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# Learning curves for Soft Margin Classifiers

## 1 Introduction

The recently introduced Support Vector Machines  (SVM) may be considered as an extension of the perceptron. The latter is only able to perform linear separations by a hyperplane in input space. When the problem is not linearly separable, instead of searching for more complex surfaces in input space, SVMs map the input patterns onto a space of much higher dimension with the hope that in this featurs-space the task be linearly separable. To cope with the problem of the very high dimensionality of the space, Cortes and Vapnik  proposed to find the Maximal Stability Perceptron (which is the solution that maximizes the distance from the hyperplane to the closest pattern). The corresponding weight vector, normal to the hyperplane, has the remarkable property that it can be written as a linear combination of some of the training patterns, called Support Vectors. This weight vector $`𝐰`$ minimizes the SVM cost function,

$$E=\frac{1}{2}𝐰𝐰,$$
(1)
subject to the following conditions, imposed to all the patterns $`\mu =1,\mathrm{},M`$, of the training set $`_M=\left\{(𝐱_\mu ,x_\mu ^0)\right\}`$ with $`𝐱\mathrm{}^N,x_\mu ^0\{1,1\}`$,

$$x_\mu ^0\left(𝐰𝐱_\mu +b\right)1,\mu =1,\mathrm{},M.$$
(2)
where $`\left|b\right|`$ is the distance of the hyperplane to the origin. Conditions (2) impose that all the patterns be farther than a distance $`1/𝐰`$ from the hyperplane, and minimization of (1) ensures that this distance is maximized.

It can be shown that the solution to this extremum satisfies $`𝐰=_{\mu =1}^M\alpha _\mu 𝐱_\mu x_\mu ^0`$ where the coefficients $`\alpha _\mu `$ are nonnegative, and many of them are vanishing. If we now introduce a mapping $`𝐱\mathrm{\Phi }\left(𝐱\right)`$ the cost function for the SVM is given by eq. 1, but replacing everywhere $`𝐱_\mu `$ by $`\mathrm{\Phi }\left(𝐱_\mu \right)`$.

This machines, called hard margin machines, have been succesfully analyzed within the approach of statistical mechanics.

The preceding formulation supposes that the task is linearly separable in the working space, as otherwise conditions (2) cannot be fulfilled for all the patterns $`\mu `$. This may arise either because the selected mapping into the feature-space is not adequate, or because there is intrinsic noise in the data, and the task cannot be learned without training errors. To cope with this problem, a modification of the cost function (1) and the conditions (2) has been suggested , giving raise to the concept of Soft Margin Classifier, hereafter called SMC.

For simplicity, in this paper we restrict ourselves to consider SMCs acting on input space. This is a useful first step towards a better theoretical understanding of SMC’s with full functionality, i.e. using a mapping to a high dimensional feature space. We consider classifiers without bias111With this restriction, linearly separable tasks that would need a bias become non-realizable. This allows us to explore a larger set of non-realizable rules.

To find the SMC, one has to minimize the function:

$$E_{C,k}=\frac{1}{2}𝐰𝐰+C\underset{\mu =1}{\overset{M}{}}\zeta _{\mu }^{}{}_{}{}^{k},$$
(3)
where $`k`$ is a positive exponent and $`C`$ a positive constant, subject to the following conditions for $`\mu =1,\mathrm{},M`$

$`h_\mu x_\mu ^0𝐰𝐱_\mu `$ $``$ $`1\zeta _\mu ,`$ (4)
$`\zeta _\mu `$ $``$ $`0.`$ (5)
The slack variable $`\zeta _\mu `$ is a measure of how much the constraint (4) is violated for pattern $`\mu `$. In particular, if $`\zeta _\mu >1`$ then $`h_\mu <0`$, which means that pattern $`\mu `$ is wrongly classified. Unlike hard margin classifiers, in which all the training patterns are excluded from a strip of width $`1/𝐰`$ on both sides of the separating hyperplane, in the case of SMCs, patterns with $`0<\zeta _\mu <1`$ lie inside this strip, called soft margin.

The patterns with $`\zeta _\mu >0`$, which are the training patterns either wrongly classified as well as those correctly classified lying within the above mentionned strip, are the Support Vectors.

The exponent $`k`$ in (3) is usually set to $`1`$ or $`2`$ so that the cost function be a quadratic function of the unknowns $`𝐰`$ and $`\zeta _\mu `$ ($`\mu =1,\mathrm{},M`$). Under these conditions, the minimum of the cost function is unique , a fact that gives the SVMs a big advantage over other learning algorithms which require a search of the lowest of several local minima.

For practical implementations it is useful to formulate the dual problem and use the corresponding Kuhn-Tucker conditions, as was done for our simulations. We do not go into further details here, as these have been extensively discussed in the litterature .

The value of the hyperparameter $`C`$ in (3) sets the compromise between large margins and small numbers of errors. In practice, $`C`$ should be adjusted, either by trial and error or using more sophisticated methods  to get the best performance out of the classifier.

The paper is organized as follows: in section 2 we clarify what is meant by typical properties of a classifier and give a brief survey of the method used. The learning curves for a variety of different tasks are determined and discussed in section 3. We analyze the problems of patterns whose classes are random variables (section 3.1), patterns classified with a rule given by a teacher with the same structure as the trained classifier (section 3.2), or a different structure (section 3.3). We also consider tasks where the patterns’ classes are corrupted by noise (section 3.4). We relate the different behaviours of the generalization error to simple geometrical properties of the rule to be learned. We also present the typical properties of the optimal generalizers, that is, obtained with the values of $`C`$ that minimize the generalization error. The main results are summarized in the last section (4), where we discuss some perspectives of this work.

## 2 What are typical properties ?

Worst case analysis of a learning machine gives exact bounds for different quantities of interest, like the generalization error, the training error, the number of support vectors, etc. However, very often these exact bounds are not tight. In this paper we focus on the typical properties of SMCs faced with particular classes of problems. Our results, obtained with the tools of statistical mechanics, predict the expected (averaged over all the possible training sets) behaviour of SMCs. As in the case of perceptrons, this approach allows to get insight on the learning properties of the classifiers. The method, thoroughly described in a recent book , has already been presented elswhere in the context of SVMs . It was applied for the first time to learning machines by E. Gardner , who studied a perceptron learning a binary classification task. Statistical Mechanics is generally used to determine the properties of the minima of (cost) functions in very high dimensional spaces, when the cost depends on a large number of random variables, the training patterns. Like in statistical learning theory , these are assumed to be drawn independently from a probability distribution

Schematically, training a classifier amounts to minimize a cost function (which plays the role of an energy) in the space of the classifier’s parameters, which in the case of SMCs, are the $`N`$-dimensional weight vector and the $`M`$ slack variables. This minimization is done using the information contained in the set of $`M`$ training patterns. The typical properties (training error, generalization error, etc.) are obtained through averages over all the possible training sets corresponding to the task, in the limit of very large $`N`$ and $`M`$, keeping constant the ratio $`M/N=\alpha `$, hereafter called training set size. It can be proved that in the limit where both $`N`$ and $`M`$ diverge (called thermodynamic limit), with $`\alpha `$ held fixed, these averages coincide with the value taken by the considered property for almost every training set. This means that, if we made the “experiment” of training a given machine with a given training set for given (large enough) $`N`$ and $`M`$, we would find that the value of, say, the generalization error is very close to the one calculated with Gardner’s method. Within this context, values of $`N50`$ are usually already large. The rigorous validity of the techniques used in these calculations has been established recently .

## 3 Results

As already stated, we consider perceptrons trained to minimize the cost function (3) with conditions (4) and (5), with $`C>0`$. In the following we assume, for the sake of simplicity, that the components of the input patterns are independently drawn from a gaussian distribution of variance $`1/\sqrt{N}`$:

$$P\left(𝐱\right)=\frac{e^{N𝐱^2/2}}{\left(2\pi /N\right)^{N/2}}.$$
(6)
We study binary classsification tasks. The label of each pattern, denoted by $`x_\mu ^0\{1,1\}`$, is assigned following a rule, which may be deterministic or stochastic. In the latter case the labels are drawn from a probability distribution.

The training error $`ϵ_t`$ is the fraction of patterns in the training set that, after training, are incorrectly classified:

$$ϵ_t=\frac{1}{M}\underset{\mu =1}{\overset{M}{}}\mathrm{\Theta }\left(h_\mu \right).$$
(7)
where $`h_\mu `$ is given in equation (5). The generalization error is defined as the probability of misclassifying a new pattern after the network has been trained:

$$ϵ_g=\underset{x^0}{}𝑑𝐱P\left(x^0|𝐱\right)P\left(𝐱\right)\mathrm{\Theta }\left(x^0𝐰𝐱\right)$$
(8)
where $`P\left(x^0|𝐱\right)`$ is the probability that pattern $`𝐱`$ belongs to class $`x^0`$ (notice that for deterministic rules this is a delta function). If the classifier cannot implement the rule with a vanishing generalization error for any training set size $`\alpha `$ (even for $`\alpha \mathrm{}`$), the rule is said to be unrealizable. Otherwise, it is realizable.

The pertinence of our analytic results has been verified by comparing them to numerical simulations. The latter, presented in the figures of the following paragraphs, were done for $`N=100`$ and different values of $`M`$. This value of $`N`$ is large enough for $`M/N`$ be a good approximation of $`\alpha `$, which in the theoretical approach corresponds to the ratio of $`M/N`$ in the limit $`M\mathrm{}`$, $`N\mathrm{}`$.

We present results for different kinds of rules, starting with the extreme case where there is no rule at all, following with the case of a realizable rule, and at the end we analyze several examples of non realizable rules. We also report results for different exponents $`k`$ and values of $`C`$, including the optimal value and the limiting case of $`C\mathrm{}`$, for each of the rules considered. We call optimal the value $`C_{opt}\left(\alpha \right)`$ that gives, on average, the best generalizer, i.e. the lowest generalization error $`ϵ_g`$ for each value of $`\alpha `$.

### 3.1 Patterns with random classes

In this section we consider that the patterns are labelled randomly. Thus, it is impossible for any classifier to predict with any degree of certainty the correct label. Therefore, $`ϵ_g1/2`$. Gardner  analyzed with the statistical mechanics approach the properties of a perceptron learning such kind of task using the number of training errors $`Mϵ_t`$ (see eq. (7)) as cost function. She obtained the average training error $`ϵ_t`$, which is the lowest curve in figure 1222Although this curve is not exact, as the approximations used to obtain it break down for $`\alpha >2`$, the corrections to it are believed to be small .. This curve serves as a reference for the performance of the SMC, as by definition it gives the lowest training error that can be achieved on average. It is well known that $`ϵ_t=0`$ for $`0\alpha <2`$, which means that it is possible to train a perceptron to classifiy correctly any set of training patterns only if $`\alpha <2`$. The value $`\alpha _c=2`$ is the typical capacity of the perceptron: for $`\alpha >\alpha _c`$ only a subset of zero measure among all the possible training sets are learnable without training errors: the linearly separable ones. But, for $`\alpha <2`$, a typical training set has probability $`1`$ of not being linearly separable.

In figure 1 we show our results for the SMCs. For finite values of $`C`$ the average training error does not vanish at any $`\alpha `$, as was to be expected from the fact that SMCs do not aim at minimizing this quantity. Moreover, the fraction of training errors is rather large compared to the minimal possible values. The best performance is obtained in the limit $`C\mathrm{}`$. In this limit, the SMC achieves the perceptron’s maximal capacity: its training error vanishes both with $`k=1`$ and $`k=2`$ if $`\alpha <\alpha _c`$. For $`\alpha >\alpha _c`$ the best performance is obtained using the exponent $`k=1`$ in the cost function (3). This result is further discussed in the conclusions. Notice that when $`k=1`$ the fraction of errors leaves the value $`0`$ continuously, while the curve for $`k=2`$ presents a discontinuity at $`\alpha =\alpha _c`$, where it jumps from $`ϵ_t=0`$ to a finite value $`ϵ_t=0.105`$.

### 3.2 A realizable rule

Consider now a linearly separable rule so that, at least in principle, a perceptron is able to achieve a vanishing generalization error. To ensure that the rule is realizable, the labels of the examples are given by another perceptron called teacher:

$$x^0=\mathrm{sign}\left(𝐰_0𝐱\right),$$
(9)
where $`𝐰_0`$ is the the teacher’s weight vector. The average training and generalization errors for $`k=1`$ and $`k=2`$ are represented on figure 2, for different values of $`C`$.

Even though we are considering a realizable rule, which means that it is always possible to find a classifier achieving $`ϵ_t=0`$, all the SMCs (with finite $`C`$) end up with a finite fraction of training errors.

SMCs with $`k=2`$ perform better, both in training and in generalization, than those with $`k=1`$. This is so beacuse the term proportional to $`\zeta _\mu ^k`$ in the cost function (3) penalizes more heavily the errors (which have $`\zeta _\mu >1`$) when $`k=2`$.

The generalization error of the SMCs has a non monotonic behaviour as a function of $`C`$. On increasing $`C`$ at any given $`\alpha `$, $`ϵ_g`$ first decreases, reaches a minimum value for $`C=C_{opt}\left(\alpha \right)`$, and for larger values of $`C`$ it increases. In the limit $`C\mathrm{}`$, we obtain the hard margin solution, which has larger $`ϵ_g`$ than the optimum.

It is interesting to notice that with $`C=C_{opt}\left(\alpha \right)`$, which gives (by definition) the smallest generalization error, the corresponding training errors are not minimal. A similar result has been obtained  for a perceptron learning with the algorithm Minimerror , which minimizes a temperature dependent logistic cost function. In that case, the parameter that plays the role of $`C`$ is the temperature. It was shown that in the limit of zero temperature Minimerror converges to the maximal margin perceptron, which is nothing but the hard margin SVM, with $`ϵ_t=0`$. However, at finite temperature, the algorithm allows to obtain better generalization performance than the hard margin SVM, at the price of making training errors.

For the sake of comparison we included in the same figures the generalization error of the bayesian perceptron learning a realizable rule , which is known to be the optimal generalizer. We see that for $`C=C_{opt}`$ the best SMC is obtained with $`k=2`$. The relative difference of its generalization error with respect to the bayesian one is at most $`1.7\%`$ (see fig 3). Thus, very good generalization is achieved at the expense of some training errors.

In the limit of very large values of $`\alpha `$, the generalization error (that coincides in all cases with that of the training error), presents different behaviours. For all finite values of $`C`$, and both for $`k=1`$ and $`k=2`$, $`ϵ_gC^{1/6}\alpha ^{2/3}`$. That is, $`ϵ_g`$ decreases with the training set size slower than the usual $`\alpha ^1`$ law, found in the litterature for zero training error solutions. This behaviour changes qualitatively if $`C\mathrm{}`$ in which limit we recover the well known  hard margin result $`ϵ_g0.5005/\alpha `$. For the curves obtained using $`C_{opt}`$ we obtain: $`ϵ_g\left(k=1\right)0.488\alpha ^1`$ and $`ϵ_g\left(k=2\right)0.449\alpha ^1`$. Despite the fact that $`C_{opt}`$ is finite, the behaviour in this case is proportional to $`\alpha ^1`$ because $`C_{opt}`$ depends on $`\alpha `$. These results are to be compared with the behaviour of the bayesian classifier for large $`\alpha `$: $`ϵ_g0.442\alpha ^1`$.

As will be discussed later, the expected value of the first term in the cost function (3) is important to understand the behaviour of the learning curves of SMCs. In the present case of a realizable rule we obtain, for large $`\alpha `$, $`𝐰/\sqrt{N}\left(C\alpha \right)^{1/3}`$.

### 3.3 Deterministic unrealizable rules

Unrealizable rules are either deterministic, given by “teachers” that have a more complex structure than the “student”, or stochastic, which are inherently unrealizable because of the randomness involved.

We have studied with great detail the behavior of SMCs facing some deterministic unrealizable tasks elsewhere . Here, we only summarize our results. We consider rules corresponding to several parallel separating hyperplanes, as those sketched on figure 4. The class of an input vector $`𝐱`$ is given by:

$$x^0=\mathrm{sgn}\left(𝒫\left(𝐰_0𝐱\right)\right).$$
(10)
where $`𝒫`$ is, in principle, any function of its argument. In fact, the rule (10) only depends on the number of zeros of $`𝒫\left(z\right)`$ and not on its particular expression. We therefore assume, without loss of generality, that it is a polynomial. If it has $`m`$ zeros, the rule (10) corresponds to a set of $`m`$ parallel discriminating hyperplanes defined by the equations $`𝐰_\mathrm{𝟎}𝐱z_i=0`$, where $`\{z_i:i=1,\mathrm{},m\}`$ are the zeros333Here, as in the rest of the paper, we call zeros the points where the function changes sign. of $`𝒫\left(z\right)`$. The distance to the origin of each hyperplane is $`\left|z_i\right|/𝐰_\mathrm{𝟎}`$.

One quantity of interest is the distribution of stabilities of the $`M`$ training patterns with respect to the SMC solution, defined by

$$\gamma _\mu =x_\mu ^0\frac{𝐰𝐱_\mu }{𝐰}\frac{h_\mu }{𝐰},\mathrm{\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}1}\mu M.$$
(11)
If $`\gamma _\mu >0\left(<0\right)`$ the pattern $`\mu `$ is correctly (incorrectly) classified. The norm of $`\gamma _\mu `$ is the distance of pattern $`\mu `$ to the hyperplane orthogonal to $`𝐰_0`$ that contains the origin of coordinates. The support vectors have $`\gamma _\mu 1/𝐰`$. The distribution of stabilities of the training patterns, averaged over the possible training sets,

$$\rho \left(\gamma \right)=\frac{1}{M}\overline{}_{\mu =1}^M\delta \left(\gamma _\mu \gamma \right).$$
(12)
gives useful information regarding the SMC’s solution. For the considered rules, the distribution of stabilities for any finite $`\alpha `$ is nonvanishing everywhere, and has a single discontinuity at $`\gamma =\sqrt{N}/𝐰`$. In addition, if $`k=1`$ there is a Dirac delta at this position, indicating that there is a finite fraction of training patterns placed exactly at the SMC’s margin. The absence of such delta peak for $`k=2`$ is related to the fact that these patterns do not belong to the support vectors in this case444This results from the analysis of the Kuhn Tucker equations., whereas they are support vectors if $`k=1`$. The generalization error and the average fraction of support vectors are obtained by performing the integral of $`\rho \left(\gamma \right)`$ between $`\mathrm{}`$ and $`0`$, and between $`\mathrm{}`$ and $`\sqrt{N}/𝐰`$, respectively. In fig. 5 we show an example of the distribution of stabilities for one particular unrealizable rule.

We analyzed three types of rules: the linear rule given by $`𝒫\left(z\right)=z\delta `$, the “sandwich” rule $`𝒫\left(z\right)=z\left(z\delta \right)`$ and the “reversed-wedge” rule $`𝒫\left(z\right)=\left(z\delta \right)z\left(z+\delta \right)`$. The corresponding learning curves present very different behaviours depending on the rules, but, given the rule, they are qualitatively similar for both exponents, $`k=1`$ and $`k=2`$.

For the reversed wedge rule with $`\delta >\delta _c=\sqrt{2\mathrm{ln}2}`$ and for the sandwich rule, $`ϵ_t\left(\alpha \right)`$ approaches its finite asymptotic value for $`\alpha \mathrm{}`$ from above. $`ϵ_g`$ decrease rapidly at small $`\alpha `$, when $`ϵ_t`$ is still relatively large. In both cases the best generalizer (with $`C=C_{opt}\left(\alpha \right)`$) is obtained with the exponent $`k=1`$. This kind of rules are called hereafter rules of type I.

For the reversed wedge rule with $`\delta <\delta _c=\sqrt{2\mathrm{log}2}`$, and the linear rule, hereafter called rules of type II, we find that $`ϵ_t`$ approaches its asymptotic value from below, whilst the decrease of $`ϵ_g`$ at small $`\alpha `$ is slower than for rules of type I. The best generalizer (with $`C=C_{opt}\left(\alpha \right)`$) for rules of type II is obtained with exponent $`k=2`$. Figure 6 presents the different kinds of behaviours for some rules of type I and II. The behaviour of $`C_{opt}`$ as a function of $`\alpha `$ is also very different for each type of rules.

In fact, the two types of rules may be characterized by which patterns are necessarily misclassified by the “student” in the limit of $`\alpha \mathrm{}`$. In this limit, the weight vector of the SMC tends to be aligned either parallel or antiparallel to $`𝐰_0`$, the normal to the discriminant hyperplanes corresponding to the rule. This is represented on figure 7, where the misclassified patterns lie in the shaded regions. For rules of type I, these regions are unbounded half-spaces. On the other hand, for type II rules errors are restricted to the bounded regions close to the origin. This remark allows to understand why the best performances in generalization are obtained with different exponents $`k`$ depending on the type of rule. In general, the student’s (unique) hyperplane is rotated with respect to the teacher’s vector $`𝐰_0`$ by an angle that depends on the type of rule and on the exponent $`k`$. If the training errors lie in the unbounded regions, the rotation angle with $`k=2`$ will be larger than with $`k=1`$ because this reduces the cost of the errors located far from the hyperplane. If this kind of errors cannot be avoided, as arises in rules of type I, the generalization error with $`k=2`$ will be larger than with $`k=1`$. On the other hand, when the unavoidable errors are relatively close to the origin of coordinates, their larger cost when using $`k=2`$ will induce an orientation of the hyperplane closer to $`𝐰_0`$ than with $`k=1`$. This results in a better generalization performance with $`k=2`$ than with $`k=1`$.

To conclude this study of deterministic unrealizable rules, we discuss some general results. In particular, the different rules can be characterized by a single quantity:

$$\gamma _0=𝑑\gamma \rho \left(\gamma \right)=Dzz\mathrm{sign}\left(𝒫\left(z\right)\right)=\underset{i=1}{\overset{m}{}}\left(1\right)^ie^{z_i^2/2},$$
(13)
where the $`z_i`$ are the zeros of $`𝒫\left(z\right)`$. $`\gamma _0`$ represents the average stability of the training patterns with respect to a hyperplane normal to $`𝐰_0`$ passing through the origin.

One interesting result is that if the rule is such that $`\gamma _0=0`$ then the SMC (for all values of $`C`$ and $`k`$) is unable to generalize: $`ϵ_g=1/2`$ for all values of $`\alpha `$, even though the training error remains small. This phenomenon is known as memorization without generalization . A similar result has been obtained by Reimann and van den Broeck  when the classifier uses Hebb’s rule.

For large values of $`\alpha `$ the weight vector of the SMC tends to align parallel to $`𝐰_0`$ if $`\gamma _0>0`$ and antiparallel if $`\gamma _0<0`$. Notice that this does not imply that the best generalization performance is reached asymptotically for $`\alpha \mathrm{}`$, as it can be shown that $`ϵ_g`$ is not a monotonic function of $`\alpha `$. The asymptotic value of the generalization error is

$$ϵ_g^{\mathrm{}}=ϵ_g\left(\pm 1\right)=Dz\mathrm{\Theta }\left(z𝒫\left(z\right)\right)$$
(14)
which can be even larger than $`1/2`$. This means that using the SMC for large $`\alpha `$ can be worse than classifying the patterns randomly. The asymptotic behaviour of $`ϵ_g`$ only depends on whether $`𝒫\left(0\right)=0`$ or $`𝒫\left(0\right)0`$, that is, whether one of the rule’s hyperplanes contains the origin or not. If $`𝒫\left(0\right)=0`$, we obtain a power law: $`ϵ_gϵ_g^{\mathrm{}}\alpha ^{1/2}`$. The same exponent was found by Fontanari and Meir  for a machine learning a realizable rule with an algorithm accepting training errors. If $`𝒫\left(0\right)0`$ the convergence is exponential: $`ϵ_gϵ_g^{\mathrm{}}\alpha ^3e^{z_0^2\alpha }`$, where $`z_0`$ is the zero of $`𝒫\left(z\right)`$ with smallest norm. The existence of these two regimes is related to whether the patterns contributing to $`ϵ_g`$ lie close to or far from the student’s hyperplane. Figure 8 presents examples of both regimes. The angle $`\beta 1`$ shown in the figure gives the orientation of the SMC’s hyperplane relative to that of the teacher, for large $`\alpha `$. Within our approach, this angle can be calculated as function of $`\alpha `$. In fig. 8A, we show the situation corresponding to the rule with $`𝒫\left(z\right)=z\left(z\delta \right)`$. Consider the difference $`ϵ_g\left(𝐰_0\right)ϵ_g\left(𝐰\right)`$ of the generalization error with respect to its asymptotic value. It is proportional to the fraction of patterns that in the dark grey regions because the contributions of the light grey regions compensate each other. As the patterns’ distribution is gaussian, the main contribution is due to the fraction of points close to the origin, which is roughly proportional to the angle $`\beta 1`$. In fig. 8B, we show the rule with $`𝒫\left(z\right)=z\delta `$. Here again, the difference of generalization error is given by the points inside the dark grey regions, that in this case are placed far from the origin (the contributions from the light grey regions compensating each other). The fraction of points in this region is roughly proportional to $`\mathrm{exp}\left(\left(\delta /\beta \right)^2/2\right)`$.

The constants involved in the asymptotic terms do not depend on $`C`$. This can be understood from the fact that in the limit of large $`\alpha `$, the complexity term $`𝐰^2/2N`$ in the cost function tends to a constant and therefore it is the error term that dominates completely, thus turning $`C`$ into a multiplicative constant to the cost. Notice that this is not the case for the realizable rule, where we have that $`𝐰^2/N\mathrm{}`$ if $`\alpha \mathrm{}`$.

We have also calculated the behavior of the quantities of interest in the limit of very small number of examples, $`\alpha 1`$. We find that the norm of the weight vector increases with $`\alpha `$ like $`𝐰/\sqrt{N}C^2\alpha `$. The generalization error decreases as $`1/2ϵ_g\gamma ^2\alpha ^{\frac{1}{2}}`$. This interesting result shows that for a small number of examples the SMC has some generalization power even for those rules where the asymptotic value of $`ϵ_g`$ for large $`\alpha `$ is worse than if the new inputs were randomly classified.

Another interesting result is that for the SMC with $`k=1`$, the fraction of support vectors that lie exactly on the margin tends to $`1`$ for $`\alpha 0`$ if $`C>1`$, but to $`0`$ if $`C<1`$.

### 3.4 Stochastic rules

In this section we consider rules that do not determine univocally the class of the patterns. In particular, we study rules where the output of the teacher is corrupted by a random noise. When the noise is additive the class of pattern $`𝐱`$ is

$$x_+^0=\mathrm{sgn}\left(𝒫\left(𝐰_0𝐱+\eta \right)\right),$$
(15)
where $`\eta `$ is a random variable drawn from a distribution which we assume is a gaussian of variance $`\mathrm{\Delta }`$. If the noise is multiplicative, the class given is

$$x_\times ^0=\mathrm{sgn}\left(𝒫\left(𝐰_0𝐱\eta \right)\right),$$
(16)
where $`\eta =\pm 1`$ with $`P\left(\eta =1\right)=p`$ and $`P\left(\eta =1\right)=1p`$. The effect of these two types of noise is the same as that of a corruption of the pattern to be classified. The gaussian noise only changes the class of patterns that are close to the separating hyperplanes whereas with the multiplicative noise the probability of changing the class of a pattern with respect to the deterministic rule does not depend on distances. The effect of additive noise has been studied using the statistical mechanics approach in the case of a perceptron learning a rule with $`𝒫\left(z\right)=z`$ by Gyorgyi and Tishby  and by Opper and Haussler  in their analysis of the bayesian perceptron.

The asymptotic behaviors we obtain for the SMCs learning noisy rules are qualitatively the same as the ones we obtained for unrealizable rules. The relative norm of the classifier, $`𝐰/\sqrt{N}`$, tends to a constant value when $`\alpha \mathrm{}`$ for both types of noise. The alignement of the weight vector with the vector of the rule depends on the sign of $`\gamma _0`$.

The generalization error shows different asymptotic behaviours, depending on the type of noise. For multiplicative noise we obtain a power law behaviour if one of the hyperplanes of the rule contains the origin of coordinates and an exponential decay otherwise, like in the case of unrealizable rules. On the other hand, for gaussian additive noise, the rate of convergence does not depend on $`𝒫\left(0\right)`$ and is a power law for all the rules: $`ϵ_gϵ_g^{\mathrm{}}\frac{\alpha ^1}{\psi }_{i=1}^m\left(1\right)^i\mathrm{exp}\left(\frac{x_i^2}{2\psi }\right)`$ where $`m`$ is the number of zeros of $`𝒫\left(z\right)`$ and $`\psi =\sqrt{1+\mathrm{\Delta }^2}/\mathrm{\Delta }`$. The suppression of the exponential convergence that exists in the case of a deterministic unrealizable rule with no teacher’s hyperplane passing thorugh the origin can be understood in the same way as before. The important point is that additive noise alters the class of patterns that are close to the hyperplane. This introduces errors inside the central strip which are enough to suppress the exponential convergence, which is recovered in the limit of vanishing noise, when $`\mathrm{\Delta }0`$. Notice that the multiplicative noise does not introduce any errors inside the central band.

The learning curves for the particular case of rules with $`𝒫\left(z\right)=z`$ with multiplicative noise are shown in figure 9. Figure 10 presents results for gaussian additive noise. We can see for these rules the same effects we observed for deterministic rules of type I and II respectively. Geometrically, the reason is clear: as the gaussian noise changes mostly the class of the patterns that are near the hyperplanes of the teacher, the errors made in this case will be bounded, whereas for multiplicative noise the alteration of the class does not depend on the distance, producing unbounded errors.

## 4 Conclusions

We have studied the typical properties of the Soft Margin Classifiers, using the tools of Statistichal Mechanics, for several different scenarios. This approach allowed us to study also the properties of the optimal classifier, which is the one obtained when the hyperparameter $`C`$ is tuned to obtain the lowest value of the generalization error. It turns out that, for realizable rules, the classifier obtained with $`C_{opt}`$ is very close to the optimal performance, given by Bayesian learning. The best results are obtained with an exponent $`k=2`$ for the slacks in the cost function; the relative difference between both learning curves is smaller than $`1.7\%`$, for all $`\alpha `$.

As the generalization error cannot be known exactly in practice, the values of $`C_{opt}`$ that we have obtained are only useful to provide a reference generalization error curve, against which the performance of the various algorithms devised to optimize $`C`$ may be tested.

In general, when the rule is non realizable and the SMC cannot avoid misclassification of some training patterns, the learning curves present two types of behaviours. In rules of type I, in which these unavoidable errors lie at large distances of the SMC’s hyperplane, the generalization performance is better if $`k=1`$ is used as exponent of the slack variables in the cost function. Conversely, if errors are confined to a strip containing the origin, like in rules of type II, it may be more convenient to use a SMC with $`k=2`$. This is due to the way errors are weighted in the cost function, and may be used as a rule of the thumb for applications, as it only uses as a criterion the distances of the misclassified patterns to the discriminating surface.

In the case of an SMC learning patterns whose classes are entirely random, the best learning performance is achieved for $`k=1`$. This is not surprising, as this case is similar to the rules of type I, because as the classes are random, the errors made by the classifier are evidently unbounded.

For the unrealizable rules considered, the convergence of the training and generalization errors to their asymptotic values as a function of $`\alpha `$ in the limit $`\alpha 1`$, follows either an exponential or a power law decay with exponent $`1/2`$, depending on whether or not one of the teacher’s hyperplanes contains the origin. If there is a gaussian additive noise, only the power law decay exists. It would be interesting to determine if this two types of asymptotic behaviours are universal for all the unrealizable rules or if there are still more possible regimes. It is remarkable that even though the asymptotic value of $`ϵ_t`$ and $`ϵ_g`$ can be larger than one half (which is worse than that achieved by randomly classifying the patterns), in the regime of small values of $`\alpha `$ we have always $`ϵ_t<1/2`$ and $`ϵ_g<1/2`$.

The statistical mechanics approach can be extended to consider more complicated (and probably more realistic) pattern distributions, like biased or non-gaussian distributions. The bias $`b`$ can be included, but the calculations become much more complicated. If a bias is allowed, probably the asymptotic exponential behavior mentioned above would disappear, because in this case the hyperplane of the classifier can be shifted until it coincides with one of the hyperplanes of the considered rule. Classifiers using $`k=3`$ in the cost function can also be studied within this approach, in much the same way as $`k=1`$ and $`k=2`$, and they may present some interesting features, even though they are not used in practice. The model can be extended to include the mappings from the input space to a feature space, but at the expense of considerably increasing the complexity of the calculations.

### Acknowledgments

We acknowledge discussions with the participants to the workshop “Statistical Mechanics of Information Processing in Cooperative Systems”, held in the Max Planck Institute für Komplexer Systeme in Dresden, on March 5-23, 2001.


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# Corrections to Scaling in the Hydrodynamic Properties of Dilute Polymer Solutions

## I Introduction and Summary

It is well–known that the average size $`R`$ of an isolated flexible uncharged polymer chain in good solvent is asymptotically proportional to $`N^\nu `$, where $`N`$ is the degree of polymerization, and $`\nu 0.5877`$ . This law holds for any measure of the chain size, the most popular of which are the mean square end–to–end distance,

$$R_E^2=r_{1N}^2,$$
(1)
the mean square radius of gyration,

$$R_G^2=\frac{1}{2N^2}\underset{ij}{}r_{ij}^2,$$
(2)
and the hydrodynamic radius

$$\frac{1}{R_H}=\frac{1}{N^2}\underset{ij}{}\frac{1}{r_{ij}}.$$
(3)
In these equations, we have assumed that the chain is composed of $`N`$ monomers (i. e. $`N1`$ bonds) at positions $`\stackrel{}{r}_i`$, $`i=1,\mathrm{},N`$, and $`r_{ij}=\left|\stackrel{}{r}_i\stackrel{}{r}_j\right|`$. Experimentally, the gyration radius is determined from small–angle scattering experiments; for small wave numbers $`q`$ the single–chain static structure factor behaves like

$`S(q)`$ $`=`$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{ij}{}}\mathrm{exp}\left[i\stackrel{}{q}\stackrel{}{r}_{ij}\right]`$ (4)
$`=`$ $`N\left[1{\displaystyle \frac{q^2}{3}}R_G^2+O(q^4)\right].`$ (5)
Conversely, the hydrodynamic radius is determined via small–angle dynamic light scattering experiments, where the dynamic structure factor

$$S(q,t)=\frac{1}{N}\underset{ij}{}\mathrm{exp}\left[i\stackrel{}{q}\left(\stackrel{}{r}_i(t)\stackrel{}{r}_j(0)\right)\right]$$
(6)
is measured. In the small $`q`$ limit, it decays like

$$\frac{S(q,t)}{S(q,0)}=\mathrm{exp}\left(Dq^2t\right),$$
(7)
where $`D`$ is the chain diffusion constant, which, within the framework of Kirkwood–Zimm theory  is related to $`R_H`$ via

$$D=\frac{D_0}{N}+\frac{k_BT}{6\pi \eta }\frac{1}{R_H},$$
(8)
where $`D_0`$ is the monomer diffusion constant (usually this contribution is neglected), $`k_B`$ is Boltzmann’s constant, $`T`$ the temperature and $`\eta `$ the solvent viscosity. In principle, it is possible to obtain $`R_H`$, as a static quantity, also from purely static scattering, as is seen from the relation

$$\frac{1}{R_H}=\frac{2}{\pi N}_0^{\mathrm{}}𝑑q\left(S(q)1\right),$$
(9)
but for technical reasons, this has so far not been applied in experiments.

When analyzing data for the chain size, one has to take into account that the law $`RN^\nu `$ holds only in the asymptotic limit $`N\mathrm{}`$, while for finite chain lengths deviations occur. This is particularly important for computer simulations, where data with high statistical accuracy can be obtained. For this reason, corrections to scaling have been worked out in great detail, and exploited in high–resolution numerical studies, for the end–to–end distance and the gyration radius, where the relation

$$R_E^2=AN^{2\nu }\left(1+\frac{B}{N^\mathrm{\Delta }}+\mathrm{}\right)$$
(10)
(and analogously for $`R_G`$) holds . Here $`A`$ and $`B`$ are non–universal amplitudes, while $`\mathrm{\Delta }`$ is a universal correction–to–scaling exponent, whose value is difficult to determine beyond the accuracy $`\mathrm{\Delta }0.5`$ ($`\mathrm{\Delta }0.56`$ according to Ref. , $`\mathrm{\Delta }0.43`$ according to Ref. ). The omitted terms are further powers $`N^{\mathrm{\Delta }1}`$, $`N^{\mathrm{\Delta }2}`$, …, as well as $`N^{\mathrm{\Delta }_2}`$, $`N^{\mathrm{\Delta }_21}`$, …(i. e. there are further larger correction–to–scaling exponents), plus so–called “analytic” terms $`N^1`$, $`N^2`$, …. The important point to notice is that the “analytic” corrections will arise even for a Gaussian chain, and are due to the fact that the chain consists of a finite number of beads. This will be demonstrated explicitly in Sec. II A. Conversely, the “non–analytic” corrections are due to the fact that, in the language of renormalization group (RG) theory, the chain’s Hamiltonian is not identical to the fixed point Hamiltonian. The exponent $`\mathrm{\Delta }`$ is related to the largest sub–leading eigenvalue of the RG transformation at the fixed point. In first order $`ϵ`$ expansion its value is  $`\mathrm{\Delta }=\nu \omega `$ with $`1/\nu =2ϵ/4+O(ϵ^2)`$ and $`\omega =ϵ+O(ϵ^2)`$, where $`ϵ=4d`$ and $`d`$ is the spatial dimension. Higher–order calculations  have resulted in $`\mathrm{\Delta }=\nu \omega =0.588\times 0.82=0.482`$. We adopt here the convention (which we view as quite natural) to distinguish the terms by their different origins, and call correction terms “analytic” corrections if they are present even in the Gaussian limit, while we call “non–analytic” corrections those terms which occur exclusively for excluded–volume chains. As we will see in Sec. II B, “analytic” corrections defined in this way do not necessarily imply integer powers of $`N`$.

As for the hydrodynamic radius of self–avoiding walks (SAWs), there is no high–resolution numerical study available, and corrections to scaling have not yet been dealt with systematically. This is somewhat unfortunate, since the corrections are unusually large for $`R_H`$, and of experimental relevance. For a good solvent chain, one expects again $`N^\mathrm{\Delta }`$ etc. terms, plus “analytic” corrections. It is the main purpose of the present paper to show that the leading–order term of these latter corrections is now given by

$$\frac{1}{R_H}=\frac{A}{N^\nu }\left(1\frac{B}{N^{1\nu }}+\mathrm{}\right),$$
(11)
where $`B`$ is usually positive. We will show in Secs. II B and II C that this form is a straightforward consequence of discretizing the chain into beads. As $`1\nu 0.41`$, this will, for long chains, ultimately dominate over the $`N^\mathrm{\Delta }`$ term, where the exponent is (according to Refs. ,  and ) slightly larger. Nevertheless, the exponents are so close that in most cases one will observe contributions from both terms. On the other hand, it is a well–known empirical fact that for many experimental systems, as well as for most computer models, the corrections to scaling of the gyration radius are quite weak, such that the $`N^\mathrm{\Delta }`$ term should have a rather small amplitude. One could therefore expect that the corresponding amplitude of the $`N^\mathrm{\Delta }`$ contribution in $`R_H`$ is also quite small. Then the most likely candidate for explaining the experimental and numerical observation that $`R_H`$ is usually subject to very large corrections to scaling  would actually be the “analytic” $`N^{(1\nu )}`$ term.

For a Gaussian chain we are able to solve the problem exactly, see Sec. II A:

$$\frac{b}{R_H}=\frac{8}{3}\left(\frac{6}{\pi }\right)^{1/2}N^{1/2}\left(1BN^{1/2}+\mathrm{}\right),$$
(12)
with $`B=(3/4)\zeta (1/2)1.095266`$ (here $`\zeta `$ is Riemann’s zeta function), and $`b`$ denoting the root mean square bond length. As $`\nu =1/2`$ for a Gaussian chain, this form is consistent with Eq. 11.

The difficulties in observing the asymptotic $`N^\nu `$ scaling of $`R_H`$ have a long history. Adam and Delsanti  performed dynamic light scattering experiments and found an effective power law $`R_HN^{0.55}`$. This is quite typical, and has been found in many other experiments, too , although an exponent of $`0.61`$  has been reported as well. A reduction of the effective exponent is indeed expected, as seen from Eq. 11, and is also observed in Brownian Dynamics simulations . As a caveat, note that a scattering experiment does not measure $`R_H`$, but rather the diffusion constant $`D`$. This quantity has an additional $`D_0/N`$ contribution (Eq. 8), which is of the same order as the leading correction of Eq. 11. Therefore, the corrections in $`D`$ are weaker than those in $`R_H`$. Nevertheless, the $`D_0/N`$ term is typically not large enough to fully compensate the corrections in $`R_H`$. This is easily seen for the Gaussian case from Eqs. 8 and 12: The monomer diffusion constant $`D_0`$ can be written as $`D_0=k_BT/(6\pi \eta a)`$, which defines a monomer Stokes radius $`a`$. Thus

$`{\displaystyle \frac{D}{D_0}}`$ $`=`$ $`N^1`$ (13)
$`+`$ $`{\displaystyle \frac{a}{b}}\left(3.6853N^{1/2}4.0364N^1+\mathrm{}\right).`$ (14)
Since $`a`$ should be of the order of the bond length $`b`$, one sees that a large $`N^1`$ contribution remains.

A first attempt to explain the experimental observation is due to Weill and des Cloizeaux . They conjectured that $`\nu _{eff}=0.55`$ is due to non–perfect solvent quality, and a crossover between good solvent behavior ($`\nu 0.6`$, large length scales) and $`\mathrm{\Theta }`$ solvent ($`\nu =0.5`$, small length scales). In particular, they pointed out that the averaging over $`1/r`$ assigns a very large statistical weight to the small distances. Although this latter argument is true, and generally accepted as the basic origin for the slow convergence of $`R_H`$, the explanation in terms of solvent quality has turned out to be incorrect. In Ref.  it was demonstrated that $`R_H`$ should not be much more susceptible to solvent quality effects than $`R_E`$ or $`R_G`$ — the enhanced sensitivity of $`R_H`$ to the small distances is balanced by the fact that $`R_E`$ and $`R_G`$ are more sensitive to the decreased swelling of the chain near its ends: A SAW is inhomogeneous, i. e. $`r_{ij}^2`$ depends on the position of the $`ij`$ bond on the chain, and is systematically larger in the interior, as has been shown both numerically  and analytically .

Furthermore, Schäfer and Baumgärtner  performed a detailed RG calculation and predicted in one–loop order for the universal amplitude ratio

$`\rho _{\mathrm{}}`$ $`=`$ $`\underset{N\mathrm{}}{lim}\rho (N)=\underset{N\mathrm{}}{lim}{\displaystyle \frac{R_G(N)}{R_H(N)}}`$ (15)
$``$ $`1.06\times {\displaystyle \frac{8}{3\sqrt{\pi }}}1.06\times 1.50451.595;`$ (16)
here $`8/(3\sqrt{\pi })`$ is the exact random walk (RW) value. Other RG studies resulted in $`\rho _{\mathrm{}}=1.562`$  (this value was later revised to 1.51, see Ref. ) and $`\rho _{\mathrm{}}=1.62`$ , while a semi–empirical relation based on fitting the distribution function of internal distances to light scattering data yields $`\rho _{\mathrm{}}=1.5955`$ . A value of $`\rho _{\mathrm{}}1.6`$ was also found in Brownian Dynamics simulations . From Eq. 11 it is clear that $`\rho `$ should be subject to an $`N^{(1\nu )}`$ correction for finite chain length; nevertheless, experiments have so far not reported a systematic dependence on molecular weight. Typically, values around $`\rho 1.5`$ , or $`\rho 1.6`$ / $`\rho 1.3`$ for different solvents  are found in the good–solvent regime. In view of the inaccuracies of the experiments ($`R_G`$ typically has an error of $`5\%`$ ) the inability to observe a systematic behavior in $`N`$ is not very surprising.

In order to contribute to the resolution of these questions, we have performed computer simulations of very different models of polymer chains, both for SAWs and for $`\mathrm{\Theta }`$ chains, and calculated $`R_G`$ and $`R_H`$, as outlined in Sec. III. To provide a complete and well–converged data set represents the second main goal of our paper. To our knowledge, our results are the most accurate data obtained on $`R_H`$ so far. Concerning $`R_G`$, however, our data are less accurate than those of Li et al. , which we still view as the most precise numerical study on the SAW problem so far. Therefore we have taken their values for the exponents $`\nu `$ and $`\mathrm{\Delta }`$ for our fits. We find $`\rho _{\mathrm{}}=1.591\pm 0.007`$ for good–solvent chains, in very good agreement with Ref. . (Note that our error estimate is probably overly optimistic, since it only includes statistical errors and completely neglects systematic errors.)

Theoretical and numerical investigations on corrections to scaling in $`R_H`$ have first focused on the RW case. The work by Guttman et al.  showed by analytical calculation that a Gaussian chain should obey Eq. 12. The prefactor of the correction was first  determined only approximately, $`B1.125`$, while later  it was given exactly in terms of an integral. Furthermore, Monte Carlo (MC) simulations of lattice chains at the $`\mathrm{\Theta }`$ point revealed that in this case the ratio $`R_G/R_H`$ apparently does not converge to its Gaussian value $`1.5045`$, but rather to roughly $`1.4`$. Our simulations (see Sec. III) find a similar behavior ($`\rho _{\mathrm{}}1.44`$). We believe that this can be explained qualitatively from RG arguments  as follows: The asymptotic behavior is expected to be governed by the Gaussian fixed point, and thus $`\rho _{\mathrm{}}`$, as a universal amplitude ratio, is expected to assume the Gaussian value. However, the numerical extrapolation will only produce this value if all relevant correction terms, i. e. the analytic $`N^{1/2}`$ term, plus the non–analytic corrections, are consistently taken into account. Neither the data analysis by Guttman et al. , nor ours, fulfill this requirement, as both just fit to Eq. 11 with $`\nu =1/2`$, and thus are expected to produce substantial systematic errors in $`\rho _{\mathrm{}}`$. To do this in a better way is practically impossible, since (i) our $`\mathrm{\Theta }`$ data have insufficient statistical accuracy to allow for additional fit parameters, (ii) the precise form of the correction terms is unknown for $`R_H`$ (in contrast to $`R_E`$ and $`R_G`$, for which the leading–order terms have been calculated by tricritical field theory , with the interesting feature that they are universal), and (iii) the non–analytic corrections vary extremely slowly (logarithmically) with $`N`$, such that either one would need unrealistically long chains to ensure dominance of the leading orders, or an expansion up to unrealistically high order. These problems have been elucidated in quite some detail for $`R_E`$ and $`R_G`$ , explaining previous difficulties in the interpretation of highly accurate MC data on $`\mathrm{\Theta }`$ chains . In this context, it should be mentioned that experiments  typically find a value of $`\rho =1.3`$, i. e. a similar reduction as in the good solvent case.

Later, MC data were taken of excluded–volume (EV) chains with SAW statistics. Schäfer and Baumgärtner  used chains of up to $`161`$ monomers, with an EV strength particularly close to the SAW fixed point, such that poor–solvent effects can be ruled out. The inhomogeneous swelling was demonstrated, and the $`R_H`$ data were fitted with Eq. 11. This was done with an empirical correction–to–scaling exponent of $`1/2`$ instead of $`1\nu `$. The same evidence was shown in the simulation data by Batoulis and Kremer  of chains of length of up to $`N400`$. Ladd and Frenkel  simulated chains of length of up to $`N=1025`$ and were able to describe their $`R_H`$ data via Eq. 11, with $`A=3.84`$ and $`B=1.06`$, but without detailed justification of their use of the correct $`1\nu `$ exponent. Schäfer and Baumgärtner  concluded from both their analytical studies and their simulation data that not the solvent quality, but rather the chain’s microstructure is responsible for the slow convergence. Our reasoning (Secs. II AII C), which is similar to the one by Guttman et al. , exactly supports this picture: The corrections are due to the fact that the chain is discretized into beads, or, in other words, to the fact that there is a lower length scale cutoff for the frictional properties. However, the notion of “stiffness”, which is often used in this context , is, in our view, somewhat misleading: As outlined in Sec. II D, we expect a large local chain stiffness to decrease the correction until it ultimately even changes its sign. The same conclusion has been found by Akcasu and Guttman  for stiff chains without excluded volume.

In the context of dynamic light scattering of dilute polymer solutions there is yet another unresolved puzzle. As Akcasu et al. have shown , the initial decay rate of the dynamic structure factor,

$$\mathrm{\Omega }(q)=\frac{d}{dt}\frac{S(q,t)}{S(q,0)}|_{t=0},$$
(17)
can be written as

$$\mathrm{\Omega }(q)=\frac{_{ij}\stackrel{}{q}\stackrel{}{D}_{ij}\stackrel{}{q}\mathrm{exp}(i\stackrel{}{q}\stackrel{}{r}_{ij})}{_{ij}\mathrm{exp}(i\stackrel{}{q}\stackrel{}{r}_{ij})},$$
(18)
where $`\stackrel{}{D}_{ij}`$ is the diffusion tensor. Equation 18 is a rigorous result, the only assumption being that the chain dynamics can be described by Kirkwood’s diffusion equation . Usually, $`\stackrel{}{D}_{ij}`$ is taken as the Oseen tensor,

$$\stackrel{}{D}_{ij}=D_0\delta _{ij}\stackrel{}{1}+(1\delta _{ij})\frac{k_BT}{8\pi \eta r_{ij}}(\stackrel{}{1}+\widehat{r}_{ij}\widehat{r}_{ij}),$$
(19)
where $`\widehat{r}_{ij}\widehat{r}_{ij}`$ denotes the tensor product of the unit vector in $`\stackrel{}{r}_{ij}`$ direction with itself. In this case, Eq. 18 is just the $`q>0`$ generalization of Eq. 8. It can then be shown  that for $`q`$ in the scaling regime $`R_G^1qb^1`$ ($`b`$ denoting the bond length), or, strictly spoken, in the limit $`qb0`$, $`qR_G\mathrm{}`$, the relation

$$\mathrm{\Omega }(q)=C\frac{k_BT}{\eta }q^3$$
(20)
holds, where the numerical constant $`C`$ only depends on chain statistics: $`C=0.0625`$ for RW statistics ($`\nu =1/2`$) and $`C=0.0788`$ for SAWs ($`\nu =0.6`$). This has been tested by light scattering experiments both for good solvents  and for $`\mathrm{\Theta }`$ solvents . In both cases the relation is verified with reasonable accuracy, but with a prefactor $`C`$ which is systematically smaller than the theoretical prediction. The reasons for this shift are not clear; an attempt by a generalized theory which introduces draining  so far had only limited success . In Sec. II E we show that the deviation can partly be explained by the fact that in reality neither $`qb=0`$ nor $`qR_G=\mathrm{}`$ holds. Taking these nonidealities crudely into account, we find a shift in the same direction, which is however smaller than the experimental one. Nevertheless, we believe that this third main result is of direct relevance for the analysis of experimental data. There are also some indications from Molecular Dynamics simulations  that the description in terms of the Kirkwood theory is insufficient on these length and time scales.

## II Analytical Theory

### A Hydrodynamic Radius of a Gaussian Chain

For a Gaussian chain with root mean square bond length $`b`$, we have

$$r_{ij}^2=b^2\left|ij\right|$$
(21)
and

$$r_{ij}^1=6^{1/2}\pi ^{1/2}b^1\left|ij\right|^{1/2},$$
(22)
and hence

$$R_E^2=b^2\left(N1\right)=b^2N\left(1\frac{1}{N}\right)$$
(23)
and

$`R_G^2`$ $`=`$ $`{\displaystyle \frac{b^2}{N^2}}{\displaystyle \underset{i<j}{}}(ji)={\displaystyle \frac{b^2}{N^2}}{\displaystyle \underset{n=1}{\overset{N1}{}}}n(Nn)`$ (24)
$`=`$ $`{\displaystyle \frac{1}{6}}b^2N\left(1{\displaystyle \frac{1}{N^2}}\right),`$ (25)
where we have used elementary summation formulae. For the hydrodynamic radius, we find analogously

$$R_H^1=\sqrt{\frac{6}{\pi }}\frac{2}{bN^2}\underset{n=1}{\overset{N1}{}}n^{1/2}(Nn).$$
(26)
According to the Euler–Maclaurin formula (see Appendix A), Eq. A12, the sums can be expanded as

$`{\displaystyle \underset{n=1}{\overset{N1}{}}}n^{1/2}`$ $`=`$ $`2N^{1/2}{\displaystyle \frac{1}{2}}N^{1/2}+\zeta \left({\displaystyle \frac{1}{2}}\right)+O(N^{3/2}),`$ (27)
$`{\displaystyle \underset{n=1}{\overset{N1}{}}}n^{+1/2}`$ $`=`$ $`{\displaystyle \frac{2}{3}}N^{3/2}{\displaystyle \frac{1}{2}}N^{1/2}`$ (28)
$`+`$ $`\zeta \left({\displaystyle \frac{1}{2}}\right)+O(N^{1/2}).`$ (29)
Hence,

$$\underset{n=1}{\overset{N1}{}}n^{1/2}(Nn)=\frac{4}{3}N^{3/2}+N\zeta \left(\frac{1}{2}\right)+O(N^0)$$
(30)
and

$`R_H^1`$ $`=`$ $`\sqrt{{\displaystyle \frac{6}{\pi }}}{\displaystyle \frac{8}{3b}}N^{1/2}\times `$ (32)
$`\left(1+{\displaystyle \frac{3}{4}}\zeta \left({\displaystyle \frac{1}{2}}\right)N^{1/2}+O(N^{3/2})\right),`$
which is the result anticipated in Eq. 12.

### B Hydrodynamic Radius of a Good Solvent Chain

For a linear SAW, the main difficulty is the fact that, unlike for a RW, $`r_{ij}^2`$ and $`r_{ij}^1`$ do not  just depend on $`\left|ij\right|`$, but rather on the positions relative to the ends as well. In order to obtain the leading–order analytic corrections due to discretization, we can restrict the discussion to the leading–order scale–invariant behavior, i. e. we can assume that the SAW is strictly scale invariant with the exponent $`\nu `$, with no non–analytic corrections. If we would include the latter, they would just generate further additive terms in our expressions. In what follows, we therefore omit them, for the sake of simplified notation, but keep in mind that they have to be added at the end in order to obtain the full expressions. We thus assume the relations

$`\varphi _G(\lambda x,\lambda y)`$ $`=`$ $`\lambda ^{2\nu }\varphi _G(x,y),`$ (33)
$`\varphi _H(\lambda x,\lambda y)`$ $`=`$ $`\lambda ^\nu \varphi _H(x,y),`$ (34)
where we have introduced the notation

$`\varphi _G(i,j)`$ $`=`$ $`r_{ij}^2,`$ (35)
$`\varphi _H(i,j)`$ $`=`$ $`r_{ij}^1.`$ (36)
The definitions of $`R_G`$ and $`R_H`$ lead us to study the sum

$$\sigma (N)=\underset{n=2}{\overset{N}{}}\underset{m=1}{\overset{n1}{}}\varphi (m,n)$$
(37)
for $`\varphi =\varphi _G`$ and $`\varphi =\varphi _H`$, respectively, by means of the Euler–Maclaurin expansion of Appendix A. Treating the inner sum first, we find

$$\underset{m=1}{\overset{n1}{}}\varphi (m,n)=\text{const.}+\phi (n)$$
(38)
with the formal expansion

$$\phi (n)=_1^n𝑑x\varphi (x,n)+\frac{1}{12}\frac{d}{dx}\varphi (x,n)|_{x=n}+\mathrm{},$$
(39)
since $`\varphi (n,n)`$ vanishes. Note also that the constant in Eq. 38 does not depend on $`n`$, hence

$`\sigma (N)`$ $`=`$ $`(N1)\text{const.}+{\displaystyle \underset{n=2}{\overset{N}{}}}\phi (n)`$ (40)
$`=`$ $`(N1)\text{const.}+{\displaystyle _2^{N+1}}𝑑y\phi (y)`$ (41)
$``$ $`{\displaystyle \frac{1}{2}}\phi (N+1)+\text{const.}+\mathrm{}.`$ (42)
Inserting Eq. 39, we find

$`\sigma (N)`$ $`=`$ $`{\displaystyle _2^{N+1}}𝑑y{\displaystyle _1^y}𝑑x\varphi (x,y)`$ (43)
$`+`$ $`{\displaystyle _2^{N+1}}𝑑y{\displaystyle \frac{1}{12}}{\displaystyle \frac{d}{dx}}\varphi (x,y)|_{x=y}`$ (44)
$``$ $`{\displaystyle \frac{1}{2}}{\displaystyle _1^{N+1}}𝑑x\varphi (x,N+1)`$ (45)
$`+`$ $`N\text{const.}`$ (46)
$`+`$ $`\text{const.}+\mathrm{}.`$ (47)
After transformation to the reduced variables $`u=x/N`$ and $`v=y/N`$, and exploiting the scaling behavior of $`\varphi `$, it is possible to determine the order of each term. For the gyration radius, we find $`O(N^{2+2\nu })`$, $`O(N^{2\nu })`$, $`O(N^{1+2\nu })`$, $`O(N^1)`$, $`O(N^0)`$, respectively, for the five terms in order of their appearance. Conversely, for $`R_H^1`$ the different scaling behavior of $`\varphi `$ implies $`O(N^{2\nu })`$, $`O(N^\nu )`$, $`O(N^{1\nu })`$, $`O(N^1)`$, $`O(N^0)`$ for the corresponding orders. For $`R_G^2`$ the leading order is $`O(N^{2+2\nu })`$, while the next sub–leading order is $`O(N^{1+2\nu })`$, resulting in a leading order correction of $`O(N^1)`$. For $`R_H^1`$, the leading order is $`O(N^{2\nu })`$, followed by the $`O(N^1)`$ term. Thus the correction to scaling for $`R_G`$ has order $`O(N^{(1\nu )})`$. This proves Eq. 11. Of course, this consideration does not prove that the amplitude $`B`$ in Eq. 11 is positive; however, this is expected from the result for Gaussian chains.

### C Alternative Derivation

Equation 11 can also be derived in a more heuristic way, starting from Eq. 9. Figure 1 shows the typical behavior of $`S(q)`$: For wave numbers $`q`$ with $`R_G^1qb^1`$ the structure factor exhibits a power–law decay $`q^{1/\nu }`$ which indicates the chain’s fractal geometry, while for larger $`q`$ it oscillates around unity. We therefore can introduce a cutoff wavenumber $`q_0`$ from which on there is no further contribution to the integral, i. e. $`q_0`$ is the smallest of all the $`\widehat{q}`$’s with the property $`_{\widehat{q}}^{\mathrm{}}𝑑q(S(q)1)=0`$. Hence,

$$\frac{1}{R_H}=\frac{2}{\pi N}_0^{q_0}𝑑qS(q)\frac{2q_0}{\pi N}.$$
(48)
It is physically clear that for a flexible chain $`q_0`$ must be roughly $`(2\pi )/b`$, apart from a numerical prefactor of order unity. Moreover, the fractal $`q^{1/\nu }`$ decay of $`S(q)`$ roughly extends up to $`q_0`$, at which point $`S(q)1`$ is reached. We now introduce a modified structure factor $`\stackrel{~}{S}(q)`$, which is identical to $`S(q)`$ up to $`q=q_0`$, but extends the $`q^{1/\nu }`$ decay up to $`q=\mathrm{}`$. In this latter regime, we have

$$\stackrel{~}{S}(q)=\alpha \left(\frac{q}{q_0}\right)^{1/\nu },$$
(49)
where $`\alpha `$ is a numerical prefactor of order unity. Therefore we can write

$$\frac{1}{R_H}=\frac{2}{\pi N}_0^{\mathrm{}}𝑑q\stackrel{~}{S}(q)\frac{2}{\pi N}_{q_0}^{\mathrm{}}𝑑q\stackrel{~}{S}(q)\frac{2q_0}{\pi N}.$$
(50)
Evaluating the second integral, and writing $`\stackrel{~}{S}(q)`$ in scaling form,

$$\stackrel{~}{S}(q)=Ns(qR_G)$$
(51)
(here we have again assumed strict scale invariance, i. e. absence of non–analytic corrections to scaling, for the same reason as outlined at the beginning of the previous subsection), one finds

$$\frac{R_G}{R_H}=\frac{2}{\pi }_0^{\mathrm{}}𝑑xs(x)\frac{2}{\pi }\left(\alpha \frac{\nu }{1\nu }+1\right)\frac{q_0R_G}{N},$$
(52)
i. e. again a negative correction of order $`O(N^{(1\nu )})`$.

### D Effect of Chain Stiffness

The advantage of the approach of the previous subsection is that it can be easily generalized to study the influence of local structure, since it is well–known how this is reflected in $`S(q)`$. For a locally stiff chain with a persistence length large compared to the bond length $`b`$, one expects that $`q_0`$ is roughly unchanged with respect to the flexible case. However, the $`q^{1/\nu }`$ decay does no longer extend down to $`qq_0`$, but only to $`qq_1`$, where $`q_1`$ is a crossover wave number, whose inverse is a typical length scale below which stiffness effects are important. With $`\stackrel{~}{S}(q)`$ being again the continuation of the $`q^{1/\nu }`$ decay up to $`q=\mathrm{}`$, we have

$`{\displaystyle \frac{1}{R_H}}`$ $`=`$ $`{\displaystyle \frac{2}{\pi N}}{\displaystyle _0^{\mathrm{}}}𝑑q\stackrel{~}{S}(q){\displaystyle \frac{2}{\pi N}}{\displaystyle _{q_1}^{\mathrm{}}}𝑑q\stackrel{~}{S}(q)`$ (53)
$`+`$ $`{\displaystyle \frac{2}{\pi N}}{\displaystyle _{q_1}^{q_0}}𝑑qS(q){\displaystyle \frac{2q_0}{\pi N}}.`$ (54)
We now assume

$$\stackrel{~}{S}(q)=\alpha \frac{q_0}{q_1}\left(\frac{q}{q_1}\right)^{1/\nu }$$
(55)
for $`q>q_1`$, and

$$S(q)=\beta \left(\frac{q}{q_0}\right)^1$$
(56)
for $`q_1<q<q_0`$. Here, $`\alpha `$ and $`\beta `$ denote prefactors of order unity, and the $`q^1`$ decay results from the local stretching. Evaluating the integrals, and using Eq. 51, one thus finds

$`{\displaystyle \frac{R_G}{R_H}}`$ $`=`$ $`{\displaystyle \frac{2}{\pi }}{\displaystyle _0^{\mathrm{}}}𝑑xs(x)`$ (58)
$`{\displaystyle \frac{2}{\pi }}\left(\alpha {\displaystyle \frac{\nu }{1\nu }}+1\beta \mathrm{ln}{\displaystyle \frac{q_0}{q_1}}\right){\displaystyle \frac{q_0R_G}{N}}.`$
In order to compare with the flexible case, we still have to take into account that stiffness tends to increase the gyration radius, by roughly a factor of $`(q_0/q_1)^{1\nu }`$:

$`{\displaystyle \frac{R_G}{R_H}}`$ $`=`$ $`{\displaystyle \frac{2}{\pi }}{\displaystyle _0^{\mathrm{}}}𝑑xs(x)`$ (60)
$`{\displaystyle \frac{2}{\pi }}\left({\displaystyle \frac{q_0}{q_1}}\right)^{1\nu }\left(\alpha {\displaystyle \frac{\nu }{1\nu }}+1\beta \mathrm{ln}{\displaystyle \frac{q_0}{q_1}}\right){\displaystyle \frac{q_0R_G^{(0)}}{N}},`$
where $`R_G^{(0)}`$ denotes the gyration radius in the flexible case.

The prefactor of the correction term hence depends on the stiffness parameter $`q_0/q_1`$ in a non–trivial way; for small $`q_0/q_1`$ both an increase and a decrease are possible, depending on the parameters. For sufficiently large stiffness one always obtains a decrease of the correction, and ultimately even a change of its sign.

### E Initial Decay Rate

In this subsection, we are concerned with the initial decay rate $`\mathrm{\Omega }(q)`$, see Eq. 18. Splitting the sum in the numerator into diagonal and off–diagonal terms, one finds

$`\mathrm{\Omega }(q)`$ $`=`$ $`{\displaystyle \frac{D_0q^2}{S(q)}}`$ (61)
$`+`$ $`{\displaystyle \frac{1}{NS(q)}}{\displaystyle \underset{ij}{}}\stackrel{}{q}\stackrel{}{D}_{ij}\stackrel{}{q}\mathrm{exp}(i\stackrel{}{q}\stackrel{}{r}_{ij}).`$ (62)
Following Refs. , we use the Fourier representation of the Oseen tensor for the off–diagonal elements,

$$\stackrel{}{D}_{ij}=\frac{k_BT}{\eta }\frac{1}{(2\pi )^3}d^3k\frac{\stackrel{}{1}\widehat{k}\widehat{k}}{k^2}\mathrm{exp}(i\stackrel{}{k}\stackrel{}{r}_{ij}),$$
(63)
to find

$`\mathrm{\Omega }(q)`$ $`=`$ $`{\displaystyle \frac{D_0q^2}{S(q)}}+{\displaystyle \frac{1}{S(q)}}{\displaystyle \frac{k_BT}{\eta }}{\displaystyle \frac{1}{(2\pi )^3}}{\displaystyle d^3k}`$ (65)
$`\times {\displaystyle \frac{q^2(\widehat{k}\stackrel{}{q})^2}{k^2}}\left(S(\stackrel{}{k}+\stackrel{}{q})1\right).`$
We now focus attention on the dimensionless quantity

$`C(q)`$ $`=`$ $`{\displaystyle \frac{\eta }{q^3k_BT}}\mathrm{\Omega }(q)`$ (66)
$`=`$ $`{\displaystyle \frac{1}{6\pi qaS(q)}}+{\displaystyle \frac{1}{S(q)}}{\displaystyle \frac{1}{(2\pi )^3}}{\displaystyle d^3k}`$ (68)
$`\times {\displaystyle \frac{1(\widehat{k}\widehat{q})^2}{qk^2}}\left(S(\stackrel{}{k}+\stackrel{}{q})1\right),`$
where we again have expressed the monomer diffusion constant $`D_0`$ in terms of a Stokes radius $`a`$. After transforming to the dimensionless integration variable

$$\stackrel{}{x}=\frac{\stackrel{}{k}+\stackrel{}{q}}{q}$$
(69)
and performing the angular integration, one has

$`C(q)`$ $`=`$ $`{\displaystyle \frac{1}{6\pi qaS(q)}}`$ (71)
$`+{\displaystyle \frac{1}{S(q)}}{\displaystyle \frac{1}{(2\pi )^2}}{\displaystyle _0^{\mathrm{}}}𝑑xf(x)\left(S(qx)1\right)`$
with

$$f(x)=x^2\left(\frac{1+x^2}{2x}\mathrm{ln}\left|\frac{1+x}{1x}\right|1\right).$$
(72)
This function can be expanded as

$$f(x)=\underset{n=0}{\overset{\mathrm{}}{}}\left(\frac{1}{2n+1}+\frac{1}{2n+3}\right)x^{2n+4}$$
(73)
for $`x<1`$, and

$$f(x)=\underset{n=0}{\overset{\mathrm{}}{}}\left(\frac{1}{2n+1}+\frac{1}{2n+3}\right)x^{2n}$$
(74)
for $`x>1`$.

In order to make further progress, we have to specify the structure factor $`S(q)`$. This shall be done by the most simplistic model which takes into account both finite bead size and finite chain length (see also Fig. 1):

$$S(q)=\{\begin{array}{cc}N\hfill & q<\frac{2\pi }{a}N^\nu \hfill \\ \left(\frac{qa}{2\pi }\right)^{1/\nu }\hfill & \frac{2\pi }{a}N^\nu <q<\frac{2\pi }{a}\hfill \\ 1\hfill & q>\frac{2\pi }{a}\hfill \end{array}.$$
(75)
We now calculate $`C(q)`$ in the scaling regime $`R_G^1qa^1`$. Defining the $`x`$ values where $`S(qx)`$ changes its behavior as

$`x_1`$ $`=`$ $`{\displaystyle \frac{2\pi }{qaN^\nu }}1,`$ (76)
$`x_2`$ $`=`$ $`{\displaystyle \frac{2\pi }{qa}}1,`$ (77)
we can write $`(qa)^1=x_2/(2\pi )`$, $`S(q)^1=x_2^{1/\nu }`$, $`N/S(q)=x_1^{1/\nu }`$; hence

$`C(q)`$ $`=`$ $`{\displaystyle \frac{1}{12\pi ^2}}x_2^{11/\nu }`$ (78)
$`+`$ $`{\displaystyle \frac{1}{(2\pi )^2}}x_1^{1/\nu }{\displaystyle _0^{x_1}}𝑑xf(x)`$ (79)
$`+`$ $`{\displaystyle \frac{1}{(2\pi )^2}}{\displaystyle _{x_1}^{x_2}}𝑑xf(x)x^{1/\nu }`$ (80)
$``$ $`{\displaystyle \frac{1}{(2\pi )^2}}x_2^{1/\nu }{\displaystyle _0^{x_2}}𝑑xf(x).`$ (81)
Since $`x_11`$ and $`x_21`$, we can write

$`{\displaystyle _0^{x_1}}𝑑xf(x)`$ $``$ $`{\displaystyle \frac{4}{15}}x_1^5,`$ (82)
$`{\displaystyle _0^{x_2}}𝑑xf(x)`$ $``$ $`{\displaystyle \frac{4}{3}}x_2,`$ (83)
where we have taken just the leading–order terms of the expansions of $`f`$; this results in

$`C(q)`$ $``$ $`{\displaystyle \frac{1}{12\pi ^2}}x_2^{11/\nu }`$ (84)
$`+`$ $`{\displaystyle \frac{1}{15\pi ^2}}x_1^{51/\nu }`$ (85)
$`+`$ $`{\displaystyle \frac{1}{(2\pi )^2}}{\displaystyle _{x_1}^{x_2}}𝑑xf(x)x^{1/\nu }`$ (86)
$``$ $`{\displaystyle \frac{1}{3\pi ^2}}x_2^{11/\nu }.`$ (87)
In the asymptotic limit $`qR_G\mathrm{}`$, i. e. $`x_10`$, and $`qa0`$, i. e. $`x_2\mathrm{}`$, this obviously converges to the asymptotic value

$`C_{as}`$ $`=`$ $`{\displaystyle \frac{1}{(2\pi )^2}}{\displaystyle _0^{\mathrm{}}}𝑑xf(x)x^{1/\nu }`$ (88)
$`=`$ $`\{\begin{array}{ccc}1/16\hfill & =0.0625\hfill & \nu =1/2\hfill \\ \sqrt{3}/(7\pi )\hfill & 0.0788\hfill & \nu =3/5\hfill \end{array}.`$ (91)
Focusing now on the correction, i. e. $`\mathrm{\Delta }C(q)=C(q)C_{as}`$, we find

$`\mathrm{\Delta }C(q)`$ $``$ $`{\displaystyle \frac{1}{12\pi ^2}}x_2^{11/\nu }`$ (92)
$`+`$ $`{\displaystyle \frac{1}{15\pi ^2}}x_1^{51/\nu }`$ (93)
$``$ $`{\displaystyle \frac{1}{(2\pi )^2}}{\displaystyle _0^{x_1}}𝑑xf(x)x^{1/\nu }`$ (94)
$``$ $`{\displaystyle \frac{1}{(2\pi )^2}}{\displaystyle _{x_2}^{\mathrm{}}}𝑑xf(x)x^{1/\nu }`$ (95)
$``$ $`{\displaystyle \frac{1}{3\pi ^2}}x_2^{11/\nu };`$ (96)
taking again the leading–order terms for the remaining integrals results in

$`\mathrm{\Delta }C(q)`$ $``$ $`{\displaystyle \frac{1}{12\pi ^2}}{\displaystyle \frac{3+\nu }{1\nu }}x_2^{11/\nu }`$ (98)
$`{\displaystyle \frac{1}{15\pi ^2}}{\displaystyle \frac{1}{5\nu 1}}x_1^{51/\nu }.`$
One thus sees that both finite chain length and finite bead size have the tendency to decrease $`C`$, as observed in the experiments. The latter effect is clearly more important, as $`x_1`$ enters only via a relatively high power. Further insight is gained by numerical evaluation of the shift for reasonable parameter values.

Tsunashima et al.  performed their experiments with polyisoprene chains of size $`R_G=210nm`$. Typical scattering wavenumbers in their plateau regime were given by $`qR_G=4\mathrm{}8`$; the experimental observation in this regime was $`C0.06`$, i. e. a shift of $`\mathrm{\Delta }C2\times 10^2`$. In what follows, we consider the value $`qR_G6`$. Thus

$$x_2=\frac{2\pi }{qR_G}\frac{R_G}{a}500,$$
(99)
where we have estimated the monomer size $`a`$ as $`0.45nm`$ . Inserting this into Eq. 98, we find for the $`x_2`$ contribution a value of $`\mathrm{\Delta }C1\times 10^3`$, i. e. one order of magnitude smaller than the experimental value.

It is not completely clear if a more thorough treatment of the integral would fully account for the deviation; our guess is that it would probably not. Molecular Dynamics data  seem to rather indicate that for typical systems (i. e. on not yet asymptotic length scales) the coupling between polymer and solvent is more complex than the simple Kirkwood description. Nevertheless, we consider our result as important for the interpretation of experimental data: There is obviously a substantial contribution to $`\mathrm{\Delta }C`$ which stems from the finite bead size, and which is only weakly $`q`$–dependent. A plateau–like shape of $`C(q)`$ alone apparently does not guarantee asymptotic behavior. Clearly more work has to be done to fully resolve the puzzle, but we believe our considerations show that theories which neglect the influence of finite bead size (and, to a lesser degree, of finite chain length) are simply not accurate enough to describe experimental data even of rather long chains.

## III Numerical Results

In our numerical studies, we have used three different polymer chain models, which we will denote as model A, B, and C.

Model A is a bead–spring model in the continuum. $`N`$ monomers are connected via an anharmonic (“finitely extensible nonlinear elastic”) spring potential,

$$U_{FENE}=\{\begin{array}{cc}\frac{1}{2}kR_0^2\mathrm{ln}\left[1\left(\frac{r}{R_0}\right)^2\right]\hfill & r<R_0\hfill \\ \mathrm{}\hfill & rR_0\hfill \end{array},$$
(100)
where we use the standard parameters  $`k=30`$, $`R_0=1.5`$ in dimensionless units. Between all monomers there is an additional non–bonded potential

$$U_{LJcos}=\{\begin{array}{c}4\left[\left(\frac{1}{r}\right)^{12}\left(\frac{1}{r}\right)^6+\frac{1}{4}\right]\lambda ,r2^{1/6}\hfill \\ \frac{1}{2}\lambda \left[\mathrm{cos}(\alpha r^2+\beta )1\right],2^{1/6}r1.5\hfill \\ \\ 0,r1.5,\hfill \end{array}$$
(101)
where $`\alpha `$ and $`\beta `$ are determined as the solutions of the linear set of equations

$`2^{1/3}\alpha +\beta `$ $`=`$ $`\pi `$ (102)
$`2.25\alpha +\beta `$ $`=`$ $`2\pi ,`$ (103)
i. e. $`\alpha =3.1730728678`$ and $`\beta =0.85622864544`$. This potential has originally been constructed to simulate amphiphilic systems . The parameter $`\lambda `$ serves to control the strength of the attractive interaction and is varied instead of the temperature, which is fixed at $`k_BT=1`$. For sufficiently strong $`\lambda `$, the chain assumes a collapsed state, while $`\lambda =0`$ corresponds to good solvent. We used a combination of stochastic dynamics  and the pivot algorithm . Applying standard methods  on data of chains of length of up to $`N=2000`$, we located the $`\mathrm{\Theta }`$ point at $`\lambda =0.65\pm 0.02`$. In the good solvent limit, and at $`\lambda =0.65`$, we also ran an $`N=5000`$ chain.

Model B is a mesoscopic model for an aqueous solution of the sodium salt of poly (acrylic acid) (PAA), whose input parameters have been derived from an extensive atomistic simulation of an aqueous PAA solution ($`T=333.15`$ K and $`p=1`$ atm) in the highly diluted regime, such that the ion concentration (number of charges on the chain, plus counterions) is $`0.4`$ mol/l . From this simulation, structural averages like the distributions of bond angles or radial distribution functions between monomers were extracted. We mapped this system to the mesoscale by replacing one repeating unit (i. e. one monomer) by one bead. As center of the coarse–grained (CG) beads, the monomer center of mass (excluding the sodium ion) was chosen. Bonded as well as non–bonded terms were parameterized by systematically varying the interactions until the structure of the atomistic model was reproduced . This also allowed us to neglect all explicit water molecules and sodium ions (necessarily present in the parent atomistic simulation) in subsequent CG simulations. Their effect on the PAA chain conformation is, however, implicitly present in the model. This means that a system of roughly $`10^4`$ atoms could be reduced to a system which consists of only $`23`$ “super atoms”. As in model A, we used both stochastic

dynamics and pivot Monte Carlo moves. The final force field was utilized to calculate $`R_G`$, $`R_H`$ and other static properties like the structure factor for PAA strands of length 8 to 3155 repeating units . The numerical results agree well with light scattering data on dilute PAA solutions with corresponding mean molar weights. In particular, the hydrodynamic radii of six different PAA–salt samples with molecular weights in the range from $`18100`$ to $`296600`$ g/mol were measured. For four samples, the molar masses $`M_W`$ and the radii of gyration $`R_G`$ were measured as well. The PAA samples were of polydispersity $`D_P`$ between $`1.5`$ and $`1.8`$ and diluted in aqueous NaCl–containing solution ($`0.11`$ mol/l) .

Finally, model C is the SAW on the face–centered cubic lattice, which we prefer over the simple cubic for reasons of increased local flexibility, which in turn means proximity to the SAW fixed point. Units of length are defined in such a way that the bond length is $`\sqrt{2}`$. The chains of length $`N=64,128,\mathrm{}32768`$ were generated by using a dimerization procedure . Up to $`N=8192`$ the statistical sample always consisted of $`M=1024`$ chains, while

$`M=1085`$ for $`N=16284`$ and $`M=296`$ for $`N=32768`$.

In what follows, we outline our $`R_G`$ and $`R_H`$ data for these three models. Figures 2 and 3 summarize our results for model A at $`\mathrm{\Theta }`$ condition $`\lambda =0.65`$ (Fig. 2) and at good solvent condition $`\lambda =0`$ (Fig. 3), respectively. For the $`\mathrm{\Theta }`$ chains, we obtained very good fits with the functions $`R_G^2=0.2834N0.53`$ and $`R_H^1=2.710N^{1/2}3.74N^1`$, while for the good solvent data the analogous fits are $`R_G^2=0.2706N^{1.1754}0.32N^{0.62}`$ and $`R_H^1=3.131N^{0.5877}3.04N^1`$. These fit functions are also shown in Figs. 2 and 3. The ratio $`\rho =R_G/R_H`$, as it results from these data, is shown in the subsequent Figs. 4 and 5 for $`\mathrm{\Theta }`$ and good solvent conditions, respectively. It should be noted that the numerical resolution (for each of our models) is clearly by far not competitive with the study by Li et al. . For this reason, we did not attempt to determine the exponents from our data, but rather used the values for $`\nu `$ and $`\mathrm{\Delta }`$ from Ref. . We did not include an $`N^\mathrm{\Delta }`$ term in the fit for $`R_H`$

in the SAW case, although such a term is expected to be present. The reason is that our model A data are too inaccurate to allow for such a three–parameter fit in a stable way. Similarly, we ignored the non–analytic corrections to scaling in the $`\mathrm{\Theta }`$ case, for essentially the same reason, as has been discussed in some more detail in Sec. I. Taking the statistical inaccuracies of the data, and of the resulting fit parameters into account, we obtain for the asymptotic amplitude ratio $`\rho =R_G/R_H`$ the values $`\rho =1.44\pm 0.01`$ at the $`\mathrm{\Theta }`$ point, and $`\rho =1.63\pm 0.01`$ in the excluded–volume case. The actual error in $`\rho `$ is expected to be significantly larger, since neither the uncertainties in the exponents and in the location of the $`\mathrm{\Theta }`$ point, nor systematic errors due to higher–order corrections to scaling have been taken into account. This is particularly apparent in the $`\mathrm{\Theta }`$ case, where one expects in the asymptotic long–chain limit rather the Gaussian value $`1.5045`$, but also obvious in the SAW case, where the results on the longer chains of model C yield a considerably smaller value for $`\rho `$.

The most interesting aspect of model B is that it closely

resembles a real system, and a quantitative comparison with experiments is possible . In Fig. 6 we show simulation results for $`R_G`$, $`R_H`$, and their ratio. The data are taken as published in Ref. . For the ratio, experimental results are also included. The scaling $`N^{(1\nu )}`$, and the extrapolation to $`\rho =1.61\pm 0.02`$ is nicely borne out by the simulation data. The experiments are too inaccurate to demonstrate a clear systematic trend. In spite of this, an extrapolation yields $`\rho 1.51.6`$, which means that the theoretical calculations are supported by data of a real chemical system.

Our model C data (SAW) comprise the largest range of chain lengths of our three models, combined with precise estimates of statistical errors, which allows a more detailed data analysis. For our $`R_G`$ data, we obtained the fit $`R_G^2=AN^{1.1754}+BN^{0.62}`$ with $`A=0.3341\pm 0.0023`$, $`B=0.20\pm 0.05`$, where we again use the exponents from Ref. . The deviation $`\chi ^2`$ (sum of the residuals squares, normalized by the variances) has the value $`\chi ^2=9.4`$ (10 data points). The corresponding quality of fit $`Q`$, which is the probability to observe the measured $`\chi ^2`$ value, or a larger one, is $`Q=0.31`$. Our data, in a representation which emphasizes the corrections to scaling, are shown in Fig. 7. It is seen that these are indeed weak, highlighting the difficulties in determining an accurate value for the correction–to–scaling exponent.

Turning to our $`R_H`$ data from model C, we first did a nonlinear two–parameter fit $`R_H^1=AN^{\nu _{eff}}`$, resulting in $`\nu _{eff}=0.55`$. However, this fit is very poor, with a least–square sum $`\chi ^2=433`$. Conversely, a linear two–parameter fit $`R_H^1=AN^{0.5877}+BN^1`$ yields a rather good value $`\chi ^2=11.8`$ ($`Q=0.16`$), with $`A=2.732\pm 0.005`$, $`B=3.10\pm 0.06`$, demonstrating also numerically that $`R_H`$ data should be interpreted in terms of corrections to scaling, instead of an effective exponent. Actually, one should expect the presence of an additional correction of order $`N^\mathrm{\Delta }`$, $`\mathrm{\Delta }0.56`$. Since this correction tends to decrease $`R_G`$ (see Fig. 7), it should also decrease $`R_H`$, i. e. increase $`R_H^1`$, or weaken the analytic $`N^{(1\nu )}`$

term. Thus, in a regression $`R_H^1=AN^{0.5877}+BN^\varphi `$, where we keep $`\varphi `$ fixed, one should obtain the best fit for a value of $`\varphi `$ slightly smaller than unity. This is indeed what we observe, as seen from Fig. 8, where we plot the quality $`Q`$ of such a fit as a function of $`\varphi `$. This figure also clearly rules out a single correction to scaling with an exponent of $`1/2`$ or even larger. We thus attempted a three–parameter fit $`R_H^1=AN^{0.5877}+BN^1+CN^{1.15}`$ to also take the $`N^\mathrm{\Delta }`$ term into account. The result of this fit, which seems to be reasonably stable, is $`A=2.753\pm 0.008`$, $`B=4.3\pm 0.4`$, $`C=2.2\pm 0.7`$, with $`\chi ^2=5.0`$, and a very good quality $`Q=0.66`$. We thus use this fit to demonstrate the corrections to scaling of $`R_H^1`$ in Fig. 9, where the presence of the $`N^\mathrm{\Delta }`$ term shows up in a slight curvature. Finally, we also used this fit, combined with the corresponding one for $`R_G`$ (see Fig. 7), to describe the data on the ratio $`\rho =R_G/R_H`$, as shown in Fig. 10, where the asymptotic value is $`1.591\pm 0.007`$. Again we feel that the real uncertainty is larger, due to lack of control of the systematic errors. We also checked that both the quality of fit, and the value of $`\rho `$ did not change significantly when we reduced the exponent $`\mathrm{\Delta }`$ to its theoretical value  $`\mathrm{\Delta }=0.482`$.

To summarize, we have collected our most important numerical results, the extrapolated $`\rho `$ values, in Table I.

## Acknowledgments

Stimulating discussions with J. Horbach, A. J. C. Ladd, J. J. de Pablo, and S. Wiegand are gratefully acknowledged. We thank L. Schäfer, A. Z. Akcasu and Y. Tsunashima for useful remarks and hints to the literature, G. Besold for a critical reading of the manuscript, and DSM and the BMBF Competence Center in Materials Simulations for financial support.

## A Euler–Maclaurin Formula

Quite usually, sums are approximated via the corresponding integrals. The Euler–Maclaurin formula , which we outline here for the convenience of the reader, constructs a systematic asymptotic expansion around that approximation. Defining a difference operator $`\mathrm{\Delta }`$ via

$$\mathrm{\Delta }f(x)=f(x+1)f(x),$$
(A1)
one obviously has

$$\mathrm{\Delta }F(N)=f(N)$$
(A2)
for

$$F(N)=\underset{n=n_0}{\overset{N1}{}}f(n),$$
(A3)
and thus

$$F(N)=\mathrm{\Delta }^1f(N)+\text{const.}.$$
(A4)
On the other hand,

$$\mathrm{\Delta }=\mathrm{exp}\left(\frac{d}{dx}\right)1$$
(A5)
or

$`\mathrm{\Delta }^1`$ $`=`$ $`\left({\displaystyle \frac{d}{dx}}\right)^1\left({\displaystyle \frac{d}{dx}}\right)\left[\mathrm{exp}\left({\displaystyle \frac{d}{dx}}\right)1\right]^1`$ (A6)
$`=`$ $`{\displaystyle 𝑑x\underset{k=0}{\overset{\mathrm{}}{}}\frac{B_k}{k!}\left(\frac{d}{dx}\right)^k},`$ (A7)
where $`B_k`$ are the Bernoulli numbers defined via the Taylor expansion of $`x/(e^x1)`$: $`B_0=1`$, $`B_1=1/2`$, $`B_2=1/6`$, $`B_4=1/30`$, …, $`B_3=B_5=B_7=\mathrm{}=0`$. Hence,

$$\mathrm{\Delta }^1=𝑑x\frac{1}{2}+\frac{1}{12}\frac{d}{dx}\frac{1}{720}\left(\frac{d}{dx}\right)^3+\mathrm{}$$
(A8)
and thus

$`{\displaystyle \underset{n=n_0}{\overset{N1}{}}}f(n)`$ $`=`$ $`{\displaystyle _{n_0}^N}𝑑xf(x){\displaystyle \frac{1}{2}}f(N)+\text{const.}`$ (A9)
$`+`$ $`{\displaystyle \frac{1}{12}}{\displaystyle \frac{d}{dx}}f(x)|_{x=N}{\displaystyle \frac{1}{720}}{\displaystyle \frac{d^3}{dx^3}}f(x)|_{x=N}`$ (A10)
$`+`$ $`\mathrm{},`$ (A11)
where the “integration” constant is determined via (perhaps numerical) comparison of both sides. For a power law with $`q<1`$ one thus finds from the definition of the Riemann zeta function

$`{\displaystyle \underset{n=1}{\overset{N1}{}}}n^q`$ $`=`$ $`{\displaystyle \frac{N^{q+1}}{q+1}}{\displaystyle \frac{1}{2}}N^q+\zeta (q)+{\displaystyle \frac{1}{12}}qN^{q1}`$ (A12)
$``$ $`{\displaystyle \frac{1}{720}}q(q1)(q2)N^{q3}+\mathrm{}.`$ (A13)
By analytic continuation with respect to $`q`$, this result holds for general $`q`$ .