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# Spin and Conductance-Peak-Spacing Distributions in Large Quantum Dots: A Density Functional Theory Study

## Abstract

We use spin-density-functional theory to study the spacing between conductance peaks and the ground-state spin of 2D model quantum dots with up to 200 electrons. Distributions for different ranges of electron number are obtained in both symmetric and asymmetric potentials. The even/odd effect is pronounced for small symmetric dots but vanishes for large asymmetric ones, suggesting substantially stronger interaction effects than expected. The fraction of high-spin ground states is remarkably large.

The interplay of quantum mechanical interference and electron-electron interactions is a current theme in many areas of solid-state physics: the 2D metal-insulator transition, interaction corrections in mesoscopic systems, and efforts toward solid-state quantum computing, for instance. A semiconductor quantum dot (QD) Kouwenhoven et al. (1997); Alhassid (2000) – a nano-device in which electron motion is quantized in all three dimensions – is a particularly simple system in which to study this interplay. In Coulomb blockade experiments in the electron tunneling regime, the conductance through the dot varies strongly as a function of gate voltage, forming a series of sharp peaks. For closed dots at low temperature, both the positions and heights of the peaks encode information about the dot’s ground state. In particular, the spacing between adjacent conductance peaks is proportional to the second difference of the ground state energy with respect to electron number $`N`$, $`\mathrm{\Delta }_2E(N)E_{gs}(N+1)+E_{gs}(N1)2E_{gs}(N)`$, which is often called the addition energy. Furthermore, the ground state spin of the QD can be inferred from the shift in position of the conductance peaks upon applying a magnetic field.

The addition energy varies because of changing interference conditions either as $`N`$ changes or from dot to dot, leading to a conductance-peak-spacing distribution. Previous theoretical work addressing this distribution can be divided into roughly two types: First, computational approaches addressed small dots with randomly disordered potentials – both exact diagonalization Sivan et al. (1996); Prus et al. (1996); Berkovits (1998) and self-consistent field methods (Hartree-Fock Cohen et al. (1999); Walker et al. (1999); Levit and Orgad (1999); Ahn et al. (1999); Bonci and Berkovits (1999) or density functional theory Stopa (1996); Hirose and Wingreen (2002)). Second, a semi-analytic treatment of large dots was developed based on general statistical assumptions Blanter et al. (1997); Alhassid (2000); Ullmo and Baranger (2001); Usaj and Baranger (2001, 2002); Aleiner et al. (2002): An important contribution to the variation comes from the single-particle energy; to treat this for irregular quantum dots, one assumes that the single-particle dynamics is classically chaotic, and so the single-particle quantum properties can be described by random matrix theory (RMT) Bohigas (1990); Alhassid (2000). A random-phase approximation (RPA) treatment of the screened electron-electron interaction was then combined with such an RMT description of single-particle states to describe dots with large $`N`$.

The results of these two approaches are quite different. First, for the zero temperature peak-spacing, the small dot calculations yield Gaussian-like distributions while the large $`N`$ results are non-Gaussian. Second, spin degeneracy causes a significant “even/odd effect” in the large dot approach: the distribution for $`N`$ even is very different from that for $`N`$ odd. Third, with regard to the ground state spin Brouwer et al. (1999); Kurland et al. (2000); Jacquod and Stone (2001); Hirose and Wingreen (2002); Oreg et al. (2001), the small $`N`$ calculations find an enhancement of the low spin states compared to the large QD approach.

Experimental work to date Sivan et al. (1996); Simmel et al. (1997); Patel et al. (1998); Lüscher et al. (2001); Ong et al. (2001) has unfortunately failed to probe the ground state addition energy distribution or ground state spin of generic systems. In the more recent experiments, either temperature obscured the ground state properties Patel et al. (1998); Ong et al. (2001); Usaj and Baranger (2001, 2002) or the dot was regular in shape Lüscher et al. (2001).

Our aim here is to bridge the gap between the two theoretical approaches and in so doing highlight the need for more experiments. We have used the Kohn-Sham (KS) spin density-functional theory (SDFT) Parr and Yang (1989) to study both the peak-spacing and the spin distribution for 2D model QDs. Using an efficient algorithm 111In our program, the wave functions are represented in real space, and the kinetic energy operator is applied using a fast-sine transform. The Hartree potential is calculated using Fourier convolution. The KS equations are solved by a direct minimization preconditioned conjugate-gradient method Payne et al. (1992). , we obtain statistics with $`N`$ up to 200. This is the first calculation, as far as we know, for large realistic QDs.

Our primary result is that the effective electron-electron interaction that emerges is substantially stronger than that predicted from the RPA-RMT treatment. The evidence is two-fold: (1) the addition energy distribution is Gaussian-like with no discernible even/odd effect, and (2) the probability of having a high spin state ($`S1`$) is larger than the maximum possible from RPA-RMT.

In SDFT, the energy of the interacting system is expressed as a functional of the spin up ($`\alpha `$) and down ($`\beta `$) electron densities, $`\rho _\alpha (𝐫)`$ and $`\rho _\beta (𝐫)`$. (Effective atomic units are used: for GaAs-AlGaAs QDs, the values are 10.08 meV for energy and 10.95 nm for length.) The functional is built out of four parts. Two are trivial – the response to the external potential $`V_{ext}`$ and the Coulomb energy. The kinetic energy of a non-interacting reference system is included explicitly: $`T_s[\rho _\alpha ,\rho _\beta ]=_{i,\sigma }\psi _{i\sigma }|\frac{1}{2}^2|\psi _{i\sigma }`$ with $`\rho _\sigma =_i|\psi _{i\sigma }|^2`$ and $`\sigma =\alpha ,\beta `$. The final term is, of course, the exchange-correlation energy $`E_{xc}[\rho _\alpha ,\rho _\beta ]`$. Thus the KS-SDFT functional is

$`E[\rho _\alpha ,\rho _\beta ]=T_s[\rho _\alpha ,\rho _\beta ]+{\displaystyle V_{ext}(𝐫)\rho (𝐫)𝑑𝐫}`$
$`+{\displaystyle \frac{\rho (𝐫)\rho (𝐫^{})}{|𝐫𝐫^{}|}𝑑𝐫𝑑𝐫^{}}+E_{xc}[\rho _\alpha ,\rho _\beta ].`$ (1)
The ground state energy is obtained by minimizing the functional with respect to the spin densities under the constraints $`\rho _\sigma (𝐫)𝑑𝐫=N_\sigma `$. We use the standard local spin density approximation (LSDA) for $`E_{xc}`$ which works well in various semiconductors; in particular, we use Tanatar and Ceperley’s 2D parametrization Tanatar and Ceperley (1989). For 2D clean QDs, comparisons with quantum Monte-Carlo calculations for $`N8`$ and interaction strength parameter $`r_s8.0`$ have shown that LSDA works well for both the ground state spin and energy Egger et al. (1999); Pederiva et al. (2000).

We use a quartic potential to model 2D QD systems,

$$V_{ext}(𝐫)=a[\frac{x^4}{b}+by^42\lambda x^2y^2+\gamma (x^2yxy^2)r].$$
(2)
Both the classical dynamics and the single-particle quantum mechanics at $`\gamma =0`$ have been studied in detail Bohigas et al. (1993): the system evolves continuously from integrable to fully chaotic as $`\lambda `$ changes from 0 to 1. The parameter $`\gamma `$ breaks the four-fold symmetry. The prefactor is $`a=1.0\times 10^4`$; this allows the electrons to spread so that the interaction strength parameter, $`r_s`$, is about 1.5, close to experimental conditions.

For a given $`V_{ext}`$, we calculate the total energy at several values of electron number $`N`$ and total spin $`S`$. Selecting the minimum energy determines the ground state energy $`E_{gs}`$ and spin $`S_{gs}`$ as a function of $`N`$. The addition energy is then calculated as the second difference of $`E_{gs}(N)`$; an example is shown in Fig. 1(a). To obtain good statistics, in both the symmetric and asymmetric cases we calculate five sets of data with different parameters 222The parameter values used in our calculations are as follows: In all cases, $`a=1.0\times 10^4`$ and $`b=\pi /4`$. For the symmetric case $`\gamma =0`$, we take $`\lambda `$ to be 0.53, 0.6, 0.67, 0.74, and 0.81. For the asymmetric case we choose five sets of $`(\lambda `$,$`\gamma )`$: (0.53, 0.1), (0.565, 0.2), (0.6, 0.1), (0.635, 0.15), and (0.67, 0.1). . A correlation analysis shows that both the single-particle level spacing (SPLS) and addition energy from the different sets are statistically independent.

Since the slow decrease in $`\mathrm{\Delta }_2E(N)`$ is a classical effect – the increasing capacitance as the dot becomes bigger – we remove it by fitting a polynomial to find the smooth part $`\mathrm{\Delta }_2E(N)`$. To compare with experiments, the addition energy is scaled by the mean-level spacing found from the average electron density $`n`$ through $`\mathrm{\Delta }=2\pi \mathrm{}^2n/m^{}N`$. The resulting dimensionless spacing is denoted $`s[\mathrm{\Delta }_2E(N)\mathrm{\Delta }_2E(N)]/\mathrm{\Delta }`$; see Fig. 1(b). Note that the typical scale of $`s`$ is 1; that is, fluctuations of the addition energy are on the scale of the single-particle mean-level spacing.

We find the distribution of $`s`$ for even and odd $`N`$ in three ranges of electron number, $`N=20`$-$`80`$, $`80`$-$`140`$, and $`140`$-$`200`$, in both symmetric and asymmetric external potentials. (For the smallest, mean, and largest values of $`N`$, $`r_s`$ is 2.5, 1.6, and 1.4, respectively.) The main features of the results, shown in Fig. 2, are as follows. (1) Even/odd: There is a difference in the distribution for $`N`$ even or odd in the small $`N`$ range, and the parity effect in the symmetric case is more pronounced than for asymmetric potentials. But there is a striking absence of even/odd effect in the asymmetric large $`N`$ case \[panel (f)\]. (2) Shape: The distributions are Gaussian-like. This extends the previous small $`N`$ results, disagrees with the RPA-RMT results for large $`N`$, and is consistent with experiments Patel et al. (1998); Ong et al. (2001) (where, however, the ground state properties are obscured by temperature effects Usaj and Baranger (2001, 2002)). (3) Small/large: The spacing distributions for small $`N`$ are different from those for large $`N`$. Since the experimental QDs generally involve tens to hundreds of electrons, one must be cautious in generalizing to large dots conclusions drawn from studying small dots. (4) Symmetric/Asymmetric: Both the variance of the peak-spacing and the magnitude of the even/odd effect is larger in the symmetric case.

The insets in Fig. 2 show histograms of the spin distribution for the corresponding electron number ranges. A remarkable feature is the significantly higher fraction of high spin ground states that we find at large $`N`$ than in either previous SDFT investigations of small disordered dots Hirose and Wingreen (2002) (for small $`N`$, we agree, of course, with previous results) or other investigations. Especially in the asymmetric case, $`P(S=1)`$ is even higher than $`P(S=0)`$ for $`N=80`$-$`200`$! Again we see a clear dependence on the electron number range: while the spin distribution for odd $`N`$ changes little as $`N`$ increases, the spin distribution for even $`N`$ is quite different for small and large $`N`$. Comparing spin distributions in the presence and absence of symmetry, we see a larger high-spin fraction in the asymmetric case for all three ranges of $`N`$.

This last result is at first surprising: generally one expects increased symmetry to increase the spin – as in Hund’s rule for the spin of atoms. We can use random matrix theory, however, to show that there are competing effects here – namely the statistics of the eigenenergies vs. the statistics of the eigenfunctions. For simplicity we consider the simplest RMT: a two-electron two-level model in which we neglect spatial correlations beyond a wavelength. In a Hartree-Fock framework and under the assumption that the orbitals remain the same for different spin configurations, the energy difference between the singlet ($`S=0`$) and triplet ($`S=1`$) states is

$$\delta EE_{S=1}E_{S=0}=\delta \epsilon +(J_{12}K_{12})J_{11},$$
(3)
where $`\delta \epsilon `$ is the single-particle level spacing, $`J_{ij}=𝑑𝐫𝑑𝐫^{}|\psi _i(𝐫)|^2v_{scr}(𝐫,𝐫^{})|\psi _j(𝐫)|^2`$ are the Coulomb energies, and $`K_{12}=𝑑𝐫𝑑𝐫^{}\psi _1^{}(𝐫)\psi _2^{}(𝐫^{})v_{scr}(𝐫,𝐫^{})\psi _1(𝐫^{})\psi _2(𝐫)`$ is the exchange energy. Here instead of using the bare Coulomb interaction, we use the screened potential $`v_{scr}(𝐫,𝐫^{})`$ in order to implicitly account for the other electrons. Qualitatively, the screened interaction is approximately zero-range, $`v_{scr}(𝐫,𝐫^{})(A\mathrm{\Delta }/2)\delta (𝐫𝐫^{})`$ where $`\mathrm{\Delta }`$ is the mean single-particle level spacing and $`A`$ is the area. In this limit, the second term in Eq. (3) vanishes, and the third term is proportional to the “inverse participation ratio” (IPR) defined by $`IA𝑑𝐫|\psi (𝐫)|^4`$. Therefore, in the zero-range limit and considering the time-reversibility of the system 333 In the time-reversal symmetric case, there are three contributions to the average IPR, the direct, exchange, and Cooper pairings. However, when using the IPR to estimate the magnitude of interaction effects, one must keep in mind that higher-order processes in the screened interaction may renormalize the magnitude. This is well-known for the Cooper channel; since its final magnitude is small, it should be neglected. We take this into account by using $`2I/3`$ in the estimate of the interaction effect rather than the full $`I`$. , we have

$$\delta E_{\mathrm{zero}\mathrm{range}}=\delta \epsilon I\mathrm{\Delta }/3.$$
(4)
There is clearly a competition here between the level spacing – a large spacing tends to decrease the spin – and the statistics of the wave functions – increased localization increases $`I`$ and leads to a larger spin.

To see the competition explicitly, we calculate the distribution of the SPLS $`\delta \epsilon `$ and that of the IPR from top-level KS orbital energies and wave functions in both the symmetric and asymmetric cases. Results are shown in Fig. 3. While the symmetric case has a higher probability of small level-spacing, the mean value of the IPR is also smaller in the symmetric case. Our overall result for the spin distribution – the decrease in probability of $`S=1`$ upon introducing symmetry \[Fig. 2(f)\] – shows that the effect of wave function statistics is stronger in our system.

The trend here is captured by the random matrix theory. For an asymmetric chaotic external potential, the distribution of the SPLS is that of the Gaussian orthogonal ensemble (GOE). In the symmetric chaotic case, however, the SPLS statistics is the superposition of four GOE’s Bohigas (1990), one for each symmetry class. Fig. 3(c) shows these two distributions. Clearly, the superposition greatly reduces the nearest-neighbor level repulsion, which implies that spatial symmetry favors a high-spin ground state, in accordance with Hund’s rule.

For the wave function statistics, RMT suggests that the single-particle wave functions of classically chaotic systems are described by $`M`$-dimensional random unit vectors Alhassid (2000); Ullah (1964). The shape of the resulting distribution of IPR depends on $`M`$, as shown in Fig. 3(d) for $`M=20`$ and $`80`$. These values of $`M`$ are chosen to correspond to the number of independent orbital levels: approximately $`N/2`$ in the asymmetric case because of spin, and $`N/8`$ for the four-fold symmetric external potential. Symmetry reduces the effective $`M`$ and so reduces the IPR, acting against a high-spin ground state. Hence there is a competition between the SPLS and the IPR.

Note that the dependence of the IPR on $`M`$ also explains the change in the spin distribution as electron number varies: The wave functions for small $`N`$ have a smaller effective $`M`$, hence a smaller IPR. Thus a low-spin ground state is more favorable. Similarly, a three-level analysis provides a qualitative explanation of odd N results.

The results in Fig. 3 show, of course, that the calculated distributions of both the SPLS and the IPR agree with RMT only qualitatively. The fluctuation of the IPR is particularly striking: it is much smaller for the KS wave functions than in RMT. We believe this is due to the neglect of spatial correlations in our very simple RMT.

In summary, by studying a model 2D quantum dot with up to $`N=200`$ electrons, we have found new phenomena. Both the statistics of ground state spin and the spacing between conductance peaks depend on the electron number, as well as on the spatial symmetry. The results for large electron number and asymmetric potential are surprising: the shape of the peak-spacing distribution is Gaussian-like, the even/odd effect vanishes, and there is a substantial fraction of large spin ground states ($`S1`$). These effects imply a strong effective or residual electron-electron interaction.

This is remarkable considering that conditions in our dots are not extreme: $`r_s1.5`$ corresponds to a moderate bare interaction strength, and the dimensionless conductance is large, $`g4`$. In fact, previous work using the RPA-RMT approach suggested that we should obtain a strong even/odd effect Ullmo and Baranger (2001); Usaj and Baranger (2002). Conversely, to obtain the spin and peak-spacing distributions that we find here from the RPA-RMT model requires an effective exchange constant of $`J_s0.6\mathrm{\Delta }`$, larger than the maximum value possible in RPA. The origin of this unexpectedly large residual interaction is not presently known, and we leave it for future investigation.

We close with a caveat and a comment: First, this work is based on the 2D local spin density approximation whose validity, though already verified for small parabolic QD’s Egger et al. (1999); Pederiva et al. (2000), is not well tested for large non-parabolic quantum dots as studied here. Our result highlights the need to go beyond RPA-RMT and perform a real Fermi liquid theory study. On the other hand, note the recent experimental work in Ref. Folk et al., 2001 which, though still preliminary because of insufficient data, indicates a high probability of large-spin ground states. The surprisingly large effective interactions found here suggest that more experiments should be a high priority.

We appreciate discussions with D. Ullmo and G. Usaj. This work was supported in part by NSF Grant No. DMR-0103003 and the North Carolina Supercomputing Center.


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# 1 Introduction

## 1 Introduction

Sets of magnetically charged p-branes with a compact transverse space necessarily include both positive and negative tension branes. This is because, although one allows the Bianchi identities for the field strength $`F_{[n]}`$ supporting the brane to be violated by magnetic source terms, the resulting $`dF_{[n]}`$ should still have a vanishing integral over a compact space. This “cohomology condition” is at the origin of the pairing of positive and negative tension orbifold planes in the Hořava-Witten construction  and in the dimensionally reduced interpretation of this construction in terms of fixed 3-branes in $`D=5`$ supergravity . Codimension-one BPS solutions are characterized by a linear harmonic function, and the equality of positive and negative charges in such solutions is a consequence of the necessity for this function to be continuous in the compact transverse space, thus requiring equality of ‘upwards’ and ‘downwards’ kinks. The same basic pattern is found in the more phenomenological approach of Randall and Sundrum  for branes crafted from patched sections of $`D=5`$ anti de Sitter space.

For purely gravitational solutions, we shall review below how a simple sum-rule argument establishes the impossibility of resolving all the singularities in domain-wall spacetimes of this type with a compact transverse space . A domain wall (i.e. a $`(D2)`$-brane) must be supported by the combined effects of gravity and a scalar field with a potential. Descending from higher dimensions, this may be viewed as the result of a dimensional reduction in which the supporting form field $`_{nm}`$ has been reduced to a constant 0-form in the “internal” dimensions. The source-free Einstein equations in this case may be organized so as to have a total derivative on one side and a sum of non-negative terms on the other. Integration of the total derivative over a compact transverse space then yields zero, forcing the vanishing of the derivative of the scalar field that would otherwise have to support the domain wall, thus ruling out a non-trivial brane spacetime. Of course, if a source is present the situation is different, and non-trivial spacetimes can in that case be found. But with a source present, the spacetime has a singularity.

Although it is not possible to find a solution with all singularities resolved on a compact transverse space, it is still of interest to look for resolved domain-wall solutions with noncompact transverse spaces. Such a solution could be viewed as “half” of a Hořava-Witten configuration. It is of particular interest to see whether the negative tension objects can be resolved, as these are the ones for which no acceptable delta-function source exists in string theory. Moreover, experience shows that the possibilities for resolving singularities may be greater if one dimensionally oxidizes a solution into the highest-dimensional parent supergravity, since dimensional reduction can introduce singularities in otherwise non-singular spacetimes .

The tension $`T`$ of a brane solution can be read off from the change in the extrinsic curvature $`K_{\mu \nu }`$, since by the Israel matching condition for extrinsic curvatures on $`+`$ and $``$ sides of a domain wall, one has

$$\mathrm{\Delta }K_{\mu \nu }=K_{\mu \nu }^{(+)}K_{\mu \nu }^{()}=\frac{8\pi G}{3}T$$
(1)
where in coordinates locally adapted to the brane geometry the extrinsic curvature is given by $`K_{\mu \nu }=\frac{1}{2}n^{\widehat{\lambda }}_{\widehat{\lambda }}g_{\mu \nu }`$, where $`n^{\widehat{\lambda }}`$ is the normal to the domain-wall worldvolume. As we shall shortly be considering both $`D`$ and $`D1`$ dimensional contexts, we adopt the convention that “hatted” indices refer to the full embedding spacetime containing the brane, while “unhatted” indices refer only to the brane worldvolume coordinates $`x^\mu `$. In a BPS domain-wall spacetime characterized by a linear harmonic function $`H=c+my`$ of the transverse coordinate $`y`$, with metric

$$ds^2=H^{\frac{4}{\mathrm{\Delta }(D2)}}dx^\mu dx_\mu +H^{\frac{4(D1)}{\mathrm{\Delta }(D2)}}dy^2,$$
(2)
the extrinsic curvature is proportional to the slope parameter $`m`$. Thus, in a standard domain wall setup where one reflects the harmonic function, e.g. at $`y=0`$, so $`H=c+m|y|`$, the tension (1) is proportional to $`m`$. Accordingly, for a negative tension domain wall, the warp factor $`e^{2A(y)}=H^{\frac{4}{\mathrm{\Delta }(D2)}}`$ of the embedding $`D`$-dimensional spacetime grows as one moves away from the brane, and conversely, the warp factor for a positive tension brane decreases as one moves away from the brane. In the following, we will review what is known about the possibility of resolving the singularities at such branes.

## 2 Difficulties with Singularity Resolutions

Quite a lot of effort has been devoted to the question of resolving domain-wall singularities. This has been done by analysis of the possible renormalization group flows for the supporting scalar fields  in the embedding spacetime. Another approach is via sum rules derived from the Einstein equations . For example, one can start from the action for gravity coupled to a nonlinear sigma model for a set of scalars $`\varphi ^I`$, $`I=1,\mathrm{},N`$ with a potential $`V(\varphi )`$ and possible sources $`J_\alpha `$:

$$I_{g,\varphi }=d^{d+1}x\sqrt{g}\left(\frac{1}{2\kappa ^2}RG_{IJ}(\varphi )_M\varphi ^I_N\varphi ^JV(\varphi )\underset{\alpha }{}J_\alpha (\varphi )\delta (yy_\alpha )\right).$$
(3)
For a generalized domain-wall spacetime, one takes the metric ansatz

$$ds^2=e^{2A(y)}g_{\mu \nu }(x)dx^\mu dx^\nu +e^{2B(y)},$$
(4)
leading to Einstein equations that can be combined to give on the left-hand side a total derivative of the warp factor,

$$A^{\prime \prime }=\frac{\kappa ^2}{12}(T_\mu ^\mu 4T_5^5)\frac{1}{12}e^{2A}R_{\mathrm{brane}},$$
(5)
where $`R_{\mathrm{brane}}`$ is the Ricci scalar for the brane worldvolume metric $`g_{\mu \nu }`$. Substituting for $`T_{\mu \nu }`$ and $`T_{55}`$ and integrating $`𝑑y`$ over a compact transverse space, the total derivative $`A^{\prime \prime }`$ drops out and so one has the sum rule

$$dy(g_{IJ}\varphi ^I{}_{}{}^{}\varphi _{}^{J}{}_{}{}^{}+\underset{\alpha }{}J_\alpha (\varphi )\delta (yy_\alpha )+\frac{1}{4\kappa ^2}e^{2A}R_{\mathrm{brane}})=0.$$
(6)
Thus, in order to resolve the singularities of a set of domain walls with a compact transverse space and with vanishing worldvolume Ricci scalar $`R_{\mathrm{brane}}`$, the absence of sources $`J_\alpha `$ would imply $`dy(g_{IJ}\varphi ^I{}_{}{}^{}\varphi _{}^{J}{}_{}{}^{})=0`$ and for positive definite sigma model metric $`g_{IJ}`$ this would require constant scalar fields, $`\varphi ^I{}_{}{}^{}=0I`$. But nontrivial scalars are needed to support a domain-wall spacetime, so this rules out the possibility of resolving all the domain-wall singularities in a compact transverse space.

If one cannot resolve a full Hořava-Witten pair of domain walls, then one can try the next best thing, i.e. to resolve just half of it, removing the second brane to infinity and looking for a nonsingular solution for just one brane. Here one encounters a further difficulty: “double-ended” spacetimes with growing warp factor as one recedes from the brane cannot be resolved. The best chance of resolving such a spacetime would be after oxidizing it from $`D`$ dimensions up into a solution of its maximal-dimension parent supergravity, e.g. into $`\widehat{D}=11`$, where singularities in dilatonic scalars are not a problem because there are no such scalars. After this dimensional oxidation, one is not dealing anymore with a brane of codimension one, but instead the $`(\widehat{D}D+1)`$ dimensional transverse space now becomes a space of cohomogeneity one, with the $`y=\mathrm{const}`$ slices representing homogeneous spaces on which the $`(\widehat{D}D)`$ dimensional oxidation has been performed. A negative tension domain wall in $`D`$ dimensions with $`H=1+m|y|`$, $`m>0`$, would lift after such dimensional oxidation to a spacetime with a “saddle,” reducing to a minimum cross-sectional volume in the extra $`d=(\widehat{D}D)`$ dimensions and then re-expanding. But for solutions to the purely gravitational sector of $`D=11`$ supergravity, there cannot be smooth solutions of this sort, as a result of the Cheeger-Gromoll theorem , or as can be seen by the following simple argument . First transform the transverse $`y`$ coordinate into $`\stackrel{~}{y}`$, the proper distance from the cross section of minimum volume, and consider the metric ansatz $`ds^2=d\stackrel{~}{y}^2+g_{ij}(x,\stackrel{~}{y})dx^idx^j`$, where $`i,j=1,\mathrm{}d=(\widehat{D}D)`$. Let $`V(x,y)=\sqrt{detg_{ij}}`$ and consider $`\mathrm{\Theta }=V^{}/V`$, which is the expansion rate of geodesic congruence in this spacetime. This quantity is subject to the Raychaudhuri inequality

$$\frac{d\mathrm{\Theta }}{d\stackrel{~}{y}}\frac{1}{d}\mathrm{\Theta }^2\mathrm{\Sigma }_{ij}\mathrm{\Sigma }^{ij},$$
(7)
where $`\mathrm{\Sigma }_{ij}=\frac{g_{ij}}{\stackrel{~}{y}}\frac{1}{d}g^{rs}\frac{g_{rs}}{\stackrel{~}{y}}g_{ij}`$. Thus, if $`\mathrm{\Theta }`$ is negative at some value of $`\stackrel{~}{y}`$, it remains negative always, so a nonsingular “saddle” spacetime is not possible, at least in this purely gravitational setting.

Thus, we now come to consider “single-sided” domain walls, whose BPS metric can be taken to be derived from the harmonic function $`H=my`$. The “single-sided” space is obtained from the double-sided space by making a $`Z_2`$ identification between the two halves. A priori, the single-sided case may look even less promising for singularity resolution than the double-sided one, since one is trading in a fairly mild delta-function singularity in the double-sided metric with $`H=c+m|y|`$ for a more serious single-sided singularity in the curvature where $`H=0`$. However, one has to remember that problems with singularities can be improved after dimensional oxidation, so one needs to keep an open mind at this point.

## 3 Homothetic Heisenberg Brane Metrics

Let us now consider a specific class of domain wall solutions  which oxidize up to a very suggestive class of metrics in $`\widehat{D}=11`$. As a basic example, consider a domain wall in $`D=8`$, supported purely by fields derived from the $`\widehat{D}=11`$ metric. In order to generate the scalar potential needed to support this domain wall in $`D=8`$, the dimensional reduction down from $`\widehat{D}=11`$ needs to have a constant flux turned on in the compact 9 & 10 directions: $`_{\mathrm{9\hspace{0.17em}10}}^1=m`$, where $`^1`$ is the field strength of the Kaluza-Klein vector $`𝒜^1`$ arising in the initial $`\widehat{D}=1110`$ reduction. The resulting 6-brane metric in $`D=8`$ is

$$ds_8^2=H^{\frac{1}{6}}dx^\mu dx_\mu +H^{\frac{7}{6}}dy^2.$$
(8)
As we have noted above, the best chance for a resolution of the singularity at the surface where $`H=0`$ is to be found after oxidation on coordinates $`(z_1,z_2,z_3)`$ back up to $`\widehat{D}=11`$, yielding the metric

$$ds_{11}^2=dx^\mu dx_\mu +ds_4^2$$
(9)
where the transverse metric $`ds^4`$ is

$$ds_4^2=H^1(dz_1+mz_3dz_2)^2+H(dy^2+dz_2^2+dz_3^2).$$
(10)
The metric (10) has some striking properties . First of all, it is Kähler. To see this, let us adopt an orthonormal basis of vierbein 1-forms

$`e^0=H^{\frac{1}{2}}dy`$ $`e^1=H^{\frac{1}{2}}(dz_1+mz_3dz_2)`$
$`e^2=H^{\frac{1}{2}}dz_2`$ $`e^3=H^{\frac{1}{2}}dz_3.`$ (11)
Using these, we can give the Kähler form $`J=e^0e^1e^2e^3=\frac{1}{2}J_{ij}dw^idw^j`$. where $`w^i=(y,z_1,z_2,z_3)`$. Using $`J_i^j`$, one can make holomorphic $`P_i{}_{}{}^{j}=\frac{1}{2}(\delta _i{}_{}{}^{j}\mathrm{i}J_i{}_{}{}^{j})`$ and antiholomorphic $`Q_i{}_{}{}^{j}=\frac{1}{2}(\delta _i{}_{}{}^{j}+\mathrm{i}J_i{}_{}{}^{j})`$ projectors. The Darboux form for the metric (10) is achieved by solving the differential equations $`Q_i{}_{}{}^{j}_{j}^{}\zeta ^\mu =0`$ for complex coordinates $`\zeta ^\mu `$, $`\mu =1,2`$. A sample solution to these equations is

$`\zeta ^1`$ $`=`$ $`z_3+\mathrm{i}z_2`$
$`\zeta _2`$ $`=`$ $`y+\mathrm{i}z_1\frac{1}{4}m(z_2^2+z_3^2)+{\displaystyle \frac{\mathrm{i}}{2}}mz_2z_3.`$ (12)
Changing over to these complex coordinates, the metric becomes

$$ds_4^2=2g_{\mu \overline{\nu }}d\zeta ^\mu d\overline{\zeta }^{\overline{\nu }}=H|d\zeta ^1|^2+H^1|d\zeta ^2+\frac{1}{2}m\overline{\zeta }^1d\zeta ^1|^2,$$
(13)
where now $`H=[1+m(\zeta ^2+\overline{\zeta }^2)+\frac{1}{2}|\zeta ^1|^2]^{{\scriptscriptstyle \frac{1}{2}}}`$. The Kähler structure is then made explicit by writing $`g_{\mu \overline{\nu }}=_\mu _{\overline{\nu }}K`$ with $`K=2H^3/(3m^2)`$.

Constructing the curvature for the vierbeins (11) shows it to be self-dual in the $`d=4`$ Euclidean-signature dimensions $`w^i`$, and to have $`\mathrm{SU}(2)`$ holonomy. The suspicion arises thus that the metric (10) may have something to do either with the gravitational instanton K3 or with the Eguchi-Hanson metric. We will confirm these associations by considering the symmetries of the metric (10).

For simplicity, we now let the slope parameter be $`m=1`$, and rewrite the metric (10) using the proper distance $`\stackrel{~}{y}=\frac{2}{3}y^{3/2}`$ as the radial coordinate. The metric (10) becomes

$$ds^2=d\stackrel{~}{y}^2+(\frac{3\stackrel{~}{y}}{2})^{\frac{2}{3}}\sigma _3^2+(\frac{3\stackrel{~}{y}}{2})^{\frac{2}{3}}(\sigma _1^2+\sigma _2^2),$$
(14)
where $`\sigma _1=dz_2`$, $`\sigma _2=dz_3`$, $`\sigma _3=dz_1+z_3dz_2`$. The $`\sigma _i`$ are 1-forms satisfying the algebra

$$d\sigma _1=0d\sigma _2=0d\sigma _3=\sigma _1\sigma _2.$$
(15)
They are left-invariant with respect to the Heisenberg group of $`3\times 3`$ upper-triangular matrices

$$g=\left(\begin{array}{ccc}1& k_2& k_1\\ 0& 1& k_3\\ 0& 0& 1\end{array}\right)$$
(16)
with corresponding Killing vectors

$$R_1=\frac{}{z_2}+z_3\frac{}{z_1},R_2=\frac{}{z_3},R_3=\frac{}{z_1}$$
(17)
satisfying the Heisenberg algebra

$$[R_1,R_3]=[R_2,R_3]=0,[R_1,R_2]=R_3.$$
(18)
In addition to the Heisenberg symmetry, the metric (10) is characterized by a rate of growth in volume between $`\stackrel{~}{y}_0`$ and $`\stackrel{~}{y}`$ that goes like $`\stackrel{~}{y}^{\frac{4}{3}}`$.

The Heisenberg symmetry and the rate of volume growth for the metric (10) led Gibbons and Rychenkova  to identify it with a singular (BKTY) limit of the K3 metric identified by Tian & Yau and Bando & Kobayashi . In this singular limit, K3 is rendered noncompact: the parts of the manifold that do not correspond to the metric (10) are “blown away” to infinity. The Heisenberg (or “Nil”) symmetry appears only in this singular limit, since the compact K3 has no Killing vectors. Accordingly, we shall call such limits “Heisenberg limits.” From the present example, we learn that domain-wall solutions with singularities can sometimes be resolved into nonsingular spaces after taking a single-sided interpretation of the original space and then dimensionally oxidizing into the highest-dimension parent supergravity theory. In this construction, the original single transverse coordinate $`y`$ becomes firstly the radial coordinate for a space of cohomogeneity one, in which the $`y=\mathrm{const}`$ slices are homogeneous subspaces. In the subsequent resolution into a smooth space like K3, this cohomogeneity-one structure may be lost.

Another characteristic property of the metric (10), which will generalize to other examples of this sort, is its homothetic scaling symmetry. The transformation

$$z_1\lambda ^2z_1,z_2\lambda z_2,z_3\lambda z_3,y\lambda y$$
(19)
causes the metric to scale by a constant factor, $`ds_4^2\lambda ^3ds_4^2`$. A conformal symmetry of this sort, with a constant scaling factor for the metric, is known as a “homothety.” The corresponding Killing vector is

$$D=y\frac{}{y}+2z_1\frac{}{z_1}+z_2\frac{}{z_2}+z_3\frac{}{z_3};$$
(20)
the existence of this conformal symmetry derives from the fact that the Heisenberg algebra is itself scale invariant under

$$\sigma _1\lambda \sigma _1,\sigma _2\lambda \sigma _2,\sigma _3\lambda ^2\sigma _3.$$
(21)
Note in particular that the “slope” parameter $`m`$ is not changed in this transformation, so, unlike apparently similar integration constants for higher codimension branes, $`m`$ does not fix a dimensional quantity that determines how the geometry changes as one moves away from the $`H=0`$ surface; indeed, if it did, there could be no such scaling symmetry. The scaling symmetry is obtained, however, only for the single-sided metric with $`H=my`$ that we are considering here; the double-sided case with $`H=\mathrm{const}+m|y|`$ breaks the scaling symmetry at the point of reflection.

## 4 Relation to the Eguchi-Hanson metric

The resolution discussed above for the metric (10) is highly implicit, owing to the fact that the explicit metric on K3 is unknown. At the expense of retaining the singularity, however, one may find a rather more explicit relation to a self-dual metric that has frequently been discussed in connection with approximations to K3, namely the Eguchi-Hanson metric . The Eguchi-Hanson metric is

$$ds_{\mathrm{EH}}^2=(1+\frac{\stackrel{~}{Q}}{\stackrel{~}{r}^4})^1d\stackrel{~}{r}^2+\frac{1}{4}\stackrel{~}{r}^2(1+\frac{\stackrel{~}{Q}}{\stackrel{~}{r}^4})\stackrel{~}{\sigma }_3^2+\frac{1}{4}\stackrel{~}{r}^29\sigma _1^2+\sigma _2^2),$$
(22)
where the $`\stackrel{~}{\sigma }_i`$ are left-invariant 1-forms with respect to $`\mathrm{SU}(2)`$, satisfying the algebra

$$d\stackrel{~}{\sigma }_1=\stackrel{~}{\sigma }_2\stackrel{~}{\sigma }_3,d\stackrel{~}{\sigma }_2=\stackrel{~}{\sigma }_3\stackrel{~}{\sigma }_1,d\stackrel{~}{\sigma }_3=\stackrel{~}{\sigma }_1\stackrel{~}{\sigma }_2.$$
(23)
If one now performs an Inönü-Wigner contraction,

$$\stackrel{~}{\sigma }_1=\lambda \sigma _2,\stackrel{~}{\sigma }_2=\lambda \sigma _2,\stackrel{~}{\sigma }_3=\lambda ^2\sigma _3,$$
(24)
then in the limit $`\lambda 0`$, one obtains the previous differential algebra (15) for $`\sigma _1,\sigma _2,\sigma _3`$.

In order to take this limit in the metric, one needs first to rescale the radial coordinate and the charge, $`\stackrel{~}{r}=\lambda ^1r`$, $`\stackrel{~}{Q}=\lambda ^6Q`$, and also needs to make a coordinate transformation $`y=\frac{1}{4}mr^2`$. Then, upon making the identification $`Q=\frac{16}{m^4}`$, one obtains the internal sector (10) of the $`D=8`$ domain wall metric, with $`\sigma _1=mdz_2`$, $`\sigma _2=mdz_3`$, $`\sigma _3=m(dz_1+mz_3dz_2)`$. Thus the scaling by $`\lambda `$ blows up the EH region $`\stackrel{~}{r}0`$ into the region described by the domain-wall metric (10).

Note that one is dealing here with a singular version of the Eguchi-Hanson metric with $`\stackrel{~}{Q}>0`$ (the non-singular metric has $`\stackrel{~}{Q}<0`$, and is complete for $`\stackrel{~}{r}|\stackrel{~}{Q}|^{\frac{1}{4}}`$), so this construction does not actually resolve the domain-wall singularity.

Within the unscaled EH metric, the far region where $`\stackrel{~}{r}\mathrm{}`$ asymptotically tends to a Ricci-flat cone over RP3. This region has a scaling symmetry $`\stackrel{~}{r}\stackrel{~}{\lambda }\stackrel{~}{r}`$, $`ds_{\mathrm{EH}}^2\stackrel{~}{\lambda }ds_{\mathrm{EH}}^2`$, generated by a homothetic conformal Killing vector $`E=\stackrel{~}{r}\frac{}{\stackrel{~}{r}}`$. In fact, one also has in this region $`_\mu E_\nu =g_{\mu \nu }`$ and since $`_{[\mu }E_{\nu ]}=0`$, it follows that $`E`$ is a gradient (this is also clear from its explicit form). So $`E`$ is also hypersurface orthogonal.

In the middle region of the EH metric, $`0<<\stackrel{~}{r}<<\mathrm{}`$, the $`E`$ scaling symmetry is lost. This accords with the fact that the slices at fixed $`\stackrel{~}{r}`$ are orbits of $`\mathrm{SU}(2)`$, which does not have a scaling symmetry.

The region near the EH singularity $`\stackrel{~}{r}0`$ blows up, as we have seen, into the metric (10) which has the Heisenberg group symmetry and also a homothetic conformal Killing vector $`D=y\frac{}{y}+2z_1\frac{}{z_1}+z_2\frac{}{z_2}+z_3\frac{}{z_3}`$. This conformal Killing vector is not, however, proportional to a gradient, so it is not hypersurface-orthogonal.

## 5 Higher Dimensions and Orientifolds

Starting from a series of gravitational domain-wall solutions in lower dimensions, with less preserved supersymmetry than in the above $`D=8d=4`$ example, one can similarly oxidize up to $`\widehat{D}=11`$ and so obtain from their transverse spaces a series of cohomogeneity-one manifolds of special holonomy with varying amounts of preserved supersymmetry.

For example, we can consider a domain wall in $`D=6`$ for the theory obtained by turning on fluxes $`_{9,10}`$ and $`_{7,8}`$ for the gravitational Kaluza-Klein vector $`𝒜_m`$ arising in the original $`D=11D=10`$ reduction (in the notation of Ref. , these fluxes correspond to the zero-form field strengths $`_{(0)\mathrm{\hspace{0.17em}23}}^1`$ and $`_{(0)\mathrm{\hspace{0.17em}45}}^1`$). In $`D=6`$, one then obtains a single-sided domain wall metric depending on a linear harmonic function $`H=my`$ in the codimension-one transverse space,

$$ds^2=H^{\frac{1}{2}}dx^\mu dx_\mu +H^{\frac{5}{2}}dy^2\mu =0,1,\mathrm{},4.$$
(25)
Oxidizing this metric up to $`\widehat{D}=11`$, one obtains a metric $`d\widehat{s}^2=dx^\mu dx_\mu +ds_6^2`$, from which one may extract the $`d=6`$ cohomogeneity-one part

$$ds_6^2=H^2[dz_1+m(z_3dz_2+z_5dz_4)]^2+H^2dy^2+H(dz_2^2+\mathrm{}+dz_5^2).$$
(26)
Defining an orthonormal basis for this metric by

$`e^0=Hdy`$ $`e^1=H^1[dz_1+m(z_3dz_2+z_5dz_4)]`$
$`e^2=H^{\frac{1}{2}}dz_2`$ $`e^3=H^{\frac{1}{2}}dz_3`$
$`e^4=H^{12}dz_4`$ $`e^5=H^{\frac{1}{2}}dz_5,`$ (27)
one finds a Kähler form $`J=e^0e^1e^2e^3e^4e^5`$. The metric (26) has $`\mathrm{SU}(3)`$ holonomy, corresponding to the $`\frac{1}{4}`$ supersymmetry preserved by the $`D=6`$ domain wall.

By a generalization of the arguments in the $`d=4`$ case presented above, the $`d=6`$ metric (26) may also be obtained as a Heisenberg limit of a smooth gravitational instanton, in this case a Calabi-Yau 3-fold . Now the volume grows as $`\stackrel{~}{y}^{\frac{3}{2}}`$ as one recedes from the singularity, and, after taking a scaling limit analogous to the BKTY one, the metric develops a generalized Heisenberg symmetry with respect to which which the homogeneous $`\stackrel{~}{y}=\mathrm{const}`$ slices are group orbits having the structure of a $`T^1`$ bundle over $`T^4`$ . For $`H=my`$ one finds again a homothetic conformal Killing vector $`D=y\frac{}{y}+3z_1\frac{}{z_1}+\frac{3}{2}z_2(\frac{}{z_2}+z_3\frac{}{z_3}+z_4\frac{}{z_4}+z_5\frac{}{z_5})`$. And, similarly to the $`d=4`$ example, the $`d=6`$ metric (26) can also be obtained from a $`d=6`$ generalization of the Eguchi-Hanson metric .

Higher-dimensional cohomogeneity-one gravitational domain walls of special holonomy may also be obtained as Heisenberg limits of corresponding-dimensional gravitational instantons. For example, one has a $`\frac{1}{4}`$ supersymmetric $`D=5d=7`$ metric with $`\mathrm{G}_2`$ holonomy,

$`ds_7^2`$ $`=`$ $`H^4dy^2+H^2[dz_1+m(z_4dz_3+z_6dz_5)]^2+H^2[dz_2+m(z_5dz_3z_6dz_4)]^2`$ (28)
$`+H^2(dz_3^2+\mathrm{}+dz_5^2),`$
or a $`\frac{1}{16}`$ supersymmetric $`D=4d=8`$ metric with $`\mathrm{Spin}(7)`$ holonomy,

$`ds_8^2`$ $`=`$ $`H^6dy^2+H^2[dz_1+m(z_5dz_4+z_7dz_6)]^2+H^2[dz_2+m(z_6dz_4z_7dz_5)]^2`$ (29)
$`+H^2[dz_3+m(z_7dz_4+z_6dz_5)]^2+H^3(dz_4^2+\mathrm{}+dz_7^2).`$
The relations between domain walls and gravitational instantons that we have reviewed here all have negative tension, as can be seen from their growth in volume as one recedes from the singularity and in analogy with the matching condition (1). Moreover, we have seen that there can be Heisenberg limits to domain wall spacetimes from various previously known spacetimes: we have seen implicit limits to such domain walls from nonsingular K3 and Calabi-Yau spaces and also more explicit limits (but without resolving the singularities) from generalized Eguchi-Hanson spaces.

Now, in string theory, one does not have acceptable source actions for negative tension objects, since the corresponding brane waves would have negative kinetic energy. Thus it is fortunate that the cases we have investigated can actually be resolved into portions of nonsingular gravitational instanton spaces, which do not require such sources. The negative tension objects that string theory does contain, however, are orientifold planes. These avoid having unacceptable negative energy brane waves since they are fixed in position by virtue of their $`_2`$ identifications: the orientifold plane is located at the $`_2`$ fixed point. Returning to the effective supergravity theory, one is, accordingly, interested in finding spacetimes corresponding to orientifold planes. One such orientifold plane is related to our basic 6-brane example (9,10). In this case, the orientifold spacetime corresponds to the product of $`d=7`$ Minkowski space times the Atiyah-Hitchin (AH) metric , which can be written in the form

$$ds_{\mathrm{AH}}^2=dt^2+a^2(t)\sigma _1^2+b^2(t)\sigma _2^2+c^2(t)\sigma _3^2.$$
(30)
At large $`t`$, one has $`a(t)b(t)`$ and the AH metric tends to the Taub-NUT metric, which in appropriate coordinates is

$$ds_{\mathrm{TN}}^2=4(1+\frac{2M}{r})^1(d\psi +\mathrm{cos}\theta d\varphi )+(1+\frac{2M}{r})(dr^2+r^2(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2))$$
(31)
with, however, $`M<0`$ and which is here taken subject to the $`_2`$ identification $`(\psi ,\theta ,\varphi )(\psi \pi ,\pi \theta ,\varphi +\pi )`$. Taking a Heisenberg limit of this metric, one reobtains our conical spacetime (10), but subject now to the $`_2`$ identification $`(z_1,z_2,z_3)(z_1,z_2,z_3)`$. Accordingly, the AH metric is described as being “asymptotically locally conical” (ALC).

In string theory, the macroscopic curvature of a supergravity solution is interpreted as arising from the accumulation of charge $``$ tension for a stack of microscopic extended objects. Accordingly, one may interpret our basic 6-brane solution (9) also as the Heisenberg limit of the metric for a stack of orientifold planes, subject also now to the above $`_2`$ identification. The ADM mass $`M`$ of this spacetime is negative, corresponding to the negative tension. However, there are no negative energy brane waves on such a background because the $`_2`$ identification eliminates translational zero modes. This ALC solution manages to avoid being inconsistent with the positive mass theorem because its structure at infinity is not simply-connected, owing to the $`_2`$ identification, and this interferes with the solution of the Dirac equation subject to boundary conditions at infinity, which is an essential element of the positive mass theorem proof.

Higher-dimensional examples of ALC metrics can be found using the recent explicit constructions of metrics with Spin(7) holonomy  and $`G_2`$ holonomy .


text:
# Anomalous Roughening in Experiments of Interfaces in Hele-Shaw Flows with Strong Quenched Disorder

## I Introduction

The study of the morphology and dynamics of rough surfaces and interfaces in disordered media has been a subject of much interest in last years Barabasi-Stanley , and is an active field of research with relevance in technological applications and material characterization. These surfaces or interfaces are usually self–affine, i.e. statistically invariant under an anisotropic scale transformation. In many cases, the interfacial fluctuations follow the dynamic scaling of Family–Vicsek (FV) Family-Vicsek-1985 , which allows a description of the scaling properties of the interfacial fluctuations in terms of a growth exponent $`\beta `$, a roughness exponent $`\alpha `$, and a dynamic exponent $`z`$. However, many growth models Schroeder ; krug ; Das-Sarma ; Dasgupta ; Lopez-96 ; Castro , experiments of fracture on brittle materials, such as rock fracture-Granite-JuanMa  or wood fracture-Wood-Engoy ; fracture-Wood-Morel-1 ; fracture-Wood-Morel-2 , as well as experiments on sputtering Sputtering-Jeffries , molecular beam epitaxy MBE-Yang , and electrodeposition ED-Huo  have shown that the FV scaling is limited, and a new ansatz, known as anomalous scaling Lopez-96 ; Lopez-97-I ; Lopez-97-II , must be introduced. The particularity of the anomalous scaling is that local and global interfacial fluctuations scale in a different way, so in general the global growth and roughness exponents, $`\beta `$ and $`\alpha `$ respectively, differ from the local ones $`\beta ^{}`$ and $`\alpha _{loc}`$.

In experiments of fracture on brittle materials, while $`\alpha `$ is clearly dependent on the material and the fracture mode, the measured exponents $`\alpha _{loc}`$ seem to have a universal value, in the range $`\alpha _{loc}^{3D}=0.80.9`$ for three–dimensional fractures, and $`\alpha _{loc}^{2D}=0.60.7`$ for two–dimensional fractures. López et al. fracture-Granite-JuanMa  reported $`\alpha =1.2`$ in an experiment of fracture in a granite block, while in fracture of wood Morel et al. fracture-Wood-Morel-1  obtained $`\alpha =1.60`$ and $`\alpha =1.35`$ for two different wood specimens. In these experiments they also obtained $`\beta =0.26`$ and $`\beta ^{}=0.14`$. An interesting observation from the experiments of fracture in wood, where tangential and radial fractures were studied fracture-Wood-Engoy , is that the morphology of the interfaces for the former were characterized by large slopes, in contrast with the smoother appearance of the latter. As pointed out by López et al. fracture-Granite-JuanMa , the origin of anomalous scaling in these experiments seems to be related with these large slopes in the morphology of the interfaces.

In a previous work Soriano-2002-I  we presented an experimental study of forced fluid invasion in a Hele-Shaw cell with quenched disorder. We focused on the limit of weak capillary forces, and studied different types of disorder configurations at different interface velocities and gap spacings. The results obtained showed that the interfacial fluctuations scaled with time through a growth exponent $`\beta 0.50`$, which was almost independent of the experimental parameters. The values of the roughness exponents were characterized by two regimes, $`\alpha _1`$ at short length scales and $`\alpha _2`$ at long length scales. For high interface velocities, we obtained $`\alpha _11.3`$ and $`\alpha _20`$, independently of the disorder configuration. For moderate and low velocities, however, different values were obtained depending on the disorder configuration, and different scaling regimes were reported. In addition, when the disorder was totally persistent in the direction of growth, and for sufficiently strong capillary forces, a new regime emerged. This new regime must be described in the framework of anomalous scaling and was discussed in a recent Letter Soriano-2002-PRL . We obtained the scaling exponents for a specific set of experimental parameters, and explored the range of validity of the anomaly. We also introduced a phenomenological model that reproduces the interface dynamics observed experimentally and the scaling exponents.

The objective of the present paper is to analyze the experimental evidences of anomalous scaling in a systematic way, introducing additional techniques for the detection of anomalous scaling, such as multiscaling and the statistical distribution of slopes. The experimental range of anomalous scaling is studied in depth, and we investigate the effects of average interface velocity, gap spacing, and disorder configuration. We also consider the situation in which the interface is solely driven by capillary forces, which allows understanding better the behavior of the interface at the scale of the disorder and its relation with the scaling exponents in particular limits of the experiments.

The outline of the paper is as follows. In Sec. II we review the Family-Vicsek and the anomalous scaling ansatzs. In Sec. III we introduce the experimental setup, and in Sec. IV we describe the methodology used in data analysis. The main experimental results are presented and analyzed in Sec. V. The discussion and final conclusions are given in Section VI.

## II Scaling ansatzs

### II.1 Family-Vicsek scaling

The statistical properties of a one–dimensional interface defined by a function $`h(x,t)`$ (interface height at position $`x`$ and time $`t`$) are usually described in terms of the fluctuations of $`h`$. The global width in a system of lateral size $`L`$ is defined as $`w(L,t)=[h(x,t)\stackrel{~}{h}(t)]^2_x^{1/2}`$, where $`x`$ is the position, $`\stackrel{~}{h}(t)=h(x,t)_x`$, and $`<>_x`$ is an spatial average in the $`x`$ direction. In the dynamic scaling assumption of Family-Vicsek (FV) Family-Vicsek-1985 , $`w(L,t)`$ scales as

$$w(L,t)=L^\alpha f(L/t^{1/z}),$$
(1)
where $`z`$ is the dynamical exponent and $`f(u)`$ the scaling function

$$f(u)\{\begin{array}{c}\text{const}\text{if}u1,\hfill \\ u^\alpha \text{if}u1.\hfill \end{array}$$
(2)
Here $`\alpha `$ is the roughness exponent and characterizes the scaling of the surface at saturation, $`w(L,tL^z)L^\alpha `$. $`L^z`$ characterizes the saturation time, $`t_\times L^z`$. It is customary to introduce a growth exponent $`\beta `$, which characterizes the growth of the interfacial fluctuations before saturation, $`w(L,tL^z)t^\beta `$. The exponents $`\alpha `$, $`\beta `$, and $`z`$ verify the scaling relation $`\alpha =z\beta `$.

An important feature of the FV assumption is that the scaling behavior of the surface can also be obtained by looking at the local width over a window of size $`lL`$. The scaling is then

$$w(l,t)\{\begin{array}{c}t^\beta \text{if}tl^z,\hfill \\ l^\alpha \text{if}tl^z.\hfill \end{array}$$
(3)
The roughness exponent $`\alpha `$ can also be obtained by studying the power spectrum of the interfacial fluctuations, $`S(k,t)=H(k,t)H(k,t)`$, where $`H(k,t)=_x[h(x,t)\stackrel{~}{h}(t)]\mathrm{exp}(ikx)`$. In the FV assumption, the power spectrum scales as

$$S(k,t)=k^{(2\alpha +1)}s(kt^{1/z}),$$
(4)
where $`s`$ is the scaling function

$$s(u)\{\begin{array}{c}u^{2\alpha +1}\text{if}u1,\hfill \\ \text{const}\text{if}u1.\hfill \end{array}$$
(5)
### II.2 Anomalous scaling

As mentioned in the introduction, experimental results and several growth models that do not follow the FV dynamic scaling have led to the introduction of a new, more general dynamic scaling hypothesis known as anomalous scaling Lopez-96 ; Lopez-97-I ; Lopez-97-II . The origin of this new scaling comes from the different behavior of global and local interfacial fluctuations. While the global width scales as in the FV scaling, the local width follows a different scaling given by

$$w(l,t)\{\begin{array}{c}t^\beta \text{if}tl^z,\hfill \\ l^{\alpha _{loc}}t^\beta ^{}\text{if}l^ztL^z,\hfill \\ l^{\alpha _{loc}}L^{\alpha \alpha _{loc}}\text{if}L^zt,\hfill \end{array}$$
(6)
where $`\beta ^{}=(\alpha \alpha _{loc})/z`$ is the local, anomalous growth exponent, and $`\alpha _{loc}`$ the local roughness exponent. It is common to define $`\theta =\alpha \alpha _{loc}`$ as the anomalous exponent, which measures the degree of anomaly Lopez-97-I ; Lopez-97-II . Therefore, in the case of anomalous scaling, two more scaling exponents $`\beta ^{}`$ and $`\alpha _{loc}`$ are needed to characterize the scaling behaviour of the surface. When $`\theta =0`$ and $`\beta ^{}=0`$ local and global scales behave in the same way, and we recover the usual FV scaling.

It is common to define a scaling function for the behavior of $`w(l,t)`$, defining $`g(u)`$ as $`g(l/t^{1/z})=w(l,t)/l^\alpha `$. From Eq. (6), $`g(u)`$ is expected to scale as

$$g(u)\{\begin{array}{c}u^{(\alpha \alpha _{loc})}\text{if}u1,\hfill \\ u^\alpha \text{if}u1.\hfill \end{array}$$
(7)
One of the implications of the anomalous scaling is that the local width saturates when the system size saturates as well, i.e. at times $`t_\times `$, and not at the local time $`t_ll^z`$ as occurs in the FV scaling. It is also interesting to notice that the anomalous scaling can be identified in an experiment by plotting the local width $`w(l,t)`$ as a function of time for different window sizes. According to Eq. (6) the different curves would show a vertical shift proportional to $`l^{\alpha _{loc}}`$.

In terms of the power spectrum, Eq. (4), the anomalous scaling follows a new scaling function $`s(u)`$ given by

$$s(u)\{\begin{array}{c}u^{2\alpha +1}\text{if}u1,\hfill \\ u^{2\theta }\text{if}u1.\hfill \end{array}$$
(8)
For times $`tt_\times `$ the power spectrum scales as $`S(k,t)k^{(2\alpha _{loc}+1)}t^{2\theta /z}`$ and not simply as $`k^{(2\alpha +1)}`$ of the ordinary scaling.

In general, it is usual to differentiate between two types of anomalous scaling: super-roughness and intrinsic anomalous scaling. Super-roughness is characterized by $`\alpha _{loc}=1`$ and $`\alpha >1`$, although the structure factor follows the ordinary scaling given by Eqs. (4) and (5). Thus, for super-roughness, the power spectrum provides information about the global roughness exponent $`\alpha `$. The intrinsic anomalous scaling follows strictly the scaling given by the scaling function of Eq. (8). This implies that the decay of the power spectrum with $`k`$ gives only a measure of $`\alpha _{loc}`$, not of $`\alpha `$. Moreover, the particular temporal dependence of the scaling of the power spectrum allows identifying the existence of intrinsic anomalous scaling by the presence of a vertical shift of the spectral curves at different times. One has to be cautious with this particularity, because the observation of a vertical shift, however, does not imply necessarily the existence of intrinsic anomalous scaling.

The different forms of anomalous scaling are included in a generic dynamic scaling ansatz recently introduced by Ramasco et al. Ramasco-00 .

## III Experimental setup and procedure

The experimental setup used here has been described previously in Refs. Soriano-2002-I ; Soriano-2002-PRL . The setup (Fig. 1) consists on a horizontal Hele–Shaw cell which contains a pattern of copper tracks placed over a fiberglass substrate. The tracks are d=$`0.06\pm 0.01`$ mm high and are randomly distributed along the lateral direction $`x`$ without overlap, and filling 35 % of the substrate. The lateral size of the unit track is $`1.50\pm 0.04`$ mm, but wider tracks are obtained during design when two or more unit tracks are placed one adjacent to the other. The separation between the fiberglass substrate and the top glass defines the gap spacing $`b`$, which has been varied in the range $`0.16b0.75`$ mm. A silicone oil (Rhodorsil 47 V) with kinematic viscosity $`\nu =50`$ mm2/s, density $`\rho =998`$ kg/m3, and surface tension oil–air $`\sigma =20.7`$ mN/m at room temperature, is injected at one side of the cell, and displaces the air initially present. The evolution of the oil–air interface is monitored using 2 CCD cameras. A typical example of the morphology of an interface and its temporal evolution is shown in Fig. 2.

The oil is injected at constant volumetric injection rate $`Q`$ by means of a syringe pump. The presence of the disorder, however, makes the cell inhomogeneous in the $`z`$ direction, so that $`Q`$ is not exactly proportional to the average interface velocity $`v`$ measured on the images. Nevertheless, since the free gap $`bd`$ is always comparable to the total gap $`b`$, the two–dimensional interface velocity $`v`$ is still well characterized. On the other hand, to make the comparison between different experiments easy, we will measure $`v`$ in terms of a reference velocity $`V=0.04`$ mm/s.

Although the disorder made of tracks (which will be called T 1.50, the numeric value indicating the width of the unit track in mm) has been the main disorder pattern used in the experiments, other disorder configurations have been used. These configurations are characterized by a random distribution of squares with a lateral size of $`1.50`$ or $`0.40`$ mm, and will be called SQ 1.50 and SQ 0.40 respectively. A full description and characterization of these disorders, plus more detailed information about the experimental setup and procedure can be found in Ref. Soriano-2002-I .

## IV Data treatment

As explained in Sec. II, we study the roughening process of the interfaces through the interfacial rms width $`w(l,t)`$ and the power spectrum $`S(k,t)`$. The profile $`h(x,t)`$, obtained from the analysis of the images, contains 515 points corresponding to a lateral size of 190 mm. Because the oil tends to advance at the side walls of the cell, we have a distorsion of the front that penetrates a distance $`p`$ from each side wall. This penetration length depends on average interface velocity and is specially sensitive to variations in gap spacing. An example is presented in Fig. 3(a), which shows the effect of the distortion on an interface with experimental parameters $`v=0.08`$ mm/s, $`b=0.75`$ mm and disorder SQ 1.50. To evaluate the effect of the distortion, we have measured the penetration length $`p`$ at different gap spacings $`b`$ for two disorder configurations, SQ 1.50 and T 1.50. The results are presented in Fig. 3(b), and show that $`p`$ increases quickly with gap spacing. For $`b=0.75`$ mm, the largest value studied, $`p`$ is about 8 mm. Notice also that the presence of a columnar disorder reduces significantly the effect of the distortion for the smallest gap spacings. To minimize the effect of the distortion we have cut 8 mm from both ends of all interfaces, as shown in Fig. 3(a), reducing them to a final lateral size of 174 mm (470 pixels). For data analysis convenience (particularly in the computation of the power spectrum), we have extended the number of points to 512 using linear interpolation. Finally, we have forced periodic boundary conditions by subtracting the straight line that connects the two ends of the interface. This procedure, well documented in the literature of kinetic roughening Simonsen98 , eliminates an artificial overall slope -2 in the power spectrum due to the discontinuity at the two ends Schmittbuhl95 .

Because the initial stages of roughening are so fast, the interface profile at $`t=0`$ s is not a flat interface, but a profile with an initial roughness $`w(0)`$, as can be observed in Fig. 2. This roughness, on one hand, does not permit to observe the growth of the small scales at short times; on the other, $`w(0)`$ is different from one disorder configuration to another, which makes the early stages strongly dependent on the particular realization of the disorder. To eliminate these effects, we will always plot the subtracted width $`W(l,t)`$, defined as $`W(l,t)=w^2(l,t)w^2(l,0)^{1/2}`$, where the brackets indicate average over disorder realizations. This correction is an standard procedure in the field of growing interfaces, and is reported in both experiments and numerical simulations Barabasi-Stanley ; Sputtering-Jeffries ; Tripathy00 .

Another aspect of interest concerning the analysis of our experimental data is the various methods available in the literature to obtain the growth and roughness exponents. In this work we have obtained the growth exponents $`\beta `$ and $`\beta ^{}`$ through the scaling of $`W(l,t)`$ with time. We have also used an alternative way to measure $`\beta ^{}`$, proposed by López Lopez-slopes-99 , in which the growth of the mean local slopes, $`\rho (t)=\overline{(h)^2}^{1/2}`$, is analyzed. Usually $`\rho (t)`$ scales with time as $`\rho (t)t^\kappa `$, with $`\kappa <0`$ for the ordinary scaling and $`\kappa >0`$ for anomalous scaling. In this last case, $`\kappa `$ is identified with the local growth exponent $`\beta ^{}`$. The local roughness exponents $`\alpha _{loc}`$ have been obtained through the analysis of the power spectrum $`S(k,t)`$. The results obtained have been checked using other methods, such as the dependency of the height-height correlation function $`C(l,t)`$ or $`W(l,t)`$ with the window size $`l`$, in both cases scaling as $`l^{\alpha _{loc}}`$. We have obtained, within error bars, similar results to those from $`S(k,t)`$. Finally, in the framework of intrinsic anomalous scaling, the only direct way to measure the global roughness exponents $`\alpha `$, and in addition $`z=\alpha /\beta `$, is through the analysis of $`C(L,t)`$ or $`W(L,t)`$ with the system size $`L`$. Both quantities scale as $`L^\alpha `$. Because it is not practical to perform experiments varying the system size, we have not measured global roughness exponents directly. Instead, they have been obtained from the collapse of $`S(k,t)`$ or $`W(l,t)`$. Notice that information about the value of $`\alpha `$ is contained in both the vertical displacement of the spectral curves with time (Eqs. (4) and (8)) and the vertical shift of the $`W(l,t)`$ curves for different window sizes (Eq. (6)). The error bars that we give in the final numeric value of an specific scaling exponent takes into account the various methods of analysis and the error in the different collapses.

## V Experimental results and analysis

### V.1 Evidence of anomalous scaling

The first evidence of anomalous scaling in these experiments was presented in our previous work Soriano-2002-PRL  and corresponded to the experimental parameters $`v=0.08`$ mm/s ($`2V`$) and $`b=0.36`$ mm. Here, for completeness, we will show similar experimental results for a different set of parameters, namely $`v=0.04`$ mm/s ($`V`$) and $`b=0.36`$ mm.

#### V.1.1 Interfacial width

Fig. 4(a) shows the results obtained for $`W(l,t)`$ for progressively smaller window sizes. We obtain clear exponents $`\beta =0.52\pm 0.04`$ (corresponding to $`l=L`$) and $`\beta ^{}=0.35\pm 0.05`$ (for $`l=L/256`$). The fact that $`\beta ^{}`$ is clearly different from zero is a robust evidence of anomalous scaling. Moreover, the behavior of the different curves is in good agreement with the anomalous scaling ansatz of Eq. (6), i.e. the plots for different window sizes are vertically shifted. Notice also that the saturation takes place at $`t_\times `$ (the saturation time of the full system) for all window sizes.

#### V.1.2 Local slopes

To check the reliability of the exponent $`\beta ^{}`$ we have also studied the scaling of the mean local slopes with time. The result is presented in Fig. 4(b), obtaining $`\beta ^{}=0.38\pm 0.05`$, in agreement with the result of $`\beta ^{}`$ using $`W(l=L/256,t)`$.

#### V.1.3 Power spectrum

The analysis of the interfacial fluctuations through the power spectrum is presented in Fig. 4(c). The first important observation is that the spectral curves are shifted vertically, the shift being maximum at short times, reducing progressively as time increases, and disappearing at saturation ($`t=t_\times 2000`$ s). The presence of this vertical displacement of the spectral curves is a signature of anomalous scaling. The evolution of the power spectrum gives two clear power law dependencies, at short times with slope $`3.4\pm 0.1`$, and at saturation with slope $`2.1\pm 0.1`$. The former is a transient regime whose origin is the strong dominance of the capillary forces at very short times. The latter provides the local roughness exponent, $`\alpha _{loc}=0.55\pm 0.10`$ in this case.

To get the values of $`\alpha `$ and $`z`$ we have collapsed the plots of Fig. 4(c) in accordance with the scaling function of Eq. (8), i.e. plotting $`S(k,t)k^{2\alpha +1}`$ as a function of $`kt^{1/z}`$. This collapse, shown in Fig. 5(a), refines the numerical values of the experimental results and gives the values of $`\alpha `$ and $`z`$. We obtain in this way:

$`\beta =0.50\pm 0.04,\beta ^{}=0.30\pm 0.04,`$
$`\alpha =1.1\pm 0.1,\alpha _{loc}=0.5\pm 0.1,z=2.2\pm 0.2.`$ (9)
An alternative collapse that confirms the validity of these results can be performed using the scaling function defined in Eq. (7). This collapse is shown in Fig. 5(b).

#### V.1.4 Multiscaling

The presence of anomalous scaling can also be identified by checking for multiscaling krug . For this purpose, we have studied the scaling of the generalized correlations of order $`q`$, of the form $`C_q(l)=\{(h(x+l,t)h(x,t))^q\}^{1/q}l^{\alpha _q}`$, where $`\alpha _q`$ are local roughness exponents. The results obtained are shown in Fig. 6, which gives the values of $`\alpha _q`$ at different orders $`q`$. We get a progressive decrease of the measured exponent, varying from $`\alpha _20.55`$ to $`\alpha _60.22`$, which confirms the existence of multiscaling in the experiment and, therefore, of anomalous scaling.

### V.2 Experimental range of anomalous scaling

Once the existence of anomalous scaling is well characterized for a specific set of experimental parameters, we are now interested in analyzing the range of validity of the anomaly. We have performed a series of experiments varying $`v`$ and fixing the gap spacing to $`b=0.36`$ mm and, on the other hand, a series of experiments varying $`b`$ and fixing the average interface velocity to $`v=0.08`$ mm/s (2V). Because we can identify the existence of anomalous scaling by looking at the behavior of the smallest scales, i.e. the existence of a $`\beta ^{}0`$, we present the results by plotting the local growth exponent $`\beta ^{}`$ for the different experiments.

#### V.2.1 Interface velocity

The results of $`\beta ^{}`$ at different $`v`$ are presented in Fig. 7. In a wide range of interface velocities, from $`V`$ to $`10V`$, the measured exponent $`\beta ^{}`$ is robust and not very sensitive to changes in the velocity, varying from $`0.35\pm 0.04`$ for velocity $`V`$ to $`0.28\pm 0.04`$ for velocity $`10V`$. For velocities $`v15V`$, however, the measured value of $`\beta ^{}`$ quickly decays to a value close to zero, indicating that over a threshold velocity (about $`13V`$ for $`b=0.36`$ mm) the anomaly disappears.

In terms of the power spectrum, when the velocity is varied from $`V`$ to $`15V`$, we always observe a vertical shift of the spectral curves, and the power spectrum at different times can be collapsed to get the set of scaling exponents. Above the previous threshold velocity, the power spectrum follows the ordinary scaling, i.e. without vertical displacement.

#### V.2.2 Gap spacing

The results of $`\beta ^{}`$ at different $`b`$ are presented in Fig. 8. It is clear from the different plots that the exponent $`\beta ^{}`$ is rather sensitive to variations of the gap spacing. Three different behaviors can be observed: i) For small values of $`b`$ (around $`b=0.16`$ mm), where capillary forces are dominant, we get $`\beta ^{}=0.52\pm 0.04`$, which is identical to the corresponding value of $`\beta `$. This similitude is discussed in Sec. V.5. ii) For moderate values of $`b`$ (in the range $`0.23b0.56`$ mm) we get values of $`\beta ^{}`$ that vary from $`0.35\pm 0.05`$ for $`b=0.23`$ mm to $`0.25\pm 0.04`$ for $`b=0.56`$ mm. This range of gap spacings is characterized by strong (but not dominant) capillary forces, and is the region where the anomalous scaling can be fully characterized. iii) For large values of $`b`$ ($`b0.60`$ mm) we get $`\beta ^{}=0.10\pm 0.04`$ for $`b=0.75`$ mm, and $`\beta ^{}`$ is nearly zero for larger gap spacings. In this regime capillary forces are not sufficiently strong, and the anomalous scaling disappears. The analysis of $`\beta ^{}`$ through the scaling of the mean local slopes has given identical results within error bars, although the sensitivity of this analysis to short–time transients makes it less reliable.

Concerning the power spectrum, in the range $`0.23b0.56`$, the vertical shift of the spectral curves is present, and a regime characterized by anomalous scaling can be described. For $`b=0.16`$ mm, although the spectral curves are vertically shifted, an scaling regime is not identifiable at all. The power spectra can be collapsed, but not reliable $`\alpha `$, $`\alpha _{loc}`$, and $`z`$ exponents can be obtained. For $`b0.6`$ mm, a vertical shift in the power spectra is not observed, and the scaling of the interfacial fluctuations is best described in the framework of ordinary scaling.

#### V.2.3 Disorder properties

Other modifications that we have carried out to study the range of validity of the anomalous scaling are the track width and the persistence of the disorder along the growth direction. Fig. 9 shows the variation of the local interfacial fluctuations for four different disorder configurations. The gap spacing and velocity have been fixed to $`b=0.36`$ mm and $`v=2V`$ respectively. For T 0.40 we get a similar result from that obtained with T 1.50, measuring $`\beta ^{}=0.29\pm 0.05`$. However, we have evidences that the anomaly decreases as we reduce the width of the basic track, and it disappears when the width of the basic track is $`0.20`$ mm, due to the fact that the in–plane curvature over the copper track becomes similar to the curvature in the $`z`$ direction.

Next, we study different disorder configurations with progressively smaller persistence in the growth direction. For SQ 1.50, although the saturation time for the full system is at $`t_\times 1000`$ s, we observe that the local interfacial fluctuations saturate at much shorter time, which is more characteristic of the ordinary scaling. However, we still observe traces of anomalous scaling at early times, for which $`\beta ^{}=0.26\pm 0.04`$. This is somehow not surprising taking into account that, for this disorder, the first array of squares is equivalent to T 1.50, but only $`1.50`$ mm long. Thus, at very short times, the growth follows the same behavior as tracks. With a driving velocity $`0.08`$ mm/s, the interface takes about $`1020`$ s in crossing the first array of squares, which is the same time for which we observe the presence of anomalous scaling. For SQ 0.40, with $`t_\times 300`$ s, we measure $`\beta ^{}=0.05\pm 0.04`$, which is indicative of the absence of anomalous scaling.

#### V.2.4 Characterization by the statistical distributions of slopes

We have also considered an alternative analysis to confirm the results of anomalous scaling. In a recent work, Asikainen et al. Histogram-slopes-Asikainen  showed that the presence of anomalous scaling can be associated to the presence of multiscaling on one hand, and to high slopes in the morphology of the interfaces on the other. According to these authors, the distribution function of these slopes, $`P(\mathrm{\Delta }h)`$, with $`\mathrm{\Delta }h|h(x_{i+1}h_x|`$, scales following a Lévy distribution, $`P(\mathrm{\Delta }h)\mathrm{\Delta }h^\gamma `$, where $`0<\gamma <2`$; while for ordinary scaling $`P(\mathrm{\Delta }h)`$ follows a Gaussian distribution. We have checked this prediction with our experimental results. Fig. 10(a) compares the shape of three different interfaces with different degrees of anomalous scaling. In all cases $`v=2V`$ and $`b=0.36`$ mm. All the interfaces are in the saturation regime. For T 1.50 (the case most representative of anomalous scaling) the interface presents high slopes at the edges of the copper tracks. For T 0.40 some regions present high slopes, but in general the interface looks smoother. This case shows anomalous scaling, but the degree of the anomaly is much weaker than the previous case. For SQ 1.50 the interface is very smooth and the interfacial fluctuations are best described with the FV scaling, with only traces of anomalous scaling at very short times. The interfaces in these three cases are similar to those reported in fracture of wood by Engøy et al. in Fig. 1 of Ref. fracture-Wood-Engoy . In particular, the interfaces for T 1.50 or T 0.40 look like interfaces obtained from tangential fracture in wood, both characterized by high slopes and anomalous scaling. In the same line, the interfaces for SQ 1.50 are similar to those obtained from radial fracture. These similitudes indicate that the role of the wood fibers is probably equivalent to the role of the copper tracks in our system as the origin of the anomalous scaling.

The distribution functions for the different interface morphologies are shown in Fig. 10(b) and (c). For T 1.50 we have two different regimes. Up to $`\mathrm{\Delta }h2`$ mm (dashed line in the plot) we have the contribution of the slopes corresponding to the structure inside tracks. For $`\mathrm{\Delta }h>2`$ mm (solid line), the contribution to the distribution function arises from the edges of the tracks. This last contribution is the one responsible for the anomalous scaling, and scales with $`\mathrm{\Delta }h`$ with an exponent $`0.6\pm 0.1`$. A similar result is observed for T 0.40. In this case, if we do not consider the contribution of the structure inside tracks (up to $`1`$ mm), we get a power law dependency with exponent $`2.0\pm 0.2`$. The fact that the anomaly is weaker for T 0.40 compared to T 1.50 is illustrated in this case by the larger value of the slope. If we compare the distribution functions of T 1.50 and SQ 1.50 we observe that, in the latter case, there is contribution only from small slopes. $`P(\mathrm{\Delta }h)`$ would scale in this case with an exponent $`3.6`$, far from the values expect for anomalous scaling.

### V.3 Experiments at Q=0

In order to understand the origin of the anomalous scaling, the previous results indicate that a more detailed investigation about the role of the capillary forces at the scale of the disorder has to be carried out. For this reason we have performed experiments at $`Q=0`$, where interfacial growth is driven solely by capillary forces.

The experiments at $`Q=0`$ have been performed by initially driving the interface at high velocity until it has reached the center of the cell. Then the pump is stopped and the experiment started. We have investigated five gap spacings, in the range $`0.16b0.75`$ mm, and characterized the interface velocity over copper tracks and fiberglass channels. For sufficiently small gap spacing, up to $`b0.36`$ mm, the morphology of the interface adopts a finger–like configuration, which ultimately causes that the interface pinches–off at long times. For this reason we have reduced the duration of the experiments to $`500`$ s for all gap spacings.

Fig. 11 shows a comparison of the interfaces at the end of the experiments with different gap spacings. The horizontal line represents the average position of the interface at $`t=0`$. For $`b=0.16`$ mm the points of the interface over the different tracks move almost independently, with weak coupling between neighboring tracks: the oil over copper tracks always advances, while the oil over fiberglass channels, except for some particular locations, always recedes, driven by the different capillary forces associated with the different curvature of the meniscii over copper tracks and fiberglass substrate. As we increase the gap spacing, the coupling in the motion of the interface over neighboring tracks is progressively more intense. For $`b=0.36`$ mm the advance over a specific copper track is coupled with its neighbors. The oil advances or recedes in a given track or channel depending on the particular realization of the disorder. Only the widest copper tracks or fiberglass channels have an independent motion. For $`b=0.56`$ mm the coupling reaches larger regions of the cell, and for $`b=0.75`$ the capillary forces are not longer sufficient to allow a large deformation of the interface.

It is also noticeable that the average position of the interface does not keep at rest. Indeed, it advances in the same direction as the oil over copper tracks. This is a consequence of the three-dimensional nature of the experiment. The total mass of fluid in the cell is conserved, but not the area measured on the images. However, the measured velocity of advance of the interface is very low. For $`b=0.36`$ mm, for example, the velocity is about $`V/10`$.

The first analysis that we have performed with the experiments at $`Q=0`$ is studying the growth of interfacial fluctuations with time. Fig. 12 shows the $`W(t)`$ curves for four different gap spacings. We observe power laws with a growth exponent $`\beta `$ that decreases from $`0.65\pm 0.04`$ for $`b=0.16`$ mm to $`0.50\pm 0.04`$ for $`b=0.75`$ mm. Clearly, when the capillary forces are sufficiently strong to allow for both the advance of the oil over tracks and the recession of the oil over fiberglass channels, we get a larger value of the growth exponent than in all other cases. The same behavior is observed for $`\beta ^{}`$, varying from $`0.65\pm 0.04`$ for $`b=0.16`$ mm to $`0.15\pm 0.05`$ for $`b=0.75`$ mm.

Concerning the behavior of the power spectrum, the fact that the experiments do not reach a saturation regime makes the analysis of the power spectrum incomplete. Qualitatively, we have observed a vertical shift of the spectral curves as time increases for gap spacings up to $`b=0.56`$ mm. For $`b=0.75`$ mm the vertical shift is not present, confirming the absence of anomalous scaling for values of $`b0.60`$ mm for any interface velocity.

The second analysis that we have performed has been a detailed study of the motion of the interface over copper tracks or fiberglass channels separately. In Fig. 13 we represent the variation of the mean height $`<h>`$ for points of the interface that are advancing over copper tracks. For gap spacings in the range $`0.16b0.36`$ mm, the mean height is a power law of time with an exponent $`0.50\pm 0.03`$. For larger gap spacings, the exponent is progressively smaller, and reaches $`0.32\pm 0.03`$ for $`b=0.75`$ mm. We have hints that the exponent tends to zero as the capillary forces become even weaker. A similar analysis can be carried out for the fiberglass channels. In this case we get the same behavior in the range $`0.16b0.36`$ mm, with an exponent $`0.50\pm 0.03`$. For $`b0.60`$ mm not clear scaling can be identified. Finally, we have also studied the motion on individual tracks, in order to know the role of track width. Considering tracks whose motion is not coupled with its neighbors we have obtained that tracks of different width show the same behavior $`<h>t^{\mathrm{\hspace{0.17em}0.5}}`$, but the different curves are displaced a factor proportional to the track width.

From these studies we conclude that it is possible to describe the motion over a single copper track, $`v_+^i`$, or fiberglass channel, $`v_{}^i`$, by the simple law

$$v_\pm ^i(t)=A_\pm ^i(b,D_\pm ^i)t^{1/2}\text{for}t1\text{ s},$$
(10)
where $`A_\pm ^i(b,D_\pm ^i)`$ is a prefactor that depends on the gap spacing $`b`$ and the individual track or channel width $`D^i`$. Averaging out the prefactor $`A_\pm ^i`$ over different track or channel widths we obtain a characteristic maximum velocity $`v_{M\pm }`$ for a given gap spacing. Eq. (10) becomes now

$$v_\pm (t)=v_{M\pm }(b)t^{1/2}\text{for}t1\text{ s}.$$
(11)
In general $`v_{M_+}>v_M_{}`$ due to the different gap spacing on copper tracks and on fiberglass channels. This difference, however, is progressively smaller as $`b`$ increases. For $`b0.36`$ mm it is reasonable to consider $`v_{M_+}v_M_{}v_M`$. The time $`t=1`$ s, determined from systematic experimental observations, is a typical time in which the velocity jumps from the average interface velocity out of the disorder to $`v_M`$ inside the disorder.

### V.4 From $`Q=0`$ to low injection rates

Eq. (11) gives the velocity over copper tracks or fiberglass channels when $`Q=0`$ (no injection). In the presence of injection, when the interface is driven at an average interface velocity $`v0`$, the behavior observed experimentally is modified in the form

$$v_\pm (t)=v\pm (v_Mv)t^{1/2},$$
(12)
where $`v_M=v_M(b)`$ and $`v_+`$ and $`v_{}`$ are the velocities averaged over copper tracks and fiberglass channels respectively. Thus, when the interface gets in contact with the disorder, the velocity on copper tracks jumps to a maximum $`v_M`$ in a characteristic time of $`1`$ s and then relaxes as $`t^{1/2}`$ to the nominal velocity. On fiberglass channels, the velocity is zero or even negative at short times, and as time goes on, the velocity increases until it reaches the nominal velocity at long times. Fig. 2 illustrates this behavior. At short times, $`t10`$ s, all the oil over copper tracks is advancing, while the oil on the widest fiberglass channels is receding. At $`t50`$ s the oil on fiberglass channels has stopped receding. At later times, the velocity on different points of the interface tends asymptotically to the nominal velocity, reached at saturation.

At low injection rates, the external velocity $`v`$ can be tuned appropriately to have an initial regime in which the oil advances over copper tracks and recedes over fiberglass channels, followed by a regime in which the oil advances at all points of the interface. This leads to two scaling regimes for $`W(l,t)`$, at short times with a growth exponent $`0.65`$, which corresponds to a regime dominated by strong capillary forces, and at longer times with a growth exponent $`0.50`$, which corresponds to a regime where capillary and viscous forces are better balanced. We have illustrated this behavior by performing experiments at low $`v`$. In particular, we have studied velocities $`V/2`$ and $`V/10`$ using a gap spacing $`b=0.36`$ mm and disorder T 1.50. The results are presented in Fig. 14. The difficulty of these experiments is that the interface pinches–off before it reaches saturation, so we can investigate only the growth regime. For $`V/2`$ we observe the two power law regimes described before. For $`V/10`$, only the first regime can be observed before the interface breaks. These results are qualitatively in agreement with the analysis of Hernández-Machado et al. Aurora-EPL-01 , who predicted two scaling regimes, $`\beta _1=5/6`$ at short times (surface tension in the plane dominant) and $`\beta _2=1/2`$ at long times (viscous pressure dominant). However, the presence of anomalous scaling and the complicated role of capillary forces in our experiments makes it difficult a direct comparison with the predictions of Hernández-Machado et al..

Another result than can be obtained from Eq. (12) is a prediction for the saturation time $`t_\times `$ as a function of the average interface velocity $`v`$. We can estimate $`t_\times `$ for a given $`v`$ and gap spacing $`b`$ by considering that saturation takes place when all tracks reach the nominal velocity $`v`$. This is not strictly exact due to the coupling between neighboring tracks, but it gives a good estimate of the dependency $`t_\times (v)`$, as shown in Fig. 15. For a given experiment with velocity $`v_i<v_M`$ the saturation takes place when the function $`v_Mt^{1/2}`$ crosses the nominal velocity. Thus, as shown in the inset of the figure, $`t_\times `$ is expected to scale as $`t_\times v^2`$. This result is confirmed by our experiments with disorder T 1.50 and $`b=0.36`$ mm (open triangles in the inset).

### V.5 Experiments with a regular modulation of the gap spacing

In order to analyze the importance of the coupling between neighboring tracks, we have performed experiments with a regular modulation of the gap spacing, consisting on copper tracks $`6`$ mm wide separated by fiberglass channels $`6`$ mm wide. Interface velocity and gap spacing are set to $`v=0.08`$ mm/s and $`b=0.36`$ mm respectively. The regular modulation and the temporal evolution of the resulting interfaces are presented in Fig. 16(a). Due to the symmetry of the regular pattern there is no growing correlation length along the direction of the interface. For this reason, a dynamic scaling of the interfacial fluctuations cannot even be defined. The growth of the interfacial width is due to the independent, equivalent growth of interface fingers over copper tracks, which follow the $`t^{1/2}`$ behavior (Eq. 12). The system saturates when the fingers reach the nominal velocity. This is shown in Fig. 16(b), which shows the evolution of $`W(l,t)`$ for the global ($`l=L`$) and local ($`l=L/256`$) scales. The figure reveals that both scales grow in the same way. The absence of dynamic scaling is also confirmed by the power spectrum, shown in Fig. 16(c). We obtain a nearly flat spectrum, with a large peak at the value of $`k`$ that corresponds to the spatial periodicity of the underlying regular pattern. We also observe a vertical shift of the spectra at different times, caused by the progressive elongation of the oil fingers over copper tracks during growth.

The previous experiments with a regular modulation of the gap spacing illustrate the need of a growing correlation length along the interface to reach a dynamic scaling regime. Similarly to these experiments, the lateral growth of the correlation length can also be inhibited when the modulation of the gap spacing is random, provided that the experimental parameters are such that the motion over tracks is not coupled and, on each track, follows Eq. (12). Thus, for very small gap spacings ($`b0.16`$ mm) and $`vV`$ we observe a growth of the interfacial width with exponent $`0.5`$ for both global and local scales. Similarly, in the experiments at $`Q=0`$ with $`b=0.16`$ mm the same exponent $`0.65`$ is measured for both global and local scales. The power spectrum of this case also demonstrates the lack of dynamic scaling, as can be seen in the top plot of Fig. 12(b). When the modulation of the gap spacing is regular, the transition to saturation is sharp due to the fact that all tracks have the same width, and thus all the oil fingers reach the nominal velocity at the same time. For a random pattern the transition to saturation is smooth, and does not take place strictly until the widest copper tracks (those that have the highest value of $`A_+^i`$) reach the nominal velocity. The plot for $`b=0.16`$ mm of Fig. 8 illustrates this behavior.

## VI Discussion and conclusions

Our experimental results show that two ingredients are necessary to observe anomalous scaling in a disordered Hele–Shaw cell: i) strong destabilizing capillary forces, sufficiently persistent in the direction of growth, and ii) coupling in the motion between neighboring tracks. These two ingredients give rise to sharp slopes at the track edges together with a growing correlation length along the interface. This scenario is represented in the phase diagram of Fig. 17, which shows the different regions of scaling explored experimentally. Each point of the diagram is an average over 6 experiments (3 disorder configurations and 2 runs per disorder configuration). The dark grey area represents the region where an anomalous scaling has been identified. We have indicated the value of $`2\theta /z`$, which is the value needed to collapse vertically the spectral curves and, therefore, indicates the degree of anomaly. For $`0.15b0.60`$ mm, and for driving velocities below $`v_M(b)`$, the capillary forces are strong enough to allow an initial acceleration and subsequent deceleration of the oil fingers over copper tracks, but sufficiently weak to allow coupling between neighboring tracks. For $`v>v_M`$, the viscous forces become dominant, and the anomalous scaling is unobservable. For $`b>0.60`$ mm, the capillary forces are not sufficiently strong and we have ordinary scaling for any velocity. Finally, for $`b0.15`$ mm (light grey area in Fig. 17), the capillary forces are dominant, and the oil fingers over copper tracks and fiberglass channels have independent motion. In this situation a dynamic scaling scenario is not adequate because there is no growing correlation length along the interface. Although $`W(l,t)`$ grows as a power law of time, this is a consequence of the independent behavior on each track given by Eq. (11). Although it is not possible to determine the scaling exponents, still is possible to perform a vertical collapse of the spectral curves because only the difference between $`\alpha `$ and $`\alpha _{loc}`$ (i.e. $`\theta `$) is needed. This allows to give the values of $`2\theta /z`$ for $`b=0.16`$ mm.

In conclusion, we have reported experiments of anomalous kinetic roughening in Hele–Shaw flows with quenched disorder. We have studied the displacement of an oil–air interface for different strength of the capillary forces, flow velocity, and disorder configurations. We have observed that the scaling of the interfacial fluctuations follows the intrinsic anomalous scaling ansatz in conditions of sufficiently strong capillary forces, low velocities, and a persistent disorder in the growth direction. A random distribution of tracks has been used as representative of a persistent disorder. A different scaling for the global and local interfacial fluctuations has been measured, with exponents $`\beta 0.50`$, $`\beta ^{}0.25`$, $`\alpha 1.0`$, $`\alpha _{loc}0.5`$, and $`z2`$. The presence of anomalous scaling has been confirmed by the existence of multiscaling. When capillary forces become dominant or when a regular track pattern is used, however, there is no growing correlation length along the interface, and therefore no dynamic scaling. A detailed investigation of the interface dynamics at the scale of the disorder shows that the anomaly is a consequence of the different velocities over copper tracks and fiberglass channels plus the coupled motion between neighboring tracks. The resulting dynamics gives interface profiles characterized by high slopes at the edges of the copper tracks. These slopes follow an anomalous Lévy distribution characteristic of systems which display anomalous scaling.

## VII Acknowledgements

We are grateful to M. A. Rodríguez, J. Ramasco, and R. Cuerno for fruitful discussions. The research has received financial support from the Dirección General de Investigación (MCT, Spain), project BFM2000-0628-C03-01. J. O. acknowledges the Generalitat de Catalunya for additional financial support. J. S. was supported by a fellowship of the DGI (MCT, Spain) in the period 1998-2001.