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# Strong electrostatic interactions in spherical colloidal systems

## I Introduction

Charged colloidal suspensions are often encountered in the everyday life (technology, biology, medicine …) and have an important practical impact . In numerous application-oriented situations, electrostatic repulsion among colloids (macroions) is desired in order to obtain a stabilized suspension. Consequently the understanding of the electrostatic interaction in such systems is motivated by practical as well as theoretical interests. There is recent experimental evidence that the effective interaction between two like-charged spherical colloids (in the presence of neutralizing salts) can be attractive in the presence of one or two glass walls . This is in contrast with the classical work of Derjaguin, Landau, Verwey and Overbeek (DLVO) based on a linearized Poisson Boltzmann theory , which foresees only repulsive effective Coulomb forces between two like-charged spheres even in confined geometry. There are some indications that this attraction might be explainable in terms of hydrodynamic effects induced by the walls .

Already in the bulk case there have been disputes for a long time about the existence of long range attractive forces, triggered mainly by the observation of voids in colloidal solutions. There is no clear experimental and theoretical picture, either, and there have been speculations that the experiments observed phase coexistence. Recent theoretical  and simulation  investigations have shown the existence of short range attraction.

In two short communications, we demonstrated by molecular dynamics (MD) simulations, how a mechanism involving overcharged and undercharged spherical macroions could lead to a strong long range attraction between charged spheres. In this paper we give a more detailed account and elaborate on the physical mechanism responsible for charge inversion (overcharge). Why and how does a charged particle strongly “bind” electrostatically at its surface so many counterions that its net charge changes sign? We further will discuss the necessary ingredients to explain this phenomenon in terms of a simple Wigner crystal theory. Using this Ansatz we show that it is possible for a pair of colloids which are sufficiently different in charge density to have an ionized ground state. Both, the one and two colloid cases, are treated in terms of analytical predictions and verifications by simulation. Of special interest are the energy barriers necessary to cross from a neutral pair to an ionized pair state. We finally demonstrate by explicit simulations that the described features survive also at finite temperature case.

The paper is organized as follows: in Sec. II a simple model based on the Gillespie rule is proposed to understand charge inversion. Section III contains details of our MD simulation model. Section IV is devoted for the study of a single highly charged colloid. In Sec. V we investigate the situation where two colloids are present. Finally, in Sec. VI we outline a summary of the results.

## II Understanding overcharging via the Gillespie rule

Here we propose a simple model solely based on electrostatic energy considerations in order to understand the phenomenon of charge inversion for strongly coupled systems. Because of the analogy between a spherical macroion surrounded by counterions and an atom \[i. e. nucleus + electrons\], it turns out be fruitful to use classical pictures of atomic physics in order to gain comprehension of certain phenomena occurring in mesoscopic colloidal systems . To study the possibility of overcharging a single macroion, we recall the Gillespie rule also known as the valence-shell electron-pair repulsion (VSEPR) theory  which is well known in chemistry to predict the molecular geometry in covalent compounds. Note that originally this model has nothing to do with overcharge. Applying simple electrostatics one can compute that the ground state structure of two, three, four and five electrons disposed on a hard sphere corresponds to simple geometrical situations like those depicted in Fig. 1. The electrons try to maximize their mutual distances which leads, for example, in the case of 3 and 4 electrons to equilateral triangular and tetrahedral arrangements.

Now, we can apply this concept to a spherical colloid of radius $`a`$, central charge $`Z_m=+2e`$, where e is the elementary charge, and $`N_c`$ monovalent counterions. By referring to Fig. 1, the neutral system corresponds to the case where two counterions are present, and the three other cases (three, four and five counterions) correspond to non-neutral overcharged states.

The total electrostatic energy $`E(N_c)`$ is merely made up of two terms: i) an attractive term $`E_{att}(N_c)`$ due to the attraction between the counterions and the central charge and ii) a repulsive term $`E_{rep}(N_c)`$ due to the repulsion among the counterions. The final expression for the electrostatic energy as a function of the number of counter ions reads

$$E(N_c)=E_{att}(N_c)+E_{rep}(N_c)=k_BT\frac{l_B}{a}\left[N_cZ_m+f(\theta )\right],$$
(1)
where $`l_B=e^2/(4\pi ϵ_0ϵ_rk_BT)`$ is the Bjerrum length and $`f(\theta )`$ is the repulsive energy part which is solely a function of the topology (relative angles between counterions, such as $`\alpha `$ and $`\beta `$ appearing in Fig. 1, which also depend on $`N_c`$\] of the ground state figure. For the specific cases reported in Fig. 1, the calculation of $`E(N_c)`$, with $`2N_c5,`$ is straightforward and the corresponding energy values are given in Fig. 1. One deduces that the maximally obtainable overcharging is -2e (i. e. 100%) around the central charge. That is, the excess counterions gain more energy by assuming a topological favorable configuration than by escaping to infinity, the simple reason of overcharge. Note the arguments for overcharging are independent of the Bjerrum length and of the sphere radius, which enter only as prefactors in Eq. (1).

To safely use this above outlined model one has just to ensure that the counterion size is small enough to avoid excluded volume effects, which in practice is always true. The important message is that, from an energy point of view, a colloid always tends to be overcharged. Obviously, for high central charge, the direct computation of the electrostatic energy by using the exact equation (1) becomes extremely complicated. Therefore we resort to simulations for highly charged spheres.

## III Simulation model

The system under consideration contains two types of spherical charges: (i) one or two macroion(s) with a bare central charge $`Q=Z_me`$ (with $`Z_m>0`$) and (ii) small counterions of diameter $`\sigma `$ with charge $`q=+Z_ce`$ (with $`Z_c=2`$) to neutralize the whole system. All these ions are confined in an impermeable cell and the macroion(s) is (are) held fixed.

The molecular dynamics (MD) technique employed here is similar to this used in previous studies . In order to simulate a canonical ensemble, the motion of the counterions is coupled to a heat bath acting through a weak stochastic force W(t). The equation of motion of counterion i reads

$$m\frac{d^2𝐫_i}{dt^2}=_iUm\gamma \frac{d𝐫_i}{dt}+𝐖_i(t),$$
(2)
where m is the counterion mass, U is the potential force having two contributions: the Coulomb interaction and the excluded volume interaction, and $`\gamma `$ is the friction coefficient. Friction and stochastic force are linked by the dissipation-fluctuation theorem $`<𝐖_i(t)𝐖_j(t^{})>=6m\gamma k_BT\delta _{ij}\delta (tt^{^{}})`$. For the ground state simulations the fluctuation force is set to zero.

Excluded volume interactions are taken into account with a purely repulsive Lennard-Jones potential given by

$$U_{LJ}(r)=\{\begin{array}{c}4ϵ_{LJ}\left[\left(\frac{\sigma }{rr_0}\right)^{12}\left(\frac{\sigma }{rr_0}\right)^6\right]+ϵ_{LJ},\hfill \\ 0,\hfill \end{array}\begin{array}{c}\text{for}rr_0<r_{cut},\hfill \\ \text{for}rr_0r_{cut},\hfill \end{array}$$
(3)
where $`r_0=0`$ for the counterion-counterion interaction, $`r_0=7\sigma `$ for the macroion-counterion interaction, $`r_{cut}`$ (= $`2^{1/6}\sigma `$) is the cutoff radius. This leads to an effective macroion radius $`a`$ ($`a=r_0+\sigma =8\sigma `$) corresponding physically to the macroion-counterion distance of closest approach. Energy and length units in our simulations are defined as $`ϵ_{LJ}=`$$`k_BT_0`$ (with $`T_0=298`$ K) and $`\sigma =3.57`$ Å respectively. In the following we will set $`k_BT_0=1`$, so that all energies are measured in those units, suppressing thereby all factors of $`k_BT_0`$ in our equations.

The pair electrostatic interaction between any pair ij, where i and j denote either a macroion or a counterion, reads

$$U_{coul}(r)=l_B\frac{Z_iZ_j}{r},$$
(4)
where $`Z_i`$ represents the valence of the ions (counterion or macroion). Being essentially interested in the strong Coulomb coupling regime we choose the relative permittivity $`ϵ_r=16`$, corresponding to a Bjerrum length of $`10\sigma `$, for the remaining of this paper. To avoid image charges complications, the permittivity $`ϵ_r`$ is supposed to be identical within whole the cell (including the macroion) as well as outside the cell. Typical simulation parameters are gathered in Table I.

## IV One macroion case

In this section, we focus on counterion distribution exclusively governed by energy minimization, i. e. T = 0K. The single spherical macroion is fixed to the center of the large outer spherical simulation cell (i. e. both spheres are concentric) of radius $`R=40\sigma `$. This leads to a colloid volume fraction $`f_m=a^3/R^3=8\times 10^3`$. In such a case correlations are maximal, and all the counterions lie on the surface of the spherical macroion. To avoid being trapped in metastable states, we systematically heated and cooled (10 cycles) the system and only kept the lowest energy state then obtained . It turns out that for this type of repulsive potential (between counterions) no rough energy landscape appears and thus, the MD method is efficient to find the ground state. First, we checked that this method reproduces well the ground state energies and structures of the simple situations depicted in Fig. 1.

### A Counterion distribution

To characterize the counterion layer structure, we compute the counterion correlation function $`g(r)`$ on the surface of the sphere, defined as:

$$c^2g(r)=\underset{ij}{}\delta (rr_i)\delta (rr_j),$$
(5)
where $`c=N/4\pi a^2`$ is the surface counterion concentration ($`N`$ being the number of counterions), r corresponds to the arc length on the sphere. Note that at zero temperature all equilibrium configurations are identical, thus only one is required to obtain $`g(r)`$. The pair distribution $`g(r)`$ is normalized as follows

$$c_0^{\pi a}2\pi rg(r)𝑑r=(N_c+n1),$$
(6)
where $`N_c=Z_m/Z_c`$ is the number of counterions in the neutral state and $`n`$ is the number of overcharging counterions. Because of the finite size and the topology of the sphere, $`g(r)`$ has a cut-off at $`\pi a`$ (=25.1 $`\sigma `$) and a zero value there. More precisely one cannot state that the uncorrelated case corresponds to $`g(r)=1`$ for the present finite system. Therefore at “large” distance the correlation function differs from the one obtained with an infinite planar object. Furthermore the absolute value of $`g(r)`$ cannot be directly compared to the one obtained with an infinite plane.

Correlation functions for the structural charge $`Z_m=180`$ and for two states of charge, neutral ($`n=0`$) and overcharged ($`n=8`$), can be inspected in Fig. 2. One remarks that both structures are very similar and highly ordered. A snapshot of the ground state structure of the neutral state ($`n=0`$) is depicted in Fig. 3. A visual inspection gives an almost perfect triangular crystalline structure (see Fig. 3). A closer look at Fig. 2 reveals that the $`g(r)`$ of the overcharged state, containing eight more counterions than the neutral one, shows its first peak at some shorter distance compared to the $`g(r)`$ of the neutral state, as is expected for denser systems.

It is also interesting to know how the counterion-layer structure looks like when the system is brought to room temperature $`T_0`$. At non zero temperature, correlation functions are computed by averaging $`_{ij}\delta (rr_i)\delta (rr_j)`$ over 1000 independent equilibrium configurations which are statistically uncorrelated. Results are depicted in Fig. 4 for $`Z_m=180`$ and $`f_m=8\times 10^3`$. As expected the long-range counterion positional order is neatly weaker at room temperature than in the ground state case. Meanwhile, the structure remains very correlated and highly short-range ordered and therefore it is referred as a strongly correlated liquid (SCL) . In terms of Coulomb coupling parameter  $`\mathrm{\Gamma }=Z_c^2l_B/a_{cc}`$ , where $`a_{cc}`$ is the average distance between counterions, we have $`\mathrm{\Gamma }13`$ for $`Z_m=180`$.

### B Energy analysis

As demonstrated in Sec. II, the spatial correlations are fundamental to obtain overcharge. Indeed, if we apply the same procedure and smear $`Z`$ counterions onto the surface of the colloid of radius $`a`$, we obtain for the energy

$$E=l_B\left[\frac{1}{2}\frac{Z^2}{a}\frac{Z_mZ}{a}\right].$$
(7)
The minimum is reached for $`Z=Z_m`$, hence no overcharging occurs.

To generalize results of Sec. II to higher central charges we have considered three macroionic charge $`Z_m`$ of values 50, 90 and 180 corresponding to a surface charge density of one elementary charge per 180, 100 and 50 Å2, respectively. For a given macroion, we always start by adding the exact number of counterions $`N_c`$ to have an electro-neutral system. Once equilibrium of this system is reached, we add the first overcharging counterion and let the new non-neutral system relax, and we repeat this operation a given number of times. The electrostatic energy is computed by summing up the pairwise interactions of Eq. (4) over all pairs.

The electrostatic energy as a function of the number of overcharging counterions $`n`$ is displayed Fig. 5. We note that the maximal (critical) acceptance of $`n`$ (4, 6 and 8) increases with the macroionic charge $`Z_m`$ (50, 90 and 180 respectively). Furthermore for fixed $`n`$, the gain in energy is always increasing with $`Z_m`$. Also, for a given macroionic charge, the gain in energy between two successive overcharged states is decreasing with $`n`$.

The results of Sec. IV A showed that in the ground state the counterions were highly ordered. Rouzina and Bloomfield  first stressed the special importance of these crystalline arrays for interactions of multivalent ions with DNA strands, and later Shklovskii ( and references therein) showed that the Wigner crystal (WC) theory can be applied to determine the interactions in strongly correlated systems. In two recent short contributions  we showed that the overcharging curves obtained by simulations of the ground state, like Fig. 5, can be simply explained by assuming that the energy $`\epsilon `$ per counterion on the surface of a macroion depends linearly on the inverse distance between them, hence is proportional to $`\sqrt{N}`$ for fixed macroion area, where $`N`$ is the total number of counterions on the surface . This can be justified by the WC theory. The idea is that the counterions form an ordered lattice on the surface of a homogeneously charged background of opposite charge, which is also called a One Component Plasma (OCP). Each ion interacts in first approximation only with the oppositely charged background of its Wigner-Seitz (WS) cell, which can be approximated by a disk of radius $`h`$, which possesses the same area as the WS cell. Because we can assume the area of the WS cell to be evenly distributed among the $`N`$ counterions on the sphere’s surface $`A=4\pi a^2`$ we find

$$\pi h^2=\frac{A}{N}=c^1.$$
(8)
The electrostatic interaction energy $`\epsilon ^{(h)}`$ of one counterion with the background of its WS cell can then be determined by

$$ϵ^{(h)}=l_BZ_c^2_0^h2\pi rc\frac{1}{r}𝑑r=2\sqrt{\pi }l_BZ_c^2\sqrt{c},$$
(9)
hence is proportional to $`\sqrt{c}`$, which proves our initial assumption. It is convenient to define $`\mathrm{}=l_BZ_c^2`$ and $`\alpha ^{(h)}=2\sqrt{\pi }3.54`$. For fixed macroion area we can then rewrite Eq. (9) as

$$\epsilon ^{(h)}(N)=\frac{\alpha ^{(h)}\mathrm{}}{\sqrt{A}}\sqrt{N}.$$
(10)
If one computes this value for an infinite plane, where the counterions form an exact triangular lattice, and takes into account all interactions, one obtains the same form as in Eq. (9), but the prefactor $`\alpha ^{(h)}`$ gets replaced by the numerical value $`\alpha ^{WC}=1.96`$. Although the value is almost a factor of two smaller than the simple hole picture suggests, the functional dependence on the concentration is still the same.

Not knowing the precise value of $`\alpha `$ we can still use the simple scaling behavior with $`c`$ to set up an equation to quantify the energy gain $`\mathrm{\Delta }E_1`$ by adding the first overcharging counterion to the colloid. To keep the OCP neutral we imagine adding a homogeneous surface charge density of opposite charge ($`\frac{Z_ce}{A}`$) to the colloid. This ensures that the background still neutralizes the incoming overcharging counterion and we can apply Eq. (10). To cancel our surface charge addition we add another homogeneous surface charge density of opposite sign $`\frac{Z_ce}{A}`$. This surface charge does not interact with the now neutral OCP, but adds a self-energy term of magnitude $`\frac{1}{2}\frac{\mathrm{}}{a}`$, so that the total energy difference for the first overcharging counterion reads as

$$\mathrm{\Delta }E_1=(N_c+1)\epsilon (N_c+1)N_c\epsilon (N_c)+\frac{\mathrm{}}{2a}.$$
(11)
By using Eq. (10) this can be rewritten as

$$\mathrm{\Delta }E_1=\frac{\alpha \mathrm{}}{\sqrt{A}}\left[(N_c+1)^{3/2}N_c^{3/2}\right]+\frac{\mathrm{}}{2a}.$$
(12)
Completely analogously one derives for the energy gain $`\mathrm{\Delta }E_n`$ for $`n`$ overcharging counterions

$$\mathrm{\Delta }E_n=\frac{\alpha \mathrm{}}{\sqrt{A}}\left[(N_c+n)^{3/2}N_c^{3/2}\right]+\frac{\mathrm{}}{a}\frac{n^2}{2}.$$
(13)
Equation (13) can be seen as an approximation of the exact general expression Eq. (1), where the topological term $`f(\theta )`$ is handled by assuming a perfect planar crystalline structure through Eqs. (11-13). Using Eq. (13), where we determined the unknown $`\alpha `$ from the simulation data for $`\mathrm{\Delta }E_1`$ via Eq. (12) we obtain a curve that matches the simulation data almost perfectly, compare Fig. 5. The second term in Equation (13) also shows why the overcharging curves of Fig. 5 are shaped parabolically upwards for larger values of $`n`$.

Using the measured value of $`\alpha `$ we can simply determine the maximally obtainable number $`n_{max}`$ of overcharging counterions by finding the stationary point of Eq. (13) with respect to $`n`$:

$$n_{max}=\frac{9\alpha ^2}{32\pi }+\frac{3\alpha }{4\sqrt{\pi }}\sqrt{N_c}\left[1+\frac{9\alpha ^2}{64\pi N_c}\right]^{1/2}.$$
(14)
The value of $`n_{max}`$ depends only on the number of counterions $`N_c`$ and $`\alpha `$. For large $`N_c`$ Eq. (14) reduces to $`n_{max}\frac{3\alpha }{4\sqrt{\pi }}\sqrt{N_c}`$ which was derived in Ref.  as the low temperature limit of a a neutral system in the presence of salt. What we have shown is that the overcharging in this limit has a pure electrostatic origin, namely it originates from the topological favorable arrangement of the ions around a central charge. In the following we will investigate the behavior of $`\alpha `$ on the surface charge density and on the radius of the macroion.

We have performed simulations for various surface charge densities by keeping $`A`$ fixed and changing $`Z_m=2N_c`$ in the range 2 up to 180. Results can be found in Table II and in Fig. 6. We observe that $`\alpha `$ is already for values of $`N_c`$ as small as two, where one can use the Gillespie rule to calculate the energy exactly, close the planar value $`\alpha ^{(WC)}`$, and actually oscillates around this value. For $`N_C>50`$, one reaches a plateau of $`\alpha =1.86\pm 0.05`$.

This value is about 5% smaller then the one predicted by WC theory, and is presumably due to the finite curvature of the sphere. For large values of the radius $`a`$ we expect $`\alpha `$ to reach the planar limit. To see the rate of convergence we varied***Note that this is the only part of the paper where $`a8\sigma `$.  $`a`$ at a fixed concentration $`c`$. The results can be found in Table III and Fig. 7. For our smallest value of $`a=6\sigma `$ we find $`\alpha =1.91`$. For small $`a`$, which is equivalent to a small number of $`N_c`$, we observe again a slight oscillatory behavior of $`\alpha `$, whereas for our two largest values $`a=80\sigma `$ and $`160\sigma `$ we find up to numerical uncertainties the planar result $`\alpha =\alpha ^{WC}=1.96`$. Again we stress that the numerical value of $`\alpha `$ enters only as a prefactor into the equations which govern the overcharging, it does not change the qualitative behavior.

One could wonder if the results presented above are still valid when the bare central charge of the colloid is replaced by small discrete ions lying on the macroion surface? In fact it has been shown that the energy of the overcharged state (Fig. 5) for random discrete colloidal charge distribution is more or less quantitatively affected  depending on the the valence of the counterions. More precisely it was shown that the overcharge still persists and has a similar (for monovalent counterions) or quasi-identical (for multivalent counterions) behavior to the one depicted in Fig. 5, and this, even if ionic pairing occurs between the counterions and the discrete colloidal charges , that is even when no counterion WC is formed.

### C Macroion-counterion interaction profile

In this part, we study the interaction potential profile at $`T=0K`$ between a neutral effective macroion \[bare macroion + neutralizing counterions\] and one excess overcharging counterion at a distance $`r`$ from the colloid center. The profile is obtained by displacing adiabatically the excess overcharging counterion from infinity towards the macroion. We investigated the case of $`Z_m=2,4,6,8,10,32,50,90,128,180`$, and $`288`$. All curves can be nicely fitted with an exponential fit of the form

$$E_1(r)=\mathrm{\Delta }E_1e^{\tau (ra)},$$
(15)
where $`\mathrm{\Delta }E_1`$ is the measured value for the first overcharging counterion, and $`\tau `$ is the only fit parameter (see Table II). Results for the two values $`Z_m=50`$ and $`180`$ are depicted in Fig. 8. If one plots all our results for $`\tau `$ versus $`\sqrt{N_c}`$ we observe a linear dependence for a wide range of values for $`N_c`$,

$$\tau =m\sqrt{N_c},$$
(16)
with $`m\sigma 0.1`$, as can be inspected in Fig. 9.

This behavior can again be explained using a “WC hole” picture in the limiting situation where $`x:=ra`$ is small (i. e. the displaced counterion is close to the macroion surface). To this end we consider the classical electrostatic interaction $`V_{disk}(x)`$ between a uniformly charged disk (the WC hole \- supposed planar) and a point ion (the displaced counterion) located on the axis of the disk at a distance $`x`$ from its surface, which is given by

$$V_{disk}(x)=2\pi \mathrm{}c(\sqrt{h^2+x^2}x).$$
(17)
As in Eq. (9), $`h=(\pi c)^{1/2}`$ is the hole radius. For small distance $`x`$, we expand Eq. (17)

$$V_{disk}(x)=\epsilon ^{(h)}\left[1\frac{1}{h}x+\frac{1}{2h^2}x^2+𝒪\left(\frac{x^4}{h^4}\right)\right],$$
(18)
where the surface term $`V_{disk}(x=0)=\epsilon ^{(h)}`$ is given by Eq. (9). By expanding the exponential in Eq. (15) to $`2^{nd}`$ order for small $`\tau x`$ we obtain

$$E_1(x)=\mathrm{\Delta }E_1\left[1\tau x+\frac{\tau ^2}{2}x^2+𝒪(\tau ^3x^3)\right].$$
(19)
A comparison between Eq. (19) and Eq. (18) shows that to this order we can identify

$$\tau =\frac{1}{h}=\sqrt{\pi c}=\frac{\sqrt{N_c}}{2a}0.06\sqrt{N_c}.$$
(20)
Comparing this to Eq. (16) we note that this simple illustration gives us already the correct scaling as well as the prefactor up to 30%. We neglected here the effect that the surface concentration changes when the ion is close to the macroion as well as the curvature of the macroion.

## V Two macroions case

In this section we consider two fixed charged spheres of bare charge $`Q_A`$ and $`Q_B`$ separated by a center-center separation $`R`$ and surrounded by their neutralizing counterions. All these ions making up the system are immersed in a cubic box of length $`L=80\sigma `$, and the two macroions are held fixed and disposed symmetrically along the axis passing by the two centers of opposite faces. This leads to a colloid volume fraction $`f_m=2\frac{4}{3}\pi (a/L)^38.4\times 10^3`$. For finite colloidal volume fraction $`f_m`$ and temperature, we know from the study carried out above that in the strong Coulomb coupling regime all counterions are located in a spherical “monolayer” in contact with the macroion. Here, we investigate the mechanism of strong long range attraction stemming from monopole contributions: that is one colloid is overcharged and the other one undercharged.

### A Like charged colloids

#### 1 Observation of metastable ionized states

In the present charge symmetrical situation we have $`Q_A=Q_B=Z_me`$. This system is brought at room temperature $`T_0`$. Initially the counterions are randomly generated inside the box. Figure 10 shows two macroions of bare charge $`Z_m=180`$ surrounded by their quasi-two-dimensional counterions layer. The striking peculiarity in this configuration is that it corresponds to an overcharged and an undercharged sphere. There is one counterion more on the left sphere and one less on the right sphere compared to the bare colloid charge. Such a configuration is referred as ionized state. In a total of 10 typical runs, we observe this phenomenon 5 times. We have also carefully checked against a situation with periodic boundary conditions, yielding identical results. However it is clear that such a state is “metastable” because it is not the lowest energy state. Indeed, in this symmetrical situation the ground state should also be symmetrical so that both colloid should be exactly charge-compensated. Such arguments remain valid even at non-zero temperature as long as the system is strongly energy dominated, which is presently the case. Nevertheless the ionized states observed here seem to have a long life time since even after $`10^8`$ MD time steps this state survives. In fact we could not observe within the actual computation power the recover of the stable neutral state. To understand this phenomenon we are going to estimate the energy barrier involved in such a process.

#### 2 Energy barrier and metastability

To estimate the energy barrier, electrostatic energy profiles at zero temperature were computed, where we move one counterion from the overcharged macroion to the undercharged, restoring the neutral state \[see drawing depicted in Fig. 11(a)\]. We have checked that the path leading to the lowest barrier of such a process corresponds to the line joining the two macroions centers. The simulation data are sketched in Figs. 11(a-b) and were fitted using a similar technique to the single macroion-counterion interaction profile given by Eq. (15), which will be explicitly treated later. The resulting simulated energy barrier $`\mathrm{\Delta }E_{bar}`$ is obtained by taking the difference between the highest energy value of the profile and the ionized state energy (start configuration). Values of $`\mathrm{\Delta }E_{bar}`$ can be found in Table IV for the small macroion separation case $`R/a=2.4`$. One clearly observes a barrier, which increases quasi linearly with the charge $`Z_m`$ for the small colloids separation $`R/a=2.4`$ \[cf. Fig. 11(a) and Table IV\]. The ground state corresponds as expected to the neutral state. Note that the ionized state and the neutral state are separated by only a small energy amount (less than $`2.5`$), the difference being approximately of the order of the monopole contribution $`E=l_B(4/84/11)1.36`$. The physical origin of this barrier can be understood from the single macroion case where we showed that a counterion gains high correlational energy near the surface. This gain is roughly equal for both macroion surfaces and decreases rapidly with increasing distance from the surfaces, leading to the energy barrier with its maximum near the midpoint. For the single macroion case we showed that the correlational energy gain scales with $`\sqrt{Z_m}`$, whereas here we observe a linear behavior of the barrier height with $`Z_m`$. We attribute this effect to additional ionic correlations since both macroions are close enough for their surface ions to interact strongly. For large separations (here $`R/a=4.25`$) we find again that the barrier height increases with $`\sqrt{Z_m}`$, as expected \[see Fig. 11(b) and Table V\]. Furthermore the energy barrier height naturally increases with larger colloidal separation. The $`Z_m`$ dependence of the barrier also shows that at room temperature such ionized states only can occur for large $`Z_m`$. In our case only for $`Z_m=180`$, the ionized state was stable for all accessible computation times. Unfortunately, it is not possible to get a satisfactory accuracy of the energy jumps at non-zero temperatures. Nevertheless, since we are interested in the strong Coulomb coupling regime, which is energy dominated, the zero temperature analysis is sufficient to capture the essential physics.

Simulation results presented in Fig. 11 can be again theoretically well described using the previously exponential profiles obtained for the macroion-displaced counterion in Sec. IV C for a single colloid. For the two macroions case, the general expression for the electrostatic interaction $`E_{bar}(r,R)`$ of the present process can be approximated as

$$E_{bar}(r,R)=\mathrm{\Delta }E_1^{}\mathrm{exp}\left[\tau (ra)\right]+\mathrm{\Delta }E_1^{}\mathrm{exp}\left[\tau (Rra)\right]\frac{\mathrm{}}{Rr},$$
(21)
where $`\mathrm{\Delta }E_1^{}`$ is the “effective” correlational energy gained by the first OC at one macroion surface assumed identical for both colloids. The last term in Eq. (21) corresponds to the additional monopole attractive contribution of the displaced counterion with the undercharged colloid. Fitting parameters ($`\mathrm{\Delta }E_1^{}`$ and $`\tau `$) for $`R/a=2.4`$ and $`R/a=4.25`$ can be found in Tables IV and V respectively. Same values of $`\tau `$ were used here as those of the single macroion case (see Fig. 9 and Table II) . However for the small colloidal separation ($`R/a=2.4`$), due to the extra inter-colloidal surface counterions correlations, we used a slightly larger (absolute) value for $`\mathrm{\Delta }E_1^{}`$ compared to the one ($`\mathrm{\Delta }E_1`$) of an isolated colloid (compare Tables IV and V). This is compatible with the idea that between the two colloids (especially when both spheres come at contact), we have the formation of a “super-layer” which is more dense, thus leading to a smaller hole radius and a higher energy gain. An analysis of the counterions structure of the two macroions reveals that both WC counterion layers are interlocked, that is the projection along the axis passing through the colloid centers gives a superlattice structure (see Fig. 12).

For large colloidal separation ($`R/a=4.25`$), the WC structure on one of the colloids is unperturbed by the presence of the other, hence we can take $`\mathrm{\Delta }E_1^{}=\mathrm{\Delta }E_1`$, and our simulation data can nicely be fitted by the parameters inferred from the single colloid system.

#### 3 Effective forces

Results concerning the effective forces at zero temperature between the two macroions are now investigated which expression is given by

$$F_{eff}(R)=F_{mm}(R)+F_{LJ}+F_{mc},$$
(22)
where $`F_{mm}(R)`$ is the direct Coulomb force between macroions, $`F_{LJ}`$ is the excluded volume force between a given macroion and its surrounding counterions and $`F_{mc}`$ is the Coulomb force between a given macroion and all the counterions. Because of symmetry, we focus on one macroion. To understand the extra-attraction effect of these ionized-like states, we consider three cases: (i) $`F_{ion}=F_{eff}`$ in the ionized state with a charge asymmetry of $`\pm `$ 1 counterion (ii) $`F_{neut}=F_{eff}`$ in the neutral case (iii) $`F_{mono}=F_{eff}`$ simply from the effective monopole contribution. Our results are displayed in Fig. 13 for $`Z_m=180`$ , where the ionized state was also observed at room temperature. The non-compensated case leads to a very important extra attraction. This becomes drastic for the charge asymmetry of $`\pm `$ 2 counterions at short separation $`R/a=2.4`$ leading to a reduced effective attractive force $`Fl_B=10.7`$, a situation which was also observed in our simulation at room temperature. In contrast to previous studies , these attractions are long range. For a sufficiently large macroion separation (from $`3.5a`$), corresponding here roughly to a macroion surface-surface separation of one colloid diameter, the effective force approaches in good approximation the monopole contribution (see Fig. 13).

### B Asymmetrically charged colloids

In this section we investigate the case where the two colloids have different charge densities. We will keep the colloidal radii $`a`$ fixed, but vary the bare colloidal charges. The charge on sphere A is fixed at $`Z_A=180`$, and sphere B carries variable charges with $`Z_B`$ (where $`Z_B<Z_A`$) ranging from 30 up to 150. Global electroneutrality is ensured by adding $`N_A+N_B`$ divalent counterions, with $`N_A=Z_A/Z_c`$, and $`N_B=Z_B/Z_c`$. In this way we vary the bare counterion concentrations $`c_i=\sqrt{N_i/4\pi a^2}`$, where $`i`$ stands for $`A`$ or $`B`$.

#### 1 Ground state analysis

We start out again with studying the ground state of such a system. The electrostatic energy of the system is investigated for different uncompensated bare charge cases (ionized states) by simply summing up Eq. (4) over all Coulomb pairs. We define the degree of ionization (DI) as the number of counterions overcharging colloid A (or, equivalently, undercharging colloid B). The system is prepared in various DI and we measure the respective energies. These states are separated by kinetic energy barriers, as was demonstrated above. We consider three typical macroionic charges $`Z_B`$ (30, 90 and 150) and separations $`R/a`$ (2.4, 3.0 and 4.25). The main results of the present section are given in Fig. 14. For the largest separation $`R/a=4.25`$ and largest charge $`Z_B=150`$ \[see Fig. 14(a)\], one notices that the ground state corresponds to the classical compensated bare charge situation \[referred as the neutral state (DI=0)\]. Moreover the energy increases stronger than linear with the degree of ionization. If one diminishes the bare charge $`Z_B`$ to 90 and 30, the ground state is actually the ionized state for a DI of 1 and 3, respectively. The ionized ground state is about 8 and 36 , respectively, lower in energy compared to the neutral state. This shows that even for a relative large colloid separation, stable ionized states should exist for sufficient low temperatures and that their stability is a function of their charge asymmetry.

For a shorter separation $`R/a=3.0`$, ionized ground states are found \[see Fig. 14(b)\] for the same charges $`Z_B`$ as previously. Nevertheless, in the ground state the DI is now increased and it corresponds to 2 and 4 for $`Z_B=90`$ and 30 respectively. The gain in energy is also significantly enhanced. For the shortest separation under consideration $`R/a=2.4`$ \[see Fig. 14(c)\], the ground state corresponds for all investigated values of $`Z_B`$ to the ionized state, even for $`Z_B=150`$. We conclude that decreasing the macroion separation R enhances the degree of ionization and the stability of the ionized state.

To understand this ionization phenomenon, it is sufficient to refer to an isolated macroion surrounded by its neutralizing counterions. We have investigated the energies involved in the ionization (taking out counterions). The complementary process of overcharging (adding counterions) has already been investigated (see Fig. 5). A derivation of the formula describing the ionization energy $`\mathrm{\Delta }E^{ion}`$ proceeds completely analogously to the one carried out for the overcharging Eq. (13) and gives for the $`n^{th}`$ degree of ionization

$$\mathrm{\Delta }E_n^{ion}=\frac{\alpha ^B\mathrm{}}{\sqrt{A}}\left[(N_Bn)^{3/2}N_B^{3/2}\right]+\frac{\mathrm{}}{a}\frac{n^2}{2},$$
(23)
where $`\alpha ^{A,B}`$ are the values of $`\alpha `$ belonging to colloid $`A`$ and $`B`$, respectively. In Fig. 15 we compare the predictions of Eqs. (13, 23) to our simulation data, which shows excellent agreement. Our numerical data for $`\mathrm{\Delta }E_1^{ion}`$ for $`N_B=15`$, 45, and 75, the value of $`\mathrm{\Delta }E_1^{OC}`$ for $`N_A=90`$ (overcharging process), as well as the corresponding values for $`\alpha `$, which have been used for Fig. 15 can be found in Table II.

With the help of Eqs. (13, 23), one can try to predict the curves of Fig. 14 for finite center-center separation R. Using for colloid $`A`$ and $`B`$ the measured values $`\alpha ^A`$ and $`\alpha ^B`$, we obtain for the electrostatic energy difference at finite center-center separation $`R`$

$`\mathrm{\Delta }E_n(R)`$ $`=`$ $`\mathrm{\Delta }E_n^{ion}+\mathrm{\Delta }E_n^{OC}`$ (24)
$`=`$ $`{\displaystyle \frac{3n\alpha ^B\mathrm{}}{2\sqrt{A}}}\sqrt{N_B}\left[1{\displaystyle \frac{n}{4N_B}}+𝒪\left({\displaystyle \frac{n^2}{N_B^2}}\right)\right]{\displaystyle \frac{3n\alpha ^A\mathrm{}}{2\sqrt{A}}}\sqrt{N_A}\left[1+{\displaystyle \frac{n}{4N_A}}+𝒪\left({\displaystyle \frac{n^2}{N_A^2}}\right)\right]`$ (26)
$`+{\displaystyle \frac{n^2\mathrm{}}{a}}(1{\displaystyle \frac{a}{R}}).`$
The quality of the theoretical curves can be inspected in Fig. 14. The prediction is is very good for large separations, but the discrepancies become larger for smaller separations, and one observes that the actual simulated energies are lower. Improvements could be achieved by including polarization effects along the ideas leading to Eq. ((21), by adjusting, for example, $`\alpha ^A`$ and $`\alpha ^B`$. More important, the physical interpretation of Eq. (26) is straightforward. The left two terms represent the difference in correlation energy, and last term on the right the monopole penalty due to the ionization and overcharging process. This means that the correlational energy gained by overcharging the highly charged colloid A must overcome the loss of correlation energy as well as the monopole contribution (two penalties) involved in the ionization of colloid B. With the help of Eq. (26) we can establish a simple criterion (more specifically a sufficient condition), valid for large macroionic separations, for the charge asymmetry $`\sqrt{N_A}\sqrt{N_B}`$ to produce an ionized ground state of two unlike charged colloids with the same size:

$$\left(\sqrt{N_A}\sqrt{N_B}\right)>\frac{4\sqrt{\pi }}{3\alpha }.$$
(27)
Referring to Fig. (15) this criterion is met when the overcharge curve (changed sign) is higher than the ionization curve.

If one uses the parameters of the present study one finds the requirement $`N_B<66`$ to get a stable ionized state. This is consistent with our findings where we show in Fig. 14 that for $`N_B=75`$, and R/a = 4.25, no ionized ground state exists whereas for $`N_B=60`$ we observed one even for infinite separation (not reported here). The criterion Eq. (27) is merely a sufficient condition, since we showed in Fig. 14 that when the colloids are close enough this ionized state can appear even for smaller macroion charge asymmetry due to enhanced inter-colloidal correlations. At this stage, we would like to stress again, that the appearance of a stable ionized ground state is due merely to correlation. An analogous consideration with smeared out counterion distributions along the lines of Eq. (7) will again always lead to two colloids exactly neutralized by their counterions . Our energetical arguments are quite different from the situation encountered at finite temperatures, because in this case even a Poisson-Boltzmann description would lead to an asymmetric counterion distribution. However, in the latter case this happens due to pure entropic reasons, namely in the limit of high temperatures, the counterions want to be evenly distributed in space, leading to an effective charge asymmetry.

At this stage, on looking at the results presented above, it appears natural and straightforward to establish an analogy with the concept of ionic bonding. It is well known in chemistry that the electro-negativity concept provides a simple yet powerful way to predict the nature of the chemical bonding . If one refers to the original definition of the electro-negativity given by Pauling : “the power of an atom in a molecule to attract electrons to itself”, the role of the bare charge asymmetry becomes obvious. Indeed, it has an equivalent role at the mesoscopic scale as the electron affinity at the microscopic scale. Another interesting analogy is the influence of the colloidal separation on the stability of the ionized state. Like in diatomic molecules, the ionized state will be (very) stable only for sufficiently short colloid separations. Nevertheless, one should not push this analogy too far. One point where it breaks down concerns the existence of an ionized ground state in colloidal system for large colloid separation, providing that the difference in the counterion concentration on the surface is large enough. In an atomistic system this is impossible since even for the most favorable thermodynamical case, namely CsCl, there is a cost in energy to transfer an electron from a cesium atom to a chlorine atom. Indeed, the smallest existing ionization energy (for Cs, 376 kJ mol-1) is greater in magnitude than the largest existing electron affinity (for Cs, 349 kJ mol-1). In other terms, for atoms separated by large distances in the gas phase, electron transfer to form ions is always energetically unfavorable.

#### 2 Finite temperature analysis

As a last result, aimed at experimental verification, we show that an ionized state can also exist spontaneously at room temperature $`T_0`$. Figure 16 shows the time evolution of the electrostatic energy of a system $`Z_A=180`$ with $`Z_B=30`$, $`R/a=2.4`$ and $`f_m=710^3`$, where the starting configuration is the neutral state (DI = 0). One clearly observes two jumps in energy, $`\mathrm{\Delta }E_1=19.5`$ and $`\mathrm{\Delta }E_2=17.4`$, which corresponds each to a counterion transfer from colloid B to colloid A. These values are consistent with the ones obtained for the ground state, which are$`20.1`$ and $`16.3`$ respectively. Note that this ionized state (DI = 2) is more stable than the neutral but is expected to be metastable, since it was shown previously that the most stable ground state corresponds to DI = 5. The other stable ionized states for higher DI are not accessible with reasonable computer time because of the high energy barrier made up of the correlational term and the monopole term which increases with DI . In Fig. 17 we display a typical snapshot of the ionized state (DI = 2) of this system at room temperature.

Obviously, these results are not expected by a DLVO theory even in the asymmetric case (see e. g. ). Previous simulations of asymmetric (charge and size) spherical macroions  were also far away to predict such a phenomenon since the Coulomb coupling was weak (water, monovalent counterions).

## VI Concluding remarks

In summary, we have shown that the ground state of a charged sphere in the presence of excess counterions is always overcharged. A sufficiently charged colloid can in principle be highly overcharged due to counterion mediated correlation effects, and this phenomenon is quantitatively well described by a simple version of Wigner crystal theory. In the strong Coulomb coupling regime, the energy gain of a single excess ion close to a counterion layer can be of the order of many tens of $`k_BT_0`$. Furthermore we demonstrated that the electrostatic interaction between a counterion and a macroion effectively neutralized by its counterions decays exponentially on a length scale which is equal to the Wigner crystal hole radius.

We further found that for two like-charged macroions (symmetric case), an initially randomly placed counterion cloud of their neutralizing divalent counterions may not be equally distributed after relaxation, leading to two macroions of opposite net charges. This is due to the short range WC attraction which leads to this energetically favorable overcharged state. The resulting configuration is metastable, however separated by an energy barrier of several $`k_BT_0`$ when the bare charge is sufficiently large, and can thus survive for long times. Such configuration possess a natural strong long range attraction.

In return, if the symmetry in the counterion concentration on the colloidal surface is sufficiently broken, the ionized state can be stable. The ground state of such a system is mainly governed by two important parameters, namely the asymmetry in the counterion concentration determined by $`\sqrt{c_A}\sqrt{c_B}`$, and the colloid separation R. If the counterion concentration difference is high enough, the ground state corresponds to an ionized state, whatever the macroions separation $`R`$ is. However, the degree of ionization depends on R. Besides, for large R, we have established a criterion, allowing to predict when a stable ionized configuration can be expected. The counterion concentration difference plays an analogous role to the electron affinity between two atoms forming a molecule with ionic bonding. We demonstrated that the results presented here for the ground state can lead to a stable ionic state even at room temperature providing that the Coulomb coupling and/or the counterion concentration asymmetry is sufficiently large. This is also a possible mechanism which could lead to strong long range attractions, even in bulk. Future work will treat the case where salt ions are present.

###### Acknowledgements.

This work is supported by Laboratoires Européens Associés (LEA) and a computer time grant hkf06 from NIC Jülich. We acknowledge helpful discussions with B. Jönsson, R. Kjellander, H. Schiessel, and B. Shklovskii.


text:
# Orbital Correlations in the Ferromagnetic Half-Metal 𝐶𝑟𝑂₂

\[

## Abstract

We deduce a model relevant for the description of the ferromagnetic half-metal Chromium dioxide ($`CrO_2`$), widely used in magnetic recording technology. The model describes the effect of dynamical, local orbital correlations arising from local quantum chemistry of the material. A finite temperature solution of the model in $`d=\mathrm{}`$ provides a natural explanation of the optical response, photoemission, resistivity and the large Woods-Saxon ratio observed in experiments. Our study confirms the important role of many body dynamical correlation effects for a proper understanding of the metallic phase of $`CrO_2`$.

\]

Colossal Magnetoresistive (CMR) materials have been the focus of renewed theoretical and experimental investigations  in recent years, given their obvious technological potential. Interest has mainly been centered around the manganites, where the interesting ferromagnetic metallic regime is driven by the double-exchange (DE) mechanism, though a unified understanding of the correlated nature of the metallic state itself, as well as the high-$`T`$ insulating paramagnet, requires consideration of orbital correlations and the Jahn-Teller (JT) distortion on an equal footing with the DE ferromagnetism.

Some attention has also focused on $`CrO_2`$, widely used in magnetic recording tapes. In contrast to the manganites, stoichiometric $`CrO_2`$ is already a ferromagnetic metal. Given the formal $`4+`$ valence state of $`Cr`$, the two $`3d`$ electrons occupy the $`t_{2g}`$ orbitals. One would intuitively expect to form $`S=1`$ spin on each site, and an antiferromagnetic Mott insulator. Why $`CrO_2`$ is a ferromagnetic metal instead, has been answered by Korotin et al , who have carried out insightful (LDA + U) calculations for this material. Their main conclusions are: (i) the $`O`$ $`2p`$ band(s) act, atleast partially, as electron (or hole) reservoirs resulting in $`Cr`$ being mixed-valent (like $`Mn`$ in doped manganites), explaining metallicity, (ii) an almost dispersionless majority spin band of predominantly $`d`$ character at about $`1eV`$ below $`E_F`$ over a large region of the Brillouin zone. This corresponds to strongly localized $`xy`$ orbitals completely occupied by one majority spin electron. On the other hand, the $`d`$ states of predominantly $`d_{yz+zx}`$ character hybridize with the $`O`$ $`2p`$ band and disperse, crossing $`E_F`$. The Hund’s rule coupling between the localized $`d_{xy}`$ spin and the spin density of the band $`d_{yz+zx}`$ electrons polarizes the latter, giving a ferromagnetic state via the double-exchange mechanism. Thus, both the metallicity and ferromagnetism are correlated well with each other.

A closer examination reveals that the metallic state of $`CrO_2`$ is strongly correlated, implying that many-body correlation effects beyond the local-density approximation (LDA)  (or its variants) need to be considered. A number of experimental observations tend to support such a picture:

(1) Polarization dependent XPS measurements reveal substantial ligand orbital polarization. An exchange splitting energy of $`\mathrm{\Delta }_{exspl}3.2`$ eV was deduced , implying substantial correlation effects. On the other hand, LSDA calculations yield $`\mathrm{\Delta }_{exspl}1.8eV`$!

(2) The resistivity shows a behavior characteristic of correlated Fermi liquids : $`\rho (T)=\rho _0+AT^2+BT^{7/2}`$, the last term coming from the carrier scattering of two-magnon fluctuations in a double-exchange ferromagnet . A similar kind of behavior has also been observed in the CMR manganites in the FM metallic phase . In fact, $`CrO_2`$ falls into the “bad metal” classification, with high-$`T`$ ($`T>T_c^{FM}=390K`$) resistivity exceeding the Mott limit . The coefficient $`A`$ is large, and in fact the ratio $`A/\gamma ^2`$ ($`\gamma `$ is the coeeficient of the linear term in the electronic specific heat) is close to the value expected for heavy-fermion metals , implying substantial correlation effects in the Cr $`d`$-band.

(3) Additional evidence comes from the optical conductivity data, which reveals a Drude conductivity at low energies, followed by a broad bump around $`0.8eV`$ and high-energy features centered around $`3eV`$ . While the Drude part is understandable within the LSDA approach, the other features mentioned above are seen at energies that are systematically $`1020`$ percent lower than those predicted by the LSDA calculation, showing up the importance of correlation effects in this material .

(4) Additionally, recent magnetotransport measurements show interesting features. Firstly, the magnetoresistance is linear in fields upto $`1`$ Tesla, and shows no evident relation with the magnetization . On the other hand, it was found that the longitudinal and transverse MR is negative and increases linearly with field for $`T>200`$K, while having a concave shape as a function of field for lower $`T`$ , passing through minima as functions of field around $`T200`$K. It is interesting to notice that similar behavior is also observed for manganites, $`La_{1x}Sr_xMnO_3`$ with $`x=0.175,0.2`$ . An understanding of the observed crossovers around $`T=200`$K requires the consideration of additional mechanism(s) over and above the double-exchange interaction, since these features occur deep inside the ferromagnetic metallic phase ($`T_c=390`$K).

(5) Existing photoemission data on $`CrO_2`$ show features that are more characteristic of a semiconductor with vanishing DOS at the Fermi level than of a good metal , completely consistent with the ”bad metal” classification made in the resistivity measurements. Such features, also observed in the metallic FM state of the CMR manganites, have been linked to the strong Jahn-Teller distortions known to exist for CMR manganites . However, neither the static J-T distortion, nor the doping-induced static disorder is present in $`CrO_2`$, leaving one to look for alternative scenarios to understand the suppression of low-energy spectral weight in PES.

We start by noticing that the emergence of a coherent, strongly correlated Fermi liquid scale required to understand the above features is out of reach of LDA based calculations (within which a large Woods-Saxon ratio is inexplicable, for example), as well as of calculations based on pure double exchange models. This is because these features are observed deep inside the ferromagnetic metallic state, and are thus related to additional scattering mechanisms in a half-metallic situation (where one deals with a fully spin-polarized band). In this paper, we argue that the above effects can indeed be understood by invoking the important role of strong local, orbital correlations in the $`t_{2g}`$ sector (see below).

An understanding of features mentioned above should go hand-in-hand with the basic electronic structure. In this context, the LSDA+U calculation carried out by Korotin et al.  already provides the necessary ingredients to pursue more detailed investigations. The necessary ingredients seem to be: (1) Strong, local Hubbard $`U`$ and Hund’s rule coupling, $`J_H`$. (2) Hybridization of the $`d_{yz+xz}`$ band with the $`p`$ band of the $`O`$, resulting in $`Cr`$ being mixed-valent, like $`Mn`$ in the manganites. As pointed out in , the fact that $`CrO_2`$ is in the class of negative charge-transfer gap materials makes this $`dp`$ hybrid band self-doped. The well known double-exchange mechanism then drives the FM metallic phase.

An examination of Figs. (3)-(4) of Ref.  shows that the the bands crossing the Fermi level have comparable $`d_{xz+yz}`$ and $`d_{yzzx}`$ character, as well as a non-dispersive $`d_{xy}`$ band centered $`1eV`$ below $`\mu `$. We shall consider the $`O`$ band to act solely as a reservoir of carriers, serving to make the $`d`$-band manifold non-half-filled . The almost complete spin polarization tells us that the local Hund’s rule coupling is strong. If this is so, we have to assume that the on-site Coulomb repulsion (the intra-orbital Hubbard $`U`$) is stronger. Given the above, we are then led to consider a two-orbital Hubbard-like model in the double exchange (DE) limit, $`U,J_H>>t_{a,b}`$ ($`a,b`$ label orbital indices). The relevant minimal model for our purpose is written as,

$$H=H_1+H_2$$
(1)
where

$$H_1=\underset{<ij>\sigma }{}t_{ij}^{ab}(c_{ia\sigma }^{}c_{jb\sigma }+h.c)+U\underset{i}{}(n_{ia}n_{ia}+ab)$$
(2)
and

$$H_2=U_{ab}\underset{i\sigma \sigma ^{}}{}n_{ia\sigma }n_{ib\sigma ^{}}J_H\underset{i}{}𝐒_𝐢(\sigma _𝐢^𝐚+\sigma _𝐢^𝐛)$$
(3)
In the above, we shall assume that the effects of the actual bandstructure have been incorporated into the effective hopping strengths by fitting the idealized bandstructure to the actual one; this has been employed with much success for the cuprates . We shall henceforth treat the $`t^{ab}`$ as parameters of the effective model above. $`U_{ab}`$ is the local, inter-orbital Coulomb repulsion, $`𝐒_𝐢`$ is the localized spin in the $`d_{xy}`$ orbital, and that $`a=d_{xz+yz}`$ and $`b=d_{yzzx}`$. In the DE limit, the states corresponding to a carrier aligned antiparallel to the core-spin are projected out, and so one can drop the spin indices in the above eqn, at the price of introducing a magnetization-dependent hopping, $`t_{ij}^{ab}=t_{ij}^{ab}(𝐒)`$. In this situation, the orbital index plays the role of the spin, and so one is finally left with a generalized Hubbard model in orbital space. To proceed, we will further make an assumption which does not qualitatively affect the final conclusions (see below). We will assume that the hopping matrix is diagonal in orbital space, $`t_{ij}^{ab}=t_{ij}\delta _{ab}`$ , and choose $`t^{aa}=t_1`$ and $`t^{bb}=t_2`$. Finally, we introduce new fermion operators, $`c_{}=(c_a+c_b)/\sqrt{2}`$, and $`c_{}=(c_ac_b)/\sqrt{2}`$. The Hamiltonian now becomes,

$$H=\underset{<ij>\sigma }{}t_\sigma (𝐒)(c_{i\sigma }^{}c_{j\sigma }+h.c)+U\underset{i}{}n_in_i$$
(4)
At low-$`T`$ ($`<T_c^{FM}=390`$K), the hopping is a function of the magnetization, $`t_\sigma (𝐒)=t_\sigma (M)=t_\sigma [1+<S_i^zS_j^z>/2S^2]^{1/2}`$ with $`M=N^1_i<S_i^z>`$, so one has to deal with a Hubbard model in orbital space with an orbital pseudo-spin and magnetization dependent hopping. In the above eqn. (4), $`t_{}=(t_1+t_2)`$, and $`t_{}=(t_1t_2)`$. The case $`t_1=t_2`$ has been considered in , where the anomalous FM metallic phase of the manganites is sought to be understood in terms of the non-FL state of the effective Falicov-Kimball model in $`d=\mathrm{}`$ . An exact solution of the FKM in this limit reveals that the non-FL behavior is driven by a divergence in the local excitonic correlation function at low energy. In contrast, there is evidence that the FM metallic phase in $`CrO_2`$ as well as in $`La_{0.7}Sr_{0.3}MnO_3`$ is a correlated Fermi liquid at low $`T`$, requiring us to work with the model, eqn. (4).

In what follows, we will explain much of the observed features mentioned above in terms of the $`d=\mathrm{}`$ solution of the effective Hubbard model (eqn. (4)). To understand where the local FL behavior comes from, we notice that the model, eqn. (4) with $`t_1=t_2`$, can be mapped onto the x-ray edge problem with the recoilless local scatterer (the $``$-spins) right at the Fermi surface. In this case, the spectral fn. of the $``$-spin fermion, as well as that of the “exciton”  is divergent at low energy. The case $`t_1t_2`$ corresponds to allowing the scatterer to recoil, killing the infrared divergence and restoring FL behavior at low $`T`$ ($`T<E_R`$, the recoil energy of the $``$-spin ). In the $`d=\mathrm{}`$ solution of the model, however, FL coherence sets in below the lattice coherence scale, $`T_{coh}`$ (related to $`t_1t_2`$).

It is instructive to summarize what is known about the Hubbard-like model, eqn. (4), in the $`d=\mathrm{}`$ limit . Above $`T_{coh}`$, the metallic state off half-filling is not a Fermi liquid, and the dynamics of the carriers is determined by inelastic scattering off the effectively unquenched local moments (orbital moments in our approach). Below $`T_{coh}`$, the local moments are screened by the “conduction electron” spin density, giving a Fermi liquid response. This coherence scale can be driven quite low for given $`t_1t_2`$ resulting in an anomalous response at not too low $`T`$. In particular, the suppression of quasiparticle features in the local DOS for $`T>T_{coh}`$  would result in: (a) a non-Drude optical response, (b) a pseudogap feature in photoemission, (c) absence of the $`T^2`$ term in the resistivity and an anomalous $`T`$-dependence of the Hall constant , and (d) lastly, one would expect the FL coherent response below $`T_{coh}`$ to manifest itself in these responses as $`T`$ is lowered. In particular, below $`T_{coh}`$, one expects a $`T^2`$ component in the resistivity, a low energy Drude response in the optical conductivity, a coherent feature in the photoemission lineshape at the Fermi surface, and a $`T`$-independent normal Hall constant (the anomalous Hall effect requires more work ).

Given that the para-orbital metallic state of the above model with $`t_1t_2`$ is a correlated Fermi liquid, one expects perturbations like disorder to tilt the balance in favor of low-energy incoherence. In particular, with modest disorder , the incoherent metallic state gives rise to an incoherent lineshape in PES and a pseudogapped behavior in the optical response, even at low-$`T`$.

With this information in mind, we are ready to discuss our results. In our calculations, we have employed a gaussian unperturbed DOS, and two values of temperature: $`T=0.01D`$ and $`T=0.1D`$ ($`D`$ is the half-width of the gaussian). We have chosen $`U_{ab}=3D_{}`$, where $`D_{}`$ is the effective $``$-spin bandwidth, and the bandfilling, $`n=n_{}+n_{}=0.8`$. In the $`d=\mathrm{}`$ approximation that we use, $`t_\sigma (M)=t_\sigma [(1+M^2(T))/2]^{1/2}`$ with $`M(T)`$ taken from the spherical model limit for the Heisenberg model.

In $`d=\mathrm{}`$, all relevant information about the local dynamical fluctuations is encoded in a purely local irreducible self-energy, $`\mathrm{\Sigma }(\omega )`$, entering the lattice Green function for the model under consideration:

$$G(k,\omega )=G(ϵ_k,\omega )=\frac{1}{\omega +\mu ϵ_k\mathrm{\Sigma }(\omega )}$$
(5)
To solve the model in $`d=\mathrm{}`$ requires a reliable way to solve the single impurity Anderson model (SIAM) embedded in a dynamical bath described by the hybridization fn. $`\mathrm{\Delta }(\omega )`$. There is an additional condition that completes the selfconsistency:

$$𝑑ϵG(ϵ,\omega )\rho _0(ϵ)=\frac{1}{\omega +\mu \mathrm{\Delta }(\omega )\mathrm{\Sigma }(\omega )}$$
(6)
where $`\rho _0(ϵ)`$ is the free DOS ($`U=0`$). The above eqns. (4)-(6) refer to the disorder-free Hubbard model. In $`d=\mathrm{}`$, this is sufficient to compute the transport, because the vertex corrections in the Bethe Salpeter eqn. for the conductivity vanish identically in this limit . Thus, the conductivity is fully determined by the basic bubble diagram made up of fully interating local GFs of the lattice model.

The optical conductivity is computable in terms of the full $`d=\mathrm{}`$ GFs as follows :

$$\sigma _{xx}(i\omega )=\frac{1}{i\omega }𝑑ϵ\rho _0(ϵ)\underset{i\nu }{}G(ϵ,i\nu )G(ϵ,i\nu +i\omega )$$
(7)
and the dc resistivity is just $`\rho _{dc}(T)=1/\sigma _{xx}(0,T)`$.

To solve the impurity model, we have used the iterated perturbation theory adapted to our model. We use the IPT because it is analytic in $`U`$ and yields results in good agreement with exact diagonalization studies . In view of the ability of the IPT to reproduce all the qualitative aspects observed in $`\sigma _{xx}(\omega )`$, we believe that is a good tool in the present case. We mention that we have extended the IPT off half-filling to finite temperatures (as far as we are aware, such an undertaking has not been carried out earlier). We have checked that our results agree fully with those obtained by others at $`T=0`$.

The photoemission lineshape is given simply by,

$$I_{PES}(\omega )=\rho (\omega \mu ,T)f(\omega \mu )$$
(8)
where $`f(\omega )=(e^{\omega /T}+1)^1`$ is the Fermi fn.

To make closer contact with experiment, we notice that, in $`CrO_2`$, $`Cr`$ exists in two crystallographically inequivalent sites, resulting from a particular kind of orbital ordering . The potential fluctuation arising from this is of order of the crystal field splitting ($`11.5`$ eV), providing an intrinsic source of disorder scattering (especially at $`T300`$K at which the PES experiment was performed), further reducing the coherent spectral weight at $`\mu `$. Hence, we have considered the effects of scattering off an additional local, static and random potential $`v=U/4`$, assuming a binary distribution, $`P(v_i)=[\delta (v_i)+\delta (v_iv)]/2`$ (an additional assumption is that the material is composed of an equal composition of the two inequivalent sites). To this purpose we have used the IPT (for correlations) in combination with the CPA for disorder, in a selfconsistent way .

In Fig. 1, we show the local spectral density, $`\rho (\omega )`$ for our model at different $`T`$ for $`U/D=3.0`$ This ratio was chosen because we are interested in dealing with the metallic phase here. It is clearly seen that the collective “Kondo” resonance is strongly $`T`$ dependent because of particle-hole pair generation; above $`TT_{coh}=0.13`$, the coherent feature is completely washed out, and the physics is understood in terms of carriers scattered inelastically off effectively unquenched orbital moments, in analogy with the situation in the usual Hubbard model. This has important consequences for the optical and spectroscopic response, as we describe below.

At low $`T`$, the optical conductivity shows a sharp Drude peak characteristic of a correlated FL metal. This peak carries a small part of the total spectral weight, and most of it is distributed over a wide energy scale of $`3eV`$, comprising the rather well pronounced mid-IR absorption and higher energy features (Fig. 2). Increasing $`T`$ ($`T=0.1D`$), we see that the Drude weight is reduced and the higher energy features are smoothened out, again resembling qualitatively the situation in $`CrO_2`$ .

The d.c resistivity (not shown) is computed from the $`\omega =0`$ part of the optical conductivity, and clearly exhibits the quadratic behavior in $`T`$:

$$\rho _{dc}(T)\tau ^1(T)=\pi ^2(U^2/D^3)n/2(1n/2)T^2$$
(9)
With an effective mass enhancement of approximately $`3`$ for $`U_{ab}/D=3.0`$, $`n=\mathrm{1.3.10}^{28}m^3`$, $`\rho (\mu )=0.55eV^1`$ and $`n=0.8`$, we obtain $`A/\gamma ^24510^5`$, as reported in Ref. .

Next we turn to angle integrated photoemission, which measures the occupied part of the single-particle DOS, in Fig. 3. As expected from the $`T`$-variation of the DOS, we see a sharp Fermi step at $`T=0.01D`$, a reduced step feature at $`T=0.1D`$, and completely incoherent response in the pseudogap phase. A comparison of the results with those observed experimentally shows that the calculated spectral weight at the Fermi surface ($`\omega =0`$) is quite

small, but still finite, while complete depletion of the low energy spectral weight is observed experimentally. The almost complete depletion of the low-energy spectral weight observed experimentally is then interpreted in terms of the $`T`$-dependence of the local spectral density. If the temperature of measurement is higher than the lattice coherence scale, the FL-like feature is washed out, reducing the spectral weight at $`\mu `$, and making the intensity resemble that of a semiconductor. In this context, we would like to mention that the PES experiment was carried out at $`T=300`$ K, which is pretty high. The calculation carried out above does yield an incoherent response at $`T=0.1D`$ and the spectral weight at $`\mu `$ is quite small but is still non-vanishing at $`\mu `$.

As we have mentioned before, the results for a moderate disorder $`v=U/4`$ resemble experimental observations more closely (fig. 3). However, it may also be the case that short-ranged orbital correlations enhance the tendency to open up a pseudogap, reducing the DOS beyond that found in the $`d=\mathrm{}`$ calculation. At this moment, this discrepancy between theory and experiment remains unclear. A more precise undertaking should also include the real bandstructure of $`CrO_2`$; in this context, we notice that the LDA calculations already yield a dip in the DOS at $`E_F`$ . We are of the opinion that the real situation involves a combination of all the above factors, and plan to address these in a future publication. We suggest that more information concerning the $`T`$-dependence of the low-energy spectral weight, could be obtained from a simultaneous study of optical and PES spectra taken at different temperatures across the ferro-para transition. This could be used to discriminate between different scenarios proposed for $`CrO_2`$. If the ideas proposed here are correct, one expects a $`T`$-dependent build-up of coherent spectral weight at low energy as $`T`$ is lowered through the para-ferro transition.

Finally, we observe that the model hamiltonian proposed in this paper can explain the orbital polarization observed by Stagarescu et al. . Indeed, for a generic choice of the $`t_\alpha ,\alpha =1,2`$, with $`t_1t_2`$, an orbital polarization is spontaneously generated in our model. A complete analysis of these effects requires consideration of actual bandstructure within the $`d=\mathrm{}`$ approximation that we’ve used here, and we plan to treat this issue in the future.

In conclusion, we have shown, based on the LDA+U results of Korotin et al. , how the various observed “strongly correlated” properties of the half-metallic ferromagnet $`CrO_2`$ can be understood by invoking the role of dynamical orbital correlations and Hund’s rule double exchange in the $`t_{2g}`$ sector. The treatment presented here should also be valid for other transition metal based half-metallic ferromagnets . Our results are consistent with the view that LSDA calculations  need to be supplemented by treatments including dynamical correlation effects to understand the physics of $`CrO_2`$.

###### Acknowledgements.

MSL acknowledges the financial support of the SfB341 of the German DPG. LC was supported by the Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP).


text:
# 1 Introduction and Review

## 1 Introduction and Review

It has been recently shown that noncommutative spaces, with the coordinates satisfying

$$[x^\mu ,x^\nu ]=i\theta ^{\mu \nu },$$
(1.1)
arise as the worldvolume theory of $`Dp`$-branes in a $`B_{\mu \nu }`$-field background (for a review see ). Also it has been shown that the low energy theory of such branes is a NC$`U(1)`$ SYM theory. Similar to the commutative case, when $`N`$ number of such branes coincide this gauge symmetry is enhanced NC$`U(n)`$. For the $`\theta ^{0\mu }=0`$, the magnetic B-field, cases the large $`n`$ limit of noncommutative gauge theories can be studied through a generalized form of gravity/gauge theory correspondence .

The case $`\theta ^{0\mu }0`$, the electric B-field, seems to be more interesting because, $`i)`$ as a field theory they are not unitary and hence not a well-defined quantum field theory . $`ii)`$ for the 3+1 dimensional case, they appear as the strong coupling limit of NC$`U(n)`$ theory . The latter can be understood noting the Montonen-Olive duality and also the fact that the B-field background can be thought as the non-zero electric and magnetic background fields of the $`U(n)`$ gauge theory. Under the S-duality the electric and magnetic fields are replaced while the coupling goes to one over itself, i.e. in the strong coupling a magnetic noncommutative theory is mapped into an electric one, though in the critical electric field limit . Intuitively, the open strings attached to D-branes+B-field are electric dipoles , and the critical $`E`$ limit occurs when the tension of the open strings becomes equal to the force on this electric dipole .

One can show that in this limit the closed strings of the bulk gravity theory become infinitely massive (compared to open strings) and hence they decouple from the dynamics of the theory. So in the end, in the critical $`E`$ limit, we remain with a theory of noncommutative open string , NCOS, without any closed string states . The above argument is quite general and is true for $`Dp`$-branes, $`p=1,2,..,5`$, however here we only focus on the $`p=3`$ case. It is interesting to study the dualities, S and T, for this case.

In the next section we construct the most general 3+1 noncommutative open strings and then study the behaviour of these theories under the usual IIB S-duality transformation. We show that under S-duality in general a NCOS is mapped into another NCOS . However, there are some special cases for which a NCOS goes to a NCSYM .

In section 4, we compactify the 3+1 NCOS on a $`T_\theta ^2`$, so that the magnetic component of the B-field of our NCOS theory has a non-zero flux on the torus. We show that the NCOS, although being an open string theory without any closed strings, enjoys the full $`SO(2,2;Z)SL(2,Z)\times SL(2,Z)`$ T-duality group. This T-duality group combined with the S-duality $`SL(2,Z)`$ group yield the usual U-duality group of closed strings on $`T^2`$; $`SL(3,Z)\times SL(2,Z)`$ . We will argue that this U-duality group can be realized from the OM theory  picture by a $`T^3`$ compactification.

## 2 3+1 Noncommutative open strings, a systematic approach

Let us consider a D3 brane in the presence of a constant $`B`$-field with components $`B_{01}`$ and $`B_{23}`$. Such constant $`B`$-field is equivalent to constant electric and magnetic vector fields on the brane pointing in the direction $`x^1`$. In our conventions $`\mu ,\nu =0,1,2,3`$, label the directions parallel to the brane, and $`x^a`$, $`a,b=4,\mathrm{},9`$, the transverse directions. It is convenient to choose coordinates so that the closed string metric is of the form

$`g_{\mu \nu }`$ $`=`$ $`\mathrm{diag}(\zeta ,\zeta ,\eta ,\eta ),`$ (2.1)
$`g_{ab}`$ $`=`$ $`K\delta _{ab},`$ (2.2)
where $`\zeta ,\eta `$ and $`K`$ are constant parameters which will be fixed later. The boundary conditions for the open string coordinates are given by

$`_\sigma X^0+E_\tau X^1|_{\sigma =0,\pi }=0,_\sigma X^1+E_\tau X^0|_{\sigma =0,\pi }=0,`$ (2.3)
$`_\sigma X^2+B_\tau X^3|_{\sigma =0,\pi }=0,_\sigma X^3B_\tau X^2|_{\sigma =0,\pi }=0,`$ (2.4)
$$EB_{1}^0=\zeta ^1B_{01},BB_{3}^2=\eta ^1B_{23}.$$

The transverse open string coordinates are free string coordinates obeying Dirichlet boundary conditions:

$$X^a|_{\sigma =0,\pi }=x^a,a=4,\mathrm{},9,$$

where $`x^a`$ denote the position in transverse space of $`N`$ D3 branes. The solutions to the above boundary conditions are

$$X^0=x^0+2\alpha ^{}(p^0\tau Ep^1\sigma )+\sqrt{2\alpha ^{}}\underset{n0}{}\frac{1}{n}e^{in\tau }\left[ia_n^0\mathrm{cos}(n\sigma )Ea_n^1\mathrm{sin}(n\sigma )\right],$$

$$X^1=x^1+2\alpha ^{}(p^1\tau Ep^0\sigma )+\sqrt{2\alpha ^{}}\underset{n0}{}\frac{1}{n}e^{in\tau }\left[ia_n^1\mathrm{cos}(n\sigma )Ea_n^0\mathrm{sin}(n\sigma )\right],$$

$$X^2=x^2+2\alpha ^{}(p^2\tau Bp^3\sigma )+\sqrt{2\alpha ^{}}\underset{n0}{}\frac{1}{n}e^{in\tau }\left[ia_n^2\mathrm{cos}(n\sigma )Ba_n^3\mathrm{sin}(n\sigma )\right],$$
(2.5)
$$X^3=x^3+2\alpha ^{}(p^3\tau +Bp^2\sigma )+\sqrt{2\alpha ^{}}\underset{n0}{}\frac{1}{n}e^{in\tau }\left[ia_n^3\mathrm{cos}(n\sigma )+Ba_n^2\mathrm{sin}(n\sigma )\right],$$

$$X^a=x^a+\sqrt{2\alpha ^{}}\underset{n0}{}\frac{\alpha _n^a}{n}e^{in\tau }\mathrm{sin}(n\sigma ).$$

Now we fix the parameters $`\zeta `$ and $`\eta `$ so that the open string parameters $`G_{\mu \nu },\theta _{\mu \nu }`$ ,

$$G_{\mu \nu }=g_{\mu \nu }(Bg^1B)_{\mu \nu },\theta ^{\mu \nu }=2\pi \alpha ^{}\left(\frac{1}{g+B}\right)_A^{\mu \nu },$$
(2.6)
get a simple form, convenient for describing the noncommutative open strings; i.e. we set

$$\zeta =(1E^2)^1,\eta =(1+B^2)^1,$$
(2.7)
so as to have

$$G_{\mu \nu }=\eta _{\mu \nu },\theta ^{01}\theta =2\pi \alpha ^{}E,\theta ^{23}\stackrel{~}{\theta }=2\pi \alpha ^{}B.$$
(2.8)
Then the open string coupling is given by

$$G_s=g_s\left(\frac{detG_{\mu \nu }}{det(g_{\mu \nu }+B_{\mu \nu })}\right)^{\frac{1}{2}}=g_s\sqrt{(1E^2)(1+B^2)},$$
(2.9)
The other parameter in the metric, $`K`$, can be fixed independently. A suitable way for fixing it is using the D3-brane RR charge normalization. However, the way used in  is different. Demanding this RR charge to remain the same before and after the scaling of the closed string metric implies that

$$K=\left(\frac{\mathrm{det}(g_{ab})}{\mathrm{det}(g_{\mu \nu })}\right)^{1/2}=[(1E^2)(1+B^2)]^{1/5}.$$
(2.10)
The canonical commutation relations for the string coordinates then imply the following commutation relations for the mode operators:

$$[x^\mu ,x^\nu ]=i\theta ^{\mu \nu },[x^\mu ,p^\nu ]=iG^{\mu \nu },[a_n^\mu ,a_m^\nu ]=n\delta _{n+m}G^{\mu \nu },[\alpha _n^a,\alpha _m^b]=n\delta _{n+m}K^1\delta ^{ab}.$$

One can also check that the end points of the string do not commute, i.e.

$$[X^\mu (\tau ,0),X^\nu (\tau ,0)]=i\theta ^{\mu \nu },[X^\mu (\tau ,\pi ),X^\nu (\tau ,\pi )]=i\theta ^{\mu \nu }.$$

The open string mass spectrum then becomes manifestly the same as the free string mass spectrum:

$$\alpha ^{}M^2=\alpha ^{}(p_0^2p_1^2p_2^2p_3^2)=N1.$$

The addition of fermions is as in the usual free open superstring theory (with the appropriate change in the normal ordering constant). The closed string mass spectrum is then given by

$$\alpha ^{}(1E^2)(p_0^2p_1^2)\alpha ^{}(1+B^2)(p_2^2+p_3^2)=2N+2\overline{N}4.$$

We see that as $`E1`$ the energy of the closed string states goes to infinity, while the energy of open string excitations remains finite. In the limit $`E1`$ with fixed $`B`$, $`\alpha ^{}`$ and $`G_s`$, the closed string states are thus decoupled from the theory. Note that this limit requires $`g_s\mathrm{}`$ (see eq. (2.9) ) and hence the closed string decoupling should be handled with more care; moreover one should still discuss why the massless closed string modes are also decoupled. This can be done noting that their effective coupling, the ten dimensional Newton constant,

$$G_N=\alpha _{}^{}{}_{}{}^{4}g_s^2K^5(1E^2)(1+B^2)=\alpha _{}^{}{}_{}{}^{4}G_s^2(1E^2)(1+B^2),$$

in the critical $`E`$ limit goes to zero.

The resulting open string theory obtained in this limit contains the parameters $`G_s`$,

$$\theta =2\pi \alpha ^{},\stackrel{~}{\theta }=2\pi \alpha ^{}B=\theta B.$$
(2.11)
Later we will show that one can also introduce another parameter $`\chi `$ associated with the RR scalar of type IIB theory. So, altogether our NCOS theory is defined by four parameters, $`\alpha ^{},\stackrel{~}{\theta },G_s`$ and $`\chi `$. The parameter $`\alpha ^{}=\theta /2\pi `$ is the string scale and also characterizes the noncommutativity scale in the $`x^0`$-$`x^1`$ directions, $`\stackrel{~}{\theta }`$ represents the noncommutativity scale in the $`x^2`$-$`x^3`$ directions, $`G_s`$ is the open string coupling, while $`\chi `$ is not relevant in the perturbative expansion.

General disc amplitudes for this ”noncommutative” open string theory will have the form

$$V(p^1)\mathrm{}V(p^N)_{\theta ,\stackrel{~}{\theta }}=\mathrm{exp}\left[\frac{i}{2}\underset{n>m}{}p^np^mϵ(\tau _n\tau _m)\right]V(p^1)\mathrm{}V(p^N)_{\mathrm{free}\mathrm{string}},$$
(2.12)
where

$$p^np^m=(p_0^np_1^mp_1^np_0^m)\theta +(p_2^np_3^mp_3^np_2^m)\stackrel{~}{\theta }.$$

In the case $`B=0`$, one recovers the open string theory of , obtained from open strings in a purely electric background.

It is worth noting that the noncommutative open strings also carry $`U(N)`$ Chan-Paton factors, and therefore besides the parameters $`(\alpha ^{},G_s,\stackrel{~}{\theta },\chi )`$ in order to specify a NCOS completely we should also determine $`N`$. We also note that in the $`B\mathrm{},\alpha ^{}0`$, with

$$G_s=\mathrm{fixed},\alpha ^{}B=\mathrm{fixed},$$
(2.13)
limit of our NCOS theory we will recover the usual NCSYM theory, because $`\alpha ^{}0`$, massive open string excitations also decouple in this limit, and one is left with the Super Yang-Mills field theory in noncommutative $`x^2`$-$`x^3`$ space. Thus the present family of NCOS theories interpolates between the purely electric NCOS theory of  and the NCSYM.

In general, the theory contains two energy scales, given by $`\theta `$ and $`\stackrel{~}{\theta }`$, or $`\alpha ^{}`$ and $`B\alpha ^{}`$. At distances $`L`$ much larger than $`\sqrt{\theta }`$, $`\sqrt{\stackrel{~}{\theta }}`$, the theory reduces to ordinary SYM theory. For $`B1`$, there is a regime $`\theta L^2<\stackrel{~}{\theta }`$ in which the theory is SYM field theory on the noncommutative space $`x^2`$-$`x^3`$; string effects can be ignored, but noncommutativity effects in $`x^2`$-$`x^3`$ directions are important. If $`B`$ is of order 1 or lower, then string effects appear at the same time as noncommutative effects.

## 3 SL(2,Z) S-duality transformations on NCOS theory

Now we study the behavior of the open string theories of the previous section under type IIB $`SL(2,Z)`$ symmetry. Let us start with the corresponding type IIB supergravity solution. The Lorentzian supergravity solution representing a D3 brane in the presence of $`B_{01}`$ and $`B_{23}`$ fields is given in . In the string frame, it is

$$ds_{str}^2=f^{1/2}\left[h^{}(dx_{0}^{}{}_{}{}^{2}+dx_{1}^{}{}_{}{}^{2})+h(dx_{2}^{}{}_{}{}^{2}+dx_{3}^{}{}_{}{}^{2})\right]+f^{1/2}\left[dr^2+r^2d\mathrm{\Omega }_5^2\right],$$
(3.1)
$$f=1+\frac{\alpha _{}^{}{}_{}{}^{2}R^4}{r^4},h^1=\mathrm{sin}^2\alpha f^1+\mathrm{cos}^2\alpha ,h_{}^{}{}_{}{}^{1}=\mathrm{sinh}^2\beta f^1+\mathrm{cosh}^2\beta ,$$

$$B_{01}=\mathrm{tanh}\beta f^1h^{},B_{23}=\mathrm{tan}\alpha f^1h,$$

$$e^{2\varphi }=g_{s}^{}{}_{}{}^{2}hh^{},\chi =\frac{1}{g_s}\mathrm{sinh}\beta \mathrm{sin}\alpha f^1+\chi _0,$$

$$A_{01}=(\frac{1}{g_s}\mathrm{sin}\alpha \mathrm{cosh}\beta +\chi _0\mathrm{tanh}\beta )h^{}f^1,A_{23}=(\frac{1}{g_s}\mathrm{sinh}\beta \mathrm{cos}\alpha \chi _0\mathrm{tan}\alpha )hf^1,$$

$$F_{0123u}=\frac{1}{g_s}\mathrm{cos}\alpha \mathrm{cosh}\beta hh^{}_rf^1.$$

In the $`r\mathrm{}`$ region, the metric asymptotically approaches the Minkowski metric, and the asymptotic values for the different fields are as follows

$$(B^{\mathrm{}})_{1}^0=\mathrm{tanh}\beta E,(B^{\mathrm{}})_{3}^2=\mathrm{tan}\alpha B,$$

$$(A^{\mathrm{}})_{1}^0=\frac{1}{g_s}\frac{B}{\sqrt{1+B^2}}\frac{1}{\sqrt{1E^2}}\chi _0E,(A^{\mathrm{}})_{3}^2=\frac{1}{g_s}\frac{1}{\sqrt{1+B^2}}\frac{E}{\sqrt{1E^2}}\chi _0B,$$
(3.2)
$$e^{2\varphi _{\mathrm{}}}=g_s^2,\chi _{\mathrm{}}=\frac{1}{g_s}\frac{B}{\sqrt{1+B^2}}\frac{E}{\sqrt{1E^2}}+\chi _0.$$

We see that in the $`E1`$ limit, with $`G_s,\theta ,\stackrel{~}{\theta }`$ and $`\chi _0`$ fixed (see eqs. (2.9), (2.11) ), $`A_{01}^{\mathrm{}}`$ and $`A_{23}^{\mathrm{}}`$ also remain finite.

Under the $`SL(2,Z)`$ symmetry of the type IIB superstring the coupling

$$\lambda =\mathrm{\Theta }+\frac{i}{g_s},\mathrm{\Theta }\chi _{\mathrm{}},$$

transforms as

$$\lambda \lambda ^{}=\frac{a\lambda +b}{c\lambda +d},adbc=1,$$
(3.3)
where $`a,b,c,d`$ form an $`SL(2,Z)`$ matrix, whereas $`B_{\mu \nu }`$ and $`A_{\mu \nu }`$ (NSNS and RR) fields form a doublet:

$$\left(\begin{array}{c}B_{\mu \nu }\\ A_{\mu \nu }\end{array}\right)\left(\begin{array}{c}B_{\mu \nu }^{}\\ A_{\mu \nu }^{}\end{array}\right)=\left(\begin{array}{cc}d& c\\ b& a\end{array}\right)\left(\begin{array}{c}B_{\mu \nu }\\ A_{\mu \nu }\end{array}\right).$$
(3.4)
Therefore

$$g_sg_s^{}=g_s|c\lambda +d|^2.$$
(3.5)
The Einstein metric $`g_{\mu \nu }^E=e^{\varphi /2}g_{\mu \nu }^{\mathrm{str}}`$ remains invariant, so the new string metric at $`r=\mathrm{}`$ is $`|c\lambda +d|\eta _{\mu \nu }`$. Using eqs. (3.2), (3.4), one finds that the transformed electric and magnetic fields are

$$\begin{array}{cc}EE^{}=\frac{1}{|c\lambda +d|}\left[(d+c\mathrm{\Theta })E+c\frac{B}{G_s}(1E^2)\right],& \\ BB^{}=\frac{1}{|c\lambda +d|}\left[(d+c\mathrm{\Theta })Bc\frac{E}{G_s}(1+B^2)\right].& \end{array}$$
(3.6)
Let us now consider the $`E1`$ limit for the $`SL(2)`$ rotated parameters. In this limit the transformation (3.6) simplifies, since $`g_s\mathrm{},\lambda \mathrm{\Theta }`$. One can distinguish two different cases:

a) Irrational $`\mathrm{\Theta }`$:

In this case there are no integers $`c`$ and $`d`$ such that $`c\chi +d=0`$. In the $`E1`$ and $`g_s\mathrm{}`$ limit, $`|c\lambda +d|`$ reduces to $`|c\mathrm{\Theta }+d|`$ and $`E^{}`$ and $`B^{}`$ are:

$$E^{}=\frac{1}{|c\mathrm{\Theta }+d|}(d+c\mathrm{\Theta })E=\pm 1,B^{}=\pm B\frac{c(1+B^2)}{G_s|c\mathrm{\Theta }+d|}=\mathrm{finite}.$$
(3.7)
In the $`E1`$ limit, the electric and magnetic fields are obtained by the simple transformation rules

$$\frac{1E^2}{|c\lambda +d|^2}\frac{1E_{}^{}{}_{}{}^{2}}{|c\mathrm{\Lambda }+d|^2},\frac{1+B^2}{|c\lambda +d|^2}\frac{1+B_{}^{}{}_{}{}^{2}}{|c\mathrm{\Lambda }+d|^2},$$

where

$$\mathrm{\Lambda }=\chi _0+\frac{i}{G_s},\chi _0=\mathrm{\Theta }\frac{B}{G_s}.$$
(3.8)
The fact that $`E_{}^{}{}_{}{}^{2}1`$, with $`B^{}`$ finite (and also $`g_s^{}\sqrt{1E_{}^{}{}_{}{}^{2}}`$ remains finite) shows that an $`SL(2,Z)`$ transformation leads to another NCOS with transformed parameters

$$(\theta ,\stackrel{~}{\theta },G_s,\mathrm{\Theta })(\theta ^{},\stackrel{~}{\theta }^{},G_s^{},\mathrm{\Theta }^{}),$$

where

$$\mathrm{\Theta }^{}=\frac{a\mathrm{\Theta }+b}{c\mathrm{\Theta }+d},G_s^{}=G_s|c\mathrm{\Lambda }+d|^2.$$
(3.9)
To find $`\theta _{}^{}{}_{}{}^{\mu \nu }`$ and $`G_{\mu \nu }^{}`$ we use eq.(2.6). One can choose coordinates (by scaling by suitable factors $`\zeta `$ and $`\eta `$ given by (2.7) as in the previous section) so that the open string metric before the $`SL(2)`$ transformation is $`G_{\mu \nu }=\eta _{\mu \nu }`$. We find

$$G_{\mu \nu }^{}=\frac{|c\mathrm{\Lambda }+d|^2}{|c\lambda +d|}\eta _{\mu \nu },$$
(3.10)
$$\theta ^{}=2\pi \alpha ^{}\frac{E^{}(1E^2)}{|c\lambda +d|(1E_{}^{}{}_{}{}^{2})}=2\pi \alpha ^{}\frac{|c\lambda +d|}{|c\mathrm{\Lambda }+d|^2},$$
(3.11)
$$\stackrel{~}{\theta }^{}=2\pi \alpha ^{}\frac{B^{}(1+B^2)}{|c\lambda +d|(1+B_{}^{}{}_{}{}^{2})}=2\pi \alpha ^{}B^{}\frac{|c\lambda +d|}{|c\mathrm{\Lambda }+d|^2}.$$
(3.12)
Rescaling the coordinates so that the new open string metric $`G_{\mu \nu }^{}`$ is equal to $`\eta _{\mu \nu }`$, we conclude that the new NCOS theory has parameters,

$$\theta ^{}=2\pi \alpha ^{},\stackrel{~}{\theta }^{}=2\pi \alpha ^{}B^{}.$$
(3.13)
b) Rational $`\mathrm{\Theta }`$:

In this case there exists an $`SL(2,Z)`$ transformation under which $`c\mathrm{\Theta }+d=0`$. The string coupling transforms as follows:

$$g_sg_s^{}=g_s|c\lambda +d|^2=\frac{c^2}{g_s},$$
(3.14)
i.e. this transformation relates strong and weak coupling regimes. From (3.6) one can find transformed $`E`$ and $`B`$ in the $`E1`$ limit:

$$E^{}=\pm \frac{B\sqrt{1E^2}}{\sqrt{1+B^2}}0,B^{}=\pm \frac{\sqrt{1+B^2}}{\sqrt{1E^2}}\pm \mathrm{}.$$
(3.15)
Therefore

$$\theta ^{}=2\pi \alpha ^{}\frac{E^{}(1E^2)}{|c\lambda +d|(1E_{}^{}{}_{}{}^{2})}=0,\stackrel{~}{\theta }^{}=2\pi \alpha ^{}\frac{B^{}(1+B^2)}{|c\lambda +d|(1+B_{}^{}{}_{}{}^{2})}=2\pi \alpha ^{}\frac{G_s}{c}=\mathrm{finite},$$
(3.16)
and the open string coupling is

$$G_s^{}=g_s^{}\sqrt{1E_{}^{}{}_{}{}^{2}}\sqrt{1+B_{}^{}{}_{}{}^{2}}=g_s^{}B^{}=\frac{c^2(1+B^2)}{G_s}=\mathrm{finite}.$$
(3.17)
In conclusion, for rational $`\mathrm{\Theta }`$ there is an $`SL(2,Z)`$ transformation which maps the NCOS theory to a NCSYM field theory, with $`\mathrm{\Theta }=\frac{a}{c}`$. In particular, we see that whenever $`\mathrm{\Theta }=0`$ the NCOS theory is S-dual to NCSYM theory, even if both $`E`$ and $`B`$ are non-vanishing. The reason is that in this case $`A_{01}`$ given in (3.2) also vanishes, and therefore the S-dual theory will have a vanishing $`B_{01}`$. This generalizes the result of  that the theory with $`E=0,B\mathrm{}`$ is S-dual to the theory with $`E=1,B=0`$. For irrational $`\mathrm{\Theta }`$, under $`SL(2,Z)`$ transformations the NCOS theory is always transformed to a NCOS theory with new parameters given by the above transformation rules.

## 4 NCOS Theory on a Torus and T-duality

Noncommutative super Yang-Mills theory on a general $`T^2`$ torus, unlike its commutative counter-part, enjoys the full $`SO(2,2;Z)`$ T-duality group of the underlying string theory . In the gauge theory language this is due to the “Morita equivalence”, which is an equivalence for the gauge bundles on the noncommutative torus, with a proper mapping between the corresponding gauge groups and couplings, background magnetic fluxes, and volumes of the two tori.

NCOS theory (with rational $`\chi `$) is equivalent to NCSYM theory by S-duality. On the other hand T-duality, although being a perturbative symmetry, should also hold in the strong coupling limit. Hence the T-duality group of NCOS theory with two spatial dimensions compactified on a 2-torus, must be same as the T-duality group of NCSYM theory, $`SO(2,2;Z)`$.

Let us now consider T-duality transformations on NCOS theories we introduced previously. To study T-duality of NCOS theories is convenient to start with the appropriate type IIB configuration and then take a limit leading to a NCOS theory. Once the moduli parameters of the compactified theory are specified, it is easy to obtain the T-duality transformation properties. For the case of our interest, (3+1) dimensional NCOS with parameters, $`(\alpha ^{},G_s,\stackrel{~}{\theta },\chi )`$, we consider the compactification of the $`\theta `$-plane $`x_2`$-$`x_3`$ on a noncommutative torus two torus $`T_\theta ^2`$. This theory can be realized as some particular limit of type IIB string theory in the presence of a $`(D3,(F,D1))`$ -brane system compactified on the two torus. We denote the complex and Kahler parameters of that torus by $`\tau `$ and $`\rho `$, respectively. Then the brane bound state is characterized by two integers $`m,N`$, whose ratio is proportional to the RR charge density corresponding to D-strings . We choose coordinates so that the components of the closed string metric parallel to the brane bound state are $`(\frac{1}{1E^2},\frac{1}{1E^2},1,1)`$. Along the lines of , the spectrum of the open strings attached to the brane bound state is

$$\alpha ^{}M^2=\frac{|r+q\tau |^2}{\tau _2}\frac{\rho _2}{|m+N\rho |^2}+\mathrm{Oscil}.,$$
(4.1)
where $`\tau _2`$ and $`\rho _2`$ are the imaginary parts of $`\tau `$ and $`\rho `$, $`r`$ and $`q`$ are two integer parameters representing the winding and momentum modes of open strings, respectively. We see that the zero mode part of the spectrum is manifestly invariant under the T-duality group $`SO(2,2;Z)SL(2,Z)_\tau \times SL(2,Z)_\rho `$. The other open string parameters are

$$\theta ^{01}=\theta ^{10}=2\pi \alpha ^{}E\theta ^{23}=\theta ^{32}=2\pi \alpha ^{}\frac{B}{1+B^2},$$
(4.2)
$$G_s=g_s\sqrt{(1E^2)(1+B^2)}.$$
(4.3)
Now we take the $`E1`$ limit while keeping $`\alpha ^{}`$, $`G_s`$ and the volume of the torus fixed. This leads to a NCOS theory on $`T_\theta ^2`$ defined by parameters: $`(\alpha ^{},G_s,\stackrel{~}{\theta },\chi ;m,N,R_1,R_2)`$. The $`SL(2,Z)_\tau `$ part consists of transformations under which $`\stackrel{~}{\theta },m,N`$, $`\chi `$ and $`G_s`$ are invariant; it only acts on the torus metric (and $`r`$ and $`q`$ modes). Other transformations are generated by $`SL(2,Z)_\rho `$ matrices which act on the torus volume $`V,\theta ,G_s`$ and $`(m,N)`$ as

$$V^{}=V(a+b\vartheta )^2,G_s^{}=G_s(a+b\vartheta ),\vartheta ^{}=\frac{c+d\vartheta }{a+b\vartheta },$$
(4.4)
$$\left(\begin{array}{c}m^{}\\ N^{}\end{array}\right)=\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)\left(\begin{array}{c}m\\ N\end{array}\right),adbc=1,$$
(4.5)
where $`\vartheta =\frac{\stackrel{~}{\theta }}{V}`$. Thus, under this transformation, a NCOS theory is mapped into another NCOS theory with the same $`\alpha ^{}`$ and $`\chi `$ parameters, while all other moduli are transformed as above. For the special case of rational $`\vartheta `$ there is a T-duality under which $`\vartheta `$ vanishes and the resulting theory is NCOS theory with $`\stackrel{~}{\theta }=0`$.

Type IIB string theory has in addition the strong-weak $`SL(2,Z)`$ duality symmetry. This S-duality combined with the above mentioned T-duality group in the usual manner yields the U-duality group $`SL(3,Z)\times SL(2,Z)`$.

Since general 3+1 NCOS can be obtained from the OM theory  on a torus , the NCOS on compactified on a $`T^2`$ can also be obtained as a limit of OM theory compactified on a 4-torus $`T^4`$. And therefore it may seem that the U-duality symmetry group of NCOS theory could be larger than the $`SL(3,Z)\times SL(2,Z)`$ group. However, this is not the case, because in order to obtain NCOS theory in 3+1 dimensions (with no additional Kaluza-Klein states coming from $`d=6`$) one must take a zero radius limit of $`R_4,R_5`$ which breaks the additional symmetry. Indeed, after compactifying M-theory on $`T^2\times T^2`$ one has type IIB string theory in $`d=7`$, i.e. type IIB on $`R^7\times T^3`$, which has a larger U-duality group, $`SL(5,Z)`$. To have type IIB string theory in $`d=8`$, one needs to take an infinite radius limit of one of the $`S^1`$ in $`T^3`$ (which, in M-theory variables, corresponds to the zero area limit of one of the 2-torus). This reduces the U-duality group to $`SL(3,Z)\times SL(2,Z)`$.

In the end I would like to mention two interesting open problems:

i) The NCOS strings, being a string theory, show the stringy thermodynamics, in particular the Hagedorn transition . On the other hand, the theories at strong coupling are related to noncommutative gauge theories. It would be quite interesting to see whether this phase transition can also be realized in the field theory limit. There are some motivations that it should. In particular we note that the monopole solutions of noncommutative gauge theories, unlike the commutative case, are not point-like objects and they are stringy. So it seems that in the regime that the dynamics is governed by monopoles, the strong coupling, one should be able to see the stringy behaviour including Hagedorn transition.

ii) The noncommutative open strings we discussed here carry NC$`U(N)`$ Cahn-Paton factors and hence they are oriented open string theories. It would be very interesting to look for the formulation of unoriented noncommutative open strings. Although it may seem problematic at first sight, since NC $`SO(N)`$ and $`Sp(N)`$ gauge theories have been formulated , the unoriented noncommutative open strings are those appear as the strong coupling limit of these gauge theories .

Acknowledgements

The warm hospitality of the organizers of conference BRANE NEW WORLD AND NONCOMMUTATIVE GEOMETRY is acknowledged. I would like to thank A. Schwarz for discussions.