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# Surface and capillary transitions in an associating binary mixture model.

## I Introduction

In the past few years there has been a considerable progress in the understanding of the physics of fluids in restricted geometries Evans . The properties of liquids or gases confined in narrow pores appear different from those in the bulk. A common trend of these systems is the fact that condensation occurs at pressures different from the saturation bulk pressure and the critical temperature for phase separation is generally lower than the corresponding bulk temperature. According to Nakanishi and Fisher Nakanishi1 ; Nakanishi2 ; Nakanishi3 ; Nakanishi4  an incompressible fluid mixture (with isotropic interactions) under the effect of confinement displays a reduced tendency toward phase separation at a fixed temperature, because the effective attractive forces result weaker within a pore. The confinement also determines an effective dimensional reduction thus enhancing fluctuation effects. In addition, the presence of adsorbing walls may induce a surface transition in a sub-critical fluid, even when this is in a single phase region in the bulk. Such a behavior, which is now well understood by means of a mean field approach EUT ; Ev1 ; Ev2  is due essentially to the reduction of the contribution to the free energy from the the cohesive fluid-fluid forces caused by the presence of the confining walls. There exists, however, a class of non-simple fluid mixtures for which the situation is different: these are the strongly associating mixtures. Strong directional attractive interactions such as hydrogen bonding or charge transfer complexing between molecules affect dramatically the properties of the fluid or solid. An interesting phenomenon that occurs in such a mixture is the reentrant miscibility: the mixture is completely miscible at low temperatures, up to a temperature where it separates into two liquid phases. As the temperature is further increased the complete miscibility reappears. The nicotine-water mixture is a paradigm for such a behavior Hudson . The temperature-composition phase diagram shows closed-loops of immiscibility, characterized by the existence of a lower and an upper critical solution point (LCSP and UCSP, respectively). Hirschfelder *et al* Hirschfelder  proposed a mechanism to explain the reentrant miscibility. The essential ingredient is the existence of highly directional strong attraction (as the hydrogen-bond) between the unlike particles. The dispersive (isotropic) forces between these particles are assumed to be so weak as to favor segregation of the species. At low temperatures, the energy favors complete mixing. However, as the temperature increases, the energy decrement due to the formation of directional bonds competes with the decrease of orientational entropy. As a consequence, the system phase separates when the temperature raises. This mechanism has been confirmed by theoretical studies on lattice Barker ; Wheeler ; Walker  and continuous models Jackson , as well as in recent computer simulation studies Davies1 ; Davies2 .

How the presence of substrates or the confinement in a pore affect the behavior of these mixtures (if in a manner similar to that of simple fluids, or if on the contrary these mixtures are peculiar) is an issue of great practical and theoretical interest. The presence of selectively adsorbing substrates can interfere with the formation of bulk hydrogen-bonding, leading to a stabilization of the two-phase region with respect to the completely miscible phase. Computer simulation studies on confined lattice models Kumar  show the appearance of surface transitions in a range of temperatures below the LCSP. The same mechanism has been invoked to explain some experiments Scheibner ; Meadows  that seemed to contradict the Nakanishi-Fisher picture.

In the present paper we shall study a lattice model of associating binary mixtures, introduced few years ago by Lin and Taylor Lin1 ; Lin2  and reconsidered recently by the present authors comment ; Romero ; Romero2 ; Romero3 . In spite of its idealized nature, the model has the merit of allowing for an explicit analysis of its non trivial phase diagram. As an instance, the study of its bulk properties predicts the existence of closed-loops of immiscibility under constant pressure conditions. This analysis will be extended to the behavior of the mixture in presence of substrates and under confinement.

The structure of the paper is organized as follows. In section II we briefly present the model and write explicitly the equations for the order parameter profiles. Section III is devoted to analyze in detail the wetting behavior of the mixture in the presence of adsorbing substrates. In section IV we study the capillary behavior of the same system when confined between two parallel plates (a slit) and in section V we consider the same system confined in a network of very narrow cylinders. Capillary transitions (and surface transitions for the slab geometry) will be analyzed in terms of the physical parameters of the system. Finally, in section VI we present our conclusions.

## II The model

Some years ago, Lin and Taylor proposed a lattice model to describe a binary mixture in which the two unlike species can form highly directional bonds. In more detail, the Lin-Taylor (LT) model Lin1 ; Lin2  is an A-B binary mixture lattice model, defined on a generic D-dimensional lattice of coordination number $`\nu `$. The A particles are allowed to singly occupy any of the lattice cells. Every cell contains $`\nu `$ equal sub-cells, one for each face of the mother cell. Again, each sub-cell can host at most one B particle, provided the mother cell is not occupied by an A particle. In addition to the repulsive interactions (which determine the previous occupation rules), one includes short-ranged interactions (see Fig. 1). The interaction strength between a pair of nearest-neighbor A particles is $`ϵ_{AA}`$, $`ϵ_{AB}`$ between unlike species and $`ϵ_{BB}`$ between B-B particles. All these interactions are non-vanishing only if the particles share a face.

The bulk properties, as well as the global phase diagram, have been exhaustively analyzed in previous work comment ; Romero ; Romero2 ; Romero3 . One of the main conclusions of such studies is that the appearance of closed loops of immiscibility occurs when the interaction between A-A and A-B pairs are attractive ($`ϵ_{AA}<0`$, $`ϵ_{AB}<0`$), and $`ϵ_{AB}(ϵ_{AA}+\mathrm{min}(ϵ_{BB},0))/2`$. The latter condition is in complete agreement with the mechanism proposed by Hirschfelder *et al* Hirschfelder  for the reentrant miscibility. In this work, we assume the bulk fluid-fluid parameters to have values: $`ϵ_{AA}=1`$ (it defines the energy scale), $`ϵ_{AB}=0.65`$ and $`ϵ_{BB}=0`$, so that we are in the regime where closed-loops of immiscibility appear.

The presence of substrates introduces new interactions (see Fig. 1). We shall assume that the substrates do not affect the fluid-fluid interactions, i.e. there is no surface enhancement. The interaction strength between an A particle and the substrate is $`V_A`$, if the particle is in a cell in contact with the substrate, and zero otherwise. The interaction between the B particles and the substrate is orientationally dependent, i.e. its strength $`V_B`$ is non vanishing only if the face of the B particle touches the substrate. The form of the substrate-fluid interactions are consistent with the bulk interactions. Hereafter, the substrate-fluid interactions will be assumed as attractive, i.e. $`V_A0`$ and $`V_B0`$. For absolute values of $`V_B`$ large enough, the substrate-B interactions compete with the bulk A-B interactions, so that one expect this type of substrate to enhance the demixing tendency for temperatures lower than the corresponding LCSP.

To study the LT model in presence of substrates, we consider the grand-canonical ensemble, where the system is in thermal and chemical equilibrium with a reservoir at fixed temperature $`T`$ and chemical potentials $`\mu _A`$ and $`\mu _B`$. The activities $`z_A`$ and $`z_B`$ are defined via $`z_A\mathrm{exp}(\beta \mu _A)`$ and $`z_B\mathrm{exp}(\beta \mu _B)`$, where $`\beta =1/k_BT`$. After tracing over all configurations of the B particles, the system results to be isomorphic to a mono-component lattice gas, with renormalized interactions and chemical potential. The details on this procedure can be found in Refs. Lin2 ; Romero ; Romero3 . The grand-canonical partition function $`\mathrm{\Xi }`$ of the LT model can be written in terms of an equivalent Ising model as:

$`\mathrm{\Xi }`$ $`=`$ $`\left(1+2z_B+z_B^2\mathrm{e}^{\beta ϵ_{BB}}\right)^{\frac{\nu N}{2}}\mathrm{exp}\left(N\left(H{\displaystyle \frac{\nu K}{2}}\right)\right)`$ (1)
$`\times `$ $`\left({\displaystyle \frac{1+z_B\mathrm{e}^{\beta V_B}}{\sqrt{1+2z_B+z_B^2\mathrm{e}^{\beta ϵ_{BB}}}}}\right)^{\nu _{}N_b}\mathrm{exp}[N_b(\mathrm{\Delta }H_1`$
$`+`$ $`{\displaystyle \frac{\nu _{}K}{2}})]Z_{D,\nu }^{Ising}(K,H,\mathrm{\Delta }H_1)`$
where $`N`$ is the total number of lattice cells, $`N_b`$ the number of cells adjacent to the substrate, $`\nu _{}`$ the number of nearest-neighbors in the direction perpendicular to the substrate; $`\nu _{}`$ is defined as the number of nearest neighbor cells in directions parallel to the substrate. Obviously, $`\nu =\nu _{}+2\nu _{}`$. Finally, $`Z_{D,\nu }^{Ising}(K,H,\mathrm{\Delta }H_1)`$ is the canonical partition function of the Ising model on the same lattice. Let us name $`K`$ the effective coupling constant, $`H`$ the effective bulk magnetic field, and $`\mathrm{\Delta }H_1`$, the effective surface magnetic field acting only on the boundary sites:

$`K`$ $`=`$ $`{\displaystyle \frac{\beta ϵ_{AA}}{4}}+{\displaystyle \frac{1}{2}}\mathrm{ln}\left({\displaystyle \frac{\sqrt{1+2z_B+z_B^2\mathrm{e}^{\beta ϵ_{BB}}}}{1+z_B\text{e}^{\beta ϵ_{AB}}}}\right)`$ (2)
$`H`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{ln}z_A{\displaystyle \frac{\nu \beta ϵ_{AA}}{4}}{\displaystyle \frac{\nu }{4}}\mathrm{ln}(1+2z_B+z_B^2\mathrm{e}^{\beta ϵ_{BB}})`$
$`\mathrm{\Delta }H_1`$ $`=`$ $`\nu _{}[{\displaystyle \frac{1}{2}}\mathrm{ln}\left({\displaystyle \frac{\sqrt{1+2z_B+z_B^2\mathrm{e}^{\beta ϵ_{BB}}}}{1+z_B\mathrm{e}^{\beta V_B}}}\right)`$ (4)
$`+`$ $`{\displaystyle \frac{\beta }{4}}(ϵ_{AA}{\displaystyle \frac{2V_A}{\nu _{}}})]`$
All equilibrium properties can be obtained from the knowledge of the partition function Eq. (1) by using standard thermodynamical relationships. In particular, the bulk pressure is obtained as:

$`p`$ $`=`$ $`\underset{V\mathrm{}}{lim}k_BT{\displaystyle \frac{\mathrm{ln}\mathrm{\Xi }}{V}}={\displaystyle \frac{k_BT}{v_0}}[{\displaystyle \frac{\nu }{2}}\mathrm{ln}(1+2z_B+z_B^2\mathrm{e}^{\beta ϵ_{BB}})`$ (5)
$``$ $`{\displaystyle \frac{\nu K}{2}}+H+\underset{N\mathrm{}}{lim}{\displaystyle \frac{1}{N}}\mathrm{ln}Z_{D,\nu }^{Ising}]`$
where $`v_0`$ is the volume of lattice cell, and $`NV/v_0`$. The mole fraction $`X_A(i)`$ profile is obtained as:

$$X_A(i)\frac{n_A(i)}{n_A(i)+_{s=1}^\nu n_B(i,s)}$$
(6)
where $`n_A(i)`$, the A particle density in the cell $`i`$, is defined in terms of the local magnetization $`m_i`$ as:

$$n_A(i)=\frac{1+m_i}{2v_0}$$
(7)
and $`n_B(i,s)`$, the B particle density in the sub-cell $`s`$ of the cell $`i`$ is

$$n_B(i,s)=\frac{1m_i}{2v_0}\frac{z_B\mathrm{e}^{\beta V_B}}{1+z_B\mathrm{e}^{\beta V_B}}$$
(8)
if the sub-cell is by the substrate (see Fig. 1). Otherwise, $`n_B(i,s)`$ is defined as:

$`n_B(i,s)={\displaystyle \frac{1}{4v_0}}[{\displaystyle \frac{z_B\mathrm{e}^{\beta ϵ_{AB}}}{1+z_B\mathrm{e}^{\beta ϵ_{AB}}}}(1m_i`$ $`+`$ $`m_js_is_j)`$
$`+{\displaystyle \frac{z_B+z_B^2\mathrm{e}^{\beta ϵ_{BB}}}{1+2z_B+z_B^2\mathrm{e}^{\beta ϵ_{BB}}}}(1m_im_j`$ $`+`$ $`s_is_j)]`$ (9)
where $`s_is_j`$ is the 2-spin correlation function between the magnetization on the cell $`i`$ and its nearest-neighbor $`j`$ that it is associated to the sub-cell $`s`$. It is easy to see that in the homogeneous case these equations reduce to the expressions given in Refs. Romero ; Romero3 .

The equivalence between the LT model and the Ising model, allows one to obtain the surface behavior of the mixture from the knowledge of the behavior of the latter. However, such a mapping, is not at all trivial and may lead in some cases to unexpected results.

## III Wetting transitions in the LT model

Let us consider an A-B binary mixture in the presence of a planar, infinite and structureless substrate. Such a substrate confines the fluid to the half-space $`z0`$. When the fluid (e.g., the A-particle rich phase, $`\alpha `$) is at bulk coexistence, the substrate can promote the formation of drops of the opposite coexisting phase (the B-particle rich phase $`\beta `$) on it, characterized by a contact angle $`\theta `$. When $`\theta =0`$, the drops spread over the substrate, i.e. the phase $`\beta `$ wets completely the $`\alpha `$-substrate interface. A finite value of $`\theta `$, instead, corresponds to a partial wetting situation. The crossover between a partial to a complete wetting regime is called the wetting transition Dietrich . The surface tensions involved in the problem ($`\sigma _{\alpha s}`$, $`\sigma _{\beta s}`$ and $`\sigma _{\alpha \beta }`$, corresponding to the $`\alpha `$-substrate, $`\beta `$-substrate and $`\alpha `$-$`\beta `$ interfaces, respectively) are related to the contact angle via the Young equation Widom :

$$\sigma _{\alpha s}=\sigma _{\beta s}+\sigma _{\alpha \beta }\mathrm{cos}\theta $$
(10)
Thermodynamically the surface tensions correspond to the excess grand-canonical free energy per interfacial unit area (respect to the bulk) Widom . Since both $`\sigma _{\alpha \beta }`$ and $`\sigma _{\beta s}`$ have an analytical behavior at this thermodynamic state, the wetting transition is a (surface) thermodynamic phase transition, as it can be seen from Eq. (10) and the dependence of $`\theta `$ on the temperature. As usual, appropiate order parameters corresponding to the wetting transition can be defined as first derivatives of the surface tension respect to thermodynamic fields. In simple fluids, the excess number of particles per interfacial unit area or adsorption $`\mathrm{\Gamma }`$ (that corresponds to $`(\sigma _{\alpha s}/\mu )_T`$, being $`\mu `$ the chemical potential) is the natural order parameter choice. In mixtures, other choices are available, e.g. the volume integrated excess mole fraction per interfacial unit area. Microscopically, the wetting transition manifests itself as the growth of a macroscopically thick $`\beta `$ layer intruding in the $`\alpha `$-substrate interface composition profile. Three different types of wetting transition may arise. If the layer width jumps suddenly from a microscopically finite value, the wetting transition is first order, and an off-coexistence surface transition (prewetting) is associated to it. If the layer width diverges continuously, the wetting transition is named critical. Finally, the wetting transition can occur as the accumulation point of an infinite sequence of first-order transitions in the layering wetting case (these transitions extend to the off-coexistence region). The conditions for such a transition depend subtly on the fluid-fluid and substrate-fluid interactions, and interfacial fluctuations can play an important role Lipowsky .

In the LT model two-phase coexistence occurs when $`H=0`$ and $`K>K_c`$, where $`K_c`$ is the lattice dependent Ising critical coupling. Moreover, the wetting behavior is controlled by the ratio $`\mathrm{\Delta }H_1/\nu _{}K`$, that is the ratio between the surface energy and the loss of bulk energy due to the presence of the surface. If such a parameter is positive the substrate favors the $`\alpha `$-phase to intrude between the substrate and the $`\beta `$-phase. On the other hand, if $`\mathrm{\Delta }H_1/\nu _{}K<0`$ the phase $`\beta `$ intrudes between the substrate and the phase $`\alpha `$. We shall focus on the coexistence side $`H=0^+`$ ($`H=0^{}`$) for $`\mathrm{\Delta }H_1<0`$ ($`\mathrm{\Delta }H_1>0`$), respectively (otherwise, only partial wetting can occur). If the absolute value of the parameter is larger than one ($`|\mathrm{\Delta }H_1/\nu _{}K|>1`$), then all coexistence surface corresponds to a complete wetting situation. If such a condition is not fulfilled, one will observe a partial wetting situation up to a value $`K_w`$ (dependent on $`|\mathrm{\Delta }H_1/\nu _{}K|`$) and beyond it a complete wetting situation up to $`K=K_c`$.

Let us consider first the case $`V_B=0`$, when $`\mathrm{\Delta }H_1`$ depends only on $`T`$, regardless the value of $`z_B`$. Moreover, the sign of $`\mathrm{\Delta }H_1`$ is uniquely determined by the difference between $`V_A`$ and $`\nu _{}ϵ_{AA}/2`$ over the whole temperature range. One can envisage various cases (see Fig. 2): if $`V_A=0`$, the coexistence corresponds to a situation of complete wetting of the interface substrate-$`\alpha `$ phase by phase $`\beta `$, denoted by the symbol $`s|\beta |\alpha `$. If $`\nu _{}ϵ_{AA}/2<V_A<0`$, there exists a region of complete wetting $`s|\beta |\alpha `$ and a lower pressure region of partial wetting. As $`V_A`$ decreases, the region of complete wetting $`s|\beta |\alpha `$ shrinks and eventually disappears for $`V_A=\nu _{}ϵ_{AA}/2`$, because $`\mathrm{\Delta }H_10`$. For $`V_A<\nu _{}ϵ_{AA}/2`$, the sign of $`\mathrm{\Delta }H_1`$ changes and a region of complete wetting of the interface substrate-phase $`\beta `$ by phase $`\alpha `$ appears ($`s|\alpha |\beta `$). As $`V_A`$ increases, the region of partial wetting reduces and disappears for $`V_A\nu _{}ϵ_{AA}`$.

When $`V_B0`$, it is possible that in correspondence of different state points the substrate favors either the $`\beta `$ or the $`\alpha `$ phase. To study such an effect it is necessary to locate the coexistence states where $`\mathrm{\Delta }H_1=0`$. Since $`V_B`$ and $`ϵ_{AB}`$ are negative, for a temperature $`T`$ all the coexistence states with pressure $`p`$ larger than $`p_{nw}(T)p(T,H=0,\mathrm{\Delta }H_1=0)`$ correspond to $`\mathrm{\Delta }H_1>0`$, whereas states with lower pressures correspond to $`\mathrm{\Delta }H_1<0`$. It is easy to prove from Eq. (4) that a necessary condition for the existence of this line is that $`V_B+ϵ_{AA}/2<(V_A/\nu _{})ϵ_{AA}/2`$. However, $`\mathrm{\Delta }H_1`$ changes sign for a temperature $`T`$ only if the value of the pressure which corresponds to $`\mathrm{\Delta }H_1=0`$ is less than the critical pressure at such temperature.

In order to illustrate such a phenomenology, we shall study the 2D square lattice case ($`\nu =4`$, $`\nu _{}=1`$). In this case, only critical wetting can occur (fluctuation effects preclude any other possibility) and the value of $`K_w`$ at which the transition of critical wetting occurs is given by solution of the equation Abraham

$$\mathrm{exp}(2K_w)[\mathrm{cosh}(2K_w)\mathrm{cosh}(2\mathrm{\Delta }H_1)]=\mathrm{sinh}(2K_w)$$
(11)
Let us first consider the case $`\nu _{}ϵ_{AA}/2V_A<0`$: $`\mathrm{\Delta }H_1<0`$, for arbitrary values of $`T`$, $`z_B`$ y $`V_B`$. Moreover, $`\mathrm{\Delta }H_1`$ becomes more negative as $`V_B`$ decreases, at fixed $`T`$ and $`z_B`$ (or pressure $`p`$). The typical diagrams of complete wetting are displayed in Fig. 3. The region between the wetting transition line and the critical line corresponds to a situation of wetting $`s|\beta |\alpha `$, and the remaining coexistence region corresponds to a situation of partial wetting. The complete wetting zone increases as $`V_B`$ becomes more negative.

When $`(V_A/\nu _{})<ϵ_{AA}/2`$, the substrate also favors the adsorption of particles A. This determines a competition between A and B species. In general, when $`(V_A/\nu _{})ϵ_{AA}/2<0.1ϵ_{AA}`$ $`\beta `$-phase preferential adsorption can only occur if $`V_B(V_A/\nu _{})<ϵ_{AB}ϵ_{AA}`$. Figures 4 and 5 display the wetting diagrams for $`ϵ_{AA}<(V_A/\nu _{})<ϵ_{AA}/2`$ and $`(V_A/\nu _{})ϵ_{AA}`$, respectively. In the first case, the complete wetting transition line originates at $`T=0`$ and terminates at the temperature of complete wetting for the A-pure liquid in the interface substrate-A vapor. For values of $`V_B0`$, $`\mathrm{\Delta }H_1>0`$ for all conditions of coexistence, and the configurations are $`s|\alpha |\beta `$. For $`V_B<(V_A/\nu _{})+ϵ_{AB}ϵ_{AA}`$ there appear states characterized by $`\mathrm{\Delta }H_1<0`$. As a consequence, within the coexistence region at the left of the line $`p_{nw}(T)`$ the substrate adsorbs preferentially particles B, and the wetting is of type $`s|\beta |\alpha `$. On the other hand, at the right of the curve $`p_{nw}(T)`$ the wetting is of type $`s|\alpha |\beta `$. The line of wetting transition touches tangentially the critical curve at the point where the curve in turn $`p_{nw}(T)`$ crosses the critical line. Such a point moves monotonically toward higher temperatures as $`V_B`$ decreases, driving with it the wetting transition line and the $`p_{nw}(T)`$ curve. As also happened for the $`\nu _{}ϵ_{AA}/2<V_A<0`$ case, the wetting transition line from a $`s|\beta |\alpha `$ complete situation to partial wetting moves to lower pressures, converging toward the A-pure liquid-vapor coexistence line for $`V_B\mathrm{}`$ (however, along this line there is complete wetting by liquid of the vapor-substrate interface over all the temperature range).

When $`V_A\nu _{}ϵ_{AA}`$ (see Fig. 5), for values $`V_B`$ near zero, the coexistence corresponds to complete wetting $`s|\alpha |\beta `$. Only when $`V_B<(V_A/\nu _{})+ϵ_{AB}ϵ_{AA}`$ states of partial wetting reappear, near the line $`p_{nw}(T)`$. The behavior of the latter as well as the wetting transition line is similar to the one observed in the previous case, with the difference that the right branch of the wetting transition line (that corresponds to a transition from partial to $`s|\alpha |\beta `$ complete wetting) begins at zero temperature.

One expects that the behavior of the wetting transition for the three-dimensional case will be qualitatively similar to the two-dimensional case. However, the complete wetting phase diagram for the three-dimensional Ising model is not totally understood yet. Theoretical Pandit  and simulation studies Binder  show, in the case of strictly short-ranged forces and in the absence of an enhanced surface spin-spin coupling, that the wetting transition is continuous only if $`K_w`$ is smaller than $`K_R`$, where $`K_R`$ is the value of the coupling constant corresponding to the roughening transition ($`K_R1.85K_c`$ for the simple cubic lattice). However, if such condition is not fulfilled, the wetting transition will occur through a sequence of first order layering transitions. Theoretical studies have claimed that the wetting transition can be weakly first-order instead of second order Jin-Fisher . In the present work we will consider the Ising model in the framework of the mean-field Bragg-Williams approximation:

$`\underset{N_{}\mathrm{}}{lim}{\displaystyle \frac{1}{N_{}}}\mathrm{ln}Z_{Ising}(K,H,\mathrm{\Delta }H_1)=\mathrm{\Delta }H_1m_1`$
$`+{\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}[{\displaystyle \frac{\nu _{}}{2}}Km_j^2+\nu _{}Km_jm_{j+1}+Hm_j`$
$`\left({\displaystyle \frac{1+m_j}{2}}\right)\mathrm{ln}\left({\displaystyle \frac{1+m_j}{2}}\right)`$
$`\left({\displaystyle \frac{1m_j}{2}}\right)\mathrm{ln}\left({\displaystyle \frac{1m_j}{2}}\right)]`$ (12)
where $`N_{}`$ is the number of cells in a layer, an $`\{m_j\}`$, $`j=1,2,\mathrm{}\mathrm{}`$ is the equilibrium magnetization profile obtained by solving the Euler-Lagrange equations:

$$m_j=\mathrm{tanh}(\nu _{}Km_j+\nu _{}K(m_{j1}+m_{j+1})+H)$$
(13)
where $`m_0\mathrm{\Delta }H_1/\nu _{}K`$. This set of equations must be solved in conjunction with the asymptotic condition $`m_jm_b`$ for $`j\mathrm{}`$, where $`m_b`$ is the spontaneous magnetization per site in the bulk case with coupling constant $`K`$ and magnetic field $`H`$. In general, different solutions of Eq. (13) are found. The equilibrium profile is the solution that maximizes the functional (12). This approach neglects capillary fluctuations, that it is equivalent to assume $`K_RK_c`$ and the wetting transition occurs as a sequence of layering transitions Oliveira ; Ebner . Once the equilibrium magnetization profile is computed, the surface tension $`\sigma `$ is obtained via:

$$\sigma =(\mathrm{\Omega }+pV)/A$$
(14)
where $`\mathrm{\Omega }=k_BT\mathrm{ln}\mathrm{\Xi }`$, with $`\mathrm{\Xi }`$ defined by the Eqs. (1) and (12), and the pressure $`p`$ by Eq. (5). The adsorption $`\mathrm{\Gamma }`$, that it is the relevant order parameter in the wetting transition, is defined as:

$$\mathrm{\Gamma }=\underset{j=1}{\overset{\mathrm{}}{}}(X_A(j)X_A^b)$$
(15)
where $`X_A(j)`$ is the A molar fraction profile Eq. (6) by using the approximation $`s_is_jm_im_j`$. Finally, $`X_A^b`$ is its bulk value.

We have studied the simple cubic lattice, for which $`\nu =6`$ and $`\nu _{}=1`$. The magnetization profiles have been obtained by an iterative method of the Eq. (13) for $`j=1,\mathrm{},N_{max}`$, imposing the condition $`m_j=m_b`$ for $`j>N_{max}`$. In order to sample the solution space, we use sharp kink profiles ($`m_j=+1`$ ($`1`$) for $`\mathrm{\Delta }H_1>0`$ ($`\mathrm{\Delta }H_1<0`$), respectively, if $`jj_0`$, and $`m_j=m_b`$ for $`j>j_0`$) as initial magnetization profiles. Starting the iteration with different initial profiles, in general, the algorithm converges toward different local minima of the free energy. As already mentioned, the global free energy minimum gives the true equilibrium magnetization profile. Finally, we have considered different values of $`N_{max}`$, since the equilibrium profile in a complete wetting situation has a strong size dependence. On the contrary, no appreciable finite width effects occur in a partial wetting situation for $`N_{max}`$ large enough. In order to locate the wetting transition, we studied the equilibrium profiles at bulk coexistence ($`H=0`$) and constant temperature, varying the pressure.

The wetting phase diagram for $`V_A=ϵ_{AA}`$ and $`V_B=1.25ϵ_{AA}`$ is plotted in Fig. 6. As one can see, the qualitative behavior of the wetting transition is similar to the one observed in the two dimensional case. However, the wetting transition is associated to series of first order layering transitions between surface phases with the same surface tension, but different adsorptions. The behavior of the layering transitions at low temperatures shows surprising features. Fig. 7 shows the first four layering transitions for $`T^{}k_BT/|ϵ_{AA}|=0.25`$. It is observed that the first layering transition does occur for pressures higher than the bulk critical pressure. Consequently, for a fixed pressure between the first layering transition critical point and the bulk critical point corresponding to this temperature, the layering transition will extend to *lower* temperatures than the critical temperature corresponding to the LCSP. This behavior is found only for $`s|\beta |\alpha `$ complete wetting in the low temperature zone. The pressure is an increasing function on $`H`$ for fixed temperature $`T`$ and $`z_B`$ (so both $`K`$ and $`\mathrm{\Delta }H_1`$ are fixed). Consequently, as $`K>K_c`$ for the layering transition critical point, the corresponding pressure can only be bigger than the bulk critical pressure if the transition occurs for $`H>0`$. This implies that $`\mathrm{\Delta }H_1`$ must be negative, and thus the wetting is of type $`s|\beta |\alpha `$. The physical interpretation of this phenomenon is that the surface adsorbs preferentially B particles. Such a mechanism competes with the A-B bonding (at least close to the substrate). Therefore, the tendency to phase separate in a fluid layer close to the substrate is enhanced (because the A-B bonding favors mixing) for temperatures lower than the (lower) critical temperature. This fact was also observed in computer simulations of a different model of associating binary mixture in Ref. Kumar . However, we must stress that this phenomenon is not related to an enhanced coupling (i.e. the interactions between particles in the first layer close to the substrate are increased respect the bulk values), that it is known to stabilize surface transitions to temperatures higher to the bulk critical one in the Ising model Nakanishi1 . On the other hand, the competition between substrate preferential adsorption and the A-B bonding should be also relevant for prewetting transitions.

## IV Confinement between symmetric walls

We turn to consider the behavior of the Lin-Taylor model when confined between two identical parallel substrates. Confinement in the two-dimensional case corresponds to a quasi-one-dimensional situation. Thus fluctuations preclude the existence of capillary transitions if the interactions are short-ranged. Consequently, only the 3D case will be studied. We shall consider a simple cubic lattice within the mean field approximation. The substrate-fluid interactions are set to $`V_A=ϵ_{AA}`$ and $`V_B=1.25ϵ_{AA}`$, that stabilize the first (surface) layering transition at temperatures lower than the lower critical temperature. We also assume that the separation between plates is $`N_D`$ lattice units. The free energy of the confined mixture is given by Eq. (1), with the mean field partition function $`Z_{Ising}(K,H,\mathrm{\Delta }H_1)`$ given by

$`\underset{N_{}\mathrm{}}{lim}{\displaystyle \frac{1}{N_{}}}\mathrm{ln}Z_{Ising}(K,H,\mathrm{\Delta }H_1)=\mathrm{\Delta }H_1(m_1+m_{N_D})`$
$`+{\displaystyle \underset{j=1}{\overset{N_D}{}}}[{\displaystyle \frac{\nu _{}}{2}}Km_j^2+\nu _{}Km_jm_{j+1}+Hm_j`$
$`\left({\displaystyle \frac{1+m_j}{2}}\right)\mathrm{ln}\left({\displaystyle \frac{1+m_j}{2}}\right)`$
$`\left({\displaystyle \frac{1m_j}{2}}\right)\mathrm{ln}\left({\displaystyle \frac{1m_j}{2}}\right)]`$ (16)
The equation for the equilibrium profile is given by Eq. (13) with the boundary condition $`N_{max}=N_D/2`$, for $`N_D`$ even, or $`(N_D+1)/2`$, for $`N_D`$ odd. The values of $`m_j`$ for $`jN_{max}`$ are obtained from the symmetry of the problem: i.e. $`m_j=m_{N_Dj+1}`$. In addition to the layering transitions (related to the phenomenology observed on the semi-infinite case), the capillary transitions results from the shift of the bulk coexistence under confinement. Near the center of the pore both phases have different magnetizations, in contrast with the layering and prewetting transitions where the profiles differ in a localized surface region and they have the same values far enough from that region. In the Ising model, the shift is always toward higher values of $`K`$ (i.e. lower effective temperature) and $`H`$ negative ($`H`$ positive) when $`\mathrm{\Delta }H_1`$ positive ($`\mathrm{\Delta }H_1`$ negative), respectively.

The cases $`N_D=1`$ and $`N_D=2`$ can be studied analytically since $`m_j=m`$ for all $`j`$. The bulk conditions for which the capillary transition takes place are shown in Fig. 8. In spite of the fact that the temperature range for which the capillary transition occurs is reduced, at low temperatures the pressure range is largely increased. Hence, at a given pressure, the LCSP shifts to lower temperatures and can even disappear. This means that for certain values of the pressure range there are no immiscibility islands in the confined system, but the usual bell shaped coexistence line terminating in a UCSP. This is a direct consequence of the directional character of the substrate-particle B interaction. The kink that it is observed in the capillary critical line corresponds to the crossing to the $`p_{nw}(T)`$ line.

For larger values of $`N_D`$, the behavior of the capillary transitions are studied numerically. As $`N_D\mathrm{}`$ the capillary critical line must move toward the bulk critical curve. We shall consider the isotherm $`T^{}=0.25`$, as a representative case of the low temperature regime. The excess free energy $`\omega `$ reads:

$$\omega =(\mathrm{\Omega }+pV)/A$$
(17)
and converges to $`2\sigma `$ when $`N_D\mathrm{}`$, with $`\sigma `$ defined by Eq. (14). The relevant order parameter for the capillary transitions is the average molar fraction $`\overline{X}_A`$, defined as

$$\overline{X}_A\frac{1}{N_D}\underset{j=1}{\overset{N_D}{}}X_A(j)$$
(18)
that converges to the bulk coexistence molar fractions as $`N_D\mathrm{}`$.

We have obtained the constant temperature phase diagrams for $`T^{}=0.25`$ (see Fig. 9). Various transitions are observed for $`N_D3`$. One of these transitions converges toward the bulk phase transition for large separations and is identified with the true capillary transition. The remaining transitions are characterized by having similar average molar fractions and correspond to the layering transitions observed in the presence of a single substrate. The coverages (as defined by Eq. (15)) corresponding to the coexisting phases in these transitions converge very fast to the semi-infinite values, as expected from their surface nature. However, the number of these transitions depends strongly on $`N_D`$, since the capillary transition, which depends sensibly on $`N_D`$, competes with them Bruno ; Tarazona2 . For instance, in the case of $`3N_D<10`$ only the first layering transition appears, while the second appears for $`N_D10`$.

The values of the capillary critical pressure for small $`N_D`$ are larger than the corresponding bulk critical values. By increasing $`N_D`$, the capillary critical pressure decreases up to a minimum, corresponding to a pressure less than the bulk critical pressure. From such value it converges monotonically to the bulk critical value (see figure 10). This fact means that along an isobaric the LCSP shifts to lower temperatures only for very narrow pores. Consequently, the stabilizing mechanism of the coexistence region below the bulk LCSP seems to be only effective for small values of $`N_D`$. The deviations of the capillary critical pressure with respect to the bulk value in the range $`5<N_D15`$ follow a power law $`\mathrm{\Delta }pN_D^x`$, with $`x=1.04\pm 0.09`$. This behavior is consistent with the findings for the confined lattice gas for intermediate values of $`N_D`$ reported in Ref. Bruno . The scaling behavior $`\mathrm{\Delta }pN_D^{1/\nu }`$ ($`N_D^2`$ in the mean-field approach) predicted by the Nakanishi-Fisher theory should be obeyed for larger values of $`N_D`$. However, our results do not extend to that region due to the numerical error in estimating the capillary critical pressure close to the bulk critical point. Nevertheless, we do not expect a change in the tendency for large values of $`N_D`$ and we expect our results to be qualitatively correct for all values of $`N_D`$. It is interesting to note that the slab approximation Bruno , which corresponds to set $`m_j=m`$ for all $`j`$, predicts that for sufficiently small $`T^{}`$ the capillary critical pressure is larger than the bulk value for *all* the values of $`N_D`$. The failure of this approach is not surprising since it gives poor results for the confined lattice gas close to the capillary critical point as it overestimates both $`K`$ and $`H`$ at the capillary critical point Bruno . This fact alters the balance between the different mechanisms involved in the shift of the critical point, leading to the wrong result mentioned above.

## V The cylindrical pore network

Finally, we consider the confinement of the LT mixture in a network of parallel infinitely long, cylindrical pores. This model can be understood as a crude approximation for adsorption in zeolites. It represents another instance in which the substrate can prevent the formation of hydrogen bonds: the geometrical hindrance due to the confinement in very narrow nanopores. We shall assume that the pore diameter is so small that the A-B bonds can form only along the direction $`z`$ parallel to the cylinder axis (see figure 11). The cylinder diameter is taken to be less than twice the A-B collision diameter. In addition, the pores have diameters less than two A particle diameters and they form a two dimensional network with coordination number $`\nu _{}`$. We allow attenuated interactions between particles in nearest neighbor pores, in order to allow a capillary transition. A similar zeolite model has been employed to study the capillary transition of methane adsorbed in $`\text{ALPO}_4`$-5 Radhakrishnan .

The in-pore fluid-fluid interactions have the same form as in bulk, with coupling constants $`ϵ_{AA}`$, $`ϵ_{AB}`$ and $`ϵ_{BB}`$. However, the interactions between particles in nearest-neighbor pores are attenuated to $`\stackrel{~}{ϵ}_{AA}`$, $`\stackrel{~}{ϵ}_{AB}`$ and $`\stackrel{~}{ϵ}_{BB}`$ ($`|\stackrel{~}{ϵ}_{ij}|<|ϵ_{ij}|`$), although the A-B and B-B interactions directional character remains the same as before. This system behaves as a bulk lattice model with anisotropic interactions. The grand-canonical free energy per unit volume reads:

$`{\displaystyle \frac{\mathrm{\Omega }}{V}}`$ $`=`$ $`{\displaystyle \frac{k_BT}{v_0}}[{\displaystyle \frac{\nu _{}}{2}}\mathrm{ln}(1+2\stackrel{~}{z}_B+\stackrel{~}{z}_B^2\mathrm{e}^{\beta \stackrel{~}{ϵ}_{BB}})`$ (19)
$`+`$ $`\mathrm{ln}(1+2z_B+z_B^2\mathrm{e}^{\beta ϵ_{BB}})+H{\displaystyle \frac{\nu _{}K_{}}{2}}`$
$``$ $`K_{}+{\displaystyle \frac{1}{N}}\mathrm{ln}Z_{Ising}(K_{},K_{},H)]`$
where $`\stackrel{~}{z}_Bz_B\mathrm{e}^{\beta V_B}`$ is the effective activity of the $`B`$ particles oriented in the plane perpendicular to the cylinder axis, and $`Z_{Ising}`$ is canonical partition function of an anisotropic Ising model characterized by couplings $`K_{}`$ in the parallel directions to the cylinder axis and $`K_{}`$ in the perpendicular directions, and an effective magnetic field $`H`$. $`K_{}`$ has the same expression as the bulk coupling constant Eq. (2), while $`K_{}`$ and $`H`$ are defined as:

$`K_{}`$ $`=`$ $`{\displaystyle \frac{\beta \stackrel{~}{ϵ}_{AA}}{4}}+{\displaystyle \frac{1}{2}}\mathrm{ln}\left({\displaystyle \frac{\sqrt{1+2\stackrel{~}{z}_B+\stackrel{~}{z}_B^2\mathrm{e}^{\beta \stackrel{~}{ϵ}_{BB}}}}{1+\stackrel{~}{z}_B\mathrm{e}^{\beta \stackrel{~}{ϵ}_{AB}}}}\right)`$ (20)
$`\stackrel{~}{H}`$ $`=`$ $`H+\nu _{}[{\displaystyle \frac{\beta }{4}}(ϵ_{AA}\stackrel{~}{ϵ}_{AA}{\displaystyle \frac{2V_A}{\nu _{}}})`$ (21)
$`+`$ $`{\displaystyle \frac{1}{4}}\mathrm{ln}\left({\displaystyle \frac{1+2z_B+z_B^2\mathrm{e}^{\beta ϵ_{BB}}}{1+2\stackrel{~}{z}_B+\stackrel{~}{z}_B^2\mathrm{e}^{\beta \stackrel{~}{ϵ}_{BB}}}}\right)]`$
with $`H`$ given by Eq. (II). One can see that confinement shifts the effective magnetic field $`H`$ with respect to its bulk value with a contribution analogous to that found for planar substrates (compare Eqs. (4) and (21)). In addition, the confinement determines an anisotropy in the couplings. The A particle molar fraction $`X_A`$ reads:

$$X_A=\frac{n_A}{n_A+n_B^1+n_B^2}$$
(22)
where $`n_A=(1+m)/2v_0`$ is the A particle density, and $`n_B^1`$ ($`n_B^2`$) is the density of B particles oriented in a perpendicular (parallel) direction to the cylinder axis, respectively:

$`n_B^1`$ $`=`$ $`{\displaystyle \frac{\nu _{}}{4v_0}}\left({\displaystyle \frac{\stackrel{~}{z}_B+\stackrel{~}{z}_B^2\mathrm{e}^{\beta \stackrel{~}{ϵ}_{BB}}}{1+2\stackrel{~}{z}_B+\stackrel{~}{z}_B^2\mathrm{e}^{\beta \stackrel{~}{ϵ}_{BB}}}}+{\displaystyle \frac{\stackrel{~}{z}_B\mathrm{e}^{\beta \stackrel{~}{ϵ}_{AB}}}{1+\stackrel{~}{z}_B\mathrm{e}^{\beta \stackrel{~}{ϵ}_{AB}}}}\right)`$ (23)
$``$ $`{\displaystyle \frac{\nu _{}}{4v_0}}\left({\displaystyle \frac{\stackrel{~}{z}_B+\stackrel{~}{z}_B^2\mathrm{e}^{\beta \stackrel{~}{ϵ}_{BB}}}{1+2\stackrel{~}{z}_B+\stackrel{~}{z}_B^2\mathrm{e}^{\beta \stackrel{~}{ϵ}_{BB}}}}{\displaystyle \frac{\stackrel{~}{z}_B\mathrm{e}^{\beta \stackrel{~}{ϵ}_{AB}}}{1+\stackrel{~}{z}_B\mathrm{e}^{\beta \stackrel{~}{ϵ}_{AB}}}}\right)`$
$`\times `$ $`\left({\displaystyle \frac{\mathrm{ln}Z_{Ising}/N}{K_{}}}\right)`$
$``$ $`{\displaystyle \frac{\nu _{}}{2v_0}}{\displaystyle \frac{\stackrel{~}{z}_B+\stackrel{~}{z}_B^2\mathrm{e}^{\beta \stackrel{~}{ϵ}_{BB}}}{1+2\stackrel{~}{z}_B+\stackrel{~}{z}_B^2\mathrm{e}^{\beta \stackrel{~}{ϵ}_{BB}}}}m`$
$`n_B^2`$ $`=`$ $`{\displaystyle \frac{1}{2v_0}}\left({\displaystyle \frac{z_B+z_B^2\mathrm{e}^{\beta ϵ_{BB}}}{1+2z_B+z_B^2\mathrm{e}^{\beta ϵ_{BB}}}}+{\displaystyle \frac{z_B\mathrm{e}^{\beta ϵ_{AB}}}{1+z_B\mathrm{e}^{\beta ϵ_{AB}}}}\right)`$ (24)
$``$ $`{\displaystyle \frac{1}{2v_0}}\left({\displaystyle \frac{z_B+z_B^2\mathrm{e}^{\beta ϵ_{BB}}}{1+2z_B+z_B^2\mathrm{e}^{\beta ϵ_{BB}}}}{\displaystyle \frac{z_B\mathrm{e}^{\beta ϵ_{AB}}}{1+z_B\mathrm{e}^{\beta ϵ_{AB}}}}\right)`$
$`\times `$ $`\left({\displaystyle \frac{\mathrm{ln}Z_{Ising}/N}{K_{}}}\right)`$
$``$ $`{\displaystyle \frac{1}{v_0}}{\displaystyle \frac{z_B+z_B^2\mathrm{e}^{\beta ϵ_{BB}}}{1+2z_B+z_B^2\mathrm{e}^{\beta ϵ_{BB}}}}m`$
Phases characterized by different molar fractions $`X_A`$ may coexist when the spontaneous (i.e. $`\stackrel{~}{H}=0`$) magnetization $`m=\pm |m|0`$. We consider the case $`ϵ_{AA}=1`$, $`ϵ_{AB}=0.6`$ and $`ϵ_{BB}=0`$, that corresponds to a case that presents closed-loops of immiscibility in the bulk. On the other hand, as the hydrogen bond interactions are very short-ranged, we will take $`\stackrel{~}{ϵ}_{AB}=\stackrel{~}{ϵ}_{BB}=0`$ as physically sensible values. Moreover, $`\stackrel{~}{ϵ}_{AA}`$ is set to be $`\alpha ϵ_{AA}`$, where $`\alpha `$ is a positive number less than one.

In order to discriminate between different mechanisms, we chose the substrate-fluid interactions in such a way that $`\stackrel{~}{H}=H`$, i.e. $`V_A=\nu _{}(1\alpha )ϵ_{AA}/2`$ and $`V_B=0`$. Hence, the preferential substrate adsorption effect (very similar to the one studied in the slab geometry) is suppressed and we can focus on the coupling anisotropy.

We have studied the 2D square lattice case, for which analytical expressions for $`Z_{D,\nu }`$ are known in the anisotropic case Onsager . However, we expect that the features obtained for this case will be qualitatively correct also for the 3D case. From the exact solution, the values of $`(K_{},K_{})`$ that correspond to the phase coexistence satisfy the following relationship:

$$\mathrm{sinh}(2K_{})\mathrm{sinh}(2K_{})1$$
(25)
where equality holds only at the critical point. It is clear from such an expression that, even for $`K_{}`$ (equal to the bulk value) less than the isotropic bulk value, the system can undergo a phase transition for $`K_{}`$ large enough. Note that since $`K_{}=\beta \alpha ϵ_{AA}/4`$, this condition is fulfilled in the low temperature region. This fact is also observed in the mean-field approach, for which the coexistence condition is $`\nu _{}K_{}+2K_{}1`$.

Figure 12 shows the reservoir conditions under which the capillary phase transition occurs for different values of $`\alpha `$. There also exist immiscibility islands for the capillary transition within the porous medium (see inset in Fig. 12), but the corresponding LCSP occurs at temperatures lower than those of the bulk LCSP at the same pressure. As $`\alpha `$, increases the temperature and pressure range for which one observes capillary transition increases. Hence, the immiscibility islands become larger with $`\alpha `$, but mainly in the high temperature region. In fact, the temperature corresponding to the LCSP is rather insensitive to the value of $`\alpha `$, and it is always below the temperature corresponding to the bulk LCSP. Our findings can be understood by a simple physical argument. The geometry forbids the formation of hydrogen bondings in the directions perpendicular to the cylinder axis. So, the confinement effectively reduces the A-B bonds respect to the bulk case, and consequently the phase separation is enhanced in the lower temperature regime, in complete agreement with our results.

## VI Discussion and conclusions

In this paper we have studied the effect on the phase equilibria of an associating binary mixture in the presence of substrates and under confinement in very simple geometries. We have focused on the conditions in which bulk system exhibits closed-loops of immiscibility. Our results show clearly that the presence of directional fluid-substrate interactions can stabilize purely surface transitions (such as layering and prewetting) and also for the phase separation under confinement in nanopores, for temperatures below the bulk LCSP. However, this mechanism becomes inefficient for the capillary transition when the surface-to-volume ratio is small, and consequently we doubt that it can explain the experimental results in Refs. Scheibner ; Meadows , which would correspond to the latter case. The disagreement with the scaling predictions in the cases in which the temperature shift depends on the substrate remains, in any case, unsolved. The experimental data show a capillary critical temperature dependence on the film width that it is not consistent with the scaling predictions Nakanishi3 ; Nakanishi4  and it could be a signature of an emerging new characteristic length scale. However, to our knowledgement there is no theoretical explanation of such a behavior.

Some final remarks are pertinent. Firstly, the present model represents a simplified description of an associating binary mixture, but keeps all the physical ingredients needed to reproduce the correct phenomenology. Consequently, we are confident that our conclusions can be relevant also for more sophisticated models. Secondly, fluid adsorption in nanotubes and zeolites is experimentally feasible and they could provide experimental probes of our theoretical predictions.

###### Acknowledgements.

The authors wish to thank Dr. I. Rodríguez-Ponce, Prof. G. Jackson and Prof. A. O. Parry for their interest and useful comments on this paper. J.M.R.-E. and L.F.R. gratefully acknowledge financial support for this research by Grant No. PB97-0712 from DGICyT (Spain) and No. FQM-205 from PAI (Junta de Andalucía). J.M.R.-E. also wishes to thank Ministerio de Educación, Cultura y Deporte (Spain) for partial financial support. Finally U.M.B.M acknowledges financial support by Ministero dell’Istruzione, dell’Universitá e della Ricerca, Cofin 2001 Prot. 2001023848.


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# 1 Introduction

## 1 Introduction

It is well-known that a collection of $`p`$-branes under the influence of a background field strength can undergo an “expansion” into a single, spherical, higher-dimensional $`(p+2)`$-brane. This is the so-called dielectric effect, a first analysis of which was performed in , at the level of the Abelian theory relevant to the description of the single expanded $`(p+2)`$-brane. It was some years later that the complementary description from the point of view of the lower-dimensional multiple branes was provided . From this perspective, the expansion takes place because the embedding coordinates of the multiple branes are matrix-valued, and give rise to new non-Abelian couplings in the combined Born-Infeld-Chern-Simons action . The macroscopic (Abelian) and the microscopic (non-Abelian) descriptions have their own range of validity , which however coincide in the limit where the number $`N`$ of $`p`$-branes becomes very large. All physical quantities, such as the energy of the configuration and the radius of the spherical $`(p+2)`$-brane take in this limit the same values in both descriptions.

The dielectric effect was first derived (under that name) for the case of D-branes, but it has become clear since that other types of $`p`$-branes can undergo the same type of effect: the Abelian description given in  was actually done for fundamental strings and a non-Abelian analysis of this effect was provided in , in terms of Matrix string theory in weakly coupled (linear) background fields.

The dielectric effect can also occur for multiple coinciding gravitational waves. In  the uplifting of the non-Abelian couplings of D0-branes were interpreted as dielectric and magnetic couplings for gravitons in eleven dimensions and similar non-Abelian dielectric couplings have been introduced in the Matrix model action of the DLCQ description of the pp-wave in eleven dimensions . A full derivation of the dielectric couplings in the effective actions for ten-dimensional gravitational waves, at least up to linear order in the background fields, has been given in . For the case of the non-Abelian action for eleven-dimensional waves, the description could be easily extended beyond the level of linear approximation. In both cases solutions were found of multiple gravitational waves (or gravitons) expanding into D2-, D3- and M2-branes.

The question arising then is what is the corresponding, Abelian description of this effect. It has been suggested in the literature  that this might be the configurations of $`p`$-branes, known as giant gravitons. These giant gravitons  are spherical M2- and D3-branes with non-zero (angular) momentum in Minkowski space or $`AdS_m\times S^n`$ space-times that couple to external flux fields.222With external flux field we mean fields that form part of the background in which the brane lies and for which the brane is not the source. They are stable due to a dynamical equilibrium between the tension of the spherical branes that makes them contract and the momentum in an external field that makes them expand.

The aim of this letter is to show that indeed the dielectric effect for gravitational waves of  and the giant gravitons of  are two complementary descriptions of the same effect. We will compute the radius and the energy of the spherical brane configuration and show that the values obtained in the microscopic, non-Abelian picture coincide in the large $`N`$ limit with the values in the Abelian, macroscopic picture.

The paper is organised as follows: in section 2 we will review the comparison between the microscopical and the macroscopical pictures of the dielectric effect for the case of D-branes, since this turns out to be fully analogous to the case of the microscopic and macroscopic description of giant gravitons. In section 3 we give the construction of (Abelian) giant gravitons as given in . In section 4 we construct a dielectric M-brane solution from a non-Abelian action for gravitational waves and compare the large $`N`$ limit of this solution with the Abelian picture and find the the results agree up to order $`1/N`$.

## 2 Macroscopic versus microscopic dielectric branes

Consider a spherical D2-brane probe laying, say, in the $`\theta `$ and $`\varphi `$ directions of flat ten-dimensional spacetime

$$ds^2=dt^2+dr^2+r^2(d\theta ^2+sin^2\theta d\varphi ^2)+dy_{(6)}^2.$$
(2.1)
This is, as such, obviously not a stable configuration, since the tension of the D2-brane makes the brane contract, while there is no topological obstruction to keep the brane at finite radius. However it is possible to construct a stable configuration, if we switch on a external flux field and make an appropriate choice for the Born-Infeld vector on the D2-brane . Taking for the RR 3-form gauge field $`C_{\mu \nu \rho }`$ and the Born-Infeld field strength $`F_{ab}`$ the following values333Note that this 4-form RR field in flat space is not a consistent supergravity background. A proper solution of the dielectric effect satisfying the supergravity equations of motion, together with an argument that the probe approximation done here is actually valid, has been given in .

$`C_{t\theta \varphi }`$ $`=`$ $`\frac{1}{3}fr^3\mathrm{sin}\theta F_{tr\theta \varphi }=fr^2\mathrm{sin}\theta ,`$
$`F_{\theta \varphi }`$ $`=`$ $`\frac{1}{2}N\mathrm{sin}\theta ,`$ (2.2)
we notice that the D2-brane is embedded in a constant 4-form flux, while the Born-Infeld vector describes the fact that we have $`N`$ D0-branes dissolved in the D2-brane world volume, as can be seen from the Chern-Simons action:

$$S_{CS}T_2_{S^2\times }P[C_1]F=NT_0𝑑tC_t,$$
(2.3)
where $`P[C_1]`$ denotes the pullback of the RR-vector $`C_\mu `$ and we used that the tension of the D2 and the D0 are related via $`T_0=2\pi \lambda T_2`$.

The full Born-Infeld Chern-Simons action

$$S=T_2d^3\sigma e^\varphi \sqrt{det|g_{ab}+\lambda F_{ab}|}+T_2d^3\sigma P[C_3]$$
(2.4)
gives then rise to the following potential as a function of the radius $`r`$ of the spherical brane:

$$V(r)=2\lambda ^1T_0\left[\sqrt{r^4+\frac{1}{4}\lambda ^2N^2}\frac{1}{3}fr^3\right],$$
(2.5)
which for $`N1`$ can be expanded as

$$V(r)=NT_0+2\lambda ^2T_0N^2r^4\frac{2}{3}\lambda ^1T_0fr^3+\mathrm{}$$
(2.6)
This potential has two extrema, a maximum at $`r_1=0`$ and a minimum at $`r_2=\frac{1}{4}\lambda Nf`$, taking the values

$$V(r_1)=NT_0,V(r_2)=NT_0\frac{1}{384}\lambda ^2T_0N^3f^4.$$
(2.7)
Clearly, the spherical D2-brane will stabilise at a finite radius $`r_2`$ and has then an even lower energy than if it shrank to zero-size. At this radius, the contraction due to the D2-brane tension is compensated by the tendency of the dissolved D0-branes to expand in the presence of the 4-form flux. The spherical D2-brane has no net global charge under the 4-form field strength (2.2), but does have a local charge, which gives rise to a non-zero dipole moment $`P[C_3]0`$. Due to this non-zero dipole moment the above configuration is called a dielectric brane.

The same effect can also be described from the point of view of the dissolved D0-branes. It is well known that a set of $`N`$ coinciding D-branes exhibits an enhanced $`U(N)`$ symmetry  and should therefore be described by a non-Abelian $`U(N)`$ symmetric effective action and it has been realised that this non-Abelian action contains a set of non-Abelian couplings to the RR field of all ranks . It is precisely these couplings that give rise to the dielectric effect. In particular, a set of $`N`$ coinciding D0-branes in the presence of an external RR 3-form gauge field is described by the Born-Infeld and Chern-Simons actions

$`S`$ $`=`$ $`T_0{\displaystyle }dt\text{STr}\{\sqrt{|P[E_{tt}+E_{ti}(Q^1\delta )^{ij}E_{jt}]detQ|}+P[(\text{i}_X\text{i}_X)C_3]\}`$ (2.8)
where

$$E_{\mu \nu }=g_{\mu \nu }+B_{\mu \nu },Q^i{}_{j}{}^{}=\delta ^i{}_{j}{}^{}+i[X^i,X^k]E_{kj},((\text{i}_X\text{i}_X)C_3)_\mu =X^jX^iC_{ij\mu }$$
(2.9)
and the $`X^i`$ are the $`U(N)`$ matrix valued coordinates transversal to the D0-branes. For the static case in a flat background with an external RR 4-form flux, and after the expansion of the Born-Infeld term and partial integrating the Chern-Simons term, this action gives rise to the potential

$$V(X)=\lambda ^2T_0\lambda ^2\text{STr}\left\{\frac{1}{4}[X,X]^2+\frac{1}{6}i\lambda [X^k,X^j]X^iF_{tijk}\right\},$$
(2.10)
which has a solution to the equations of the form

$$F_{tijk}=f\epsilon _{ijk},X^i=\frac{1}{4}\lambda fJ^i.$$
(2.11)
The $`N\times N`$ matrices $`J^i`$ are the generators of the $`N`$-dimensional representation of $`SU(2)`$, satisfying $`[J^i,J^j]=2i\epsilon ^{ijk}J^k`$. We thus see that the three transverse coordinates $`X^i`$, whose eigenvalues indicate the position of the D0-branes in these directions, span a fuzzy (non-commutative) two-sphere with radius

$$r=\sqrt{\frac{1}{N}\text{Tr}(X^iX^i)}=\frac{1}{4}\lambda f\sqrt{N^21}.$$
(2.12)
This can be interpreted as the fact that the coincident D0-branes have, under the influence of the RR 4-form, expanded into a fuzzy, spherical D2-brane. The energy of this configuration can easily be computed and is given by

$$E=\frac{1}{384}\lambda ^2T_0f^4N(N^21),$$
(2.13)
which is lower then the zero-energy solution where all $`X^i`$ commute. Also here the 4-form field strength gives rise to a dipole moment, but not to a non-zero global D2-brane charge.

Each of these two descriptions, the Abelian macroscopic and the non-Abelian microscopic one, have their own range of validity . The first one is valid when the radius of the spherical D2 is much bigger then the string scale, when the higher derivative terms in (2.4) are neglectable. On the other hand, the non-Abelian calculation is trustable if the commutator corrections in higher orders in $`F_{ab}`$ are small and the expansion of the Born-Infeld action (2.8) converges rapidly, i.e. for the radius much smaller than $`\lambda \sqrt{N}`$. Clearly both conditions are simultaneously met for $`N1`$. Indeed we see that the expressions for the radii and the energy in both descriptions agree up to terms of the order $`1/N`$.

Another way to understand the agreement of both descriptions is by looking at the commutator of the $`X^i`$:

$$[X^i,X^j]=\frac{2iR}{\sqrt{N^21}}\epsilon ^{ijk}X^k.$$
(2.14)
In the large $`N`$ limit the commutators will become very small and the non-Abelian character of the microscopic description will diminish rapidly.

## 3 Abelian giant gravitons

In this section we will review the construction of giant gravitons as presented in  and draw the attention to the analogies with the Abelian description of the dielectric effect.

There are several types of giant gravitons, the most relevant ones being the giant graviton in flat spacetime, the genuine giant graviton that lives in the spherical part of $`AdS_m\times S^n`$ and the dual giant graviton, living in the $`AdS`$ part of $`AdS_m\times S^n`$. In this letter we will mainly restrict ourselves to the giant graviton living in the spherical part of $`AdS_7\times S^4`$. We will comment briefly on the other cases later on.

Consider in eleven dimensions an M2-brane probe wound around a two-cycle $`\mathrm{\Omega }_2`$ of radius $`L\mathrm{sin}\theta `$ in the spherical part of $`AdS_7\times S^4`$:

$`ds^2`$ $`=`$ $`ds_{AdS}^2+L^2(d\theta ^2+\mathrm{cos}^2\theta d\varphi ^2+\mathrm{sin}^2\theta d\mathrm{\Omega }_2^2).`$
$`d\mathrm{\Omega }_2^2`$ $`=`$ $`d\chi _1^2+\mathrm{sin}^2\chi _1d\chi _2^2.`$ (3.1)
Given that there are no non-trivial two-cycles in $`S^4`$, there is no topological obstruction that keeps the M2-brane from contracting to zero radius and slipping off the $`S^4`$. However when the M2-brane carries momentum in the transversal direction $`\varphi `$, it will couple to the RR 3-form $`C_{\varphi \chi _1\chi _2}=L^3\mathrm{sin}^3\theta \mathrm{sin}\chi _1`$ of $`AdS_7\times S^4`$ and will start to expand. A giant graviton is then the equilibrium configuration where the contraction by the brane tension $`T_2`$ is canceled by the expansion due to the momentum.

The Hamiltonian of the M2-brane with radius $`L\mathrm{sin}\theta `$ has been computed in :

$$H=\frac{P_\varphi }{L}\sqrt{1+\mathrm{tan}^2\theta (1\frac{\stackrel{~}{N}}{P_\varphi }\mathrm{sin}\theta )^2},$$
(3.2)
where $`\stackrel{~}{N}=4\pi T_2L^3`$ is an integer that emerges through the quantisation condition of the 3-form flux on $`S^4`$. This Hamiltonian (3.2) has two stable minima, one for $`\mathrm{tan}\theta =0`$, corresponding to a point-like object, and another for $`\mathrm{sin}\theta =P_\varphi /\stackrel{~}{N}`$, corresponding to a finite sized configuration. The value of the Hamiltonian corresponds in both cases to $`E=P_\varphi /L`$, i.e. to a massless particle (hence the name giant graviton). Note that the finite radius of the $`S^4`$ implies an upper bound for the radius $`L\mathrm{sin}\theta `$ of the M2 and hence for the momentum: $`P_\varphi \stackrel{~}{N}`$.

We can express the total momentum of the giant graviton as $`N`$ units of momentum (gravitons): $`P_\varphi =NT_0`$. In terms of the momentum $`T_0`$ of the gravitons, we find that $`\stackrel{~}{N}=2T_0L^3`$. Therefore we can rewrite the Hamiltonian and its non-trivial solution as

$$H=\frac{NT_0}{L}\sqrt{1+\mathrm{tan}^2\theta (1\frac{2L^3}{N}\mathrm{sin}\theta )^2},\mathrm{sin}\theta =\frac{P_\varphi }{\stackrel{~}{N}}=\frac{N}{2L^3}.$$
(3.3)
and the upper bound for the number of gravitons we can put in as $`N2L^3`$.

There is a remarkable analogy between the construction of giant gravitons and the construction of the spherical D2-brane in the macroscopic picture of the dielectric effect. In both cases we are dealing with spherical two-branes that are kept stable by a dynamical equilibrium between the tensions and the interaction with an external field. For the D2-brane this is done via dissolved D0-branes on the world volume, while for the M2 the interaction takes place via the angular momentum of the brane. The picture that arises then is of giant gravitons being M2-branes with dissolved momentum on the world volume. In both cases the radius of the D2 and the M2 are proportional to the number of dissolved D0’s or gravitons.444In the case of the giant gravitons in flat space, the analogy is even more striking . This is due to the fact that the Abelian D2-brane description is in fact the dimensionally reduced version of the flat giant graviton.

This analogy raises an obvious question: does there exist also a complementary, microscopic description of giant gravitons, from the point of view of the dissolved gravitons, of which the Abelian description is the large $`N`$ limit? For this to be true, we need a non-Abelian action for multiple gravitons (or gravitational waves) with dielectric couplings similar the the ones known for D-branes. In the next section we will show that such a description does indeed exist.

## 4 Non-Abelian giant gravitons

For the case of giant gravitons in flat space, the agreement between the microscopic and macroscopic picture has already been pointed out in , as an uplifting from the dielectric D0-brane case in ten dimensions. An analysis for the more complicated cases of giant gravitons in $`AdS_m\times S^n`$ is more difficult, since for this a non-Abelian action for dielectric gravitational waves in arbitrary backgrounds is needed.

Such an action was presented in , making use of Matrix and Matrix string theory techniques. In the presence of a 3-form potential $`C`$, this action is given by

$$S=T_0𝑑\tau \text{STr}\left\{k^1\sqrt{|P[E_{tt}+E_{ti}(Q^1\delta )^{ij}E_{jt}]detQ|}+iP[(\text{i}_X\text{i}_X)C]\right\},$$
(4.1)
where

$$E_{\mu \nu }=𝒢_{\mu \nu }+k^1(\text{i}_kC)_{\mu nu},Q_j^i=\delta _j^i+ik[X^i,X^k]E_{kj}.$$
(4.2)
Note that this action is a gauged sigma model, where the propagation direction of the gravitational waves appears as a Killing direction which is projected out through the effective metric $`𝒢_{\mu \nu }=g_{\mu \nu }k^2k_\mu k_\nu `$ and the contraction of the 3-form with the Killing vector $`(\text{i}_kC)`$ .

We will not review the construction of this action, but restrict ourselves to two arguments justifying its validity. First of all, the action (4.2) reduces to the well-known action (2.8) for coincident D0-branes derived in , when reduced along the propagation direction of the waves. And secondly, in the Abelian limit, one recovers the known effective action for a single graviton. We believe these are non-trivial checks that confirm the interpretation of this action as describing non-Abelian M-theory gravitons.

In order to describe giant gravitons in the spherical part of $`AdS_7\times S^4`$, we make the following Ansatz for the coordinates on the fuzzy 2-sphere and the 3-form:

$$X^i=\frac{L\mathrm{sin}\theta }{\sqrt{N^21}}J^i,C_{\varphi ij}=ϵ_{ijk}X^k,$$
(4.3)
where $`J^i,(i=1,2,3)`$ form an $`N\times N`$ representation of $`SU(2)`$ and $`\varphi `$ is the propagation direction of the waves. With this Ansatz $`(X^i)^2=L^2\mathrm{sin}^2\theta \begin{array}{c}l\\ 1\end{array}`$. In this particular background there is no contribution of the Chern-Simons action. The 3-form potential couples however in the Born-Infeld part of the action, through $`E_{ij}=𝒢_{ij}+k^1C_{\varphi ij}`$, which implies that the fuzzy 2-sphere carries magnetic moment with respect to $`C`$.

Substituting the Ansatz above into the world volume action (4.2) we obtain the following potential:555Recall that in our description of the gravitons, the propagation direction occurs as an isometry direction, and therefore we are dealing with a static configuration, for which we can compute the potential as minus the Lagrangian.

$$V(X)=\frac{T_0}{L\mathrm{cos}\theta }\mathrm{STr}\left\{\sqrt{\begin{array}{c}l\\ 1\end{array}\frac{4L\mathrm{sin}\theta }{\sqrt{N^21}}X^2+\frac{4L^4\mathrm{sin}^2\theta \mathrm{cos}^2\theta }{N^21}X^2+\frac{4L^2\mathrm{sin}^2\theta }{N^21}X^2X^2}\right\},$$
(4.4)
where we have taken into account that some contributions to $`detQ`$ do in fact vanish after taking the symmetrised average involved in the symmetrised trace prescription in (4.2). Since we are interested in the comparison with the Abelian calculation of section 3, it is convenient to look at the large $`N`$ limit. When $`N`$ is large

$$\mathrm{STr}\{(X^2)^n\}\mathrm{Tr}\{(X^2)^n\}+𝒪(\frac{1}{N^21})=L^{2n}\mathrm{sin}^{2n}\theta N+𝒪(\frac{1}{N^21}),$$
(4.5)
since the commutators involved in the rewriting of (4.5) can be neglected. Therefore, the potential (4.4) can be written as:

$$V(\theta )=\frac{NT_0}{L\mathrm{cos}\theta }\sqrt{1\frac{4L^3}{\sqrt{N^21}}\mathrm{sin}^3\theta +\frac{4L^6}{N^21}\mathrm{sin}^4\theta }=\frac{NT_0}{L}\sqrt{1+\mathrm{tan}^2\theta (1\frac{2L^3}{\sqrt{N^21}}\mathrm{sin}\theta )^2},$$
(4.6)
where we are neglecting terms of order $`(N^21)^{\frac{5}{2}}`$ in the expansion of (4.4). This potential admits two minima: the point-like graviton at $`\mathrm{sin}\theta =0`$ and the giant graviton at

$$\mathrm{sin}\theta =\frac{1}{2}L^3\sqrt{N^21},$$
(4.7)
both with an energy $`E=NT_0L^1=P_\varphi L^1`$, associated to a massless particle with angular momentum $`P_\varphi `$. As in the Abelian case, due to the finiteness of the radius of the $`S^4`$ there is again an upper bound on the number of gravitons we can add: $`\sqrt{N^21}2L^3`$.

If we compare this non-Abelian computation with the Abelian one of section 3, it is clear that the radii, the energy, the upper bound for the angular momentum and even the the form of the action agree in the large $`N`$ limit, up to $`1/N^2`$ corrections. This justifies the statement that the giant gravitons of  are in fact the macroscopical description of a non-Abelian magnetic moment effect for gravitons.

Acknowledgements
The work of B.J. was done as a Postdoctoral Fellow of the Fund for Scientific Research-Flanders (F.W.O.-Vlaanderen) and supported in part by the European Community’s Human Potential Programme under contract HPRN-CT-2000-00131 Quantum Spacetime.


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# IMPORTANT CONFIGURATIONS FOR 𝑁𝑁 PROCESSES IN A GOLDSTONE BOSON EXCHANGE MODEL

## References