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# Gaps and excitations in fullerides with partially filled bands : NMR study of Na2C60 and K4C60

## I Introduction

Early after the discovery of fullerides, A4C60 has been found to behave as an insulator rather than the metal expected in a band picture Erwin . The first indication for this was the detection by $`\mu `$SR in K4C60 of a muonium precession KieflPRL92  at 5K, which is known to be quickly suppressed in presence of unpaired electrons. This signal disappears at higher temperatures suggesting the presence of thermally populated states. This has been confirmed by subsequent measurements of magnetic properties, ESR detects an activated susceptibility in K4C60 with E$`{}_{a}{}^{}=`$ 60 meV Petit  and SQUID in Rb4C60 yields E$`{}_{a}{}^{}=60`$ meV SQUID . An activated component has also been found in NMR 1/T1 in K4C60 with E$`{}_{a}{}^{}=55`$ meV ZimmerK4  and Rb4C60 with E$`{}_{a}{}^{}=70`$ meV ZimmerPRB95 ; Kerkoud . Other measurements also suggest an insulating ground state, no Fermi edge is visible by photoemission in K4C60 and Rb4C60 films HesperPRB2000  and no Drude peak is found by optical conductivity IwasaPRB95 . However, in this latter study, the gap to the lowest conductivity peak is significantly larger than in magnetic measurements, around 500 meV. A more recent investigation by EELS in transmission Fink  also revealed a gap of the order of 500 meV in K4C60 and Rb4C$`_{60}.`$ Therefore, two different gaps are necessary to describe these systems, a small “spin-gap” of the order of 50-100 meV and a larger “optical” gap of about 500 meV. As no magnetism has ever been reported at low temperature, the ground state for C$`{}_{}{}^{4}{}_{60}{}^{}`$ must be singlet and the small gap has been associated to singlet-triplet transitions ZimmerPRB95 ; Kerkoud ; BrouetPRL2001 . The large gap is presumably a direct gap in the substructure of the band. In addition, these systems are close to a metal-insulator transition, as shown by the transition to a metallic state observed by NMR at 12 kbar in Rb4C60 Kerkoud  and by the fact that the system with the smallest C60-C60 distance, Na4C$`_{60},`$ might even be metallic in its monomer phase (T $`>`$500K), namely a body centered tetragonal ($`bct`$) structure ZhouCox ; Bendele , isostructural to other A4C60 systems OszlanyiPRB98 .

Understanding the origin of the insulating state is a necessary step to describe the physics of fullerides. Although the crystal field due to the bct structure is not sufficient to lift the threefold degeneracy of the t1u band (the C60 lowest unoccupied molecular orbital, filled with electrons brought by the alkali ions) Erwin , it has been suggested that this particular structure might explain why A4C60 is insulating contrary to the metallic and face cubic centered ($`fcc`$) A3C60 compounds GunnarssonA4 . Especially, the $`bct`$ lattice is bipartite (contrary to the $`fcc`$ one) which could play a role by enhancing antiferromagnetic correlations, hence favoring a Mott insulating state. However, we have shown recently that Na2C60, which is cubic Yldirim , exhibits a behavior similar to A4C$`_{60},`$ with an activated temperature dependence of the NMR 1/T1 BrouetPRL2001 . Electron-hole symmetry then applies in the t1u band and the detection of a gap is an intrinsic feature of fullerides with 2 or 4 electrons per ball rather than one of the bct structure. The discrepancy with band structures must be sought in an underestimation of the role of electron-electron and/or electron-phonon interactions. The fact that these two interactions are strong and have similar orders of magnitude is actually one of the most interesting aspect of the physics of fullerides. This paper is a first of a serie of three papers (called hereafter I , II BrouetPartII  and III BrouetPartIII ), whose purpose is to present an extensive NMR study of different stoichiometries to clarify this point.

There is a growing consensus that Jahn-Teller distortions (JTD) of the C60 molecule are an essential ingredient for the insulating state of A4C60, although they have never been detected directly in these compounds Bendele . Molecular calculations Manini  indicate that the two most stable JTD correspond to the squeezing or elongation of the C60 molecule around one of the 3 equivalent axes of the quasi-spherical structure. This lifts the degeneracy of the t1u levels by an amount of U$`{}_{JT}{}^{}0.5`$ $`eV`$, as sketched on Fig. 1. The most stable JTD corresponds to a singlet ground state for C$`{}_{}{}^{2}{}_{60}{}^{}`$ (see the case JTD 1 on Fig. 1) and C$`{}_{}{}^{4}{}_{60}{}^{}`$ (case JTD 2), as observed experimentally. The first excited state of a C$`{}_{}{}^{2}{}_{60}{}^{}`$ is a triplet corresponding to JTD 2. It lies about $`\mathrm{\Delta }=`$100 meV higher in energy, which is consistent with the experimentally measured “spin-gap”.

In the solid, two different situations could occur, either a cooperative JT distortion or independent (and possibly dynamic) JTD for each molecule. In the first case, a band gap could open if the cooperative JTD is commensurate with the lattice. The second scenario is considered to be the most likely for fullerides due to the unusually large quantum fluctuations on the C60 molecule Fabrizio ; Capone . Another kind of excitation could take place between the t1u levels split by the JTD, and U$`{}_{JT}{}^{}=`$ 500 meV would correspond to the large “direct” optical gap. Let us emphasize that as $`U_{JT}`$ has the same order of magnitude as the band width $`W`$, so that the gap in other directions should be much smaller. This is why Fabrizio et al. have proposed that strong electronic correlation combined with JTD are necessary to understand the insulating state, which could be called a “Mott Jahn-Teller” ground state Fabrizio . As we have seen, this model is supported by the large body of experiments in Na2C60 and A4C60, because it explains the occurrence of two gaps and predicts correct order of magnitude for them.

In this paper, we will first introduce the basic NMR facts indicating that Na2C60 and K4C60 are insulators with similar properties and in good agreement with the “Mott JT model” described previously (section II). We then present data up to very high temperatures (700 K) that call for a more refined model than a simple thermal population of an excited state. We suggest in section III that subtle changes in local symmetry detected by NMR near room temperature could be a relevant parameter to explain the high temperature evolution of the physical properties. The structural modifications likely couple to the JTD and might modify the equilibrium between singlet and triplet states. In the last section, we will study in details the question of a possible coexistence of metallic behavior in Na2C60 with the aforementionned molecular excitations. As explained previously, this is not inconsistent with the “Mott JT scenario” and the status of JTD in a metallic or semimetallic environment is actually an important issue to clarify.

## II A non-magnetic ground state with gapped excitations

In this section, we show that the 13C NMR spectra shifts and lineshapes, as well as the dynamic susceptibility monitored by the spin lattice relaxation rate 1/T$`_1,`$ exhibit similar features in Na2C60 and K4C60. Both compounds are characterized by a non-magnetic ground state and a gap in their low-energy excitations. We present new measurements above room temperature that allow to investigate this behavior in more details.

### II.1 13C NMR spectra

Let us detail first that the evolution of the 13C NMR spectra at low temperatures, shown on Fig. 2, clearly demonstrates that no magnetic transition occurs in Na2C60 and K4C60. To understand this, let us first recall the interactions contributing to the shift $`K`$ of one NMR line.

$$\overline{\overline{K}}=\overline{\overline{\sigma }}+\overline{\overline{A}}\text{ }\overline{\overline{\chi }}$$
(1)
$`\overline{\overline{\sigma }}`$ represents a chemical shift tensor and $`\overline{\overline{A}}`$ $`\overline{\overline{\chi }}`$ the contribution from unpaired electrons called Knight shift. $`\overline{\overline{A}}`$ is the hyperfine coupling tensor between 13C and unpaired electrons and $`\chi `$ the local electronic susceptibility. All these quantities have both isotropic and anisotropic parts. In the case of C60 compounds, the anisotropic part is usually the largest because electrons reside mainly in orbitals with a pronounced $`p`$ character. As these orbitals have nodes at the nuclear position, the electrons do not interact directly with the 13C nuclear spin through the so-called contact interaction and the hyperfine coupling is mainly of dipolar origin Pennington . As a consequence, the shift is a function of the orientation of one orbital with respect to the NMR applied field. At high temperatures, when the molecules are rapidly rotating, the anisotropic contribution is averaged out and narrow lines are observed. They broaden when the motions slow down and appear static on the NMR time scale (a few $`ms`$). This has been observed in many fullerides and Fig. 2 shows that this takes place at 150 K in the case of K4C60 and 160 K for Na2C60. We note that the timescale of the C60 motion appears to be similar in both compounds, despite the different structures and presumably different interactions between C60 and K or Na.

There is no further broadening of the spectra below this temperature, which means that there is no magnetic transition at least down to the lowest measured temperature, 10 K in Na2C60 and 50 K in K4C$`_{60}.`$ Indeed, static magnetic moments would create a large local magnetic field on 13C nuclei and cause a large broadening of the spectra in these powder samples. This finding is one key element to involve Jahn-Teller distortions in the description of these materials because they explain naturally the singlet ground state. Otherwise, one could have rather expected a magnetic ground state for localized electrons, because Hund’s rule should favor a high spin state in the t1u levels.

Relevant information about the insulating state should be found in the temperature dependence of the static spin susceptibility, that could in principle be extracted from the isotropic part of the Knight shift. Fig. 3 shows that this is difficult because the isotropic shift (defined as the center of gravity of one spectrum) is small with respect to the linewidth, especially at low temperature. In pure C60, an isotropic chemical shift $`\sigma =143`$ ppm is observed TyckoC60 , characteristic of the orbital currents flowing in the filled orbitals. This is expected to be the order of magnitude of the reference for the Knight shift in alkali fullerides. This idea was confirmed by the close value of 156 ppm found in the band insulator A6C60 Reichenbach , which suggests an empirical correlation for $`\sigma `$ of +1.5 ppm per added electron. In K4C60 and Na2C60, the shifts are however much larger than what would be expected with such a contribution for $`\sigma `$ alone. At room temperature $`K=175`$ ppm for Na2C60 and 179 ppm in K4C60, which is comparable to shifts measured in metallic A3C60 (189 ppm in K3C60 for example TyckoPRL92 ). This sizable Knight shift indicates the presence of electronic excitations giving rise to a large electronic susceptibility at room temperature.

At low temperature, the anisotropic part of the shift, which is also proportional to the susceptibility, can be studied as well. Typical 13C lineshapes are presented on Fig. 4, they are similar in Na2C60 and K4C60 with a shoulder on the low frequency side, characteristic of the chemical shift anisotropy found in pure C60 TyckoC60 . This can be stated more quantitatively if one extracts the parameters for the shift tensor by fitting the spectra to the theoretical powder pattern Slichter . Defining,

$$K=K_{iso}+K_{ax}\left(\frac{3\mathrm{cos}{}_{}{}^{2}\theta 1}{2}\right)+K_{asym}\mathrm{sin}{}_{}{}^{2}\theta \mathrm{cos}2\phi $$
(2)
where $`\theta `$ and $`\phi `$ are the spheric coordinate for the orientation of the principal axis of the tensor with respect to the applied magnetic field, one can compute the actual lineshape by averaging on all possible orientations. The values found for Na2C60 and K4C60 are reported on Fig. 4, together with the fit of the experimental spectra. A convolution with a gaussian function of width 35 ppm has been used to take into account an experimental broadening and reproduce the spectra. Because the parameters are not independent, we estimate an error $`\pm 5`$ ppm for each of them. Kax and Kasym are very similar to the parameters found in pure C60 (K$`{}_{ax}{}^{}=110`$ ppm and K$`{}_{asym}{}^{}=`$ 35 ppm TyckoC60 ) eventhough the spectra are shifted by about 20 ppm. In contrast, it has been observed that for metallic A3C60 compounds, the addition of the Knight shift anisotropy leads to narrower and more symmetric lines. This is illustrated by the spectra in Na2CsC60 also shown on the figure. Therefore, the observation of the typical C60 lineshape in Na2C60 and K4C60 is a sign that the contribution of conduction electrons is weak at low temperature. The relatively large value found for the isotropic coupling (K=165 ppm) might be due to a slightly larger value of $`\sigma `$ than the one estimated previously.

The susceptibility then increases from a small value at low T to a sizable one at room temperature, which is consistent with the presence of singlet-triplet excitations in these compounds proposed in the introduction. We will see in the course of this paper that we can confirm the presence of these excitations more accurately using other NMR probes.

### II.2 13C NMR spin-lattice relaxation

#### II.2.1 Detection of a gap in the electronic structure

The most efficient way to detect these excitations is through spin-lattice relaxation measurements (1/T1), which measures the imaginary part of the electronic susceptibility, that is, if no particular q dependence is expected.

$$\frac{1}{T_1}=\frac{k_BT}{\mathrm{}}A^2\frac{\chi ^{\prime \prime }(\omega _0\text{)}}{\omega _0}$$
(3)
As can be seen on Fig. 5, 1/T1 increases steeply with temperature for both compounds, the increase starts around 150 K in K4C60 and 200 K in Na2C60. This has been observed previously (see ref. ZimmerK4  for K4C60 and ref. BrouetPRL2001  for Na2C60) and can be attributed to a gap related to singlet-triplet transitions between two different JTD, as explained in the introduction. The lines on Fig. 5 correspond to activated laws with Eg = 70 meV for K4C60 and Eg=140 meV for Na2C60 and they describe the data correctly up to room temperature. At higher temperature, deviations are observed, which will be discussed in the last paragraph of this section. In Rb4C$`_{60},`$ the activated part of 1/T1 below 250 K is almost quantitatively identical to that of K4C60 Kerkoud . This could mean that the 70 meV gap is characteristic of a JT C$`{}_{}{}^{4}{}_{60}{}^{}`$, while it is nearly twice larger for C$`{}_{}{}^{2}{}_{60}{}^{}.`$ However, we will argue in this paper that the gap extracted from 1/T1 could be slightly different from the molecular value, because it is sensitive to the details of the local structure. Besides stoichiometry, one similarity between K4C60 and Rb4C60 that contrasts with Na2C60 is precisely that they both have a $`bct`$ structure and this could also be the reason for the different gaps in Na2C60 and A4C60.

In a previous study ZimmerK4 , Zimmer et al. have proposed a smaller gap in K4C60 (50 meV), because they assign part of the increase of 1/T1 to a molecular motion peak. They suggested that 1/T1 would follow the dashed line of Fig. 5, once this peak is substracted. By extending the measurement to higher temperature, we show that 1/T1 on the contrary saturates above 250 K towards 1/T1 = cst, which invalidates this analysis. As for a molecular motion peak, Fig. 5 shows that it is unambiguously resolved at 180 K for Na2C60, but it does not appear clearly for K4C60. In the next section, we study this contribution in more details, to determine to what extent it could modify the shape of 1/T1 vs T.

#### II.2.2 Realistic parameters for the molecular motion peak contribution

Indeed, molecular motions have been found to contribute to 1/T1 in different fullerides, most notably pure C60 TyckoC60  and K3C60 Yoshinari . This is due to the fact that the local magnetic field $`H_{loc}`$ sensed by 13C nuclear spin depends on the orientation of the $`p_z`$ orbital, nearly perpendicular to the C60 ball at one carbon site, with respect to the NMR applied field. Rotation of the ball will modulate this local field. If the timescale of the motions is such that they create fluctuations of Hloc at the nuclear Larmor frequency $`\omega _0,`$ they can relax the NMR nuclei. For fullerides, the fast rotation of the C60 molecule around one axis can be described by a frequency 1/$`\tau `$ that is typically of the order of $`\omega _0`$ for temperatures around 200 K- 400 K. A “Bloembergen Purcell Pound” peak BPP  can be expected in this temperature range with :

$$\frac{1}{T_1}=\alpha \text{ }(\gamma H_{loc})^2\frac{2\tau }{1+(\omega _0\tau )^2}$$
(4)
where $`\gamma `$ the gyromagnetic ratio for the nuclei and $`\alpha `$ is a numeric prefactor of order unity, which depends on the details of the molecular motion.

To determine the actual value of $`\alpha ,`$ the anisotropy of H$`_{loc},`$ measured from the low temperature spectra, should be used and the molecular motion should be modelled in an appropriate way, for example a uniaxial rotation along one diagonal axis, following the lines of YoshinariPRB . The maximum value of $`\alpha `$ is 1 if the local field is assumed to fluctuate randomly between two values $`\pm H_{loc}`$ Slichter  but it can be much smaller, for example 6/40 in the case of random molecular reorientation for an axial symmetry of the shift tensor Abragam . Here, we want to estimate $`\alpha `$ from the experiment rather than from a theoretical model; to do so, some typical molecular contributions to 1/T1 are shown on Fig. 6.

From Eq. 4, it can be seen that the maximum of 1/T1 occurs for $`\omega _0\tau =1`$ with a value depending uniquely on the linewidth $`\mathrm{\Delta }\nu =`$$`\gamma H_{loc}/2\pi .`$ It is given by $`1/T_1)_{\mathrm{max}}=\alpha `$ $`(\gamma H_{loc})^2/\omega _0.`$ We have shown in the preceding section that K4C60, Na2C60 and C60 exhibit roughly the same linewidth, so that similar contributions should be expected. Pure C60 is the simplest case because the relaxation is dominated by molecular motions and the field dependence predicted by Eq. 4 has been successfully checked Johnson . The data from ref. TyckoC60  are reported on Fig. 6, and yield $`1/T_1)_{\mathrm{max}}=0.8`$ sec$`^1.`$ Let us note that these authors have extrapolated a “true” maximum $`1/T_1)_{\mathrm{max}}=1.2`$ sec-1 (dashed line), assuming that the peak is “cut” by the orientational transition at 260 K. This order of magnitude is consistent with the peak $`1/T_1)_{\mathrm{max}}=0.6\mathrm{sec}^1`$ found in Na2C60. When looking at Fig. 5, it is clear that a contribution of the order of 1 sec-1 would not severely affect our discussion of K4C60.

The width of the peak depends on the variation of $`\tau `$ with temperature and an Arrhenius law $`\tau =\tau _0\mathrm{exp}(E_a/T)`$ is usually used, where Ea is the activation energy for the molecular motion and 1/$`\tau _0`$ the attempt frequency. These parameters are probably similar for different compounds and a typical width of about 50 K can be deduced from Fig. 6. Interestingly, we have found a significant difference between two Na2C60 samples, called (1) and (2) on Fig. 6. The results presented here are from sample (1), sample (2) exhibits a similar behavior but seems to be of somewhat poorer quality, as can be seen by the slightly shorter T1 values (see inset of Fig. 6) or slightly broader linewidth. The molecular motion peak, although clearly present, is broader in sample (2), which is likely due to a distribution of the motion parameters, and consequently its maximum amplitude is smaller. Data on Fig. 5 imply that, if present, the peak in K4C60 must be very broad, which could be due to sample quality or intrinsic disorder of the bct phase. Its intensity would be accordingly reduced, so that its contribution is furthermore negligible.

#### II.2.3 High temperature behavior

The $`1/T_1=cst`$ law observed at high temperatures in K4C60 is then intrinsic. It is somewhat unusual as most relaxation mechanisms give an increasing relaxation rate with increasing temperature. Such a flat behavior is reminiscent of the relaxation observed in dense paramagnets, which is caused by a coupling to localized paramagnetic centers. Within our model of singlet-triplet excitations of JTD balls, we do have such centers at high temperatures, namely the triplet states. Nevertheless, our first expectation would be to observe such a law only when the population of these levels saturates, for temperatures above the ST gap, i.e. T $`>800K`$. More correctly, as 1/T1 measures the imaginary part of the electronic susceptibility (see Eq. 3), it is sensitive to both the nature and the dynamic of the relevant electronic excitations. In our case, this means that both the number and the lifetime of the triplet states contribute to 1/T$`_1,`$ so that an abrupt change in the temperature dependence of one of this quantity could explain the change in 1/T1. In Na2C60, we observe a similar deviation from the activated law before the expected saturation for $`T=Eg,`$ although it is not constant like in K4C$`_{60},`$ but keeps increasing slightly up to 700 K. As the deviation is present in both systems, it must contain some insights of their physics.

The first possibility is that the activated law fails to describe the data over the full temperature range because there are other thermally accessible excitations, like for example the singlet state of JTD 2 in Fig. 1, if J is small enough. A variant of this idea is that the arrangement of the molecular levels could be modified with increasing temperature. JTD being sensitively coupled to the structure’s crystal field, it is likely that even small structural modifications could affect the equilibrium between different JTD. A second possibility that goes beyond this “molecular approach”, is related to the fact that we deal here with solids that are very close to a metal-insulator transition, where hopping is certainly not strictly forbidden. The introduction of an hopping term in the JT hamiltonian mixes different molecular states and can also affect the nature of the ground state. An estimation of the temperature dependence of the lifetime of the triplet state is obviously a complicated problem, as it probably involves both the dynamic of the Jahn-Teller distortion and hopping rates as a function of temperature. Nevertheless, if a static distortion is for example stabilized at low temperatures, allowing eventually the development of a cooperative distortion, it could certainly affect 1/T1.

In any case, the evolution of 1/T1 at high temperature cannot be understood with a model of isolated molecules and forces us to take into account interactions between the balls and/or with the structure. For Na2C60, it is for example suggestive that 1/T1 departs from the activated behavior near the temperature of the structural orientational transition taking place at 310 K Yldirim . In an attempt to identify the origin of the change in 1/T1, we now turn our attention to details of the structure that can be studied by NMR to see whether there is any detectable change in the corresponding temperature range.

## III Interplay between JTD and local symmetry

There are very few cases where Jahn-Teller distortions have been observed directly in fullerides. One example is C60-tetraphenylphosphonium bromide, a salt where C$`{}_{}{}^{}{}_{60}{}^{}`$ molecules are well separated from each other. A cooperative Jahn-Teller state is thought to develop below 120 K, because a splitting of the Lande factor has been observed by ESR below 120 K Penicaud . Interestingly, a transition to an orientationally ordered state is observed at about the same temperature Launois , so that it seems likely that the new orientational order stabilizes the collective distortion. This example motivates us to relate to structural modifications the particular evolution of 1/T1 at high temperatures. NMR, and especially alkali NMR, has proved to be a very sensitive probe for small structural distortions in fullerides Pennington . We first focus on the effect of the structural transition in Na2C60 on the electronic properties, as seen by 23Na NMR. We then review other signs of structural evolution in Na2C60 and K4C60 that indeed seem to coincide with the change in the electronic behavior.

### III.1 Structural transition in Na2C60 studied by 23Na NMR

The analysis of the electronic properties of alkali fullerides might be complicated by the structural modifications associated with orientational ordering or freezing of the molecular motions. Although such structural modification could appear minor at first sight, it has for example often be argued in the case of n=3 that $`sc`$ phases behave quite differently from $`fcc`$ phases Yldirimscfcc . In the case of Na2C60 the occurrence of an orientational transition at 310 K might then affect deeply the electronic properties. At least, it seems reasonable to assume that some parameters (such as the gap value) could be different on both sides of the transition. Fitting the temperature dependence of $`\chi `$ or 1/T1 then becomes more difficult.

This can be clarified by 23Na NMR because 23Na spectra differ in the two phases, which allows to discriminate what happens in the $`sc`$ and $`fcc`$ phases respectively. In the inset of Fig. 7, a spectrum at 310 K shows the coexistence of the two phases, which we observe from 300 K to 315 K. Following the shift of each line, as done in Fig. 7, we can extract the susceptibility in both phases independently and observe that $`\chi `$ increases in both $`sc`$ and $`fcc`$ phases. We also clearly see that a “saturation” appears in the $`fcc`$ phase at 400K, and not at the structural transition. This contradicts the impression given by 13C 1/T$`_1,`$ which seems to change at the structural transition, but this is more precise as 13C NMR does not resolve two different signals and only the average value is accessible.

In the $`fcc`$ phase, the scaling between $`K`$ and the ESR susceptibility is excellent (see Fig. 8) and the hyperfine coupling $`A_{fcc}`$ can be extracted using Eq. 1, provided that $`\sigma _{fcc}`$ is temperature independent (which is a usual assumption). We obtain $`\sigma _{fcc}=65`$ ppm and $`A_{fcc}=3500`$ $`Oe/\mu _B`$. The evolution of the susceptibility in the $`sc`$ phase is especially interesting as the ESR susceptibility is masked by a large Curie term below 200 K. Following Eq. 1, the discontinuity at the transition could be attributed either to a different hyperfine coupling $`A`$ or to a different susceptibility. The hyperfine coupling is defined by the local environment of a Na atom, which is indeed very different in $`sc`$ or $`fcc`$ phases. In the fcc phase, the orientations of the four neighboring C60 balls are such that Na faces four hexagonal rings, whereas, in the $`sc`$ phase, it faces only one hexagonal ring and three double bonds (see ref. PrassidesScience  and picture of Fig. 9). Therefore, there are probably two different hyperfine couplings $`A_{sc}`$ and $`A_{fcc}`$. As ESR or 13C 1/T1 do not exhibit any obvious discontinuity at the transition, $`\chi `$ is more likely to be continuous. Assuming that $`\sigma `$ and $`\chi `$ do not change at the transition, we find $`A_{sc}`$ = 2300 Oe/$`\mu _B`$ and the variation of $`\chi `$ deduced from NMR is reported on Fig. 8 by open circles for $`sc`$ phase.

We can now compare this refined estimation of $`\chi `$ to the singlet-triplet model. A first conclusion is that $`\chi `$ tends to a constant value at low temperatures corresponding to $`\chi =7.10^5`$ emu/mol. Although, this is somehow dependent on our assumption that $`\sigma _{sc}=\sigma _{fcc},`$ we have found a very similar value (6 10-5 emu/mol$`)`$ when trying to compare directly T1 and $`\chi _{esr}`$ in ref. BrouetPRL2001 , which gives some confidence in this estimate. This suggests the presence of a Pauli-like contribution in Na2C60, which likelihood will be discussed in the last section of this paper.

For the activated part, the singlet-triplet model of Fig. 1 predicts a susceptibility $`\chi (T)`$ $`=n(T)\chi (S_1),`$ where $`n(T)`$ is the number of thermally populated triplet states and $`\chi (S_1)`$ the Curie susceptibility for triplet states.

$$\chi (T)=\frac{3\mathrm{exp}(\mathrm{\Delta }/T)}{2+3\mathrm{exp}(\mathrm{\Delta }/T)}\frac{8\mu _B^2}{3k_BT}$$
(5)
The thick line on Fig. 7 is a fit to such a relation with $`\mathrm{\Delta }=100`$ meV, which is 25 % smaller than by using the estimation based on 1/T1 data below room temperature. Quantitatively, the measured susceptibility corresponds to 80 % of that estimated by Eq. 5, which sounds reasonable. Although this law clearly captures much of the physics of this phase, it does not fit satisfyingly our data over the whole $`T`$ range. We observe a steeper increase of the susceptibility at 250 K and a larger inflexion at 450 K. This suggests that “something else” might come into play at these temperatures, that helps or hinders the population of triplet states, and that it is not purely a thermal process. One of the possibility that comes into mind is a small structural modification that would stabilize a particular state.

### III.2 Quadrupole effects on 23Na in Na2C60

If the orientational structural transition does not seem to modify deeply the behavior of Na2C$`_{60},`$ we present here the observation of further changes in local symmetry happening in the $`sc`$ phase that could couple to Jahn-Teller distortions and interact with the electronic properties.

As 23Na is a spin 3/2, it is sensitive to electric field gradients (EFG) arising from deviations from cubic symmetry at the Na site. In the fcc phase, there are no detectable quadrupole effects, as expected in the cubic environment of one tetrahedral site. However, in the sc phase, a decrease in the NMR intensity at the $`fcc`$ to $`sc`$ transition indicates that quadrupole effects are present. In this case, the (-3/2$`1/2)`$ and (1/2$`3/2)`$ nuclear transitions are wiped out of the spectrum and only the central nuclear transition (1/2 $``$ -1/2) is detected. Below 200 K, a splitting of this central transition, which is characteristic of second order broadening by the EFG Abragam  is detected. The (1/2$`1/2)`$ line can be fitted at 100 K by an EFG tensor with a quadrupole frequency $`\nu _q=700`$ $`kHz`$ and a small asymmetry $`\eta =0.2`$ Kirchberg00 . The evolution of $`\nu _q`$ with temperature is displayed on Fig. 9, it shows that this quadrupole effect progressively increases when the temperature is lowered from 280 to 230 K.

Where does this EFG come from ? As represented on Fig. 9, in the $`sc`$ phase, the environment of 23Na is quite asymmetric. This could favor a displacement of Na along the cube diagonal (indicated by the arrow) towards the hexagonal ring, as was observed by x-ray in the structurally similar Na2CsC60 PrassidesScience , that would create an electric field gradient. C60 molecular motions have to be reduced to allow this displacement. More precisely, rotation around one axis could still exist (and it probably persists down to about 180 K where we observe the peak in 13C NMR 1/T1) but reorientation of the rotation axis must be nearly prohibited (such a decomposition of the molecular motion was proposed for K3C60 Yoshinari $`).`$ Here, we believe that this “slow” reorientational motion is slowing down progressively when we begin to observe static quadrupole effects around 280 K and is totally frozen below 250 K.

It is quite striking that the 23Na shift, plotted again on Fig. 9 for comparison, starts to increase just as the EFG disappears and this strongly suggests a relation between the two effects. One possibility is that this increase reflects the one of the hyperfine coupling as the Na atom moves because of the distortion. However, we have seen in the previous section that the shift can be rather well understood in terms of a singlet-triplet susceptibility, so that we believe that it is the susceptibility that starts to increase suddenly when the distortion disappears. This indeed would explain the steeper increase of the shift compared to the singlet-triplet model noted on Fig 8. This suggests that the distortion stabilizes the singlet state and that triplet states can only be significantly populated when it disappears. The exact microscopic origin of such an interplay is not yet clear. The orbital moment of the triplet distortion might be incompatible with the crystal field induced by the structural distortion, which forbids their existence.

### III.3 Change of the symmetry of the C60 molecular motion in K4C60

In K4C$`_{60},`$ there is no ordering transition but we report here in Fig. 10 modifications of the 13C lineshape that indicate a structural evolution. At high temperatures, the 13C spectrum consists of one narrow symmetric line, as expected because of the motional narrowing of the spectrum. However, a shoulder appears below 580 K on the low frequency side, and becomes progressively better defined as the temperature is lowered. This lineshape is characteristic of a small axial anisotropy and probably corresponds to the developement of the uniaxial motion, which would not be completely averaged anymore by molecular reorientations. Note that this anisotropy is however still very small with respect to the low temperature one (200 ppm). Below 250 K, the spectral weight is quite suddenly transferred to the right of the spectra, as noted on the figure by the appearance of a “peak 2” and “shoulder 2”. Fig. 11 summarizes the situation by displaying the shift of the various peaks as a function of temperature. This complex behavior is not understood, but it is probably related to a change in the symmetry of the molecular motion. This shows that, even though there is no reported structural transition in K4C60 in this temperature range, the local symmetry changes. Let us recall that a true structural transition has been detected by differential thermal analysis in K3C60 at 200 K that has never been associated so far to a precise structural deviation Yoshinari .

As a matter of fact, 1/T1 saturates precisely in this temperature range, as can be checked on Fig. 5. This “coincidence” bears some similarity with the case of Na2C$`_{60},`$ which incites us to take it seriously. When discussing the 1/T1=cst regime, we mentioned that it could be understood by a coupling to a fixed number of triplet states. This would require that the structural change at 250 K favors the triplet states almost exclusively.

Very recently an infrared study of K4C60 has revealed a splitting of the two high frequency T1u modes from a doublet above 250 K to a triplet at lower temperature Kamaras . This observation definitely establishes a symmetry breaking in this temperature range, although the exact nature of the JTD and their ordering in the high and low temperature phases is still unclear.

## IV Coexistence with a metallic character ?

So far, our study has been mainly focused on the molecular singlet-triplet excitations that dominate the high temperature behavior. However, we have seen that a Pauli-like contribution seems to be present in $`\chi `$ for Na2C$`_{60},`$ which could imply that Na2C60 is weakly metallic. Such a possible coexistence of band-like excitations with typically molecular ones is an important issue. It could indeed help to clarify the nature of the metal-insulator transition in AnC60. Two different kind of such transitions could be considered, the one that takes place in Rb4C60 as a function of lattice spacing, which has been observed under applied pressure Kerkoud  and the one expected as a function of doping if one could go continuously from Na2C60 to A3C60 to A4C60. Therefore, we pay hereafter particular attention to this subject by studying the low temperature behavior of 1/T1 in Na2C60, which probes the nature of the excitations of the ground state of this system.

The temperature dependence of 1/T1T at low T in Na2C60 and K4C60 is emphasized in the logarithmic plot of Fig. 12. It can be seen that in Na2C60, 1/T1 deviates from the activated behavior below 100 K, actually 1/T1T tends to a constant value for 13C and 23Na. On the other hand, in K4C$`_{60},`$ 1/T1T follows the activated law of Fig. 5 down to the lowest measured temperature. The very long value for T1 in this system at this temperature prevents us to study this behavior further. In Rb4C60 also, the low temperature data do not follow the activated behavior but was ascribed to a much smaller gap (10 meV) Kerkoud . As 1/T1T = cst is the Korringa law expected in a metal, this reinforces the possibility of a weak metallicity of Na2C60. Before concluding firmly on this eventuality, we have to consider possible complications in the interpretation of the relaxation data.

### IV.1 Relaxation curves

To be sure of the temperature dependence of 1/T1 down to the lowest temperature, one has to check first that the shape of the nuclear magnetization recovery curve after saturation is not changing. This question is not trivial in fullerides as a non-exponentiality always appears at low temperatures, giving some ambiguity in the actual definition of an average T1 value. In Na2C60 and K4C60, this happens below 150 K, but Fig. 13 shows that the relaxation curves can be scaled together for different temperatures. This means that they keep a similar shape with varying temperature within experimental accuracy, and therefore a single time parameter which is taken as T1 can be used to characterize the variation of the relaxation below 150 K. The actual value of T1 somehow depends on the expression used to fit the magnetization recovery curve but not its temperature dependence.

In Na2C60, the relaxation curves can be described by a stretched exponential M(t) = exp((-t/T1)β) with values of $`\beta `$ ranging from 0.5 to 0.6. Within experimental accuracy, many different laws could describe this dependence, from multi-exponential recovery (2 sites or more) to stretched exponential. We choose the latter not for physical reasons but because it allows to compare easily the relaxation in different systems. The same fit applies in K4C$`_{60},`$ although the experimental accuracy is not sufficient to determine $`\beta `$ very precisely. All the curves presented on Fig. 13 are fitted with $`\beta =0.53`$ to illustrate the adequation of this fitting function. For comparison, the recovery curves in Na2CsC60 are also plotted, they are typical of recovery curves found in A3C60 compounds Holczer ; Maniwa . Here, the deviation from exponentiality is smaller, as illustrated by the value of the exponent for the stretched exponential ($`\beta =0.82`$) closer to unity. The difference found for the exponent $`\beta `$ for the two classes of systems indicates a significant difference in the relaxation curves and one can wonder whether it has a physical meaning.

In A3C$`_{60},`$ the general belief Holczer ; Maniwa  is that the widely observed non-exponentiality is due to the differentiation between three slightly inequivalent 13C sites on one C60 ball, when the motion of the balls is frozen. As the structure is much more different between Na2C60 and K4C60 than Na2C60 and Na2CsC$`_{60},`$ it seems unlikely that the change of relaxation behavior has a structural origin. We would rather suggest that it is related to a different nature of the relaxation in K4C60 and Na2C$`_{60},`$ more localized on the ball. Alternatively, this could be due to the addition of an extrinsic term caused by paramagnetic impurities.

### IV.2 Role of impurities in the low T relaxation

In insulating solids, as the intrinsic T1 becomes long at low temperature, even a small number of paramagnetic impurities could become a dominant relaxation process. As a matter of fact, a rather high concentration of paramagnetic impurities seems to be always present in these compounds and their role in the low T relaxation must be considered. Paramagnetic impurities would likely produce a saturation of 1/T1 at low temperatures, i.e. an increase of 1/T1T Abragam . One could imagine that this “compensates” the decrease of the singlet-triplet component to mimic a 1/T1T=cst law.

The comparison between Na2C60 and K4C60 can help to test whether this is likely. The paramagnetic contribution should have the same characteristics in both compounds but be proportional to the number of paramagnetic impurities in a given sample. We have characterized the paramagnetic impurity content by ESR on samples issued from the same batches as the NMR ones. From the low temperature Curie tail observed by ESR, the impurity concentrations are estimated to be about 2% per C60 in Na2C60 and 1% in K4C60. We do observe longer T1 in K4C60, but they are too long (by already a factor 10 at 70 K, as can be seen on Fig. 12) to be explained by a difference of a factor 2 in impurity content. Data in K4C60 allow to set a maximal value for the contribution of impurities in Na2C60 to 1/T1T$`<3`$ 10-4 ($`\mathrm{sec}`$ K)-1 at 70 K, which is too small to be responsible for the deviation from the activated law.

Another independent indication of the intrinsic character of the relaxation comes from the fact that it is also observed by 23Na NMR. As the increase of 1/T1 between 150 K and 300 K has very different magnitudes for 13C and 23Na, probably because a quadrupole term is present in 23 Na 1/T$`_1,`$ it seems impossible that an intrinsic and extrinsic term could compensate at low T to give an identical temperature dependence on the two nuclei over a temperature range as large as 150 K.

We then conclude that our experiment probes a metallic character in Na2C60. As a proof of consistency, the value of n(Ef) needed to explain the 1/T1T=cst law by the Korringa mechanism can be estimated to be 1eV$`^1,`$ which agrees with the value of $`\chi 7.10^5`$ emu/mol found by 23Na NMR BrouetPRL2001 .

## V Conclusion

In conclusion, the main properties of Na2C60 and K4C60 appear to be similar, which shows that they represent the typical behavior of two electrons or two holes in the t1u band. Molecular excitations dominate their properties; starting from a singlet ground state, excitations to a triplet one are thermally accessible. We attribute the existence of these two states to the two most stable Jahn-Teller distortions, which have respectively a singlet and triplet ground state. We further show that this molecular approach is insufficient to describe the full temperature range. $`\chi `$ and 1/T1 seem to change more suddenly that one would expect in a completely thermal process. The structural transition from $`fcc`$ to $`sc`$ is not found essential in the variation of the properties of Na2C60. However, in both compounds, we evidence changes in the structure concomitant with the change in 1/T1, probably associated with the slowing down of molecular motions. This suggests that there is a coupling between the structure and the stabilization of JTD, maybe due to crystal field effects acting on the orbital moment of the different Jahn-Teller configurations.

We also give evidence that the singlet states are not strictly localized on one molecule. This is most clear by the low energy excitations observed in Na2C60 at low temperatures, which are best described by a metallic-like process with a small value of the density of states. Interactions between the balls also renormalize the value of the ST gap and yield to deviations with respect to a purely molecular model in the behavior of 1/T1 and $`\chi `$.

The interplay between molecular and band-like properties is certainly one of the most intriguing feature of fullerides and a good understanding of this effect is a prerequisite before addressing the case of A3C60. The fact that these superconducting fullerides are surrounded by almost insulating phases has not always received much attention, probably because it is not easily possible to go from one phase to the other. When transport is measured as a function of alkali doping, usually on thin films or with the recently synthesized FET devices Batlogg , no sharp metal to insulator transitions can be observed, which gives the impression that a rigid band filling picture could be applied. However, little is known on the homogeneity of the stoichiometries of these films and phase separation could take place there, like they do for bulk compounds. The well established fact that superconductivity is restricted to a very limited doping range around n=3 is a strong deviation from the expectations of a BCS theory usually applied to these materials. This indicates particular properties for the integer filling n=3. This might also be true for n=2 and 4, and the metallic state could be nearly suppressed only in these two cases. This importance of integer fillings might be related to the stronger correlation effects that appear in this case combined with the possibility of stabilizing molecular JTD. On one hand, the case of Na2C60 studied here indicates that metallic and molecular properties are not exclusive but do coexist. On the other hand, the study of CsC60 that we will present in paper II shows that JTD C$`{}_{}{}^{2}{}_{60}{}^{}`$ have an enhanced stability in this compound with nominally one electron per C60. We will develop in paper III the idea that the remarkable properties of A3C60 are due to an optimum cooperation between metallic and molecular aspects, because of its symmetric position between n=2 and 4.


text:
# Large 𝑁_𝑐 means 𝑁_𝑐 = 3

## 1 Introduction

It is well known that the interacting part of the SU(2) linear $`\sigma `$ model (L$`\sigma `$M) Lagrangian density (after the spontaneous symmetry breaking shift) is:

$$_{L\sigma M}^{int}=g\overline{\psi }(\sigma +i\gamma _5\stackrel{}{\tau }\stackrel{}{\pi })\psi +g^{}\sigma (\sigma ^2+\stackrel{}{\pi }^2)\lambda (\sigma ^2+\stackrel{}{\pi }^2)^2/4,$$
(1)
where the couplings $`g`$, $`g^{}`$, $`\lambda `$ obey the chiral L$`\sigma `$M relations

$$g=m_q/f_\pi ,g^{}=m_\sigma ^2/2f_\pi =\lambda f_\pi .$$
(2)
Here $`f_\pi 93`$ MeV, and we take the fermion spinors as quark fields. In the chiral limit (CL) a once-subtracted dispersion relation combined with unitarity predicts

$$1\frac{f_\pi ^{CL}}{f_\pi }=\frac{m_\pi ^2}{8\pi ^2f_\pi ^2}0.03,$$
(3)
so the observed pion decay constant $`f_\pi 93`$ MeV requires $`f_\pi ^{CL}`$ 90 MeV. While the chiral relations (2) already hold at tree level, they also remain valid at one-loop level along with two additional L$`\sigma `$M relations:

$$m_\sigma =2m_q,g=g_{\pi qq}=g_{\sigma qq}=2\pi /\sqrt{N_c}.$$
(4)
The former relation in (4) is the famous NJL relation and the latter equation in (4) for $`N_c=3`$ gives $`g=2\pi /\sqrt{3}=3.6276`$, so the quark-level Goldberger-Treiman relation (GTR) in (2) predicts

$$m_q^{CL}=f_\pi ^{CL}g(90\mathrm{MeV})2\pi /\sqrt{3}325\mathrm{MeV},$$
(5)
reasonably near the expected nonstrange constituent quark mass $`m_qM_N/3313`$ MeV. Also, the 3 constituent quarks in a nucleon (uud or ddu) then find the predicted $`\pi `$qq coupling $`g=2\pi /\sqrt{3}3.63`$ to be nearby

$$g=g_{\pi NN}/3g_A3.47,$$
(6)
for the measured $`g_{\pi NN}13.2`$, $`g_A1.267`$ and near the GTR value $`g=m_q/f_\pi ^{CL}313\mathrm{MeV}/90\mathrm{MeV}3.48`$. Moreover, $`g=2\pi /\sqrt{3}`$ in Eqs. (4), (5), (6) also follows from the Z = 0 compositeness condition.

## 2 Color Number $`N_c=3`$ in the SU(2) L$`\sigma `$M

It is well understood that the quark model must have an additional quantum number (color) in order to describe qqq decuplet as well as qqq octet baryons. The phenomenological determination of $`N_c`$ is from the axial anomaly (plus PCAC) or from the PVV L$`\sigma `$M u,d quark loop. Then the $`\pi ^02\gamma `$ decay rate of 7.7 eV implies that the amplitude magnitude satisfies

$$|M_{\pi ^0\gamma \gamma }|=\frac{N_c}{3}\frac{\alpha }{\pi f_\pi }=(0.025\pm 0.001)\mathrm{GeV}^1.$$
(7)
But $`\alpha /\pi f_\pi 0.0025\mathrm{GeV}^1`$ for $`f_\pi 93\mathrm{MeV}`$, so that Eq. (7) suggests $`N_c/3=1`$ or $`N_c=3`$.

The SU(2) L$`\sigma `$M theoretical value of $`N_c`$ stems from the Ben Lee null tadpole sum (due to u,d quark loop, $`\stackrel{}{\pi }`$ loop and $`\sigma `$ loop tadpole graphs linked to the scalar $`\sigma `$ meson as shown in Fig. 1):

$$<\sigma >=8N_cm_qg\frac{d^4p}{p^2m_q^2}+3g^{}\frac{d^4p}{p^2m_q^2}=0.$$
(8)
Here we have dropped the small pion loop (due to the Nambu-Goldstone theorem), used $`8=4\times 2`$ with 4 from the fermion trace, 2 from u,d flavours, and invoked the combinatoric factor of 3 for the $`\sigma \sigma \sigma `$ coupling. The false vacuum has $`<\sigma >=f_\pi 0,<\pi >=0`$ , whereas after the shift the true vacuum $`<\sigma >=<\pi >=0`$ is characterized by Fig. 1 and by Eq. (8). We solve Ben Lee’s equation (8) above by using the L$`\sigma `$M chiral relations $`g=m_q/f_\pi `$ and $`g^{}=m_\sigma ^2/2f_\pi `$ from Eq. (2) together with simple dimensional analysis requiring quadratic divergence mass scales

$$\frac{d^4p}{p^2m_q^2}m_q^2,\frac{d^4p}{p^2m_\sigma ^2}m_\sigma ^2.$$
(9)
Thus Eq. (8) above implies

$$N_c(2m_q)^4=3m_\sigma ^4,$$
(10)
so the NJL value $`m_\sigma =2m_q`$ requires $`N_c=3`$ in Eq. (10). The SU(2) L$`\sigma `$M also requires the loop value $`m_\sigma =2m_q`$, which we derive in the next section, and again $`N_c=3`$ follows from the L$`\sigma `$M null tadpole condition Eq. (8) leading to Eq. (10).

## 3 Log-Divergent Gap Equation (LDGE) in the L$`\sigma `$M

Defining the pion decay constant via $`<0|A_\mu ^i|\pi ^j>=if_\pi q_\mu \delta ^{ij}`$, the u,d quark loops combined with the GTR $`f_\pi g=m_q`$ leads to the LDGE in the CL :

$$i4N_cg^2\frac{\overline{d}^4p}{(p^2m_q^2)^2}=1.$$
(11)
It is a gap equation because the “mass gap” $`m_q`$ cancels out to form (11). This LDGE Eq. (11) also follows from the NJL analysis. Morever, the u,d quark loops for the pion form factor (using $`g\gamma _5`$ pseudoscalar scaling) in turn requires $`F_\pi (q^2=0)=1`$ since then PVV quark loops predict the pion form factor

$$F_\pi (q^2)=i4N_cg^2_0^1𝑑x\frac{\overline{d}^4p}{[p^2m_q^2+x(1x)q^2]^2},$$
(12)
for $`\overline{d}^4p=d^4p/(2\pi )^4`$. Clearly Eq. (12) reduces to the LDGE Eq. (11) when $`F_\pi (q^2=0)=1`$.

Next, the 3-point function $`g_{\sigma \pi \pi }`$ quark triangle in Fig. 2 reduces in the CL to

$$g_{\sigma \pi \pi }=8ig^3N_cm_q\frac{\overline{d}^4p}{[p^2m_q^2]^2}=2gm_q,$$
(13)
by virtue of the LDGE (11) and then the GTR, $`m_q=f_\pi g`$ “shrinks” (13) to

$$g_{\sigma \pi \pi }=2m_qg=(2m_q)^2/2f_\pi ^{CL}=m_\sigma ^2/2f_\pi =g^{},$$
(14)
the tree-level L$`\sigma `$M value in Eq. (2). This is valid *only if* $`m_\sigma =2m_q`$ for the loop-level L$`\sigma `$.

Also, the 4-point function $`g_{\pi \pi \pi \pi }`$ quark box in Fig. 3 shrinks in the CL to

$$\lambda _{box}=8iN_cg^4\frac{\overline{d}^4p}{[p^2m_q^2]^2}=2g^2=g^{}/f_\pi =\lambda ,$$
(15)
the L$`\sigma `$M contact term in Eq. (2), but again we must invoke the LDGE (11) and $`m_\sigma =2m_q`$. In effect, the quark loops of Figs. 1,2,3 dynamically reproduce the entire SU(2) L$`\sigma `$M Lagrangian with $`N_c=3`$ and $`g=2\pi /\sqrt{3}`$, $`g^{}=2gm_q`$, and $`\lambda =2g^2=8\pi ^2/3`$. Note that the large $`N_c`$ limit for a $`U_L(1)\times U_R(1)`$ model predicts $`m_\sigma 2m_q`$ but $`\lambda g^2`$ (not $`2g^2`$) as $`N_c\mathrm{}`$.

## 4 Chiral phase transition

An independent test of the above SU(2) L$`\sigma `$M stems from the chiral phase transition approach, where the thermalized fermion (quark) propagator is replaced at finite temperature by

$$\frac{i(\gamma p+m)}{p^2m^2}\frac{i(\gamma p+m)}{p^2m^2}\frac{2\pi \delta (p^2m^2)(\gamma p+m)}{e^{|P_0/T|}+1}.$$
(16)
This approach leads to the chiral restoration (melting) temperature $`T_c`$, which corresponds to a second-order phase transition. Over the past 15 years, many authors have predicted for two quark flavours that this order parameter is

$$T_c=2f_\pi ^{CL}=2\times 90\mathrm{MeV}=180\mathrm{MeV},$$
(17)
where the 3% reduction of $`f_\pi `$ in Eq. (3) above has been used. Only recently, F. Karsch has “measured” $`T_c`$ via the computer lattice to find for $`N_f=2`$:

$$T_c=173\pm 8\mathrm{MeV},$$
(18)
so the various melting studies theoretically predicting the nearby Eq. (17) should be reviewed in detail.

### 4.1 Melting the SU(2) Quark Mass

As $`T`$ increases to the chiral “melting” temperature $`T_c`$, the quark mass melts, and the $`\sigma `$ tadpole graph of Fig. 4 via Eq. (16) gives

$$0m_q(T_c)=m_q+\frac{8N_cg^2m_q}{m_\sigma ^2}\left(\frac{T_c^2}{2\pi ^2}\right)J_+,$$
(19)
where we use $`N_c=3`$ and the integral $`J_+=_0^{\mathrm{}}x𝑑x[e^x+1]^1=\pi ^2/12.`$ Then Eq. (19) reduces to

$$T_c^2=m_\sigma ^2/g^2.$$
(20)
Note that the NJL-L$`\sigma `$M relation $`m_\sigma =2m_q`$ combined with the GTR $`g=m_q/f_\pi ^{CL}`$ means that the square root of (20) is $`T_c=2f_\pi ^{CL}`$, Eq. (17) above.

### 4.2 Melting the Scalar $`\sigma `$ Mass in the L$`\sigma `$M

Assuming the Lagrangian density quartic coupling is proportional to $`(\lambda /4)\sigma ^4,`$ but with $`J_+J_{}=_0^{\mathrm{}}x𝑑x[e^x1]^1=\pi ^2/6,`$ Refs.  then find

$$T_c^2=2m_\sigma ^2/\lambda ,$$
(21)
in an SU(2) L$`\sigma `$M context. Then, independent of the value of $`T_c`$ or $`m_\sigma `$, Eqs. (20), (21) together require $`\lambda =2g^2`$, as already found in Eq. (15) in L$`\sigma `$M loop order.

### 4.3 Melting the Quark Condensate in QCD

Noting that thermalizing the quark condensate as $`\delta <\overline{q}q>=<\overline{q}q>\delta \overline{q}+<\overline{q}q>\delta q`$, Ref.  finds in QCD

$$T_c^2=3m_q^2/\pi ^2.$$
(22)
Expressing the square root of Eq. (22) together with Eq. (20) and again using the NJL-L$`\sigma `$M relation $`m_\sigma =2m_q`$ leads to the on-shell meson-quark coupling (with $`N_c=3`$)

$$g=2\pi /\sqrt{3},$$
(23)
as already predicted in Sec. 1 for the L$`\sigma `$M.

In QCD language, $`\alpha _s(1\mathrm{GeV})0.5`$ grows at $`m_\sigma `$ 600 MeV to $`\alpha _s(m_\sigma )|_{\mathrm{QCD}}\pi /4`$, the infrared limit. Then the $`C_{2F}`$ factor increases $`\alpha _s`$ to $`\alpha _{\mathrm{QCD}}^{\mathrm{eff}}(m_\sigma )=(4/3)\pi /4=\pi /3`$, i.e., to quark condensation with $`\alpha _s^{\mathrm{eff}}1`$. In L$`\sigma `$M language Eq. (23) corresponds to $`g^2/4\pi =\pi /3`$, the above infrared value of QCD. Note that the latter has already been derived in Eq. (4) via the loop-order L$`\sigma `$ or via the Z = 0 compositeness condition.

## 5 Invoking the Dim. Reg. Lemma for Loop-Order L$`\sigma `$M

Lastly, we can self-consistently nonperturbatively derive the NJL-L$`\sigma `$M relation $`m_\sigma =2m_q`$. The constituent quark mass $`\sigma `$ tadpole graph of Fig. 4 generates the quadratically divergent mass gap equation (QDGE)

$$m_q=\frac{8iN_cg^2}{m_\sigma ^2}\frac{\overline{d}^4pm_q}{p^2m_q^2}.$$
(24)
Such a quadratic divergence also appears in the dimensional regularization (dim. reg.) lemma (DRL)

$$\overline{d}^4p\left[\frac{m_q^2}{(p^2m_q^2)^2}\frac{1}{p^2m_q^2}\right]=\underset{l2}{lim}\frac{im_q^{2l2}}{(4\pi )^2}[\mathrm{\Gamma }(2l)+\mathrm{\Gamma }(1l)]=\frac{im_q^2}{(4\pi )^2},$$
(25)
due to the gamma function identity $`\mathrm{\Gamma }(2l)+\mathrm{\Gamma }(1l)1`$ as $`2l4`$. Combining the DRL Eq. (25) with the QDGE Eq. (24) and the LDGE Eq. (11) and dividing out the nonzero quark mass (gap), one obtains

$$1=\frac{2m_q^2}{m_\sigma ^2}\left[1+\frac{g^2N_c}{4\pi ^2}\right].$$
(26)
Further, solving Eq. (26) as 1 = 1/2 + 1/2 (due to the pion and $`\sigma `$ bubbles giving $`m_\pi ^2=0,m_\sigma ^2=N_cg^2m^2/\pi ^2)`$, one finds the NJL-L$`\sigma `$M and Z = 0 loop-order solutions of Eqs. (4). The above dim. reg. formalism is

$`a`$) compatible with the LDGE “nonperturbative shrinkage” of the quark triangle and box L$`\sigma `$M Eqs. (14) and (15) for any value of $`N_c`$, giving again $`m_\sigma =2m_q`$, $`g=2\pi /\sqrt{N_c}`$,

$`b`$) compatible with the chiral phase transition approach of Sec. 4, but only when $`N_c=3`$,

$`c`$) compatible with analytic, zeta function, and Pauli-Villars regularization schemes when the massless quadratic loop analogue of Eqs. (9) holds:

$$d^4p/p^2=0,$$
(27)
again due to simple dimensional analysis.

Recall that the massive SU(2) loop versions Eqs. (9) allowed us to theoretically deduce that $`N_c=3`$ due to the B.W. Lee null tadpole sum Eq. (8), leading to Eq. (10) because we already know $`m_\sigma =2m_q`$ in the NJL or L$`\sigma `$M theories at loop order.

## 6 Conclusion

Prof. ’t Hooft began his film lectures by first writing the L$`\sigma `$M Lagrangian, but instead let $`N_c\mathrm{}`$ in order to perturbatively solve the L$`\sigma `$M and also QCD. While we have no objection to such an approach, we suggest it in fact is possible to start with the usual value $`N_c=3`$ and instead nonperturbatively solve in loop order the SU(2) L$`\sigma `$M with the NJL–Ben Lee null tadpole solution $`m_\sigma =2m_q`$. This also leads to L$`\sigma `$M nonperturbative shrinkage in Sec. 3 via the LDGE, to the chiral phase transition temperature $`T_c=2f_\pi ^{CL}180`$ MeV for $`N_f=2`$, and to the formal LDGE-DRL-QDGE solution $`m_\sigma =2m_q,g=2\pi /\sqrt{N_c}`$ in Sec. 4. Of course the L$`\sigma `$M requires $`g^2N_c`$ = constant $`(4\pi ^2)`$ with amplitudes scaling like $`1/N_c^2(1/9)`$, so ’t Hooft’s large $`N_c`$ result that $`1/N_c^2`$ terms vanish as $`N_c\mathrm{}`$ is 90% true anyway when $`N_c=3`$.

### Acknowledgements

The author thanks R. Delbourgo, J. Cleymans, V. Elias and P. Zenczykowski for prior discussions.


text:
# Features of the Extension of a Statistical Measure of Complexity to Continuous Systems

## 1 Introduction

In the last years many complexity measures have been proposed as indicators of the complex behaviour found in different systems scattered in a broad spectrum of fields. Some of them come from physics such as the effective measure of complexity , the thermodynamical depth  and the simple measure of complexity . Other attempts arise from the field of computational sciences such as algorithmic complexity , Lempel-Ziv complexity  and $`ϵ`$-machine complexity . Other works try to enlighten this question in many other contexts: ecology, genetics, economy, etc., for instance, the complexity of a system based on its diversity  and the physical complexity of genomes .

Most of these proposals coincide in using concepts such as entropy (in physics) or information (in computational sciences) as a basic ingredient for quantifying the complexity of a phenomenon. Also there is a general belief that the notion of complexity in physics must start by considering the perfect crystal and the isolated ideal gas as examples of simple models with zero complexity. Both systems are extrema in an entropy/information scale and therefore some fundamental ingredient would be missing if one insisted on describing complexity only with the ordinary information or entropy.

It seems reasonable to adopt some kind of distance to the equipartition, the disequilibrium of the system, as a new ingredient for defining an indicator of complexity. Going back to the two former examples, it is readily seen that they are extremes in a disequilibrium scale and therefore disequilibrium cannot be directly associated with complexity.

The recently introduced López-Ruiz-Mancini-Calbet (LMC) statistical measure of complexity  identifies the entropy or information stored in a system and its distance to the equilibrium probability distribution (the disequilibrium) as the two ingredients giving the correct asymptotic properties of a well-behaved measure of complexity. In fact, it vanishes both for completely ordered and for completely random systems. Besides giving the main features of an intuitive notion of complexity, it has been shown that LMC complexity successfully enables us to discern situations regarded as complex in discrete systems out of equilibrium: one instance of a local transition to chaos via intermittency in the logistic map , the dynamical behaviour of this quantity in a simplified isolated gas  and another example of classical statistical mechanics .

A possible formula of LMC complexity for continuous systems was suggested in López-Ruiz et al. . Anteneodo and Plastino  pointed out some peculiarities concerning such an extension for continuous probability distributions. It is the aim of this work to offer a discussion of the extension of LMC complexity for continuous systems. A slightly modified extension brings interesting and very striking properties, and some of the Anteneodo and Plastino remarks are solved with the new proposed definition.

In Section 2 the extension of information and disequilibrium concepts for the continuous case are discussed. In Section 3 the LMC measure of complexity is rewieved and possible extensions for continuous systems are suggested. We proceed to present some properties of one of these extensions in Section 4. Finally, we establish the Conclusions.

## 2 Entropy/Information and Disequilibrium

Depending on the necessary conditions to fulfill, the extension of an established formula from the discrete to the continuous case always requires a careful study and in many situations some kind of choice between several possibilities. Next we carry out this process for the entropy and disequilibrium formulas.

### 2.1 Entropy or Information

Given a discrete probability distribution $`\{p_i\}_{i=1,2,\mathrm{},N}`$ satisfying $`p_i0`$ and $`_{i=1}^Np_i=1`$, the Boltzmann-Gibss-Shannon formula  that accounts for the entropy or information, $`H`$, stored in a system is defined by

$$H(\{p_i\})=k\underset{i=1}{\overset{N}{}}p_i\mathrm{log}p_i,$$
(1)
where $`k`$ is a positive constant. Some properties of this quantity are: (i) positivity: $`H0`$ for any arbitrary set $`\{p_i\}`$, (ii) concavity: $`H`$ is concave for arbitrary $`\{p_i\}`$ and reaches the extremal value for equiprobability ($`p_i=1/N`$ $`i`$), (iii) additivity: $`H(AB)=H(A)+H(B)`$ where $`A`$ and $`B`$ are two independent systems, and (iv) continuity: $`H`$ is continuous for each of its arguments. And vice versa, it has been shown that the only function of $`\{p_i\}`$ verifying the latter properties is given by Eq. (1) . For an isolated system, the irreversibility property is also verified, that is, the time derivative of $`H`$ is positive, $`dH/dt0`$, reaching the equality only for equilibrium.

Calculation of $`H`$ for a continuous probability distribution $`p(x)`$, with support on $`[L,L]`$ and $`_L^Lp(x)𝑑x=1`$, can be performed by dividing the interval $`[L,L]`$ in small equal-length pieces $`\mathrm{\Delta }x=x_ix_{i1}`$, $`i=1,\mathrm{},n`$, with $`x_0=L`$ and $`x_n=L`$, and by considering the approximated discrete distribution $`\{p_i\}=\{p(\overline{x}_i)\mathrm{\Delta }x\}`$, $`i=1,\mathrm{},n`$, with $`\overline{x}_i`$ a point in the segment $`[x_{i1},x_i]`$. It gives us

$`H^{}`$ $`=`$ $`H(\{p_i\})=`$
$`=`$ $`k{\displaystyle \underset{i=1}{\overset{n}{}}}p(\overline{x}_i)\mathrm{log}p(\overline{x}_i)\mathrm{\Delta }xk{\displaystyle \underset{i=1}{\overset{n}{}}}p(\overline{x}_i)\mathrm{log}(\mathrm{\Delta }x)\mathrm{\Delta }x.`$
The second adding term of $`H^{}`$ in the expression (2.1) grows as $`\mathrm{log}n`$ when $`n`$ goes to infinity. Therefore it seems reasonable to take just the first and finite adding term of $`H^{}`$ as the extension of $`H`$ to the continuous case: $`H(p(x))`$. It characterizes with a finite number the information contained in a continuous distribution $`p(x)`$. In the limit $`n\mathrm{}`$, we obtain

$`H(p(x))`$ $`=`$ $`\underset{n\mathrm{}}{lim}\left[k{\displaystyle \underset{i=1}{\overset{n}{}}}p(\overline{x}_i)\mathrm{log}p(\overline{x}_i)\mathrm{\Delta }x\right]=`$ (3)
$`=`$ $`k{\displaystyle _L^L}p(x)\mathrm{log}p(x)𝑑x.`$
If $`p(x)1`$ in some region, the entropy defined by Eq. (3) can become negative. Although this situation is mathematically possible and coherent, it is unfounded from a physical point of view. See  for a discussion on this point. Let $`f(p,q)`$ be a probability distribution in phase space with coordinates $`(p,q)`$, $`f0`$ and $`dpdq`$ having the dimension of an action. In this case the volume element is $`dpdq/h`$ with $`h`$ the Planck constant. Suppose that $`H(f)<0`$. Because of $`(dpdq/h)f=1`$, the extent of the region where $`f>1`$ must be smaller than $`h`$. Hence a negative classical entropy arises if one tries to localize a particle in phase space in a region smaller than $`h`$, that is, if the uncertainty relation is violated. In consequence, not every classical probability distribution can be observed in nature. The condition $`H(f)=0`$ could give us the mininal width that is physically allowed for the distribution and so the maximal localization of the system under study. This cutting property has been used in the calculations performed in Ref. .

### 2.2 Disequilibrium

Given a discrete probability distribution $`\{p_i\}_{i=1,2,\mathrm{},N}`$ satisfying $`p_i0`$ and $`_{i=1}^Np_i=1`$, its Disequilibrium, $`D`$, is the quadratic distance of the actual probability distribution $`\{p_i\}`$ to equiprobability:

$$D(\{p_i\})=\underset{i=1}{\overset{N}{}}\left(p_i\frac{1}{N}\right)^2.$$
(4)
$`D`$ is maximal for fully regular systems and vanishes for completely random ones.

In the continuous case with support on the interval $`[L,L]`$, the rectangular function $`p(x)=1/(2L)`$, with $`L<x<L`$, is the natural extension of the equiprobability distribution of the discrete case. The disequilibrium could be defined as

$$D^{}=_L^L\left(p(x)\frac{1}{2L}\right)^2𝑑x=_L^Lp^2(x)𝑑x\frac{1}{2L}.$$

If we redefine $`D`$ omitting the constant adding term in $`D^{}`$, the disequilibrium reads now:

$$D(p(x))=_L^Lp^2(x)𝑑x.$$
(5)
$`D>0`$ for every distribution and it is minimal for the rectangular function which represents the equipartition. $`D`$ does also tend to infinity when the width of $`p(x)`$ narrows strongly and becomes extremely peaked.

## 3 Statistical Measure of Complexity

LMC complexity, $`C`$, has been defined  as the interplay between the information, $`H`$, stored in a system and its disequilibrium, $`D`$. Calculation of $`C`$ for a discrete distribution $`\{p_i\}`$, with $`p_i0`$ and $`i=1,\mathrm{},N`$, is given by the formula

$`C(\{p_i\})`$ $`=`$ $`H(\{p_i\})D(\{p_i\})=`$ (6)
$`=`$ $`k\left({\displaystyle \underset{i=1}{\overset{N}{}}}p_i\mathrm{log}p_i\right)\left({\displaystyle \underset{i=1}{\overset{N}{}}}\left(p_i{\displaystyle \frac{1}{N}}\right)^2\right).`$
This definition fits the intuitive arguments and verifies the required asymptotic properties: it vanishes for completely ordered systems and for fully random systems. $`C`$ has been successfully calculated in different systems out of equilibrium: one instance of a local transition to chaos in an unidimensional mapping , the time evolution of $`C`$ for a simplified model of an isolated gas, the ’tetrahedral’ gas , some statistical features of the behaviour of LMC complexity for DNA sequences  and a modification of $`C`$ as an effective method to identify the complexity in hydrological systems .

Feldman and Cruchtfield  presented as a main drawback that $`C`$ vanishes and it is not an extensive variable for finite-memory regular Markov chains when the system size increases. This is not the general behaviour of $`C`$ in the thermodynamic limit as it has been suggested by Calbet and López-Ruiz . On the one hand, when $`N\mathrm{}`$ and $`k=1/\mathrm{log}N`$, LMC complexity is not a trivial function of the entropy, in the sense that for a given $`H`$ there exists a range of complexities between $`0`$ and $`C_{max}(H)`$, where $`C_{max}`$ is given by

$$\left[C_{max}(H)\right]_N\mathrm{}=H(1H)^2.$$
(7)
Observe that in this case $`H`$ is normalized, $`0<H<1`$, because $`k=1/\mathrm{log}N`$. On the other hand, non-extensitivity cannot be considered as an obstacle since it is nowadays well known that there exists a variety of physical systems for which the classical statistical mechanics seems to be inadequate and for which an alternative non-extensive thermodynamics is being hailed as a possible basis of a theoretical framework appropriate to deal with them .

According to the discussion in Section 2, the expression of $`C`$ for the case of a continuum number of states, $`x`$, with support on the interval $`[L,L]`$ and $`_L^Lp(x)𝑑x=1`$, is defined by

$`C(p(x))`$ $`=`$ $`H(p(x))D(p(x))=`$ (8)
$`=`$ $`\left(k{\displaystyle _L^L}p(x)\mathrm{log}p(x)𝑑x\right)\left({\displaystyle _L^L}p^2(x)𝑑x\right).`$
Anteneodo and Plastino  pointed out that $`C`$ can become negative. Obviously, $`C<0`$ implies $`H<0`$. Although this situation is coherent from a mathematical point of view, it is not physically possible. Hence a negative entropy means to localize a system in phase space into a region smaller than $`h`$ (Planck constant) and this would imply to violate the uncertainty principle (see discussion of Section 2.1). Then a distribution can broaden without any limit but it cannot become extremely peaked. The condition $`H=0`$ could indicate the minimal width that $`p(x)`$ is allowed to have. Similarly to the discrete case, $`C`$ is positive for any situation and vanishes both for an extreme localization and for the most widely delocalization embodied by the equiprobability distribution. Thus, LMC complexity can be straightforwardly calculated for any continuous distribution by Eq. (8). It has been applied, for instance, for quantifying $`C`$ in a simplified two-level laser model in Ref. .

Anyway, the positivity of $`C`$ for every distribution in the continuous case can be recovered by taking the exponential of $`H`$. If we define $`\widehat{H}=e^H`$, we obtain a new expression $`\widehat{C}`$ of the statistical measure of complexity given by

$$\widehat{C}(p(x))=\widehat{H}(p(x))D(p(x))=e^{H(p(x))}D(p(x)).$$
(9)
In addition to the positivity, $`\widehat{C}`$ encloses other interesting properties that we describe in the next section.

## 4 Properties of $`\widehat{C}`$

The quantity $`\widehat{C}`$ given by Eq. (9) has been presented as one of the possible extensions of the LMC complexity for continuous systems. We proceed now to present some of the properties that characterize such a complexity indicator.

### 4.1 Invariance under translations and rescaling transformations

If $`p(x)`$ is a density function defined on the real axis R, $`_𝐑p(x)𝑑x=1`$, and $`\alpha >0`$ and $`\beta `$ are two real numbers, we denote by $`p_{\alpha ,\beta }(x)`$ the new probability distribution obtained by the action of a $`\beta `$-translation and an $`\alpha `$-rescaling transformation on $`p(x)`$,

$$p_{\alpha ,\beta }(x)=\alpha p(\alpha (x\beta )).$$
(10)
When $`\alpha <1`$, $`p_{\alpha ,\beta }(x)`$ broadens whereas if $`\alpha >1`$ it becomes more peaked. Observe that $`p_{\alpha ,\beta }(x)`$ is also a density function. After making the change of variable $`y=\alpha (x\beta )`$ we obtain

$$_𝐑p_{\alpha ,\beta }(x)𝑑x=_𝐑\alpha p(\alpha (x\beta ))𝑑x=_𝐑p(y)𝑑y=1.$$

The behaviour of $`H`$ under the transformation given by Eq. (10) is the following:

$`H(p_{\alpha ,\beta })`$ $`=`$ $`{\displaystyle _𝐑}p_{\alpha ,\beta }(x)\mathrm{log}p_{\alpha ,\beta }(x)𝑑x={\displaystyle _𝐑}p(y)\mathrm{log}(\alpha p(y))𝑑y`$
$`=`$ $`{\displaystyle _𝐑}p(y)\mathrm{log}p(y)𝑑y\mathrm{log}\alpha {\displaystyle _𝐑}p(y)𝑑y`$
$`=`$ $`H(p)\mathrm{log}\alpha .`$
Then,

$$\widehat{H}(p_{\alpha ,\beta })=e^{H(p_{\alpha ,\beta })}=\frac{\widehat{H}(p)}{\alpha }.$$

It is straightforward to see that $`D(p_{\alpha ,\beta })=\alpha D(p)`$, and to conclude that

$$\widehat{C}(p_{\alpha ,\beta })=\widehat{H}(p_{\alpha ,\beta })D(p_{\alpha ,\beta })=\frac{\widehat{H}(p)}{\alpha }\alpha D(p)=\widehat{C}(p).$$
(11)
Observe that translations and rescaling transformations keep also the shape of the distributions. Then it could be reasonable to denominate the invariant quantity $`\widehat{C}`$ as the shape complexity of the family formed by a distribution $`p(x)`$ and its transformed $`p_{\alpha ,\beta }(x)`$. Hence, for instance, the rectangular $`\mathrm{\Pi }(x)`$, the isosceles-triangle shaped $`\mathrm{\Lambda }(x)`$, the gaussian $`\mathrm{\Gamma }(x)`$, or the exponential $`\mathrm{\Xi }(x)`$ distributions continue to belong to the same $`\mathrm{\Pi }`$, $`\mathrm{\Lambda }`$, $`\mathrm{\Gamma }`$ or $`\mathrm{\Xi }`$ family, respectively, after applying the transformations defined by Eq. (10). Calculation of $`\widehat{C}`$ on these distribution families gives us

$`\widehat{C}(\mathrm{\Pi })`$ $`=`$ $`1`$
$`\widehat{C}(\mathrm{\Lambda })`$ $`=`$ $`{\displaystyle \frac{2}{3}}\sqrt{e}1.0991`$
$`\widehat{C}(\mathrm{\Gamma })`$ $`=`$ $`\sqrt{{\displaystyle \frac{e}{2}}}1.1658`$
$`\widehat{C}(\mathrm{\Xi })`$ $`=`$ $`{\displaystyle \frac{e}{2}}1.3591.`$
Remark that the family of rectangular distributions has a smaller $`\widehat{C}`$ than the rest of distributions. This fact is true for every distribution and it will be proved in Section 4.4.

### 4.2 Invariance under replication

Lloyd and Pagels  recommend that a complexity measure should remain essentially unchanged under replication. We show now that $`\widehat{C}`$ is replicant invariant, that is, the shape complexity of $`m`$ replicas of a given distribution is equal to the shape complexity of the original one.

Suppose $`p(x)`$ a compactly supported density function, $`_{\mathrm{}}^{\mathrm{}}p(x)𝑑x=1`$. Take $`n`$ copies $`p_m(x)`$, $`m=1,\mathrm{},n`$, of $`p(x)`$,

$$p_m(x)=\frac{1}{\sqrt{n}}p(\sqrt{n}(x\lambda _m)),\mathrm{\hspace{0.33em}\hspace{0.33em}1}mn,$$

where the supports of all the $`p_m(x)`$, centered at $`\lambda _m^{}s`$ points, $`m=1,\mathrm{},n`$, are all disjoint. Observe that $`_{\mathrm{}}^{\mathrm{}}p_m(x)𝑑x=\frac{1}{n}`$, what make the union

$$q(x)=\underset{i=1}{\overset{n}{}}p_m(x)$$

to be also a normalized probability distribution, $`_{\mathrm{}}^{\mathrm{}}q(x)𝑑x=1`$. For every $`p_m(x)`$, a straightforward calculation shows that

$`H(p_m)`$ $`=`$ $`{\displaystyle \frac{1}{n}}H(p)+{\displaystyle \frac{1}{n}}\mathrm{log}\sqrt{n}`$
$`D(p_m)`$ $`=`$ $`{\displaystyle \frac{1}{n\sqrt{n}}}D(p).`$
Taking into account that the $`m`$ replicas are supported on disjoint intervals on R, we obtain

$`H(q)`$ $`=`$ $`H(p)+\mathrm{log}\sqrt{n},`$
$`D(q)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{n}}}D(p).`$
Then,

$$\widehat{C}(q)=\widehat{C}(p),$$
(12)
what completes the proof of the replicant invariance of $`\widehat{C}`$.

### 4.3 Near-Continuity

Continuity is a desirable property of an indicator of complexity. For a given scale of observation, similar systems should have a similar complexity. In the continuous case, similarity between density functions defined on a common support suggests that they take close values almost everywhere. More strictly speaking, let $`\delta `$ be a positive real number. It will be said that two density functions $`f(x)`$ and $`g(x)`$ defined on the interval $`I𝐑`$ are $`\delta `$-neighboring functions on $`I`$ if the Lebesgue measure of the points $`xI`$ verifying $`f(x)g(x)\delta `$ is zero. A real map $`T`$ defined on density functions on $`I`$ will be called near-continuous if for any $`ϵ>0`$ there exists $`\delta (ϵ)>0`$ such that if $`f(x)`$ and $`g(x)`$ are $`\delta `$-neighboring functions on $`I`$ then $`T(f)T(g)<ϵ`$.

It can be shown that the information $`H`$, the disequilibrium $`D`$ and the shape complexity $`\widehat{C}`$ are near-continuous maps on the space of density functions defined on a compact support. We must stress at this point the importance of the compactness condition of the support in order to have near-continuity. Take, for instance, the density function defined on the interval $`[1,L]`$,

$$g_{\delta ,L}(x)=\{\begin{array}{cc}1\delta & \text{if}1x0\hfill \\ \frac{\delta }{L}& \text{if}\mathrm{\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.17em}0}xL\hfill \\ 0& \text{otherwise},\hfill \end{array}$$
(13)
with $`0<\delta <1`$ and $`L>1`$. If we calculate $`H`$ and $`D`$ for this distribution we obtain

$`H(g_{\delta ,L})`$ $`=`$ $`(1\delta )\mathrm{log}(1\delta )\delta \mathrm{log}\left({\displaystyle \frac{\delta }{L}}\right)`$
$`D(g_{\delta ,L})`$ $`=`$ $`(1\delta )^2+{\displaystyle \frac{\delta ^2}{L}}.`$
Consider also the rectangular density function

$$\chi _{[1,0]}(x)=\{\begin{array}{cc}1& \text{if}1x0\hfill \\ 0& \text{otherwise}.\hfill \end{array}$$
(14)
If $`0<\delta <\overline{\delta }<1`$, $`g_{\delta ,L}(x)`$ and $`\chi _{[1,0]}(x)`$ are $`\overline{\delta }`$-neighboring functions. When $`\delta 0`$, we have that $`lim_{\delta 0}g_{\delta ,L}(x)=\chi _{[1,0]}(x)`$. In this limit process the support is maintained and near-continuity manifests itself as following,

$$\left[\underset{\delta 0}{lim}\widehat{C}(g_{\delta ,L})\right]=\widehat{C}(\chi _{[1,0]})=1.$$
(15)
But if we allow the support $`L`$ to become infinitely large, the compactness condition is not verified and, although $`lim_L\mathrm{}g_{\delta ,L}(x)`$ and $`\chi _{[1,0]}(x)`$ are $`\overline{\delta }`$-neighboring distributions, we have that

$$\left[\left(\underset{L\mathrm{}}{lim}\widehat{C}(g_{\delta ,L})\right)\mathrm{}\right]\widehat{C}(\chi _{[1,0]})=1.$$
(16)
Then near-continuity in the map $`\widehat{C}`$ is lost due to the non-compactness of the support when $`L\mathrm{}`$. This example suggests that the shape complexity $`\widehat{C}`$ is near-continuous on compact supports and this property will be rigorously proved elsewhere.

### 4.4 The minimal shape complexity

If we calculate $`\widehat{C}`$ on the example given by Eq. (13), we can verify that the shape complexity can be as large as wanted. Take, for instance, $`\delta =\frac{1}{2}`$. The measure $`\widehat{C}`$ reads now

$$\widehat{C}(g_{\delta =\frac{1}{2},L})=\frac{1}{2}\sqrt{L}\left(1+\frac{1}{L}\right).$$
(17)
Thus $`\widehat{C}`$ becomes infinitely large after taking the limits $`L0`$ or $`L\mathrm{}`$. Remark that even in the case $`g_{\delta ,L}`$ has a finite support, $`\widehat{C}`$ is not upper bounded. The density functions, $`g_{(\delta =\frac{1}{2}),(L0)}`$ and $`g_{(\delta =\frac{1}{2}),(L\mathrm{})}`$, of infinitely increasing complexity have two zones with different probabilities. In the case $`L0`$ there is a narrow zone where probability rises to infinity and in the case $`L\mathrm{}`$ there exists an increasingly large zone where probability tends to zero. Both kind of density functions show a similar pattern to distributions of maximal LMC complexity in the discrete case, where there is an state of dominating probability and the rest of states have the same probability.

The minimal $`\widehat{C}`$ given by Eq. (17) is found when $`L=1`$, that is, when $`g_{\delta ,L}`$ becomes the rectangular density function $`\chi _{[1,1]}`$. In fact, the value $`\widehat{C}=1`$ is the minimum of possible shape complexities and it is reached only on the rectangular distributions. We sketch now some steps that prove this result.

Suppose

$$f=\underset{k=1}{\overset{n}{}}\lambda _k\chi _{E_k}$$
(18)
to be a density function consisting of several rectangular pieces $`E_k`$, $`k=1,\mathrm{},n`$, on disjoint intervals. If $`\mu _k`$ is the Lebesgue measure of $`E_k`$, calculation of $`\widehat{C}`$ gives

$$\widehat{C}(f)=\underset{k=1}{\overset{n}{}}\left(\lambda _k^{\lambda _k\mu _k}\right)\left(\underset{k=1}{\overset{n}{}}\lambda _k^2\mu _k\right).$$

Lagrange multipliers method is used to find the real vector $`(\mu _1,\mu _2,\mathrm{},\mu _n;\lambda _1,\lambda _2,\mathrm{},\lambda _n)`$ that makes extremal the quantity $`\widehat{C}(f)`$ under the condition $`_{k=1}^n\lambda _k\mu _k=1`$. This is equivalent to studying the extrema of $`\mathrm{log}\widehat{C}(f)`$. We define the function $`z(\lambda _k,\mu _k)=\mathrm{log}\widehat{C}(f)+\alpha \left(_{k=1}^n\lambda _k\mu _k1\right)`$, then

$$z(\lambda _k,\mu _k)=\underset{k=1}{\overset{n}{}}\mu _k\lambda _k\mathrm{log}\lambda _k+\mathrm{log}\left(\underset{k=1}{\overset{n}{}}\mu _k\lambda _k^2\right)+\alpha \left(\underset{k=1}{\overset{n}{}}\lambda _k\mu _k1\right).$$

Differentiating this expression and making the result equal to zero we obtain

$`{\displaystyle \frac{z(\lambda _k,\mu _k)}{\lambda _k}}`$ $`=`$ $`\mu _k\mathrm{log}\lambda _k\mu _k+{\displaystyle \frac{2\lambda _k\mu _k}{_{j=1}^n\mu _j\lambda _j^2}}+\alpha \mu _k=0`$ (19)
$`{\displaystyle \frac{z(\lambda _k,\mu _k)}{\mu _k}}`$ $`=`$ $`\lambda _k\mathrm{log}\lambda _k+{\displaystyle \frac{\lambda _k^2}{_{j=1}^n\mu _j\lambda _j^2}}+\alpha \lambda _k=0`$ (20)
Dividing Eq. (19) by $`\mu _k`$ and Eq. (20) by $`\lambda _k`$ we get

$`{\displaystyle \frac{2\lambda _k}{_{j=1}^n\mu _j\lambda _j^2}}+\alpha 1=\mathrm{log}\lambda _k`$
$`{\displaystyle \frac{\lambda _k}{_{j=1}^n\mu _j\lambda _j^2}}+\alpha =\mathrm{log}\lambda _k.`$
Solving these two equations for every $`\lambda _k`$ we have

$$\lambda _k=\underset{j=1}{\overset{n}{}}\mu _j\lambda _j^2\text{for all}k.$$

Therefore $`f`$ is a rectangular function taking the same value $`\lambda `$ for every interval $`E_k`$, that is, $`f`$ is the rectangular density function

$$f=\lambda \chi _L\text{with}\lambda =\frac{1}{_{i=1}^n\mu _i}=\frac{1}{L},$$

where $`L`$ is the Lebesgue measure of the support.

Then $`\widehat{C}(f)=1`$ is the minimal value for a density function composed of several rectangular pieces because, as we know for the example given by Eq. (17), $`\widehat{C}(f)`$ is not upper bounded for this kind of distributions.

Furthermore, for every compactly supported density function $`g`$ and for every $`ϵ>0`$, it can be shown that near-continuity of $`\widehat{C}`$ allows to find a $`\delta `$-neighboring density function $`f`$ of the type given by expression (18) verifying $`\widehat{C}(f)\widehat{C}(g)<ϵ`$. The arbitrariness of the election of $`ϵ`$ brings us to conclude that $`\widehat{C}(g)1`$ for every probability distribution $`g`$. Thus, we can conclude that the minimal value of $`\widehat{C}`$ is $`1`$ and it is reached only by the rectangular density functions.

## 5 Conclusions

Complexity theory of discrete systems has been equipped with a new function that not only vanishes for perfectly ordered and disordered systems but also has resulted helpful in detecting complexity in patterns produced by a process. Thus LMC complexity has been shown very useful to quantify complex behaviour in local transitions to chaos in discrete mappings , it has permitted us to advance the concept of maximum complexity path in the field of systems far from equilibrium , and, furthermore, a first attempt to quantify complexity in a model of a two-level laser system was performed in Ref. .

Another remarkable feature of LMC complexity is the extension $`\widehat{C}`$ to the continuous case. Results found in the discrete and the continuous case are consistent: extreme values of $`\widehat{C}`$ are observed for distributions characterized by a peak superimposed to a uniform sea. Other merits of this extension have been studied and explained in the present work.

First, we find that this quantity is invariant under translations and rescaling transformations. $`\widehat{C}`$ does not change if the scale of the system is modified but its shape is maintained. It has been calculated on different families of distributions invariant under those transformations. The result allows us to consider $`\widehat{C}`$ as a new parameter that characterizes every family of distributions.

Second, it seems reasonable and intuitive that the complexity of $`m`$ replicas of a given system should be the same to the original one. We show that $`\widehat{C}`$ embodies this property and it is invariant under replication.

Third, continuity is not an evident property for such a map $`\widehat{C}`$. Thus the compactness of the support of the distributions is an important requirement in order to have similar complexity for neighboring distributions. This condition has been strictly established and stood out with an example.

Finally, complexity should be minimal when the system has reached equipartition. We demonstrate that the minimum of $`\widehat{C}`$ is found on the rectangular density functions. Its value is $`\widehat{C}=1`$. Moreover, $`\widehat{C}`$ is not an upper bounded function and it can become infinitely large.

We believe and we hope that the present discussion on the extension of LMC complexity to the continuous case may trigger some practical future considerations in the area of complex systems theory.

Acknowledgements R.G. Catalán acknowledges Spanish DGES for partial financial support (Project PB98-0551).


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# Performance of a bipolar single electron device

## Abstract

A small scale bipolar transistor with polysilicon emitter will, depending on the emitter window size, display suppression of the hole transport due to single electron effects. In this paper the resulting base current suppression is computed in terms of the orthodox theory of single electron tunneling and a recombination time approximation. The possible application of the transistor as readout system for Coulomb blockade device circuits is discussed.

Introduction – The appeal of bipolar transistors is their appreciable current drive $`\beta =I_c/I_b>100`$. The use of polysilicon (poly–Si) emitters has helped to maintain this figure of merit despite increasing challenges from continuous down–scaling Kapoor and Roulston (1989). The effect of the new material is attributed to the poly–Si grain boundaries obstructing the hole transport thus reducing $`I_b`$ and increasing $`\beta `$ Yu et al. (1984); Rinaldi (1997). Point contact measurements of a few poly–Si grains resulted in effective grain boundary energy barriers of up to 80 meV which translates into three times room temperature. These findings correspond roughly to the values found in molecular dynamics simulations Berman et al. (1998).

This work studies the performance of radically scaled bipolar transistors with small emitter windows, especially the hole transport in the poly–Si emitter. For these devices single electron effects can be expected, i.e. charged grains prevent subsequent holes from entering. Thus the hole current is further reduced and the current drive $`\beta `$ enhanced.

The studied device is similar to the tunnel emitter transistor Chu and Pulfrey (1988); Grekhov et al. (1998) insofar as it uses tunnel barriers in the emitter to reduce the base current. Otherwise the two devices are very dissimilar: the tunnel emitter transistor employs a metal emitter that can electrically induce the transistor’s base region.

The studied bipolar transistor differs fundamentally from the single hole transistor Dötsch et al. (2001). The former is a rather classical device involving a mesoscopic effect for the enhancement of its operation while the latter is a true mesoscopic device similar to the single electron transistor Fulton and Dolan (1987).

Single electron effects in poly–Si have been reported since 1994 Yano et al. (1994, 1999). Single grains of a very thin (less than 10 nm) undoped poly–Si films could be charged by applying a large gate bias (44…60 V). This charging resulted in a noticeable hysteresis of the $`I_d`$$`V_{gs}`$ characteristics. A grain capacitance of $`2`$ aF was deduced from the hysteresis.

Heavily doped poly–Si nanowires ($`5\times 10^{19}\mathrm{cm}^3`$) of larger cross section ($`20\times 30\mathrm{nm}^2`$) showed single electron effects at low temperature (4.2 K) Irvine et al. (1998); Tan et al. (2001). Again, the grain capacitance as deduced from electrical measurements was $`2`$ aF while the average grain size is estimated to $`20`$ nm.

Method – The simulation of the poly–Si emitter must feature charging effects for the device under consideration. To this end the model of a single electron box Lafarge et al. (1991); Esteve (1992), see Fig. 1, is used. The box represents a single grain of the emitter. It lives between a tunnel junction (base side) and a capacitance (emitter contact side). This model is a stark simplification of the real poly–Si emitter insofar as it excludes hole transport into the emitter contact and assumes only one grain wide emitters. The first assumption is often close to the truth since the emitter width is designed to exceed the hole diffusion length. As for the second simplification, a single electron trap model Matsumoto et al. (1997) might be more appropriate, but its simulation is numerically more involved and its behavior does not qualitatively deviate from that of a single electron box in the current context.

The state of a single electron system in an orthodox situation is given in terms of the charge number states of each of its island electrodes, which form good quantum numbers Likharev and Claeson (1992). The single electron box consists of one island and the number of excess charges $`n`$ on this island suffices for the description.

In the original model of the single electron box Lafarge et al. (1991); Esteve (1992) there is no average net current in or out. In the case of the poly–Si emitter the hole current arises due to recombination. Therefore a recombination model is added to the box description. A constant recombination time $`\tau _{\mathrm{rec}}`$ is assumed leading to a recombination rate of a state $`n`$

$$\mathrm{\Gamma }_{\mathrm{rec}}[nn\mathrm{sgn}(n)]=\frac{|n|}{\tau _{\mathrm{rec}}},$$
(1)
$`\mathrm{\Gamma }[nm]=0`$ for $`mn\mathrm{sgn}(n)`$.

The recombination rate $`\mathrm{\Gamma }_{\mathrm{rec}}[nn\pm 1]`$ is added to the corresponding single electron tunneling rate $`\mathrm{\Gamma }_{\mathrm{set}}[nn\pm 1]`$ which is extensively discussed in the literature Ingold and Nazarov (1992)

$$\mathrm{\Gamma }_{\mathrm{tot}}[nn\pm 1]=\mathrm{\Gamma }_{\mathrm{rec}}[nn\pm 1]+\mathrm{\Gamma }_{\mathrm{set}}[nn\pm 1].$$

The total rates $`\mathrm{\Gamma }_{\mathrm{tot}}[nn\pm 1]`$ are used to set up an orthodox master equation for the evolution of probability of the state $`n`$, $`\mathrm{d}p(n,t)/\mathrm{d}t`$ Averin and Likharev (1991). This equation possesses a well–known stationary solution Amman et al. (1991); Seume and Krech (1992), $`p(n)`$, which holds for processes slow compared to $`1/\mathrm{\Gamma }_{\mathrm{tot}}`$. It is used in the current context to express the stationary average injection current $`I`$, which is plotted in Fig. 2.

Discussion – Which are the geometric requirements for the observation of the discussed effect? The emitter structure corresponds to a vertical setup of the poly–Si films discussed before. In the foreseeable future it will be impossible to use films of the dimension of Refs. Yano et al., 1994, 1999. However, condition are more relaxed for the application under discussion because retention time is no issue. Structures of the type of Refs. Irvine et al., 1998; Tan et al., 2001 suffice in the current context and an emitter window of $`50\times 50\mathrm{nm}^2`$ appears likely to be required.

The apparatus of the orthodox theory applies only to systems satisfying $`R>\mathrm{}/e^26.45\mathrm{k}\mathrm{\Omega }`$. Otherwise, $`n`$ is no good quantum number anymore and quantum fluctuations lead to a larger hole current Wang and Grabert (1996). The grain boundary resistance of a poly–Si film, like other material parameters, depends strongly on the process conditions. However following Ref. Furuta et al., 2001, it can be purported that the orthodox theory is applicable in certain instances.

The injection voltage $`U`$ can be expressed by means of Boltzmann statistics in the low injection approximation, $`U=k_BT/e26`$mV for room temperature. In contrast, the number of injected charges is given by the base voltage $`V_{be}`$.

The hole currents of Fig. 2 can be set in relation to the recombination current without Coulomb blockade, $`e/(RC+\tau _{\mathrm{rec}})10^5`$A. Therefore an injection reduction to $`0.1`$ can be expected for the given parameters. Conventionally $`\tau _{\mathrm{rec}}`$ is assumed to exceed the assumed value $`10^{14}`$s considerably thus furthering the performance enhancement of the Coulomb blockade emitter.

Besides injection into the emitter (and subsequent recombination), holes recombine in the quasi-neutral base and the emitter–base space charge region. The influence of the different recombination processes on the current drive $`\beta `$ is conveniently by the partial values $`\beta _1`$ (quasi-neutral base), $`\beta _2`$ (space charge region), and $`\beta _3`$ (emitter injection),

$$\beta =\frac{1}{1/\beta _1+1/\beta _2+1/\beta _3}.$$

Typical values are $`\beta _110^6`$ and $`\beta _210^3`$ for modern devices so that $`\beta _{1,2}\beta _3`$ and $`\beta \beta _3`$. The performance gain of Coulomb blockade emitter devices is limited by $`\beta =1/(1/\beta _1+1/\beta _2)10^3`$.

Purportedly, there is an indirect influence of the emitter operation on the electron current. The Coulomb blockade of holes leads to an reduced hole diffusion length as well. Thus, the emitter design can use thinner poly–Si layers which reduces the emitter delay of the electrons in turn.

The down–scaled bipolar transistor might serve as a current multiplier or readout device for Coulomb blockade circuits. It is well known that besides many advantageous features single electron transistors display a low current gain $`\beta 1`$, which, among others, limits their use for logic applications. It can be envisioned that the transistor studied in this paper can be used as a current multiplier. Given a single electron transistor output current of $`1`$nA, a current amplification of $`\beta =10^3`$ would lead to much more manageable currents. For instance, MOSFET sensing operating with voltage swings of $`\mathrm{\Delta }V100`$mV, would require a load resistance of 1 k$`\mathrm{\Omega }`$, which is thoroughly feasible.

Conclusions – The performance of a small emitter window size bipolar transistor is studied assuming Coulomb blockade effects in the poly–Si emitter. A reduced hole injection current is found leading to an improved current drive $`\beta `$. The transistor is discussed as readout device for Coulomb blockade systems.