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# Image charges in spherical geometry: Application to colloidal systems

## I Introduction

In charged colloidal systems electrostatic effects, and especially the structure of the electrical double layer, often play a crucial role in determining their physico-chemical properties. It is well known that charged colloids (i.e., macroions) have typically a low dielectric constant ($`\epsilon _r25`$) which is much smaller than that of the surrounding solvent (e.g., for water $`\epsilon _r80`$). In most of the theoretical works, this dielectric discontinuity is ignored.

Nevertheless, a few studies have addressed the effects of image charges (i.e., image forces stemming from the dielectric discontinuity) on the counterion distribution for planar geometry which is closely related to our problem. An electrolyte close to a charged wall Torrie\_JCP\_1982 ; Torrie\_JCP\_1984  or confined between two charged plates Bratko\_CPL\_86  had been the subject of MC simulations. Similar systems have also been investigated by integral-equation Croxton\_CanJC\_81 ; Kjellander\_CPL\_84 ; Kjellander\_JCP\_85  and mean field theories. Outhwaite\_JCSFT\_83 ; Netz\_PRE\_1999 ; Gruenberg\_JPhysCondM\_2000

As far as the spherical geometry is concerned, much less literature is available. Counterion distributions with image forces in salt-free environment had been investigated by MC simulations. Linse\_JPC\_1986  There an oversimplified approximation for the treatment of the image forces was used. The main conclusions however remain correct on a very qualitative level of description.

The aim of this paper is to provide a detailed analysis of the image forces in spherical geometry and their effects on the structure of the electrical double layer. The remainder of this article is set out as follows. Section II corresponds to the analytical part of the paper. We first briefly present the general theoretical background of the concept of image charges in spherical geometry. Then we apply it to colloidal systems to compute (exactly) some relevant observables and discuss our results. Section III is devoted to the computational details of our MC simulations. In Sec. IV we present our simulation results for salt-free environment as well as salty solutions where image forces are explicitly taken into account with no approximation. Finally, Sec. V contains brief concluding remarks.

## II Theory

In this part we mainly study the interaction of a single excess charge with a dielectric sphere. We briefly present the formalism of the dielectric model for spherical interfaces and discuss some important electrostatic properties. Such a system captures the underlying physics of image forces in spherical geometry. Moreover, a systematic quantitative comparison with the planar geometry is undertaken.

### II.1 Poisson equation with azimuthal symmetry

The model system is sketched in Fig. 1. Consider an uncharged dielectric sphere of radius $`a`$ and dielectric constant (relative permittivity) $`\epsilon _2`$ embedded in an infinite dielectric medium (region 1) characterized by $`\epsilon _1`$. A single excess charge of magnitude $`q`$ is located outside the dielectric sphere at a distance $`b=|𝐛|`$ from its center.

The central problem is to determine the electrostatic potential $`\mathrm{\Phi }(𝐫)`$ at any point in the space. This is achieved by solving the Poisson equation which reads

$$\mathrm{\Delta }\mathrm{\Phi }(𝐫)=\frac{\rho (𝐫)}{\epsilon },$$
(1)
where $`\rho (𝐫)`$ is the volume charge density and $`\epsilon =\epsilon _0\epsilon _i`$ with $`\epsilon _0`$ being the vacuum permittivity and $`i=1,2`$. Since here $`\rho (𝐫)=q\delta (𝐫𝐛)`$ and taking into account the azimuthal symmetry, Eq. (1) reduces (for $`𝐫𝐛`$) to the Laplace equation

$$\mathrm{\Delta }\mathrm{\Phi }(r,\theta )=\frac{1}{r^2}\frac{}{r}\left(r^2\frac{\mathrm{\Phi }}{r}\right)+\frac{1}{r^2}\frac{1}{\mathrm{sin}\theta }\frac{}{\theta }\left(\mathrm{sin}\theta \frac{\mathrm{\Phi }}{\theta }\right)=0,$$
(2)
where $`\theta `$ is the angle between $`𝐫`$ and $`𝐛`$ (see Fig. 1) and $`r=|𝐫|`$. The general solution of the Laplace equation with azimuthal symmetry is given by Kirkwood\_JCP\_1934 ; Spiegel\_Fourier\_Book\_1974 ; Jackson\_book\_1975

$$\mathrm{\Phi }(r,\theta )=\underset{l=0}{\overset{\mathrm{}}{}}\left[M_lr^l+N_l\frac{1}{r^{l+1}}\right]P_l(\mathrm{cos}\theta ),$$
(3)
where $`P_l(\mathrm{cos}\theta )`$ is the associated Legendre polynomial of order $`l`$.

Inside the dielectric sphere (region 2) the electrostatic potential $`\mathrm{\Phi }_2(𝐫)`$ must be finite at $`r=0`$ so that $`N_l=0`$ in Eq. (3), and hence

$$\mathrm{\Phi }_2(r,\theta )=\underset{l=0}{\overset{\mathrm{}}{}}A_lr^lP_l(\mathrm{cos}\theta ).$$
(4)
Concerning the electrostatic potential outside the dielectric sphere (region 1) we know that without dielectric discontinuity (at $`r=a`$) the potential would simply be given by $`\frac{q}{4\pi \epsilon _0\epsilon _1|𝐫𝐛|}`$. Making use of the following identity

$$\frac{1}{|𝐫𝐛|}=\underset{l=0}{\overset{\mathrm{}}{}}\frac{r_<^l}{r_>^{l+1}}P_l(\mathrm{cos}\theta ),$$
(5)
where $`r_<`$ ($`r_>`$) is the smaller (larger) of $`r`$ and $`b`$, the electrostatic potential $`\mathrm{\Phi }_1(𝐫)`$ in region 1 reads Note\_Eq\_1overR

$$\mathrm{\Phi }_1(r,\theta )=\underset{l=0}{\overset{\mathrm{}}{}}\left[C_l\frac{1}{r^{l+1}}+\frac{q}{4\pi \epsilon _0\epsilon _1}\frac{r_<^l}{r_>^{l+1}}\right]P_l(\mathrm{cos}\theta ),$$
(6)
recalling that $`\mathrm{\Phi }_1(𝐫)`$ must be finite at $`r\mathrm{}`$ so that $`M_l=0`$ in Eq. (3).

### II.2 Boundary conditions

The electrostatic potentials given by Eqs. (4) and (6) will be univocally determined by applying the proper boundary conditions that will fix $`A_l`$ and $`C_l`$. The boundary conditions are derived from the full set of Maxwell equations. The results are that the normal components of the displacement $`𝐃`$ and the tangential components of $`𝐄`$ on either side of the spherical interface at $`r=a`$ satisfy

$$\{\begin{array}{c}(𝐃_1𝐃_2)𝐧_{12}=0\hfill \\ (𝐄_1𝐄_2)\times 𝐧_{12}=0\hfill \end{array}$$
(7)
where $`𝐧_{12}=𝐫/r`$ is a unit normal vector to the surface directed from region 2 to region 1 (see Fig. 1). Within the framework of the linear response theory we have $`𝐃=\epsilon 𝐄`$. Combining Eqs. (4) and (6) with Eq. (7) and noting that $`𝐄=\mathrm{\Phi }`$, it follows that

$$\{\begin{array}{ccc}\epsilon _2A_lla^{l1}\hfill & =\hfill & \epsilon _1\left[C_l\frac{l+1}{a^{l+2}}+\frac{q}{4\pi \epsilon _0\epsilon _1}\frac{la^{l1}}{b^{l+1}}\right]\hfill \\ & & \\ A_la^l\hfill & =\hfill & C_l\frac{1}{a^{l+1}}+\frac{q}{4\pi \epsilon _0\epsilon _1}\frac{a^l}{b^{l+1}}\hfill \end{array}$$
(8)
This set of two equations \[Eq. (8)\] can be readily solved to yield the Legendre coefficients $`A_l`$ and $`C_l`$:

$$\{\begin{array}{ccc}A_l\hfill & =\hfill & \frac{q}{4\pi \epsilon _0\epsilon _1}\frac{1}{b^{l+1}}\frac{\epsilon _1(2l+1)}{\epsilon _1(l+1)+\epsilon _2l}\hfill \\ & & \\ C_l\hfill & =\hfill & \frac{q}{4\pi \epsilon _0\epsilon _1}\frac{a^{2l+1}}{b^{l+1}}\frac{(\epsilon _1\epsilon _2)l}{\epsilon _1(l+1)+\epsilon _2l}\hfill \end{array}$$
(9)
and hence

$`\mathrm{\Phi }_1(r,\theta )`$ $`=`$ $`{\displaystyle \frac{q}{4\pi \epsilon _0\epsilon _1}}\times [{\displaystyle \frac{1}{|𝐫𝐛|}}`$
$`+{\displaystyle \underset{l=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{a^{2l+1}}{b^{l+1}}}{\displaystyle \frac{(\epsilon _1\epsilon _2)l}{\epsilon _1(l+1)+\epsilon _2l}}{\displaystyle \frac{1}{r^{l+1}}}P_l(\mathrm{cos}\theta )].`$
The physical interpretation of Eq. (II.2) is straightforward. The first term represents the usual electrostatic potential (without image forces) generated by $`q`$ and the second term can be referred to as the electrostatic potential due to “image charges” stemming from the dielectric discontinuity. As expected, the strength of the image force is strongly governed by the jump $`\mathrm{\Delta }\epsilon `$ in the dielectric constant defined as

$$\mathrm{\Delta }\epsilon =\epsilon _1\epsilon _2.$$
(11)
In particular, one can anticipate and state that the interaction between the microion $`q`$ and the dielectric particle (i.e., the self-image interaction) is repulsive for $`\mathrm{\Delta }\epsilon >0`$ (i.e., $`\epsilon _1>\epsilon _2`$) and attractive for $`\mathrm{\Delta }\epsilon <0`$ (i.e., $`\epsilon _1<\epsilon _2`$) as it is also the case in planar geometry.

One can show that Eq. (II.2) can also be written as follows (see e.g., Ref.Iversen\_98  and references therein)

$`\mathrm{\Phi }_1(r,\theta )`$ $`=`$ $`{\displaystyle \frac{q}{4\pi \epsilon _0\epsilon _1}}\{{\displaystyle \frac{1}{|𝐫𝐛|}}+{\displaystyle \frac{\epsilon _1\epsilon _2}{\epsilon _1+\epsilon _2}}{\displaystyle \frac{1}{a}}`$
$`\times [{\displaystyle \frac{u}{|𝐫𝐮|}}`$
$`{\displaystyle \frac{\epsilon _1}{\epsilon _1+\epsilon _2}}{\displaystyle _0^u}{\displaystyle \frac{(u/x)^{\epsilon _2/(\epsilon _1+\epsilon _2)}}{|𝐫𝐱|}}dx]\},`$
where $`𝐮=𝐛a^2/b^2`$ (see Fig. 1). Note\_metal  In this formalism the geometrical structure of the image charges is transparent and it is specified by the second main term (between brackets) of Eq. (II.2). More precisely, one has to deal with an infinite manifold of image charges distributed along the oriented segment $`𝐮`$ that electrically compensates the image point-charge $`q_{im}`$ located at $`𝐮`$ and whose magnitude is given by

$$q_{im}=q\frac{\epsilon _1\epsilon _2}{\epsilon _1+\epsilon _2}\frac{a}{b}.$$
(13)
### II.3 Polarization charge

It is important to know the surface distribution of the induced charge on the spherical interface. In the bulk (i. e., in region 1 or 2) we have a zero volume density of polarization charge ($`\rho _{pol}`$) since $`\rho _{pol}=\epsilon _0𝐄=𝐏=0`$ (except at $`𝐫=𝐛`$). At the interface ($`r=a`$) the surface density of polarization charge $`\sigma _{pol}^{(sph)}`$ is given by

$$\sigma _{pol}^{(sph)}=(𝐏_1𝐏_2)𝐧_{12},$$
(14)
where

$$\{\begin{array}{c}𝐏_1=\epsilon _0(\epsilon _11)𝐄_1=\epsilon _0(\epsilon _11)\mathrm{\Phi }_1\\ 𝐏_2=\epsilon _0(\epsilon _21)𝐄_2=\epsilon _0(\epsilon _21)\mathrm{\Phi }_2\end{array}$$
(15)
are the polarizations in region 1 and 2, respectively. Using Eqs. (4), (6), (9), (14) and (15), the final expression of $`\sigma _{pol}^{(sph)}`$ reads

$`\sigma _{pol}^{(sph)}(\mathrm{cos}\theta )`$ $`=`$ $`{\displaystyle \frac{q}{4\pi \epsilon _1b^2}}{\displaystyle \underset{l=1}{\overset{\mathrm{}}{}}}\left({\displaystyle \frac{a}{b}}\right)^{l1}(2l+1)l`$ (16)
$`\times {\displaystyle \frac{\epsilon _1\epsilon _2}{\epsilon _1(l+1)+\epsilon _2l}}P_l(\mathrm{cos}\theta ).`$
The net charge of polarization $`Q_{pol}^{(sph)}=_1^12\pi a^2\sigma _{pol}^{(sph)}(\mathrm{cos}\theta )d(\mathrm{cos}\theta )`$ is zero, Note\_zero\_monopole  meaning that there is no monopole contribution as it should be.

The critical angle $`\theta ^{}`$ where $`\sigma _{pol}^{(sph)}`$ changes sign is given by the geometrical condition

$$\{\begin{array}{c}𝐄_1(r=a,\theta ^{})𝐧_{12}\\ 𝐄_2(r=a,\theta ^{})𝐧_{12}\end{array}$$
(17)
which is the orthogonality condition at the interface between the (inner and outer) electric field and $`𝐧_{12}`$. In terms of Legendre polynomials, Eq. (17) can be equivalently written as

$$\underset{l=1}{\overset{\mathrm{}}{}}\left(\frac{a}{b}\right)^{l1}(2l+1)l\frac{\epsilon _1\epsilon _2}{\epsilon _1(l+1)+\epsilon _2l}P_l(\mathrm{cos}\theta ^{})=0,$$
(18)
where Eq. (16) was used. Two limiting cases can be easily described: (i) for $`b/a1`$ we have $`\theta ^{}\pi /2`$ \[recalling that $`P_1(\mathrm{cos}\theta )=\mathrm{cos}\theta `$\] and (ii) for $`b/a1`$ we have $`\theta ^{}0`$. In general, $`\theta ^{}`$ increases with $`b`$ and it is a complicated function of $`b/a`$, $`\epsilon _1`$ and $`\epsilon _2`$.

For a planar interface, the surface density of polarization charge $`\sigma _{pol}^{(plan)}(d)`$ is given by Jackson\_book\_1975

$$\sigma _{pol}^{(plan)}(d)=\frac{q}{2\pi \epsilon _1}\frac{\epsilon _1\epsilon _2}{\epsilon _1+\epsilon _2}\frac{ba}{[(ba)^2+d^2)]^{3/2}},$$
(19)
where $`d=\sqrt{x^2+y^2}`$ is the radial distance (in cylindrical coordinates system) belonging to the planar interface (see Fig. 2). Equation (19) demonstrates that $`\sigma _{pol}^{(plan)}(d)`$ never changes sign \[as can also be deduced from simple geometrical considerations - Eq. (17)\] in contrast with the spherical interface. The total charge of polarization $`Q_{pol}^{(plan)}`$ is obtained by direct integration of $`\sigma _{pol}^{(plan)}(d)`$ and its expression is given by

$$Q_{pol}^{(plan)}=\frac{q^{}}{\epsilon _1},$$
(20)
where

$$q^{}=q\frac{\epsilon _1\epsilon _2}{\epsilon _1+\epsilon _2}$$
(21)
is the unique image charge located at the mirror position of $`q`$ (see Fig. 2). This non-zero monopolar contribution for the planar interface involves a stronger and longer ranged self-image interaction.

### II.4 Application to colloidal systems

So far we treat in a rather general manner the physics of a point charge near a spherical dielectric interface. We now would like to apply the above theory to colloidal systems. In the remaining of this paper we suppose that region 1 corresponds to water, so that we take $`\epsilon _1=80`$ corresponding to the water dielectric constant at room temperature. To characterize the low permittivity of the colloid we consider here $`\epsilon _2=2`$ so that $`\mathrm{\Delta }\epsilon =78`$. The little ion carries a charge $`q=Ze`$ where $`e`$ stands for the elementary charge and $`Z`$ for its valence, and has a diameter $`\sigma `$. An important quantity is

$$r_0=a+\frac{\sigma }{2}$$
(22)
being the center-center distance of closest approach between the colloid and the microion $`q`$.

#### II.4.1 Induced surface charge

It is helpful to have a precise representation of the polar profile of $`\sigma _{pol}^{(sph)}(\theta )`$ in order to get a clear understanding of the source of the image forces. Although at first glance such a study should belong to standard electrostatics we are not aware of any data in the literature that treats this crucial aspect.

The numerical computation of Eq. (16) was performed using a cutoff $`l_{max}=300`$ in the Legendre space leading to high accuracy. Note\_convergence\_pol  The plot of $`\sigma _{pol}^{(sph)}(\theta )`$ for $`a=7.5\sigma `$ and $`b/\sigma =8`$, 9 and 10 can be found in Fig. 3. One can clearly observe that $`\sigma _{pol}^{(sph)}(\theta )`$ is strongly inhomogeneous. For small $`\theta `$, $`\sigma _{pol}^{(sph)}(\theta )`$ is highly positive (i.e., it carries the same charge sign as $`q`$) and decreases abruptly. The angle $`\theta ^{}`$ \[given by Eq. (18)\] where $`\sigma _{pol}^{(sph)}(\theta )`$ changes sign is $`16.9^{}`$, $`29.5^{}`$ and $`37.4^{}`$ for $`b/\sigma =8`$, 9 and 10, respectively. In parallel, by increasing $`b`$ one drastically decreases the magnitude as well as the inhomogeneity of $`\sigma _{pol}^{(sph)}(\theta )`$. Recall that for $`b/a1`$ we have $`\sigma _{pol}^{(sph)}(\theta )\mathrm{cos}\theta `$.

It is insightful to compare $`\sigma _{pol}^{(sph)}(\theta =0)`$ with $`\sigma _{pol}^{(plan)}(d=0)`$ \[computed from Eq. (19)\] since both quantities give the maximum of $`\sigma _{pol}^{(sph)}(\theta )`$ and $`\sigma _{pol}^{(plan)}(d)`$, respectively. The corresponding numerical values are gathered in Table 1. The values found at finite curvature are very similar to those of zero one. The fact that $`\sigma _{pol}^{(sph)}(\theta =0)`$ is systematically smaller than $`\sigma _{pol}^{(plan)}(d=0)`$ is consistent with the idea that in spherical geometry we have the presence of opposite image charges. Nevertheless, for sufficiently large $`a`$ one should recover the planar case.

#### II.4.2 Self-image interaction

We now compute the potential of interaction between the microion $`q`$ and the dielectric particle or, in terms of image forces, the potential of self-image interaction. This is the work done in bringing the microion from infinity to its position $`𝐛`$, and it is equal to the half-product of $`q`$ and the second term of $`\mathrm{\Phi }_1(r=b)`$ given by Eq. (II.2). In that case we have $`𝐫=𝐛`$ (see Fig. 1), so that $`\theta =0`$ and therefore $`P_l[\mathrm{cos}(\theta =0)]=1`$. In order to normalize the energy with $`k_BT`$ we introduce the Bjerrum length $`l_B=e^2/(4\pi \epsilon _0\epsilon _1k_BT)`$ which is $`7.14`$ Å for water at $`T=298`$ K. By choosing $`\sigma =3.57`$ Å we have $`l_B=2\sigma `$. The potential of self-image interaction $`V_{self}^{(sph)}(b)`$ is then given by

$$V_{self}^{(sph)}(b)=\frac{1}{2}k_BTl_B\frac{Z^2}{b}\underset{l=1}{\overset{\mathrm{}}{}}\left(\frac{a}{b}\right)^{2l+1}\frac{(\epsilon _1\epsilon _2)l}{\epsilon _1(l+1)+\epsilon _2l}.$$
(23)
Equation (23) shows that the typical interaction range scales like $`1/b^4`$ and therefore it is short-ranged. Note\_short\_range  Note that it is fully equivalent to compute $`V_{self}^{(sph)}(b)`$ from the surface polarization charges as follows

$$V_{self}^{(sph)}(b)=\frac{1}{2}\frac{1}{4\pi \epsilon _0}_1^12\pi a^2q\frac{\sigma _{pol}^{(sph)}(\mathrm{cos}\theta )}{|𝐫_a𝐛|}d(\mathrm{cos}\theta ),$$
(24)
where $`𝐫_a`$ is the radial vector of magnitude $`|𝐫_a|=a`$ and $`\sigma _{pol}^{(sph)}(\mathrm{cos}\theta )`$ is given by Eq. (16).

It is insightful to compare the potential of self-image interaction obtained in spherical geometry with that, $`V_{self}^{(plan)}(ba)`$, obtained in planar geometry. The setup for a planar interface is sketched in Fig. 2. In this situation the analytical expression of $`V_{self}^{(plan)}(ba)`$ is simply given by

$$V_{self}^{(plan)}(ba)=\frac{1}{2}k_BTl_BZ^2\frac{\epsilon _1\epsilon _2}{\epsilon _1+\epsilon _2}\frac{1}{2(ba)}.$$
(25)
Profiles of $`V_{self}^{(sph)}(b)`$ (for two colloidal radii) and $`V_{self}^{(plan)}(r)`$ are reported in Fig. 4. Since in both (planar and spherical) cases the potential of interaction diverges at the interface, we only show results from $`r>r_0`$ as it is the case in experimental systems. The numerical computation of Eq. (23) was performed using the formalism of Eq. (II.2) allowing an arbitrary precision. Note\_comparison\_2methods

Figure 4 clearly shows that the self-image interaction is weaker (the higher the curvature) with a spherical interface than with a planar one. In particular, at contact we have $`V_{self}^{(sph)}(r_0=8\sigma )=0.66Z^2k_BT`$ and $`V_{self}^{(sph)}(r_0=40\sigma )=0.86Z^2k_BT`$ for the spherical interface and $`V_{self}^{(plan)}(\sigma /2)=0.95Z^2k_BT`$ for the planar one. These features can be physically explained in terms of polarization charges. In the contact region (i. e., for small $`\theta `$ \- see Fig. 2) we know that the surface polarization charge is quasi-identical on both spherical and planar interfaces. However, for finite curvature we also know that $`\sigma _{pol}^{(sph)}`$ changes sign above $`\theta ^{}`$ and in the present case $`\sigma _{pol}^{(sph)}`$ gets oppositely charged to $`q`$. This latter effect is the main cause that leads to a weaker self-image interaction for spherical interfaces. Nevertheless, by increasing $`a`$ (i.e., reducing the curvature) one approaches the planar case as expected (see Fig. 4). Physically, this means that the contribution of the negative polarization charges (lying at $`\theta >\theta ^{}`$) to the self-image interaction \[Eq. (24)\] becomes negligible for sufficiently large colloidal radius.

#### II.4.3 Effect of curvature on the contact potential

It is clear that for sufficiently low curvature one should recover the planar case as far as the self-image interaction is concerned. Thus, a natural question that arises is: for which typical colloidal size are curvature effects relevant?

A suitable observable for this problem is provided by the contact potential $`V_{self}^{(sph)}(b=a+\sigma /2)`$. This quantity is of special interest since it will correspond to the highest repulsive part of the global interaction between a macroion (i.e., charged macro-particle) and an oppositely charged counterion. In order to investigate the effect of finite curvature we are going to compare $`V_{self}^{(sph)}(a+\sigma /2)`$ to the contact potential $`V_{self}^{(plan)}(ba=\sigma /2)`$ obtained with a planar interface.

The plot of the normalized contact potential $`V_0^{}(a)`$ defined as

$$V_0^{}(a)=\frac{V_{self}^{(sph)}(a+\frac{\sigma }{2})}{V_{self}^{(plan)}(\frac{\sigma }{2})}$$
(26)
can be found in Fig. 5. For the sake of numerical stability we used the formalism of Eq. (II.2) allowing an arbitrary precision. Note\_comparison\_2methods  Figure 5 shows that for $`a/\sigma `$ larger than about $`100`$ the contact potential is close to that of the planar interface (less than $`5\%`$ difference). This length scale typically corresponds to “true” colloidal systems ($``$ 100 nm). Therefore, in the dilute regime where the self-image interaction is dominant (i.e. lateral microion-microion correlations are negligible), large-sized colloidal particles can be reasonably approximated by planar interfaces as far as the modeling of the self-image interaction is concerned. On the other hand, for $`a/\sigma `$ smaller than about $`20`$ the contact potential varies rapidly and therefore it is strongly dependent on the curvature. This length scale typically corresponds to micellar systems ($``$ 10 nm).

In this respect, Linse Linse\_JPC\_1986  used an uncontrolled approximation where he replaced the (exact) infinite manifold of image charges \[entering Eq. (II.2)\] of total charge $`q_{im}`$ by a single image point-charge $`q_{im}`$ \[given by Eq. (13)\] located at the center of the sphere.Note\_Linse\_a  Doing so the setup of image charges consists of a (two point-charge) dipole $`𝐩_{im}=q_{im}𝐮`$, and the corresponding contact potential $`\stackrel{~}{V}_{self}^{(sph)}(r_0)`$ reads

$$\stackrel{~}{V}_{self}^{(sph)}(b=r_0)=k_BTl_B\frac{Z^2}{2}\frac{\epsilon _1\epsilon _2}{\epsilon _1+\epsilon _2}\frac{a}{r_0}\left[\frac{1}{r_0u}\frac{1}{r_0}\right].$$
(27)
The plot of

$$\stackrel{~}{V}_0^{}(a)=\frac{\stackrel{~}{V}_0^{(sph)}(a+\frac{\sigma }{2})}{V_{self}^{(plan)}(\frac{\sigma }{2})}$$
(28)
can also be found in Fig. 5. It shows that the two-image charge approximation used by Linse is only valid for very low curvature (i.e., close to the planar case) and may strongly overestimate the self-image repulsion as expected by its inherent construction. Note\_Linse\_b  In his MC simulations, Linse Linse\_JPC\_1986  investigated micelles of radius $`1218`$ Å (i.e, $`a/\sigma 3.55`$) leading to errors as large as $`40\%`$ (see insert of Fig. 5). This proves that this ansatz is unsuitable to determine the self-image interaction in this regime, which is the source of the image forces.

#### II.4.4 Charged colloid

As a last theoretical result, we consider the interaction between (a single counterion) $`q`$ and a negatively charged dielectric sphere. The procedure is completely similar to the neutral colloid case, and we now apply the principle of superposition to take into account the additional potential due to a central charge $`Q_m=Z_me`$. The (global) macroion-counterion potential of interaction $`V_m(b)`$ reads

$$V_m(b)=k_BTl_B\frac{Z_mZ}{b}+V_{self}^{(sph)}(b)$$
(29)
where $`V_{self}^{(sph)}(b)`$ is given by Eq. (23), and hence

$`V_m(b)`$ $`=`$ $`k_BT{\displaystyle \frac{l_B}{b}}Z^2[{\displaystyle \frac{Z_m}{Z}}`$ (30)
$`+{\displaystyle \frac{1}{2}}{\displaystyle \underset{l=1}{\overset{\mathrm{}}{}}}\left({\displaystyle \frac{a}{b}}\right)^{2l+1}{\displaystyle \frac{(\epsilon _1\epsilon _2)l}{\epsilon _1(l+1)+\epsilon _2l}}].`$
Profiles of $`V_m(b)`$ for $`Z_m=60`$, $`r_0=8\sigma `$, $`\epsilon _2=2`$ and $`Z=1`$, 2 and 3 are reported in Fig. 6. An important result is the occurrence of a minimum in $`V_m(b)`$ whose depth and position $`r^{}`$ increase with increasing $`Z`$. This is due to the purely repulsive self-image interaction which scales like $`Z^2`$, whereas the direct attractive Coulomb macroion-microion interaction scales like $`Z`$ (at fixed $`Z_m`$). Nevertheless the occurrence of a minimum is strongly dictated by the ratio $`Z_m/Z`$ \[see Eq. (30)\]. For high value of $`Z_m/Z`$, $`|V_m(b)|`$ is maximal for $`b=r_0`$ (only attraction occurs) and for small $`Z_m/Z`$ one recovers the neutral colloid case where only repulsion occurs. Of course the same qualitatively happens for charged plates. Note\_plate  The values of $`r^{}`$ minimizing $`V_m(b)`$ (with $`b>r_0`$) are given in Table 2. The quantity $`r^{}`$ will be useful to discuss our simulation results that concern many counterions and where we also have the same macroion bare charge ($`Z_m=60`$).

Keep in mind that all our results above concern a single microion. When many counterions come into play, other important effects might appear in principle. In particular, when the number of counterions near the macroion surface is very large the image forces are practically canceled by symmetry reason. Holm\_private  Clearly, by approaching the (perfect) spherical symmetry one asymptotically cancels the polarization charges everywhere on the macroion surface. This point shows that the discrete nature of the counterions is crucial for the existence of image charges in spherical geometry. Note\_discretization  In planar geometry the situation is radically different, where one gets an amplified image force upon increasing the number of “surface” counterions.

## III Monte Carlo simulation

Standard canonical MC simulations following the Metropolis scheme were used. Metropolis\_JCP\_1953 ; Allen\_book\_1987  The system we consider is similar to those studied in previous works. Messina\_PRL\_2000 ; Messina\_EPL\_2000 ; Messina\_PRE\_2001  It is made up of two types of charged hard spheres: (i) a macroion of radius $`a`$ with a bare charge $`Q_m=Z_me`$ (with $`Z_m>0`$) and (ii) small microions (counterions and coions) of diameter $`\sigma `$ with charge $`q=\pm Ze`$ to ensure the electroneutrality of the system. All these ions are confined in an impermeable cell of radius $`R`$ and the macroion is held fixed at the center of the cell.

The dielectric media are modeled as in Sec II. The outer region of the simulation cell is assumed to have the same dielectric constant $`\epsilon _1`$ as the solvent in order to avoid the appearance of artificial image forces.

The work done in bringing the (real) ions together from infinite separation gives the interaction energy of the system. The corresponding Hamiltonian, $`U_{tot}`$, can be expressed as

$$U_{tot}=\underset{i}{}\left[U_i^{(m)}+\underset{j>i}{}U_{ij}^{(bare)}\right]+\underset{i}{}\left[U_i^{(self)}+\underset{j>i}{}U_{ij}^{(im)}\right].$$
(31)
The first two terms in Eq. (31) correspond to the traditional electrostatic interactions between real charges. More explicitly,

$$U_i^{(m)}(r_i)=\{\begin{array}{c}\pm l_Bk_BT\frac{Z_mZ}{r_i},\text{for}r_ia+\frac{\sigma }{2},\hfill \\ \\ \mathrm{},\text{for}r_i<a+\frac{\sigma }{2},\hfill \end{array}$$
(32)
represents the macroion-microion interaction, where (+) applies to coions and (-) to counterions, and

$$U_{ij}^{(bare)}(r_{ij})=\{\begin{array}{c}\pm l_Bk_BT\frac{Z^2}{r_{ij}},\text{for}r_{ij}\sigma ,\hfill \\ \mathrm{},\text{for}r_{ij}<\sigma ,\hfill \end{array}$$
(33)
the pair interaction between microions $`j`$ and $`i`$ where (+) applies to microions of the same type and (-) otherwise.

The two last terms in Eq. (31) account for the interaction between images and microions. The repulsive self-image interaction is given by

$$U_i^{(self)}(r_i)=\{\begin{array}{c}\frac{1}{2}k_BTl_B\frac{Z^2}{r_i}\underset{l=1}{\overset{l_{max}}{}}\left(\frac{a}{r_i}\right)^{2l+1}\hfill \\ \\ \times \frac{(\epsilon _1\epsilon _2)l}{\epsilon _1(l+1)+\epsilon _2l},\text{for}r_ia+\frac{\sigma }{2},\hfill \\ \\ \mathrm{},\text{for}r_i<a+\frac{\sigma }{2},\hfill \end{array}$$
(34)
where $`l_{max}`$ is the cutoff in the Legendre space, and

$$U_{ij}^{(im)}(𝐫_i,𝐫_j)=\{\begin{array}{c}\pm l_Bk_BTZ^2\underset{l=1}{\overset{l_{max}}{}}\frac{a^{2l+1}}{r_j^{l+1}}\frac{(\epsilon _1\epsilon _2)l}{\epsilon _1(l+1)+\epsilon _2l}\hfill \\ \\ \times \frac{1}{r_i^{l+1}}P_l(\mathrm{cos}\theta ),\text{for}r_ia+\frac{\sigma }{2},\hfill \\ \\ \mathrm{},\text{for}r_i<a+\frac{\sigma }{2},\hfill \end{array}$$
(35)
represents the interaction between microion $`i`$ and the image (surface charge induced by) of microion $`j`$, where (+) applies to charges of the same sign \[and (-) otherwise\] and $`\theta `$ is the angle between $`𝐫_i`$ and $`𝐫_j`$. It is this term that generates lateral image-counterion correlations. Due to the symmetry of $`U_{ij}^{(im)}`$ upon exchanging $`ij`$ with $`ji`$ there is an implicit factor $`1/2`$ in Eq. (35).

Convergence of the Legendre sums with a relative error of $`10^6`$ is obtained with the employed value of $`l_{max}=100`$. Note\_convergence\_Vself  For the sake of computational efficiency and without loss of accuracy, we computed the image-ion interactions on a (very) fine $`(r,\mathrm{cos}\theta )`$ grid where the coordinates of the microions were extrapolated. The radial distances $`r_i`$ are discretized over logarithmically equidistant nodes so that close to the macroion surface the radial resolution is $`0.01\sigma `$ and near the simulation wall $`0.1\sigma `$. The polar discretization consists of $`2000`$ equidistant $`\mathrm{cos}\theta `$-nodes leading to even smaller lateral resolutions. The corresponding values of $`U_i^{(self)}(r_i)`$ and $`U_{ij}^{(im)}(r_i,r_j,\mathrm{cos}\theta )`$ were then initially stored into tables. Note that it in principle one could also have used the formalism of Eq. (II.2) to compute the image-ion interactions. However, at identical numerical accuracy, this method involving a numerical integration is too time and resource consuming.

Typical simulation parameters are gathered in Table 3. The case $`\epsilon _2=80`$ corresponds to the situation where there is no dielectric discontinuity ($`\mathrm{\Delta }\epsilon =0`$). Measurements were performed over $`10^6`$ MC steps per particle.

## IV Simulation results

Here we present our MC simulation results in salt-free environment as well as in the presence of multivalent salt-ions. We essentially study in detail the radial microion distributions $`n_i(r)`$ around the macroion, which are normalized as follows

$$\{\begin{array}{c}_{r_0}^R4\pi r^2n_+(r)𝑑r=N_+\hfill \\ \\ _{r_0}^R4\pi r^2n_{}(r)𝑑r=N_{},\hfill \end{array}$$
(36)
where $`r`$ is the distance separation from the macroion center, +(-) stands for counterion (coion) species and $`N_+`$ ($`N_{}`$) is the total number of counterions (coions) contained in the simulation cell.

Another quantity of special interest is the integrated (or cumulative) fluid net charge $`Q(r)`$ defined as

$$Q(r)=_{r_0}^r4\pi u^2Z\left[n_+(u)n_{}(u)\right]𝑑u,$$
(37)
where we chose $`e=1`$. $`Q(r)`$ corresponds to the total fluid charge (omitting the macroion bare charge $`Z_m`$) within a distance $`r`$ from the macroion center, and at the cell wall $`Q(r=R)=Z_m`$. Up to a factor proportional to $`1/r^2`$, $`\left[Q(r)Z_m\right]`$ gives (by simple application of the Gauss theorem) the mean electric field at $`r`$. Therefore $`Q(r)`$ can measure the strength of the macroion charge screening by salt-ions. In salt-free environment systems we have $`n_{}(r)=0`$ and $`N_+=Z_m/Z`$.

The simulation run parameters can be found in Table 4. For all these simulation systems, the ion densities $`n_i(r)`$ were computed with the same radial resolution $`\mathrm{\Delta }r`$. Note\_Qr\_resolution  The discretization of the radial distance $`r`$ in $`n_i(r)`$ is realized over logarithmically equidistant points so that close to the macroion surface ($`rr_0<\sigma `$) we have $`\mathrm{\Delta }r<0.04\sigma `$. It is important to obtain such an accuracy (and the required statistics) if one wants to describe quantitatively the effects of image forces which are short-ranged at strong curvature.

### IV.1 Salt-free environment

Salt-free systems $`AF`$ (see Table 4) were investigated for a moderately charged macroion $`Z_m=60`$ corresponding to a surface charge density $`\sigma _0=0.11\mathrm{Cm}^2`$.

#### IV.1.1 Monovalent counterions

The profiles of $`n_+(r)`$ and $`Q(r)`$ are depicted in Fig. 7(a) and (b), respectively for the monovalent counterion systems $`A`$ and $`B`$.

Figure 7(a) shows that the counterion density at contact ($`r=r_0`$) is somewhat smaller with $`\mathrm{\Delta }\epsilon =78`$ as a direct consequence of the self-image repulsion. However there is no maximum appearing in $`n_+(r)`$ with $`\mathrm{\Delta }\epsilon =78`$, in agreement with the study of the single-counterion system (see Fig. 6 and Table 2). For $`rr_0>0.6\sigma `$ (corresponding roughly to three half ionic sizes from the interface), the effects of image forces are negligible and all $`n_+(r)`$ curves are nearly identical.

To gain further insight into the effects of lateral image-counterion correlations, we have considered the same system $`A`$ ($`\mathrm{\Delta }\epsilon =78`$) but omitted the correlational term $`U_{ij}^{(im)}`$ \[Eq. (35)\] in the total Hamiltonian $`U_{tot}`$ \[Eq. (31)\]. Physically, this means that, on the level of the image force, each counterion sees uniquely its self-image interaction. Thereby, Fig. 7(a) shows that (i) the corresponding counterion density $`n_+^{(self)}(r)`$ is nearly identical to $`n_+(r)`$, and (ii) in the vicinity of the interface $`n_+^{(self)}(r)`$ is slightly smaller than $`n_+(r)`$. These findings (i) and (ii) lead to the two important conclusions:

* For monovalent counterions and moderately charged macroions, the effective image force is basically identical to that of the self-image interaction. Note\_Linse\_c
* The crucial effect of lateral image-counterion correlations is to screen the self-image repulsion.

This latter feature is generally true for any finite curvature at identical fixed macroion charge density. Finding (i) is also consistent with the fact that, close to the interface (say $`rr_0<0.2\sigma `$), the average number of (surface) counterions $`\overline{N}`$ is (very) small ($`\overline{N}<5`$) as can be deduced from the fraction of counterions $`Q(r)/Z_m`$ \[Fig. 7(b)\].

Figure 7(b) shows that the fluid charge $`Q(r)`$ decreases when image forces are present, meaning that they lower the macroion charge screening by counterions. At the distance $`rr_0=\sigma `$ (corresponding to a $`2\sigma `$-layer thickness), the macroion is 29% electrically compensated \[i.e., $`Q(rr_0=\sigma )/Z_m=0.29`$\] with $`\mathrm{\Delta }\epsilon =0`$ against 26% with $`\mathrm{\Delta }\epsilon =78`$. At the distance $`rr_0=4\sigma `$, the relative difference $`\mathrm{\Delta }Q/Q`$ between the $`Q(r)`$ obtained with $`\mathrm{\Delta }\epsilon =0`$ and $`\mathrm{\Delta }\epsilon =78`$ drops to 2% (against 10% at $`rr_0=\sigma `$) where the bare macroion charge is nearly half-compensated.

#### IV.1.2 Multivalent counterions

##### Divalent counterions

The profiles of $`n_+(r)`$ and $`Q(r)`$ are depicted in Fig. 8(a) and (b), respectively for the divalent counterion systems $`C`$ and $`D`$.

Figure 8(a) shows that the counterion density at contact becomes strongly reduced with $`\mathrm{\Delta }\epsilon =78`$ due to the $`Z^2`$-dependence of the self-image repulsion \[compare the case $`Z=1`$ in Fig. 7(a)\]. This sufficiently strong (short-ranged) repulsion leads to a maximum in $`n_+(r)`$ close to the macroion surface. The corresponding radial position $`r^{}`$ maximizing $`n_+(r)`$ is $`r^{}=r_0+0.22\sigma `$, in excellent agreement (within $`\mathrm{\Delta }r`$) with the one-counterion theoretical value $`r_0+0.17\sigma `$ (see Table 2). This shows that for divalent counterions many-body effects do nearly not affect $`r^{}`$. This non-trivial finding is the result of the competition between two driving forces that control $`r^{}`$ in many-counterion systems:

* $`F_{im}`$: the screening of the self-image repulsion by the (extra) negative polarization charges tends to decrease the $`r^{}`$ obtained in the one-counterion system.
* $`F_{mc}`$: the screening of the macroion-counterion attraction by the (extra) surface counterions tends to increase the $`r^{}`$ obtained in the one-counterion system.

It is precisely a balance of these two driving forces that leads to a nearly unchanged $`r^{}`$ (compared to the one-counterion system) in many-counterion systems. Whereas for monovalent counterions both driving forces $`F_{im}`$ and $`F_{mc}`$ are weak, those become relevant for multivalent counterions.

We stress the fact that this is specific to the spherical geometry, and that for a planar interface (at identical surface charge density) one should get a higher $`r^{}`$ (compared to that of the one-counterion system), since there we have no screening driving force $`F_{im}`$. We are not aware of any previous studies for the planar interface that address this issue. Note\_Torrie

To gain even further insight into the effect of $`Z`$ on the lateral image-counterion correlations, we have ignored the term $`U_{ij}^{(im)}`$ in $`U_{tot}`$ in the same system $`D`$ ($`\mathrm{\Delta }\epsilon =78`$) as done previously with system $`A`$. Figure 8(a) shows a qualitatively different $`n_+^{(self)}(r)`$ where $`r^{}=r_0+0.26\sigma `$ is now somewhat larger, proving that with divalent counterions the screening of the self-image repulsion by lateral image-counterion correlations is appreciable. This is in contrast to what was observed with $`Z=1`$.

At the distance $`rr_0=\sigma `$, Fig. 8(b) shows that the macroion is 62% electrically compensated for $`\mathrm{\Delta }\epsilon =0`$ against 53% for $`\mathrm{\Delta }\epsilon =78`$ \[compare the case $`Z=1`$ in Fig. 7(b)\].

##### Trivalent counterions

The profiles of $`n_+(r)`$ and $`Q(r)`$ are depicted in Fig. 9(a) and (b), respectively for trivalent counterion systems $`E`$ and $`F`$.

Figure 9(a) shows that the counterion density at contact is drastically reduced with $`\mathrm{\Delta }\epsilon =78`$, as expected for high $`Z`$ (compare the previous cases). At $`\mathrm{\Delta }\epsilon =78`$, we have $`r^{}=r_0+0.36\sigma `$, in quantitative agreement with the one-counterion theoretical value $`r_0+0.32\sigma `$ (see Table 2). This shows again that even for trivalent counterions many-body effects do (practically) not affect $`r^{}`$ (compared to that obtained in the single-counterion system) due to a balance of the driving forces $`F_{im}`$ and $`F_{mc}`$.

By neglecting the lateral image-counterion correlations in the same system $`E`$ ($`\mathrm{\Delta }\epsilon =78`$), Fig. 9(a) indicates that the position $`r^{}`$ of the maximum in $`n_+^{(self)}(r)`$ gets considerably larger ($`r^{}=r_0+0.50\sigma `$). This relatively strong shift confirms the $`Z`$-enhancing of the screening of the self-image repulsion by lateral image-counterion correlations.

At the distance $`rr_0=\sigma `$, the macroion is 84% electrically compensated for $`\mathrm{\Delta }\epsilon =0`$ against only 67% for $`\mathrm{\Delta }\epsilon =78`$ \[see Fig. 9(b) and compare previous systems\]. Snapshots of typical equilibrium configurations for $`\mathrm{\Delta }\epsilon =0`$ and $`\mathrm{\Delta }\epsilon =78`$ can be visualized in Fig. 10 (a) and (b), respectively.

### IV.2 Salty solutions

We focus on the case of divalent salt-ions. This choice is motivated by two reasons: (i) effects of image charges are clearly observable for multivalent counterions and (ii) such systems must be experimentally reachable. To study the effect of added salt we have considered two macroion charges $`Z_m=60`$ (as previously) and $`Z_m=180`$ corresponding to a charge density $`\sigma _0=0.32\mathrm{Cm}^2`$. The salt concentration defined as $`\frac{N_{}}{\frac{4}{3}\pi R^3}`$ is $`0.44`$ M for all salty systems $`GJ`$ (see Table 4). The simulation cell radius $`R=20\sigma `$ of these systems is still very large compared to any screening lengths so that finite size effects are negligible.

#### IV.2.1 Moderately charged macroion

Profiles of $`n_\pm (r)`$ and $`Q(r)`$ are depicted in Fig. 11(a) and (b), respectively for the salty systems $`G`$ and $`H`$ with $`Z_m=60`$.

The coion density $`n_{}(r)`$ with $`\mathrm{\Delta }\epsilon =78`$ is basically shifted to the right of about $`0.15\sigma `$ (compared to that with $`\mathrm{\Delta }\epsilon =0`$) due to the repulsive coion’ self-image interaction. Near the colloidal surface, the counterion densities $`n_+(r)`$ are considerably higher than those obtained with no added salt (systems $`C`$ and $`D`$) as it should be \[compare Fig. 8(a)\].

A rather surprising result here is that, despite of the presence of a considerable amount of added salt, we still have $`r^{}=r_0+0.22\sigma `$ remaining unchanged. This is a non-trivial finding since one should have an (extra) attractive contribution to the macroion-counterion potential of mean force stemming from the (localized) negative polarization charges induced by the coions, which in turn could lead to a shorter $`r^{}`$. However there are two concomitant sources that lead to a marginal screening of the counterion’ self-image repulsion by the negative coion-induced polarization charges: (i) there is a strong coion depletion close to the interface \[see Fig. 11(a)\] due to the large direct Coulomb macroion-coion repulsion and (ii) $`|\sigma _{pol}^{(sph)}|`$ decreases abruptly with the radial distance of the microion as discussed in Sec. II.4.1 (see also Fig. 3). Of course the role of the excluded volume is crucial here.

As expected the macroion charge screening is weaker when image forces come into play as can be deduced from the profile of $`Q(r)`$ plotted in Fig. 11(b).

#### IV.2.2 Highly charged macroion

Profiles of $`n_\pm (r)`$ and $`Q(r)`$ are depicted in Fig. 12(a) and (b), respectively for the salty systems $`I`$ and $`J`$ with $`Z_m=180`$.

Figure 12(a) shows that the effects of image forces are considerably reduced. The relatively small difference between the $`n_+(r)`$ obtained with $`\mathrm{\Delta }\epsilon =0`$ and that obtained with $`\mathrm{\Delta }\epsilon =78`$ decreases drastically in the vicinity of the interface, and already for $`rr_0>0.2\sigma `$ the two profiles of $`n_+(r)`$ are nearly identical. Besides, near the interface no effective macroion-counterion repulsion occurs at $`\mathrm{\Delta }\epsilon =78`$. This absence of a maximum in $`n_+(r)`$ is due to two main concomitant effects:

* For such a highly charged macroion, there is a very large number of counterions close to the interface \[compare Fig. 12(b) and Fig. 11(b)\]. In this limit, one can use Wigner crystal concepts and say that, on the level of the force stemming from the bare charges (i.e, ignoring the image forces), each surface counterion essentially interacts with the oppositely charged background of its Wigner-Seitz (WS) cell. At sufficiently high macroion charge density (i.e., small WS hole radius), this attractive interaction becomes very important and it always overcomes the self-image repulsion.
* The second (concomitant) mechanism is specific to the closed spherical topology: at high number of surface counterions, the image forces are reduced because of the enhanced degree of spherical symmetry as already mentioned in Sec. II.4.4.

The coion densities $`n_{}(r)`$ are basically identical for both dielectric discontinuities $`\mathrm{\Delta }\epsilon `$, in contrast to what happened with $`Z_m=60`$ (systems $`J`$ and $`K`$). This non-trivial finding can be explained as the enhanced screening of the coion’ self-image repulsion by the positive polarization charges induced by the other coions present in the electrical double layer (EDL). Indeed, because of the macroion charge reversal that occurs at $`Z_m=180`$ \[i.e., $`Q(r)/Z_m>1`$ \- see Fig. 12(b)\], there is also a larger number of coions (at fixed salt concentration) in the EDL \[compare Fig. 12(a) and Fig. 11(a)\]. Therefore, since the magnitude and the inhomogeneity of $`\sigma _{pol}^{(sph)}(\theta )`$ induced by a coion strongly decreases with its radial distance \[see Eq. (16) and Fig. 3\], the screening of the coion’ self-image repulsion gets highly sensitive to an increase in number of coions in the EDL.

Concerning the net fluid charge $`Q(r)`$, we see that both profiles obtained with $`\mathrm{\Delta }\epsilon =78`$ and $`\mathrm{\Delta }\epsilon =0`$ are nearly identical, as expected from those of $`n_\pm (r)`$. The net fluid charge $`Q(r)`$ reaches its maximum at $`r_Q^{}r_0=0.90\sigma `$ and $`0.94\sigma `$ for $`\mathrm{\Delta }\epsilon _2=0`$ and 78, respectively. In both cases we have a macroion charge reversal of 9% \[more explicitly $`Q(r_Q^{})/Z_m=1.09`$\]. This proves the important result that, for typical systems (with high macroion charge density) leading to overcharging, Messina\_EPJE\_2001 ; Messina\_PhysicaA\_2002 ; Messina\_PRL\_2000 ; Messina\_EPL\_2000 ; Messina\_PRE\_2001  image forces do not affect the strength of the macroion charge reversal.

## V Concluding remarks

We have presented fundamental results about the effects of image forces on the counterion distribution around a spherical macroion.

Exact analytical results have been provided for the case of a single microion interacting with a dielectric sphere. Within this framework, the self-image interaction and the surface charge of polarization have been studied and also compared to those obtained with a planar interface. Besides we also estimated the position $`r^{}`$ where the macroion-counterion potential of interaction is minimized. We demonstrated that the effects of image forces due to a spherical interface are qualitatively different from those occurring with a planar interface, especially when the colloidal curvature is large. We showed that the self-screening of the polarization charges (i.e., the screening of the positive surface charges of polarization by the negative ones) is decisive to explain the weaker and the shorter range of the self-image interaction in spherical geometry. This self-screening increases with the colloidal curvature.

Many-counterion systems have been investigated by means of extensive MC simulations where image forces were properly taken into account.

In salt-free environment and for moderately charged macroions, a maximum in the counterion density (near the spherical interface) appears for sufficiently large dielectric discontinuity $`\mathrm{\Delta }\epsilon `$. An important result is that the corresponding position $`r^{}`$ is basically identical, regardless of the counterion valence $`Z`$, to that obtained within the one-counterion system. This feature is specific to the spherical geometry and can not take place with planar interfaces where there is no self-screening of the polarization charges. For monovalent counterions we showed that the (effective) image force is basically equal to that of the self-image interaction, and the lateral image -counterion correlations are (very) weak. However for multivalent counterions the lateral image-counterion correlations affect significantly the counterion density, and as major effect they screen the self-image repulsion. Nevertheless, the combined effects of (i) the macroion charge screening by counterions and (ii) the screening of the self-image repulsion lead to a nearly unchanged $`r^{}`$ (compared to that obtained in the single-counterion system) for multivalent many-counterion systems. We also showed that the counterion density at contact decreases drastically with $`Z`$, and that $`r^{}`$ also increases with $`Z`$ as expected. These latter results have important implications for the stabilization of charged colloidal suspensions where a component of the pair-force is proportional to the ion density at contact.

By adding salt, it was found for moderately charged macroions that the strength of the image forces induced by the coions is very small compared to that resulting from the counterions. This is due to the coupled effects of (i) the coion depletion in the vicinity of the colloidal interface due to the strong direct Coulomb macroion-coion repulsion and (ii) the (highly) short range of the image forces in spherical geometry. Consequently the position $`r^{}`$ remains identical to that obtained in salt free environment and a fortiori to that obtained within the one-counterion system. For highly charged macroions the effects of image charges are significantly reduced since (i) the attractive counterion-hole interaction dominates the repulsive counterion’ self-image interaction and (ii) the screening of the counterion’ self-image repulsion gets enhanced by symmetry reason. In this situation no maximum appears in the counterion density and it was found that overcharging is nearly unaffected by image forces.

Although our MC analysis was carried at given macroion size, all the above reasonings that concern many counterions remain unchanged (for symmetry reason) for any finite curvature by a rescaling at fixed macroion charge density.

Finally, this contribution should constitute a solid basis to understand and predict the effects of image charges in other similar systems (e.g., polyelectrolyte adsorption onto spherical charged colloids).

###### Acknowledgements.

I thank C. Holm, K. Kremer and H. Schiessel for valuable discussions. This work had been supported by Laboratoires Européens Associés (LEA).


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# Black Brane Entropy from Brane-Antibrane Systems

## I Strings, D-branes, and Entropy

String theory replaces point particles with strings, one-dimensional objects whose tension $`T_F1/2\pi l_s^2`$ defines a dimensionful parameter $`l_s`$, known as the string length. Besides moving as a whole, a closed string can oscillate in different ways, and upon quantization these internal modes give rise to a perturbative spectrum consisting of an infinite tower of states with masses $`m^2=4N/l_s^2`$, $`N=0,1,\mathrm{}`$ At the bottom of the tower there are massless states, corresponding to a graviton $`h_{\mu \nu }`$, an antisymmetric tensor field $`B_{\mu \nu }`$, a scalar $`\phi `$ (the dilaton) whose vacuum expectation value determines the string coupling constant $`g_s=\mathrm{exp}(\phi )`$, the so-called Ramond-Ramond (R-R) gauge fields $`C_{\mu _1\mathrm{}\mu _{p+1}}`$ for various values of $`p`$, and the accompanying superpartners. At low energies ($`El_s^1`$) these are the only relevant modes, and the effective field-theoretic description is in terms of ten-dimensional Type II supergravity, with Newton’s constant $`G_Ng_s^2l_s^8`$.

The non-perturbative spectrum of string theory contains extended objects of various dimensions, collectively known as branes. Particularly important among these are the D$`p`$-branes polchrr , solitonic objects extended along $`p`$ spatial dimensions, whose tension is inversely proportional to $`g_s`$. The excitations of a D-brane are described by open strings with endpoints constrained to lie on the brane; quantization of these strings gives rise to another infinite tower of states. At the massless level one obtains a $`(p+1)`$-dimensional gauge field $`A_\alpha `$, $`9p`$ scalars $`\mathrm{\Phi }_i`$ describing oscillations of the brane in the transverse directions, and superpartners. An important point is that, in the presence of $`N`$ parallel D$`p`$-branes, there are $`N^2`$ different types of open strings (each string can start and end on any one of the branes), which means that the gauge field and scalars become $`N\times N`$ matrices. At low energies, this system is described by $`(p+1)`$-dimensional $`U(N)`$ super-Yang-Mills theory (SYM) with 16 real supersymmetries and coupling constant $`g_{YM}^2g_sl_s^{p3}`$. If $`N`$ is large, the strength of the interactions is in effect controlled not by $`g_{YM}^2`$, but by the ’t Hooft coupling $`g_{YM}^2Ng_sN`$.

The other key property of D-branes is that they couple to closed strings: an open string attached to the branes can close, and then wander off into the bulk of ten-dimensional spacetime. This means in particular that D$`p`$-branes are sources for the supergravity fields, and so a large collection of them should be describable, at low energies, as a macroscopic solution of supergravity, invariant under translations along $`p`$ spatial directions. Such solitonic solutions are known as black $`p`$-branes hs ; they generically involve a non-trivial metric, dilaton, and R-R gauge field $`C_{\mu _1\mathrm{}\mu _{p+1}}`$, all expressed in terms of a harmonic function $`H(r)=1+(R/r)^{7p}`$ in the $`(9p)`$-dimensional space transverse to the brane, with $`R(g_sN)^{1/(7p)}l_s`$ a characteristic length scale. The geometries in question have an asymptotically flat region at large $`r`$, which connects at $`rR`$ to a ‘throat’ extending down to a horizon at $`r=0`$.

Supergravity itself is only an approximate description of the low-energy physics of string theory, and so its black brane solutions are reliable only as long as their curvature is small compared to the string scale. This requires $`Rl_s`$, i.e., $`g_sN1`$. As we have seen above, perturbative SYM is valid only for $`g_sN1`$, so these two alternative descriptions of the D-brane system have mutually exclusive regimes of validity. The supergravity solution corresponding to a stack of $`N`$ unexcited D-branes is *extremal*: its mass $`M=N\tau _pV`$ (with $`V`$ the volume spanned by the brane) and R-R charge $`Q=N`$ saturate the BPS-type inequality $`M|Q|\tau _pV`$, which is implied by the supersymmetry algebra for any object carrying $`(p+1)`$-form charge $`Q`$. BPS saturation is equivalent to the statement that the brane solution preserves some fraction of the supersymmetries (in this case, half).

Black branes are extended versions of black holes— as we have said, all such solutions possess an event horizon. This means in particular that they have an entropy related to their horizon area by the well-known Bekenstein-Hawking formula, $`S_{BH}=A_h/4G_N`$. Ever since this formula was written down, it has been an outstanding problem to show how this entropy arises from an explicit counting of the microscopic states of the black object. This can in fact be done for the extremal black $`p`$-branes discussed above (which upon dimensional reduction may be regarded as black holes in $`10p`$ dimensions), but the agreement is trivial: the horizon area of the solutions vanishes, corresponding to the fact that the entropy of their microscopic counterpart, an unexcited $`N`$ D$`p`$-brane system, is zero (there is only one such state).

To attempt to carry out a non-trivial check, we should add some energy to the system (without adding any charge). The black brane is then *non-extremal*, and has a non-vanishing horizon area. The simplest such setup is the *near*-extremal black three-brane, which is understood microscopically as a collection of slightly excited $`N`$ D3-branes. On the supergravity side, the system has a charge $`Q=N`$ and a mass $`M=N\tau _3V+\delta M`$, where $`\tau _3=1/(2\pi )^3g_sl_s^4`$ is the D3-brane tension and $`\delta MN\tau _3V`$. The Bekenstein-Hawking formula assigns the black three-brane an entropy

$$S_{BH}=2^{5/4}3^{3/4}\sqrt{\pi Q}V^{1/4}\delta M^{3/4}+\mathrm{},$$
(1)
where the dots denote corrections which are higher order in $`\delta M`$.

On the microscopic side, the system is understood to be a stack of $`N`$ D3-branes plus a gas of open strings. The massless open string modes should make the dominant contribution to the entropy, and so we can identify the excess mass with the energy of a gas of massless particles (gluons, scalars, and superpartners): $`\delta M=n_b(\pi ^2/16)N^2VT^4`$, with $`T`$ the temperature of the gas and $`n_b`$ the number of bosonic (matrix) degrees of freedom (the numerical coefficient then takes their fermionic partners into account). The entropy of the system is entirely due to the gas,

$$S_\text{g}=n_b\frac{\pi ^2}{12}N^2VT^3=n_b^{1/4}\frac{2}{3}\sqrt{\pi Q}V^{1/4}\delta M^{3/4}.$$
(2)
The functional dependence of $`S_\text{g}`$ and $`S_{BH}`$ on $`\delta M`$ and $`Q`$ is identical; the numerical coefficient agrees if $`n_b=6`$ gkp . This number should be contrasted with the $`g_sN1`$ result, $`n_b=8`$, arising from the two transverse polarizations of the gauge field $`A_\alpha `$ and the six scalars $`\mathrm{\Phi }_i`$. Since the supergravity result applies only in the $`g_sN1`$ regime, this discrepancy is not a contradiction. To date, the best understanding of this case comes from the AdS/CFT correspondence malda : taking an appropriate low-energy limit reduces the black three-brane solution to AdS$`{}_{5}{}^{}\times 𝐒^5`$, and at the same time makes $`(3+1)`$-dimensional $`SU(N)`$ SYM an exact description of the system of D-branes and open strings. The exact equivalence thus obtained between string theory on the ten-dimensional anti-de Sitter background and the four-dimensional gauge theory then *predicts* in particular that the SYM entropy at $`g_{YM}^21`$, $`g_{YM}^2N1`$ is the same as that of a free field theory with only 6$`N^2`$ bosons and the same number of fermions, instead of the naive $`8N^2`$.

The first successful account of black brane entropy in terms of the open strings living on D-branes was obtained by Strominger and Vafa sv , who were able to reproduce the exact entropy of certain extremal (yet finite-horizon-area) black holes in five dimensions through microscopic state counting in a D5-brane/D1-brane system. This was followed by a tremendous surge of activity entropy , which led to the discovery of the AdS/CFT correspondence malda  as a remarkable by-product, and continues even today.

Most of the examples where a detailed microscopic description has been found involve extremal and near-extremal black branes. These systems have positive specific heat, and their entropy can be accounted for as in (2), using a gas of finite temperature living on the D-branes. Black branes which are far from extremality, like the ordinary Schwarzschild black hole, are in this respect much more challenging. Consider for example the case of a *neutral* black three-brane of mass $`M`$. Its entropy is given by entropy

$$S_{BH}=2^{\frac{9}{4}}5^{\frac{5}{4}}\pi ^{\frac{1}{4}}\sqrt{\kappa }M^{\frac{5}{4}}V^{\frac{1}{4}},$$
(3)
which we have expressed in terms of the gravitational coupling $`\kappa \sqrt{G_N/8\pi }`$. If one tries to interpret this as the entropy of a gas of particles with energy $`E=M`$ some well-known problems arise. First, since the power of $`E`$ is larger than one, a simple thermodynamical calculation shows that the specific heat is negative. Second, by extensivity the exponent of $`V`$ is forced to be negative, which implies that the pressure $`p=T\left(S/V\right)_M`$ is negative. Finally, when the black brane evaporates completely through Hawking radiation, all of its excitations disappear, meaning that the field theory which describes it microscopically should have a vacuum with no degrees of freedom (other than closed strings).

As we will see, these same properties are in fact possessed by D-brane–anti-D-brane systems, which have been much studied of late nonbps . An anti-D$`p`$-brane ($`\overline{\text{D}p}`$-brane) is simply a D$`p`$-brane with reversed orientation— it has the same mass $`M=N\tau _pV`$ as the D-brane but opposite charge, $`Q=1`$. A system with $`N`$ D3-branes and the same number of $`\overline{\text{D3}}`$-branes is therefore a natural candidate to describe the neutral black three-brane tachyon . We will study this system in the next section.

Other string-theoretic attempts to give a microscopic description of Schwarzschild black holes have been made previously, most notably via the string/black hole correspondence hp , and in the Matrix theory bfss  context bfks .

## II Brane-Antibrane Systems at Finite Temperature

The excitations of a D3-$`\overline{\text{D3}}`$ pair are described by open strings whose endpoints are anchored on the branes. The 3-3 and $`\overline{3}`$-$`\overline{3}`$ strings give rise to the usual massless gauge fields and scalars $`\{A_\alpha ,\mathrm{\Phi }_i\}`$, $`\{\overline{A}_\alpha ,\overline{\mathrm{\Phi }}_i\}`$ (plus superpartners) on the brane and the antibrane. The 3-$`\overline{3}`$ and $`\overline{3}`$-3 strings, on the other hand, yield a complex scalar field $`\varphi `$ with negative mass-squared (i.e., a tachyon), and additional massless fermions. Since it originates from strings running between the brane and the antibrane, the tachyon is charged under the relative $`U(1)`$ (i.e., $`A_\mu ^{}A_\mu \overline{A}_\mu `$), but is neutral under the overall $`U(1)`$ ($`A_\mu ^+A_\mu +\overline{A}_\mu `$).

The tachyonic mass of $`\varphi `$ expresses an instability of the system, the meaning of which becomes clear upon examination of the tachyon potential tachyonpot ,

$$V(\varphi )=2\tau _3\mathrm{exp}[2|t(\varphi )|^2],$$
(4)
with $`t`$ related to $`\varphi `$ through an error function,

$$|\varphi |=\sqrt{\frac{\pi }{2}}\text{Erf}(|t|).$$
(5)
The potential (4) is of the ‘Mexican hat’ type: it has a maximum $`V=2\tau _3`$ at $`\varphi =0`$ (the unstable ‘open string’ vacuum) and a minimum $`V=0`$ at $`|\varphi |=\sqrt{\pi /2}`$ (the ‘closed string’ vacuum). From the energy difference between the two vacua we deduce that condensation of the tachyon from the former to the latter corresponds to the annihilation of the brane and the antibrane, which in particular implies the disappearance of all open string degrees of freedom sennonbps .

If we now consider this same system at a finite temperature, standard thermal field theory reasoning tells us what to expect: a small temperature should lead to an effective potential in which the location of the minimum has shifted away from $`|\varphi |=\sqrt{\pi /2}`$. The physical reason for this is that moving towards $`\varphi =0`$ can be thermodynamically favorable: it costs energy, but it also reduces the mass of the tachyon and therefore increases the entropy of the tachyon gas. The optimal configuration is the one that minimizes the free energy of the system, and this will vary with the temperature.

Let us now determine whether and under what conditions the open string vacuum, $`t=\varphi =0`$, can be a minimum of the effective potential. When this happens, the ‘tachyon’ will no longer be tachyonic, and so (at sub-string-scale temperatures) the massless fields will make the most important contribution to the free energy. If one starts at $`\varphi =0`$, then sliding down the tachyon potential (4) lowers the energy of the system, but it also gives mass to the relative gauge fields, and so decreases the entropy of the gas. We are interested in establishing which of these effects dominates.

Our system consists of $`N`$ brane-antibrane pairs, a tachyon condensate, and a gluon ($`+`$ transverse scalars $`+`$ superpartners) gas. Its free energy at temperature $`T=\beta ^1`$ is given by

$`F(\varphi ,\beta )`$ $`=`$ $`2\tau _3Tre^{2|t|^2}+{\displaystyle \frac{4\pi }{(2\pi )^3}}cN^2\beta ^4`$
$`\times {\displaystyle _0^{\mathrm{}}}dxx^2\mathrm{ln}\left[{\displaystyle \frac{1e^{\sqrt{x^2+\beta ^2m^2}}}{1+e^{\sqrt{x^2+\beta ^2m^2}}}}\right],`$
where $`t`$ is an $`N\times N`$ matrix, $`m|\varphi |`$ is the mass given to the gluons by the Higgs effect, and the numerical constant $`c=8`$ for the relevant 8 bosonic $`+`$ 8 fermionic degrees of freedom. Starting at $`\varphi =0`$ and letting a single diagonal tachyon condense by an amount $`\delta \varphi `$ gives mass to $`N`$ out of the $`N^2`$ species of particles in the gas, and so changes (II) by

$$\delta F=4\tau _3(\delta \varphi )^2+\frac{1}{2}N\beta ^2(\delta m)^2,$$
(7)
which is positive for large enough temperature. Disregarding the numerical constants, we thus learn that for

$$T\frac{1}{\sqrt{g_sN}l_s}.$$
(8)
the open string vacuum is a minimum of the free energy (equivalently, a maximum of the entropy for fixed total energy), and the brane-antibrane pairs do not annihilate.

To arrive at (7) we have considered the mass that the relative gauge fields (and scalars) acquire due to their coupling to the tachyon, but we can equivalently phrase the result in the opposite direction: the second term of (7) represents a mass term for $`\varphi `$ due to a thermal expectation value for the relative gauge fields, $`A^{}A^{}_TNT^2`$, corresponding to a mass $`m_\varphi \sqrt{g_sN}T`$.

It is important to note that the regime (8) lies in the physically accessible sub-string-scale region only for non-perturbative values of the coupling, $`g_sN>1`$, where we would expect the system to have a dual supergravity description. The system under consideration becomes then a viable candidate for the desired microscopic description of a neutral black three-brane.

## III Microscopic Model

Given the considerations of the previous sections, the model that we consider tachyon  is the low-energy theory on the worldvolume of a system of $`N`$ D3-branes and $`N`$ anti-D3-branes. Since the number of uncondensed branes and antibranes can vary, the actual values are chosen to maximize the total entropy of the system for fixed charge and mass.

The temperature is assumed (and later confirmed) to satisfy $`\frac{1}{\sqrt{g_sN}}T1`$ in string units. As seen in (8), the first inequality is required for stability; the second one allows us to ignore the massive open string modes. For the above temperature range to exist we must have $`g_sN1`$, so we are necessarily in the strong-coupling regime. We will take $`g_s1`$ to suppress closed string loops. Under these conditions, when a brane-antibrane pair annihilates the energy goes to the gas of open strings on the remaining branes and antibranes, rather than being emitted as closed strings (Hawking radiation), since the latter process is disfavored for small $`g_s`$.

Since we are trying to formulate a microscopic model for a supergravity solution, the restriction to strong coupling was of course expected. In the absence of a weakly-coupled regime, and knowing that the theory is not supersymmetric, the best one can do is to use plausibility arguments to determine the entropy. From the structure of the brane–antibrane worldvolume theory one can show that, if $`𝒪(N^2)`$ fields are excited on the branes and antibranes, then the tachyons and the fermions acquire a mass of order $`\sqrt{g_sN}T`$, which is in fact what we obtained (for the tachyon) in Section II. If such is the case, the fact that (for $`g_sN1`$) the temperature is much lower than their mass means that these fields are not excited, and the theory on the branes decouples from the theory on the antibranes. We then have two copies of $`(3+1)`$-dimensional $`𝒩=4`$ $`U(N)`$ SYM. (The supersymmetries preserved by each copy are different, so the overall system is not supersymmetric.) As we have seen in Section I, at strong-coupling the AdS/CFT correspondence malda  predicts that the entropy of each copy is the same as that of a free field theory with $`6N^2`$ bosons and the same number of fermions gkp .

Given this set of assumptions, the energy and entropy of our microscopic system follow as

$`M_{\mathrm{FT}}`$ $`=`$ $`2N\tau _3V+n_b{\displaystyle \frac{\pi ^2}{8}}N^2VT^4,`$ (9)
$`S_{\mathrm{FT}}`$ $`=`$ $`n_b{\displaystyle \frac{\pi ^2}{6}}N^2VT^3,`$ (10)
where $`n_b=6`$ is the number of bosonic degrees of freedom. Notice that, while the brane/antibrane tension and the energy of the two gases contribute with the same sign to $`M_{\mathrm{FT}}`$, and therefore to the time-time component of the energy-momentum tensor, $`T_{00}=_\text{D}+_\text{g}`$, they contribute with opposite signs to the pressure: $`T_{ij}=(_\text{D}+\frac{1}{3}_\text{g})\delta _{ij}`$ (remember that $`_\text{D}2N\tau _3`$ arises from the potential of a scalar field).

From (9) and (10) we obtain

$$S_{\mathrm{FT}}=n_b^{\frac{1}{4}}\frac{2^{\frac{5}{4}}}{3}\sqrt{\pi }\sqrt{N}V^{\frac{1}{4}}\left(M_{\mathrm{FT}}2NV\tau _3\right)^{\frac{3}{4}},$$
(11)
which is maximized by $`N=M_{\mathrm{FT}}/5\tau _3V`$. This is easily seen to imply that the energy contained in the gases is $`3/2`$ of the total tension of the branes and antibranes, a prediction which will be shown below to agree with supergravity. In addition, we find that the temperature is $`T(g_sN)^{\frac{1}{4}}`$, which as required satisfies $`\frac{1}{\sqrt{g_sN}}T1`$. Plugging the equilibrium value of $`N`$ back into (11) we obtain the entropy-energy relation

$$S_{\mathrm{FT}}=n_b^{\frac{1}{4}}2^{\frac{5}{4}}3^{\frac{1}{4}}5^{\frac{5}{4}}\pi ^{\frac{1}{4}}\sqrt{\kappa }V^{\frac{1}{4}}M_{\mathrm{FT}}^{\frac{5}{4}},$$
(12)
where we have expressed the D3-brane tension in terms of the gravitational coupling constant, $`\tau _3=\sqrt{\pi }/\kappa `$.

To compare with supergravity, we recall that a neutral black three-brane with Schwarzchild radius $`r_0`$ has mass and entropy entropy

$`M_{\mathrm{SG}}`$ $`=`$ $`{\displaystyle \frac{5}{2}}{\displaystyle \frac{\pi ^3}{\kappa ^2}}r_0^4V,`$ (13)
$`S_{\mathrm{SG}}`$ $`=`$ $`{\displaystyle \frac{2\pi ^4}{\kappa ^2}}r_0^5V,`$ (14)
which implies that

$$S_{\mathrm{SG}}=2^{\frac{9}{4}}5^{\frac{5}{4}}\pi ^{\frac{1}{4}}\sqrt{\kappa }V^{\frac{1}{4}}M_{\mathrm{SG}}^{\frac{5}{4}}.$$
(15)
Identifying $`M_{\mathrm{SG}}=M_{\mathrm{FT}}`$, we see that the functional form of the supergravity and field theory entropies agree. With $`n_b=6`$, the numerical coefficient does not quite agree: the field theory entropy is a factor of $`2^{3/4}`$ too small, $`S_{\mathrm{SG}}=2^{3/4}S_{\mathrm{FT}}`$. Equivalently, one can say that the supergravity entropy behaves as if the gases carried twice the available energy.

Another interesting check is to consider the energy-momentum tensor. From the asymptotic value of the gravitational field one finds that dmrr  $`T_{ij}=\frac{1}{5}T_{00}\delta _{ij}`$. Putting $`T_{00}=_\text{D}+_\text{g}`$ and $`T_{ij}=(_\text{D}+\frac{1}{3}_\text{g})\delta _{ij}`$, as discussed above, one obtains $`_\text{g}=\frac{3}{2}_\text{D}`$, in agreement with the field theory prediction.

Before moving on to the charged case, let us discuss an interesting issue that appears already here. Since we reproduce the black brane entropy, it is clear that the specific heat of our system is negative. To understand why, let us consider how Hawking evaporation proceeds in this model, and check that the temperature increases when energy is radiated. When a closed string is emitted, energy is taken from the open string gas, so a priori the temperature should decrease. However, we have found that, in equilibrium, the energy in the gas is $`3/2`$ the tension of the $`\text{D-}\overline{\text{D}}`$ pairs. This means that, when the gas has lost enough energy so as to match $`3/2`$ the tension of $`N1`$ pairs, it will be entropically favorable for one pair to annihilate, giving energy to the gas and increasing its temperature. This is repeated again and again, effectively increasing the temperature on average as the mass of the system decreases. The process will continue until $`g_sN1`$, where the gas temperature becomes of order one in string units, and the model (16)-(18), based only on the massless open string modes, ceases to be valid. At this point we would expect all of the available energy to go into a highly-excited long string, so the brane-antibrane model makes contact with the string/black hole correspondence hp .

It is straightforward to generalize the model to the case of a charged black brane, where the numbers of D3-branes and anti-D3-branes are no longer equal, $`N\overline{N}`$:

$`M_{\mathrm{FT}}`$ $`=`$ $`(N+\overline{N})\tau _3V+E_\text{g}+E_{\overline{\text{g}}},`$ (16)
$`S_{\mathrm{FT}}`$ $`=`$ $`2^{\frac{5}{4}}3^{\frac{3}{4}}\pi ^{\frac{1}{2}}V^{\frac{1}{4}}\left(E_\text{g}\sqrt{N}+E_{\overline{\text{g}}}\sqrt{\overline{N}}\right),`$ (17)
$`Q_{\mathrm{FT}}`$ $`=`$ $`N\overline{N},`$ (18)
$`T_{\mathrm{FT}}^{ii}`$ $`=`$ $`(N+\overline{N})\tau _3+{\displaystyle \frac{1}{3V}}\left(E_\text{g}+E_{\overline{\text{g}}}\right),`$ (19)
where $`E_\text{g}=3\pi ^2N^2VT^4/8`$ ($`E_{\overline{\text{g}}}=3\pi ^2\overline{N}^2V\overline{T}^4/8`$) is the energy of the gas on the branes (antibranes). Notice that, since the theories are decoupled, the two gases could a priori have different temperatures, $`T\overline{T}`$.

Let us now consider the supergravity expressions, following a procedure similar to hms . The energy, entropy and charge of a non-extremal three-brane are given by

$`M_{\mathrm{SG}}`$ $`=`$ $`{\displaystyle \frac{\pi ^3}{\kappa ^2}}r_0^4V\left(\mathrm{cosh}2\alpha +{\displaystyle \frac{3}{2}}\right),`$ (20)
$`S_{\mathrm{SG}}`$ $`=`$ $`{\displaystyle \frac{2\pi ^4}{\kappa ^2}}r_0^5V\mathrm{cosh}\alpha ,`$ (21)
$`Q_{\mathrm{SG}}`$ $`=`$ $`{\displaystyle \frac{\pi ^{\frac{5}{2}}}{\kappa }}r_0^4\mathrm{sinh}2\alpha .`$ (22)
As discussed before, it is interesting to consider not only the mass but also the other components of the energy-momentum tensor, which turn out to be

$$T_{\mathrm{SG}}^{ij}=\left[\frac{\pi ^3}{\kappa ^2}r_0^4\left(\mathrm{cosh}2\alpha +\frac{1}{2}\right)\right]\delta ^{ij}.$$
(23)
Comparing (20), (22) and (23) with (16), (18) and (19) uniquely determines

$$N=\frac{\pi ^{\frac{5}{2}}}{2\kappa }r_0^4e^{2\alpha },\overline{N}=\frac{\pi ^{\frac{5}{2}}}{2\kappa }r_0^4e^{2\alpha },$$
(24)
and identifies the energy $`EE_\text{g}+E_{\overline{\text{g}}}`$ of two the gases as

$$E=\frac{3}{2}\frac{\pi ^3}{\kappa ^2}Vr_0^4,$$
(25)
in terms of which the entropy can be written as

$$S_{\mathrm{SG}}=2^{\frac{5}{4}}3^{\frac{3}{4}}\pi ^{\frac{1}{2}}V^{\frac{1}{4}}E^{\frac{3}{4}}\left(\sqrt{N}+\sqrt{\overline{N}}\right).$$
(26)
From (17), we see that this is the correct entropy for a gas of particles on the $`N`$ branes plus another gas on the $`\overline{N}`$ antibranes, both with the same energy $`E`$. However, since the total energy available for the gases is $`E`$, in the field theory model we have to assign an energy $`E/2`$ to each of them, resulting in a mismatch in the entropy which is exactly the same as found for the neutral case: $`S_{\mathrm{SG}}=2^{3/4}S_{\mathrm{FT}}`$. Under the condition that the energies in both gases are the same, one can check that the expressions (24) are the ones that maximize the entropy for fixed charge and mass.

The fact that the energy densities of the two gases are the same implies that their temperatures $`T`$, $`\overline{T}`$ are different. They are related through

$$\frac{2}{T_{\mathrm{FT}}}=\frac{1}{T}+\frac{1}{\overline{T}},$$
(27)
where $`T_{\mathrm{FT}}`$ is the temperature defined as $`T_{\mathrm{FT}}^1=(S/M)_Q`$ (which is a factor of $`2^{3/4}`$ smaller than the Hawking temperature, $`T_H=1/\pi r_o\mathrm{cosh}\alpha `$). It would be interesting to try to detect these two distinct temperatures directly in the supergravity side, as was done for the D1/D5 system in msgrey .

As we emphasized before, there is nothing to prevent us from postulating that the temperatures of the two gases are different, but it is not clear to us why supergravity seems to require that their energies (or equivalently, the pressures,) be the same. The equality of the two energies implies that, as one approaches the extremal limit $`M=Q\tau _3V`$ (i.e., $`\alpha \mathrm{}`$ with $`r_0e^{\alpha /2}`$), the temperature of the gas on the antibranes grows without bounds. Since the model is based on massless open string modes, it is expected to be valid only if both $`T`$ and $`\overline{T}`$ are substantially lower than the string scale. We expect that as $`\overline{T}l_s^1`$, the energy available to the gas on the antibranes goes to a highly excited long string, whose contribution to the entropy is however negligible compared to the gas on the branes.

As reviewed in Section I, in the near-extremal region it is known that the black brane entropy can be precisely reproduced using a system without antibranes gkp , so as one approaches extremality one would intuitively expect a transition to this class of states. It is easy to see that the entropies of these two microscopic descriptions cross when $`M6Q\tau _3V`$, which indeed suggests a transition, with the brane-antibrane system being the preferred one further away from extremality. However, it is hard to see how one could retain the agreement with supergravity in the entire parameter space: the brane-antibrane model gives the exact dependence of the black brane entropy on $`M`$ and $`Q`$, but gives a numerical value which is always a factor of $`2^{3/4}`$ too small, whereas the model of gkp  is in accord with supergravity in the near-extremal region, but deviates significantly from it already at the presumed transition point.

Another important property of black branes is that they are generically unstable gl . If the black three-brane, for instance, lives on a very large torus, then it has lower entropy than a ten-dimensional black hole, so the latter is the preferred configuration. It can be shown tachyon  that in our microscopic model it is also convenient to reduce the size of the system, but only until it is of the order of the inverse temperature. The radius that maximizes the entropy is found to yield an entropy-energy relation which is precisely that of a black hole in ten dimensions, as expected from the supergravity side.

Before closing, we should note that entirely analogous models can be formulated tachyon  for the black two-brane and five-brane of eleven dimensional supergravity, where the microscopic description is based upon M2-$`\overline{\text{M2}}`$ and M5-$`\overline{\text{M5}}`$ systems in M-theory. Using again the input from AdS/CFT, the results are in complete parallel with those of the D3-$`\overline{\text{D3}}`$ case.

## IV Conclusions

We have shown that a $`\text{D-}\overline{\text{D}}`$ system is stable if the temperature satisfies $`T>1/\sqrt{g_sN}l_s`$ (which in turn requires $`g_sN>1`$). Building upon this observation and previous work hms , we have formulated an explicit microscopic model for the black three-brane of ten-dimensional type IIB string theory. Combined with input from the AdS/CFT correspondence, the model yields an entropy which reproduces the supergravity result, up to a puzzling factor of $`2^{3/4}`$. Since the AdS/CFT correspondence uses supergravity (in the near-extremal region), the agreement might appear to be merely a consistency check, but the fact is that we are describing a very different regime (including the Schwarzschild case), and a different situation, since the number of branes can change. As we have seen, our field theory model possesses several appealing features which are in close correspondence with the properties of black branes and black holes in supergravity. Beyond the immediate task of questioning its assumptions and attempting to resolve the numerical discrepancy in the entropy, we believe that there are several interesting aspects of the model which merit further study.

## V Acknowledgements

AG would like to thank the organizers of the IV Mexican Workshop on Gravitation and Mathematical Physics for the invitation to present this work. UD is a Royal Swedish Academy of Sciences Research Fellow supported by a grant from the Knut and Alice Wallenberg Foundation and by the Swedish Natural Science Research Council (NFR). The work of AG is supported by a repatriation grant from the Mexican National Council of Science and Technology (CONACyT).