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# Glass transition as a decoupling-coupling mechanism of rotations

## I Introduction

In the last years, a great deal of work has been done to obtain a fundamental understanding of the glass transition. Many questions about the equilibrium and the dynamical properties of the glassy state remain ananswered. It is not clear if there is a true phase transition and what is the role that geometric frustration plays on it. The relations between the equilibrium and the dynamical properties are not understood M01 . The mode coupling theory for supercooled liquids G91  predicts the existence of a temperature $`T_\mathrm{c}`$ at which there is a crossover from a liquid to a glassy state. In the glassy state the dynamics would be dominated by complex activated processes. For temperatures $`T>T_\mathrm{c}`$ but close to $`T_\mathrm{c}`$ there is a power law behavior of the relaxation time and also of the inverse diffusivity. It is not understood whether $`T_\mathrm{c}`$ is a purely kinetic transition temperature G91  or if it is a true thermodynamic glass transition which is kinetically avoided DS01 . Several lattice gas models have been used to simulate glassy systems and have reproduced some aspects of the glassy phenomenology. For example the Hard Square Model (HSM) GF66 , the Kinetically Constrained Model FA84 ; GP97 , the Frustrated Ising Lattice Gas Model NC98 , the one introduced by Ciamarra et al. C02 , and recently the Lattice Glass Model (LGM) BM01 . The LGM model with density constraint $`l=0`$ is equivalent to the the three-dimensional HSM model also called Hard Cubic Model (HCM). The LGM model relates the glass transition to a first order phase transition.

In this paper we consider a three-dimensional lattice gas model, which contains as main ingredients only geometric frustration without quenched disorder and without kinetic or density constraints, as quenched disorder is not appropriate to study structural glasses and kinetic or density constraints are some how artificial. Similar models have already been proposed and studied in two-dimensional systems C94 ; BK01 ; DD02  and applied to study granular material CL97 .

## II The model

Our model is a generalization to three dimensions of the two-dimensional model studied in Ref. DD02 . It can be considered as an illustration of the concept of frustration arising as a packing problem. We have particles with five arms and they occupy the vertices of a cubic lattice with one of six possible orientations. Assuming that the arms cannot overlap due to excluded volume, we see that only for some relative orientations two particles can occupy nearest-neighbor vertices. Consequently, depending on the local arrangement of particles, there are sites on the lattice that cannot be occupied (see Fig. 1). This type of “packing” frustration thus induces defects or holes in the system. We impose periodic boundary conditions in the cubic lattice of size $`N=L^3`$. The maximum of density is $`\rho _{\mathrm{max}}=3/5`$ at which all possible bonds are occupied by an arm. Here we have two degrees of freedom for each particle, the position and the orientation of the particle. This model is the HCM model when the particles have six instead five arms. Our model would be also similar to the LGM model with the density constraint $`l=1`$. We will compare the results found in our model with the ones obtained in these two models. We have used two algorithms in order to make the simulations. The first one (CA) is the Monte Carlo simulation at fixed density in the canonical ensemble, we have simulated the diffusion and rotation dynamics of the particles by the following algorithm: i) Pick up a particle at random; ii) Pick up a site at random between the six nearest neighbor ones; iii) Choose randomly an orientation of the particle; iv) If it does not cause the overlapping of two arms, move the particle in the given site with the given orientation; v) If the diffusion movement is not possible, choose a random orientation and try to rotate the particle to this new orientation; vii) Advance the clock by $`1/N`$, where $`N`$ is the number of sites, and go to i). The second algorithm (GCA) is the grand canonical ensemble, the diffusion and rotation dynamics is as in the CA simulations but now a reservoir with chemical potential $`\mu `$ is coupled to each lattice site which can create (if it does not cause the overlapping of two arms) or destroy particles. As we expect the GCA simulation reaches the equilibrium faster. We will use the GCA simulation in order to find the behavior of the density $`\rho `$ with $`\mu `$ BM01 .

## III Results

We first study a possible first order phase transition in our model. In the inset of Fig. 2 the inverse of the density is plotted as a function of the chemical potential. As in Ref. BM01  we make GCA simulations to obtain this figure. A maximum of density very close to $`\rho _{\mathrm{max}}`$ is reached without any discontinuity, although we observe finite-size effects which prevent to reach $`\rho _{\mathrm{max}}`$ for the lattice sizes studied here. So, first order phase transition is not present in our system. In the HCM model we also observe similar behavior of the density with $`\mu `$ reaching the maximum of density continously, $`\rho _{\mathrm{max}}=0.5`$ in the HCM model. Instead, in the LGM model with $`l1`$ there is always a first order phase transition BM01 .

We now calculate the diffusion coefficient $`D`$ from the mean-square displacement of the particles at very long times with the CA simulations. The values obtained for $`D`$ are well fitted by a power law close to $`\rho _\mathrm{c}=0.52\pm 0.005`$ and for densities lower than $`\rho =0.5`$, $`D(\rho _\mathrm{c}\rho )^\gamma `$ with $`\gamma =2.45\pm 0.01`$ (see Fig. 2). This anomalous behavior of $`D`$ near of $`\rho _\mathrm{c}`$ would indicate a crossover density, from liquid to glass phase, where activated processes dominate in the glass phase. As it happens in the HSM model F89  the finite size effects for the diffusivity in the HCM model are very large when we do CA simulations, it is because the particles can be enclosed in cages and the diffusion is blocked. It prevents to reach densities close to the maximum density. Nevertheless, in our model the finite size effects are only important for $`\rho >0.58`$ when $`N=14^3`$. This is because our model has two degrees of freedom and rotations prevent to find blocked configurations for $`\rho <0.58`$.

In order to understand what happens at $`\rho 0.5`$ we study the following microscopic order parameter. As in anti-ferromagnetic systems, the cubic lattice is divided into two interpenetrating sublattices ($`A`$ and $`B`$), a site in a sublattice has six nearest neighbor sites which belong to the other sublattice. The order parameter is defined as

$$\varphi =\frac{\rho _A\rho _B}{\rho _A+\rho _B},$$
(1)
where $`\rho _A`$ and $`\rho _B`$ are the equilibrium concentrations of the particles in the sublattices $`A`$ and $`B`$ and we have $`\rho =\rho _A+\rho _B`$. This parameter can be used to study concentration sublattice ordering. When the particles prefer to stay in one of these sublattices then $`\varphi 0`$. In the left inset of Fig. 3 we show $`\varphi `$ as a function of the density. We can see that it is different to zero for $`\rho >\rho _\mathrm{f}0.3`$ and it increases until $`\rho 0.5`$, then there is a maximum. For higher densities it decreases linearly with the density. In Fig. 3 we show the concentration in both sublattices. We see that at $`\rho _\mathrm{f}`$ the concentrations $`\rho _A`$ and $`\rho _B`$ begin to be different each other, the particles prefer to stay in a sublattice. The concentration in the sublattice $`A`$ has the maximum value when $`\rho =0.5`$ is reached. A sublattice is full of particles at this concentration while the other one is in practice empty. The particles begin to occupy the empty sublattice for densities higher than $`\rho =0.5`$ remaining the other sublattice full, then the parameter $`\varphi `$ decreases. Here we observe that there are not frozen particles at these densities, $`\rho _A`$ and $`\rho _B`$ are equilibrium concentrations. The order parameter $`\varphi `$ can take positive and negative values, it depends on which sublattice has higher density for $`\rho >\rho _\mathrm{f}`$, in Fig. 3 we have $`\varphi >0`$ for $`\rho >\rho _\mathrm{f}`$ because $`\rho _A>\rho _B`$. Similar behavior for the parameter $`\varphi `$ is found in the HCM model but $`\rho _\mathrm{f}0.22`$ is lower than the one obtained in our model and the system crystallizes at $`\rho =0.5`$, its maximum of density, then the particles are frozen in a sublattice and it is not possible to reach higher densities. So, the last part of Fig. 3 (for $`\rho >0.5`$) is not found in the HCM model. As we will see below at $`\rho _\mathrm{f}`$ there is a continuous phase transition in our model and also in the HCM model. In the LGM model with $`l=1`$, we have found a first order phase transition with a discontinuity of the density, when is plotted as a function of $`\mu `$, from a density $`\rho 0.32`$ to a density $`\rho =0.5`$, then the system crystallizes and the particles are frozen in a sublattice.

We now study the equilibrium second order phase transition in our system. For that, we define the compressibility by the following expression

$$\kappa =\frac{1}{N}\underset{i}{}\left(n_i^2n_i^2\right),$$
(2)
where $`n_i=0,1`$ is the occupation number of site $`i`$ and $`\mathrm{}`$ indicates equilibrium average. In the right inset of Fig. 3 we see the behavior of $`\kappa `$ with the density. We find that the compressibility is different to zero for densities higher than $`\rho _\mathrm{f}0.305`$ and it has a maximum at $`\rho =0.5`$, decreasing for higher densities. This behavior is similar to the one found for the parameter $`\varphi `$. The associated susceptibility $`\chi `$ is given by $`\chi =N\left(\kappa ^2\kappa ^2\right)`$ and the Binder’s cumulant is $`g=(3\kappa ^4/\kappa ^2^2)/2`$. Around a continuous phase transition $`\chi `$ and $`g`$ should obey the finite-size scaling $`\chi (\rho )=L^{2\eta }\stackrel{~}{\chi }\left[L^{1/\nu }(\rho \rho _\mathrm{f})\right]`$ and $`g(\rho )=\stackrel{~}{g}\left[L^{1/\nu }(\rho \rho _\mathrm{f})\right]`$ where $`\stackrel{~}{\chi }\left[x\right]`$ and $`\stackrel{~}{g}\left[x\right]`$ are universal functions and $`\rho _\mathrm{f}`$ is the critical density. From the finite size scaling (see Fig. 4) we find a continuous phase transition at $`\rho _\mathrm{f}=0.305\pm 0.005`$ which belongs to the three-dimensional Ising universality class, $`\eta =0.04\pm 0.01`$ and $`\nu =0.63\pm 0.05`$. In the HCM model we have found a second order phase transition which also belong to the same universality class but with $`\rho _\mathrm{f}0.22`$. In Fig. 2 we can see that the diffusion constant is not affected by the second order phase transition.

We now study the relaxation of the autocorrelation functions of the density fluctuations

$$\mathrm{\Phi }_𝐪(t)=\frac{\rho _𝐪^{}(t^{}+t)\rho _𝐪(t^{})}{|\rho _𝐪|^2},$$
(3)
where $`\mathrm{}`$ denotes average over the reference time $`t^{}`$ and $`\rho _𝐪`$ is the Fourier transform on the lattice of the density

$$\rho _𝐪(t)=\frac{1}{N}\underset{i=1}{\overset{n}{}}e^{i𝐪.𝐫_i(t)},$$
(4)
where $`𝐫_i(t)`$ is the position of the $`i`$th particle at time $`t`$, $`n`$ is the number of particles and $`𝐪`$ is the wave number. Because of the periodic conditions on the cubic lattice $`𝐪=(2\pi /L)(n_x,n_y,n_z)`$, with $`n_x,n_y,n_z=1,\mathrm{},L/2`$. Fig. 5 shows $`\mathrm{\Phi }_𝐪(t)`$ for $`𝐪=(\pi /3,\pi /3,\pi /3)`$ and different densities. We can see a two-step relaxation decay for $`\rho >0.5`$, the second relaxation step can be fitted by a stretched exponential form, $`f(t)=f_0\mathrm{exp}\left[(t/\tau )^\beta \right]`$ where the exponent $`\beta =0.94\pm 0.01`$ remains constant with $`\rho `$ for $`\rho 0.515`$. For $`\rho <0.49`$ we only have a one-step relaxation decay. The relaxation time $`\tau `$ can be obtained from $`\mathrm{\Phi }_𝐪(t)`$. We find that it is proportional to the inverse of the diffusivity, $`\tau D^1`$, for the whole range of densities studied here (see inset of Fig 5). Thus, the relaxation time follows a power law at $`\rho <\rho _\mathrm{c}`$ with the same exponent than the one obtained in the power law of $`D^1`$ (see Fig. 2).

We now present the results for the self-part of the autocorrelation function of the density fluctuations, defined as

$$\mathrm{\Phi }_𝐪^s(t)=\frac{1}{N\rho }\underset{i}{}e^{i𝐪(𝐫_i(t^{}+t)𝐫_i(t^{}))},$$
(5)
where $`\mathrm{}`$ denotes average over the reference time $`t^{}`$. Fig. 6 shows $`\mathrm{\Phi }_𝐪^s(t)`$ corresponding to $`𝐪=(\pi ,0,0)`$ for densities $`\rho =0.35`$, 0.45, 0.5, and 0.53. For the whole range of densities studied here we find that the whole time interval of $`\mathrm{\Phi }_𝐪^s(t)`$ can be fitted by a stretched exponential function where the exponent $`\beta `$ depends on the density. In the inset of Fig. 6 we show $`\beta `$ as a function of the density. The exponent $`\beta `$ decreases with the density until a density near $`\rho _\mathrm{f}`$ is reached. Starting from this density, which corresponds to the second order phase transition, the exponent increases until $`\rho =0.5`$ is reached. For $`\rho >\rho _\mathrm{c}`$ it becomes constant (within the error bars) $`\beta 0.93`$. The relaxation time obtained from the fit of $`\mathrm{\Phi }_𝐪^s(t)`$ is proportional to the inverse of the diffusivity.

In order to study the role of the orientation of the particles we define a self-overlap parameter similar to that defined in DF99  for liquids but which also takes into account the orientation of the particles, besides their position. The orientation of a particle is defined by the discrete values of the two orthogonal angles $`\theta _i=0,\pi /2,\pi `$, or $`3\pi /2`$ and $`\phi _i=0,\pi /2,\pi `$, or $`3\pi /2`$. We define the self-overlap as

$$q(t)=\frac{1}{N\rho }\underset{i}{\overset{n}{}}n_i(t^{})n_i(t^{}+t)$$

$$\mathrm{cos}[\theta _i(t^{}+t)\theta _i(t^{})]\mathrm{cos}[\phi _i(t^{}+t)\phi _i(t^{})],$$
(6)
here $`\mathrm{}`$ denotes average over the reference time $`t^{}`$. If all the particles have the position and the orientation frozen then $`q(t)=1`$. Fig. 7 shows the parameter $`q(t)`$ for different values of the density. The plateau becomes visible for densities higher than $`\rho 0.5`$. From this density there are an important number of particles which have frozen the position and the orientation for a long time. The number of frozen particles and the time during they are frozen increase with the density. We can fit the second relaxation step with the stretched exponential function, but now the exponent $`\beta `$ decreases with the density from $`\beta =0.94`$ for $`\rho =0.52`$ until $`\beta =0.77`$ for $`\rho =0.58`$.

## IV Conclusion

We have proposed a three-dimensional lattice gas model, based on the concept of geometric frustration which is generated by the particle shape. In this model a second order phase transition decouples the orientation of the particles which can rotate without interaction in the orientation degree of freedom until $`\rho =0.5`$ is reached. This is because in practice the particles remain all the time in a sublattice and then the particles can rotate freely. For densities higher than $`\rho =0.5`$ geometric frustration begins to work and rotations are governed by complex collective processes. Then, the two degrees of freedom are important in the diffusivity movement of the particles. For $`\rho 0.5`$ the system is going to a crystalline state with all the particles frozen in a sublattice, this brings to a power law divergency of the relaxation time and the inverse of diffusivity for $`\rho <0.5`$. But frustration lets to the system reach higher densities and crystallization is avoided and the divergencies are overcome. Then, vibrational effects are observed which bring to the two-step relaxation decay in the density correlations and in the self-overlap parameter. Thus, the glass transition is purely a kinetic transition in our model. Geometric frustration plays a fundamental role, without frustration the arrest would be close to $`\rho _\mathrm{c}`$, but also the second order phase transition is very important, which decouples the orientation of the particles. In the two-dimensional model DD02 , which has not second order phase transition, we do not observe these anomalies in the diffusivity and relaxation time. The order parameters $`\varphi `$ and $`\kappa `$ exhibit a maximum at the glass transition $`\rho 0.5`$.

We have found that the diffusion constant is not affected by the second order phase transition. The self-part of the autocorrelation function of the density fluctuation can be fitted by a stretched exponential function with an exponent $`\beta `$ that has a minimum value at the second order phase transition and a local maximum at the glass transition.

###### Acknowledgements.

This work was supported in part by the European TMR Network-Fractals (Contract No. FMRXCT980183) and Project No. Pi-60/00858/FS/01 from the Fundación Séneca Región de Murcia. A part of it was performed during a postdoctoral visit at the Università di Napoli “Federico II”; I thank the Università di Napoli “Federico II’ for its hospitality and the European TMR Network-Fractals for a postdoctoral grant. I am indebted to A. Coniglio for suggesting this type of models.


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# From 2𝐷 Toda hierarchy to conformal map for domains of Riemann sphere

## 1. Introduction

In recent works  was found a wonderful correlation between integrable systems and meromorphic functions. They reduce a problem of effictivisation of Riemann theorem about conformal maps to calculation of a string solution of dispersionless limit of the $`2D`$ Toda hierarchy. In  was found a recurrent formulas for coeffciens of Taylor series of the string solution. This gives, in particular, a method for calculation of the univalent conformal map from the until disk to an arbitrary domain, described by its harmonic moments.

In the present paper we investigate some properties of these formulas. In particular, we find a sufficient condition for convergence of the Taylor series for the string solution of dispersionless limit of $`2D`$ Toda hierarchy.

We thank A.Marshakov and A.Zabrodin for useful discussions.

## 2. Complex domains and $`2D`$ Toda hierarchy

In this section we remind some results of works .

We shall consider only domains generated by closed analytical contours $`\gamma `$ without self–intersections on Riemann sphere $`\overline{C}=C\mathrm{}`$. The analyticity of $`\gamma `$ is means, that $`\gamma `$ is an image of $`\gamma _0=\{wC||w|=1\}`$ by a function and this function is analytical in a nieghborhood of $`\gamma _0`$. A curve $`\gamma `$ divides $`C`$ into an interior domain $`D_+`$ and an external domain $`D_{}`$. We shall consider, that $`D_+0`$.

Harmonic moments of $`D_+`$ are the numbers

$$v_0=\frac{2}{\pi }_{D_+}\mathrm{log}|z|d^2z,v_k=\frac{1}{\pi }_{D_+}z^kd^2z.$$

Harmonic moments of $`D_{}`$ are the numbers

$$t_0=\frac{1}{\pi }_{D_+}d^2z,t_k=\frac{1}{\pi k}_D_{}z^kd^2z.$$

Let $`T`$ be the set of analytic curves on $`\overline{C}`$, parametrized by collections $`\{t_i\}`$ of its harmonic moments. Consider on $`T`$ the function

$$F(t)=\frac{1}{\pi }_{D_+(t)}\mathrm{log}\left|\frac{1}{z}\frac{1}{z^{}}\right|d^2zd^2z^{}.$$

Later we consider that $`F`$ is a real analytical function from $`\stackrel{~}{t}=(t_0,t_1,\overline{t}_1,t_2,\overline{t}_2,\mathrm{}).`$

Consider the function

$$\phi (z,\stackrel{~}{t})=_{t_0}\left(\frac{1}{2}_{t_0}+\underset{k1}{}\frac{z^k}{k}_{t_k}\right)F(\stackrel{~}{t}),$$

where $`_t=\frac{}{t}`$ and $`z\overline{C}`$. Then the function $`w(z)=e^\phi z`$ is the one-sheeted meromorphic function mapping from $`D_{}(t)`$ to $`\{w\overline{C}||w|>1\}.`$ Therefore, if we know a Taylor series of $`F(\stackrel{~}{t})`$, we can find the functions $`p_j(t)`$, giving a representation of the function $`w(z)`$ in the form

$$w(z)=\frac{1}{r}z+\underset{j=0}{\overset{\mathrm{}}{}}p_j(t)z^j.$$

Thus, for an effectivisation of the Riemann theorem it is sufficiently to find the Taylor series of $`F(\stackrel{~}{t})`$.

In \[1 - 3\] is proved that $`F(\stackrel{~}{t})`$ satisfy the differential equations:

$$(z\xi )e^{D(z)D(\xi )F}=ze^{_0D(z)F}\xi e^{_0D(\xi )F},$$
$`1`$
$$(\overline{z}\xi )e^{\overline{D}(\overline{z})\overline{D}(\overline{\xi })F}=\overline{z}e^{_0\overline{D}(\overline{z})F}\overline{\xi }e^{_0\overline{D}(\overline{\xi })F},$$
$`2`$
$$1e^{D(z)\overline{D}(\overline{\xi })F}=\frac{1}{z\overline{\xi }}e^{_0(_0+D(z)+\overline{D}(\overline{\xi }))F},$$
$`3`$
where $`_k=_{t_k}`$, $`\overline{}_k=_{\overline{t}_k}`$ and

$$D(z)=\underset{k1}{}\frac{z^k}{k}_k,\overline{D}(\overline{z})=\underset{k1}{}\frac{\overline{z}^k}{k}\overline{}_k.$$

This system of the nonlinear differential equations is well known in mathematical physics and in theory of integrable systems as dispersionless limit of the $`2D`$ Toda hierarchy . The solution $`F(\stackrel{~}{t})`$ satisfies some additional equation, which appear in string theory and, therefore, $`F(\stackrel{~}{t})`$ is called ”string solution” . The string solution of dispersionless limit of $`2D`$ Toda hierarchy is appeared also in matrix models and in some other problems of mathematical physics. Thus a description of it has an independent interest.

## 3. Taylor series for the string solution of dispersionless limit of the $`2D`$ Toda hierarchy

In \[ 4 \] was found a representation of $`F`$ in form of Taylor series

$$F=N(i|i_1\mathrm{},i_k|\overline{i}_1\mathrm{},\overline{i}_k)t_0^it_{i_1}\mathrm{}t_{i_k}\overline{t}_{\overline{i}_{\overline{1}}}\mathrm{}\overline{t}_{\overline{i}_{\overline{k}}}.$$

The formulas for $`N`$ are found by the following scheme. At first, using some combinatorial calculations, we transform the equation (1) to an infinite system of equations

$$_{i_1}_{i_2}\mathrm{}_{i_k}F=$$

$$=\underset{m=1}{\overset{\mathrm{}}{}}\left(\frac{}{s_1+\mathrm{}+s_m=i_1+\mathrm{}+i_k\mathrm{}_1+\mathrm{}+\mathrm{}_m=m+k2s_j,\mathrm{}_j1\frac{i_1\mathrm{}i_k}{s_1\mathrm{}s_m}T_{i_1\mathrm{}i_k}\left(\begin{array}{c}s_1\mathrm{}s_m\\ \mathrm{}_1\mathrm{}\mathrm{}_m\end{array}\right)_0^\mathrm{}_1_{s_1}F\mathrm{}_0^\mathrm{}_m_{s_m}F}\right).$$
$`4`$
In passing we find some recurrent formulas for calculation of $`T`$.

Later, using the definition of $`F`$ as a function on the space of analytical curves, we find, that

$`_0F|{}_{t_0}{}^{}=t_0+t_0\mathrm{ln}t_0`$ and $`_kF|{}_{t_0}{}^{}=0,`$ if $`k>0,`$

where here and later $`|_{t_0}`$ means the restriction of a function on a straight line $`t_1=\overline{t}_1=t_2=\overline{t}_2=\mathrm{}=0`$.

For this formula and from the equation (3) follow, that

$$_i\overline{}_jF|{}_{t_0}{}^{}=\{\begin{array}{cc}0,\text{if}ij,\hfill & \\ it_0^i,\text{if}i=j.\hfill & \end{array}$$

Later, using (4) and the symmetry of the equations (1) - (3) we find, that

$$_i\overline{}_{i_1}\mathrm{}\overline{}_{i_k}F\left|{}_{t_0}{}^{}=\overline{}_i_{i_1}\mathrm{}_{i_k}F\right|{}_{t=0}{}^{}=\{\begin{array}{cc}0,\text{if}i_1+\mathrm{}+i_ki,\hfill & \\ i_1\mathrm{}i_k\frac{i!}{(ik+1)!}t_0^{ik+1},\text{if}i_1+\mathrm{}+i_k=i.\hfill & \end{array}$$

This condition and the equation (4) give some recurrent formulas for coefficients $`N`$. As the final result we get

###### Theorem 1

In the domain of its convergence the formal series

$`F=\frac{1}{2}t_0^2\mathrm{log}t_0\frac{3}{4}t_0^2+`$

$`+\underset{\frac{}{k,\overline{k},n_r,\overline{n}_r10<i_1<\mathrm{}<i_k0<\overline{i}_1<\mathrm{}<\overline{i}_{\overline{k}}i(n_1+\mathrm{}+n_k+\overline{n}_1+\mathrm{}+\overline{n}_{\overline{k}})+20}}{}\frac{i_1^{n_1}\mathrm{}i_k^{n_k}}{n_1!\mathrm{}n_k!}\frac{\overline{i}_1^{\overline{n}_1}\mathrm{}\overline{i}_{\overline{k}}^{\overline{n}_{\overline{k}}}}{\overline{n}_1!\mathrm{}\overline{n}_{\overline{k}}!}N_i^2\left(\begin{array}{ccc}i_1,& \mathrm{},& i_k\\ n_1,& \mathrm{},& n_k\end{array}\right|\begin{array}{ccc}\overline{i}_1,& \mathrm{},& \overline{i}_{\overline{k}}\\ \overline{n}_1,& \mathrm{},& \overline{n}_{\overline{k}}\end{array})\times `$

$`\times t_0^{i(n_1+\mathrm{}+n_k+\overline{n}_1+\mathrm{}+\overline{n}_{\overline{k}})+2}t_{i_1}^{n_1}\mathrm{}t_{i_k}^{n_k}\overline{t}_{\overline{i}_1}^{\overline{n}_1}\mathrm{}\overline{t}_{\overline{i}_{\overline{k}}}^{\overline{n}_{\overline{k}}}`$

is the string solution of dispersionless limit of $`2D`$ Toda hierarchy. In this formula the coefficients $`N^2`$ are found by follow recurrent rules.

$`P_{i,j}(s_1,\mathrm{},s_m)=\mathrm{\#}\{(i_1,\mathrm{},i_m)|i=i_1+\mathrm{}+i_m,1i_rs_r1\},`$ where $`\mathrm{\#}Q`$ is the cardinality of the set $`Q`$;

$`T_{i,j}^1(s_1,\mathrm{},s_m)=`$

$`\underset{\frac{}{k1n_1+\mathrm{}+n_k=mn_r1}}{}\frac{1}{kn_1!\mathrm{}n_k!}P_{i,j}(\underset{n_1}{\underset{}{s_1+\mathrm{}+s_{n_1}}},\mathrm{},\underset{n_k}{\underset{}{s_{n_1+\mathrm{}+n_{k1}+1}+\mathrm{}+s_{n_1+\mathrm{}+n_k}}});`$

$`T_{i_1,i_2}^2\left(\begin{array}{ccc}s_1,& \mathrm{},& s_m\\ 1,& \mathrm{},& 1\end{array}\right)=T_{i_1,i_2}^1(s_1,\mathrm{},s_m);`$

$`T_{i_1,\mathrm{},i_k}^2\left(\begin{array}{ccc}s_1,& \mathrm{},& s_m\\ l_1,& \mathrm{},& l_m\end{array}\right)=`$

$`=\underset{\frac{}{1ijms,l1}}{}lT_{s,i_k}^1(s_i,\mathrm{},s_j)T_{i_1,\mathrm{},i_{k1}}^2\left(\begin{array}{ccccccc}s_1,& \mathrm{},& s_{i1},& s,& s_{j+1},& \mathrm{},& s_m\\ l_1,& \mathrm{},& l_{i1},& l,& l_{j+1},& \mathrm{},& l_m\end{array}\right)`$ ,

where $`s=s_i+\mathrm{}+s_ji_k,l=(l_i1)+\mathrm{}+(l_j1);`$

$`S_{\overline{i}_1,\mathrm{},\overline{i}_{\overline{k}}}\left(\begin{array}{ccc}s_1,& \mathrm{},& s_m\\ l_1,& \mathrm{},& l_m\end{array}\right)=`$

$`=\underset{\frac{}{\{\overline{i}_1^1,\mathrm{},\overline{i}_1^{n_1}\}\mathrm{}\{\overline{i}_m^1,\mathrm{},\overline{i}_m^{n_m}\}=\{\overline{i}_1,\mathrm{},\overline{i}_{\overline{k}}\}\overline{i}_r^1+\mathrm{}+\overline{i}_r^{n_r}=s_rs_rn_r\mathrm{}_r+10}}{}\frac{(s_11)!}{(s_1n_1l_1+1)!(l_11)!}\times \mathrm{}\times \frac{(s_m1)!}{(s_mn_ml_m+1)!(l_m1)!};`$

$`N_i^1(i_1,\mathrm{},i_k|\overline{i}_1,\mathrm{},\overline{i}_{\overline{k}})=0,\text{ if}ii_1+\mathrm{}+i_k\text{or}i\overline{i}_1+\mathrm{}+\overline{i}_{\overline{k}};`$

in the other cases

$`N_i^1(i|\overline{i}_1,\mathrm{},\overline{i}_{\overline{k}})=\frac{(i1)!}{(i\overline{k}+1)!};`$

$`N_i^1(i_1,\mathrm{},i_k|\overline{i})=\frac{(i1)!}{(ik+1)!};`$

$`N_i^1(i_1,\mathrm{},i_k|\overline{i}_1,\mathrm{},\overline{i}_{\overline{k}})=`$

$`=\underset{\frac{}{m1s_1+\mathrm{}+s_m=i_1+\mathrm{}+i_kl_1+\mathrm{}+l_m=m+k2s_r,l_r1}}{}(1)^{m+1}S_{\overline{i}_1,\mathrm{},\overline{i}_{\overline{k}}}\left(\begin{array}{ccc}s_1,& \mathrm{},& s_m\\ l_1,& \mathrm{},& l_m\end{array}\right)`$ $`T_{i_1,\mathrm{},i_k}^2\left(\begin{array}{ccc}s_1,& \mathrm{},& s_m\\ l_1,& \mathrm{},& l_m\end{array}\right),`$ if $`k,\overline{k}>1;`$

$`N_i^2\left(\begin{array}{ccc}i_1,& \mathrm{},& i_k\\ n_1,& \mathrm{},& n_k\end{array}|\begin{array}{ccc}\overline{i}_1,& \mathrm{},& \overline{i}_{\overline{k}}\\ \overline{n}_1,& \mathrm{},& \overline{n}_{\overline{k}}\end{array}\right)=`$

$`=N_i^1(\underset{n_1}{\underset{}{i_1,\mathrm{},i_1}},\mathrm{},\underset{n_k}{\underset{}{i_k,\mathrm{},i_k}}|\underset{\overline{n}_1}{\underset{}{\overline{i}_1,\mathrm{},\overline{i}_1}},\mathrm{},\underset{\overline{n}\overline{k}}{\underset{}{\overline{i}_{\overline{k}},\mathrm{},\overline{i}_{\overline{k}}}}).`$ $`\mathrm{}`$

For $`t_3=\overline{t}_3=t_4=\overline{t}_4=\mathrm{}=0`$ this theorem goes to the formula from

$$F=\frac{3}{4}t_0^2+\frac{1}{2}t_0^2\mathrm{ln}\left(\frac{t_0}{14|t_2|^2}\right)+\frac{t_0}{14|t_2|^2}(|t_1|^2+t_1^2\overline{t}_2+\overline{t}_1^2t_2).$$

First two authors construct a computer program, calculating any coefficient $`N_i^2(\mathrm{})`$. Calculations by this program lead to hypothesis, that all coefficients $`N_i^2(\mathrm{})`$ are nonnegative.

## 4. Some properties of the coefficients for the series $`F`$

The combinatorial coefficients $`N_i^2(\mathrm{})`$ have some remarkable properties. For example,

###### Theorem 2

$`N_i^2\left(\begin{array}{c}i_1\mathrm{}i_k\\ n_1\mathrm{}n_k\end{array}|\begin{array}{c}1\\ \overline{n}_1\end{array}\right)=\{\begin{array}{cc}(i1)!,\text{if}k=n_1=1,i=i_1=\overline{n}_1,\hfill & \\ 0\text{in the other cases}.\hfill & \end{array}`$

###### Demonstration Proof

According to our definition

$$S_{\underset{\overline{k}}{\underset{}{1,\mathrm{},1}}}\left(\begin{array}{ccc}s_1,& \mathrm{},& s_m\\ l_1,& \mathrm{},& l_m\end{array}\right)=$$

$$=\underset{\frac{}{\{\overline{i}_1^1,\mathrm{},\overline{i}_1^{n_1}\}\mathrm{}\{\overline{i}_m^1,\mathrm{},\overline{i}_m^{n_m}\}==\{\underset{}{1,\mathrm{},1}\}\overline{i}_r^1+\mathrm{}+\overline{i}_r^{n_r}=s_rs_rn_r\mathrm{}_r+10}}{}\frac{(s_11)!}{(s_1n_1l_1+1)!(l_11)!}\times \mathrm{}\times $$

$$\times \mathrm{}\times \frac{(s_m1)!}{(s_mn_ml_m+1)!(l_m1)!}=\delta _{\mathrm{}_1,1}\mathrm{}\delta _{\mathrm{}_m,1}\frac{\overline{k}!}{s_1\mathrm{}s_m}.$$

Thus if $`k>2`$, then

$$N_i^1(i_1,\mathrm{},i_k|1,\mathrm{},1)=$$

$$=\underset{\frac{}{m1s_1+\mathrm{}+s_m=i_1+\mathrm{}+i_kl_1+\mathrm{}+l_m=m+k2s_r,l_r1}}{}(1)^{m+1}S_{1,\mathrm{},1}\left(\begin{array}{ccc}s_1,& \mathrm{},& s_m\\ l_1,& \mathrm{},& l_m\end{array}\right)\times $$

$$\times T_{i_1,\mathrm{},i_k}^2\left(\begin{array}{ccc}s_1,& \mathrm{},& s_m\\ l_1,& \mathrm{},& l_m\end{array}\right)=0.$$

Let now $`k=2`$ ($`i_1,i_21`$). Then

$$N_i^1(i_1,i_2|\underset{\overline{k}}{\underset{}{1,\mathrm{},1}})=$$

$$=\underset{\frac{}{m1s_1+\mathrm{}+s_m=i_1+i_2s_r1}}{}(1)^{m+1}S_{\underset{\overline{k}}{\underset{}{1,\mathrm{},1}}}\left(\begin{array}{ccc}s_1,& \mathrm{},& s_m\\ 1,& \mathrm{},& 1\end{array}\right)\times $$

$$\times T_{i_1,i_2}^2\left(\begin{array}{ccc}s_1,& \mathrm{},& s_m\\ 1,& \mathrm{},& 1\end{array}\right)=$$

$$=\underset{\frac{}{m1s_1+\mathrm{}+s_m=i_1+i_2s_r1}}{}(1)^{m+1}\frac{\overline{k}!}{s_1\mathrm{}s_m}T_{i_1,i_2}^2\left(\begin{array}{ccc}s_1,& \mathrm{},& s_m\\ 1,& \mathrm{},& 1\end{array}\right)=$$

$$=\underset{\frac{}{m1s_1+\mathrm{}+s_m=i_1+i_2s_r1}}{}(1)^{m+1}\frac{\overline{k}!}{s_1\mathrm{}s_m}T_{i_1,i_2}^1(s_1,\mathrm{},s_m)=$$

$$=\underset{\frac{}{m1s_1+\mathrm{}+s_m=i_1+i_2s_r1}}{}(1)^{m+1}\frac{\overline{k}!}{s_1\mathrm{}s_m}\underset{\frac{}{k1n_1+\mathrm{}+n_k=mn_r1}}{}\frac{1}{kn_1!\mathrm{}n_k!}\times $$

$$\times P_{i,j}(\underset{n_1}{\underset{}{s_1+\mathrm{}+s_{n_1}}},\mathrm{},\underset{n_k}{\underset{}{s_{n_1+\mathrm{}+n_{k1}+1}+\mathrm{}+s_{n_1+\mathrm{}+n_k}}})=$$

$$=\underset{\frac{}{m1s_1+\mathrm{}+s_m=i_1+i_2k1n_1+\mathrm{}+n_k=m}}{}\frac{(1)^{m+1}}{kn_1!\mathrm{}n_k!}\frac{\overline{k}!}{s_1\mathrm{}s_m}\times $$

$$\times P_{i,j}(\underset{n_1}{\underset{}{s_1+\mathrm{}+s_{n_1}}},\mathrm{},\underset{n_k}{\underset{}{s_{n_1+\mathrm{}+n_{k1}+1}+\mathrm{}+s_{n_1+\mathrm{}+n_k}}})=$$

$$=\underset{\frac{}{k1\stackrel{~}{s}_1+\mathrm{}+\stackrel{~}{s}_k=i_1+i_2}}{}P_{i,j}(\stackrel{~}{s}_1,\mathrm{},\stackrel{~}{s}_k)\times $$

$$\times \underset{\frac{}{n_r1,n_1+\mathrm{}+n_k=m\underset{n_r}{\underset{}{s_{n_1+\mathrm{}+n_{r1}+1}+\mathrm{}+s_{n_1+\mathrm{}+n_r}}}=\stackrel{~}{s}_r}}{}\frac{(1)^{m+1}}{kn_1!\mathrm{}n_k!}\frac{\overline{k}!}{s_1\mathrm{}s_m}=$$

$$=\underset{\frac{}{k1\stackrel{~}{s}_1+\mathrm{}+\stackrel{~}{s}_k=i_1+i_2}}{}\frac{\overline{k}!}{k}P_{i,j}(\stackrel{~}{s}_1,\mathrm{},\stackrel{~}{s}_k)\times $$

$$\times \underset{1rk}{}\underset{\frac{}{n_r1s_1+\mathrm{}+s_{n_r}=\stackrel{~}{s}_r}}{}\frac{(1)^{n_r}}{n_r!s_1\mathrm{}s_{n_r}}.$$

In addition if $`s>1`$, then

$$\underset{\frac{}{n1s_1+\mathrm{}+s_n=s}}{}\frac{(1)^n}{n!s_1\mathrm{}s_n}=\frac{1}{s!}\frac{^s}{x^s}\underset{n1}{}\frac{(1)^n}{n!}\left(x+\frac{x^2}{2}+\frac{x^3}{3}+\mathrm{}\right)^n|_{x=0}=$$

$$=\frac{1}{s!}\frac{^s}{x^s}\underset{n1}{}\frac{(1)^n}{n!}(\mathrm{log}(1x))^n|_{x=0}=$$

$$=\frac{1}{s!}\frac{^s}{x^s}\underset{n1}{}\frac{(\mathrm{log}(1x))^n}{n!}|_{x0}=\frac{1}{s!}\frac{^s}{x^s}(\mathrm{exp}(\mathrm{log}(1x))1)|_{x=0}=0.$$

Thus

$$N_i^1(i_1,i_2|\underset{\overline{k}}{\underset{}{1,\mathrm{},1}})=\underset{\frac{}{k1\stackrel{~}{s}_1+\mathrm{}+\stackrel{~}{s}_k=i_1+i_2}}{}\frac{\overline{k}!}{k}P_{i,j}(\stackrel{~}{s}_1,\mathrm{},\stackrel{~}{s}_k)\times $$

$$\times \underset{1rk}{}\underset{\frac{}{n_r1s_1+\mathrm{}+s_{n_r}=\stackrel{~}{s}_r}}{}\frac{(1)^{n_r}}{n_r!s_1\mathrm{}s_{n_r}}=0,$$

because $`P_{i,j}(1,\mathrm{},1)=0.`$

If $`k=1`$, then from our definion it follows that

$$N_i^2\left(\begin{array}{c}i_1\\ n_1\end{array}|\begin{array}{c}1\\ \overline{n}_1\end{array}\right)=\{\begin{array}{cc}(i1)!,\text{if}n_1=1,i=i_1=\overline{n}_1,\hfill & \\ 0\text{in the other cases}.\hfill & \end{array}.\mathit{}$$

## 5. Convergence conditions for the Taylor series

The recurrent formulas for coefficients of the Taylor series $`F`$ give possibility to estimate the coefficients and to find sufficient convergence conditions for $`F`$.

###### Theorem 3

Let $`\stackrel{~}{t}=(t_0,t_1,\overline{t}_1,t_2,\overline{t}_2,\mathrm{})`$ be such that $`t_i,\overline{t}_i=0`$ for $`i>n,0<t_0<1`$ and $`|t_i|,|\overline{t}_i|(4n^32^ne^n)^1`$. Then the series $`F(\stackrel{~}{t})`$ is convergence.

A proof is based on a sequential of estimations of all values, utilized in the definition of $`N^2`$. Present these estimations:

1. Let $`i+j=s_1+\mathrm{}+s_m`$. Then $`P_{ij}(s_1\mathrm{},s_m)\mathrm{min}(C_{i1}^{m1},C_{j1}^{m1})`$.

###### Demonstration Proof

$$P_{j,i}(s_1,\mathrm{},s_m)=P_{i,j}(s_1,\mathrm{},s_m)=\mathrm{\#}\{(i_1,\mathrm{},i_m)|i=$$

$$=i_1+\mathrm{}+i_m,1i_rs_r1\}$$

$$\mathrm{\#}\{(i_1,\mathrm{},i_m)|i=i_1+\mathrm{}+i_m,1i_r\}=C_{i1}^{m1}.\mathit{}$$

2. Let $`i+j=s_1+\mathrm{}+s_m`$. Then $`T_{ij}^1(s_1,\mathrm{},s_m)\frac{\mathrm{}^{m1}}{m!},\text{where}\mathrm{}=\mathrm{min}(i,j)`$.

###### Demonstration Proof

$$T_{j,i}^1(s_1,\mathrm{},s_m)=T_{i,j}^1(s_1,\mathrm{},s_m)=\underset{\frac{}{k1n_1+\mathrm{}+n_k=mn_r1}}{}\frac{1}{kn_1!\mathrm{}n_k!}\times $$

$$\times P_{i,j}(\underset{n_1}{\underset{}{s_1+\mathrm{}+s_{n_1}}},\mathrm{},\underset{n_k}{\underset{}{s_{n_1+\mathrm{}+n_{k1}+1}+\mathrm{}+s_{n_1+\mathrm{}+n_k}}})$$

$$\underset{\frac{}{k1n_1+\mathrm{}+n_k=mn_r1}}{}\frac{C_{i1}^{k1}}{kn_1!\mathrm{}n_k!}=$$

$$=\frac{1}{m!}\frac{^m}{x^m}\frac{1}{i}\underset{k1}{}C_i^k\underset{n_1+\mathrm{}+n_k=m}{}\frac{1}{n_1!\mathrm{}n_k!}=$$

$$\frac{1}{m!}\frac{^m}{x^m}\frac{1}{i}\underset{k1}{}C_i^k\left(x+\frac{x^2}{2!}+\mathrm{}\right)^k|_{x=0}=$$

$$=\frac{1}{m!}\frac{^m}{x^m}\frac{1}{i}\left(\underset{k1}{}C_i^k(e^x1)^k\right)|_{x=0}=$$

$$=\frac{1}{m!}\frac{^m}{x^m}\frac{1}{i}((1+(e^x1))^i1)|_{x=0}=\frac{1}{m!}\frac{^m}{x^m}\frac{1}{i}(e^{ix}1)|_{x=0}=\frac{i^{m1}}{m!}.\mathit{}$$

3. Let $`i_1+\mathrm{}+i_k=s_1+\mathrm{}+s_m`$ and $`(\mathrm{}_11)+\mathrm{}+(\mathrm{}_m1)=k2`$ . Then $`T_{i_1\mathrm{},i_k}^2\left(\begin{array}{c}s_1\mathrm{}s_m\\ \mathrm{}_1\mathrm{}\mathrm{}_m\end{array}\right)\frac{I^{m1}(k1)^m(k2)!}{m!},`$ where $`I=\mathrm{max}(i_r)`$.

###### Demonstration Proof

We use an induction by $`k`$. If $`k=2`$, then

$$T_{i_1,i_2}^2\left(\begin{array}{ccc}s_1,& \mathrm{},& s_m\\ 1,& \mathrm{},& 1\end{array}\right)=T_{i_1,i_2}^1(s_1,\mathrm{},s_m)$$

$$\frac{I^{m1}}{m!}=\frac{I^{m1}(k1)^m(k2)!}{m!}|_{k=2}.$$

Let $`k>2`$. Note at first that, if $`l=(l_i1)+\mathrm{}+(l_j1)`$, then

$$\underset{1ijm,ji=d}{}\frac{l}{(k2)(d+1)}=\frac{\underset{1ijm,ji=d}{}(l_i1)+\mathrm{}+(l_j1)}{(k2)(d+1)}$$

$$\frac{\underset{1tm}{}(l_t1)(d+1)}{(k2)(d+1)}=1.$$

Thus

$$T_{i_1,\mathrm{},i_k}^2\left(\begin{array}{ccc}s_1,& \mathrm{},& s_m\\ l_1,& \mathrm{},& l_m\end{array}\right)=\underset{\frac{}{1ijms,l1}}{}lT_{s,i_k}^1(s_i,\mathrm{},s_j)\times $$

$$\times T_{i_1,\mathrm{},i_{k1}}^2\left(\begin{array}{ccccccc}s_1,& \mathrm{},& s_{i1},& s,& s_{j+1},& \mathrm{},& s_m\\ l_1,& \mathrm{},& l_{i1},& l,& l_{j+1},& \mathrm{},& l_m\end{array}\right)$$

$$\underset{1ijm}{}l\frac{I^{ji}}{(ji+1)!}\frac{I^{m(ji+1)+11}(k2)^{m(ji+1)+1}(k3)!}{(m(ji+1)+1)!}=$$

$$=I^{m1}(k3)!\underset{1ijm}{}l\frac{(k2)^{m(ji)}}{(ji+1)!(m(ji))!}=$$

$$=\frac{I^{m1}(k2)!}{m!}\underset{1ijm,d=ji}{}\frac{l}{(k2)(d+1)}\frac{m!}{d!(md)!}(k2)^{md}=$$

$$=\frac{I^{m1}(k2)!}{m!}\underset{d=0}{\overset{m1}{}}\frac{m!}{d!(md)!}(k2)^{md}\left(\underset{1ijm,ji=d}{}\frac{l}{(k2)(d+1)}\right)$$

$$\frac{I^{m1}(k2)!}{m!}\underset{d=0}{\overset{m1}{}}\frac{m!}{d!(md)!}(k2)^{md}\frac{I^{m1}(k2)!}{m!}\underset{t=0,t=md}{\overset{m}{}}C_m^t(k2)^t=$$

$$=\frac{I^{m1}(k2)!}{m!}((k2)+1)^m=\frac{I^{m1}(k1)^m(k2)!}{m!}.\mathit{}$$

4. Let $`\overline{I}=max_r(\overline{i}_r)`$ and

$$\stackrel{~}{S}_{\overline{i}_1,\mathrm{},\overline{i}_{\overline{k}}}(m,k)=\underset{\frac{}{\{\overline{i}_1^1,\mathrm{},\overline{i}_1^{n_1}\}\mathrm{}\{\overline{i}_m^1,\mathrm{},\overline{i}_m^{n_m}\}==\{\overline{i}_1,\mathrm{},\overline{i}_{\overline{k}}\}(l_11)+\mathrm{}+(l_m1)=k2n_r,l_r1s_r=\overline{i}_r^1+\mathrm{}+\overline{i}_r^{n_r}s_rn_r\mathrm{}_r+10}}{}\frac{(s_11)!}{(s_1n_1l_1+1)!(l_11)!}\times \mathrm{}\times $$

$$\times \frac{(s_m1)!}{(s_mn_ml_m+1)!(l_m1)!}.$$

Then $`\stackrel{~}{S}_{\overline{i}_1,\mathrm{},\overline{i}_{\overline{k}}}(m,k)m(\overline{k}1)!C_{\overline{I}\overline{k}\overline{k}}^{k2}C_{\overline{I}\overline{k}}^{\overline{k}m}`$.

###### Demonstration Proof

We use the equality

$$\underset{\stackrel{~}{n}_1+\mathrm{}+\stackrel{~}{n}_m=\overline{k}m}{}C_{\overline{I}\stackrel{~}{n}_1+\overline{I}}^{\stackrel{~}{n}_1}\times \mathrm{}\times C_{\overline{I}\stackrel{~}{n}_m+\overline{I}}^{\stackrel{~}{n}_m}\frac{\overline{I}}{\overline{I}\stackrel{~}{n}_1+\overline{I}}\times \mathrm{}\times \frac{\overline{I}}{\overline{I}\stackrel{~}{n}_m+\overline{I}}=$$

$$=C_{\overline{I}(\overline{k}m)+m\overline{I}}^{\overline{k}m}\frac{m\overline{I}}{\overline{I}(\overline{k}m)+m\overline{I}}$$

that follows from \[8,5.63\]. Then

$$\stackrel{~}{S}_{\overline{i}_1,\mathrm{},\overline{i}_{\overline{k}}}(m,k)=$$

$$=\underset{\frac{}{\{\overline{i}_1^1,\mathrm{},\overline{i}_1^{n_1}\}\mathrm{}\{\overline{i}_m^1,\mathrm{},\overline{i}_m^{n_m}\}==\{\overline{i}_1,\mathrm{},\overline{i}_{\overline{k}}\}(l_11)+\mathrm{}+(l_m1)=k2n_r,l_r1s_r=\overline{i}_r^1+\mathrm{}+\overline{i}_r^{n_r}s_rn_r\mathrm{}_r+10}}{}\frac{(s_11)!}{(s_1n_1l_1+1)!(l_11)!}\times \mathrm{}\times $$

$$\times \frac{(s_m1)!}{(s_mn_ml_m+1)!(l_m1)!}=$$

$$=\underset{\frac{}{\{\overline{i}_1^1,\mathrm{},\overline{i}_1^{n_1}\}\mathrm{}\{\overline{i}_m^1,\mathrm{},\overline{i}_m^{n_m}\}==\{\overline{i}_1,\mathrm{},\overline{i}_{\overline{k}}\}s_r=\overline{i}_r^1+\mathrm{}+\overline{i}_r^{n_r}n_r1}}{}\frac{(s_11)!}{(s_1n_1)!}\times \mathrm{}\times \frac{(s_m1)!}{(s_mn_m)!}\times $$

$$\times \underset{\frac{}{(l_11)+\mathrm{}+(l_m1)=k2s_rn_r\mathrm{}_r+10}}{}\frac{(s_1n_1)!}{(s_1n_1l_1+1)!(l_11)!}\times \mathrm{}\times $$

$$\times \frac{(s_mn_m)!}{(s_mn_ml_m+1)!(l_m1)!}=$$

$$=\underset{\frac{}{\{\overline{i}_1^1,\mathrm{},\overline{i}_1^{n_1}\}\mathrm{}\{\overline{i}_m^1,\mathrm{},\overline{i}_m^{n_m}\}==\{\overline{i}_1,\mathrm{},\overline{i}_{\overline{k}}\}s_r=\overline{i}_r^1+\mathrm{}+\overline{i}_r^{n_r}n_r1}}{}\frac{(s_11)!}{(s_1n_1)!}\times \mathrm{}\times $$

$$\times \frac{(s_m1)!}{(s_mn_m)!}\underset{\stackrel{~}{l}_1+\mathrm{}+\stackrel{~}{l}_m=k2}{}C_{s_1n_1}^{\stackrel{~}{l}_1}\mathrm{}C_{s_mn_m}^{\stackrel{~}{l}_m}=$$

$$=\underset{\frac{}{\{\overline{i}_1^1,\mathrm{},\overline{i}_1^{n_1}\}\mathrm{}\{\overline{i}_m^1,\mathrm{},\overline{i}_m^{n_m}\}==\{\overline{i}_1,\mathrm{},\overline{i}_{\overline{k}}\}s_r=\overline{i}_r^1+\mathrm{}+\overline{i}_r^{n_r}n_r1}}{}\frac{(s_11)!}{(s_1n_1)!}\times \mathrm{}\times $$

$$\times \frac{(s_m1)!}{(s_mn_m)!}C_{(s_1+\mathrm{}+s_m)(n_1+\mathrm{}+n_m)}^{k2}=$$

$$=C_{\overline{i}_1+\mathrm{}+\overline{i}_{\overline{k}}\overline{k}}^{k2}\underset{\frac{}{\{\overline{i}_1^1,\mathrm{},\overline{i}_1^{n_1}\}\mathrm{}\{\overline{i}_m^1,\mathrm{},\overline{i}_m^{n_m}\}==\{\overline{i}_1,\mathrm{},\overline{i}_{\overline{k}}\}s_r=\overline{i}_r^1+\mathrm{}+\overline{i}_r^{n_r}n_r1}}{}\frac{(s_11)!}{(s_1n_1)!}\times \mathrm{}\times \frac{(s_m1)!}{(s_mn_m)!}$$

$$\stackrel{~}{S}_{\underset{\overline{k}}{\underset{}{\overline{I},\mathrm{},\overline{I}}}}(m,k)=C_{\overline{I}\overline{k}\overline{k}}^{k2}\underset{\frac{}{\{\overline{i}_1^1,\mathrm{},\overline{i}_1^{n_1}\}\mathrm{}\{\overline{i}_m^1,\mathrm{},\overline{i}_m^{n_m}\}==\{\overline{I},\mathrm{},\overline{I}\},n_r1s_r=\overline{i}_r^1+\mathrm{}+\overline{i}_r^{n_r}=In_r}}{}\frac{(s_11)!}{(s_1n_1)!}\times \mathrm{}\times \frac{(s_m1)!}{(s_mn_m)!}=$$

$$=C_{\overline{I}\overline{k}\overline{k}}^{k2}\underset{\frac{}{n_1+\mathrm{}+n_m=\overline{k}n_r1}}{}\frac{\overline{k}!}{n_1!\mathrm{}n_m!}\frac{(\overline{I}n_11)!}{(\overline{I}n_1n_1)!}\times \mathrm{}\times \frac{(\overline{I}n_m1)!}{(\overline{I}n_mn_m)!}=$$

$$=\overline{k}!C_{\overline{I}\overline{k}\overline{k}}^{k2}\underset{\frac{}{\stackrel{~}{n}_1+\mathrm{}+\stackrel{~}{n}_m=\overline{k}m\stackrel{~}{n}_r=n_r10}}{}\frac{(\overline{I}\stackrel{~}{n}_1+\overline{I}1)!}{(\stackrel{~}{n}_1+1)!(\overline{I}\stackrel{~}{n}_1+\overline{I}\stackrel{~}{n}_11)!}\times \mathrm{}\times $$

$$\times \frac{(\overline{I}\stackrel{~}{n}_m+\overline{I}1)!}{(\stackrel{~}{n}_m+1)!(\overline{I}\stackrel{~}{n}_m+\overline{I}\stackrel{~}{n}_m1)!}=$$

$$=\overline{k}!C_{\overline{I}\overline{k}\overline{k}}^{k2}\underset{\stackrel{~}{n}_1+\mathrm{}+\stackrel{~}{n}_m=\overline{k}m}{}\frac{\overline{I}\stackrel{~}{n}_1+\overline{I}\stackrel{~}{n}_1}{(\overline{I}\stackrel{~}{n}_1+\overline{I})(\stackrel{~}{n}_1+1)}\frac{(\overline{I}\stackrel{~}{n}_1+\overline{I})!}{\stackrel{~}{n}_1!(\overline{I}\stackrel{~}{n}_1+\overline{I}\stackrel{~}{n}_1)!}\times \mathrm{}\times $$

$$\times \frac{\overline{I}\stackrel{~}{n}_m+\overline{I}\stackrel{~}{n}_m}{(\overline{I}\stackrel{~}{n}_m+\overline{I})(\stackrel{~}{n}_m+1)}\frac{(\overline{I}\stackrel{~}{n}_m+\overline{I})!}{\stackrel{~}{n}_m!(\overline{I}\stackrel{~}{n}_m+\overline{I}\stackrel{~}{n}_m)!}$$

$$\overline{k}!C_{\overline{I}\overline{k}\overline{k}}^{k2}\underset{\stackrel{~}{n}_1+\mathrm{}+\stackrel{~}{n}_m=\overline{k}m}{}\frac{\overline{I}}{\overline{I}\stackrel{~}{n}_1+\overline{I}}C_{\overline{I}\stackrel{~}{n}_1+\overline{I}}^{\stackrel{~}{n}_1}\times \mathrm{}\times \frac{\overline{I}}{\overline{I}\stackrel{~}{n}_m+\overline{I}}C_{\overline{I}\stackrel{~}{n}_m+\overline{I}}^{\stackrel{~}{n}_m}=$$

$$=\overline{k}!C_{\overline{I}\overline{k}\overline{k}}^{k2}C_{\overline{I}(\overline{k}m)+m\overline{I}}^{\overline{k}m}\frac{m\overline{I}}{\overline{I}(\overline{k}m)+m\overline{I}}m(\overline{k}1)!C_{\overline{I}\overline{k}\overline{k}}^{k2}C_{\overline{I}\overline{k}}^{\overline{k}m}.\mathit{}$$

5. $`N_i^1(i_1\mathrm{},i_k|\overline{i}_1\mathrm{},\overline{i}_{\overline{k}})(k1)!(\overline{k}1)!e^{I(k1)}2^{\overline{I}\overline{k}\overline{k}}2^{\overline{I}\overline{k}}.`$

###### Demonstration Proof

$$N_i^1(i_1,\mathrm{},i_k|\overline{i}_1,\mathrm{},\overline{i}_{\overline{k}})=$$

$$=\underset{\frac{}{m1s_1+\mathrm{}+s_m=i_1+\mathrm{}+i_kl_1+\mathrm{}+l_m=m+k2s_r,l_r1}}{}(1)^{m+1}S_{\overline{i}_1,\mathrm{},\overline{i}_{\overline{k}}}\left(\begin{array}{ccc}s_1,& \mathrm{},& s_m\\ l_1,& \mathrm{},& l_m\end{array}\right)\times $$

$$\times T_{i_1,\mathrm{},i_k}^2\left(\begin{array}{ccc}s_1,& \mathrm{},& s_m\\ l_1,& \mathrm{},& l_m\end{array}\right)$$

$$\underset{\frac{}{m1s_1+\mathrm{}+s_m=i_1+\mathrm{}+i_kl_1+\mathrm{}+l_m=m+k2s_r,l_r1}}{}\frac{I^{m1}(k1)^m(k2)!}{m!}\times $$

$$\times \underset{\frac{}{\{\overline{i}_1^1,\mathrm{},\overline{i}_1^{n_1}\}\mathrm{}\{\overline{i}_m^1,\mathrm{},\overline{i}_m^{n_m}\}==\{\overline{i}_1,\mathrm{},\overline{i}_{\overline{k}}\}\overline{i}_r^1+\mathrm{}+\overline{i}_r^{n_r}=s_rs_rn_r\mathrm{}_r+10}}{}\frac{(s_11)!}{(s_1n_1l_1+1)!(l_11)!}\times \mathrm{}\times $$

$$\times \frac{(s_m1)!}{(s_mn_ml_m+1)!(l_m1)!}=$$

$$=\underset{m1}{}\frac{I^{m1}(k1)^{m1}(k2)!}{m!}\times $$

$$\times \underset{\frac{}{\{\overline{i}_1^1,\mathrm{},\overline{i}_1^{n_1}\}\mathrm{}\{\overline{i}_m^1,\mathrm{},\overline{i}_m^{n_m}\}==\{\overline{i}_1,\mathrm{},\overline{i}_{\overline{k}}\}(l_11)+\mathrm{}+(l_m1)=k2n_r,l_r1s_r=\overline{i}_r^1+\mathrm{}+\overline{i}_r^{n_r}s_rn_r\mathrm{}_r+10}}{}\frac{(s_11)!}{(s_1n_1l_1+1)!(l_11)!}\times \mathrm{}\times $$

$$\times \frac{(s_m1)!}{(s_mn_ml_m+1)!(l_m1)!}=$$

$$=\underset{m1}{}\frac{I^{m1}(k1)^{m1}(k2)!}{m!}\stackrel{~}{S}_{\overline{i}_1,\mathrm{},\overline{i}_{\overline{k}}}(m,k)$$

$$\underset{m1}{}\frac{I^{m1}(k1)^m(k2)!}{m!}\stackrel{~}{S}_{\overline{i}_1,\mathrm{},\overline{i}_{\overline{k}}}(m,k)$$

$$\underset{m1}{}\frac{I^{m1}(k1)^m(k2)!}{m!}m(\overline{k}1)!C_{\overline{I}\overline{k}\overline{k}}^{k2}C_{\overline{I}\overline{k}}^{\overline{k}m}=$$

$$=(k1)!(\overline{k}1)!\underset{m1}{}\frac{I^{m1}(k1)^{m1}}{(m1)!}C_{\overline{I}\overline{k}\overline{k}}^{k2}C_{\overline{I}\overline{k}}^{\overline{k}m}$$

$$(k1)!(\overline{k}1)!e^{I(k1)}2^{\overline{I}\overline{k}\overline{k}}2^{\overline{I}\overline{k}}.\mathit{}$$

###### Demonstration Proof of theorem 3

The coefficient for $`t_0^{\mathrm{}}t_{i_1}^{n_1}\mathrm{}t_{i_I}^{n_I}\overline{t}_{\overline{i}_1}^{\overline{n}_1}\mathrm{}\overline{t}_{\overline{i}_{\overline{I}}}^{\overline{n}_{\overline{I}}}`$ is equal

$$\frac{i_1^{n_1}\mathrm{}i_I^{n_I}}{n_1!\mathrm{}n_I!}\frac{\overline{i}_1^{\overline{n}_1}\mathrm{}\overline{i}_{\overline{I}}^{\overline{n}_{\overline{I}}}}{\overline{n}_1!\mathrm{}\overline{n}_{\overline{I}}!}N_i^2\left(\begin{array}{ccc}i_1,& \mathrm{},& i_I\\ n_1,& \mathrm{},& n_I\end{array}|\begin{array}{ccc}\overline{i}_1,& \mathrm{},& \overline{i}_{\overline{I}}\\ \overline{n}_1,& \mathrm{},& \overline{n}_{\overline{I}}\end{array}\right)=$$

$$=\frac{i_1^{n_1}\mathrm{}i_I^{n_I}}{n_1!\mathrm{}n_I!}\frac{\overline{i}_1^{\overline{n}_1}\mathrm{}\overline{i}_{\overline{I}}^{\overline{n}_{\overline{I}}}}{\overline{n}_1!\mathrm{}\overline{n}_{\overline{I}}!}N_i^1(\underset{n_1}{\underset{}{i_1,\mathrm{},i_1}},\mathrm{},\underset{n_I}{\underset{}{i_I,\mathrm{},i_I}}|\underset{\overline{n}_1}{\underset{}{\overline{i}_1,\mathrm{},\overline{i}_1}},\mathrm{},\underset{\overline{n}_{\overline{I}}}{\underset{}{\overline{i}_{\overline{k}},\mathrm{},\overline{i}_{\overline{I}}}})$$

$$\frac{i_1^{n_1}\mathrm{}i_I^{n_I}}{n_1!\mathrm{}n_I!}\frac{\overline{i}_1^{\overline{n}_1}\mathrm{}\overline{i}_{\overline{I}}^{\overline{n}_{\overline{I}}}}{\overline{n}_1!\mathrm{}\overline{n}_{\overline{I}}!}k!\overline{k}!e^{\stackrel{~}{I}(k1)}2^{2\stackrel{~}{I}\overline{k}}\stackrel{~}{I}^Ke^{\stackrel{~}{I}K}2^{\stackrel{~}{I}K}\frac{k!\overline{k}!}{n_1!\mathrm{}n_I!\overline{n}_1!\mathrm{}\overline{n}_{\overline{I}}!}$$

$$\stackrel{~}{I}^Ke^{\stackrel{~}{I}K}2^{\stackrel{~}{I}K}\stackrel{~}{I}^K(\stackrel{~}{I}^22^{\stackrel{~}{I}}e^{\stackrel{~}{I}})^K,$$

where $`k=n_1+\mathrm{}+n_I`$, $`\overline{k}=\overline{n}_1+\mathrm{}+\overline{n}_I`$, $`K=k+\overline{k}`$ and $`\stackrel{~}{I}=max(I,\overline{I})`$.

Consider now monomials from $`t_0,t_1,\overline{t}_1,\mathrm{},t_n,\overline{t}_n`$ of degree $`K`$. The number of such monomial is $`(2n)^K`$. Thus its sum in the series is not more that

$$(n^22^ne^n)^K(2n)^K(4n^32^ne^n)^K2^K.$$

This implies the convergence of the series $`F(\stackrel{~}{t})`$. ∎


text:
# Breaking rotational symmetry in two-flavor color superconductors

## I Introduction

A possible outcome of the de-confinement phase transition in hadronic matter, when it is compressed in the centers of compact stars to densities several times the nuclear saturation density, is the formation of a two-flavor ($`u`$ and $`d`$) quark matter coexisting with leptons under $`\beta `$ stability and global charge neutrality GLENDENNING . It is believed that the strong interaction among quarks in the attractive channel(s) pairs the $`u`$ and $`d`$ quarks of two color (leaving one color unpaired) to form a Bardeen-Cooper-Schrieffer (BCS) type color superconductor (the so called 2SC phase) 2SC ; Rajagopal:2000wf . In the asymptotic regime of high-densities rigorous perturbative results can be obtained in the weak coupling regime Pisarski:1999tv ; at the intermediate densities, relevant for compact stars, one has to rely upon effective-field theory models of QCD, such as the Nambu-Jona-Lasinio (NJL) model.

In compact stars the color superconductivity is likely to occur at finite isospin asymmetry, where the $`u`$ and $`d`$ quarks fill two distinct Fermi spheres. The separation of their Fermi energies is of the order of the electron chemical potential as required by the charge neutrality and the stability against weak processes $`du+e+\overline{\nu }`$ and $`u+ed+\nu `$, where $`e`$, $`\nu `$ and $`\overline{\nu }`$ refer to electron, electron neutrino and anti-neutrino. Large separations of the Fermi energies (of the order of pairing gap) and corresponding Fermi momenta implies an incoherence of the phase space for the $`u`$ and $`d`$ quarks, which will eventually destroy the 2SC superconductivity. If the occupation of the single particle states of the non-interacting system is preserved when the pairing interaction is switched on, i.e. the Fermi spheres are filled with quasi-particles in an isotropic and homogenous manner, the phase-space coherence (at finite separations) can be maintained by pairing Cooper pairs with finite center of mass momentum \[Larkin-Ovchinnikov-Fulde-Ferrel (LOFF) phase\] LOFF . This is in line with the basic prescription of the Landau Fermi liquid theory which states that in strongly interacting Fermi liquids the occupation probabilities of interacting quasi-particles remain the same as for the non-interacting system when the interactions are switched on adiabatically.

The loss of the condensation energy due to the separation of the Fermi spheres of the $`u`$ and $`d`$ quarks, however, might favor a non-Fermi liquid occupation of the fermionic states, where the condensation energy is maintained at the cost of extra kinetic energy. One possibility is the deformation of the Fermi spheres (DFS), to the lowest order, in the ellipsoidal form (hereafter - DFS phase) DFS . While deviations from the spherically symmetric form of the Fermi surfaces cost extra kinetic energy, the gain in the condensation energy due to an increase in the phase-space overlap between the states that pair can stabilize the system. Note that we assume that the pairing interaction is isotropic in space; such a deformation spontaneously breaks the rotational $`O(3)`$ symmetry of the original Lagrangian down to $`O(2)`$. Both LOFF and DFS superconducting phases break the global space symmetries. Another possibility that maintains these symmetries is the rearrangement of the Fermi surface of the $`d`$-quarks \[interior gap pairing (IGP)\] IGS . The IGP assumes $`d`$-quark holes located in a strip around the Fermi surface of the $`u`$-quarks are lifted to the excited states above the Fermi surface of the $`d`$ quarks and the pairing occurs at the shores of the $`u`$-quark Fermi sea IGS .

A robust feature of the 2SC superconductors is the appearance of the crystalline color superconducting (CCS) state (the analog of LOFF phase) in a wide range of chemical potential asymmetries Alford:2000ze ; Bowers:2001ip ; Leibovich:2001xr ; Rajagopal:2001yd ; Kundu:2001tt ; Bowers:2002xr ; Bowers:2002pn ; Casalbuoni:2001gt ; Casalbuoni:2002hr ; Casalbuoni:2002my ; Casalbuoni:2002pa . In the CCS state the Cooper-pairs carry finite center-of-mass momentum, their order parameter varies periodically in space and, hence, the CCS spontaneously breaks the global space symmetries of the original BCS state Alford:2000ze ; Bowers:2001ip ; Leibovich:2001xr ; Rajagopal:2001yd ; Kundu:2001tt ; Bowers:2002xr ; Bowers:2002pn ; Casalbuoni:2001gt ; Casalbuoni:2002hr ; Casalbuoni:2002my ; Casalbuoni:2002pa . One of the consequences of the broken space symmetries is the existence of new massless Goldstone modes (phonons) in the CCS phase Casalbuoni:2001gt ; Casalbuoni:2002hr ; Casalbuoni:2002my ; Casalbuoni:2002pa ; another consequence is that, the glitches in compact stars (rotational anomalies seen in the timing data from pulsars) could originate in the CCS phase, if the compact stars feature such a phase Alford:2000ze .

This paper studies numerically the color superconducting DFS phase; it extends the previous non-relativistic analysis DFS  to relativistic systems and interactions specific to the color superconductors. The main result of this analysis is that the spatially homogenous 2SC superconductor is unstable towards formation of the DFS phase with quadrupole deformed Fermi surfaces. Clearly, this observation does not identify the true ground state of a 2SC superconductor. Studies of the interplay between different non-BCS phases sketched above are needed to answer this question. For applications to compact stars these phases need to be studied under $`\beta `$ equilibrium conditions (for example see Iida:2002ev ; Steiner:2002gx ; Alford:2002kj ).

The paper is organized as follows. In Sec. 2, starting from the NJL Lagrangian in the chirally symmetric phase, we derive the thermodynamic potential of the flavor asymmetric 2SC phase at finite temperatures. Self-consistent equations for the gap and the partial densities of the $`u`$ and $`d`$ quarks are obtained. The numerical solutions of these equation and the resulting phase diagram of the color superconducting DFS phase are shown in Sec. 3. Sec. 4 contains our conclusions.

## II Thermodynamics of color superconducting DFS phase

Our treatment is based upon the Nambu-Jona-Lasinio (NJL) with two flavors $`(N_f=2)`$ and three colors $`(N_c=3)`$ ALKOFER . We shall assume from the outset that the color superconducting phase emerges in the chirally symmetric phase. The Lagrangian density of the model is then given by

$`_{\mathrm{eff}}`$ $`=`$ $`\overline{\psi }(x)(i\gamma ^\mu _\mu )\psi (x)`$
$`+`$ $`G_1(\psi ^TC\gamma _5\tau _2\lambda _A\psi (x))^{}(\psi ^TC\gamma _5\tau _2\lambda _A\psi (x)),`$
where $`C=i\gamma ^2\gamma ^0`$ is the charge conjugation operator, $`\tau _2`$ is the second component of the Pauli matrix acting in the SU$`(2)_f`$ flavor space, $`\lambda _A`$ is the antisymmetric Gell-Mann matrix acting in the SU$`(3)_c`$ color space. The coupling constant $`G_1`$ stands for the four-fermion contact interaction. For the sake of simplicity we neglect the effects of the mass gap in the quark-anti-quark channel below the critical line for the chiral phase transition on the Cooper pairing. The generalization of the Lagrangian (II), which leads to coupled gap equations in the di-quark and Cooper channels, is straight forward. The common Ansatz for the order parameter in the 2SC phase is

$`\mathrm{\Delta }\psi ^T(x)C\gamma _5\tau _2\lambda _2\psi (x),`$ (2)
where $`\lambda _2`$ is the second component of the Gell-Mann matrix. The Ansatz for the order parameter \[Eq. (2)\] implies that the color SU$`(3)_c`$ symmetry is reduced to SU$`(2)_c`$ since only two of the quark colors are involved in the pairing while the third color remains unpaired. More complicated Ansaetze would allow for a spin 1 pairing of the quarks of the remaining color Buballa:2002wy ; Alford:2002kj2 .

As is well known, the gap equation and the partial densities of the up and down quarks can be found from the fixed points of the thermodynamic potential density $`\mathrm{\Omega }`$:

$`{\displaystyle \frac{\mathrm{\Omega }}{\mathrm{\Delta }}}=0,{\displaystyle \frac{\mathrm{\Omega }}{\mu _f}}=\rho _f;`$ (3)
the flavor index $`f=u,d`$ refers to up ($`u`$) and down ($`d`$) quarks. In the superconducting state the self-consistent solution of equations (3) corresponds to a minimum of the thermodynamic potential of the system. For the Lagrangian density defined by Eq. (II) and the pairing channel Ansatz Eq. (2), the finite temperature thermodynamical potential $`\mathrm{\Omega }`$ per unit volume is

$`\mathrm{\Omega }(\beta \mu )={\displaystyle \frac{1}{\beta }}{\displaystyle \underset{\omega _n}{}}{\displaystyle \frac{d^3p}{(2\pi )^3}\frac{1}{2}\mathrm{Tr}\mathrm{ln}\left[\beta \left(\begin{array}{cc}S_{11}^1(i\omega _n,\stackrel{}{p})& S_{12}^1(i\omega _n,\stackrel{}{p})\\ S_{21}^1(i\omega _n,\stackrel{}{p})& S_{22}^1(i\omega _n,\stackrel{}{p})\end{array}\right)\right]}+{\displaystyle \frac{\mathrm{\Delta }^2}{4G_1}},`$ (6)
where $`\beta `$ is the inverse temperature. The matrix structure of the inverse Matsubara propagators $`S_{kl}^1(i\omega _n,\stackrel{}{p})`$, ($`l,k=1,2)`$ reflects the Nambu-Gor’kov extension of the particle-hole space to account for the pair correlations. The elements of the Nambu-Gor’kov matrix are $`2\times 2`$ matrices defined as diag$`[S_{11}^1]=(p/+\mu _u\gamma ^0,p/+\mu _d\gamma ^0)`$, and diag$`[S_{22}^1]=(p/\mu _u\gamma ^0,p/\mu _d\gamma ^0)`$; diag$`[S_{12}^1]=(\mathrm{\Delta }\gamma _5\tau _2\lambda _2,\mathrm{\Delta }\gamma _5\tau _2\lambda _2)`$ and diag$`[S_{21}^1]=(\mathrm{\Delta }^{}\gamma _5\tau _2\lambda _2,\mathrm{\Delta }^{}\gamma _5\tau _2\lambda _2)`$ with off-diagonal elements zero. Upon carrying out the traces in the spin, flavor and color spaces and the fermionic Matsubara summation over the frequencies $`\omega _n`$ one finds

$`\mathrm{\Omega }=2{\displaystyle \frac{d^3p}{(2\pi )^3}\left\{2p+\underset{ij}{}\left[\frac{1}{\beta }\mathrm{log}\left(1+e^{\beta \xi _{ij}}\right)+E_{ij}+\frac{2}{\beta }\mathrm{log}\left(1+e^{\beta s_{ij}E_{ij}}\right)\right]\right\}}+{\displaystyle \frac{\mathrm{\Delta }^2}{4G_1}},`$ (7)
where the indeces $`i,j=(+,)`$ sum over the four branches of the paired and unpaired quasiparticle spectra defined, respectively, as $`\xi _{\pm \pm }=(p\pm \mu )\pm \delta \mu `$ and $`E_{\pm \pm }=\sqrt{(p\pm \mu )^2+|\mathrm{\Delta }|^2}\pm \delta \mu ,`$ where $`\delta \mu =(\mu _u\mu _d)/2`$ and $`\mu =(\mu _u+\mu _d)/2`$ with $`\mu _u`$ and $`\mu _d`$ being the chemical potentials of the up and down quarks; $`s_{+j}=1`$ and $`s_j=\mathrm{sgn}(p\mu )`$. Expressions analogous to (7) were derived in refs. Berges:1998rc ; Schwarz:1999dj ; Kitazawa:2002bc ; Bedaque:1999nu  for finite/zero temperature and flavor symmetric/asymmetric cases. The variations of the thermodynamic potential (7) provide the gap equation

$`\mathrm{\Delta }`$ $`=`$ $`8G_1{\displaystyle }{\displaystyle \frac{d^3p}{(2\pi )^3}}\{{\displaystyle \frac{\mathrm{\Delta }}{E_++E_{++}}}[\mathrm{tanh}\left({\displaystyle \frac{\beta E_{++}}{2}}\right)+\mathrm{tanh}\left({\displaystyle \frac{\beta E_+}{2}}\right)]`$ (8)
$`+{\displaystyle \frac{\mathrm{\Delta }}{E_++E_{}}}[\mathrm{tanh}\left({\displaystyle \frac{\beta E_+}{2}}\right)+\mathrm{tanh}\left({\displaystyle \frac{\beta E_{}}{2}}\right)]\},`$
and the partial densities of the up/down quarks

$`\rho _{u/d}`$ $`=`$ $`{\displaystyle }{\displaystyle \frac{d^3p}{(2\pi )^3}}\{2f(\xi _{})2f(\xi _{+\pm })[1\pm {\displaystyle \frac{\xi _{}+\xi _+}{E_{}+E_+}}]\mathrm{tanh}\left({\displaystyle \frac{\beta E_{}}{2}}\right)[1{\displaystyle \frac{\xi _++\xi _{++}}{E_++E_{++}}}]\mathrm{tanh}\left({\displaystyle \frac{\beta E_+}{2}}\right)`$ (9)
$`\pm [1{\displaystyle \frac{\xi _{}+\xi _+}{E_{}+E_+}}]\mathrm{tanh}\left({\displaystyle \frac{\beta E_+}{2}}\right)\pm [1\pm {\displaystyle \frac{\xi _++\xi _{++}}{E_++E_{++}}}]\mathrm{tanh}\left({\displaystyle \frac{\beta E_{++}}{2}}\right)\},`$
where $`f(\xi _{ij})`$ are the Fermi distribution functions and the upper/lower sign corresponds to the $`u/d`$-quarks. The changes in the thermodynamic potential due to the phase transition to the superconducting phase at constant $`\beta `$ and $`\mu _f`$ are equivalent to the changes in the free energy at constant $`\beta `$ and $`\rho _f`$ when the potentials are expressed in terms of appropriate thermodynamical variables. The free energy $`F`$ is related to the thermodynamic potential $`\mathrm{\Omega }`$ by the relation $`F=\mathrm{\Omega }+\mu _u\rho _u+\mu _d\rho _d`$. Below, we choose to minimize the free energy of the system at constant temperature and density of the matter as a function of the flavor asymmetry parameter defined as $`\alpha (\rho _d\rho _u)/(\rho _d+\rho _u)`$. Thus, fixing the net density of the quark matter and the flavor asymmetry, fixes the chemical potentials $`\mu _f`$ by means of Eqs. (8) and (9). The chemical potentials are isotropic if the Fermi surfaces of the species are spherical. To accommodate the possibility of their deformation we expand the chemical potentials in Legendre polynomials with respect to an (arbitrary) axis of spontaneous symmetry breaking of the spherical symmetry of the Fermi surfaces:

$`\mu _f={\displaystyle \underset{l=0}{\overset{\mathrm{}}{}}}\mu _{f,l}P_l(\mathrm{Cos}\theta ).`$ (10)
The $`l=0`$ terms are constants which merely renormalize the chemical potentials from their values for the case of vanishing pairing interactions. Since the interactions are translationally invariant, the $`l=1`$ terms can not contribute, since they manifestly break the translational symmetry. (The breaking of translational symmetry can be caused by the kinetic energy contribution, as is the case for the LOFF/CCS phases.) We shall keep below the leading order $`l=2`$ terms which break the rotational symmetry of the system by deforming the Fermi surfaces into an ellipsoidal form. The corresponding expansion coefficients are treated below as variational parameters to minimize the free energy of the color superconductor. With the leading order in the deformation terms kept, the chemical potentials of the $`u`$ and $`d`$ quarks can be cast in the simple form

$`\mu _f=\overline{\mu }_f\left[1+(\epsilon _S\pm \epsilon _A)(\mathrm{Cos}\theta )^2\right],`$ (11)
where the lower/upper sign corresponds to up/down quarks; $`\epsilon _{S/A}=(3/2)[\mu _{2d}/\overline{\mu }_{0d}\pm \mu _{2u}/\overline{\mu }_{0u}]`$ and $`\overline{\mu }_f=\mu _{f0}\mu _{f2}/2.`$ The parameters $`\epsilon _S`$ and $`\epsilon _A`$ describe the deformations of the Fermi surfaces; the symmetric part ($`\epsilon _S`$) is the measure of the conformal expansion/contraction of the Fermi surfaces; the antisymmetric part ($`\epsilon _A`$) describes the relative deformations of the Fermi spheres of $`u`$ and $`d`$ quarks. Note that the expansion (10) need not conserve the volume of a Fermi sphere; the isotropic expansion parameters are self-consistently found form the normalization to the same matter density as in the case for the undeformed state.

## III The phase diagram

As the NJL model is non-renormalizable, the momentum integrals in the gap equation (8) need to be regularized by a cut-off; we employ a three-dimensional momentum space cut-off $`|𝐩|<\mathrm{\Lambda }`$. The phenomenological value of the coupling constant $`G_1`$ in the $`qq`$ Cooper channel is related to the coupling constant in the $`q\overline{q}`$ di-quark channel by the relation $`G_1=N_c/(2N_c2)G`$; the latter coupling constant and the cut-off are fixed by adjusting the model to the vacuum properties of the system Berges:1998rc ; Schwarz:1999dj ; Buballa:2001wh . We employ the parameter set $`G_1=3.10861`$ GeV-2 and $`G_1\mathrm{\Lambda }^2=1.31`$ from Ref. Schwarz:1999dj . For this parameter set the value of the gap is 40 MeV at the baryonic density $`\rho _B=0.31`$ fm-3 which corresponds to the chemical potential value $`\mu =320`$ MeV in the flavor symmetric state at $`T=0`$. Figure 1 summarizes the main features of the DFS phase in the physically relevant regime of flavor asymmetries $`0.1\alpha 0.3`$ likely to occur in the charge-neutral matter under $`\beta `$ equilibrium. The color superconducting gap (left panel) and the free energy difference between the superconducting state and normal state (right panel) are shown as a function of deformation parameter $`\epsilon _A`$ for several flavor asymmetries at the baryonic density $`\rho _B=0.31`$ fm-3 and temperature $`T=2`$ MeV. The conformal deformation has been constrained to $`\epsilon _S=0`$. The gap is normalized to its value in the flavor symmetric and undeformed state $`\mathrm{\Delta }_{00}\mathrm{\Delta }(\alpha =0,\epsilon _A=0)=40`$ MeV. The free-energy difference $`\delta F=F_SF_N`$ is likewise normalized to its value in the flavor symmetric and undeformed state $`\delta F(\alpha =0,\epsilon _A=0)=37`$ MeV fm-3. The $`\beta `$ equilibrated quark matter requires an excess of the $`d`$ over $`u`$ quarks, therefore the range of the flavor asymmetry is restricted to the positive values. The deformation parameter $`\epsilon _A`$ assumes both positive and negative values. The main features seen in Fig. 1 are: (i) for a fixed $`\alpha 0`$ and $`\epsilon _A>0`$, the gap is larger in the DFS state than in the ordinary BCS state ($`\epsilon _A=0`$); (ii) the minimum of the free energy corresponds to the DFS state with $`\epsilon _A0.25`$, and its position weakly depends on the value of $`\alpha `$.

Positive values of $`\epsilon _A`$ imply a prolate deformation of the Fermi surface of the $`d`$-quarks and an oblate deformation for the Fermi surface of the $`u`$-quark. Figure 2 illustrates the Fermi surfaces for the parameter choice $`\alpha =0.3`$ and $`\epsilon _A=0.25`$, which corresponds to the deformation at which the minimum in the free energy is obtained.

As can be seen from Fig. 2, the deformation of the Fermi surfaces leads to an area in which the Fermi surfaces of $`u`$\- and $`d`$-quarks touch each other, which means that for this part of the phase space there is no blocking effect reducing the pairing correlation. As a consequence, the superconducting gap is larger than for the configuration with spherical Fermi surfaces leading also to more attractive free energy.

The behavior of the gap as a function of $`\alpha `$ and $`\epsilon _A`$ is best understood in terms of the symmetric and anti-symmetric combinations of the quasiparticle spectra $`E_S=(E_++E_{})/2`$ and $`E_A=(E_+E_{})/2`$. Since we assume that $`\epsilon _S=0`$ the symmetric combination of the spectra is weakly affected by the deformation $`[𝒪(\epsilon _A\delta \mu )]`$. In the case $`E_A=0`$ one recovers the BCS result with perfectly overlapping Fermi surfaces. The effect of finite $`E_A`$ at $`\epsilon _A=0`$ is to induce a phase-space de-coherence in the kernel of the gap equation; this blocking effect reduces the magnitude of the gap.

As the chemical potential shift $`\delta \mu `$ and $`\epsilon _A`$ contribute to $`E_A`$ with different signs, switching on finite $`\epsilon _A>0`$ acts to reduce $`E_A`$ and the magnitude of the gap increases due to the restoration of the phase-space overlap. Once the condition $`\epsilon _A>\delta \mu `$ is satisfied further increase in the deformation acts to increase the de-coherence and, thus, decrease the magnitude of the gap.

For negative values of $`\epsilon _A`$ the deformation and the shift in the chemical potentials contribute to $`E_A`$ with the same sign, therefore the deformation acts to increase the phase-space de-coherence which reduces the magnitude of the gap. These features are seen in Fig. 3, where we show the pairing gap as a function of the flavor asymmetry $`\alpha `$ and the relative deformation of the Fermi surfaces $`\epsilon _A`$ for the same density and temperature as in Fig. 1. \[We assume, as for Fig. 1, that the conformal expansion/contraction of the Fermi surfaces is absent, $`\epsilon _S=0`$\].

Figure 4 shows the difference between the free energies of the superconducting and normal states $`\delta F`$ normalized to its value in the flavor-symmetric BCS state $`\delta F_{00}=\delta F(\alpha =0,\epsilon _A=0)`$. Numerically, the contribution from the entropy difference between the normal and superconducting phases is negligible. Small $`\epsilon _A>0,\alpha 0`$ perturbations from the flavor symmetric/undeformed state increase $`\delta F`$ signaling an instability of the BCS state towards deformations of the Fermi surfaces.

For flavor asymmetries $`\alpha >0.3`$ and positive values of the deformation parameter the superconducting state can exists only in the DFS phase. For negative values of $`\epsilon _A`$ there is no energy gain related to the deformation of the Fermi surfaces (except a marginal effect in the limit $`\alpha 0`$ and $`\epsilon _A0`$). Quite generally the shape of the free energy surface reflects the functional behavior of the gap as a function of the parameters $`\alpha `$ and $`\epsilon _A`$, which is due to the dominant contribution from the condensation energy (cf. Fig. 1).

## IV Concluding remarks

Color superconducting 2SC phase becomes unstable towards formation of a superconducting phase with deformed Fermi surfaces of up and down quarks for finite separations of their Fermi levels. Small asymmetries in the populations of the of the up/down quarks are sufficient to achieve the bifurcation point where the form of the Fermi surfaces changes from the spherical to the ellipsoidal form. Although the departures from the spherical form of the Fermi surfaces costs extra kinetic energy, there is net energy gain because the deformation increases the phase space coherence between the fermions forming Cooper pairs and, therefore, the gain in the potential energy. As mentioned in the introduction, the present study does not establish the true ground state of the 2SC superconductor under flavor asymmetry. This can be done by a careful comparison of the condensation energies of the DFS and CCS phases. With the form of the lattice of the CCS phase established in the Ginzburg-Landau regime Bowers:2002xr  it becomes feasible to carry out a combined study of the DFS and CCS phases 111A preliminary computation with a single plane-wave structure of the CCS phase indicates that a combination of the CCS and DFS phases is favored. .

For applications to the compact stars, our treatment needs an extention which will include the $`\beta `$ equilibrium and charge neutrality among the quarks and leptons. The onset of the DFS phase (or its combinations with non-BCS superconducting states) will affect the properties of the compact stars in a number of ways. One straightforward implication is the modification of the specific heat of the superconducting phase which affects the thermal cooling of compact stars: we anticipate that the specific heat will be suppressed linearly in the DFS phase as compared to the exponential suppression in the ordinary BCS-state. The spontaneous breaking of the rotational symmetry implies emergence of massless bosonic modes (Goldstone’s theorem). The deformation of the Fermi surfaces opens new channels for neutrino radiation via the bremsstrahlung process of the type $`uu+\nu +\overline{\nu }`$ and $`dd+\nu +\overline{\nu }`$ since the phase-space probability for a transition of a quasi-particle from one point on the deformed Fermi surface to another (say, from the equator to the pole) is non-zero.

##

We thank Michael Buballa and Micaela Oertel for helpful comments on the first version of this paper. This work has been supported by the Sonderforschungsbereich 382 of DFG.


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# Nanocrystal Formation in Si Implanted Thin SiO2 Layers under the Influence of an Absorbing Interface

## I Introduction

Nanocrystals (NCs) embedded in a matrix are known to form by phase separation of a supersaturated solid solution. At low impurity concentrations, nucleation Hollomon and Turnbull (1953) and conservative Ostwald ripening Ostwald (1897) will lead to an coarsening ensemble of precipitates during annealing . According Lifshitz, Slyozov, and Wagner Lifshitz and Slyozov (1961); Wagner (1961), the mean particle size increases according a power law in time. At higher concentrations, phase separation takes place by spinodal decomposition Cahn (1961). A vanishing nucleation barrier LeGoues et al. (1984) implies that small initial concentration fluctuations amplify during the annealing. Non-spherical structures precipitate, which form a connected network of precipitates above the percolation threshold Hayward et al. (1987). In the presence of an absorbing (reflecting) interface phase separation is considerably altered. For spinodal decomposition, it is known that the interface directs the wave vector of concentration fluctuations Binder (1998). Hence, a layered structure of precipitates forms close to the interface. Recent studies also revealed an influence on nucleation, which can either be enhanced or depressed by the absorbing/reflecting interface Brown et al. (1994).

Phase separation in thin films is of particular interest for the fabrication of non-volatile memories based on MOS transistors containing semiconductor NCs in their gate oxide Tiwari et al. (1996). Using especially 1 keV Si+ implantation into $`8\text{ }\mathrm{nm}`$ thick SiO2 on (001)Si, NCs were formed a few nanometers above the Si/SiO2 interface Normand et al. (2001), which is in direct tunneling distance. Thus, these NCs can be charged by direct electron tunneling from the Si, which is a prerequisite for a high endurance and low operation voltages of NC-memories De Salvo et al. (2001). Nevertheless, the influence of the absorbing SiO2/Si interface on Si NC formation is not well understood and requires further investigations. For that aim, kinetic 3D lattice Monte Carlo (KMC) simulations of Si phase separation from SiO2 were reported recentlyMüller et al. (2002) and shall be discussed in more detail in this paper. As input data, Si depth profiles for 1 keV Si+ implantation into SiO2 were taken from dynamic, high-fluence binary collision simulations conducted with TRIDYN Möller and Eckstein (1984).

## II Binary Collision Simulation of High Fluence Si+ Implantation

The TRIDYN depth profiles of implanted Si into of SiO2 are shown in Fig. 1 for $`1\text{ }\mathrm{keV}`$ energy. Similar to the widely applied binary collision simulation code TRIM Ziegler et al. (1985), TRIDYN is used to calculate ion range profiles in amorphous targets but includes additionally dynamic target changes as induced by sputtering, swelling and ion beam mixing. The input parameters being required include the displacement and surface binding energies of the target atoms. For both, Si and O, the displacement energy was assumed to be $`8\text{ }\mathrm{eV}`$. The surface binding energies of Si and O are assumed to vary linearly with the surface composition that they balance the enthalpies of sublimation and decomposition of Si and SiO2, respectively Kelly (1980); Möller and Posselt (2001).

The Si depth profile broadens with increasing fluence due to swelling, sputtering and mixing (Fig. 1. Additionally, preferential sputtering has lead to a Si enrichment at the target surface. Nevertheless, the profile shape remains Gaussian in the fluence range considered here. The parameters of Gaussian distributions fitted to the TRIDYN profiles of Fig. 1 are summarized in Table 1, which also includes the calculated target swelling.

## III The kinetic Monte Carlo method

The implanted Si separates from the SiO2 matrix during subsequent annealing, i.e. precipitates are formed. In general, this process of phase separation consists of a huge number of elementary events (like bond breaking, diffusional jumps of atoms, chemical reactions etc.) that occur in random sequence. Their simulation must take into account both energetic and statistical aspects, which is here suitably conducted by kinetic 3D lattice Monte Carlo (KMC) simulations. The KMC method applied is discussed elsewhere in detail Strobel et al. (2001), a short overview will be given instead.

The kinetics of Si atoms is described in a solid host matrix (SiO2), which is the background or ”system’s vacuum”. Thereby, an underlying fcc lattice has been assumed, which together with hcp is the most isotropic lattice. Within this host dissolved Si diffuses and can form precipitates. (Crystallites obey the same four-fold symmetry than in the diamond lattice. The lattice spacing were chosen such that the correct atomic Si density is obtained.) Applying the classical lattice gas model with attractive Si-Si interaction, the energetics is determined by the nearest-neighbor (NN) Ising model. The kinetics of the system is governed by the Kawasaki particle exchange dynamics using the Metropolis algorithm Metropolis et al. (1953). Statistically, each Si atom is allowed to jump from an initial site $`i`$ to an empty neighboring site $`f`$ during one Monte Carlo step (MCS), which is the time unit of the KMC simulation. The transition probability $`P_{if}`$ for one atom to jump is given by

$$P_{if}=\{\begin{array}{cc}\tau _0^1e^{E_A\beta },\hfill & n_fn_i,\hfill \\ \tau _0^1e^{\left[E_A+(n_in_f)E_B\right]\beta },\hfill & n_f<n_i,\hfill \end{array}$$

where $`\tau _0^1`$ denotes the attempt frequency, $`n_{i,f}`$ represents the number of NN bonds at the two sites and $`\beta =(kT)^1`$ has its usual meaning. $`E_A`$ is the diffusion barrier for Si in SiO2 and $`E_B`$ the Si-Si bond strength. In principle, the bond strength $`E_B`$ can be determined from the solubility of Si in SiO2 via the detailed balance of Si attachment/detachment at the Si/SiO2 interface. (It has to be taken into account that the coordination number in the fcc lattice of the simulation is 12 instead of 4 in the case of the Si lattice.) In kinetic Monte Carlo simulations it is convenient to renormalize the transition probability of the most probable event to one. For $`E_A0`$ each diffusional jump is allowed, which defines the temperature dependent time scale of a Monte Carlo step (MCS), $`\tau =\tau _0\mathrm{exp}\{E_A\beta \}`$. Then, the dimensionless transition probability reads as $`\stackrel{~}{P}_{if}=min(1,\mathrm{exp}\left\{(n_in_f)E_B\beta \right\})`$. Energetically unfavored events ($`n_i>n_f`$) are allowed, nevertheless, to occur by thermal activation according the Boltzmann statistics.

In principle, the scale of time and temperature of the simulation is given by the experimental parameters of the system under consideration. However, the diffusivity and the solubility of Si in SiO2 are largely unknown, thus reduced units are applied for the time - the Monte Carlo step - and for the temperature - the reduced temperature $`E_B\beta `$. Nevertheless, the path of systems’s evolution towards equilibrium predicted by KMC simulations may improve the process understanding substantially.

## IV KMC Simulations of Phase Separation

In Fig. 2 and 3 snapshots of the KMC simulations of the phase separation are shown for $`E_B\beta =2`$. Thereby, the TRIDYN profiles of Fig. 1 were used as initial Si distribution. The size of simulation volume is $`56\times 56\times \mathrm{\Delta }z`$ $`\mathrm{nm}^3`$, where $`\mathrm{\Delta }z`$ is $`8\text{ }\mathrm{nm}`$ plus swelling due to implantation according Tab. 1. For the sake of clarity, only a quarter of the simulation cell is shown in Fig. 2 and 3 besides of the lower right corner in Fig. 3. Periodic boundary conditions were applied in the plane, while at the surface a reflecting boundary conditions was applied. The simulation cell (SiO2) borders on fixed (001) layers of Si atoms accounting for Si attachment/detachment at the Si/SiO2 interface, which is an effective sink for diffusing Si atoms.

Two regimes of phase separation are found by KMC simulations. A ”nucleation and growth” regime is observed for $`2\times 10^{15}\text{ }\mathrm{Si}^+\mathrm{cm}^2`$. Si NCs nucleate and grow further at the expense of Si supersaturation (Fig. 2, 100 kMCS). Later on, NCs grow by Ostwald ripening and finally dissolve due to Si loss to the SiO2/Si interface, respectively. Above $`5\times 10^{15}\text{ }\mathrm{Si}^+\mathrm{cm}^2`$ a ”spinodal decomposition” regime is identified, where due to the vanishing nucleation barrier LeGoues et al. (1984) non-spherical, elongated Si structures form (Fig. 3 a, 100 kMCS). At even higher Si concentrations ($`1\times 10^{16}\text{ }\mathrm{Si}^+\mathrm{cm}^2`$), above the percolation threshold, these structures become laterally connected and extend over several tens of nanometers (Fig. 3 b, 100 kMCS).

As seen in Fig. 2 and 3, nucleation and spinodal decomposition lead to different initial shapes of precipitates, which can be accessed by defining a shape parameter $`\delta `$ Strobel et al. (2001) (analogously to the moment of inertia),

$$\delta =\frac{5}{3NR}\underset{i=1}{\overset{N}{}}(\stackrel{}{r}\stackrel{}{r}_i)^2.$$

It measures the mean squared distance of atoms from the center of mass of the NC relative to that of a sphere with radius $`R`$, which assumes that all $`N`$ atoms within a NC form a sphere with $`R=\sqrt[3]{(3N)/(4\pi )}`$. Thus, the shape parameter $`\delta `$ should tend to one for a spherical NC. Non-spherical structures should obey $`\delta >1`$. The time evolution of the shape parameter $`\delta `$ is shown in Fig. 4. In the nucleation regime, the NC shape deviates little from the spherical form ($`\delta 1.2`$) at the beginning, while it approaches quickly a constant value of $`\delta 1.1`$ during further annealing. (Small NC may have a $`\delta `$ slightly larger than one due to their facetted shape.) For spinodal decomposition $`\delta `$ the formed structures are considerably non-spherical ($`\delta >1.3`$) initially. Below the percolation threshold, non-spherical Si precipitates evolve into spherical NCs ($`\delta 1`$) due to interface minimization, which can hardly be distinguished from NCs formed by nucleation (see Fig. 2 and 3 (a), 1000 kMCS).

The close SiO2/Si interface acts as an effective sink for Si diffusing within the SiO2 in both regimes, which results in a zone denuded of NCs formed at the interface. However, a more detailed consideration reveals differences between nucleation and growth and spinodal decomposition. As shown in Fig. 5, for the nucleation regime ($`2\times 10^{15}\text{ }\mathrm{cm}^2`$) the width of the denuded zone is constant over a long period of annealing. A similar behavior is observed for the mean NC size (Fig. 6). The competition of NC dissolution due to Si loss to the interface and Ostwald ripening leads to a constant mean NC diameter.

On the other hand, the mean precipitate size is larger in the spinodal decomposition regime (Fig. 3). According the Gibbs-Thomson relation, the equilibrium Si solubility in SiO2 at the precipitate‘s interface is lower than in the nucleation regime. Thus, the diffusional flux of Si form the precipitates towards the Si/SiO2 interface is greatly reduced. Consequently, the NC diameter is still increasing. Within the annealing period shown in Fig. 6, Ostwald ripening is more effective then the Si loss to the SiO2 interface. Moreover, interface minimization of non-spherical precipitates leads to a narrowing of the denuded zone (Fig. 5).

In both regimes, NCs form at high density as shown in Fig. 6 if the percolation threshold is not reached. In the initial stage, the NC density is slightly higher in the nucleation regime, while during longer annealing the NC dissolve faster than in the spinodal regime.

For a fluence of $`2\times 10^{15}\text{ }\mathrm{Si}^+\mathrm{cm}^2`$ (nucleation regime), the evolution of mean NC size and density is compared for phase separation in $`8\text{ }\mathrm{nm}`$ and $`20\text{ }\mathrm{nm}`$ thick SiO2 (Fig. 7). For both case, the same ion energy of 1 keV and, thus, the same initial Si depth profiles were used. Up to an annealing time of $`10^6\text{ }\mathrm{MCS}`$, the NC size and density obeys the same power law for both oxide thickness (seen as straight line in the Log-Log plot of Fig. 7). The Si/SiO2 interface does not influence the early NC evolution. Later on ($`>1000`$ kMCS), NCs start to dissolve in the 8 nm thick SiO2 layer. Thus, the mean NC size becomes constant and NCs dissolve faster than by Ostwald ripening, which is seen as kink in the plot of the NC density after $`2\times 10^6\text{ }\mathrm{MCS}`$. The evolution of the NC size and density is not affected by the far SiO2/Si interface in the case of the thick (20 nm) SiO2.

## V Summary

Binary collision simulations of high fluence 1 keV Si+ implantation into 8 nm thick SiO2 were combined with kinetic 3D lattice Monte Carlo simulations of phase separation of Si from SiO2. Two major regimes of phase separation, nucleation and growth, and spinodal decomposition were observed. At high concentrations, spinodal decomposition is accompanied by percolation. The regimes of phase separation determines the initial shape of the precipitates. Nucleation and growth leads to almost spherical NCs, while spinodal decomposition results in non-spherical Si structures, which may spheroidize during long lasting annealing.

The performed process simulations predict that for non-volatile memory applications Si NCs should be preferably synthesized in the nucleation regime. Then, NCs form at high density ($`>10^{12}\text{ }\mathrm{cm}^2`$). The influence of the absorbing Si/SiO2 interface leads to NC dissolution and a zone denuded of NC forms at the interface. This denuded zone has just the right thickness of $`2\mathrm{}4\text{ }\mathrm{nm}`$ in order to act a barrier for NC charging by direct electron tunneling from the Si. Moreover in the nucleation regime, the width of this barrier is found to be constant over a long period of annealing. A similar behavior holds for the mean NC size. For spinodal decomposition, the situation is different. The width of the denuded zone and the mean NC size varies during annealing (Fig. 5 and 6). Above the percolation threshold, the formed elongated structures are connected laterally, and, therefore, would behave like a floating gate in a conventional MOS transistor. Charge brought to this network of precipitates would spread and one oxide defect could lead to a complete discharging of the floating gate, which could not occur in the case of laterally well-isolated Si NCs.

###### Acknowledgements.

This work was sponsored by the European Community under the auspices of the GROWTH project. GRD1-2000-25619.