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# 1 Introduction

## 1 Introduction

An interesting subject which have been studied recently from different point of views deals with the field of non linear integrable systems and their higher and lower spin extensions . These are exactly solvable models exhibiting a very rich structure in lower dimensions and are involved in many areas of mathematical physics. One recall for instance the two dimensional Toda(Liouville) fields theories  and the KdV and KP hierarchies models , both in the bosonic as well as in the supersymmetric case.

Non linear integrable models, are associated to systems of non linear differential equations which can be solved exactly. Mathematically these models have become more fascinating by introducing some new concepts such as the infinite dimensional Lie (super) algebras., Kac- Moody algebras , W-algebras , quantum groups  and the theory of formal pseudodifferential operators . From the physical point of view only recently after the discovery of the connection between the generalized KdV hierarchies and the matrix models formulation of two dimensional gravity , has there been a great progress in the study of these systems. Wile the bosonic non linear integrable models have been studied quite extensively, not much is known, in general, about the supersymmetric extension.

The most widely studied supersymmetric integrable models which have many interesting properties is the super-KdV (sKdV) system . Note by the way that a super-integrable model which exhibits a very rich structure and which in fact leads to the sKdV system upon reduction is the supersymmetric KP equation of Manin and Radul . Another interesting integrable system which have been also generalized recently to the supersymmetric case is the two boson system . This model known also as the dispersive long water wave equation has a very rich structure since it is :1- Tri Hamiltonian , 2- has a non standard Lax representation and 3- Reduces to well known integrable systems under appropriate reduction.

Non linear integrable models are also known to connect with the recent subject of string theory and its various applications . This deep connection is established through solitons which characterise in some sense non linear physical models . For a review, recall that in the late of 60-ies and early 70-ies a large group of physicists developed the very beautiful theory of the bosonic quantum strings. They used in this issue standard operator quantisation, decomposing fields in the Fourier series and replacing c-numbers by operators with standard canonical commutators. This program was effectively realized for the ?zero-loop? described by the Riemann surfaces of the zero genus. The underlying Virasoro algebra (conformal symmetry) and its representations are known to play an important role. This program stopped because nobody was able to quantize fields in such a way for non zero genus. In early 80-ies Polyakov solved the problem of quantization of bosonic strings using the functional path integral. Later on many physicist focussed to complete much more this program by using the analytical construction of the Soliton theory in Riemann surfaces. Recently a modern terminology was introduced to describe the connection between the theory of solitons based on pseudo-differential operators and string theory. This consist in what we know as ?string equation? which means exactly the following pseudo-differential equation:

$$[L,A]=1$$
(1)
String equation appeared in 1989-90 years after the pioneering works of Gross, Migdal, Brezin, Kazakov, Douglas, Shanker, David and many others in matrix models formulation of gravity theories . In this work ; we propose a consistently algebraic formulation of the extended KP integrable hierarchy systems both in the bosonic and supersymmetric cases. We exploit the results already established in  and which consist in a framework suspected to unify in a fascinating way all the possible supersymmetric KP-hierarchies and then their underlying supergravity theories . This construction leads among other to built explicit non standard integrable Lax evolution equations suspected to reduce to the well known KP integrable equation. We present also a contribution of our construction to the subject of string equation. Other algebraic properties are also presented.

## 2 The Lie algebra of pseudo differential operators

In this section, we give the general setting of the basic properties of the tensor algebra of the bosonic W currents of conformal spin $`s>1`$. This is a semi-infinite dimensional space of the infinite tensor algebra of arbitrary integer spin fields. Recall that W currents, one of the main actors in two dimensional conformal theory and their higher spin extensions, are analytic fields obeying a nonlinear closed algebra. The W fields also appear in the study of higher differential operators involved in the analysis of nonlinear integrable models to be considered in this article. We shall start however by defining our notations.

The two dimensional Euclidean space $`R^2C`$ is parametrized by $`z=t+ix`$ and $`\overline{z}=tix`$. As a matter of convention, we set $`z=z^+`$ and $`z=z^{}`$ so that the derivatives $`/z`$ and $`/\overline{z}`$ are, respectively, represented by $`_+=`$ and $`_{}`$=$`\overline{}`$. The so(2) Lorentz representation fields are described by one component tensors of the form $`\psi _k(z,\overline{z})`$ with $`2kZ`$. $`Z`$ is the set of relative integers. In two dimensional conformal field theories (CFT), an interesting class of fields is given by the set of analytic fields $`\varphi _k(z)`$. These are $`SO(2)U(1)`$ tensor fields that obey the analyticity condition $`_{}\varphi _k(z)=0`$. In this case the conformal spin $`k`$ coincides with the conformal dimension. Note that under a $`U(1)`$ global transformation of parameter $`\theta `$, the object $`z^\pm `$, $`_\pm `$ and $`\varphi _k(z)`$ transform as

$$z^\pm =e^{i\theta }z^\pm ,_\pm ^{}=e^{\pm i\theta }_\pm ,\varphi _k^{}(z)=e^{ik\theta }\varphi _k(z)$$
(2)
so that $`dz_z`$ and $`(dz)^k\varphi _k(z)`$ remain invariant. In a pure bosonic theory, which is the purpose of the present study, only integer values of conformal spin $`k`$ are involved. We denote by $`\mathrm{\Xi }^{(0,0)}`$ the tensor algebra of analytic fields of arbitrary conformal spin. This is a completely reducible infinite dimensional SO(2) Lorentz representation (module) that can be written as

$$\mathrm{\Xi }^{(0,0)}=_{kZ}\mathrm{\Xi }_k^{(0,0)}$$
(3)
where the $`\mathrm{\Xi }_k^{(0,0)}`$’s are one dimensional $`SO(2)`$ spin $`k`$ irreducible modules. The upper indices $`(0,0)`$ carried by the spaces figuring in Eq.(3) are special values of general indices $`(p,q)`$ to be introduced later on.

Next we introduce the space of pseudo-differential operators whose elements $`L_s^{(p,q)}`$ are the generalization of the well known differential Lax operators involved in the analysis of the so called KdV-hierarchy and in Liouville (Toda) field theories. The simplest example is given by the Hill operator

$$L_2=^2+u_2(z)$$
(4)
which play an important role in the study of Liouville field theory and in the KdV equation. A natural generalization of the above relation is given by

$$L_s=\underset{i=p}{\overset{q}{}}u_{si}(z)^i$$
(5)
where $`u_{si}(z)`$ s are analytic fields of spin $`(si)`$ and where $`p`$ and $`q`$ with $`pq`$ are integers that we suppose positive for the moment. We shall refer hereafter to $`p`$ as the lowest degree of $`L_s^{(p,q)}`$ and $`q`$ as the highest degree. We consider these two features of Eq (5) by setting

$$\mathrm{deg}(L_s^{(p,q)})=(p,q)$$
(6)
and

$$\mathrm{\Delta }(L_s^{(p,q)})=s$$
(7)
as been the conformal weight. Note that the KdV operator Eq(2.3) is discovered from Eq(2.4) as a special case by setting $`s=2,`$ $`p=0`$ and $`q=2`$ together with the special choice $`u_0=1`$ and $`u_1=0`$ corresponding to special choice dealing with Lie algebraic $`sl(2)`$. Moreover, Eq(5) which is well defined for $`0`$ $`pq`$ , may be extended to negative integers by introducing pseudo-differential operators of type $`^i,i1`$ whose action on the fields $`u_s(z)`$ is defined as

$$^ku_s(z)=\underset{l=0}{\overset{\mathrm{}}{}}(1)^lc_{k+l1}^lu_s^{(l)}^{kl}$$
(8)
We have

$$^k^ku_s(z)=u_s(z)$$
(9)
As it was previously noted, a natural representation basis of nonlinear pseudodifferential operators of spin $`m`$ and negative degrees $`(p,q)`$ is given by

$$\delta _m^{(p,q)}(u)=\underset{i=p}{\overset{q}{}}u_{mi}(z)^i$$
(10)
This configuration is useful in the study of the algebraic structure of the spaces $`\mathrm{\Xi }_m^{(p,q)}`$ and $`\mathrm{\Xi }^{(p,q)}`$. Note also that we can use another representation of pseudodifferential operators, namely, the Volterra representation. This is convenient in the derivation of the second Hamiltonian structure of higher conformal spin integrable theories. Moreover, ne sees that operators with negative lowest degrees $`p`$ and positive highest degrees $`q`$ denoted by $`D_m^{(p,q)}[u]`$ split as

$$D_m^{(p,q)}\left[u\right]=\delta _m^{(p,q)}(u)+d_m^{(p,q)}(u)$$
(11)
More generally we have

$$D_m^{(p,q)}\left[u\right]=D_m^{(p,k)}(u)+D_m^{(k+1,q)}(u)$$
(12)
for any integers $`pkq`$. As a consequence, one finds that

$$(p,q)=(p,k)+(k+1,q)$$
(13)
for any three integers such that $`pk<q`$. Now let $`\mathrm{\Xi }_m^{(p,q)}`$; $`m,p,`$ and $`q`$ integers with $`qp`$, be the set of spin $`m`$ differential operators of degrees $`(p,q)`$, the $`\mathrm{\Xi }_m^{(i,i)}`$’s are one dimensional spaces given by

$$\mathrm{\Xi }_m^{(i,i)}=\mathrm{\Xi }_{mi}^{(0,0)}^i$$
(14)
## 3  <br>Unified framework of bosonic KP-hierarchy

Recall that KP hierarchies can be thought of as a dynamical system defined on a space whose functions $`u_j(z)`$ are elements of the ring of analytic fields. It is also defined as the universal family of isospectral deformations of the pseudo-differential operator;

$$L=+\underset{i=1}{\overset{\mathrm{}}{}}u_i(z)^{1i}$$
(15)
satisfying the evolution equation

$$\frac{L}{t_n}=[(L^n)_+,L],n=1,2,\mathrm{}$$
(16)
where the subscripts + means taking purely differential part of $`(L^n).`$ Now; we are very interested in generalizing this standard integrable KP-hierarchy. A natural way to do it is to focus the conformal spin decomposition. This allows to suppose the existence of three classes of integrable KP-hierarchies generalizing the standard ones and which are labelled by the conformal spin quantum number $`s=\pm ,0`$. A part of the Lax operator Eq() generating $`\mathrm{\Sigma }_+`$ one can introduce two other classes of integrable hierarchies which are described by the following Lax operators

$$L_0=u_1+\underset{i=0}{\overset{\mathrm{}}{}}u_i(z)^i$$
(17)
generating the subspace $`_0`$ of Lorentz scalar pseudo-operators and

$$L_{}=u_2+\underset{i=1}{\overset{\mathrm{}}{}}u_i(z)^{i1}$$
(18)
which belongs to $`\mathrm{\Sigma }_{}.`$ Actually, we now well known that the origin of these three classes of integrable KP-hierarchy is traced to the fact that there exist precisely three decompositions of $`\mathrm{\Sigma }`$ into a linear sum of two subspaces namely \[14-15\]

$$\mathrm{\Sigma }=_{s=\pm ,0}\left(\mathrm{\Sigma }_s^+\mathrm{\Sigma }_s^{}\right)$$
(19)
as given in Eq(). This provide then a unified framework in which all the possible KP-hierarchies described by various Lax operators can be written.

## 4 Unified framework of supersymmetric KP-hierarchy

### 4.1 The space of higher spin supersymmetric Lax operators

The aim of this section is to describe the supersymmetric version of the space of bosonic Lax operators introduced previously. This supersymmetric generalization which is straightforward and natural in the fist steps, exhibits however, some properties which are ignored in the bosonic case and make the fermionic study more fruitful. Using the space of supersymmetric Lax operators, one can derive the Hamiltonian structure of non linear two dimensional super integrable models extending the bosonic Hamiltonians.

Let us first consider the ring of all analytic super fields $`u_{\frac{k}{2}}(\widehat{z}),kZ`$, which depend on $`(11)`$ superspace coordinates $`\widehat{z}=(z,\theta )`$. In this super commutative $`Z_2`$graded ring R, one can define an odd super derivation $`D=_\theta +\theta `$, the N=1 supercovariant derivatives which obeys the N=1 supersymmetric algebra $`D^2=`$ with $`\theta ^2=0`$ and $`_\theta =𝑑\theta `$.

Note that the supersymmetric G.D bracket, which we shall discuss in the sequel, defines a Poisson bracket on the space of functional of the superfields $`u_{\frac{k}{2}}(\widehat{z})`$ defined on the ring $`R\left[u(\widehat{z})\right]`$.

We define the ring $`\mathrm{\Sigma }\left[D\right]`$ of differential supersymmetric operators as polynomials in $`D`$ with coefficients in $`R`$. using our previous notation, one set

$$\mathrm{\Sigma }[D]=_{mZ}_{pq}\mathrm{\Sigma }_{\frac{m}{2}}^{(p,q)}[D],p,qZ$$
(20)
where $`\mathrm{\Sigma }_{\frac{m}{2}}^{(p,q)}[D]`$ is the space of supersymmetric operators type

$$\mathrm{\pounds }_{\frac{m}{2}}^{(p,q)}[u]=\underset{i=p}{\overset{q}{}}u_{\frac{mi}{2}}(\widehat{z})D^ip,qZ$$
(21)
$`\mathrm{\Sigma }_{\frac{m}{2}}^{(p,q)}`$ behaves as a $`(1+qp)`$ dimensional superspace. Note also that the ring $`R`$ of all graded superfields can be decomposed as

$$RR^{(0,0)}:=_{kZ}R_{\frac{k}{2}}^{(0,0)}$$
(22)
where $`R_{\frac{k}{2}}^{(0,0)}`$ is the set of superfield $`u_{\frac{k}{2}}(\widehat{z})`$ indexed by half integer conformal spin $`\frac{k}{2}Z+\frac{1}{2}`$. Thus, the one dimensional objects $`u_{\frac{mi}{2}}(\widehat{z})D^i`$ are typical elements of the superspace

$$\mathrm{\Sigma }_{\frac{m}{2}}^{(i,i)}=R_{\frac{mi}{2}}^{(0,0)}.D^iR_{\frac{mi}{2}}^{(0,0)}\mathrm{\Sigma }_{\frac{i}{2}}^{(i,i)}$$
(23)
which is fundamental in the construction of supersymmetric operators type (3.2).

The expression Eq(3.4) means also that

$$\mathrm{\Sigma }_{\frac{m}{2}}^{(p,q)}[D]_{i=p}^q\mathrm{\Sigma }_{\frac{mi}{2}}^{(i,i)}$$
(24)
Indeed these are important in the sense that one easly identify all objects of the huge superspace $`\mathrm{\Sigma }`$.

An element $`\mathrm{\pounds }`$ of $`\mathrm{\Sigma }[D]`$ is called a supersymmetric Lax operator if it is homogeneous under the $`Z_2`$-grading

$$\left|x\right|:=\{\begin{array}{c}0,xeven\\ 1,xodd\end{array}$$
(25)
And have the following form at order $`n,nN`$

$$\mathrm{\pounds }_{\frac{n}{2}}^{(0,n)}:=\underset{i=0}{\overset{n}{}}u_{\frac{i}{2}}(\widehat{z})D^{ni}$$
(26)
The homogeneity condition simply states that the $`Z_2`$-grading of the N=1 superfield $`u(\widehat{z})`$ is defined by

$$\left|U_{\frac{i}{2}}(\widehat{z})\right|=i(mod\mathrm{\hspace{0.17em}2})$$
(27)
The space of supersymmetric Lax operators is refereed hereafter to as $`\mathrm{\Sigma }_{\frac{n}{2}}^{(0,n)}`$ and exhibits a dimension n+1.

1. We recall that the upstairs integers (0,n) are the lowest and the highest degrees of $`\mathrm{\pounds }`$ and the down stair index $`\frac{n}{2}`$ is the spin of $`\mathrm{\pounds }`$. To define a Lie algebraic structure on the superspace $`\mathrm{\Sigma }`$ one need to introduce a graded commutator defined for two arbitrary operators X and Y by

$$[X,Y]_i=XY()^iYX$$
(28)
Where the index i=0 or 1 refer to the commutator \[,\] or anticommutator {,} respectively. The multiplication of operators in $`\mathrm{\Sigma }`$ is defined be the super Leibniz rule given by the following mapping

$$D^{(l)}:R_{\frac{j}{2}}^{(0,0)}\mathrm{\Sigma }_{\frac{j+l}{2}}^{(p,l)}$$

$$D^{(l)}\varphi \left(\widehat{z}\right)=\underset{i=0}{\overset{\mathrm{}}{}}\left[\begin{array}{c}l\\ li\end{array}\right]()^{j(li)}\varphi ^{(i)}D^{(li)}$$
(29)
Where l is an arbitrary integer and the super binomial coefficients $`\left[\begin{array}{c}l\\ k\end{array}\right]`$ are defined by \[..\]

$$\left[\begin{array}{c}l\\ k\end{array}\right]=\{\begin{array}{c}0,forklandfor(k,l)=(0,1)mod2\\ \left(\begin{array}{c}l\\ k\end{array}\right),otherwise\end{array}$$
(30)
The lowest degree p of the superspace $`\mathrm{\Sigma }_{\frac{j+l}{2}}^{(p,l)}`$ Eq(3.12) is given by

$$p=\{\begin{array}{c}0,ifl0\\ \mathrm{}ifl1\end{array}$$
(31)
The symbol \[x\] stands for the integer part of x$`Z/2`$ and $`\left(\begin{array}{c}i\\ j\end{array}\right)`$ is the usual binomial coefficient.

#### 4.1.1 The 5=2x2+1 splitting:

Recall that there are two usual supersymmetric extensions of the standard KP-hierarchy Eq (3.1). The first one is given by the Manin-Radul supersymmetric KP hierarchy associated with the odd super Lax operator:

1. $$L_{MR}=D+\underset{i1}{\overset{\mathrm{}}{}}u_{\frac{i+1}{2}}(\widehat{z})D^i$$
(32)

The second one is given by the supersymmetric KP-hierarchy associated with the Figueroa-Mass- Ramos even super Lax operator

$$L_{FMR}=D^2+\underset{i0}{\overset{\mathrm{}}{}}u_{\frac{i+1}{2}}(\widehat{z})D^i$$
(33)
An important consequence of the choice of $`L_{FMR}`$, Eq(4.16), is that under suitable choice of reduction, it reduce to the Inami-Kanno super Lax operator describing the generalised N=2 super KdV-hierarchy . Recall also the important remark of , in which a unifying framework of the previous well known super KP-hierarchies is proposed. Indeed, using the $`6=3\times 2`$ decomposition of the Lie superalgebra $`\mathrm{\Xi }`$, Eq(3.6), we have shown that there exist precisely $`5=2\times 2+1`$ classes of supersymmetric KP-hierarchies. The origin of these hierarchies is traced to the fundamental fact that there exist precisely five grading algebras:

$`g_1`$ $`=`$ $`\mathrm{\Xi }_{+,\overline{0}}^+\mathrm{\Xi }_{+,\overline{0}}^{}`$
$`g_2`$ $`=`$ $`\mathrm{\Xi }_{+,\overline{1}}^+\mathrm{\Xi }_{+,\overline{1}}^{}`$
$`g_0`$ $`=`$ $`\mathrm{\Xi }_{0,\overline{0}}^+\mathrm{\Xi }_{0,\overline{0}}^{}`$
$`g_1^{}`$ $`=`$ $`\mathrm{\Xi }_{,\overline{1}}^+\mathrm{\Xi }_{,\overline{1}}^{}`$
$`g_2^{}`$ $`=`$ $`\mathrm{\Xi }_{,\overline{0}}^+\mathrm{\Xi }_{,\overline{0}}^{}`$
## 5 References

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V.A.Fateev and A.B.Zamolodchikov, Nucl. Phys. B 280\[FS18\](1988)6411

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D.Olive and N.Turok, Nucl. Phys. B 257\[FS14\](1986)277

L. Alvarez-Gaumé and C. Gomez, Topics in Liouville Theory, CERN preprint-Th6175/91

 P.D.Lax, Commun. Pure Appl. Math. 21 (1968)476 and 28 (1975)141

M. Jimbo and T. Miwa, Integrable systems in statistical mechanics, Ed. G DAriano et al,

World Scientific 1990

L.D.Fadeev and L.A. Takhtajan, Hamiltonian methods in the Theory of solitons,

Springer Berlin 1987

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Springer Heïdelberg (1972)., V. Kac, Advances in Math. 26(1977)8

 W.Z.Xian, Introduction to Kac-Moody algebras, world Scientific 1991

 V.G. Drinfeld, Quantum groups, Proc. Of the International congress of mathematicians,

Berkeley, 1986, American Mathematical Society 798-1987

 For review see P.Di-Francesco, P. Ginsparg and J.Zinn-Justin, Phys. Rep. 254(1995)1

 P. Mathieu, J.Math. Phys. 29(1988)2499, B.A.Kupershmidt, Phys. Lett. A102(1984)213

 Yu.I.Manin and A.O.Radul, Cummun. Math. Phys. 98(1985)65

 J.C.Brunelli and A.Das, Phys. Lett. B337, 303(1994).

J.C.Brunelli and A.Das, Int. J.Mod.Phys.A10, 4563(1995).

 L.A.Dickey, Soliton equations and hamiltonian systems, World Scientific 1991

A.C.Newell, Solitons in mathematics and Physics (Society for industrial and applied

mathematics, Philadelphia 1985)

S.P.Novikov, The string equation and Solitons, hep-th/9512094

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# Phase Diagram of Congested Traffic Flow: An Empirical Study

## Abstract

We analyze traffic data from a highway section containing one effective on-ramp. Based on two criteria, local velocity variation patterns and expansion (or nonexpansion) of congested regions, three distinct congested traffic states are identified. These states appear at different levels of the upstream flux and the on-ramp flux, thereby generating a phase digram of the congested traffic flow. Observed traffic states are compared with recent theoretical analyses and both agreeing and disagreeing features are found.

In the last decade, there has been growing interest in the traffic flow, which is partly motivated by the fact that the traffic flow is an easily perceivable realization of heavily studied driven nonequilibrium systems . Another important motivation is the hope that complex traffic behaviors may be understood with the help of physical approaches. Such understanding can be used to optimize traffic and even to forecast traffic situations.

A reasonable first step along this line of thinking will be the classification of distinct traffic states and separate investigation of their properties. Various traffic models are proposed  and compared with real traffic data . With the help of these models, free flow and so called wide traffic jams are well understood. On the other hand, nature of congested traffic flow (or synchronized flow), which appears near road inhomogeneities mostly, yet remains unclear despite various empirical  and theoretical  efforts.

A recent theoretical study  proposed an intriguing possibility that the congested traffic flow may not be a single dynamic phase but rather a collection of multiple phases, each of which is realized under different conditions. Similar conclusion is also reported from the investigation of another theoretical model . In the empirical investigations, however, although qualitatively distinct congested traffic states are reported , no empirical evidence is found for the existence of any characteristic parameters that distinguish their appearance conditions .

In this paper, we report empirical investigation of traffic congestion in a highway section containing one effective on-ramp. Details of the section are given in our preliminary report , so we provide here only a brief description (Fig. 1). All ramps are connected to the outermost lane (lane 4) and a stretch of lane divider (from $`x=3.5`$ to 8.3 km, dashed line in Fig. 1) blocks lane change from the two outer lanes (lane 3 and 4) to the two inner ones (lane 1 and 2) and vice versa. In a short road segment near the end of the lane divider (from $`x=8.3`$ km to the location of the detector D9 approximately), many vehicles in the outer lanes switch into the inner lanes, which is also enhanced by vehicle flux through the on-ramp ON3 at $`x=8.6`$ km. As a result, this segment works as an effective on-ramp region for the traffic flow of the inner lanes and traffic congestion often occurs in the road section with the lane divider, where the inner lanes are decoupled from the outer ones.

We investigate the traffic congestion in the inner lanes using the 30 second averaged traffic data from June to September, 1999 (a total of 107 days, a much larger data set compared to 14 days in Ref. ). All quantities below are averaged over the two inner lanes. For each realization of a particular congested traffic state, which is stably maintained about 30 min or longer, the effective ramp flux $`f_{\mathrm{rmp}}`$ \[defined as the difference between two flux values measured at the detectors D10 and D7, $`q(`$D10$`)q(`$D7$`)`$\] and the upstream flux $`f_{\mathrm{up}}`$ \[$`q(`$D$`n)`$ is used when the congestion extends up to D$`n+1`$\] are averaged over the time interval of its duration and the resulting average values $`f_{\mathrm{rmp}}`$, $`f_{\mathrm{up}}`$ are marked in Fig. 2(a). Note that three congested traffic states, which we call CT2, CT4, and CT5 states, respectively (see below), occupy distinct regions, providing a supporting evidence for the prediction  that $`f_{\mathrm{up}}`$ and $`f_{\mathrm{rmp}}`$ are characteristic parameters of congested traffic flow. Thus Fig. 2(a) becomes an empirical phase diagram of the congested traffic flow. Fig. 2(b) shows an alternative phase diagram obtained from 10 min averaging of the flux values instead. Two phase diagrams are qualitatively the same.

Three congested traffic states, CT2, CT4, and CT5, are classified according to the two criteria given below. It is previously reported  that the congested region may consist of backward (towards upstream) traveling clusters and the size of the clusters grow spontaneously during their backward propagation. As a result, large amplitude oscillation of velocity develops spontaneously. On the other hand, recent theories  predict that large velocity oscillation may or may not develop. Thus our criterion (i) is whether such spontaneous growth of velocity oscillation appears (CT5) or not (CT2, CT4). This criterion can be examined by comparing temporal variation of velocity at different detectors.

In the same theoretical works, both expanding and nonexpanding traffic states are predicted, and our criterion (ii) is whether the congested region expands monotonically (CT4, CT5) or not (CT2). Mathematically the expansion rate of the congested region is proportional to the degree of flux mismatch $`f_{\mathrm{up}}+f_{\mathrm{rmp}}f_{\mathrm{down}}`$, where $`f_{\mathrm{down}}`$ measures the outflow from the congested region \[$`q(`$D10$`)`$ is used\]. Thus the comparison of $`f_{\mathrm{up}}+f_{\mathrm{rmp}}`$ and $`f_{\mathrm{down}}`$ can be used as a more objective application of the criterion (ii).

In all three states, the density-flow relations show fluctuating behavior (such as Fig. 2(c) in Ref. ) and the velocity variations in the lane 1 and 2 are synchronized (such as Fig. 2 in Ref. ). Since these properties are already reported in other publications, we do not present similar figures here. Below we discuss other properties of the congested traffic states.

Fig. 3(a) depicts the density profile $`\rho (x,t)`$ of the CT2 state and its evolution with time, where $`\rho (x,t)`$ is evaluated by $`q(x,t)/u(x,t)`$ and $`u(x,t)`$ is the harmonic mean velocity  over 30 s intervals. The spontaneous growth of the velocity oscillation mentioned in the criterion (i) does not appear. The flux mismatch $`f_{\mathrm{rmp}}+f_{\mathrm{up}}f_{\mathrm{down}}`$ is negligible and the congested region does not expand. Empirical data also show that the length of the congested region increases with $`f_{\mathrm{rmp}}`$ and its dependence on $`f_{\mathrm{up}}`$ is rather weak .

Fig. 3(b) shows the CT4 state. The spontaneous growth of the velocity oscillation does not appear. Due to the large flux mismatch (typical value of $`f_{\mathrm{up}}+f_{\mathrm{rmp}}f_{\mathrm{down}}`$ is 500-600 veh/h), the congested region expands with time. The expansion rate ranges from 3 to 9 km/h and increases with increasing flux mismatch. An interesting property is that the outflow $`f_{\mathrm{down}}`$ is practically independent of $`f_{\mathrm{up}}`$ and $`f_{\mathrm{up}}`$, and remains almost universal. The average of $`f_{\mathrm{down}}`$ over the 28 realizations of the CT4 state in Fig. 2(a) is 2010 veh/h and its standard deviation is about 65 veh/h, which is much smaller than the spread of $`f_{\mathrm{up}}`$ and $`f_{\mathrm{rmp}}`$. To our knowledge, this is the first empirical indication of the universal outflow from the congested flow near an on-ramp .

Fig. 3(c) portrays the CT5 state. An important feature of the CT5 state is the spontaneous growth of the velocity oscillation inside the congested region. Fig. 4 shows the temporal variation of the velocity at D5 and D6. The graph for D6 is shifted to the right by 5 min for comparison. Note that the velocity evolutions at the two detectors are correlated after the time shift for D6, and that the velocity oscillates with larger amplitude at D5. These features imply that velocity wave propagates backward (towards upstream) and its amplitude grows during its propagation.

Regarding the criterion (ii), the congested region expands as shown in Fig. 3(c). The upstream front of the congested region initially locates between D5 and D6 and later between D4 and D5. We mention that the flux at D4 remains quasi-stationary during the depicted time interval. Thus the expansion is not due to the increase of $`f_{\mathrm{up}}`$ but due to the flux mismatch. Compared to the CT4 state, however, it turns out that the flux mismatch (typically 200-250 veh/h) is considerably smaller, which implies a slower expansion of the congested region. We estimate the expansion rate by the flux mismatch divided by the density difference at the upstream front of the congested region, and find it ranges 2-4 km/h . The outflow of this state is not universal.

It is interesting to compare empirically identified states with theoretically predicted states . Application of the criteria (i,ii) to both empirical and theoretical states leads to the following pairing between empirical and theoretical states: the CT2 state with the theoretically predicted pinned localized cluster (PLC) state, the CT4 state with the homogeneous congested traffic (HCT) state, and the CT5 state with the oscillating congested traffic (OCT) state.

The pairing motivates further comparison between the paired states. For the CT4-HCT pair, we note that the universal outflow is predicted for the HCT state  and the same property is observed for the CT4 state, which strongly motivates the identification of the CT4 state with the HCT states. For the CT5-OCT pair, on other hand, while the outflow is universal for the OCT state , it is not for the CT5 state. Thus properties of these two states are only in partial agreement. And for the CT2-PLC pair, we find one quantitative difference: the congested region of the CT2 state is considerably wider than that of the PLC state in Refs. . The resolution of this discrepancy may require improved traffic theories.

We also compare the theoretical and empirical phase diagrams. It is predicted in Ref.  that when the upstream flux and the ramp flux are maintained at strictly constant values, $`f_{\mathrm{up}}`$ and $`f_{\mathrm{rmp}}`$, respectively, the phase boundary between the flux matching and flux mismatching states is practically identical to the stability boundary of the free flow, below which the free flow can remain linearly stable, and given by the line $`f_{\mathrm{up}}+\alpha f_{\mathrm{rmp}}=\stackrel{~}{Q}_{\mathrm{out}}`$, where $`\alpha =1`$ and $`\stackrel{~}{Q}_{\mathrm{out}}`$ is a constant whose value is almost identical to the universal outflow of the HCT state ($`\alpha `$ is predicted to be a little larger than 1 in Ref. ).

Empirical determination of the free flow stability boundary is not an easy task since the free flow near the boundary is quite vulnerable to fluctuations. In the empirical phase diagram \[Fig. 2(a)\], the dashed line ($`f_{\mathrm{up}}+\alpha f_{\mathrm{rmp}}=\stackrel{~}{Q}_{\mathrm{out}}`$, where $`\alpha 1.3`$ and $`\stackrel{~}{Q}_{\mathrm{out}}2100`$ veh/h) is an empirical estimation of the stability boundary. Here the values of $`\alpha `$ and $`\stackrel{~}{Q}_{\mathrm{out}}`$ are reliable up to their first significant digits and their second significant digits are rather uncertain. Within this accuracy, $`\alpha `$ is approximately one and the value of $`\stackrel{~}{Q}_{\mathrm{out}}`$ is close to the universal outflow of the CT4 state. It is also pleasing to note that this line divides (except for a small number of data points) the flux matching and mismatching states, in agreement with the theoretical prediction . This feature is robust and independent of details of the boundary estimation method although the values of $`\alpha `$ and $`\stackrel{~}{Q}_{\mathrm{out}}`$ depend on the details. We also note that in a later, more refined theory , it is predicted that the PLC and OCT states overlap weakly in the phase diagram. Recalling the pairing CT2-PLC and CT5-OCT, the weak overlap of the CT2 and CT5 states in Fig. 2(a) is in agreement with this prediction. Also the locations of the empirical and theoretical overlap regions in the phase diagram are similar.

Regarding the phase boundary between the two expanding traffic states (CT4,CT5), while the recent theory  predicts the line $`f_{\mathrm{rmp}}=const.`$ as the phase boundary between the HCT and OCT states, Fig. 2(a) shows that the boundary between the CT4 and CT5 states is better described by $`f_{\mathrm{up}}=const.`$ Thus as for the phase boundary between the expanding states, empirical results and the theoretical prediction do not agree.

We next discuss an implicit but important conceptual implication of the recent theories , where traffic phases are identified with resulting final states that traffic flow dynamics lead to after sufficient transient time. In the language of nonlinear dynamics, all these states correspond to stable attractors  of traffic flow dynamics. An implication of this concept is that for a given external condition (such as $`f_{\mathrm{rmp}},f_{\mathrm{up}}`$ and ramp geometry), the resulting traffic state is independent of details of the initial traffic state or its “evolution history” .

This idea can be tested empirically, for example, by comparing realizations with the same external conditions but with different evolution histories. Fig. 5 compares the (time averaged) velocity profile of two realizations of CT2 state, both with almost the same $`f_{\mathrm{rmp}}`$ and $`f_{\mathrm{up}}`$. But their evolution histories are different: one has evolved from the free flow and the other from the CT5 state (inset in Fig. 5). Note that two profiles almost overlap with each other despite qualitatively different evolution histories. This insensitivity to the evolution history confirms the conceptual implication of the recent theoretical works.

Obviously there is a fundamental difference between theoretical and empirical situations: while theories  assume strictly constant upstream and ramp fluxes, in real traffic the fluxes fluctuate all the time. Thus in order to make a rigorous comparison with theories, a good understanding of fluctuation effects is necessary. However such an understanding is not available at present, so in this paper, the fluctuation effects are essentially ignored and the time averaged values $`f_{\mathrm{rmp}}`$ and $`f_{\mathrm{up}}`$ are instead used in the analysis. Hence in a strict sense, the present investigation is only a correlation analysis between the time averaged flux values and the traffic states that are maintained for a sufficiently long time. In retrospect, however, it turns out that many empirical results can be explained by the theories if one accepts that $`f_{\mathrm{rmp}}`$ and $`f_{\mathrm{up}}`$ play the roles of the constant ramp flux and upstream flux, respectively, assumed in the theories. Hence it appears that the neglect of the fluctuation effects can be justified at least a posteriori.

Its justification can be partly understood from two arguments: firstly, while the fluctuation effects are usually crucial near the phase boundary, traffic states far from the phase boundary are relatively insensitive to fluctuations. Thus when a traffic state occupies a sufficiently wide region in the phase diagram, the use of the time averaged flux values for the phase diagram can be justified. Secondly, dominant contributions to flux fluctuations come from short time scale of order 1 min, and in the time scale of about ten min or longer, flux variation is almost quasi-stationary. Thus provided that the relevant time scale of a traffic state (not very close to the phase boundary) is longer than 1 min, the short time scale fluctuations will be effectively averaged out by the traffic dynamics itself and can be neglected indeed.

In support of these arguments, we find that our results are not sensitive to the length of the averaging time interval as long as it is sufficiently longer than 1 min. When the same analysis is repeated with 10 min averaging, Fig. 2(b) is obtained. Note that this new phase diagram is qualitatively the same as the former one \[Fig. 2(a)\] and all discussions above remain unchanged. Changes occur only in a quantitative level. With the 10 min averaging, the standard deviation of the outflow $`f_{\mathrm{down}}`$ from the CT4 state increases to about 85 veh/h.

We remark on a few details of the analysis. Firstly, there exists another on-ramp (ON4) at 2.3 km downstream from ON3. Sometimes vehicle flux through this on-ramp causes traffic congestion and the resulting congestion extends to the region studied in this paper. All such events are excluded from the present analysis to focus on one particular inhomogeneity . Secondly, in the analyzed road section, there are two spots (one between D5 and D6 and the other near D7), where the lane divider is imperfect. All time intervals with non-negligible vehicle fluxes through those spots are not included in the analysis.

In summary, three congested traffic states are identified based on local velocity variation patterns and expansion (or nonexpansion) of the congested region. It is found that the appearance of these congested traffic states is strongly correlated with the time averaged flux values, $`f_{\mathrm{up}}`$ and $`f_{\mathrm{rmp}}`$, providing a strong supporting evidence to the prediction  that these flux values are characteristic parameters of the congested traffic flow. An empirical phase diagram is constructed and compared with theoretical predictions. The prediction on the phase boundary between the flux matching and mismatching states is consistent with the empirical phase diagram and the prediction of the universal outflow are confirmed. However some deviations from theoretical predictions are also found. Lastly we mention that there exist regions in the $`f_{\mathrm{rmp}}`$-$`f_{\mathrm{up}}`$ plane which are not probed. Thus it is possible that additional congested traffic states exist in those regions.

We thank Young-Ihn Lee and Seung Jin Lee for providing the traffic data, Sung Yong Park for fruitful discussions. This work was supported in part by the BK21 Project of Korean Ministry of Education.


text:
# Scattering Theory of Kondo Mirages and Observation of Single Kondo Atom Phase Shift

## Abstract

We explain the origin of the Kondo mirage seen in recent quantum corral Scanning Tunneling Microscope (STM) experiments with a scattering theory of electrons on the surfaces of metals. Our theory combined with experimental data provides the first direct observation of a single Kondo atom phase shift. The Kondo mirage observed at the empty focus of an elliptical quantum corral is shown to arise from multiple electron bounces off the corral wall adatoms in a manner analagous to the formation of a real image in optics. We demonstrate our theory with direct quantitive comparision to experimental data.
PACS numbers: 73.20.At, 72.10.Fk, 72.15.Qm, 3.65.Nk

The Kondo effect is a fascinating, many-body quantum phenomenon occuring at low temperatures, whereby a magnetic impurity in metallic bulk or on a metallic surface has its local moment screened by a cloud of conduction electrons, called the Kondo cloud, that forms in its vicinity. Until recently, only bulk measurements were possible on Kondo systems, leaving isolated Kondo atoms and their scattering phase shifts unstudied. The atomic resolution of the STM now makes the study of single, isolated Kondo atoms possible . Kondo adatoms are identified by a sharp ($`10`$ meV wide) feature in the differential tunneling conductance ($`dI/dV`$) as a function of STM tip bias with respect to the surface of the material. The feature typically appears as a dip near the Fermi energy ($`E_F`$) in $`dI/dV`$, is localized to within $``$ 10 Å of a Kondo impurity and is only observed at low temperatures ($`4`$ K). If the temperature of the substrate becomes to high ($`100`$ K), the correlations between the impurity spin and the conductions electrons are broken and the Kondo signature disappears.

Landmark STM experiments have recently discovered the remarkable fact that when a Kondo atom is placed at one focus of a properly sized empty elliptical quantum corral built from Kondo adatoms, a “mirage” of the Kondo feature is cast to the opposite focus  more than 70 Å away. Since the Kondo effect arises from electron correlations, what does the Kondo feature at the unoccupied focus imply about local electron correlations there? An important feature of the mirage experiments is that they were done on the surface of Cu(111) which is known to have surfaces states which act as a 2-dimensional electron gas. The central result of this paper is to present a theory of the Kondo mirage based on electrons in this surface state scattering to infinite order from all Kondo atoms–both the Kondo atoms that make up the walls of the corral and the Kondo atom that sits at the focus. The theory is valid for all arrangements of adatoms, whether arranged into a corral shape or any other arbitrary structure including “open” structures. Electron scattering on the surface can be directly related to the $`dI/dV`$ of the STM measurements. Thus, by solving the electron scattering problem on the surface in the presense of impurities we can compute the STM conductance.

The basic Hamiltonian in the Kondo problem is given by

$$H=\underset{𝐤\sigma }{}ϵ_kc_{𝐤\sigma }^{}c_{𝐤\sigma }+\frac{J}{N}\underset{𝐤,𝐤^{}\sigma \sigma ^{}}{}𝐒𝐬_{\sigma \sigma ^{}}c_{𝐤\sigma }^{}c_{𝐤^{}\sigma ^{}}$$
(1)
where $`ϵ_k`$ is the dispersion relation (given by band structure calculations or experiment) of the conduction electrons, $`c_{𝐤\sigma }^{}`$ is an operator that creates an electron in the state $`𝐤`$ with spin $`\sigma `$ and $`c_{𝐤\sigma }`$ destroys an electron in the state $`𝐤`$ with spin $`\sigma `$. This first term describes the energy of free conduction electrons. The second term describes spin-flip scattering processes where a conduction electron flips its spin and the impurity changes its spin in response during a scattering event. $`N`$ is the number of sites in the lattice, $`J`$ is the coupling constant, $`𝐒`$ represents the impurity spin and $`𝐬_{\sigma \sigma ^{}}`$ represents the conduction electron spin. It is well known that the Kondo effect occurs when $`J>0`$  and the low energy properties of this Hamiltonian are described by an effective Hamiltonian with $`J\mathrm{}`$ so that the conduction electrons become “locked” into an anti-aligned state with the impurity moment. Spin-flip process are thus frozen out. We do not attempt to solve this Hamiltonian, but assume that we are working in the low temperature regime where spin flips are frozen out as experiment suggests from the feature in $`dI/dV`$ described earlier.

In the Fermi liquid description of Kondo impurities below their Kondo temperature, $`T_K`$, the impurities may be characterized by a scattering phase shift that they impart to impinging electrons (quasi-particles) . For $`T<<T_K`$ Kondo impurities act as potential scatterers with all the many-body physics appearing as an energy scale in the (resonant) scattering phase shift. We apply our theory to experimental data to extract the phase shift with full energy dependence of a single Kondo atom and report its value for the first time ever and present calculations that show beautiful quantitative agreement with experiment. Our theory clarifies what the STM does and does not measure in mirage experiments regarding local correlations of electrons. In particular, our theory suggests that the mirage experiments do not probe local electron-electron correlations because the Kondo correlations only appear in the theory as an energy scale, $`T_K`$, in the scattering phase shift (or alternatively, in the density of states).

We emphasize that our theory is phenomenological in that we do not attempt to compute the tunneling conductance from first principles on top of an atom as was done in. Our theory is based on electron scattering which is by its nature asymptotic–an electron comes in, strikes a Kondo adatom, and leaves with a phase shift. Therefore, our theory only makes accurate quantitative predictions when the STM tip is more than 7 Å away laterally from a Kondo adatom on the surface. This is precisely the region where we can make accurate predictions about the quantum mirage with our theory. When the STM tip is within 7 Å laterally of an impurity there is accumulated screening charge and orbital density present that is not accounted for in our theory and thus the theory has no predictive power there.

When an STM tip is biased negatively with respect to the surface of a metal, such as Cu(111), electrons can tunnel from the tip onto the surface, creating a region of enhanced electron amplitude under the tip which travels outwards as a wave on the surface. This electron wave may encounter surface defects such as adatoms or step edges, which cause scattering. Part of the scattered wave returns to the STM tip where, depending on the relative phase of the outgoing and incoming amplitudes, it interferes constructively or destructively with the outgoing wave. This interference leads to fluctuations in the STM current as the tip is moved over the surface. The STM, then, is sensitive to the coherent amplitude that is reflected from defects on the surface. Heller et al. showed that because the Fermi wavelength of the surface state electrons on Cu(111) is much larger than the size of adatoms and because the adatoms are separated by a distance large compared to their size, it is permissible to use a multiple s-wave scattering expansion to calculate the electron amplitude on the surface. In this picture, the scattered electron wave, and therefore the STM signal, are determined by a single quantity: the s-wave phase shift of the scattered wave, $`\delta _o(ϵ)`$, which will typically by complex. The imaginary part of the phase shift represents “absorption” (incoherent scattering of electrons) by the adatoms which tend to couple surface states to bulk states resulting in a loss of electrons from the surface states. The loss of electrons from the surface states at impurities has measurable consequences in STM experiments and is related to the attenuation of the mirage at the empty focus of an ellipse relative to the Kondo feature at the opposite, occupied focus.

To compute $`dI/dV`$ from a scattering calculation, we follow the method of Heller et al. For s-wave scattering from a single adatom in two dimensions, the wave function is , $`\psi (𝐫)\varphi (𝐫)+f\frac{e^{i(kr\frac{\pi }{4})}}{\sqrt{r}}`$, where the scattering amplitude, $`f`$, is $`f=\frac{e^{2i\delta _o(ϵ)}1}{\sqrt{2\pi k}}`$. $`\varphi (𝐫)`$ is the amplitude of the circular electron wave emanating from the STM tip. There is no angular dependence of $`f`$ in the s-wave approximation. $`k=\frac{2\pi }{\lambda }`$, where $`\lambda `$, the wavelength of the electrons on Cu(111), is 29.5Å. $`ϵ(k)=\frac{\mathrm{}^2k^2}{2m^{}}`$ is known from the surface state electron dispersion relation of Cu(111) which has an effective mass of $`m^{}=0.38m_e`$. Once $`\delta _o(ϵ)`$ is determined, the surface scattering can be computed. In the limit of small bias voltages and low temperature,

$$\frac{dI}{dV}LDOS(\stackrel{}{r},ϵ)=\underset{\nu }{}|\psi _\nu (\stackrel{}{r})|^2\delta (E_\nu ϵ),$$
(2)
where $`ϵ`$ is the energy determined by the bias voltage V and the Fermi energy EF, via $`ϵ`$=EF+$`e`$V; $`\nu `$ labels the scattering eigenstates in the presence of the adatom. When several or many adatoms are present as in this paper, a multiple scattering approach  is used to compute $`LDOS(\stackrel{}{r},ϵ)`$. By definition the $`LDOS`$ is related to the Green’s function by $`LDOS(\stackrel{}{r},ϵ)=\frac{1}{\pi }Im[G_{ret}(\stackrel{}{r},ϵ)]`$, where

$$G_{ret}=G_o+G_oTG_o.$$
(3)
is the retarded Green’s function and $`T`$ is the T-matrix whose dimensions are N by N when there are N scatterers present. The T-matrix contains all the information about the physical positions of the scatters relative to each other and their corresponding phase shifts which could be different for each scatterer. $`G_o(\stackrel{}{r},ϵ)`$, the free electron’s Green’s function in two dimensions. Thus, $`dI/dV`$ of the STM may be obtained by solving the scattering problem.

Our theory, then, involves the following approximations, assumptions and limitations: (i) We can characterized the “target” (adatom) by a single parameter, the s-wave phase shift and this must be determined from experiment or otherwise (ii) The internal degrees of freedom (spin) of the Kondo adatoms are frozen out at the temperature of the experiment ($`4`$K) so we may use the results of Nozieres to treat the Kondo atom as a potential scatterer with a phase shift (iii) The adatoms are far enough apart so that we may treat the electron propagation between them as free and that RKKY interactions are sufficiently weak so that the single-impurity Kondo physics is not altered (iv) The theory does not include any non-equilibrium effects and does not treat the charge density right at an atom correctly.

To make a direct comparison with experiment, we must obtain the phase shift of the Kondo adatoms. We do not have an ab initio calculation of the phase shift of a single Co adatom. Rather, we fit the resonant form of the phase shift, including inelasticity, and calculated the multiple scattering problem with this single atom data. We emphasize that we have not blithely ignored the Kondo effect of the wall and focal adatoms in our phenomenological fit to the scattering phase shift. We have used the fact that the spin-flips have been frozen out to lowest order at the temperatures of the experiment and that the Kondo effect appears through the energy scale of the resonant spectral peak in the density of states near $`E_F`$.

Since the on-atom electron orbital density is not accounted for in scattering theory, we used an on-atom fit involving only a renormalization of the free-space Green’s function and a change in the background phase shift to compute the STM signal on top of a Kondo adatom. This on-atom fit is not part of our theory, but only a means of setting a reference point between on-atom density not accounted for in our theory and the electron density anywhere more than 7 Å away from an atom on the surface which is accounted for properly in our theory. This fit in no way compromises our fundamental result that the mirage is due to resonantly scattering electrons from the Kondo atoms of the walls and focus. It is used only as a method to determine as accurately as possible the phase shift of the Co on Cu(111). Determining the phase shift this way from experimental data constitutes a measurement of the single Kondo atom phase shift for the first time.

We find a good fit to the s-wave scattering phase shift to be $`\delta _o(ϵ)=\delta _{bg}+i\delta ^{\prime \prime }+`$tan$`{}_{}{}^{1}(\frac{ϵϵ_o}{\mathrm{\Gamma }/2}),`$ where $`\delta _{bg}=\frac{\pi }{4}\pm \frac{\pi }{10}`$, $`\delta ^{\prime \prime }=\frac{3}{2}\pm \frac{1}{4}`$, $`\mathrm{\Gamma }=(9\pm 1)`$ meV and $`ϵ_o`$ = $`E_F`$ -1 meV are determined by experiment. $`\delta _{bg}`$ is a background phase shift (possibly due to static charge screening at the impurity) that controls the resonant line shape of the adatom scattering cross-section. $`\delta ^{\prime \prime }`$ is the imaginary part of the phase shift and is a measure of the inelasticity in adatom scattering. Tan$`{}_{}{}^{1}(\frac{ϵϵ_o}{\mathrm{\Gamma }/2})`$ reflects resonant scattering due to the presence of Kondo physics. A similar form of phase shift has been derived by Ujsaghy from a more microscopic point of view in . The narrow spectral peak near $`E_F`$ leads to resonant scattering Fermi surface electrons and sets the scale of the resonance in the phase shift. It is likely that both bulk and surface states are participating in the Kondo effect at an adatom, but the STM signal is dominated by the surface state Kondo effect in the regime of validity of our theory ($`>`$ 7 Å away from adatom).

Applying the theory to elliptical corrals results in the images shown in Fig. 1 and Fig. 2. The agreement with experiment is excellent. Our calculation of the tunneling spectrum at the two foci is compared with experiment in Fig. 3. Note that the signal at the unoccupied focus is attenuated by approximately a factor of 8, both experimentally and theoretically. $`\delta ^{\prime \prime }`$ is largely responsible for the attenuation of the mirage at the unoccupied focus of the ellipse: the rest of the attenuation comes from flux leaking through the corral. The calculated spectroscopy in Fig. 3 most clearly demonstrates that the Kondo mirage is due to resonant scattering of electrons from the adatom at the opposite focus. (Even though the electrons are also resonantly scattering from the wall adatoms. Our calculations show that the wall atoms’ Kondo resonances play no essential role in the projection of the mirage to the empty focus. Walls with $`\delta =i\mathrm{}`$ also result in the mirage at the empty focus provided the focal adatom is treated as a resonant scatterer. Experimentally the same result is found.)

The Kondo mirage results from resonant scattering at the Kondo adatoms and from the geometry of the quantum corral. Although any ellipse will focus rays at the foci, but only certain sized ellipses will give a good mirage effect–those which have large surface state amplitude at the foci when the scattering problem is calculated and this depends on the relative size of the ellipse and $`\lambda _F`$. Only then will there be appreciable surface state electron amplitude at the focal adatom to give a Kondo effect in the surface states of Cu(111). Our theory predicts that the Kondo mirage is not restricted to an ellipse or even a “closed” structure. Any time one can construct an arrangement of adatoms or other defects that lead to a build up of surface state electron amplitude at two locations within the electron’s coherence length, a mirage can be projected.

Returning to our original question of whether the mirage reveals any information about local correlation, we conclude that it does not. There is no explicit information about electron correlations in our theory, which gives remarkable agreement with experiment in reproducing the Kondo mirage and standing wave patterns in the elliptical corral. We are thus led to the conclusion that the mirage at the empty focus of the elliptical corral is not a result of electron correlations under the tip, but rather resonant scattering of electrons from the focal adatom and scattering (resonantly or not) from the adatoms of the walls of the corral. Intuitively this makes sense because the electrons tunneling out of the STM are unpolarized so it is not possible for the STM to give any direct information about electron correlations. The unpolarized STM only returns an average signal of spin up and spin down electrons tunneling into the surface.

In summary believe that the term “mirage” is very apt indeed: the Kondo effect appears to be projected to a remote spot, but the STM is only probing the Kondo focal adatom from afar. The remote image of the Kondo effect is explained quantitatively by the refocusing of the s-wave electrons leaving the empty focus and traveling to the occupied focus after bouncing off the walls.

Is the Kondo effect really projected to the empty focus? Yes, and no. One need look no further than the concept of the real image in optics to understand the sense in which projection occurs.

We acknowledge enlightening discussions with B.I. Halperin, S. Kehrein, and Y. Oreg. This research was supported by the National Science Foundation under Grant No. CHE9610501 and by ITAMP.

While preparing this manuscript we became aware of several papers on a similar topic: Weissman et al, cond-mat/0007485; Porras et al, cond-mat/0007445; and Agam et al cond-mat/0006443.

Fig. (1). Topograph standing wave patterns of a Kondo corral. Using the scattering theory and phase shifts described in the text, these STM topograph images were computed using exact Co adatom positions on Cu(111) at 4 K. The agreement between theory (a, c and e) and experiment (b, d and f) is remarkable. All the experimental images have been symmetrized by adding the image to itself after being reflected about its major axis. Topographic images were calculated by numerically integrating the $`LDOS(\stackrel{}{r},ϵ)`$ over $`ϵ`$ for $`E_FϵE_F+10`$ mV. This corresponds to the topographic images taken experimentally in b and d at a bias voltage of 10 mV. e is the difference of a and c. f is the difference of b and d.

Fig. (2). $`dI/dV`$ Standing wave patterns of a Kondo corral. Same theory vs. experiment arrangment as in Fig. (1). $`dI/dV`$ measurements were taken simultaneously with topographic images at a 10 $`meV`$ bias. Note that e and f resemble an eigenstate of the ellipse. The ellipse was constructed to have large surface state amplitude at the two foci.

Fig. (3). Tunneling into the focal atom and empty focus: The Mirage. Tunneling spectroscopy is calculated (dashed lines) with the scattering theory and phase shift given in the text at the empty focus a. Tunneling spectroscopy at the occupied focus is shown in b. A constant background slope has been removed from both the experimental data and the calculation. The attenuation of the mirage is determined by inelasticity in the scattering of electrons at the walls of the ellipse. The theoretical signal 5Å away from the empty focus in a is lost in the noise of the experiment.


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# Sfermion production at photon colliders

## Abstract

We calculate total and differential cross sections for sfermion production in $`e^+e^{}`$ annihilation and in photon-photon collisions with arbitrary photon polarization. The total cross section at a polarized photon collider is shown to be larger than the $`e^+e^{}`$ annihilation cross section up to the kinematic limit of the photon collider.

hep-ph/0008082
DESY 00-113

Supersymmetry (SUSY) is an attractive extension of the Standard Model (SM) of particle physics. If it exists at the electroweak-scale, some or all of the SUSY partners of the SM particles will be discovered at the energies available at the next generation of hadron colliders, i.e. at Run II of the Fermilab Tevatron or at the CERN LHC. However, due to the large hadronic backgrounds, these colliders will not be able to measure the properties of the sparticles in detail. This will be the task of a future linear $`e^+e^{}`$ collider or a photon collider, where high-energy laser photons are backscattered from the incident lepton beams. In this paper we summarize a recent comparative analysis of sfermion production in $`e^+e^{}`$ annihilation and photon-photon collisions with arbitrary photon polarization .111 A FORTRAN program to generate total or differential cross sections for any sfermion type in polarized or unpolarized photon-photon collisions or in $`e^+e^{}`$ annihilation is available from the author upon request.

The inclusive cross section for photoproduction of sfermions in $`e^+e^{}`$ collisions

$$\sigma _{e^+e^{}}^B(S)=dx_1f_{i/e}(x_1)dx_2f_{j/e}(x_2)dt_{\stackrel{~}{f}}du_{\stackrel{~}{f}}\frac{\mathrm{d}^2\sigma _{ij}^B(s)}{\mathrm{d}t_{\stackrel{~}{f}}\mathrm{d}u_{\stackrel{~}{f}}}$$
(1)
can be obtained by convolving the hard photonic cross section

$$\frac{\mathrm{d}^2\sigma _{ij}^B(s)}{\mathrm{d}t_{\stackrel{~}{f}}\mathrm{d}u_{\stackrel{~}{f}}}=\frac{1}{16\pi s^2}\mathrm{\Theta }(t_{\stackrel{~}{f}}u_{\stackrel{~}{f}}m_{\stackrel{~}{f}}^2s)\mathrm{\Theta }(s4m_{\stackrel{~}{f}}^2)\delta (s+t_{\stackrel{~}{f}}+u_{\stackrel{~}{f}})\overline{|M_{ij}^B|}^2$$
(2)
with the energy spectrum for backscattered laser photons $`f_{\gamma /e}(x)`$ . In addition to the direct contributions with $`i,j=\gamma `$, one or two of the photons can also resolve into a hadronic structure before they interact. However, these contributions are numerically only significant for small, experimentally excluded, squark masses .

$`\overline{|M_{\gamma \gamma }^B|}^2`$ $`=`$ $`{\displaystyle \frac{4e^4e_{\stackrel{~}{f}}^4N_C}{t_{\stackrel{~}{f}}^2u_{\stackrel{~}{f}}^2}}\{t_{\stackrel{~}{f}}^2u_{\stackrel{~}{f}}^2[1+\stackrel{~}{\xi }_1^{(1)}\stackrel{~}{\xi }_1^{(2)}\stackrel{~}{\xi }_2^{(1)}\stackrel{~}{\xi }_2^{(2)}+\stackrel{~}{\xi }_3^{(1)}\stackrel{~}{\xi }_3^{(2)}]`$
$``$ $`2m_{\stackrel{~}{f}}^2t_{\stackrel{~}{f}}u_{\stackrel{~}{f}}s\left[\stackrel{~}{\xi }_1^{(1)}\stackrel{~}{\xi }_1^{(2)}\stackrel{~}{\xi }_2^{(1)}\stackrel{~}{\xi }_2^{(2)}+\left(1+\stackrel{~}{\xi }_3^{(1)}\right)\left(1+\stackrel{~}{\xi }_3^{(2)}\right)\right]`$
$`+`$ $`2m_{\stackrel{~}{f}}^4s^2(1+\stackrel{~}{\xi }_3^{(1)})(1+\stackrel{~}{\xi }_3^{(2)})\}`$
is the photonic matrix element squared, which has been calculated using a covariant density matrix for polarized photons . The polarization states of the incoming photons with momenta $`k_{1,2}=\sqrt{s}/2(1,0,0,\pm 1)`$ are determined by the Stokes parameters $`\stackrel{~}{\xi }_i,i=1,2,3`$, where $`\sqrt{\stackrel{~}{\xi }_1^2+\stackrel{~}{\xi }_3^2}`$ is the degree of linear polarization and

$`\stackrel{~}{\xi }_2=\mathrm{\Delta }f_{\gamma /e}(x)/f_{\gamma /e}(x)`$ $`,`$ $`\mathrm{\Delta }f_{\gamma /e}(x)=f_{\gamma /e}^+(x)f_{\gamma /e}^{}(x)`$ (4)
is the mean helicity. Since $`\stackrel{~}{\xi }_1`$ and $`\stackrel{~}{\xi }_3`$ depend on the azimuthal angle, cross sections with longitudinal photon polarization are difficult to disentangle and remain small if averaged over the azimuthal angle. Therefore we restrict ourselves to circularly polarized photons and set $`\stackrel{~}{\xi }_1=\stackrel{~}{\xi }_3=0`$. Since $`\overline{|M_{\gamma \gamma }^B|}^2`$ depends then only the product $`\stackrel{~}{\xi }_2^{(1)}\stackrel{~}{\xi }_2^{(2)}`$, we expect identical cross sections for incoming photons with identical or opposite helicities.

Summing over left- and right-handed squarks and sleptons has led to an additional factor of 2 in Eq. (Sfermion production at photon colliders). The color factor $`N_C=3`$ for squarks, and $`N_C=1`$ for sleptons. It is important to note that the direct photon-photon cross section is proportional to the fourth power of the sfermion charge $`ee_{\stackrel{~}{f}}`$ $`(e_{\stackrel{~}{u}}=2/3,e_{\stackrel{~}{d}}=1/3,e_\stackrel{~}{\mathrm{}}=1)`$, to which it is very sensitive. The cross section is independent of the SUSY breaking mechanism, since it depends only on the physical sfermion masses $`m_{\stackrel{~}{f}}`$. The momenta of the outgoing sfermions are given by

$$p_{1,2}=(m_T\mathrm{cosh}y,\pm p_T\mathrm{cos}\varphi ,\pm p_T\mathrm{sin}\varphi ,\pm m_T\mathrm{sinh}y),$$
(5)
where $`p_T,y`$, and $`\varphi `$ are the transverse momentum, rapidity and azimuthal angle of the produced sfermions, and $`m_T=\sqrt{m_{\stackrel{~}{f}}^2+p_T^2}`$ is the transverse sfermion mass. $`s=(k_1+k_2)^2=x_1x_2S,t_{\stackrel{~}{f}}=(k_2p_2)^2m_{\stackrel{~}{f}}^2,`$ and $`u_{\stackrel{~}{f}}=(k_1p_2)^2m_{\stackrel{~}{f}}^2`$ are the Mandelstam variables of the hard photon-photon scattering process.

In Fig. 1 we compare the $`e^+e^{}`$ annihilation cross section against the polarized photon-photon cross section for up-type squark production at a 1 TeV photon collider as a function of the squark mass. The labels $`++,,+`$, and $`+`$ denote the helicities $`P_c`$ of the incoming laser photons. The helicities of the incoming leptons $`\lambda _e`$ have always been chosen to ensure the condition for optimal monochromaticity, $`2\lambda _eP_c=1`$. The backscattered photons are therefore highly polarized in the direction opposite to the laser photon . Fig. 1 demonstrates that the unpolarized photon-photon cross section can be enhanced in the region $`m_{\stackrel{~}{f}}[100;250]`$ GeV by about 40% if one chooses opposite laser photon helicities ($`+`$ or $`+`$). For $`m_{\stackrel{~}{f}}>250`$ GeV the effect is even more dramatic: The cross section can be improved by almost an order of magnitude at large $`m_{\stackrel{~}{f}}`$ if one chooses identical laser photon helicities. The cross section at a polarized photon collider stays larger than the $`e^+e^{}`$ annihilation cross section almost up to the kinematic limit of the photon collider. It is interesting to note that one has to switch from opposite to identical helicities at $`m_{\stackrel{~}{f}}250`$ GeV, where the unpolarized photon-photon cross section drops below the annihilation cross section. While up-squarks below $`250`$ GeV are already excluded by current Tevatron data, light stops and sleptons with $`m_{\stackrel{~}{t}_1,\stackrel{~}{\mathrm{}}}>100`$ GeV are still allowed. Note that the photon cross section for light left- (right-) handed sfermions has to be divided by 2 and compared to the left- (right-) handed annihilation cross section. Slepton cross sections are larger than up-type squark cross sections by a factor $`1/(3e_{\stackrel{~}{u}}^4)=27/16`$, while down-squark cross sections are smaller by a factor $`(e_{\stackrel{~}{d}}/e_{\stackrel{~}{u}})^4=1/16`$. Selectron production in $`e^+e^{}`$ annihilation is enhanced by the $`t`$-channel exchange of a neutralino. In Fig. 1 we also show polarization effects for sfermions produced via brems- and beamstrahlung. The cross sections remain small and are only slightly enhanced by preferring identical over opposite lepton helicities.

In Fig. 2 we compare the same cross sections for a fixed up-type squark mass of 250 GeV as a function of the center-of-mass energy of the collider $`\sqrt{S}`$. The unpolarized photon cross section can again be enhanced by an appropriate choice of polarization. In particular, identical laser photon helicities lead to a photon cross section which is larger than the annihilation cross section already at the threshold of the photon collider, i.e. below 1 TeV. Polarization for brems- and beamstrahlung is again of little interest. At large $`\sqrt{S}`$, where the cross sections become large, the radiated photons are completely unpolarized.

For experimental analyses it is also important to study differential cross sections, e.g. in the transverse momentum $`p_T`$ or the rapidity $`y`$ of the produced supersymmetric particles

$$\frac{\mathrm{d}\sigma _{e^+e^{}}^B(S)}{\mathrm{d}p_T\mathrm{d}y}=2p_TSdx_1x_1f_{i/e}(x_1)dx_2x_2f_{j/e}(x_2)\frac{\mathrm{d}^2\sigma _{ij}^B(s)}{\mathrm{d}t_{\stackrel{~}{f}}\mathrm{d}u_{\stackrel{~}{f}}},$$
(6)
since cuts on $`p_T`$ and $`y`$ can help to eliminate backgrounds. For this reason we show in Fig. 3 differential $`p_T`$ spectra for up-type squarks of mass 250 GeV, produced at a 1 TeV photon collider. The spectra have been integrated over the rapidity $`y`$ and extend out to the kinematic limit $`p_T<0.828\sqrt{S}2m_{\stackrel{~}{f}}=328`$ GeV. While the unpolarized spectrum peaks at $`p_T100`$ GeV, or roughly at $`m_{\stackrel{~}{f}}/2`$, the mean $`p_T`$ of sfermions produced with photons of identical helicity is almost twice as big. If the photons have opposite helicity, one gets a distinct twin-peak behavior. This is due to the absence of a four-point interaction diagram which contributes only for identical helicities at intermediate $`p_T`$. These features should be very helpful in experimental analyses.

Finally we show in Fig. 4 rapidity distributions for up-type squarks of mass 100 GeV produced at a 1 TeV photon collider. The rapidity spectra are symmetric around $`y=0`$ and extend out to $`|y|<2`$. This range should be covered by the detector at a photon collider to provide optimal analyzing conditions for sfermions of mass $`m_{\stackrel{~}{f}}=100`$ GeV. For $`m_{\stackrel{~}{f}}=250`$ GeV the rapidity spectrum is narrower and extends out to $`|y|<1.1`$. The spectrum for laser photons with identical helicities is again very similar to the unpolarized spectrum. The spectrum for opposite helicities has interesting shoulders at $`y=\pm 1.5`$. The dips at $`y=\pm 1`$ are again due to the absence of the four-point interaction diagram for opposite helicities.

We conclude that a photon collider may be advantageous for the analysis of sfermions for several reasons: Sfermion photoproduction is a pure SUSY-QED process and thus independent of a particular SUSY breaking mechanism. The cross section is very sensitive to the sfermion charge, and the polarized cross section is larger than the $`e^+e^{}`$ annihilation cross section up to the kinematic limit of the photon collider.

Acknowledgments. The author thanks the organizers for the kind invitation, S. Berge and Y. Umeda for their collaboration, and the Deutsche Forschungsgemeinschaft for financial support through Grant No. KL 1266/1-1.