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# Untitled Document

R.R. Gadyl’shin111Bashkir State Pedagogical University, Ufa, Russia. E-mail: gadylshin@bspu.ru

ON LOCAL PERTURBATIONS OF SCHRÖDINGER OPERATOR ON PLANE

> We obtain necessary and sufficient conditions for emerging of small eigenvalue for Schrödinger operator on plane under local operator perturbations. In the case the eigenvalue emerges we construct its asymptotics. The examples are given.

1. INTRODUCTION

The questions of existence of bound states and asymptotics for associated eigenvalues (if they exist) for Schrödinger operator are investigated in –. In  in order to study the case of small perturbation of Schrödinger operator in the axis originated by sufficient arbitrary localized second-order operator it was used an approach differing from ones employed in –. This approach gave a simple explanation of ”non-regular” (non-obligatory) emerging of eigenvalues under, obviously, regular perturbation; the essence of this approach is as follows. Instead of spectral parameter $`\lambda `$ they introduced more natural frequency one $`k`$ related with spectral parameter by equality $`\lambda =k^2`$, where $`k`$ belonged to complex half-plane $`\text{Re}k>0`$. The solutions of both non-perturbed and perturbed equation were continued into complex plane by frequency parameter. Under such continuation the solution of non-perturbed equation had a pole at zero moving under perturbation and the residue at this pole (both for perturbed and non-perturbed problems) was a solution of corresponding homogeneous equation. For non-perturbed problem this residue is a constant considered as exponent in a power $`kt`$ with $`k=0`$. The side the pole moved to determined the exponential increasing or decreasing of residue for perturbed problem. As a result, if pole moved into half-plane $`_+\stackrel{def}{=}\{k:\text{Re}k>0\}`$, the eigenvalue had emerged, and it had not in the case of shift into the half-plane $`\text{Re}k0`$. Direction of this shift depended on the operator of perturbation.

For the small perturbation of Schrödinger operator on plane considered in this work and carried out by localized second-order operator, the situation changes noticeably, because here the solution of non-perturbed equation has a logarithmic branch point instead of pole at $`k=0`$, and, therefore, is analytically continued from half-plane into complex plane with a cut alone negative real semiaxis. None the less, following the scheme proposed in , it is possible to get the necessary and sufficient conditions under those the solution of perturbed equation has a small pole in a right half-plane (or, by other words, a small eigenvalue emerge) and to calcualte the asymptotics for it.

The construction of proof, on the one hand, being close to , and, on the other hand, having its some differences (regarding to the ”replacement” of pole to logarithmic singularity at non-perturbed equation), it is convenient to keep where possible the notations and style of exposition of work .

The structure of the work is the following one. In the second section we give a formulation of the main statement (Theorem 1) and its corollaries. The third section is devoted to the proof of the main statement. In concluding fourth section we show some examples illustrating the main statement.

2. FORMUALTION OF THE MAIN RESULT

Hereafter, $`W_{2,loc}^j(^2)`$ is a set of functions defined on $`^2`$ whose restrictions into each bounded domain $`D^2`$ belong to $`W_2^j(D)`$, $`_G`$ and $`_{j,G}`$ are norms in $`L_2(G)`$ and $`W_2^j(G)`$, respectively. Next, let $`Q`$ be an arbitrary bounded domain in $`^2`$, $`L_2(^2;Q)`$ be a subset of functions from $`L_2(^2)`$ having support in $`\overline{Q}`$, $`_\epsilon `$ be a linear operator mapping $`W_{2,loc}^j(^2)`$ into $`L_2(^2;Q)`$ such that $`_\epsilon [u]_QC()u_{2,Q}`$, where constant $`C()`$ is independent on $`\epsilon `$, $`0<\epsilon 1`$,

$$\begin{array}{c}g=\underset{^2}{}g𝑑x,H_0=\mathrm{\Delta },H_\epsilon =\left(\mathrm{\Delta }+\epsilon _\epsilon \right).\hfill \end{array}$$

Hereinafter, $`x=(x_1,x_2)`$, $`y=(y_1,y_2)`$. We define linear operators $`A(k):L_2(^2;Q)W_{2,loc}^2(^2)`$ and $`T_\epsilon ^{(0)}(k):L_2(^2;Q)L_2(^2;Q)`$ in a following way:

$`A(k)g`$ $`={\displaystyle \frac{1}{2\pi }}{\displaystyle \underset{^2}{}}𝒦_0(k|xy|)g(y)𝑑y,`$
$`T_\epsilon ^{(0)}(k)g`$ $`=_\epsilon [A(k)g]{\displaystyle \frac{g_\epsilon [1]}{2\pi }}\left(\mathrm{ln}k+𝐂\mathrm{ln}2\right),`$
where $`𝒦_0`$ is a Basse function of zero order (i.e., $`𝒦_0(z)=\frac{i\pi }{2}_0^{(1)}(iz)`$, where $`_0^{(1)}`$ is the Hankel function of first kind and zero order), $`𝐂`$ is the Euler constant. We denote by $`(X,Y)`$ the Banach space of linear bounded operators from Banach space $`X`$ into Banach space $`Y`$, $`(X)\stackrel{def}{=}(X,X)`$, and we will employ the symbol $`^h(X,Y)`$ ($`^h(X)`$) for the set of holomorphic operator-valued functions with values in $`(X,Y)`$ (in $`(X)`$). Let $`I`$ be the identity operator and $`S(t)`$ be a circle of radius $`t`$ with center at zero in $``$ and let $`S_\pm (t)=S(t)\backslash ^\pm `$. Hereinafter $`^{}`$ ($`^+`$) is a non-positive (non-negative) real semiaxis in a complex plane. Since

$$𝒦_0(z)=\mathrm{ln}\frac{z}{2}\underset{j=0}{\overset{\mathrm{}}{}}\frac{z^{2j}}{4^j(j!)^2}+\underset{j=0}{\overset{\mathrm{}}{}}\frac{z^{2j}\psi (j+1)}{4^j(j!)^2},$$

where $`\psi (z)`$ is a logarithmic derivation of Gamma function (see, for instance, , ), the definition of $`A(k)`$ and $`T_\epsilon ^{(0)}(k)`$ immediately implies

Lemma 1. For each $`R>0`$ there exists $`\epsilon _0(R)>0`$ such that for each fixed $`\epsilon <\epsilon _0(R)`$

1) there exists $`B_\epsilon (k)\stackrel{def}{=}(I+\epsilon T_\epsilon ^{(0)}(k))^1^h(L_2(^2;Q))`$ as $`kS_{}(R)`$, and also, the uniform convergence $`B_\epsilon (k)\underset{\epsilon 0}{}I`$ takes place;

2) there exists at most one (for each fixed $`\epsilon `$) solution $`k_\epsilon S_{}(R)`$ of equation

$$1+\epsilon \frac{1}{2\pi }B_\epsilon (k)_\epsilon [1]\left(\mathrm{ln}k+𝐂\mathrm{ln}2\right)=0,$$
$`(2.1)`$
moreover, if it exists, then

$$k_\epsilon \underset{\epsilon 0}{}0.$$
$`(2.2)`$
Remark 1. The statement of item 2) does not exclude the situation, when for some values $`\epsilon `$ the solution $`k_\epsilon S_{}(R)`$ of equation (2.1) exists, and for others it doesn’t.

We will say the operator $`_\epsilon `$ to be real-valued if $`\text{Im}\overline{g}_\epsilon [g]=0`$ for each function $`gW_{2,loc}^2(^2)`$. Let us denote $`\mathrm{\Pi }_s(t)=\{k:|\text{Im}k|<sC(),\text{Re}k>t\}`$. The main contents of this work is the following statement whose proof next section is devoted to.

Theorem 1. For $`\epsilon 0`$ there exists $`t(\epsilon )\mathrm{}`$, such that in $`\backslash \mathrm{\Pi }_\epsilon (t(\epsilon ))`$ for each fixed $`\epsilon `$ there is at most one eigenvalue $`\lambda _\epsilon `$ of operator $`H_\epsilon `$. The criteria of existence of this eigenvalue is an existence of solution $`k_\epsilon _+`$ for the equation (2.1), moreover,

$$\lambda _\epsilon =k_\epsilon ^2,$$
$`(2.3)`$
and associated unique eigenfunction $`\varphi _\epsilon `$ is of the form

$$\varphi _\epsilon =A(k_\epsilon )B_\epsilon (k_\epsilon )_\epsilon [1].$$
$`(2.4)`$
If, in addition, the operator $`_\epsilon `$ is real, then the statement of the theorem is true outside the interval $`(t(\epsilon ),\mathrm{})`$ of real axis.

The assertions (2.1), (2.2) and statement of Theorem 1 yield

Corollary. If $`_\epsilon [1]=0`$, then there is no $`\lambda _\epsilon \backslash \mathrm{\Pi }_\epsilon (t(\epsilon ))`$.

If there is no $`\lambda _\epsilon \backslash \mathrm{\Pi }_\epsilon (t(\epsilon ))`$, then $`\lambda _\epsilon 0`$ as $`\epsilon 0`$.

On the one hand, Theorem 1 give neither necessary nor sufficient conditions for operator $`_\epsilon `$ under those perturbed operator $`H_\epsilon `$ has small eigenvalues (except necessary condition given in Corollary), and, moreover, this theorem provides no asymptotics for these eigenvalues if they emerge. On the other hand, solving equation (2.1), one can easily deduce these conditions and asymptotics. Indeed, bearing in mind the definition of operators $`B_\epsilon (k)`$, $`T_\epsilon ^{(0)}(k)`$, $`A(k)`$ and

$$\left(\mathrm{\Delta }^1g\right)(x)\stackrel{def}{=}\frac{1}{2\pi }\underset{^2}{}\mathrm{ln}|xy|g(y)𝑑y,$$

one obtain the correctness of the following statement.

Lemma 2. If there exists a solution $`k_\epsilon S_{}(R)`$ of equation (2.1), then

$$k_\epsilon =\mathrm{exp}\left(M(\epsilon )\right),$$
$`(2.5)`$
where $`M(\epsilon )`$ has an asymptotics determined by equality

$$M(\epsilon )=\frac{2\pi }{\epsilon \underset{j=0}{\overset{\mathrm{}}{}}\left(\epsilon \right)^j\left(_\epsilon \mathrm{\Delta }^1\right)^j_\epsilon [1]}+𝐂\mathrm{ln}2$$
$`(2.6)`$
as $`\epsilon 0`$, and this asymptotics holds on power precision.

If for the function $`\stackrel{~}{M}(\epsilon )`$ equalling to right hand of (2.6) there exists $`\alpha >0`$ such that for $`\epsilon 0`$ the inequalities

$$\text{Re}\stackrel{~}{M}(\epsilon )>\alpha \epsilon ^\alpha ,\left|\text{Im}\stackrel{~}{M}(\epsilon )\right|<\frac{\pi }{2}\alpha \epsilon ^\alpha ,$$
$`(2.7)`$
hold, then for each $`R>0`$ there exists $`\epsilon _0(R)>0`$ such that for $`\epsilon <\epsilon _0(R)`$ there exist solutions $`k_\epsilon S^+(R)\stackrel{def}{=}S(R)_+`$ of equation (2.1).

If for the function $`\stackrel{~}{M}(\epsilon )`$ equalling to right hand of (2.6) there exists $`\alpha >0`$ such that for $`\epsilon 0`$ the inequalities

$$\text{Re}\stackrel{~}{M}(\epsilon )<\alpha \epsilon ^\alpha $$
$`(2.8)`$
or

$$\left|\text{Im}\stackrel{~}{M}(\epsilon )\right|>\frac{\pi }{2}+\alpha \epsilon ^\alpha ,$$
$`(2.9)`$
hold, then for each $`R>0`$ there exists $`\epsilon _0(R)>0`$ such that for $`\epsilon <\epsilon _0(R)`$ there is no solutions $`k_\epsilon S^+(R)`$ of equation (2.1).

In its turn, from Lemma 2 and Theorem 1 it follows

Theorem 2. If for function $`\stackrel{~}{M}(\epsilon )`$ equalling to right hand (2.6) there exists a number $`\alpha \beta >0`$ such that the inequalities (2.7) are true, then there exists $`t(\epsilon )\mathrm{}`$ such that in $`\backslash \mathrm{\Pi }_\epsilon (t(\epsilon ))`$ there is one eigenvalue $`\lambda _\epsilon `$ of operator $`H_\epsilon `$ and it has asymptotics given by (2.3), (2.5), (2.6).

If for the function $`\stackrel{~}{M}(\epsilon )`$ equalling to right hand of (2.6) there exists a number $`\alpha >0`$ such that one of inequalities (2.8), (2.9) holds then there exists $`t(\epsilon )\mathrm{}`$, such that in $`\backslash \mathrm{\Pi }_\epsilon (t(\epsilon ))`$ there is no eigenvalue of operator $`H_\epsilon `$.

In particular, it follows from Theorem 2, that if the eigenvalue exists, it has asymptotics

$$\lambda _\epsilon =4\mathrm{exp}\left\{\frac{4\pi }{\epsilon \underset{j=0}{\overset{\mathrm{}}{}}\left(\epsilon \right)^j\left(_\epsilon \mathrm{\Delta }^1\right)^j_\epsilon [1]}2𝐂\right\}.$$

Remark 2. The formulation of Theorem 2 means that if one of its assumption takes place only on some subsequence $`\epsilon _j0`$, then the corresponding statement holds true on this subsequence.

3. PROOF OF THEOREM 1

We indicate by $`^m(X,Y)`$ (by $`^m(X)`$) the set of meromorphic operator-valued functions with values in $`(X,Y)`$ (in $`(X)`$). Let $`(X,W_{2,loc}^2(^2))`$ be a set of linear operators from Banach space $`X`$ in $`W_{2,loc}^2(^2)`$ whose restriction on each bounded subset $`D`$ belongs to $`(X,W_2^2(D))`$. Similarly, by $`^h(X,W_{2,loc}^2(^2))`$ (by $`^m(X,W_{2,loc}^2(^2))`$) we denote the set of operator-valued functions with values in $`(X,W_{2,loc}^2(^2))`$ such that for each bounded $`D`$ they belong to $`^h(X,W_2^2(D))`$ (belong to $`^m(X,W_2^2(D))`$). Let $`P_\epsilon (k)`$ be an operator defined by equality

$$P_\epsilon (k)f=\epsilon \frac{\left(\mathrm{ln}k+𝐂\mathrm{ln}2\right)B_\epsilon (k)fB_\epsilon (k)_\epsilon [1]}{2\pi +\epsilon \left(\mathrm{ln}k+𝐂\mathrm{ln}2\right)B_\epsilon (k)_\epsilon [1]}+B_\epsilon (k)f,$$

$$_\epsilon (k)\stackrel{def}{=}A(k)P_\epsilon (k).$$

Theorem 3. For each $`R>0`$ there exists $`\epsilon _0(R)>0`$ such that for $`\epsilon <\epsilon _0`$ and $`kS_{}(R)`$

1) $`_\epsilon (k)^m(L_2(^2;Q),W_{2,loc}^2(^2))`$, and also, poles $`k_\epsilon `$ of operator $`_\epsilon (k)`$ coincide with solutions of equation (2.1); if, in addition, $`k_+`$, then $`_\epsilon (k)^m(L_2(^2,Q);W_2^2(^2))`$;

2) for each $`fL_2(^2;Q)`$ the function $`u_\epsilon =_\epsilon (k)f`$ is a solution of the equation

$$H_\epsilon u_\epsilon =k^2u_\epsilon +f\text{in }^2;$$
$`(3.1)`$
3) the residue of function $`u_\epsilon `$ at pole $`k_\epsilon `$ is determined by equality (2.4) up to multiplicative constant, moreover, this constant is nonzero if $`f0`$.

Proof. By definition $`A(k)^h(L_2(^2;Q),W_{2,loc}^2(^2))`$ as $`kS_{}(R)`$ for each $`R`$, moreover, $`A(k)^h(L_2(^2;Q),W_2^2(^2))`$ as $`k_+`$. Hence, taking into account the definition of $`_\epsilon (k)`$ and Lemma 1, we get the validity of statement 1) of the theorem being proved.

Let us show the correctness of item 2). We seek the solution of equation (3.1) as

$$u_\epsilon =A(k)g_\epsilon ,$$
$`(3.2)`$
where $`g_\epsilon `$ is a function to be found belonging to $`L_2(^2;Q)`$. Substituting (3.2) into (3.1) and bearing in mind that (3.2) is a solution of the equation

$$H_0u_\epsilon =k^2u_\epsilon +g_\epsilon \text{in }^2,$$

we get that (3.2) is a solution of (3.1) in the case when

$$(I+\epsilon T_\epsilon (k))g_\epsilon =f,$$
$`(3.3)`$
where

$$T_\epsilon (k)=_\epsilon A(k).$$
$`(3.4)`$
It follows from (3.4) and definition of $`T_\epsilon ^{(0)}(k)`$ and $`A(k)`$ that the operator $`T_\epsilon (k)`$ acts in a following way:

$$T_\epsilon (k)g=\frac{g_\epsilon [1]}{2\pi }\left(\mathrm{ln}k+𝐂\mathrm{ln}2\right)+T_\epsilon ^{(0)}(k)g.$$
$`(3.5)`$
Let $`R>0`$ be an arbitrary number and $`\epsilon `$ satisfy to Lemma 1. Applying the operator $`B_\epsilon (k)`$ to both hands of (3.3) and taking into account (3.5), we obtain that

$$\left(g_\epsilon +\epsilon \frac{g_\epsilon \left(\mathrm{ln}k+𝐂\mathrm{ln}2\right)}{2\pi }B_\epsilon (k)_\epsilon [1]\right)=B_\epsilon (k)f.$$
$`(3.6)`$
Having integrated (3.6), we get that

$$g_\epsilon \left(1+\epsilon \frac{\left(\mathrm{ln}k+𝐂\mathrm{ln}2\right)}{2\pi }B_\epsilon (k)_\epsilon [1]\right)=B_\epsilon (k)f.$$
$`(3.7)`$
Calculating $`g_\epsilon `$ by (3.7) and substituting this value in (3.6), we deduce that

$$g_\epsilon =P_\epsilon (k)f.$$
$`(3.8)`$
Assertions (3.2) and (3.8) imply the validity of statement 2). In its turn, the correctness 3) is yielded by 1), 2) and definition of $`_\epsilon (k)`$. The proof is complete.

We denote by $`R_\epsilon (\lambda )`$ the resolvent for operator $`H_\epsilon `$.

Lemma 3. The number of poles of resolvent $`R_\epsilon (\lambda )`$, their orders and dimensions of residua at them are completely determined by functions from $`L_2(^2;Q)`$.

Proof. Let $`F`$ be an arbitrary function having finite support $`D`$. It is easy to see that

$$R_\epsilon (\lambda )F=R_0(\lambda )F+\epsilon R_\epsilon (\lambda )_\epsilon R_0(\lambda )F.$$
$`(3.9)`$
Since $`R_0(\lambda )`$ has no poles, and $`\text{supp}\left(_\epsilon R_0(\lambda )F\right)\overline{Q}`$, it follows from (3.9) the statement of lemma.

We will employ the symbol $`\mathrm{\Sigma }(H_\epsilon )`$ for the set of eigenvalues of operator $`H_\epsilon `$.

Theorem 4. Let $`R>0`$ be an arbitrary number and $`\epsilon _0(R)`$ satisfy to statement of Theorem 3, $`\lambda =k^2`$. Then

$$_\epsilon (k)f=R_\epsilon (\lambda )f$$
$`(3.10)`$
for each $`fL_2(^2;Q)`$, $`0<\epsilon <\epsilon _0(R)`$ and $`kS^+(R)`$ (or, equivalently, for each $`\lambda S_+(R^2)`$).

If $`k_\epsilon S_{}(R)`$ is a pole of operator $`_\epsilon (k)`$ and $`\text{Re}k_\epsilon 0`$, then $`\mathrm{\Sigma }(H_\epsilon )S_+(R^2)=\mathrm{}`$.

If $`k_\epsilon S^+(R)`$ is a pole of operator $`_\epsilon (k)`$, then $`\mathrm{\Sigma }(H_\epsilon )S_+(R^2)=\{\lambda _\epsilon \}`$, where $`\lambda _\epsilon `$ and the associated unique eigenfunction are given by equalities (2.3) and (2.4).

Proof. The function $`\lambda =k^2`$ mapping $`S^+(R)`$ onto $`S_+(R^2)`$ in one-to-one manner, the correctness of equality (3.10) follows from statement 2) of Theorem 3 and the definition of resolvent. The correctness of other statement of the theorem being proved follows from Theorem 3 and Lemma 3.

Lemma 4. $`\mathrm{\Sigma }(H_\epsilon )\mathrm{\Pi }_\epsilon (\epsilon C())`$. If $`_\epsilon `$ is a real operator then $`\mathrm{\Sigma }(H_\epsilon )[\epsilon C(),\mathrm{})`$.

Proof. Let $`\lambda _\epsilon \mathrm{\Sigma }(H_\epsilon )`$, $`\varphi _\epsilon `$ be an associated eigenfunction normalized in $`L_2(^2)`$. Therefore

$$H_\epsilon \varphi _\epsilon =\lambda _\epsilon \varphi _\epsilon \text{in }^2.$$
$`(3.11)`$
Since $`H_\epsilon U=H_0U`$ outside $`\overline{Q}`$, it is easy to show that $`\varphi _\epsilon W_2^2(^2)`$. Multiplying both hands of (3.11) by $`\overline{\varphi _\epsilon }`$ and integrating by parts we obtain the equality

$$\varphi _\epsilon _^2^2\epsilon \overline{\varphi _\epsilon }_\epsilon \varphi _\epsilon =\lambda _\epsilon .$$
$`(3.12)`$
Taking imaginary and real part of (3.12) and using an estimate $`_\epsilon \varphi _\epsilon _QC()\varphi _\epsilon _{2,Q}`$, we conclude that the lemma holds true.

Let $`[a,b]_{}`$ be a segment $`[a,b]`$ of real axis.

Lemma 5. For each $`R>0`$ there exists $`\epsilon _0(R)>0`$ such that $`[0,R]_{}\mathrm{\Sigma }(H_\epsilon )=\mathrm{}`$ as $`\epsilon <\epsilon _0`$.

Proof. We prove the lemma by reductio ad absurdum. It is easy to see that without loss of generality it is sufficient to consider the situation $`[0,R]_{}\mathrm{\Sigma }(H_\epsilon )=\lambda _\epsilon \underset{\epsilon 0}{}\lambda _{}`$ in the cases when all $`\lambda _\epsilon 0`$, and, conversely, when all $`\lambda _\epsilon =0`$. Clear, in the latter case $`\lambda _{}=0`$.

We start from first case. Since $`H_\epsilon U=H_0U`$ outside $`\overline{Q}`$, then for the associated eigenfunction $`\varphi _\epsilon `$ the equality $`\varphi _\epsilon =0`$ holds as $`|x|=T`$ for each $`T`$ sufficiently large (see., for instance, \[14, § 3.10\]). Hence, $`\lambda _\epsilon `$ and $`\varphi _\epsilon `$ are eigenelements of the boundary value problem

$$H_\epsilon \varphi _\epsilon =\lambda _\epsilon \varphi _\epsilon \text{as }|x|<T,\text{ }\varphi _\epsilon =0\text{ as }|x|=T.$$
$`(3.13)`$
Since (3.13) is a regular perturbation of the limit problem

$$H_0\varphi _{}=\lambda _{}\varphi _0\text{as }|x|<T,\varphi _{}=0\text{ as }|x|=T,$$
$`(3.14)`$
it follows that having chosen $`T`$ in such a way that $`\lambda _{}`$ not to be an eigenvalue of (3.14), we get that $`\varphi _\epsilon `$ can not satisfy to (3.13).

Let us proceed to the second case $`\lambda _\epsilon =0`$. In an obvious way from (3.11) and properties of $`_\epsilon `$ it follows the estimate

$$\begin{array}{c}\mathrm{\Delta }\varphi _\epsilon _^2\epsilon C\varphi _\epsilon _{2,Q},\hfill \\ \varphi _\epsilon _^2^2\epsilon C\varphi _\epsilon _Q\varphi _\epsilon _{2,Q}.\hfill \end{array}$$
$`(3.15)`$
Without loss of generality we assume that the function $`\varphi _\epsilon `$ is normalized in $`W_2^2(Q)`$. Then the estimates (3.15) imply that on $`Q`$

$$\varphi _\epsilon =|Q|^{1/2}+\psi _\epsilon ,$$
$`(3.16)`$
$$\psi _\epsilon _{1,Q}0\text{as }\epsilon 0.$$
$`(3.17)`$
By localness of $`_\epsilon `$ and (3.16) outside $`Q`$ the function $`\varphi _\epsilon `$ being a solution of boundary value problem

$$\mathrm{\Delta }\varphi _\epsilon =0\text{in }^2\backslash \overline{Q}\varphi _\epsilon =|Q|^{1/2}+\psi _\epsilon \text{on }Q,$$

it follows from (3.17) that $`\varphi _\epsilon `$ does not tends to zero at infinity. Therefore, $`\varphi _\epsilon L_2(^2)`$. The contradiction obtained completes the proof of lemma.

One can easily see that Theorem 1 is a direct implication of Theorem 4 and Lemmas 4 and 5.

4. EXAMPLES

Example 1. Let $`_\epsilon [g]=Vg`$, where $`VC_0^{\mathrm{}}(Q)`$. It follows from (2.6) that for this case

$$\stackrel{~}{M}(\epsilon )=\frac{2\pi }{\epsilon m(\epsilon )}+𝐂\mathrm{ln}2,$$
$`(4.1)`$
where

$$m(\epsilon )=V+\underset{j=1}{\overset{3}{}}\left(\epsilon \right)^j\left(V\mathrm{\Delta }^1\right)^jV+O(\epsilon ^4).$$
$`(4.2)`$
We note, that by integrating by parts it is easy to show the validity of equalities:

$`U\mathrm{\Delta }^1U=\left(\left(\mathrm{\Delta }^1U\right)\right)^2,\left(U\mathrm{\Delta }^1\right)^2U=U\left(\mathrm{\Delta }^1U\right)^2,`$ $`(4.3)`$
$`\left(U\mathrm{\Delta }^1\right)^3U=\left(U\mathrm{\Delta }^1U\right)\mathrm{\Delta }^1\left(U\mathrm{\Delta }^1U\right),\text{if }U=0.`$
The assertions (4.1)–(4.3) yield

$$\stackrel{~}{M}(\epsilon )=\frac{2\pi }{\epsilon V}+\frac{2\pi V\mathrm{\Delta }^1V}{V^2}+𝐂\mathrm{ln}2+O(\epsilon ),\text{if }V0,$$
$`(4.4)`$
$`\stackrel{~}{M}(\epsilon )=`$ $`{\displaystyle \frac{2\pi }{\epsilon ^2\left(\left(\mathrm{\Delta }^1V\right)\right)^2}}{\displaystyle \frac{2\pi V\left(\mathrm{\Delta }^1V\right)^2}{\epsilon \left(\left(\mathrm{\Delta }^1V\right)\right)^2^2}}`$ $`(4.5)`$
$`+{\displaystyle \frac{2\pi \left(V\mathrm{\Delta }^1V\right)\mathrm{\Delta }^1\left(V\mathrm{\Delta }^1V\right)}{\left(\left(\mathrm{\Delta }^1V\right)\right)^2^2}}+{\displaystyle \frac{2\pi V\left(\mathrm{\Delta }^1V\right)^2^2}{\left(\left(\mathrm{\Delta }^1V\right)\right)^2^3}}`$
$`+𝐂\mathrm{ln}2+O(\epsilon ),\text{if }V=0.`$
First we consider classical situation $`\text{Im}V=0`$. It follows from (4.4) and Theorem 2 that if $`V<0`$, then there is no eigenvalue converging to zero, and if $`V>0`$, then

$$\lambda _\epsilon =\varkappa _\epsilon ^2\mathrm{exp}\left\{\frac{4\pi }{\epsilon V}\right\},$$
$`(4.6)`$
$$\varkappa _\epsilon =2\mathrm{exp}\left\{\frac{2\pi V\mathrm{\Delta }^1V}{V^2}𝐂\right\}+O(\epsilon ).$$

By analogy, from (4.5) and Theorem 2 it follows that if $`V=0`$, then the eigenvalue exists and has the asymptotics

$$\lambda _\epsilon =\varkappa _\epsilon ^2\mathrm{exp}\left\{\frac{4\pi }{\epsilon ^2\left(\mathrm{\Delta }^1V\right)_^2^2}+\frac{4\pi V\left(\mathrm{\Delta }^1V\right)^2}{\epsilon \left(\mathrm{\Delta }^1V\right)_^2^4}\right\},$$
$`(4.7)`$
$$\varkappa _\epsilon =2\mathrm{exp}\left\{\frac{2\pi \left(V\mathrm{\Delta }^1V\right)\mathrm{\Delta }^1\left(V\mathrm{\Delta }^1V\right)}{\left(\mathrm{\Delta }^1V\right)_^2^4}\frac{2\pi V\left(\mathrm{\Delta }^1V\right)^2^2}{\left(\mathrm{\Delta }^1V\right)_^2^6}𝐂\right\}+O(\epsilon ).$$

It should be noted that formulas (4.6), (4.7) are well-known (see , ).

Now let us consider complex potential $`V`$. It follows from Theorem 2 and (4.4) that if $`\text{Im}V0`$, then for all sufficiently small $`\epsilon `$ there is no eigenvalue outside $`\backslash \mathrm{\Pi }_\epsilon (t(\epsilon ))`$ (i.e., there is no small eigenvalue). Observe, this situation differs noticeably from one-dimensional case in , where the sufficient condition for the existence of the eigenvalue converging to zero was $`\text{Re}V>0`$.

Let us show that for complex potential even the condition $`V>0`$ is insufficient for existence of eigenvalue. Let $`V=v+ia\mathrm{\Delta }v`$, where $`vC_0^{\mathrm{}}(Q)`$ is a real function, $`v>0`$, and $`a`$ is an arbitrary real constant unknown yet. It is easy to see that in this case

$$V=v>0,V\mathrm{\Delta }^1V=(1a^2)v\mathrm{\Delta }^1v+i2av_^2^2.$$

Then it follows from (4.4) that

$`\text{Re}\stackrel{~}{M}(\epsilon )`$ $`={\displaystyle \frac{2\pi }{\epsilon v}}+{\displaystyle \frac{2\pi (1a^2)v\mathrm{\Delta }^1v}{v^2}}+𝐂\mathrm{ln}2+O(\epsilon ),`$ $`(4.8)`$
$`\text{Im}\stackrel{~}{M}(\epsilon )`$ $`={\displaystyle \frac{4\pi av_^2^2}{v^2}}+O(\epsilon ).`$
It follows from (4.8) and Theorem 2 that for

$$|a|>\frac{v^2}{8v^2}$$

there is no small eigenvalue, and for

$$|a|<\frac{v^2}{8v^2}$$

such eigenvalue exists and has asymptotics (4.6), where

$`\varkappa _\epsilon =`$ $`2\mathrm{exp}\left\{{\displaystyle \frac{2\pi (a^21)v\mathrm{\Delta }^1v}{v^2}}𝐂\right\}`$ $`(4.9)`$
$`\times \left(\mathrm{cos}\left({\displaystyle \frac{4a\pi v^2}{v^2}}\right)i\mathrm{sin}\left({\displaystyle \frac{4a\pi v^2}{v^2}}\right)\right)+O(\epsilon ).`$
In particular, it follows from (4.6) and (4.9) that for

$$\frac{v^2}{16v^2}<|a|<\frac{v^2}{8v^2}$$

the eigenvalue lies in the right complex half-plane (in contrast to the case of real potential, for that eigenvalue can lie only in the negative real semiaxis).

Example 2. Let $`_\epsilon [g]=V_\epsilon g`$, where $`V_\epsilon =V+\epsilon V_1`$, and $`V,V_1`$ are real function having supports in $`Q`$. Then by (2.6), (4.3) and by equalities checked easily

$`V_1\mathrm{\Delta }^1V=V\mathrm{\Delta }^1V_1,\left(V\mathrm{\Delta }^1\right)^2V_1=V\left(\mathrm{\Delta }^1V\right)\left(\mathrm{\Delta }^1V_1\right),`$
$`V\mathrm{\Delta }^1\left(V_1\mathrm{\Delta }^1V\right)=V_1\left(\mathrm{\Delta }^1V\right)^2\text{as }V=0`$
$`\stackrel{~}{M}(\epsilon )`$ has the form (4.1), where

$$m(\epsilon )=V+\epsilon \left(V_1V\mathrm{\Delta }^1V\right)+O(\epsilon ^2),\text{if }V0,$$
$`(4.10)`$
and

$`{\displaystyle \frac{m(\epsilon )}{\epsilon }}=`$ $`\left(\mathrm{\Delta }^1V\right)_^2^2+V_1\epsilon \left\{2V_1\mathrm{\Delta }^1VV\left(\mathrm{\Delta }^1V\right)^2\right\}`$ $`(4.11)`$
$`\epsilon ^2m_2+O(\epsilon ^3),\text{if }V=0,`$
where

$`m_2=`$ $`V_1\mathrm{\Delta }^1V_1+\left(V\mathrm{\Delta }^1V\right)\mathrm{\Delta }^1\left(V\mathrm{\Delta }^1V\right)`$ $`(4.12)`$
$`V\left(\mathrm{\Delta }^1V\right)\left(\mathrm{\Delta }^1V_1\right)V_1\left(\mathrm{\Delta }^1V\right)^2V_1\mathrm{\Delta }^1\left(V\mathrm{\Delta }^1V\right).`$
It follows from (4.1), (4.10), (4.11) that

$$\stackrel{~}{M}(\epsilon )=\frac{2\pi }{\epsilon V}+\frac{2\pi \left(V\mathrm{\Delta }^1VV_1\right)}{V^2}+𝐂\mathrm{ln}2+O(\epsilon ),\text{if }V0,$$
$`(4.13)`$
and

$`\stackrel{~}{M}(\epsilon )=`$ $`{\displaystyle \frac{2\pi }{\epsilon ^2\left(\left(\mathrm{\Delta }^1V\right)_^2^2+V_1\right)}}+{\displaystyle \frac{2\pi \left(2V_1\mathrm{\Delta }^1VV\left(\mathrm{\Delta }^1V\right)^2\right)}{\epsilon \left(\left(\mathrm{\Delta }^1V\right)_^2^2+V_1\right)^2}}`$ $`(4.14)`$
$`+{\displaystyle \frac{2\pi \left(2V_1\mathrm{\Delta }^1VV\left(\mathrm{\Delta }^1V\right)^2\right)^2}{\left(\left(\mathrm{\Delta }^1V\right)_^2^2+V_1\right)^3}}+{\displaystyle \frac{2\pi m_2}{\left(\left(\mathrm{\Delta }^1V\right)_^2^2+V_1\right)^2}}`$
$`+𝐂\mathrm{ln}2+O(\epsilon ),\text{if }V=0.`$
It follows from (4.13), (4.14) and Theorem 2 that the condition $`V_\epsilon 0`$ is sufficient for existence of eigenvalue. If $`V_\epsilon >0`$ ”in principle” (i.e., $`V>0`$), then by (4.13) it has asymptotics (4.6), where

$$\varkappa _\epsilon =2\mathrm{exp}\left\{\frac{2\pi \left(V\mathrm{\Delta }^1VV_1\right)}{V^2}𝐂\right\}+O(\epsilon ).$$

If $`V_\epsilon >0`$ in small (i.e., $`V=0`$, but $`V_1>0`$), then due to (4.14) the eigenvalue has asymptotics

$`\lambda _\epsilon =`$ $`\varkappa _\epsilon ^2\mathrm{exp}\{{\displaystyle \frac{4\pi }{\epsilon ^2\left(V_1+\left(\mathrm{\Delta }^1V\right)_^2^2\right)}}`$
$`{\displaystyle \frac{4\pi \left(2V_1\mathrm{\Delta }^1VV\left(\mathrm{\Delta }^1V\right)^2\right)}{\epsilon \left(\left(\mathrm{\Delta }^1V\right)_^2^2+V_1\right)^2}}\},`$
$`\varkappa _\epsilon =2\mathrm{exp}\{`$ $`{\displaystyle \frac{2\pi \left(2V_1\mathrm{\Delta }^1VV\left(\mathrm{\Delta }^1V\right)^2\right)^2}{\left(\left(\mathrm{\Delta }^1V\right)_^2^2+V_1\right)^3}}`$
$`{\displaystyle \frac{2\pi m_2}{\left(\left(\mathrm{\Delta }^1V\right)_^2^2+V_1\right)^2}}𝐂\}+O(\epsilon ),`$
where constant $`m_2`$ is defined by (4.12). And, finally, if $`V_\epsilon =0`$, then in view of (4.14) and (4.3) the eigenvalue has asymptotics

$$\lambda _\epsilon =\varkappa _\epsilon ^2\mathrm{exp}\left\{\frac{4\pi }{\epsilon ^2\left(\mathrm{\Delta }^1V\right)_^2^2}\frac{4\pi \left(2V_1\mathrm{\Delta }^1V+V\left(\mathrm{\Delta }^1V\right)^2\right)}{\epsilon \left(\mathrm{\Delta }^1V\right)_^2^4}\right\},$$

$$\varkappa _\epsilon =2\mathrm{exp}\left\{\frac{2\pi \left(2V_1\mathrm{\Delta }^1V+V\left(\mathrm{\Delta }^1V\right)^2\right)^2}{\left(\mathrm{\Delta }^1V\right)_^2^6}\frac{2\pi m^{(2)}}{\left(\mathrm{\Delta }^1V\right)_^2^4}𝐂\right\}+O(\epsilon ),$$

where

$`m^{(2)}=`$ $`\left(\mathrm{\Delta }^1V_1\right)^2+\left(V\mathrm{\Delta }^1V\right)\mathrm{\Delta }^1\left(V\mathrm{\Delta }^1V\right)`$
$`V\left(\mathrm{\Delta }^1V\right)\left(\mathrm{\Delta }^1V_1\right)V_1\left(\mathrm{\Delta }^1V\right)^2V_1\mathrm{\Delta }^1\left(V\mathrm{\Delta }^1V\right).`$
However, in contrast to classic case (real $`V_\epsilon =V`$) the condition $`V_\epsilon <0`$ is insufficient for absence of eigenvalue. Indeed, let $`v`$ be a real function, $`V=\mathrm{\Delta }v`$, $`V_1=av`$, $`v>0`$ and $`a`$ is a some arbitrary constant. Then by (4.14)

$`\stackrel{~}{M}(\epsilon )=`$ $`{\displaystyle \frac{2\pi }{\epsilon ^2\left(v_^2^2+av\right)}}+{\displaystyle \frac{2\pi \left(2av_^2^2v^2\mathrm{\Delta }v\right)}{\epsilon \left(\left(\mathrm{\Delta }^1V\right)_^2^2+V_1\right)^2}}`$ $`(4.15)`$
$`+{\displaystyle \frac{2\pi \left(2av_^2^2v^2\mathrm{\Delta }v\right)^2}{\left(v_^2^2+av\right)^3}}+{\displaystyle \frac{2\pi \stackrel{~}{m}_2}{\left(v_^2^2+av\right)^2}}`$
$`+𝐂\mathrm{ln}2+O(\epsilon ),`$
where

$`\stackrel{~}{m}_2=`$ $`a^2v\mathrm{\Delta }^1v+\left(v\mathrm{\Delta }v\right)\mathrm{\Delta }^1\left(v\mathrm{\Delta }v\right)`$ $`(4.16)`$
$`av\left(\mathrm{\Delta }^1v\right)\mathrm{\Delta }vav^3av\mathrm{\Delta }^1\left(v\mathrm{\Delta }v\right).`$
It follows from (4.15) and Theorem 2 that for

$$\frac{v^2}{v}<a<0$$

the eigenvalue exists and has asymptotics

$$\lambda _\epsilon =\varkappa _\epsilon ^2\mathrm{exp}\left\{\frac{4\pi }{\epsilon ^2\left(v_^2^2+av\right)}\frac{4\pi \left(2av_^2^2v^2\mathrm{\Delta }v\right)}{\epsilon \left(v_^2^2+av\right)^2}\right\},$$

$$\varkappa _\epsilon =2\mathrm{exp}\left\{\frac{2\pi \left(2av_^2^2v^2\mathrm{\Delta }v\right)^2}{\left(v_^2^2+av\right)^3}\frac{2\pi \stackrel{~}{m}_2}{\left(v_^2^2+av\right)^2}𝐂\right\}+O(\epsilon ),$$

where $`\stackrel{~}{m}_2`$ is defined in (4.16). At the same time, clearly, $`V_\epsilon =av<0`$ for the indicated values of $`a`$. Similar effect was observed in .

Example 3. Let

$$_\epsilon [g]=\chi (Q)\rho _\epsilon g,$$

where $`\chi (Q)`$ is a characteristic function of $`Q`$, (i.e., the function equalling to one as $`xQ`$ and vanishing for other $`x`$), and a function $`\rho _\epsilon `$ be continuous in $`\overline{Q}`$ and extended by zero outside $`\overline{Q}`$.

Since

$$_\epsilon [1]=\rho _\epsilon ,$$
$`(4.17)`$
it follows from Corollary of Theorem 1 that there is no small eigenvalue if $`\rho _\epsilon =0`$.

From definition of $`_\epsilon `$ it follows that

$$\left(_\epsilon \mathrm{\Delta }^1\right)^n_\epsilon [1]=\rho _\epsilon \mathrm{\Delta }^1\chi ^n\chi ,n1.$$
$`(4.18)`$
Substituting (4.17), (4.18) into (2.6) we get that

$$\stackrel{~}{M}(\epsilon )=\frac{2\pi }{\epsilon \rho _\epsilon |Q|}\left(1+\epsilon \rho _\epsilon \mathrm{\Delta }^1\chi \right)+𝐂\mathrm{ln}2.$$
$`(4.19)`$
We remind, that in view of Theorem 2 the sufficient condition for existence of small eigenvalue is an existence of $`\alpha >0`$ such that the inequalities (2.7) hold, due to (4.19) they take the form

$`\text{Re}{\displaystyle \frac{1+\epsilon \rho _\epsilon \mathrm{\Delta }^1\chi }{\epsilon \rho _\epsilon }}>\alpha \epsilon ^\alpha +{\displaystyle \frac{|Q|\left(\mathrm{ln}2𝐂\right)}{2\pi }},`$ $`(4.20)`$
$`\left|\text{Im}{\displaystyle \frac{1+\epsilon \rho _\epsilon \mathrm{\Delta }^1\chi }{\epsilon \rho _\epsilon }}\right|<{\displaystyle \frac{|Q|}{4}}\alpha \epsilon ^\alpha .`$
The first of these inequalities holds true, if quantities $`\rho _\epsilon \mathrm{\Delta }^1\chi `$ and $`\rho _\epsilon `$ are bounded by module as $`\epsilon 0`$ and $`\text{Re}\rho _\epsilon >0`$, and second relationship, clear, take place for real $`\rho _\epsilon `$. Under fulfilment of condition (4.20) due to Theorem 2 the eigenvalue is of the form

$$\lambda _\epsilon =4\mathrm{exp}\left\{\frac{4\pi \left(1+\epsilon \rho _\epsilon \mathrm{\Delta }^1\chi \right)}{\epsilon |Q|\rho _\epsilon }2𝐂+O(\epsilon ^{\mathrm{}})\right\}.$$
$`(4.21)`$
By analogy, due to Theorem 2 the sufficient condition of absence small eigenvalue is an existence of $`\alpha >0`$ such that the inequalities (2.8) or (2.9) hold true, those due to (4.19) are of the form

$$\text{Re}\frac{1+\epsilon \rho _\epsilon \mathrm{\Delta }^1\chi }{\epsilon \rho _\epsilon }<\alpha \epsilon ^\alpha +\frac{|Q|\left(\mathrm{ln}2𝐂\right)}{2\pi }$$

or

$$\left|\text{Im}\frac{1+\epsilon \rho _\epsilon \mathrm{\Delta }^1\chi }{\epsilon \rho _\epsilon }\right|>\frac{|Q|}{4}+\alpha \epsilon ^\alpha .$$

If quantities $`\rho _\epsilon \mathrm{\Delta }^1\chi `$ and $`\rho _\epsilon `$ are bounded by module as $`\epsilon 0`$ and $`\text{Re}\rho _\epsilon <0`$, then first of these inequalities holds a fortiori, and second inequality, obviously, take place for $`\left|\text{Im}\rho _\epsilon \right|>c>0`$.

Remark 3. Defining concretely $`\rho _\epsilon `$ (like it was done in Examples 1 and 2), by simple relationships (4.20) and (4.21) it is easy to get more explicit formulas for eigenvalues (like in Examples 1, 2). In particular, from (4.20) and (4.21) it follows that if $`\rho _\epsilon 1`$ in $`Q`$, then

$`\lambda _\epsilon `$ $`=\varkappa _\epsilon ^2\mathrm{exp}\left\{{\displaystyle \frac{4\pi }{\epsilon |Q|^2}}\right\},`$
$`\varkappa _\epsilon `$ $`=2\mathrm{exp}\left\{{\displaystyle \frac{2\pi \mathrm{\Delta }^1\chi }{|Q|^2}}𝐂\right\}+O(\epsilon ^{\mathrm{}}).`$
On the other hand, for the case $`_\epsilon =V_\epsilon `$ considered in Examples 1 and 2 under fulfilment of inequalities (2.7) from Theorem 2 and (2.6) we deduce the following ”general” analog of formula (4.21) for eigenvalues:

$$\lambda _\epsilon =4\mathrm{exp}\left\{\frac{4\pi }{\epsilon \underset{j=0}{\overset{\mathrm{}}{}}\left(\epsilon \right)^j\left(V_\epsilon \mathrm{\Delta }^1\right)^jV_\epsilon }2𝐂+O(\epsilon ^{\mathrm{}})\right\},$$

that is, however, is not such constructive like (4.21) and formulas obtained in Examples 1 and 2.

Example 4. Let

$$_\epsilon g=\underset{i,j=1}{\overset{2}{}}\frac{}{x_i}\left(a_{ij}\frac{}{x_j}g\right)+\underset{i=1}{\overset{2}{}}\frac{}{x_i}\left(a_ig\right)+^\epsilon g,$$
$`(4.22)`$
where $`a_{ij},a_i,C_0^{\mathrm{}}(Q)`$,

$$^\epsilon \stackrel{def}{=}V_\epsilon \text{or}^\epsilon [g]\stackrel{def}{=}\chi (Q)\rho _\epsilon g.$$

Since $`_\epsilon [1]=^\epsilon [1]`$ and $`_\epsilon g=^\epsilon g`$, by (2.6) the function $`\stackrel{~}{M}(\epsilon )`$, corresponding to the operator defined by (4.22), coincides with the function $`\stackrel{~}{M}(\epsilon )`$, corresponding to the operator $`_\epsilon =^\epsilon `$. Therefore, all the results established in Examples 1–3 (for operator $`_\epsilon =V_\epsilon `$ and operator defined by equality $`^\epsilon [g]=\chi (Q)\rho _\epsilon g`$), are carried over with no changes to the case of operator defined by equality (4.22).

Acknowledgments. The work has done under support of RFBR grants (02-01-00693, 00-15-96038) and Ministry of Education of Russia (E00-1.0-53).

References

 L. D. Landau, E. M. Lifshits. Theoretical physics. Vol. 3. Quantum mechanics. Non-relativistic theory. M.: Nauka, 1974. (in Russian)

 B. Simon. Ann. Phys. 1976. V. 97. P. 279–288.

 M. Klaus. Ann. Phys. 1977. V. 108. P. 288–300.

 R. Blankenbecler, M.L. Goldberger, B. Simon. Ann. Phys. 1977. V. 108. P. 69–78.

 M. Klaus, B. Simon. Ann. Phys. 1980. V. 130. P. 251–281.

 F. Bentosela, R.M. Cavalcanti, P.Exner, V.A. Zagrebanov. J. Phys. A. 1999. V. 32. P. 3029–3039.

 D.E. Pelinovsky, C. Sulem. Theor. Math. Phys. 2000. V. 122. P. 98-106.

 D.E. Pelinovsky, C. Sulem. Commun. Math. Phys. 2000. V. 208. P. 713–760.

 P. Zhevandrov, A. Merzon. Trans. AMS (accepted).

 P. Zhevandrov, A. Merzon. Proc. 3-rd Intern. ISAAC Congress. Berlin. 2001 (accepted).

 R. R. Gadyl’shin. Theor. Math. Phys. 2002. V. 132. P. 976–982.

 I. S. Gradshteyn, I. M. Ryzhik. Table of integrals, series, and products. New York - London - Toronto: Academic Press, 1980.

 H. Bateman, A. Erdélyi. Higher transcendental functions. Vol. 2. M.: ”Nauka”, 1974.

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# Anomalous Bending of a Polyelectrolyte

## I Introduction and Summary

Given the ubiquity of charged linear structures in biology, and their fundamental importance to essential processes in living systems, the relationship of Coulomb interactions to the mechanical properties of polyelectrolytes is a topic of pressing interest. Indeed, there have been a number of theoretical Barratt and Joanny (1993, 1996); Ha and Thirumalai (1999); Stevens and Kremer (1995); Ariel and Andelman ; Netz and Orland (1999) and experimental Eichinger et al. (1996); Janmey (1999); Helfer et al. (2000) studies of the behavior of charged polymeric chains, with an eye to elucidating the various influences that control their equilibrium and statistical characteristics. In spite of the considerable effort expended, there is, as yet, no comprehensive theoretical description of the way in which charged chains respond to environmental influences.

The basic theoretical model of a polyelectrolyte chain (PE) is simplicity itself. A rod with an intrinsic elasticity quantified in terms of a bending modulus carries charges, either uniformly distributed along it, or concentrated at points along its axis. The energy of this chain consists entirely of the elastic energy associated with bending of the rod and the electrostatic energy of interaction of the charges on the rod. The electrostatic interaction may be screened by counterions in solution in the vicinity of the rod. This screening is assumed to be Debye-like.

The characterization of the effects of intrinsic stiffness of a neutral inextensible, or worm-like, chain (WLC) in terms of a *persistence length* is by now well-established Landau et al. (1980). This quantity describes the exponential decay of correlations in the orientation of the backbone of a WLC. It is directly related to the energy stored in a short segment of the WLC which has been bent as the result of the application of force couples at its end points. An extension of the persistence length to the case of a PE, due to Odijk Odijk (1977) utilizes this basic approach to obtain that quantity in the case of a stiff, charged rod. In calculating the energy of the bent segment of the PE, Odijk assumed that the shape of this segment is not affected by the Coulomb interactions, an assumption shared by all other expressions for the effective persistence length of a PE of which we are currently aware Skolnick and Fixman (1977); Khokhlov and Khachaturian (1982); Witten and Li (1995). This leads to a remarkably successful analytic expression for the persistence length \[see Eq. (6) in the next section\]. This approximation does not work in all regimes; in previous work, we have identified the regimes in which this assumption is correct and other regimes in which it fails to give rise to accurate answers Zandi et al. (2002, 2003).

The general question of the applicability of the notion of a persistence length to a PE in the rod-like limit was explored in the above mentioned work Zandi et al. (2002, 2003) by the current authors. This study was conducted in the context of a calculation of the thermal distribution of end-to-end distances of an ensemble of rod-like PE’s. It was found that there are regimes in which this distribution differs substantially from the corresponding distribution for neutral WLC’s. When this is the case, the effective persistence length associated with the end-to-end distance distribution (or radial distribution) is not consistent with the formula derived in Ref. Odijk (1977). The effective persistence length is obtained in reference Zandi et al. (2002, 2003) by matching the PE distribution as closely as possible to the radial distribution of uncharged worm-like chains Wilhelm and Frey (1996).

In this paper, we undertake a calculation of the effective persistence length. Our approach is identical in overall philosophy to the that utilized by Odijk Odijk (1977). A rod is subjected to external torques that causes it to bend. The energy, $``$, in the bent rod is calculated and related to, $`\theta _0`$, the difference in angles at the two ends, as shown in Fig. 1.

The precise relationship between the energy, $``$, in the rod and the angle $`\theta _0`$ is

$$\frac{}{k_\mathrm{B}T}=\frac{\theta _0^2}{2}\frac{\mathrm{}_p}{L}.$$
(1)
Here, $`L`$ is the total length of the rod. In Odijk’s approach, it is assumed that the bent rod takes the form of an arc of a circle. This is true if all of the energy is elastic. However, in the case of interest here, a significant portion of the energy may be electrostatic in nature. The fundamental improvement over Odijk’s calculational method is that we determine the actual shape of the bent rod, taking into account the effects of screened and unscreened electrostatic interactions. We assume that the shape taken is controlled by the requirement that, in the absence of thermal fluctuations, the rod minimizes its total energy. The expression obtained for the rod’s shape is directly related to the inverse of the Hamiltonian that relates the energy of the bent rod to its distortion from a straight line. This approach leads to new results for the shape of the rod and to alterations in the energy and the persistence length as defined in Eq. (1).

We find that there are, in certain regimes, dramatic differences between the shape of a short PE under the influence of force couples at its ends and the shape of a similarly torqued WLC. In such regimes the curvature of a PE is concentrated at its ends, while the WLC distorts into a circular arc, as illustrated in Fig. 2. In regimes in which the shapes of the PE and WLC coincide, we find that the Odijk’s formula for the effective persistence length is accurate. However, when the shape of the bent PE is inconsistent with the assumption of constant curvature, the electrostatic persistence length derived from Eq. (1) deviates from Odijk’s result. On the other hand, this persistence length is compatible with the persistence length deduced from the statistics of the conformations of a fluctuating PE described by the radial distribution function Zandi et al. (2002, 2003).

The rest of the paper is organized as follows. Section II introduces the basic elastic model for PE’s, followed by a general description on how one obtains the equilibrium shape of a PE in Sec. III. The results for the shape of a PE are presented in Sec. IV, and it is shown in Sec. V how a persistence length can be deduced from the PE profile. The suggested electrostatic persistence length is then compared with Odijk’s formula and also the persistence length that one can extract from the radial distribution of the PE in Sec. VI, which is then followed by concluding remarks in Sec. VII. Some details of the calculations are relegated to appendices.

## II Model Elasticity for Polyelectrolytes

As noted above, we treat the polyelectrolyte as an inextensible charged rod. The total energy of such a rod is the sum of the intrinsic elasticity and the screened electrostatic interaction energy. We assume that the electrostatic interaction is screened by counterions that adjust more or less instantaneously to changes in the overall shape of the polyelectrolyte. Because of the inextensibility of the PE’s under consideration Odijk (1977); Wilhelm and Frey (1996), we adopt Kratky and Porod WLC model to describe the bending energy of the chain Kratky and Porod (1949). In this model, polymers are represented by a space curve $`𝐫(s)`$ as a function of the arc length parameter $`s`$. The total energy of the chain is given by

$$\frac{}{k_\mathrm{B}T}=\frac{\mathrm{}_{p0}}{2}_0^L𝑑s\left(\frac{d𝐭(s)}{ds}\right)^2+\frac{\beta }{2}_0^L𝑑s𝑑s^{}\frac{e^{\kappa |𝐫(s)𝐫(s^{})|}}{|𝐫(s)𝐫(s^{})|},$$
(2)
where $`𝐭`$ is the unit tangent vector. The second term in the Eq. (2) is the Debye-Hückel potential, in which screening is controlled by the Debye length $`\kappa ^1`$ that is a measure of the ionic strength of the solvent. The quantity $`\beta =\mathrm{}_\mathrm{B}/b^2`$ is the strength of the electrostatic interaction with $`b`$ the average separation between neighboring charges and $`\mathrm{}_\mathrm{B}=e^2/ϵk_BT`$ the Bjerrum length. The quantity $`ϵ`$ is the dielectric constant of the ion-free solvent.

The chain is assumed to be sufficiently stiff that excluded volume does not play a role. We will consider PE’s whose length, $`L`$, is either comparable with or long compared to the intrinsic persistence length, $`\mathrm{}_{p0}`$. In both cases, we restrict our consideration to regions in which the combination of intrinsic stiffness and repulsive strength of the Coulomb interaction keeps the chains in their rodlike limit en (1). We do not take into account the fluctuation in the charges localized to the chain and in the counterion system that can give rise to attractive interactions leading to chain collapse Golestanian et al. (1999); Golestanian and Liverpool (2002).

Orienting the tangent vector at one end of the PE, $`𝐭(0)`$, so that it points in the positive $`𝐳`$ direction, we characterize $`𝐭(s)`$ by two angles of rotation: $`\theta _x(s)=\mathrm{arctan}[t_x(s)/\sqrt{1t_x^2(s)t_y^2(s)}]`$ in the $`xz`$ plane and $`\theta _y(s)=\mathrm{arctan}[t_y(s)/\sqrt{1t_x^2(s)t_y^2(s)}]`$ in the $`yz`$ plane. For polyelectrolytes in the rodlike limit, $`\theta _x(s)`$ and $`\theta _y(s)`$ are small. With the help of the relation $`𝐫(s)𝐫(s^{})=_s^s^{}𝑑u𝐭(u)`$, we are able to expand both the bending energy and the screened Coulomb interaction about the rodlike configuration up to quadratic order in $`\stackrel{}{\theta }(s)=(\theta _x(s),\theta _y(s))`$ following the Ref. Landau et al. (1980); Odijk (1977). In this case, Eq. (2) can be written:

$`{\displaystyle \frac{}{k_\mathrm{B}T}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{}_{p0}}{2}}{\displaystyle _0^L}𝑑s\left\{\left({\displaystyle \frac{d\theta _x(s)}{ds}}\right)^2+\left({\displaystyle \frac{d\theta _y(s)}{ds}}\right)^2\right\}`$ (3)
$`+{\displaystyle \frac{\beta }{2}}{\displaystyle _0^L}{\displaystyle _0^L}𝑑s𝑑s^{}(s,s^{})`$
$`\times \left\{\theta _x(s)\theta _x(s^{})+\theta _y(s)\theta _y(s^{})\right\},`$
where the electrostatic kernel is given by

$`(s,s^{})={\displaystyle _0^L}𝑑s_1𝑑s_2{\displaystyle \frac{[1+\kappa (s_2s_1)]\mathrm{e}^{\kappa (s_2s_1)}}{(s_2s_1)^3}}`$
$`\times \{(s_2s_1)[\mathrm{\Theta }(ss_1)\mathrm{\Theta }(ss_2)]\delta (ss^{})`$
$`[\mathrm{\Theta }(ss_1)\mathrm{\Theta }(ss_2)][\mathrm{\Theta }(s^{}s_1)\mathrm{\Theta }(s^{}s_2)]\},`$
(4)
with $`\mathrm{\Theta }(s)`$ the Heaviside step function.

Equations (3) and (4) constitute the expression for the energy utilized by Odijk in his calculation of the electrostatic persistence length. The essence of this calculation is to constrain the difference between the orientation of the tangent vectors at each end of the rod, $`\theta (L)\theta (0)\theta _0`$ and then to determine the energy, $``$ of the bent rod with the use of the formulas in Eqs. (3) and (4). The persistence length, $`\mathrm{}_p`$, is then given by Eq. (1). In his calculation of the total energy of a bent segment of PE, Odijk makes the approximation that the segment is characterized by a constant curvature Odijk (1977). That is, he assumes that the electrostatic interaction does not cause the shape of the PE to differ from that of a WLC segment. According to this picture, $`\theta _{x,y}(s)`$ are linear functions of $`s`$. One can then obtain an explicit, analytical expression for the total energy of a bent polyelectrolyte segment, which leads directly to the following prediction for the persistence length of such a charged rod through Eq. (1):

$$\mathrm{}_p=\mathrm{}_{p0}+\mathrm{}_{\mathrm{Odijk}},$$
(5)
where

$`\mathrm{}_{\mathrm{Odijk}}`$ $`=`$ $`{\displaystyle \frac{\beta L^2}{12}}[e^{\kappa L}({\displaystyle \frac{1}{\kappa L}}+{\displaystyle \frac{5}{(\kappa L)^2}}+{\displaystyle \frac{8}{(\kappa L)^3}})`$ (6)
$`+{\displaystyle \frac{3}{(\kappa L)^2}}{\displaystyle \frac{8}{(\kappa L)^3}}].`$
In the next section, we sketch a general method of calculating the equilibrium shape of elastic charged rods under the influence of applied bending forces. This leads to a prescription for the calculation of persistence length based on the energy of the bent PE.

## III The general strategy for finding the energy-minimizing shape of a bent polyelectrolyte

As noted previously, the principal advance in our approach to the bending energy of a PE is that we calculate the actual shape of the bent rod. Here, we discuss the general approach to this calculation. The energy of the rod in Eq. (3) can be expressed as the expectation value of the energy operator,$``$, i.e.

$$\frac{}{k_\mathrm{B}T}=\frac{1}{2}_0^L_0^L𝑑s𝑑s^{}\theta (s)(s,s^{})\theta (s^{}).$$
(7)
where $``$, the bilinear “energy” operator, is equal to

$$=\mathrm{}_{p0}\frac{d^2}{ds^2}\delta (ss^{})+\beta (s,s^{}).$$
(8)
To obtain the response of a polyelectrolyte to force couples at its two ends, we minimize the energy expression in Eq. (7) with respect to $`\theta _{x,y}(s)`$, subject to the following boundary conditions:

$`\theta _x(0)`$ $`=`$ $`0,`$
$`\theta _y(0)`$ $`=`$ $`0,`$
$`\theta _x(L)`$ $`=`$ $`\theta _{0x},`$
$`\theta _y(L)`$ $`=`$ $`\theta _{0y},`$ (9)
where the angles $`\theta _{0x}`$ and $`\theta _{0y}`$ are assumed to be very small, in order to keep the chain in the rod-like limit. The resulting Euler-Lagrange equations are completely decoupled with respect to both variables $`\theta _x(s)`$ and $`\theta _y(s)`$; therefore, we focus on planar deformations which can be characterized entirely in terms of a single angle $`\theta (s)`$. In this case, the boundary conditions are simply,

$`\theta (0)`$ $`=`$ $`0,`$
$`\theta (L)`$ $`=`$ $`\theta _0.`$ (10)
We enforce these boundary conditions via Lagrange multipliers by adding the terms

$$_0^L\left\{\lambda _0\delta (s)\theta (s)\lambda _L\delta (sL)\theta (s)\right\}𝑑s,$$
(11)
to the energy in Eq. (7). Then we seek the solution that minimizes the energy $``$ in terms of an eigenfunction expansion of the form

$$\theta _{\mathrm{min}}(s)=\underset{n=0}{\overset{\mathrm{}}{}}c_n\psi _n(s),$$
(12)
where $`\psi _n(s)`$ are eigenfunctions of the bilinear Euler-Lagrange “energy” operator $``$ in Eq. (8).

The solution to the minimization equation, which is now in terms of the amplitudes $`c_n`$, is

$$c_j=\frac{\lambda _0\psi _j(0)+\lambda _L\psi _j(L)}{ϵ_j},$$
(13)
where $`ϵ_j`$’s are the eigenvalues of Eq. (8). The values of $`ϵ_j`$’s depend on the three dimensionless parameters, $`\beta L`$, $`\kappa L`$, and $`\mathrm{}_{p0}/L`$. Rotational invariance implies that there must be one eigenfunction, $`\psi _0(s)=1/\sqrt{L}`$, with eigenvalue $`ϵ_0=0`$. This is due to the fact that simply tilting the rod, which yields a constant value for $`\theta (s)`$, does not change the energy. All other eigenfunctions possess positive eigenvalues. Equation (13) shows that there is a singularity at $`ϵ_0=0`$. We can remove the singularity by adding a term of the form $`\frac{g}{2}\theta (s)^2`$ to the energy in Eq. (7). The parameter $`g`$ is a small “gap” parameter that will be set equal to zero at the end. The quantity $`g`$ is thus added to the denominator of Eq. (13), and there is no longer a singularity at $`ϵ_0=0`$ unless $`g=0`$.

We adjust the Lagrange multipliers, $`\lambda _0`$ and $`\lambda _L`$, using the boundary conditions of Eq. (10). The two equations that lead to the results for the $`\lambda `$’s are

$`\theta (0)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{L}}}{\displaystyle \frac{\lambda _0+\lambda _L}{g}}+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\psi _n(0){\displaystyle \frac{\lambda _0\psi _n(0)+\lambda _L\psi _n(L)}{ϵ_n+g}}`$ (14)
$`=`$ $`0,`$
$`\theta (L)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{L}}}{\displaystyle \frac{\lambda _0+\lambda _L}{g}}+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\psi _n(L){\displaystyle \frac{\lambda _0\psi _n(0)+\lambda _L\psi _n(L)}{ϵ_n+g}}`$ (15)
$`=`$ $`\theta _0.`$
The above equations reveal that the only possible way in which we can obtain finite values for the angles at 0 and $`L`$ is to have $`\lambda _L\lambda _0`$ as $`g0`$. Let us set $`\lambda _0+\lambda _L=gA\sqrt{L}`$, where $`A`$ is a constant that is set by adjusting boundary conditions. The general solution for $`\theta (s)`$ in the limit $`g=0`$ is, then,

$$\theta (s)=A+\lambda _0\underset{n=1}{\overset{\mathrm{}}{}}\psi _n(s)\frac{\psi _n(0)\psi _n(L)}{ϵ_n}.$$
(16)
The limiting result of equal and opposite $`\lambda `$’s makes sense if we think of those Lagrange multipliers in terms of torques, or force couples, applied at the two ends of the PE segment. Given such a picture, we know that unless the two torques are equal and opposite, there will be an uncontrolled rotation of the segment. It is, in fact, possible to set up a calculation of the shape of a segment under the influence of such torques. Energy minimization yields equations for the angles at the ends of the segment that are precisely as given by Eqs. (14) and (15), with the $`\lambda `$’s proportional to the torques at each end.

In the next section we calculate numerically the energy-minimizing shape of a charged rod and compare it with an arc of circle. This will lead to greater insight into the influence of energetics on the classical shape of a bent segment of PE. It will also allow us to test the fundamental relevance of an energy calculation such as the one described above to the persistence length of a PE, defined in terms of its conformational statistics.

## IV Nonuniform Bending of Charged Elastic Rods

The expression for $`\theta `$ given in Eq. (16) can also be written as

$$\theta (s)=A+\lambda _0(K(s,L)K(s,0)),$$
(17)
where

$$K(s,s^{})=\underset{n=1}{\overset{\mathrm{}}{}}\frac{\psi _n(s)\psi _n(s^{})}{ϵ_n},$$
(18)
It is readily demonstrated that the quantity $`K(s,s^{})`$ defined in (18) is the inverse of the energy operator in Eq. (8). The operator $`K(s,s^{})`$ has been calculated with the use of a cosine function basis set in Refs. Zandi et al. (2002, 2003). We utilize our previously-obtained results for the inverse operator to numerically calculate the quantity $`\theta `$ in Eq. (16). An outline of the construction of the energy in this basis set is contained in Appendix A.

In the absence of electrostatic interaction, a bent elastic rod conforms to an arc of a circle, which is described by a linear solution for Eq. (17). In Fig. 3, the energy-minimizing shapes of charged rods with $`\kappa L=10`$, $`\mathrm{}_{p0}/L=0.5`$, and different values of $`\beta L`$, are compared with that of a corresponding neutral chain. As the figure clearly illustrates, a $`\theta (s)`$ that depends linearly on arc length, $`s`$, does not correspond to the minimum energy configuration of bent charged elastic rods, which tend to flatten in the interior and accumulate curvature in the exterior (see Fig. 2 above). This is in part because the electrostatic self-repulsion is lower in the end points due to the reduction in repelling neighboring charges there. Figure 3 also highlights the fact that deviations from constant curvature become more pronounced as the charging strength, $`\beta L`$ increase. This tendency reinforces the notion that Coulomb repulsion underlies the concentration of curvature near the ends of the bent rod.

We have also investigated the influence of inverse screening length, $`\kappa `$, and absolute length, $`L`$, on the shape of a bent PE segment. Figure 4 illustrates the effects of a change of $`\kappa `$ on the arclength dependence of $`\theta `$. In this figure, the bare persistence length $`\mathrm{}_{p0}=50`$ nm and the charging parameter $`\beta =25`$ nm<sup>-1</sup> corresponding to DNA are used, and the length of the segment is set equal to $`100`$ nm. It is apparent that as the screening length increases the shape of the bent segment deviates more and more from an arc of a circle.

Additionally, we have looked at the consequences on PE shape of changes in the length of the segment, keeping all other parameters fixed. Figure 5 shows how changing the length, $`L`$, causes $`\theta (s)`$ to deviate from a straight line. As in Fig. 4, we have set $`\mathrm{}_{p0}`$ equal to 50 nm and $`\beta `$ equal to 25 nm<sup>-1</sup>, as corresponding to DNA. The inverse screening length $`\kappa `$ in Fig. 5 is fixed at 0.1 nm<sup>-1</sup>.

The nonlocal electrostatic interaction seems to favor a decomposition of the linear profile into a piece-wise linear one, in which the interior takes up a lower curvature and the two end-segments in the exterior acquire a higher curvature. The relatively sharp changes in the slope that result in “shoulders” in the profile take place symmetrically at positions denoted by $`s_c`$ and $`Ls_c`$, which can be defined in terms of the intersection points of the tangents to the various segments of the profile, as illustrated in Fig. 6.

The position of the shoulder $`s_c`$ is a monotonically decreasing function of $`\beta L`$ as shown in Fig. 7. The effect of $`\mathrm{}_{p0}/L`$ on the $`s_c`$ is also illustrated in Fig. 7. As seen in the figure, the shoulder $`s_c`$ increases upon increasing the intrinsic persistence length of the chain. The dependence of $`s_c`$ on screening, on the other hand, appears to be more complicated. One generally expects that as $`\kappa L`$ increases, end-effects become less significant, and the value of $`s_c`$ moves toward zero, resulting in a smoothing of the curvature along the chain. However, this is true only for strong screening. Figure 8 represents the dependence of $`s_c`$ on $`\kappa L`$ in the strong charging regime, where we observe that $`s_c`$ has a relatively weak dependence on screening: $`s_c`$ slowly increases as $`\kappa L`$ is increased and then starts decreasing with further increase in $`\kappa L`$.

One can understand the appearance of the shoulder region as an end effect. The nonlocal nature of the electrostatic self-interaction leads to enhanced repulsion in the interior of the PE as compared to the end-segments. This is mainly due to the fact that there are fewer neighboring pairs at the end-segments to contribute to the mutual repulsion. In other words, one might think of a crossover length scale at the two ends, below which the intrinsic rigidity (that yields a local resistance to bending) dominates the energetics of the chain, while beyond that length scale (i.e. in the interior of the PE) it is the combination of the intrinsic rigidity and the electrostatic repulsion that controls the energetics. Interestingly, such a crossover length scale has been introduced by Barrat and Joanny in their study of the length-scale dependence of the PE rigidity Barratt and Joanny (1993, 1996). It is important to note that the Barrat-Joanny crossover length is defined for the crossover in the fluctuations of the angle $`\theta (s)^2`$ (that also has a piece-wise linear dependence on $`s`$). Since the distribution of the angle $`\theta (s)`$ as controlled by the Hamiltonian in Eq. (7) is Gaussian, both $`\theta (s)^2`$ and the energy-minimizing $`\theta `$ (Eq. 17) are linear functions of $`(s,s^{})^1`$ (Eq. (8)). Thus we expect that in general the two crossover length scales coincide. Barrat and Joanny propose an expression for the crossover length as

$$s_{c,\mathrm{BJ}}\sqrt{\frac{\mathrm{}_{p0}}{\beta +4\mathrm{}_{p0}\kappa ^2}},$$
(19)
which exhibits the limiting forms of $`s_{c,\mathrm{BJ}}\sqrt{\mathrm{}_{p0}/\beta }`$ for $`\kappa \sqrt{\mathrm{}_{p0}/\beta }1`$, and $`s_{c,\mathrm{BJ}}\kappa ^1`$ for $`\kappa \sqrt{\mathrm{}_{p0}/\beta }1`$.

The Barrat-Joanny crossover length shows a qualitatively similar behavior to the shoulder position $`s_c`$ as described above, except for the slow initial increase in Fig. 8 (for $`s_c`$ as a function of $`\kappa `$).

There is a way, to reconcile this behavior with the Barrat-Joanny picture. This can be achieved by considering the fact that in their derivation of the expression in Eq. (19) above, they have neglected a logarithmic dependence in the electrostatic nonlocal kernel for technical simplicity. While it is not possible to calculate the correct crossover length in a compact form as in Eq. (19) when the logarithmic factor is taken into account, one can extract the limiting forms of the augmented Barrat-Joanny (aBJ) crossover length as

$$s_{c,\mathrm{aBJ}}\{\begin{array}{cc}\frac{1}{\sqrt{\mathrm{ln}\left(\frac{\beta }{\mathrm{}_{p0}\kappa ^2}\right)}}\sqrt{\mathrm{}_{p0}/\beta }& \text{for }\kappa \sqrt{\mathrm{}_{p0}/\beta }1,\hfill \\ & \\ \kappa ^1& \text{for }\kappa \sqrt{\mathrm{}_{p0}/\beta }1,\hfill \end{array}$$
(20)
which now exhibits an initial increase in qualitative agreement with Figs. 7 and 8. While this picture can qualitatively account for the aforementioned behaviors, we have not yet been able to achieve a quantitative characterization of the shoulder position $`s_c`$ as a function of the three dimensionless parameters $`\mathrm{}_{p0}/L`$, $`\kappa L`$, and $`\beta L`$, and in particular compare it with the dependencies as suggested by Eq. (20) above, due to the insufficiency of the numerical data.

Having obtained the shape of a charged rod numerically, we can now follow Odijk and calculate the persistence length of PE’s.

## V Derivation of the persistence length using Odijk’s method

There is a straightforward way to calculate the energy of a bent rod, based on the expression for the angle as a function of arc length. The quantity $`\theta (s)`$ given in Eq. (17) is, to within an additive constant, proportional to $`K(s,L)K(s,0)`$, and the energy of a bent charged rod can be written as

$$\frac{}{k_\mathrm{B}T}=\frac{\theta _0^2}{2}\frac{1}{K(0,0)K(0,L)}.$$
(21)
Details of the calculation leading to Eq. (21) are presented in the Appendix B. According to the definition of the persistence length in terms of the energy of the bent rod, Eq. (1), we have

$$\mathrm{}_e=\frac{L}{K(0,0)K(0,L)}\mathrm{}_{p0},$$
(22)
where $`\mathrm{}_e`$ is the electrostatic persistence length of the chain as defined in the Sec. II. It is important to note that the kernel $`K(s,s^{})`$ depends on the parameters $`\beta L`$, $`\kappa L`$, and $`\mathrm{}_{p0}/L`$ through the eigenvalues and eigenfunctions of Eq. (8). Figure 9 shows the values of the electrostatic persistence length, $`\mathrm{}_e`$ obtained by Eq. (22) for $`\kappa L=10`$ and $`\mathrm{}_{p0}/L=0.5`$ at different values of $`\beta L`$ (triangles). Odijk’s persistence length as given by Eq. (6) is also plotted in the figure for comparison (solid line). For small values of $`\beta L`$, $`\mathrm{}_e`$ coincides with the Odijk persistence length, $`\mathrm{}_{\mathrm{Odijk}}`$. As $`\beta L`$ increases, the deviation of $`\mathrm{}_e`$ and $`\mathrm{}_{\mathrm{Odijk}}`$ becomes more significant. The figure also displays the value of the electrostatic persistence length that one can infer from the distribution of end-to-end distances of an ensemble of fluctuating rod-like PE segments (open circles) Zandi et al. (2002, 2003). There will be more on this subject in the next section.

Our general observation from the comparison of $`\mathrm{}_e`$ with $`\mathrm{}_{\mathrm{Odijk}}`$ is that when the two quantities are equal, the bent charged rod is close in shape to an arc of a circle. That is, $`\theta (s)`$ as a function of $`s`$ is nearly a straight line as in the case of a neutral chain. This indicates that as charging increases, end-effects become more important and the description of PE’s as neutral chains with an adjusted persistence length is inappropriate. It is clear that end-effects play a key role in the elasticity of PE’s. Such effects are also apparent in the statistical conformations of the charged rods.

## VI The influence of “end-effects” on the statistical conformation of PE’s

The study of the end-to-end radial distribution function, $`G(𝐫)`$, of a rod-like PE provides an excellent gauge of the statistical conformation of polymers. Using the expression for energy given in Eq. (2), we have obtained values for the quantity

$$G(𝐫)=\delta (𝐫𝐑),$$
(23)
where $`𝐑=𝐫(L)𝐫(0)`$. The average in Eq. (23) is over an ensemble of PE chains. The function $`G(𝐫)`$ is, then the probability that a given chain in the ensemble will have an end-to-end distance equal to $`𝐫`$ Zandi et al. (2002, 2003).

With the use of the radial distribution function, we have been able to compare the statistical conformations of PE’s with those of uncharged Wilhelm and Frey (1996) wormlike chains. Figure 10, displays the PE end-to-end distribution (solid line) along with the WLC distribution (dashed line) in a case in which it is not possible to collapse the two distributions on top of each other. The persistence length of the neutral WLC in the figure was adjusted so that the location of the maxima of the two distributions are the same. The plot of the uncharged WLC is for $`\mathrm{}_p/L=0.56`$. The distribution is for a PE segment with $`\mathrm{}_{p0}/L=0.01`$, $`\kappa L=1`$, and $`\beta L=360`$.

Using these parameters, we also calculated the energy-minimizing shape of a PE \[Eq. (16)\] as shown in the inset of Fig. 10. It is obvious that end effects are not negligible in this case and that the response of the PE to the bending force is different from that of neutral chains. This example indicates a correlation between regimes in which the statistical conformations of a PE chain and that of a WLC differ and circumstances under which the classical, energy-minimizing shape of a PE segment does not trace out the arc of a circle.

There also exist regimes in which the conformational statistics of PE chains in the rod-like limit are identical to those of WLC’s with adjusted persistence lengths en (2). For such cases, PE and WLC distributions are indistinguishable to the unaided eye. Figure 11 illustrates an example of this regime. The distribution function of the PE with $`\mathrm{}_{p0}/L=0.0001`$, $`\kappa L=100`$ and $`\beta L=36000`$ completely obscures the distribution function of a WLC with the intrinsic persistence length $`\mathrm{}_p/L=0.876`$. As in the previous example, the energy-minimizing shape of the PE is shown in the inset. It is clear that the energy-minimizing shape of the PE is not distinguishable from that of a neutral chain, as the PE also bends with a constant curvature in this example.

We have found that whenever there is a virtually perfect collapse of the distribution function of a PE onto that of a neutral chain, the persistence length of the neutral chain follows Odijk’s prediction, in that, $`\mathrm{}_p=\mathrm{}_e+\mathrm{}_{p0}`$, where $`\mathrm{}_p`$ is the effective persistence length of the charged chain, and $`\mathrm{}_e=\mathrm{}_{\mathrm{Odijk}}`$ Odijk (1977). It is noteworthy that in these regimes the energy-minimizing shape of PE’s is an arc of circle in accordance with the approximation utilized by Odijk in his derivation of Eq. (6).

Figure 9 compares the values of electrostatic persistence length, $`\mathrm{}_e`$ obtained by radial distribution functions (hollow circles) to Odijk’s formula (straight solid line). In the figure, the electrostatic persistence length based on Eq. (22) is also plotted (triangles). For small values of $`\beta L`$, $`\mathrm{}_e`$’s obtained through two different noted methods, coincide with Odijk’s persistence length, $`\mathrm{}_{\mathrm{Odijk}}`$. As $`\beta L`$ increases, the deviation of $`\mathrm{}_e`$ from $`\mathrm{}_{\mathrm{Odijk}}`$ becomes more significant. However, the electrostatic persistence length obtained through the radial distribution function and the one found by using the “real” shape of the chain match each other quite well.

As we decrease the quantity $`\kappa L`$, the persistence lengths obtained by distribution function and energy-minimizing shape also start to deviate from each other. This points to the fact that replacing a PE chain with a WLC with an adjusted persistence length is not well-justified in all regimes and that one should use care in the utilization of the notion of an electrostatic persistence length.

## VII Conclusions

Our investigation of the equilibrium shape of a bent PE has yielded three striking results. The first is the fact that the Odijk formula, Eq. (6), for the persistence length applies almost perfectly to the case of a fluctuating PE when the bent equilibrium segment has a constant curvature. This is consistent with one of the fundamental assumptions underlying the derivation by Odijk Odijk (1977).

The second result is a suggestion for an improved calculation of the persistence length based on the energy of the bent PE. This approach appears to yield results in much closer accord with the calculations of the radial distribution function of fluctuating PE segments, even in regimes in which Eq. (6) does not work. We find that the fundamental tactic of extracting a persistence length from the equilibrium energy of a bent PE yields excellent predictions for the effective persistence length of an ensemble of fluctuating PE’s over a very wide range of parameters—if, however, one performs a conscientious calculation of the actual shape of the bent PE.

Finally, we are able to characterize the shape of the distorted PE segment in terms of “shoulder” regions, immediately adjacent to the end-points of the chain, at which the curvature is significantly greater than in the chain’s interior. It seems highly probable to us that issues of PE energetics are intimately connected to the quantitative features of these shoulder regions. We are not yet able to claim complete resolution of the questions associated with the energetics and conformational statistics of rod-like PE chains. However, the fact that one can, at least in principle, systematically investigate the equilibrium properties of a torqued PE segment gives rise to the expectation of substantial progress in the characterization of the action of the important biomolecules in the family of PE’s.

The authors would like to acknowledge helpful discussions with W.M. Gelbart, M. Kardar, R.R. Netz, I. Borukhov, B. Bozorgui, H. Diamant, K. -K. Loh, V. Oganesyan, and G. Zocchi. This research was supported by the National Science Foundation under Grant No. CHE99-88651. One of us (R.G.) would like to thank the group of Prof. de Gennes at Collège de France for its hospitality and support during his visit.

## Appendix A Expression of the Energy of the bent PE in a Cosine Basis Set

In this Appendix, we outline the method by which one expands the energy of the bent PE in a basis set that automatically satisfies the free boundary conditions at the end of the rod. We begin by expressing the distortion of the rod in terms of the two-dimensional vector $`\text{a}=(t_x,t_y)`$. This means that

$$𝐭(s)=\frac{(a_x(s),a_y(s),1)}{\sqrt{1+a_x^2(s)+a_y^2(s)}},$$
(24)
Using the Fourier representation of the screened Coulomb interaction we find

$`{\displaystyle _0^L}𝑑s{\displaystyle _0^L}𝑑s^{}{\displaystyle \frac{e^{\kappa |𝐫(s)𝐫(s^{})|}}{|𝐫(s)𝐫(s^{})|}}`$ $`=`$ $`{\displaystyle \frac{d^3𝐤}{(2\pi )^3}\frac{4\pi }{k^2+\kappa ^2}_0^L𝑑s_0^L𝑑s^{}\mathrm{exp}\left\{i𝐤\left[𝐫(s)𝐫(s^{})\right]\right\}}`$ (25)
$``$ $`{\displaystyle \frac{d^3𝐤}{(2\pi )^3}\frac{4\pi }{k^2+\kappa ^2}_0^L𝑑s_0^L𝑑s^{}\mathrm{exp}\left\{i𝐤_{}_s^s^{}𝑑u𝐚(u)\frac{ik_z}{2}_s^s^{}𝑑u𝐚(u)^2+ik_z(s^{}s)\right\}}`$
$`=`$ $`{\displaystyle \frac{d^3𝐤}{(2\pi )^3}\frac{4\pi }{k^2+\kappa ^2}_0^L𝑑s_0^L𝑑s^{}e^{ik_z(s^{}s)}}`$
$`\times \left[1{\displaystyle \frac{1}{2}}\left(𝐤_{}{\displaystyle _s^s^{}}𝑑u𝐚(u)\right)^2{\displaystyle \frac{ik_z}{2}}{\displaystyle _s^s^{}}𝑑u𝐚(u)^2+O(a^3)\right].`$
The quantity $`\text{k}_{}`$ is the projection of the wave vector k on the $`x`$-$`y`$ plane. The quantity $`k_z`$ is the $`z`$-component of that three-dimensional vector. Next, we use the series expansion $`𝐚(s)=\sqrt{2}_{n=0}^{\mathrm{}}𝐀_n\mathrm{cos}\left(\frac{n\pi s}{L}\right)`$ as appropriate for the open-end boundary condition, and assume for simplicity that $`𝐫`$ is, on average, oriented along the $`z`$-axis so that $`𝐀_0=\frac{1}{\sqrt{2}}_0^L𝑑s𝐚(s)=0`$. This leads to the following representation of the Hamiltonian of the PE rod

$$\frac{}{k_\mathrm{B}T}=\frac{\mathrm{}_{p0}}{2L}\underset{n=1}{\overset{\mathrm{}}{}}(n\pi )^2A_n^2+\frac{\beta L}{2}\underset{n,m=1}{\overset{\mathrm{}}{}}𝐀_n𝐀_mE_{nm},$$
(26)
where

$`E_{nm}`$ $`=`$ $`{\displaystyle \frac{4L}{\pi nm}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{dk_z}{2\pi }}\left(k_z^2+\kappa ^2\right)\mathrm{ln}\left[{\displaystyle \frac{(\pi /d)^2+\kappa ^2+k_z^2}{\kappa ^2+k_z^2}}\right]`$ (27)
$`\times `$ $`\{\mathrm{cos}\left[{\displaystyle \frac{\pi }{2}}(nm)\right][{\displaystyle \frac{\mathrm{sin}\left(\frac{k_zL}{2}\right)\mathrm{sin}\left(\frac{k_zL}{2}\frac{\pi (nm)}{2}\right)}{k_z\left[k_z(nm)\pi /L\right]}}{\displaystyle \frac{\mathrm{sin}\left(\frac{k_zL}{2}\frac{\pi n}{2}\right)\mathrm{sin}\left(\frac{k_zL}{2}\frac{\pi m}{2}\right)}{(k_zn\pi /L)(k_zm\pi /L)}}]`$
$`\mathrm{cos}\left[{\displaystyle \frac{\pi }{2}}(n+m)\right][{\displaystyle \frac{\mathrm{sin}\left(\frac{k_zL}{2}\right)\mathrm{sin}\left(\frac{k_zL}{2}\frac{\pi (n+m)}{2}\right)}{k_z[k_z(n+m)\pi /L]}}{\displaystyle \frac{\mathrm{sin}\left(\frac{k_zL}{2}+\frac{\pi n}{2}\right)\mathrm{sin}\left(\frac{k_zL}{2}\frac{\pi m}{2}\right)}{(k_z+n\pi /L)(k_zm\pi /L)}}]\},`$
are the elements of the electrostatic energy matrix in the cosine basis set. It is now sufficient to replace $`a_x(s)`$ by $`\theta _x(s)`$, and similarly for $`a_y(s)`$.

A thorough investigation of the energy matrix (Eq. (26)) is given in Refs. Zandi et al. (2002, 2003). The requirement that the coarse graining length $`b`$ not exceed the smallest wavelengths appearing in the cosine basis set puts a restriction on the size of the matrix energy. If the length of the PE is $`L`$, this means that the size, $`N`$, of the basis set satisfies $`NL/b`$. At no point in our calculations was this inequality violated.

An advantage of the cosine basis set, quite aside from automatic satisfaction of the open boundary conditions, is that when $`n`$ and $`m`$ are large, the matrix elements in Eq. (26) are dominated by those for which $`m=n`$. This reflects the dominance of elastic energy at short wavelengths.

## Appendix B Calculation of the Minimum Energy of a Bent Rod

In this Appendix, the minimum energy of a charged chain that is slightly deformed about the rodlike configuration with the use of Eq. (18) is derived. We begin with the expression for the angle when the ends of the rod have been torqued:

$$\theta (s)K(s,0)K(s,L).$$
(28)
Here the total arclength of the rod is assumed to be $`L`$. The relationship between the kernel $`K(s,s^{})`$ as given by Eq. (18) and the energy operator $`(s,s^{})`$ as given by Eq. (8) is

$$_0^L𝑑s^{\prime \prime }(s,s^{\prime \prime })K(s^{\prime \prime },s)=\delta (ss^{}).$$
(29)
To obtain the proportionality constant in Eq. (28), let us assume that the angle at $`s=0`$ is $`\theta _0/2`$, while the angle at $`s=L`$ is $`\theta _0/2`$. Then, we have

$$\theta (s)=\frac{\theta _0}{2}\frac{K(s,0)K(s,L)}{K(0,L)K(0,0)}.$$
(30)
The above kernel is symmetric, in that $`K(x,y)=K(y,x)`$; furthermore, there is reflection symmetry in the looped rod in that $`K(0,0)=K(L,L)`$. The next step is to note that the energy of the rod is the expectation value of the energy operator, i.e.

$$\frac{}{k_\mathrm{B}T}=\frac{1}{2}_0^L_0^L𝑑s𝑑s^{}\theta (s)(s,s^{})\theta (s^{}).$$
(31)
If we plug in the solution (30) for $`\theta (s)`$ in Eq. (7) and make use of the relation (29), we end up with the expression in Eq. (21) for the energy of the bent rod.