime \prime }(0)x].`$ (78)
Let us denote the integrals in Eq. (77) by $`I_1`$ and $`I_2`$, the one in Eq. (78) by $`I_3`$. To a good approximation we can calculate the integrals $`I_1`$ and $`I_3`$ as well as the derivatives from the low temperature equation (70). In order to obtain $`I_2`$ we first rewrite the integral as

$$I_2=f(1)+(2\alpha )_{f(1)}^{\mathrm{}}𝑑yy\frac{dx}{dy}x^{\alpha 3},$$
(79)
and evaluate the remaining integral from the interpolation formula (74), using for $`f(1)`$ the low temperature value 2.4448. For the derivatives we find

$`f^{}(0)`$ $`=`$ $`2\left(3\stackrel{~}{c}_1\stackrel{~}{d}_32\stackrel{~}{c}_2\right)^1=\mathrm{\hspace{0.33em}1.366}\pm 0.034,`$ (80)
$`f^{\prime \prime }(0)`$ $`=`$ $`[f^{}(0)]^{\mathrm{\hspace{0.17em}3}}\left((3/4)(\stackrel{~}{c}_1+\stackrel{~}{d}_31)+\stackrel{~}{c}_2\right)=\mathrm{\hspace{0.33em}0.270}\pm 0.064,`$ (81)
and for the integrals

$$I_1=\mathrm{\hspace{0.33em}0.203}\pm 0.02,I_2=\mathrm{\hspace{0.33em}1.749}\pm 0.03,I_3=\mathrm{\hspace{0.33em}0.512}\pm 0.02.$$
(82)
The errors in the integrals were obtained by Monte Carlo variation of the initial parameters in Eqs. (72) and (73). When this procedure is also applied to the complete expression (76) one obtains

$$A^+/A^{}=\mathrm{\hspace{0.33em}1.12}\pm 0.05.$$
(83)
The first conclusion to be drawn from this result is that this method is not well suited for the calculation of the ratio, at least with the parametrization of the equation of state of Ref. . Though the result (83) is compatible with our directly determined ratio $`A^+/A^{}(\alpha =0.017)=\mathrm{\hspace{0.17em}1.073}(3)`$, the error is rather large. The main source of the error is evidently the inaccurate value of $`f^{\prime \prime }(0)`$. That this quantity plays an important role is of course not unexpected, because $`A^+`$ and $`A^{}`$ are the amplitudes of the specific heat, which is again the second derivative of the free energy density. Our parametrization was not devised for that purpose, but for a correct description of the Goldstone effect near to $`x=1`$ and the limiting behaviour for $`x\mathrm{}`$. That is why it led to a precise determination of $`R_\chi `$ and the constant $`c_f`$

$$R_\chi =\underset{x\mathrm{}}{lim}x^\gamma /f(x)=\mathrm{\hspace{0.17em}1.356}(4),c_f\underset{x1}{lim}(1+x)^2f(x)=\mathrm{\hspace{0.17em}2.85}(7).$$
(84)
Campostrini et al. have used a different representation of the equation of state , based on Josephson’s parametrization  of $`M,\overline{t}`$ and $`H`$ in terms of the variables $`R`$ and $`\theta `$ and parametric functions. In order to fix these functions approximately the authors utilized the results of an analysis of the high-temperature expansion of an improved lattice Hamiltonian. The values obtained for $`A^+/A^{}`$ compare well with our direct determination and were already shown in Fig. 13. The corresponding equation of state differs however somewhat in the low and medium temperature regions from the data points from our non-zero field simulations . The question arises then whether the same data may be described as well in the schemes introduced by Campostrini et al. . Such alternative fits of the data have been carried out by two of us . The $`\chi ^2`$ per degree of freedom of these fits is generally high, in particular for scheme $`A`$ of Ref. . The fits according to scheme $`B`$ are considerably better and lead to a ratio $`A^+/A^{}=1.070(13)`$, again compatible with our direct determination. The simultaneously calculated ratio $`R_C`$ is however much larger (0.165-0.185) than expected from analytical calculations (0.123-0.130) . We therefore do not pursue this method of calculation here in more detail.

## 5 Simulations with $`H>0`$

We have performed additional simulations with a positive magnetic field $`H`$ on the critical line to find the remaining critical amplitudes for the specific heat and the longitudinal and transverse correlation lengths.

The linear extensions of the lattices we used were $`L=36,48,72`$ and 96. These measurements were combined with those from Ref.  to cover the $`H`$-range appropriately. Some of the new data have already been used in Ref. . In Table 3 we give more details of these simulations.

### 5.1 The Specific Heat on the Critical Line

In Fig. 14 we show our specific heat data as a function of the magnetic field $`H`$. Since there are no noticeable systematic finite size effects we can use these data to fit them to the ansatz

$$C=C_{ns}+\frac{A_c}{\alpha _c}H^{\alpha _c}(1+c_hH^{\omega \nu _c}).$$
(85)
Here, $`C_{ns}`$ is the same non-singular term, which we have already determined in Section 3.3 as a function of $`\alpha `$ (or $`\nu `$) with the result (54). Because of the dependence of $`C`$ on $`\alpha _c`$ and $`\nu _c`$ the amplitudes $`A_c`$ and $`c_h`$ depend on two critical exponents. The second exponent will however not introduce a sizeable variation in the amplitudes. We therefore treat the exponent $`\beta `$ as fixed to the value $`\beta =0.349`$, in accord with our previous calculations. With the relations

$$\beta \delta =\mathrm{\hspace{0.33em}2}\beta \alpha ,\alpha _c=\frac{\alpha }{2\beta \alpha },\alpha =\frac{\alpha _c(2\beta )}{1+\alpha _c},$$
(86)
the linear dependence of $`C_{ns}`$ on $`1/\alpha `$ can be rewritten as one on $`1/\alpha _c`$

$`C_{ns}`$ $`=`$ $`c_{ns}^0+{\displaystyle \frac{c_{ns}^p}{2\beta }}\left(1+{\displaystyle \frac{1}{\alpha _c}}\right)`$ (87)
$`=`$ $`3.16(4){\displaystyle \frac{0.1923(3)}{\alpha _c}}.`$ (88)
We took this form of $`C_{ns}`$ as an input to the fits of $`C`$ with Eq. (85). The $`H`$-range for the fits was $`0.0001H0.05`$. We have convinced ourselves that smaller $`H`$-ranges (up to 0.02 or 0.03) lead inside the error bars to the same results for the amplitudes. In Table 4 we present details of the fits for several $`\alpha _c`$-values, in Fig. 15 we show the amplitude $`A_c`$ as a function of $`\alpha _c`$. As in the case of the amplitudes $`A^\pm `$ the pole of $`C_{ns}`$ in Eq. (88) is compensated by the corresponding pole term in $`A_c/\alpha _c`$. We have therefore parametrized the $`\alpha _c`$-dependence of $`A_c`$ in analogy to Eq. (57) with the fixed value $`A_c(\alpha _c=0)=\mathrm{\hspace{0.17em}0.1923}`$ and find

$$A_c=\mathrm{\hspace{0.33em}0.1923}1.919(42)\alpha _c+11.6(4.1)\alpha _c^2.$$
(89)
From Fig. 15 we see that this parametrization describes the data very well. Like in the study of the $`\omega `$-dependence of $`A^\pm `$ in Section 3.4 we found changes of similar size for the amplitude $`A_c`$ due to a variation of $`\omega `$. They lead to an additional error of $`A_c`$ of size 0.0006 at $`\alpha _c=0.00422`$, which decreases to 0.0004 at $`\alpha _c=0.01492`$.

### 5.2 The Correlation Lengths on the Critical Line

The simulation results for the transverse and longitudinal correlation lengths are shown in Fig. 16 a) and b). For the transverse correlation length $`\xi _T`$ one can hardly detect finite size effects, whereas the longitudinal correlation length $`\xi _L`$ shows more fluctuations and a systematic deviation to higher $`\xi _L`$-values, when one decreases the magnetic field $`H`$. The smaller the lattice, the earlier this behaviour sets in. In order to determine the amplitudes we have fitted our results to the following form

$$\xi _{T,L}=\xi _{T,L}^cH^{\nu _c}\left(1+c_{T,L}H^{\omega \nu _c}\right).$$
(90)
In the transverse case we used the reweighted data for $`L=72`$ in the $`H`$-interval \[0.0005,0.0025\], for $`L=48`$ in \[0.002,0.02\] and for $`L=36`$ in \[0.015,0.03\]. From Table 5 we see that the correction term is essentially zero. Correspondingly, there is no $`\omega `$-dependence and a fit with $`c_T0`$ works just as well (even with the same $`\chi ^2/N_f`$), and leads to a slight increase in the amplitude value, which is of the order of the error given in Table 5. The dependence of the amplitude $`\xi _T^c`$ on $`\nu _c`$ or $`\alpha `$ is linear but the slope is very small. In order to determine the longitudinal amplitude $`\xi _L^c`$ we have fitted the reweighted data for $`L=72`$ in the $`H`$-interval \[0.0005,0.00175\] together with those for $`L=48`$ in \[0.00175,0.01\]. Here, the correction term is not zero, but the variation due to $`\omega `$ is still negligible. The $`\nu _c`$\- or $`\alpha `$-dependence is the same as for $`\xi _T^c`$, the ratio of the two correlations lengths is a fixed number

$$\xi _T^c/\xi _L^c=\mathrm{\hspace{0.33em}1.957}(10),$$
(91)
independent of the critical exponents. It is well-known (see Refs.  and ) that at zero field on the coexistence line $`t<0`$ the longitudinal correlation function $`G_L`$ is for large distances $`|\stackrel{}{r}|`$ connected to the transverse one by

$$G_L(\stackrel{}{r},t)\frac{1}{2}(N1)[G_T(\stackrel{}{r},t)/M]^2,$$
(92)
where in our case $`N=2`$. The relation is expected to hold also for small non-zero fields $`H`$ near the phase boundary in the regime of exponential decay implying a factor 2 between the correlation lengths. It is remarkable, that we find approximately such a value for the ratio at $`t=0`$. A similar observation has been made for the $`3dO(4)`$ model .

### 5.3 The Stiffness Constant on the Coexistence Line

The stiffness constant $`\rho _s(T)`$ is related to the helicity modulus $`\mathrm{{\rm Y}}`$  by

$$\rho _s=\mathrm{{\rm Y}}/T,$$
(93)
which can be measured in Monte Carlo simulations. This was done e. g. in Refs.  and . Here we follow a different strategy, which we applied already in Ref.  to find the magnetization on the coexistence line. The $`L`$ or volume dependence of $`M`$ at fixed $`J`$ and fixed small $`H`$ is described by the $`ϵ`$-expansion of chiral perturbation theory (CPT) in terms of two low energy constants. One is the Goldstone-boson-decay constant $`F`$, the other the magnetization $`\mathrm{\Sigma }`$ of the continuum theory for $`H=0`$ and $`V\mathrm{}`$. The square of the constant $`F`$ is proportional to the helicity modulus. In our notation, which is different from the one in CPT (see the remark in the last paragraph of Ref. ) we have

$$\mathrm{{\rm Y}}=F^2/J,\mathrm{implying}\rho _s=F^2.$$
(94)
The formulae, which are needed for the fits to determine the constants, are summarized in Ref.  and were taken from Ref. . In Table 6 we list the results for the Goldstone-boson-decay constant $`F`$ at various $`J`$-values. We performed simulations at $`H=0.0001`$ on lattices with linear extensions $`L=8,10,12,16,20,24,30,36,40,48`$ and 56. By construction the $`ϵ`$-expansion is only applicable in a range where $`m_\pi L<1`$. This condition translates into the equation

$$H\frac{\mathrm{\Sigma }}{\sqrt{J}}<\left(\frac{F}{L}\right)^2,$$
(95)
and excludes the use of too large $`L`$-values. For each $`J`$ we fitted different sets of data from lattices between $`[L_{min},L_{max}]`$ and averaged the obtained $`F`$-values. The errors on $`F`$ include the variations of these results. If we compare our $`F`$-values to the corresponding ones of Ref.  we find generally somewhat lower numbers. This may be due to the fact that in Ref.  data from single lattices instead of sets of data from different lattices were fitted. The transverse correlation length $`\xi _T`$ on the coexistence line is now derived from the inverse of the stiffness constant or $`F^2`$. It is plotted in Fig. 17. Here, we have not as many and as accurate data as in Fig. 16 a). In order to determine the amplitude $`\xi _T^{}`$ we fit our data points up to $`J=0.525`$ to the ansatz

$$\xi _T=\xi _T^{}(t)^\nu \left(1+c_T^{}(t)^{\omega \nu }\right).$$
(96)
Table 7 contains the fit parameters for different $`\nu `$ or $`\alpha `$-values. We observe, as for $`\xi _T^c`$, a linear dependence of the amplitude $`\xi _T^{}`$ on $`\alpha `$ with a very small slope. A change of $`\omega `$ by 0.02 leads only to a shift in $`\xi _T^{}`$ of a tenth of the error in Table 7.

## 6 The Universal Amplitude Ratios

After having determined all the amplitudes which appear in Eqs. (27) to (30) we can calculate the corresponding universal ratios. Since the ratio $`U_0=A^+/A^{}`$ has already been discussed in great detail we start with the ratio $`U_\xi `$ of the correlation lengths for $`H=0`$. From Eq. (44) and Table 7 we find

$$U_\xi =\xi ^+/\xi _T^{}=\mathrm{\hspace{0.33em}0.293}(9),$$
(97)
independent of the used $`\alpha `$-value. The $`ϵ`$-expansion of this ratio was derived by Hohenberg et al.  to $`O(ϵ)`$ and extended by Bervillier  to $`O(ϵ^2)`$ resulting in $`U_\xi =0.27`$ and 0.33, respectively. Okabe and Ideura  corrected the expansion of Bervillier (not the numerical value) and computed the ratio in $`1/N`$-expansion to $`U_\xi =0.140`$. The $`ϵ`$-expansion results are comparable in size to our value in (97), the $`1/N`$-expansion result, however, seems to be too small.

The ratios connecting the specific heat and correlation length amplitudes are related by

$$R_\xi ^+=R_\xi ^TU_{0}^{}{}_{}{}^{1/d}U_\xi ,$$
(98)
and they depend on the used $`\alpha `$, mainly because of the specific heat amplitudes. In Table 8 we have listed the ratios $`R_\xi ^+`$ and $`R_\xi ^T`$. From the $`\alpha `$-expansions (44) and (58) we find

$$R_\xi ^+=\mathrm{\hspace{0.33em}0.3382}(14)0.717(96)\alpha +0.87(1.13)\alpha ^2.$$
(99)
For $`R_\xi ^T`$ one can derive a similar formula representing the values of Table 8

$$R_\xi ^T=\mathrm{\hspace{0.33em}1.1580}0.696\alpha +0.97\alpha ^2\pm 0.036.$$
(100)
There exist several theoretical estimates of $`R_\xi ^+`$ which compare well with our result: 0.355(3) \[$`\alpha =0.0146`$\]  and 0.361(4) , both from high-temperature expansions; 0.36  from the $`ϵ`$-expansion, and 0.3597(10)  and 0.3606(20)  from $`3d`$ field theory. Apart from the first result, we could not relate a definite $`\alpha `$-value to the respective estimate. The ratio $`R_\xi ^T`$ was calculated from the $`ϵ`$-expansion  with the result 1.0(2) , well in accord with our value.

The remaining universal ratios $`R_\chi ,R_C,R_A`$ and $`Q_2^T`$ are all dependent on the amplitude $`C^+`$ of the susceptibility and/or the amplitudes $`B`$ and $`d_c(D_c)`$ of the magnetization. We mentioned already that we had determined $`R_\chi ,B`$ and $`d_c`$ in Ref. , although for fixed $`\nu =0.6723`$. In the following we proceed as in Section 5.1, that is we keep $`\beta `$ fixed to 0.349 and assume in addition that the $`\nu `$-dependencies of $`R_\chi ,B`$ and $`d_c`$ are negligible. In Table 8 we present the ratios $`R_C`$ and $`Q_2^T`$ as calculated from

$$R_C=A^+R_\chi D_c^1B^{1\delta },Q_2^T=(\xi _T^c/\xi ^+)^{\gamma /\nu }R_\chi (d_c/B)^{\delta 1}/(1+1/\delta ),$$
(101)
and $`R_A`$ directly from the definition in Eq. (30), using our newly determined amplitudes $`A^+,A_c,\xi _T^c`$ and $`\xi ^+`$. We could not find any previous results for $`R_A`$ and $`Q_2^T`$ in the literature, however, the ratio $`R_C`$ has been calculated theoretically in several ways. From Table 8 we see that $`R_C`$ is increasing with decreasing $`\alpha `$, which is due to the factor $`A^+`$. In comparing our values to the analytical results we quote therefore the used $`\alpha `$-values. The ratio $`R_C`$ calculated from $`3d`$ field theory in Ref.  is 0.123(3) \[$`\alpha =0.01285`$\], in Ref.  0.12428 \[$`\alpha =0.01056`$\]; from the high-temperature expansion in Ref.  one finds 0.127(6) \[$`\alpha =0.0146`$\]. The results are in full agreement with our calculation, though that of Ref.  is somewhat higher than the other ones. The old $`ϵ`$-expansion result 0.103 of Aharony and Hohenberg  seems to be too small.

## 7 Conclusions

We have calculated the major universal amplitude ratios of the three-dimensional $`O(2)`$ model from Monte Carlo simulations. To reach this goal a large amount of computer time had to be spent on the cluster of alpha-workstations of the department of physics at the University of Bielefeld. Most of the computer time went into the production of reliable specific heat data for the direct determination of $`A^+/A^{}`$. Initially we had hoped to improve the accuracy of the exponent $`\alpha `$ (or $`\nu `$) from these data. As it turned out, however, the specific heat data could be fitted to a whole range of $`\alpha `$-values with the same $`\chi ^2/N_f`$, extending even to $`\alpha =0`$. This raises the question, whether the experimental shuttle data are really fixing the $`\alpha `$-value to exactly -0.01056, the same value as in $`3d`$ field theory expansions . The positive aspect of the indifference of the fits to the specific heat data to $`\alpha `$-variations was that we could study the numerical changes induced by these variations in the universal ratio $`A^+/A^{}`$ and the background term $`C_{ns}`$. As a result we were able to confirm the conjectured pole (in $`1/\alpha `$) behaviour of the amplitudes and the background term and the mutual cancellation of the pole contributions. The same pole behaviour was observed for the specific heat amplitude on the critical line. The functional dependence of $`A^+/A^{}`$ on the used $`\alpha `$-value is in complete accordance with all other ratio results and not far from the phenomenological relation $`A^+/A^{}=14\alpha `$. We have also determined $`A^+/A^{}`$ from the numerical equation of state, but we think the method relies too much on the chosen parametrization.

In order to find the amplitude of the transverse correlation length on the coexistence line we used chiral perturbation theory. This enabled us to calculate the less known ratios $`R_\xi ^T`$ and $`U_\xi `$. The latter is independent of the used $`\alpha `$, like the ratio $`\xi _T^c/\xi _L^c`$ on the critical line, which is remarkably close to 2 - a prediction expected for $`T<T_c`$ from the correlation functions close to the phase boundary. Our results for $`R_\xi ^+`$ and $`R_C`$ are in full agreement with the best theoretical estimates; $`R_A`$ and $`Q_2^T`$ are new and remain untested for the moment. Acknowledgements

We are grateful to Jean Zinn-Justin, Michele Caselle, Martin Hasenbusch and Andrea Pelissetto for discussions and to Ettore Vicari for his comments on the calculation of $`A^+/A^{}`$ from the equation of state. Our work was supported by the Deutsche Forschungsgemeinschaft under Grant No. FOR 339/1-2, the work of A. C. and T. M. in addition by FAPESP, Brazil (Project No. 00/05047-5).


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# Printed on Laser Spinning of Nanotubes: A path to fast-rotating microdevices

## Abstract

We show that circularly polarized light can spin nanotubes with GHz frequencies. In this method, angular moments of infrared photons are resonantly transferred to nanotube phonons and passed to the tube body by “umklapp” scattering. We investigate experimental realization of this ultrafast rotation in carbon nanotubes, levitating in an optical trap and undergoing mechanical vibrations, and discuss possible applications to rotating microdevices.

Carbon nanotubes  have unique mechanical and electronic properties with many potential applications . They possess a huge Young modulus $`Y>1`$ TPa, which adjusts their autonomous mechanical oscillations to MHz frequencies . Moreover, their ”molecular structures” remain naturally stable even at large deformations .

Therefore, rotationally symmetric structures based on stiff nanotubes could form ideal piston-rods for nanoscale applications. In contrast to chemically driven bio-motors , spinning with Hz frequencies, such tubular structures could rotate very fast, if angular momentum is efficiently transferred to them and friction is reduced.

Small heteropolar molecules can be dissociated , if synchronously rotated with a dipolar laser trap, which accelerates its angular velocity. Larger molecules  and micro-particles  can be rotated by absorption of angular momentum from circularly polarized or ”twisted” laser beams. Nanotubes are excellent candidates for this asynchronous driving, where the system rotational frequency is much smaller than the light frequency.

Here, we investigate ultrafast asynchronous rotation induced in nanotubes by excitation of their vibrational modes with circularly polarized light. The mode selection is restricted by radiational heating, since each photon absorbed by the tube transfers to it angular momentum $`\mathrm{}`$ and energy $`\mathrm{}\omega `$. The resulting heating can be limited in excitation of infrared (IR) $`A_{2u}`$ or $`E_{1u}`$ phonon modes, active in graphite  and nanotubes .

In Fig. 1 we show two schemes for spinning nanotubes. In the upper one, circularly polarized light beam propagates along the symmetry axis of the single-wall (SWNT) or multi-wall (MWNT) nanotube, levitating in an optical trap. The photon angular momentum is transferred to circularly polarized phonons, counter-propagating on the tube circumference (see Fig. 2), and latter passed by scattering to the tube body. The angular momentum of light could be also directly passed to the nanotube in excitation of its dense rotational levels. The resulting tube rotation with angular frequency $`\omega _{rot}`$ is mostly balanced by friction with the surrounding molecules. In the lower configuration, a closed nanotube ring  is analogously rotated by absorption of circularly polarized photons.

We can describe the excitation of nanotube phonons by circularly polarized light, and the subsequent relaxation, with the simplified Hamiltonian

$`H`$ $`=`$ $`{\displaystyle \underset{\alpha }{}}\mathrm{}\omega _\alpha b_\alpha ^{}b_\alpha +{\displaystyle \underset{\alpha _\pm }{}}\mu _{\alpha _\pm }E^\pm (t)\left(b_{\alpha _\pm }^{}+b_{\alpha _\pm }\right)`$ (1)
$`+`$ $`{\displaystyle \underset{\alpha _\pm ,\beta ,\gamma }{}}(c_{\alpha _\pm ,\beta ,\gamma }b_{\alpha _\pm }^{}b_\beta b_\gamma +H.c.)+H_d.`$ (2)
The first two terms describe phonon modes $`\alpha =(band,k)`$ and coupling of the chosen IR circularly polarized optical phonons, with operators  $`b_{\alpha _\pm }^{}=2^{1/2}(b_{\alpha x}^{}\pm ib_{\alpha y}^{})`$ and $`b_{\alpha _\pm }=2^{1/2}(b_{\alpha x}ib_{\alpha y})`$, to the light intensity $`E^\pm (t)`$ of the same polarization. The third term denotes decay of these IR phonons, with wave vectors $`k0`$, into phonon pairs with opposite wave vectors $`\pm k`$, which most likely come from the same acoustical branch . These also can not carry angular quasi-momentum $`L`$, which is passed to the tube by umklapp processes. The resulting tube rotation is predominantly damped by scattering with molecules, as described in $`H_d`$ .

In Fig. 2, we show two (doubly degenerate) IR modes in the elementary cell, with 40 atoms, of the (10,10) nanotube. In the $`A_{2u}`$ and $`E_{1u}`$ modes, the atoms move out-of-plane and in-plane, respectively, orthogonal to the tube axis , as shown by open circles. Combination of the two degenerate linearly polarized modes forms a circularly polarized phonon mode, of either symmetry, which can absorb angular quasi-momentum from circularly polarized photons. The atomic displacements break the tube symmetry and induce electric dipoles (+ -), which follow in time the polarization of the circulating electric field $`𝐄^+`$. The effect does not rely on coherent light and can be also realized in tubular rings (see Fig. 1).

As an example, we consider excitation of the $`A_{2u}`$ mode. The total number $`n_{A_{2u}}^+`$ of circularly polarized phonons, excited in the vicinity of $`k=0`$, is given by the Boltzmann equation

$`{\displaystyle \frac{n_{A_{2u}}^+}{t}}`$ $`=`$ $`\dot{n}_{A_{2u}}^+{\displaystyle \frac{n_{A_{2u}}^+n_{A_{2u};equil.}^+}{\tau _{A_{2u}}}}.`$ (3)
$`\dot{n}_{A_{2u}}^+`$ is their injection rate and $`\tau _{A_{2u}}=2\mathrm{}/\gamma _{A_{2u}}2`$ ps, is the relaxation time, where $`\gamma _{A_{2u}}22`$ cm-1 is the width of the IR phonon lines in nanotubes . We neglect small populations $`n_{A_{2u}}^{}`$ of phonons with the opposite polarization, resulting in scattering.

The absorption line of the $`A_{2u}`$ ($`E_{1u}`$) mode was observed near $`\omega _{A_{2u}}=870`$ cm-1 ($`1580`$ cm-1) in both graphite and C nanotubes. In graphite, the $`A_{2u}`$ mode has an oscillator strength  $`f0.004`$, which we assume to approximately hold in C nanotubes. Its optical dipole moment is  $`\mu _{A_{2u}}=e\sqrt{3\mathrm{}f/2m_{osc}\omega _{A_{2u}}}10^{31}\mathrm{Cm}`$, where $`m_{osc}=M_{Carbon}/2`$ is the oscillator mass. Using the Fermi’s Golden rule, and assuming that $`n_{A_{2u};equil.}^+0`$, we obtain the injection rate

$`\dot{n}_{A_{2u}}^+{\displaystyle \frac{2\pi }{\mathrm{}}}|\mu _{A_{2u}}E^+|^2\rho (\omega _{A_{2u}}),`$ (4)
where $`\rho (\omega _{A_{2u}})`$ is the density of phonon modes at $`k=0`$. An armchair (10,10) nanotube of length $`l=1\mu `$m has $`n1.6\times 10^5`$ C atoms and $`N=n/40=4000`$ elementary cells ($`A_{2u}`$ modes with $`k0`$). About $`10\%`$ of these modes (around $`k=0`$) fall in the energy window $`\gamma _{A_{2u}}`$, thus giving the effective mode density $`\rho (\omega _{A_{2u}})400/\gamma _{A_{2u}}`$. For a field strength $`E^+=10`$ kV/m, we then obtain from Eq. 4 that $`\dot{n}_{A_{2u}}^+2.5\times 10^5`$ s-1. The IR phonons thus absorb the angular quasi-momentum with the rate $`\dot{L}_{A_{2u}}=\mathrm{}\dot{n}_{A_{2u}}^+2.5\times 10^{29}`$ Nm.

We can understand the angular quasi-momentum umklapp processes by unrolling the nanotube, and loosely binding many such sheets into a superlattice of lattice constant $`a_s=2\pi r`$, where $`r`$ is the tube diameter. Then, the IR phonons modes have the transversal wave vector $`K_0=2\pi /a_s`$, which falls in the middle of the second Brillouin mini-zone of size $`Q=K_0`$. In a two-phonon umklapp decay, the momentum conservation is $`K_0+K_1+K_2=Q`$ (transversal wave vectors of the decayed acoustical phonons are $`K_{1,2}=0`$), where the vector $`Q`$ interconnects centers of the first and second mini-zone. In the nanotube, we can vector multiply this identity by $`\mathrm{}r`$, and obtain the (umklapp) angular quasi-momentum conservation $`L_0+L_1+L_2=\mathrm{}Q\times r`$ ($`L_{1,2}=0`$), where $`L_0=\mathrm{}K_0\times r\mathrm{}`$.

In Eq. 3 these processes are represented by the relaxation time $`\tau _{A_{2u}}`$, which could be derived from Eq. 2 following Klemens . Its experimental value, $`\tau _{A_{2u}}2`$ ps, is in agreement with decay times of the suggested processes realized in other systems . Since ab initio calculations of the phonon matrix elements $`c_{\alpha _\pm ,\beta ,\gamma }`$ are lacking, we use this value of $`\tau _{A_{2u}}`$ in our modeling. Eq. 3 then gives the steady-state angular quasi-momentum in the $`A_{2u}`$ phonon bath $`L_{A_{2u}}=\mathrm{}\mathrm{\Delta }n_{A_{2u}}^+=\dot{L}_{A_{2u}}\tau _{A_{2u}}5.2\times 10^{41}`$ Js.

The angular momentum is transferred to the tube body at the rate $`\dot{L}\dot{L}_{A_{2u}}`$. Nanotubes in liquids  or under atmospheric conditions would rotate slowly, since collisions with the surrounding molecules quickly dissipate the acquired angular momentum. On the other hand, in low-vacuum environment, with realistic collisional rates $`\kappa 10^{12}10^{13}`$ cm3 s-1, damping times of the order $`\tau _{damp}10`$ s are readily achievable. The tube thus keep a steady-state angular momentum $`L\dot{L}_{A_{2u}}\tau _{damp}2.5\times 10^{28}`$ Js.

The nanotube rotation frequency $`\omega _{rot}`$ can be found upon calculating its principal moments of inertia

$`A=B=M\left({\displaystyle \frac{r_e^2+r_i^2}{4}}+{\displaystyle \frac{l^2}{12}}\right),C=M{\displaystyle \frac{r_e^2+r_i^2}{2}}.`$ (5)
Here $`M=\rho l`$, $`r_e`$, $`r_i`$, and $`l`$ are the nanotube mass ($`\rho `$ is the linear density), exterior and interior radii, and length, respectively. For the $`(10,10)`$ armchair nanotube with $`r=(r_e+r_i)/20.68`$ nm and $`l=1\mu `$m, we obtain $`M1.9\times 10^{20}`$ kg and $`A1.6\times 10^{33}`$ kg m$`{}_{}{}^{2}1.8\times 10^5C`$.

Finally, we find the rotation speed $`\omega _{rot}=L/C28`$ GHz for this elementary nano-mechanical device. Centrifugal acceleration on its surface is enormous, $`a=r\omega _{rot}^2=0.5\times 10^{12}m/s^210^{11}g`$. This value surpasses by two orders of magnitude the acceleration obtained with sub-millimeter steel balls , and by five orders of magnitude acceleration in the fastest centrifuges . Since for $`a=10^{11}g`$ the force on each C atom, $`F13\mu `$eV/Å is still negligible with respect to chemical forces (1 eV/Å), the tube rotation could be further increased. On this path to “tera-gravity”, unique parameters of nanotubes can play a pivotal role.

We can now discuss in more details practical spinning experiments. Isolated SWNT or MWNT have been grown, for example, on an AFM tip , which can be later placed inside an optical trap. The nanotube can be severed from the tip using, for instance, a focused electron beam . Detached tubes could be also transported to the trap by recently developed nano-tweezers . The optical trap can be formed by two linearly and mutually parallel polarized counter-propagating laser beams .

Nonresonant scattering of trap-beam photons from the nanotube with polarizability $`\alpha `$ produces a force, oriented in the direction of increasing light intensity $`I`$, that results in the potential $`U=\alpha I/2c`$ ($`c`$ is the speed of light). The longitudinal $`\alpha _{zz}500\AA ^3`$/atom and radial $`\alpha _{xx}25\AA ^3`$/atom static polarizabilities of semiconducting nanotubes  are quite different, and this difference is even larger in metallic tubes. Therefore, the tube in the trap remains oriented along the beam polarization axis, where it experiences the trapping potential

$`UU_0e^{r^2/\sigma _r^2z^2/\sigma _z^2}(U_0Sr^2)e^{z^2/\sigma _z^2}.`$ (6)
Here $`x,y,z`$ ($`r=x^2+y^2`$) are the tube center-of-mass coordinates, and $`S=S_0l=U_0/\sigma _r^2`$ is the trap rigidity. To prevent thermal escape of the tube from the trap, we consider a trap depth $`U_0=n\alpha _{zz}I/2c10`$ eV, and obtain $`I1.2`$ GW/cm2. The trap laser frequency must be below the band gap, $`E_g1`$ eV, and away from the frequencies of the tube internal modes, see below. Assuming that $`\sigma _r1\mu `$m, we find $`S_0=U_0/l\sigma _r^21.6`$ J/m3.

Small amounts of defects and adsorbants on the tube walls do not prevent its spinning, but can shift its rotation frequency. In accordance with the De Laval principle of self-balancing , such a partially-coated nanotube floating in the trap would rotate around an eccentric axis. Rapid rotation of the nanotube can be also limited by its mechanical vibrations in the trap, as discussed below. To avoid its large oscillations, the critical frequencies should be quickly passed during the acceleration .

The cylindrical whirl mode  reflects the rigid-body vibrations of the tube orthogonal to the trap axis. The forward (backward) cylindrical frequencies are $`\omega _{cyl}=\pm \sqrt{S_0/\rho }\pm 9.2\mathrm{MHz}`$. In the conical whirl mode, the tube ends move in opposite directions with respect to the tube/trap axis. For a tube distorted through the angle $`\theta `$, the torsional moment is $`M_FS_0l^3\theta /6`$, resulting in the Euler’s equation,  $`A\omega _{con}^2=C\omega _{rot}\omega _{con}+S_0l^3/6`$. Using $`A\rho l^3/12`$, valid for $`lr`$, we obtain

$`\omega _{con}={\displaystyle \frac{C\omega _{rot}}{2A}}\pm \sqrt{\left({\displaystyle \frac{C\omega _{rot}}{2A}}\right)^2+{\displaystyle \frac{2S_0}{\rho }}}.`$ (7)
We can see that the modal frequencies depend on $`\omega _{rot}`$ due to gyroscopic effects . Since the ratio $`C/Al^2`$ is small, the effects are suppressed by the potential $`U`$, so that $`\omega _{con}\sqrt{2}\omega _{cyl}`$. From Eq. 7, we find that they begin to play a role for tube lengths $`l<(r_e+r_i)\sqrt{3\omega _{rot}/\omega _{cyl}}130`$ nm. If the trap is suddenly switched off, a micron-long nanotube rotating with frequency $`\omega _{rot}=28`$ GHz, and initially disturbed on its side, would precess with the frequency $`\omega _{prec}=C\omega _{rot}/A175`$ kHz.

In long nanotubes, one needs to consider also flexural vibrations . The critical flexural frequencies $`\omega _f`$ can be evaluated from the equations for lateral deflections $`x(z)`$, $`y(z)`$ at different points $`z`$ along the trap axis, if the rigid body approximation is abandoned. The equation for the $`x`$ deflection is

$`YI{\displaystyle \frac{^4x}{z^4}}`$ $`=`$ $`\rho {\displaystyle \frac{^2x}{t^2}}S_0x`$ (8)
$`+`$ $`a{\displaystyle \frac{^2}{t^2}}\left({\displaystyle \frac{^2x}{z^2}}\right)+c\omega _{rot}{\displaystyle \frac{}{t}}\left({\displaystyle \frac{^2y}{z^2}}\right).`$ (9)
Here $`Y`$ is the Young modulus, $`I=\pi (r_e^4r_i^4)/4`$ is the second moment of nanotube cross-section and the factors $`c=2a=\rho (r_e^2+r_i^2)/2`$ are the densities of the moments of inertia , which correspond to the bulk expressions in Eq. 5 in the limit $`l0`$. The equation for the $`y`$ deflection results from Eq. 9 by exchanging $`xy`$ and a negative sign in the last term.

The flexural frequencies correspond to the solutions $`x=x_0\mathrm{cos}(\omega _ft)`$, $`y=y_0\mathrm{sin}(\omega _ft)`$ in Eq. 9. This substitution gives an ordinary differential equation, identical for both the $`x`$ and $`y`$ deflections. For simplicity, we apply the clamped-end approximation, with the boundary conditions $`x_0(z=\pm \frac{l}{2})=d^2x_0(z=\pm \frac{l}{2})/dz^2=0`$. The solutions are $`x_0(z)=A_0\mathrm{cos}(\xi z)`$ or $`x_0(z)=A_0\mathrm{sin}(\xi z)`$, where $`\xi ^2=\left(\alpha +\sqrt{\alpha ^24\beta YI}\right)/2YI`$, $`\alpha =a\omega _f^2c\omega _{rot}\omega _f`$, and $`\beta =S_0\rho \omega _f^2`$. Therefore, $`\xi =n\pi /l`$, with $`n=1,\mathrm{\hspace{0.17em}2},\mathrm{\hspace{0.17em}3},\mathrm{}`$ indexing the eigenmodes, which leads to the critical flexural frequencies ($`\omega _{fn}=\omega _{rot}`$)

$`\omega _{fn}=\sqrt{{\displaystyle \frac{S_0/\rho +\left(n\pi /l\right)^4YI/\rho }{1\left(n\pi r/l\right)^2/2}}}.`$ (10)
We use the values $`Y5.5`$ TPa and $`h=r_er_i=0.066`$ nm, found in molecular dynamics simulations .

In Fig. 3, we show the dependence of the lowest critical frequencies $`\omega _{fn}`$ on the tube length $`l`$, calculated from Eq. 10 using the numerical values for $`Y`$, $`h`$, $`\rho `$, $`S_0`$ and $`r`$. For long tubes, the frequencies $`\omega _{fn}`$ coincide with $`\omega _{cyl}`$, while for shorter tubes ($`l<1.3\mu `$m), the bending term surpasses the trap term, and $`\omega _{fn}=\left(n\pi /l\right)^2\sqrt{YI/\rho }`$. In the continuum description, gyroscopic effects become only important for high eigenmodes $`nl/r`$. In the inset of Fig. 3, we also show the dependence of $`\omega _{fn}`$ on $`n`$ for tubes of different lengths. The huge Young modulus $`Y`$ makes the density of critical frequencies $`\omega _{fn}`$ relatively low, especially for short nanotubes. This allows for a rapid traversal to the “supercritical state”, which is realized above the flexural or other vibrational frequencies.

Rotating nanotubes could form parts of nano-motors, centrifuges or stabilizers. Centrifugal studies could be performed inside microtubes with large diameters $`d10\mu `$m  or in assemblies made from nanotube rings, forming strong but flexible skeletal coats. One could also think about possible applications of rotating tubes in liquids. Slowly rotating coiled nanotubes  could, for example, propel microscopic systems, which would chemically power the rotation of these tubes that attached to their surfaces in bearings , as in bio-motors. We believe that unique properties of nanotubes made from carbon and other materials could foster applications with rotating micro-elements.

We would like to thank R. Saito and G. Dresselhaus for data on IR phonon modes and several useful discussions. PK would like to acknowledge support from EU COCOMO. This work was also supported by the US National Science Foundation through a grant to the Institute for Theoretical Atomic and Molecular Physics at the Harvard-Smithsonian Center for Astrophysics.


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# SLOTT-AGAPE Data Processing

## 1 Gravitational lensing and pixel lensing technique

In the recent surveys  monitoring millions of stars much attention has been focused on the possibility that a relevant fraction of galactic dark matter could consist of MACHOs (Massive Astrophysical Compact Halo Object). In order to detect them, it was proposed by Paczynski (1986) to search for dark objects by gravitational lensing . In fact, when a compact object passes near the line of sight of a background star, the luminosity of this star increases giving rise to a characteristic luminosity curve.

In a dense field, many stars contribute to any pixel of the CCD camera at the focal point of the telescope. When an unresolved star is sufficiently magnified, the increase of the light flux can be measured on the pixel. Therefore, instead of monitoring individual stars, we follow the luminous intensity of the pixels. Then all stars in the field, and not the only few resolved ones, are candidates for a microlensing event. Of course, only the brightest stars will be amplified enough to become detectable above the fluctuations of the background, unless the amplification is very high and this occurs very seldom. In a galaxy like M31, however, this is compensated by the very high density of stars.

If $`\varphi `$ is the amplified flux detected by the pixel and $`\varphi _B`$ the one of the background, the flux variation is given by

$$\varphi _{star}(A1)=\varphi \varphi _B$$
(1)
and

$$\varphi _B=\varphi _{star}+\varphi _{others}$$
(2)
where $`\varphi _{star}`$ is the star flux at rest (i.e., when it is not lensed) and $`\varphi _{others}`$ is the flux of the stars in the same pixel. $`A`$ is the amplification

$$A=\frac{x^2+2}{x\sqrt{x^2+4}}withx^2=\omega ^2(tt_0)^2+x_{\mathrm{min}}^2,$$
(3)
where $`\omega =t_E^1`$ is the inverse Einstein time; $`x_{\mathrm{min}}`$ is the impact parameter in units of the Einstein radius $`R_E,`$ and $`t_0`$ is the time of maximum amplification.

## 2  <br>MEDEA Software

### 2.1 Conceptual Design for data acquisition, selection and analysis

A two level trigger follows the data acquisition to perform the on-line selection of interesting events that can be studied quasi-on-line. Other events, which should be more complicate lensing events, variable stars, novae and supernovae and so on, are not lost during the selection, but are stored for an off-line analysis.

More in particular thanks to the first trigger level light curves with luminosity variation are selected; while the second trigger level is responsible of lensing event selections .

### 2.2 MEDEA Components

The software system is made by different units:

* The Intelligent Data Acquisition (I-DAQ) Unit, that is responsible of the data acquisition and technical corrections.
* The Control Unit, which thanks to Telescope Control System (TCS), controls the telescope by following the instruction from the DataBase Control System (DBCS) or console.
* The DataBase (DB) Unit is the intelligent part of the system; in fact, here we have the data storage and processing. Such a unit is the natural link from the observations to the data analysis components.
* The Processing and Analyzing (P&A) Unit is the platform where the massive data analysis is performed. It is made of three main sub-units:

+ Data pre-processing sub-unit, (P&A).(DAPP), used for geometrical alignment, photometric calibration, and seeing correction;
    + Data processing sub-unit, (P&A).(DAP), is the first trigger level, that selects amplified light curves by using a specific peak detection algorithm;
    + Data analysis sub-unit, (P&A).(DAU), used for testing different lensing model (single point-like lens and source, double source, extended source), for performing color correlation test, and for verifying the statistical Kolmogorov-Smirnov test and Durbin-Watson one.


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# A full orbit XMM-Newton observation of PKS 2155-304

## 1 Introduction

Emission from Blazars is dominated by the non-thermal continuum produced in a relativistic jet pointing close to the line of sight (e.g. Urry & Padovani 1995). Thanks to the effects of relativistic beaming the jet flux can be enhanced by several orders of magnitude and its variability can therefore be studied observationally down to short timscales. Blazars hold crucial information on the physical processes taking place in relativistic jets. The “double humped” shape of the Spectral Energy Distribution (SED) is generally interpreted as due to synchrotron and Inverse Compton emission from a population of relativistic electrons in the jet. In fact from modelling the shape of the SED and the correlated variability of the two components it is possible to constrain the basic physical quantities of the jet (e.g. Sikora & Madejski 2001; Tavecchio et al. 1998). In particular, variability allows one to explore the acceleration and cooling processes acting on electrons. On this regard, especially valuable are observations in X-rays, which are produced by high-energy, fast-evolving particles.

Thanks to the ASCA and Beppo-SAX satellites, time lags between variability at different X-ray energies were discovered in PKS 2155-304 and Mkn 421. In the case of PKS 2155-304 lags were always of the same sign, soft X-rays lagging the harder ones, while both signs were found in Mkn 421. The simplest interpretation of these findings is that the emission from different X-ray energy bands is due to the same population of electrons. Within this picture the observed lags correspond to the time needed by the electrons to cool (soft lag) or accelerate (hard lag) and emit radiation in another energy band.

The main limitation to the ASCA and Beppo-SAX studies is related to the low orbit of such satellites: the periodic earth blockage prevents a continuous sampling of flux behaviuours, making temporal analysis more complicated and less reliable. The advent of the new generation satellites, such as XMM-Newton and Chandra, thanks to their high altitude and elliptical orbits, opens a new era in variability studies. In fact they offer continuous target visibility for up to about 40 hours compared with only $`90`$ minutes from the low orbit satellites. In particular the big improvement offered by XMM-Newton is due to the combination of such a long continuous coverage of the target coupled with an unprecedently large effective area. Another striking feature of XMM-Newton is the possibility offered by the Optical Monitor to explore simultaneously the optical-UV bands.

With the goal of characterizing in a better way the variability we obtained a $`150`$ ks XMM-Newton observation of one of the X-ray and UV brightest Blazars: PKS 2155-304.

PKS 2155-304 ($`z=0.116`$) is a well known BL Lac object (a subclass class of blazars with an almost featureless optical spectrum), intensively monitored in the past years. Limiting quotations to results based on ASCA, BeppoSAX, CHANDRA or XMM-Newton, a minimal list of references is the following: Urry et al. 1997 (reporting simultaneous ASCA, EUVE and IUE lightcurves); Tanihata et al. 2001 (continuous 10-days ASCA observation); Kataoka et al. 2001 (summary of ASCA and Rossi-XTE lightcurves); Zhang et al. 2002 (summary of BeppoSAX lightcurves); Nicastro et al. 2002 (the first spectrum of PKS 2155-304 obtained with the Chandra gratings). Edelson et al. (2001) report on a 100 ks-long XMM-Newton observation secured on May 30 2000 during the Performance Verification/Guaranteed Time Observation phase.

We present the results of a preliminary analysis of a long XMM-Newton pointing of PKS 2155-304 on Nov 19-21 2000. Due to problems in the satellite data analysis pipeline, the preprocessed data became available to us only recently. We present in this paper a preliminary analysis of the data of the EPIC PN camera and of the Optical Monitor (OM) only. EPIC MOS1 and MOS2 and RGS data will be discussed elsewhere (however see Brinkmann et al. in these proceedings).

## 2 Results

### 2.1 Data Analysis

PKS 2155-304 was observed during two uninterrupted pointings from Nov 19 (18:47:00 UT) to Nov 20 (10:47:49 UT) and from Nov 20 (13:01:39 UT) to Nov 21 (05:17:28 UT), respectively. The gap between the two parts is $``$2 hrs.

In order to avoid pile-up effects due to the large flux of the source, the PN camera was operated in the Small Window mode and the two MOS cameras in Timing Mode (MOS1) and Small Window Mode (MOS2). The data, processed with the standard pipeline, were analyzed with the XMM-Newton Science Analysis System (version 5.2.0).

A well known problem in EPIC data analysis is the background stability (e.g. Katayama et al. 2002). The background spectrum is dominated by particle events above 5 keV (e.g. Katayama et al. 2002). PKS 2155-304 emits most of its photons in the soft X-ray band so we were able to assess the stability of the background using a 1000 s binned light curve from events between 10 and 12 keV in a circular region ($`r=100^{\prime \prime }`$) far from the source position (Figure 1 top). The first part of the observation has a stable background (with a mean of 10 counts per bin), while the second part shows changes $`8`$ times larger than the quiescent level of $`9.6`$ counts per bin. We conservatively excluded all the time intervals of the second part of the observation with background (10-12 keV) counts per bin larger than 13 (red line in Figure 1).

We extracted light curves in 3 energy bands, 0.1–2 keV, 2–4 keV and 4–10 keV with a bin size of 1000 s in a circular region with $`r=40^{\prime \prime }`$ centered on the source position. Due to a visible trend of increasing source flux after the end of a consistent ($`22`$ counts per bin) background flare (e.g. at time $`1.83`$ and $`1.9`$ in Figure 1), we conservatively excluded 3 more data points (i.e. 3000 s) after the end of such flares. The cleaned PN lightcurves normalized to their mean are presented in Figure 2 (colored points).

PKS2155-304 has been also observed with the OM using the UVW2 filter ($`2000`$ Å). The OM was operated in the standard imaging mode, with exposure time frames of 800 s, giving an almost continuous coverage of the target. The source counts were extracted in a circular region with $`r=48^{\prime \prime }`$ and the background in a concentric annular region from $`48^{\prime \prime }`$ to $`2^{}`$. The OM lightcurve normalized to the mean is shown in Figure 2 (black points).

Some simultaneous ground based photometry and polarimetry is available for the second part of the observation and will be presented elsewhere.

### 2.2 Temporal Analysis

To compare the amplitude of variability in the various energy bands we calculated the normalized excess variance, $`\sigma _{\mathrm{rms}}^2`$ (Zhang et al. 2002). This is given in Figure 3, which clearly shows that the trend of increased variability with energy found by e.g. Zhang et al. (2002), Edelson et al. (2001) in the X-ray regime extends to the UV. This trend is well modeled with a power law $`\sigma _{\mathrm{rms}}^2=k\times (E/2.8284\mathrm{keV})^\gamma `$ with $`\gamma =0.70`$ and $`k=0.1070`$.

#### 2.2.1 Cross-correlation

To construct the cross-correlation function (CCF) we first normalized the light curves to zero mean and unit variance by subtracting the mean count rate and dividing by the rms (root mean squared) of the light curves (e.g., Edelson et al. 2001). The CCF is measured using the Discrete Correlation Function (DCF, Edelson & Krolik 1988). The bin size of the DCF is chosen to be 1200 s. We first calculated the DCFs of the first part of the observation which is the most variable during this campaign (see Figure 2). The DCF of the 0.1–2 keV versus the 4–10 keV energy bands shows that variability in these two bands is highly correlated, and, more important, there is no detectable time lag between the two bands. This behaviour is confirmed by the DCF analysis between other X-ray bands (i.e., 0.1–2 vs 2–4 keV, and 2–4 vs 4–10 keV). The DCF of the OM versus any of the PN energy bands for the first part of the observation shows an asymmetric structure at negative lags of still unclear nature, which disappears considering the whole observation.

#### 2.2.2 Structure Function

We compute the Structure Function ($`SF`$) of each 1000 s binned lightcurve normalized to the square of the lightcurve mean, as in Zhang et al. (2002), so that the $`SF`$s can be directly compared. We subtract from each $`SF`$ the contribution of the Poisson noise. The normalized $`SF`$s for the OM and for the 3 PN energy bands are shown in Figure 4. As expected from the trend clearly visible in Figure 2 and Figure 3, the amplitude of the variability (i.e. the normalization of the $`SF`$ curve) increases with the energy of the lightcurve.

We fit the normalized structure functions at times $`>10^4`$ s (to exclude the region dominated by the Poisson noise) with a power law model: $`SF(\tau )=k\times (\tau /20\mathrm{k}\mathrm{s})^\beta `$. The best fit values for the normalization ($`k`$) and for the slope ($`\beta `$), together with their $`1\sigma `$ errors are reported in Table 1. A fit with a broken power law model suggests a break very close to the longest sampled timescales and does not improve the fit significantly.

The large errorbars hide any possible dependence of the $`SF`$ slope on the energy.

### 2.3 Spectral analysis

We divided the first part of the observation into two intervals: the “high” and “low” flux states (see Figure 2).

We present the first XMM-Newton EPIC spectrum of PKS2155-304. Due to unsolved problem of the calibration we restricted the analysis to the 0.6–10 keV energy range. We analyzed the spectral data using XSPEC (v.11) and the latest version of the response matrices (2001-12-11).

A simple (Galactic) absorbed power-law model is clearly inadequate to reproduce the spectrum. We then used the broken power-law model, which provides a good fit, except for an evident deficit of photons close to $`2.2`$ keV. This feature is located near to the Au instrumental edge in the telescope effective area and indicates residual uncertainties in the calibration at this energy in the SW mode.

The spectral indices measured in the high state ($`\mathrm{\Gamma }_1=2.73\pm 0.01`$ and $`\mathrm{\Gamma }_2=2.9\pm 0.1`$) indicate that the spectrum is steepening with energy. During the low state the data indicate a further significant steepening of the spectrum $`\mathrm{\Gamma }_1=2.82\pm 0.01`$ and $`\mathrm{\Gamma }_2=2.97\pm 0.05`$, consistent with what is usually observed in BL Lacertae objects (Urry et al. 1997; Kataoka et al. 2000). The 2–10 keV fluxes for the two states are $`2.8\times 10^{11}`$ erg cm-2 s-1 and $`2.03\times 10^{11}`$ erg cm-2 s-1, respectively. PKS2155-304 is thus in a “low” state, similar to the 1996 Beppo-SAX observation (Giommi et al. 1998; Zhang et al. 2002).

The curved model of Fossati et al. (2000) does not improve the fit and t is not considered here.

## 3 Discussion

During the observation the source was monotonically dimming with some superposed flickering. The most remarkable aspect is the energy dependence of the dimming, which is a factor 3 in 4–10 keV range and 20% in the UV (Figure 2 and 3). Figure 3 shows that variability increases regularly with the energy. Moreover the structure functions indicate that the dependence with the energy holds at all the timescales. Both results are consistent with the results of Edelson et al. (2001) and Zhang et al. (2002), but here are rather apparent, and are shown to extend to the UV range.

It is noticeable that in the presence of such a clear variability/energy dependence, the shape of the structure functions do not differ within the errors, indicating that the same variability mechanism is operating at all the investigated energies.

A further important point is the finding of no lags between different X-ray ranges. This is consistent with what reported by Edelson et al. (2001) in their XMM-Newton observation of PKS 2155-304, but it is an apparent disagreement with previous findings of time lags by the ASCA and BeppoSAX satellites (Kataoka et al. 2001; Tanihata et al. 2001; Zhang et al. 2002). It should be noted, however, that time lags have been found only in high-flux states, while both XMM-Newton observations found the source in a low state. Moreover, while during ASCA and BeppoSAX PKS 2155-304 was highly active and lightcurves included well defined flares, the XMM-Newton lightcurves are rather smooth, showing only slow variations. These differences could suggest that variability is driven by different mechanisms in the low and the high state. In order to assess this proposal, further observations in the X-ray/$`\gamma `$-ry domain are necessary.

###### Acknowledgements.

We thank Valentina Braito for valuable help in the analysis of XMM data. We acknowledge support from Italian MUIR (contract COFIN MM02C71842) and ASI (grant I-R-105-00).