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# Inwardly Curved Polymer Brushes : Concave is not Like Convex

## 1 Introduction.

Various types of polymer layers have been studied in recent years. The most common situations include polymer brushes (where polymers molecules are end-tethered to a repulsive surface or interface), reversible adsorption from a dilute polymer solution, irreversible adsorption from a melt. These are important in the field of adhesion, wetting, lubrication, colloid stabilization napper ; holbook ; PGG87ASV . Different theories have been proposed to describe the structure and the properties of the polymer coatings as a function of the mode of attachment, the quality of the solvent, etc. However, concerning the geometry of the surface which supports the layer, most of the work is concerned with flat or convex interfaces McCONNELL ; HALPERIN . This is in contrast with a number of situations where polymers chains are attached to concave surfaces. For example, diblock copolymers can form spherical micelles in a selective solvent. The core of these is made of the segregated moeties and can be pictured as a dense layer of chains “grafted” to the inner surface of a sphere. Recently, nine different phases have been found in a ternary system of poly(ethylene oxide)/poly(propylene oxide) amphiphilic block copolymer, water and oil (selective solvents). Six of these phases are made of cylindrical and spherical normal micelles (water-in-oil) or reverse micelles (oil-in-water) Alexandridis . Lattice Monte Carlo simulations were performed to study chain conformations in spherical cavities Prochazka . Polymers attached to fluid membranes provide another interesting situation. Indeed, in biological systems, lipid bilayers are often decorated by a large number of macromolecules. Inspired by biological structures, simplified model systems of polymers attached to lipid bilayers have been studied experimentally DECHER ; SIMON ; BLUME ; STAVANS . It was shown that anchoring polymers induces dramatic changes in the vesicles DECHER  or multilamellar membrane tubes STAVANS  shapes. In general, the polymers will be attached to both sides, i.e. to both monolayers of the lipid or surfactant bilayer. Anchored polymers also stabilize the equilibrium formation of small unilamellar surfactant vesicles JOANNIC  over a wide range of composition and temperature range: the vesicles are spontaneously spherical and monodisperse and their radius is small (comparable to the natural size of the anchored polymers). This spontaneous tendency for bilayers to bend so to form vesicles has been explained by a coupling SAFRAN  between the curvature and the asymmetry of grafting polymers on each monolayer PORTE .

Polymer adsorption finds extensive applications in modifying physical and chemical properties of surfaces. In this context, experiments have highlighted the effect of surface roughness at the size scale of the grafting polymers on the total amount of polymer adsorbed SINGH . A significant enhancement of adsorption was observed when the bead to polymer radius is of order of unity, indicating that polymer brushes will prefer to adsorb on spherical or cylindrical bumps (i.e. defects of large positive curvature), since the deformation energy of the brush will be lowered in these geometries with respect to the flat case LIGOURE . On the contrary, valleys, (i.e. defects with large negative curvature) substantially reduce the grafting. Such a reduction was understood in terms of topologically reduced steric hindrance to adsorption. Monte-Carlo computer simulations were also performed BALAZS  to study the adsorption of triblock copolymers on rough surfaces and confirm that grafting on defects of negative curvature (concave surfaces) is not favoured because of conformational energy penalty of the anchored polymers.

Surprisingly, even if it was anticipated that in the high curvature limit, concave and convex brushes should not be described in a similar way LIGOURE , very few theoretical works have been devoted to the specific case of inwardly curved brushes up to date. To our knowledge, only a few theoretical papers have addressed this problem, two of them in the context of the study of the elastic properties of polymer-decorated membranes Lipowsky ; Hristova , one in the context of shear swelling of polymer brushes grafted onto convex and concave surfaces SEVICK , two in the context of microemulsion stabilization by diblock copolymers Dan ; Govorun . E. Zhulina Zhulinapriv  also pointed out references Zhulina1 ; Zhulina2 . However, most of these authors described the chain conformation and the free energy of the brush on the concave side of the interface by using an inverted version of the classical Daoud-Cotton scaling approach DAOUDCOTTON . In this approach, the structure of the brush is self-similar and scales linearly with the distance from the center of curvature (Figure 1). It correctly describes brushes anchored on the convex side of interfaces but not on concave side, because, as we will show below, this structure is not the most stable one.

The main concern of the present work is to provide a correct description of the concave brush structure. In order to clarify the situation of interest, let us briefly review the different conformation regimes (Figure 2), depending on the number $`f`$ of polymer chains (assumed to be linear, flexible, made of identical, neutral monomers of size $`a`$), on the number $`N`$ of monomers per chain and on the radius $`R`$ of the inner surface of the sphere. The number of chains per unit surface area of chains (grafting density) can be written adimensionally as $`\sigma =a^2f/(4\pi R^2)`$. For simplicity reasons, we only treat the case of an athermal solvent : the excluded volume parameter is $`v1`$ (in units of $`a^3`$). We assume that the chains are repelled by the interface. An important practical issue requiring attention is the case of flexible membranes with grafted polymers. From this point of view, we will now express all quantities in terms of the grafting density, $`\sigma `$, rather than in terms of the number of chains, $`f`$. It allows also an easier comparison with the limit case of a flat brush.

At large sphere radius $`R`$, if chains are grafted too far apart to interact, they form separate mushrooms (regime 1 of Figure 2) whose Flory radius of gyration is $`R_F=aN^{3/5}`$. They start to interact when $`\sigma (a/R_F)^2`$, i.e., when :

$$\sigma N^{6/5}$$
(1)
For larger values of the grafting density $`\sigma `$, chains are stretched in good solvent and form a brush whose height is essentially the same as in the planar geometry :

$$L_{flat}aN\sigma ^{1/3}$$
(2)
This is regime 2 of Figure 2. It is limited by two phenomena. First, the grafting density cannot exceed one chain per squared monomer size, for obvious steric reasons. This condition reads :

$$\sigma 1$$
(3)
Secondly, the sphere curvature becomes important when $`RL_{flat}`$, i.e., when :

$$RaN\sigma ^{1/3}$$
(4)
At smaller radii, the description of the grafted chain conformation is not straightforward since both the curvature of the sphere and the interaction between neighbouring chains are important. These are regime 3 (where chains are still stretched) and regime 4 of Figure 2 (where chains are confined). The separation of these two regimes occurs when the radius is equal to the natural size of a chain in a semi-dilute solution (see Section 3.2), i.e. when

$$Ra\sigma ^{1/7}N^{3/7}$$
(5)
They are limited by two conditions: one occurs when no more solvent is present :

$$RaN\sigma $$
(6)
and the second one when there is only one chain in the sphere :

$$Ra\sigma ^{1/2}$$
(7)
In regimes 2 and 3, chains are stretched and their conformations should play an important role in the structure and the energy of brushes in these regimes. We thus briefly review two usual types of descriptions. In scaling descriptions, all chain conformations are identical and in particular, chain ends are all located at the same distance from the grafting interface. Conversely, self-consistent field (SCF) descriptions allow for a spatial distribution of chain ends. Correlatively, all chain conformations are not identical : at any given distance from the wall, chains are stretched differently according to how far from the grafting surface their free ends are located.

The common feature of both approaches is that the brush conformation results from the interplay between the two-body interactions between monomers pertaining to the brush chains (which tend to stretch the brush further out) and the elastic stretching of the brush chains (which limits the brush extension). As long as these two components are well taken into account, both types of approaches yield essentially similar conclusions.
Thus, the Daoud-Cotton description of convex brushes, although based on scaling arguments, yields correct results. Let us emphasize a few features of such a system. In reality, free chain ends can sustain no stretching, whereas the grafted ends are under tension. In the model by Daoud and Cotton, the typical blob size (see Figure 1a) is larger at greater distances from the wall (it is proportional to the distance from the center of curvature). Thus local stretching is weaker far from the wall. This feature ensures local equilibrium of the chain strands: the gradient in concentration and thus in two-body interactions tends to push them away from the wall, whereas the gradient in degree of stretching tends to pull them back towards the wall. If we focus on the last blob, the elastic force, given by the Pincus law PINCUS , is $`k_BT/\xi (L)`$, where $`\xi (L)`$ is the size of the last blob. Since it is large, the elastic force is small and is balanced by the small concentration gradient at the edge of the brush. The success of this scaling vision is thus due to the fact that chain-ends are segregated in the last blob and they sustain almost no stretching. Hence, the basic ingredients are thus explicitely present in this scaling description.
Convexity of the interface is a key feature in this success of the Daoud-Cotton model : the planar geometry is a marginal case for the Alexander-de Gennes scaling model. It yields essentially the same results (brush extension and free energy) as the pionneering SCF description by Semenov SEM85  which was further developed independently by two groups MWC ; ZHULINA . However, the monomer concentration profile found in the SCF theory is parabolic and vanishes at the end of the brush. This is different from the step profile of the scaling description which imposes a sharp density gradient at the edge. We might argue that this gradient balances the elastic restoring force exerted on the stretched chain and that it ensures the global equilibrium of chains. But it has been shown that this is not the most stable structure since the SCF theory yields a lower minimum free energy.

Things get worse in the case of a concave geometry. Two scaling descriptions can be found in literature : one, adapted from the model by Daoud and Cotton Lipowsky ; Hristova ; Dan ; Zhulina1 , the other, given by Sevick SEVICK , is based on an Alexander-de Gennes brush treated locally to account for a cylindrical geometry. The essential feature of the “inverse” Daoud-Cotton approach is that the blob size is still taken as proportional to the distance from the center of curvature : because the interface is concave, the blob size decreases as we go further away from the wall (Figure 1b). The essential results of this model are as follows (Throughout this article, free energies $`F`$ are in units of thermal energy $`k_BT`$) :

* the thickness of the brush is $`L_{DC}R[1(1\frac{aN\sigma ^{1/3}}{R})^{3/5}]`$
* the free energy per chain is $`F_{DC}N\sigma ^{5/6}\frac{\mathrm{ln}[1aN\sigma ^{1/3}/R]}{aN\sigma ^{1/3}/R}`$
* the volume fraction profile is $`\varphi (r)\frac{\sigma ^{2/3}}{(1r/R)^{4/3}}`$ where $`r`$ is the radial distance to the spherical surface (see Figure 1bis)

Among these predictions, the last one is certainly the most surprising. It predicts that the volume fraction increases when we move off from the surface, and notably, at the edge of the brush, we find $`\varphi (L)\frac{\sigma ^{2/3}}{(1aN\sigma ^{1/3}/R)^{4/5}}`$. Thus forces exerted on the last blob (osmotic gradient and elastic force) are very important. Eventually, the volume fraction diverges at the center for $`RaN\sigma ^{1/3}`$. Hence, even if the local stability inside the brush is fulfilled, as in the convex case, we might expect that this profile does not give the best answer.

Among the results yielded by the Sevick model, one is particularly surprising: at constant grafting density, the brush height is predicted to decrease if the interface is curved more strongly. Yet simple arguments indicate that on the contrary, the brush height should increase. Suppose for a moment that the height does not change when the curvature is changed. Curving the interface more strongly then reduces the overall volume of the brush. Two-body interactions are then more important, which tends to swell the brush. The height will therefore stabilize at a somewhat greater value.

A third approach considers the droplet curvature effect on the emulsion stabilization by diblock copolymers Govorun . They study the small corrections due to curvature to the flat case in the framework of the Alexander-de Gennes model, which is valid for very weak curvatures.

To describe such concave brushes under large curvatures, one must therefore keep in mind that the curved brush is some kind of a compressed brush. Curving the interface indeed amounts to increasing the brush concentration : the corresponding compression does not originate in an interaction at the brush edge, however, but rather in some kind of lateral interactions (and the brush profile is very different from that of a compressed planar brush, as we indicate in Appendix A). In this context, one result obtained by Rabin and Alexander on compressed polymer brushes is most important RABIN : they showed that, when the layer thickness is forced to be smaller than that of a free brush (which here corresponds to regimes 3 and 4), the main contribution to the free energy of a compressed brush in good solvent is the osmotic contribution. The elastic stretching energy of the chains is comparatively smaller, even though they are still strongly stretched (at least in regime 3). As a result, in the limit of strong compressions (regimes 3 and 4, $`RaN\sigma ^{1/3}`$), the osmotic pressure is the mostly contributing term and is therefore uniform over the whole brush volume. In other words, the monomer concentration is uniform over the entire brush and the brush structure is locally that of a semi-dilute solution of equal overall concentration.

The size of the semi-dilute blobs is $`\xi a\varphi ^{3/4}`$ (where $`\varphi =3aN\sigma /R`$ is the volume fraction) and the free energy of the whole brush is therefore :

$$F_{34}^{\mathrm{sph}}\frac{R^3}{\xi ^3}(N\sigma )^{9/4}R^{3/4}$$
(8)
This expression for the energy is valid well inside regime 3 or in regime 4, i.e., when the brush is strongly compressed ($`RL_{flat}`$).

Our aim is to give a correct description of the chain structure and free energy in regimes 2 and 3. The present work is organized as follows.

We present in Section 2 a SCF approach for such concave brushes valid for a near-theta solvent and an alternative convolution method is outlined in Appendix A. The purpose of Section 3 is to give a scaling picture of concave brushes by refining SCF results taking into account correlations between monomers. A discussion of lateral fluctuations of grafted chains is given in Appendix B, where it is shown that they do not alter significantly the chain free energy and thus do not endanger the SCF approach. In Appendix C, we give the results obtained in the cylindrical geometry through a scaling approach.

## 2 Self-consistent mean field description.

In regimes 2 and 3, the polymer chains are strongly stretched and it is thus possible to use the self-consistent field method SEM85 ; MWC ; ZHULINA . We note $`r`$ the radial distance to the spherical surface (defined by $`r=0`$).

The aim of this section is to determine the free energy $`F`$ by solving for the monomer volume fraction $`\varphi (r)`$ and for the distribution $`g(r)`$ of chain-end monomers self-consistently. In the classical limit of strong stretching MWC , the free energy of the system is

$`F`$ $`=`$ $`{\displaystyle _0^R}g(r_0){\displaystyle _0^{r_0}}\left[{\displaystyle \frac{3}{2a^2}}e(r,r_0)+v{\displaystyle \frac{\varphi (r)}{e(r,r_0)}}\right]𝑑r𝑑r_0`$ (9)
$``$ $`{\displaystyle \frac{1}{2}}{\displaystyle _0^R}{\displaystyle \frac{4\pi (Rr)^2v}{a^3}}\varphi ^2(r)𝑑r`$
where $`g(r_0)dr_0`$ is the number of chain ends in the spherical shell of radius $`Rr_0`$ and width $`dr_0`$ and $`e(r,r_0)=\left|\frac{dr}{dn}\right|`$ is the local extension of a chain whose free end is at $`r_0`$ (the variable $`n`$ denotes the current monomer). The first term corresponds to a sum of single-chain free energies in the potential $`k_BTv\varphi (r)`$, the second term corrects the fact that monomer-monomer interactions have been double-counted. The normalization conditions

$$_0^{r_0}\frac{dr}{e(r,r_0)}=N$$
(10)
$$_0^R4\pi (Rr)^2\varphi (r)𝑑r=4\pi R^2aN\sigma $$
(11)
fix the number of monomers in one chain and in the whole system. The mean field concentration is determined by $`\delta F/\delta \varphi =0`$, which yields

$$\varphi (r)=\frac{a^3}{4\pi (Rr)^2}_r^R\frac{g(r_0)}{e(r,r_0)}𝑑r_0$$
(12)
We perform this calculation by two steps MWC : first we suppose that the brush height, $`xR`$, is fixed, and we minimize the free energy given by Eq. (9) with respect to changes in the field $`\varphi `$. This yields a family of profiles $`\varphi _{min}`$. Then we determine this unknown parameter $`x`$ (with $`0x1`$) by minimization of $`F[\varphi _{min},x]`$ which yields the brush height, $`x^{}`$, at equilibrium.
The “equal-time” property can be applied for the self-consistent field as was done previously in the case of a melt SEM85  if the following two assumptions hold : a) there is no dead zone containing no chain ends DEADZONE , which can be written as $`g(r_0)0`$ for $`0<r_0/R<x`$; and b) the chain ends are not under tension : $`e(r_0,r_0)=0`$. From the equal-time argument, we know that the monomer concentration profile is parabolic and we know the form of the local extension of the chain :

$$\varphi _{min}(r)=\mathrm{\Phi }\left[AB\left(\frac{r}{R}\right)^2\right]\mathrm{\Theta }(rxR)$$
(13)
$$B=\frac{\pi ^2R^3}{8\sigma N^3a^3v}=\frac{10}{9}\left(\frac{R}{R^{}}\right)^3$$
(14)
where

$$R^{}=\left(\frac{80}{9\pi ^2}\right)^{1/3}a(v\sigma )^{1/3}N$$
(15)
$$e(r,r_0)=\frac{\pi }{2N}\sqrt{r_0^2r^2}$$
(16)
where $`\mathrm{\Theta }`$ is a step function, $`\mathrm{\Phi }=3aN\sigma /R`$, $`B`$ is obtained from the equal-time argument (Eq. (10)) and $`A`$ is related to $`x`$ by (Eq. (11))

$$(33x+x^2)xA=1+\frac{10}{9}\left(\frac{R}{R^{}}\right)^3x^3(1\frac{3}{2}x+\frac{3}{5}x^2)$$
(17)
The minimization of the free energy per chain $`\stackrel{~}{F}(x)=F[\varphi _{min},x]/f`$ with respect to changes in $`x`$ under the three conditions a) $`0x1`$, b) $`\varphi (x^{})0`$ and c) $`\varphi (0)=\mathrm{\Phi }A1`$ is illustrated in Figure 3. This gives rise to a distinction between two cases depending on whether $`R`$ is smaller or larger than $`R^{}`$, where $`R^{}`$ (see Eq. (14)) is the critical radius for which the sphere is entirely filled up by the brush:

* for $`R>R^{}`$ (regime 2), the minimum free energy $`\stackrel{~}{F}`$ occurs for $`x^{}`$ defined has the unique solution of the equation

$$x^3\left(\frac{4}{9}x^2\frac{5}{3}x+\frac{20}{9}\right)=\left(\frac{R^{}}{R}\right)^3$$
(18)
such as condition a) is fulfilled (Note that this condition is equivalent to the smooth vanishing of the polymer concentration at the edge of the brush Milner ). It remains a central region of radius $`R(1x^{})`$ in the center of the sphere which contains pure solvent ;
* for $`RR^{}`$ (regime 3) the minimum of $`\stackrel{~}{F}`$ occurs for $`x=1`$, there is no empty region and the concentration at the center of the sphere is finite.

By varying $`R`$ from $`\mathrm{}`$ to $`aN^{1/2},`$ the limit of validity of the SCF approach, the following scenario emerges.

### 2.1 Regime 2 ($`R>R^{}`$)

In regime 2, the brush height $`x^{}`$ is given by Eq. (18) and the monomer volume fraction (Eq. (13)) simplifies into condition c  (Figure 4)

$$\varphi (r)=\mathrm{\Phi }B\left[x^2\left(\frac{r}{R}\right)^2\right]$$
(19)
Equations (12) and (19) yield the chain end distribution written in units of chains per unit length $`g(t)=\frac{g(r_0)a^2}{4\pi R\sigma }`$ :

| $`g(t)=Bx^2t[3(23x^{}+2x^2)\sqrt{1t^2}8x^2(1t^2)^{3/2}`$ |
| --- |
| $`+6x^{}\mathrm{arg}\mathrm{tanh}\sqrt{1t^2}9x^{}t^2\mathrm{arg}\mathrm{tanh}\sqrt{1t^2}]`$ |

(20)
where $`t=r_0/(x^{}R)`$. The distribution of chain ends can also be expressed in terms of a number of chain ends per unit volume : $`\rho (t)=\frac{g(t)}{3(1tx^{})^2}`$ (in units of chains per unit volume, $`\mathrm{\Phi }/N`$) for $`0<t<1`$. A typical probability density for free chain ends is shown in Figure 5.

¿From these, we readily derive the free energy per chain $`\stackrel{~}{F}_2=\stackrel{~}{F}(x^{})`$ given by Eq. (9) :

$$\stackrel{~}{F}_2=\frac{9}{10}\left(\frac{\pi ^2}{4}\right)^{1/3}N(v\sigma )^{2/3}\psi \left(\frac{R^{}}{R}\right)$$
(21)
where

$`\psi (y)`$ $`=`$ $`{\displaystyle \frac{\mathrm{10\hspace{0.17em}.\hspace{0.17em}4}^{1/3}}{3(33x^{}+x^2)}}[{\displaystyle \frac{(9/10)^{1/3}}{4}}{\displaystyle \frac{y}{x^{}}}`$
$`+`$ $`{\displaystyle \frac{(25/6)^{1/3}}{3}}{\displaystyle \frac{x^2}{y^2}}(1{\displaystyle \frac{3}{2}}x^{}+{\displaystyle \frac{3}{5}}x^2)`$
$``$ $`{\displaystyle \frac{(25/6)^{1/3}}{189}}{\displaystyle \frac{x^5}{y^5}}(2863x^{}+{\displaystyle \frac{201}{4}}x^217x^3+{\displaystyle \frac{12}{5}}x^4)]`$
In the entire regime 2, equation (18) shows that the normalized brush height $`x^{}`$ increases when the curvature $`R^{}/R`$ increases, until it reaches $`x^{}=1`$ for $`R=R^{}`$ (Figure 6). In other words, the brush height increases when the interface is curved more strongly, as long as there is some free solvent in the center. In the same way, it can be shown that the normalized free energy $`\psi `$ (Eq. (2.1)) increases monotonically at constant grafting density when the curvature increases (Figure 7).

The osmotic pressure balances the elastic restoring force since the polymer brush is at equilibrium under no external compression. This readily explains MWC  the fact that the monomer volume fraction vanishes smoothly at the outer edge of the brush (equation (18) is equivalent to $`\varphi (x^{})=0`$).

Izzo and Marques Marques  seem to have also used an SCF approach for swollen concave brushes in this regime. They find the same equation as Eq.(18) for the brush height, but their free energy is different from the one given here. We do not understand why at this stage.

In the limit of zero curvature, i.e. $`R\mathrm{}`$, the brush height $`L=x^{}R`$ given by Eq. (18) can be expressed as :

$$L_{flat}=\left(\frac{9}{20}\right)^{1/3}R^{}=\left(\frac{4}{\pi ^2}\right)^{1/3}a(v\sigma )^{1/3}N$$
(23)
which is the result of Milner, Witten and Cates MWC . Moreover, we have $`\psi (0)=1`$ and the energy Eq. (21) becomes

$$\stackrel{~}{F}_{2flat}=\frac{9}{10}\left(\frac{\pi ^2}{4}\right)^{1/3}N(v\sigma )^{2/3}$$
(24)
which is also the classical result.

Going further, we can expand this result for very small curvatures. Equation (18) yields the asymptotic value of the brush height

$$LL_{flat}\left[1+\frac{1}{4}\frac{L_{flat}}{R}+\frac{29}{240}\left(\frac{L_{flat}}{R}\right)^2\right]$$
(25)
Note that a simple scaling method does not yield the correct value for this asymptotic increase in the brush height RiAlexander . We can also expand the free energy for small curvatures

$$\stackrel{~}{F}_2=\stackrel{~}{F}_{2flat}\left[1+\frac{5}{12}\frac{L_{flat}}{R}+\frac{73}{336}\left(\frac{L_{flat}}{R}\right)^2\right]$$
(26)
We observe that this is consistent with the results of Milner and Witten bending\_moduli  who found for the convex geometry the same development by replacing $`R`$ by $`R`$. This is because, as explained in bending\_moduli , in the convex case, the dead zone yields negligible terms for small curvatures small\_curv .

In conclusion, for this region $`2`$, the SCF calculations show a weak increase of the brush height when the interface is curved more and more, which involves an increase of both elastic and osmotic energy.

### 2.2 Regime 3 ($`aN^{1/2}RR^{}`$)

In regime 3, the brush height $`L`$ is fixed at $`R`$ ($`x=1`$). The monomer volume fraction becomes condition c  (Figure 4)

$$\varphi (r)=\varphi (R)+\mathrm{\Phi }B\left[1\left(\frac{r}{R}\right)^2\right]$$
(27)
where $`\mathrm{\Phi }(R)`$ is the volume fraction at the center of the sphere given by :

$$\varphi (R)=\mathrm{\Phi }\left[1\left(\frac{R}{R^{}}\right)^3\right]$$
(28)
which increases when $`R`$ decreases. Thus, the monomer volume fraction tends to become more uniform as the radius $`R`$ is decreased.

The chain end distribution is ($`t=r/R`$)

| $`g(t)=t[6(1\frac{9}{10}B)\sqrt{1t^2}8B(1t^2)^{3/2}`$ |
| --- |
| $`+6(1+\frac{1}{10}B)\mathrm{arg}\mathrm{tanh}\sqrt{1t^2}9Bt^2\mathrm{arg}\mathrm{tanh}\sqrt{1t^2}]`$ |

(29)
As is shown in Figure 5, the major number of chain ends per unit surface are located at the edge of the brush. The free energy per chain is given by :

$$\stackrel{~}{F}_3=\left(\frac{9\pi ^2}{10}\right)^{1/3}(v\sigma )^{2/3}N\left[\frac{3}{4}\frac{R^{}}{R}+\frac{1}{6}\left(\frac{R}{R^{}}\right)^2\frac{13}{756}\left(\frac{R}{R^{}}\right)^5\right]$$
(30)
Mathematically, this free energy $`\stackrel{~}{F}_3`$ is frozen at $`\stackrel{~}{F}(x=1)`$ because the equilibrium state $`x=x^{}>1`$ is out of reach, $`x=1`$ being a physical bound of the problem. This situation is similar to the case of flat brush under compression (a pressure is exerted at its edge): the concentration profile has a truncated parabolic shape and its value at the edge of the brush, Eq. (28), increases when the compression is stronger Martin . As it has been shown by Milner et al., this means that there can be no “interdigitation” of chains at $`r=R`$ Milner .

At constant grafting density, $`\stackrel{~}{F}_3`$ (Eq. (30)) is a strongly increasing function of $`R^{}/R`$ (Figure 7). A careful analysis of this energy shows that for $`RR^{}`$, the last term is negligible, it comes from the parabolic nature of the monomer concentration. In the same way, from Eq. (28) we can reasonably consider that the monomer concentration is constant and equal to $`\mathrm{\Phi }=3Na\sigma /R`$. Therefore, the free energy can be seen at the level of a simple Flory theory

$$\stackrel{~}{F}_3v\frac{aN^2\sigma }{R}+\frac{R^2}{Na^2}$$
(31)
where the first term is the osmotic pressure (at a mean-field level) and the second one the elasticity of an ideal chain. For $`RR^{}`$, these two energies balance, but when $`R`$ decreases further, the excluded volume interactions strongly dominate and the energy is practically equal to the osmotic pressure (Figure 7). The point is that these two energies do not balance because the brush height is geometrically constrained.

## 3 Scaling refinements

In the previous section, we used a self-consistent field approach to study the conformation of a concave brush. Such an approach describes both the average distribution of free chain ends and the average position of any monomer, conditionally if the position of the end-monomer of the chain to which it pertains is known. It is known classically in two versions. The mean-field version such as that exposed in the previous section provides a somewhat erroneous expression for the brush free energy, which varies like $`\varphi ^2`$. This flaw is intrinsic to the mean-field approximation and is present also in the Flory approach. A correct expression for the free energy can be obtained using scaling concepts PGGSCALING  and varies like $`\varphi ^{9/4}`$. It was first used by de Gennes in a scaling SCF approach for the problem of polymer adsorption PGGads . Milner, Witten and Cates applied it in order to work out the conformation of a flat, swollen polymer brush in good solvent Milner . The resulting brush concentration profile obtained after minimization is slightly different from that obtained through the mean-field SCF calculation. This is in contrast with the original Alexander-de Gennes model for the brush where both the mean-field and the scaling forms of the free energy yield the very same brush conformation, whose concentration profile is uniform. In the SCF approach, the non-uniformity of the concentration is the origin for the slight difference between mean-field and scaling MFSC . In this section, we present these scaling tools for the various regimes of the spherical concave brush. For stretched chains (regimes 2 and 3), we simply calculate the scaling free energy from the brush conformation determined from the mean-field SCF approach exposed in the previous section. Although it is not as rigorous as the calculation of reference Milner , it should be a sufficient approximation at least in regime 3 where the concentration profile is essentially uniform, as we just mentioned. In any case, the value of the free energy obtained in this way in regimes 2 and 3 will be improved as compared to the mean-field value obtained in the previous section.

We also describe more fully chain fluctuations around their average conformation given by the SCF treatment. Confined chains (regime 4) cannot be treated by the SCF theory : we describe the chain conformations and calculate the scaling free energy.

### 3.1 Scaling refinements in regimes 2 and 3

The scaling form of the free energy given in reference Milner  is :

$`\stackrel{~}{F}^{sc}`$ $``$ $`{\displaystyle \frac{1}{2}}{\displaystyle _0^R}{\displaystyle \frac{4\pi (Rr)^2}{a^3}}\varphi ^{9/4}(r)𝑑r`$ (32)
$`+`$ $`{\displaystyle \frac{3}{2a^2}}{\displaystyle _0^R}𝑑r_0g(r_0){\displaystyle _0^{r_0}}e(r,r_0)\varphi ^{1/4}(r)𝑑r`$
where the factor $`\varphi ^{9/4}`$ in the osmotic term comes from the $`k_BT`$ per blob Ansatz, while the $`\varphi ^{1/4}`$ factor in the elastic term originates in the correction to the unperturbed conformation of the chains which are swollen below the length scale $`\xi (r)=a\varphi ^{3/4}`$. The authors interpreted the elastic term as a perturbation of each blob of size $`\xi `$ : it corresponds to $`kT(\mathrm{\Delta }\xi /\xi )^2`$ per blob, where $`\mathrm{\Delta }\xi `$ is the average blob elongation. But this term can be interpreted in a more intuitive way, using a more precise description of the local chain conformation. As mentioned briefly by the authors, at small length scales, chains are like in a semi-dilute solution (swollen below $`\xi `$ and Gaussian above $`\xi `$), while they are stretched at large length scales. In other words, the root mean square distance between two monomers $`n`$ and $`n^{}`$ along the chain (see Figure 8a) is given by :

$`\sqrt{\overline{(rr^{})^2}}`$ $``$ $`(nn^{})^{3/5}(\sqrt{\overline{(rr^{})^2}}<\xi =a\varphi ^{3/4})`$ (33)
$``$ $`(nn^{})^{1/2}(\xi <\sqrt{\overline{(rr^{})^2}}<\mathrm{\Lambda })`$
$``$ $`nn^{}(\sqrt{\overline{(rr^{})^2}}>\mathrm{\Lambda })`$
where the intermediate length scale $`\mathrm{\Lambda }`$, where this transition occurs, is called the elastic blob (see references these ; lambda ) :

$$\mathrm{\Lambda }(r,r_0)a^2\left|\frac{dr}{dn}\right|^1\varphi ^{1/4}$$
(34)
At this length scale, the polymer chain is not an ideal random walk any more : instead, it has no choice but to move forward at every step (exponent $`1`$). Hence, the chain is mainly a linear string of these elastic blobs stretched along the radial direction; the important point being that these blobs are defined along one direction and that in the other two directions, blobs of different chains overlap.

In the elastic term of equation (9), the degree of stretching $`e(r,r_0)`$ must be replaced by an effective degree of stretching $`e_{\mathrm{eff}}(r,r_0)=a^2/\mathrm{\Lambda }(r,r_0)`$, which yields the factor $`\varphi ^{1/4}`$ in equation (32).
Note that the osmotic blob size $`\xi (r)`$ depends only on the position $`r`$, whereas the size of an elastic blob $`\mathrm{\Lambda }(r,r_0)`$ on a particular chain also depends on the local degree of stretching of that chain, i.e., on the position $`r_0`$ of its free end.

In principle, the chain conformations should be obtained through minimization of equation (32), as in reference Milner . Here, however, we simply use the volume fraction $`\varphi (r)`$ (equation (19) or (27)), the free end distribution $`g(t)`$ (equation (20) or (29)), and the degree of stretching derived through the mean-field method developed in the previous section (Eq. 16).

The free energy of the brush in regimes 2 and 3 can be computed numerically from equation (32) along the lines we have indicated.
Here, for simplicity, we focus on the limit where $`RR^{}`$ (well in regime 3). The free end distribution given by equation (29) at zero order in $`R/R^{}`$ then becomes :

$$g(t)6t\left\{\mathrm{arg}\mathrm{tanh}\sqrt{1t^2}\sqrt{1t^2}\right\}$$
(35)
In the same way, at this order, $`\varphi (r)`$ is constant where $`\varphi (r)=\mathrm{\Phi }=3aN\sigma /R`$. With these two approximations, the total free energy is equal to the first two terms of Eq. (30) multiplied by $`\varphi ^{1/4}`$ :

$`\stackrel{~}{F}`$ $``$ $`{\displaystyle \frac{3}{2}}{\displaystyle \frac{aN^2v\sigma }{R}}\varphi ^{1/4}+{\displaystyle \frac{3\pi ^2}{80}}{\displaystyle \frac{R^2}{Na^2}}\varphi ^{1/4}`$
$``$ $`\left({\displaystyle \frac{3}{2}}\right)^{1/4}\left({\displaystyle \frac{9\pi ^2}{10}}\right)^{5/12}\sigma ^{5/6}N\left[{\displaystyle \frac{3}{4}}\left({\displaystyle \frac{R^{}}{R}}\right)^{5/4}+{\displaystyle \frac{1}{6}}\left({\displaystyle \frac{R}{R^{}}}\right)^{7/4}\right]`$
where the dominant contribution is osmotic (first term). The second term is the elastic term (computed above for $`R/R^{}0`$). The next nonzero contributions from the osmotic and the elastic terms in the $`R/R^{}`$ (or $`B`$) expansion are smaller by a factor of order $`(R/R^{})^3`$.

Finally, in order to get simply the scaling dependence of respectively the osmotic and elastic energy in regimes 2 and 3 (within unknown numerical coefficients of order unity), it is possible to keep only the scaling dependence of blobs : $`\xi a\mathrm{\Phi }^{3/4}`$ and $`\mathrm{\Lambda }N\mathrm{\Phi }^{1/4}/R`$ and to assign the energy $`k_BT`$ per blob. Thus, in regime 2, we recover the very simple estimate of the balance achieved by the stretched chains first presented by Alexander Alexander  and de Gennes PGG . The compressed brush in regime 3 is then analogous to a flat brush in presence of a semi-dilute solution of monomer volume fraction $`\mathrm{\Phi }_b=\mathrm{\Phi }`$ (see Figure 2). The parameter $`R`$ is related to a virtual external osmotic pressure $`\mathrm{\Pi }\mathrm{\Phi }_b^{9/4}`$ which compress the grafted layer these ; PGG .

### 3.2 Confined chains (regime 4)

The natural size of an $`N`$-monomer chain in a semi-dilute solution of volume fraction $`\varphi `$ is known to be $`R(\varphi )aN^{1/2}\varphi ^{1/8}=\xi (N/g)^{1/2}`$ where $`\xi =ag^{3/5}=a\varphi ^{3/4}`$ is the osmotic blob size defined earlier in this section. In regimes 2 and 3, when the sphere radius is decreased, the chains remain stretched as long as their end-to-end extension is larger than the elastic blob size $`\mathrm{\Lambda }`$. This breaks down when the radius of the sphere reaches the natural size of the chain, i.e., $`R=R(\varphi )`$ or :

$$Ra\sigma ^{1/7}N^{3/7}$$
(37)
For smaller sphere radii (which corresponds to regime 4, see Figure 3), the grafted chains are confined. More precisely (see Figure 8b), the chains are swollen at small length scales, Gaussian at length scales between $`\xi `$ and $`R`$, and confined (zero exponent) for larger numbers of monomers GLOBULE . The transition between the Gaussian and the confined statistics corresponds to $`G=\varphi ^{1/4}R^2/a^2`$ monomers. At scales larger than $`G`$ monomers, because of the spherical boundary, the chain has no choice but to stay in the same region of space instead of performing a random walk : globally, it is a string of $`N/G`$ overlapping blobs of size $`R`$. Using the same argument as earlier in this section, we conclude that the compression contribution to the overall energy can be estimated as :

$$\stackrel{~}{F}_{4el}\frac{N}{G}N^{3/4}\sigma ^{1/4}(R/a)^{7/4}$$
(38)
This, however, is only a correction to the free energy, whose main contribution is osmotic and is given by equation (8).

## 4 Concluding Remarks

In this article, we have given both an SCF and a scaling study of the structure and the associated free energy of polymer brushes in concave geometries. A simple scaling description can be derived from SCF calculations. The essential features are the following : for weak curvatures ($`R>R^{}1.3L_{flat}`$, where $`L_{flat}`$ is the thickness of a planar brush with the same grafting density), inwardly curved brushes are a mere generalization of flat brushes : the monomer concentration decreases as we move off from the surface. A specific scaling description which would account for the geometry and for this slowly decreasing concentration would yield nothing else but constant blobs as in the Alexander-de Gennes description of flat brushes. This relatively poor scaling description can be related to the fact that the chain end distribution spreads over the entire layer. However, we argue that a self-similar profile of inverted Daoud-Cotton type is not the correct scaling description. Even if the variation of the thickness with $`R`$ does not allow to bring to a firm conclusion, this approach does not lead to the lowest free energy since not only it overestimates the actual free energy but also it yields an increasing monomer concentration which diverges in the center for $`RL_{flat}`$. At large curvatures (keeping the grafting density constant), the monomer concentration becomes progressively uniform, leading to the structure of a squeezed semi-dilute solution where monomer-monomer interactions predominate over chain stretching energy. This description is consistent with the fact that most chain ends are located at the center of the sphere, just like in a compressed brush where they are located at the edge of the brush. Finally, we also give elements to compute numerically the free energy taking into account correlations between monomers, by using the SCF results for the volume fraction and the chain end distribution. We hope that the diagram of the different regimes according to the values of $`R`$ and the grafting density $`\sigma `$ will be checked experimentally in microemulsions Guenoun .
As soon as $`RL_{flat}`$, the dissymmetry between convex and concave cases, which originates in the difference of available space for the brush, becomes important and plays a non negligible role in the stability of micelles and polymer decorated membranes. This article brings the essential elements for the determination of membrane spontaneous curvature, mean and Gaussian rigidity moduli especially for decorated vesicles of high curvatures at thermodynamic equilibrium (where the radius is of order of $`100\AA `$ JOANNIC ). This theoretical work should also illuminate the issue of the adsorption of polymers on rough surfaces consisting of bumps and hollows of high curvatures LIGOURE .
However, the question of membrane fluctuations with a short wavelength $`\lambda <L_{flat}`$ still awaits consideration since the range of steric interactions between chains is then longer than $`\lambda `$. The distribution and conformation of grafted polymers should then be altered only in the vicinity of the grafting points. Indications of this have been given experimentally by Singh et al. : the influence of surface roughness on polymer adsorption is smaller when the roughness has a very small wavelength SINGH .

###### Acknowledgements.

The authors wish to thank Alice Nicolas and Bertrand Fourcade for useful discussions. We also thank E. Zhulina for pointing out references Zhulina1 ; Zhulina2  to us and for raising the argument of the stabilizing concentration gradient at the edge of the brush.

## Appendix A: Convolution method for a self-consistent field treatment of the concave brush

We use here an alternate (and faster) method to calculate the free energy in the SCF theory. As an example, we treat the regime 3.
We know from the works of Semenov and MWC that the potential profile is parabolic, and that it is proportional to the volume fraction:

$$\varphi (r)=\mathrm{\Phi }+\frac{1}{10}CC\frac{r^2}{R^2}$$
(39)
where $`\mathrm{\Phi }=3aN\sigma /R`$ is the average volume fraction is calculated by normalization and where $`C=3\pi ^2R^2/8a^2vN^2`$ is found from the ”equal-time argument”. In regime 3, the volume fraction has some finite value both at the center $`\varphi (R)\mathrm{\Phi }9/10C`$. Taking advantage of these results, we use the convolution method outlined in reference CYPCONVO  to determine the free energy (in mean-field). From this we calculate the two-body excluded volume interaction free energy of the brush :

$`F_{os}`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle 4\pi (Rr)^2𝑑r\frac{v}{a^3}\varphi ^2(r)}`$ (40)
$`=`$ $`{\displaystyle \frac{2\pi R^3v}{a^3}}\left\{{\displaystyle \frac{1}{3}}\mathrm{\Phi }^2+{\displaystyle \frac{13}{2100}}C^2\right\}`$
Defining now $`\varphi _{flat}(r)`$ by

$$4\pi R^2\varphi _{flat}(r)4\pi (Rr)^2\varphi (r)$$
(41)
as the density profile obtained by flattening out the concave brush like a chopped pineapple slice, we compute the elastic energy CYPCONVO  :

$`F_{el}`$ $`=`$ $`4\pi R^2{\displaystyle \frac{\pi ^2}{8N^2a^5}}{\displaystyle _0^R}𝑑r\left\{r^3{\displaystyle \frac{d\varphi _{flat}(r)}{dr}}\right\}`$ (42)
$`=`$ $`{\displaystyle \frac{\pi ^3R^5}{2N^2a^5}}\left\{{\displaystyle \frac{1}{10}}\mathrm{\Phi }{\displaystyle \frac{13}{700}}C\right\}`$
Gathering all these results, we find the free energy in the mean field approach (equation (30)) :

$$F=\frac{2\pi }{3}\frac{R^3v}{a^3}\mathrm{\Phi }^2+\frac{\pi ^3}{20}\frac{R^5}{a^5N^2}\mathrm{\Phi }\frac{39\pi ^5}{22400}\frac{R^7}{a^7vN^4}$$
(43)
The free-end density profile is then obtained by a simple convolution with the volume fraction profile CYPCONVO  :

$`{\displaystyle \frac{g(r_0)}{4\pi (Rr)^2}}`$ $`=`$ $`{\displaystyle _{r_0}^R}\left\{{\displaystyle \frac{d\varphi _{flat}}{dr}}(r)\right\}{\displaystyle \frac{r_0}{Na\sqrt{r^2r_0^2}}}𝑑r`$ (44)
where the last factor is the MWC free end distribution for a melt brush (step-like volume fraction profile). Through integration, we recover equation (29).

## Appendix B: Do lateral fluctuations ruin the SCF approach ?

The SCF approach describes only a projection of the chain conformation along the normal to the surface and ignores the chain fluctuations parallel to the surface. For a brush grafted to a flat interface, the lateral fluctuations can be described in very simple terms since the chain performs a random walk in these directions : the square-averaged position of the $`n`$-th monomer from the wall is $`yan^{1/2}`$ in the case of a melt, and more generally $`yan^{1/2}\varphi ^{1/8}`$ if $`\varphi `$ is the monomer volume fraction.

Such lateral fluctuations are not hindered in any way for a flat brush since the potential is constant in the lateral directions. In the case of a concave brush, however, when a chain fluctuates laterally, it explores regions located closer to the grafting, concave surface, and the potential is somewhat higher there. In regions where this potential increase becomes of order $`k_BT`$, we expect a reduction in the lateral fluctuations, which in turn represents an additional reduction of entropy. In principle, the potential should therefore be altered accordingly. We now estimate this effect for the regime 3 (where it should be more important) using a scaling description of the chain conformations.

Consider a point at a distance $`r`$ from the wall where the potential has a certain value $`V(r)`$. Let us now consider the potential as a function of the distance $`z`$ from the first point, going perpendicularly to the radius : from geometry, the new point is closer to the wall by $`\mathrm{\Delta }rz^2/2(Rr)`$. As a consequence, the potential is increased by $`\mathrm{\Delta }r|dV/dr|`$. By considering correlations between monomers, the potential equation (14) is modified according to Milner : $`V(r^{})/k_BT=\varphi ^{5/4}(r^{})=\varphi ^{5/4}(r^{}(R))+3\pi ^2/(8N^2)(r^2(R)r^2)`$ where $`dr^{}=\varphi ^{1/8}(r)dr`$ and $`\varphi (r^{})\varphi (r)`$. Hence, the variation of the potential in the perpendicular direction is given by $`(dV/dr^{})(dr^{}/dr)\mathrm{\Delta }r`$.
In regime 3, the volume fraction is essentially uniform and we have $`r^{}r\varphi ^{1/8}`$ thus

$$V(r,z)V(r)+k_BT\varphi ^{1/4}\frac{z^2r}{N^2(Rr)}$$
(45)
In the direction of $`z`$, the chain evolves in the potential given by the above equation. At small length scales, the potential increase is weak and does not affect the chain conformation. At large length scales, the chain is confined in this potential. At the crossover between these two regimes, the typical distance $`z`$ that is actually explored by the chain is such that the monomers required for a free random walk over that distance, each of which being at a potential of order $`V(r,z)`$, correspond to an energy of order $`k_BT`$ altogether. In other words, at a given radial position $`r`$, the lateral fluctuations of the chain may not exceed $`z`$ given by :

$$k_BT\frac{\overline{z}^2\varphi ^{1/4}}{a^2}[V(r,\overline{z})V(r)]i.e.\overline{z}aN^{1/2}\varphi ^{1/8}\left[\frac{Rr}{r}\right]^{1/4}$$
(46)
As $`\varphi `$ is essentially uniform, the lateral fluctuations depend on position only through the last factor $`[(Rr)/r]^{1/4}`$. Near the wall, the spontaneous fluctuations are given by :

$$zan^{1/2}\varphi ^{1/8}(rR)$$
(47)
since this is still lower than $`\overline{z}`$. By contrast, close to the center, the lateral fluctuations are given by :

$$zaN^{1/2}\varphi ^{1/8}[1r/R]^{1/4}(RrR)$$
(48)
The energy involved in this effective chain confinement is $`k_BT`$ per blob of size $`z`$, i.e., per $`G_z(z/a)^2\varphi ^{1/4}N[(Rr)/R]^{1/2}`$ monomers. Now, from the SCF chain conformation $`r=R\mathrm{sin}[\pi n/2N]`$ (if the free end is at the center $`r=R`$), we deduce that $`(Rr)/R(Nn)^2/N^2`$. Hence, the free energy due to the restriction of the lateral fluctuations is given by :

$$F_{\mathrm{conf}}_0^{O(N)}\frac{d(Nn)}{G_z}\mathrm{ln}N$$
(49)
As a consequence, the free energy that corresponds to the reduction of the lateral fluctuations is negligible. The fluctuations should be included, however, to fully describe the chain conformations near the center (for $`RrR`$).

## Appendix C: Cylindrical geometry.

Following the same approach as in the Introduction, a scaling diagram can be established for concave cylindrical brushes in terms of the cylinder radius $`R`$ and the grafting density $`\sigma `$ (Figure 9). It should be noticed that two new regimes are present, as compared to the spherical geometry :

* regime 1bis where the cylinder is so small ($`R<aN^{3/5}`$) that mushrooms are confined by the cylinder and stretched along the cylinder. This ensures the blob size equal to $`R`$ and their length is $`R_{}N/R^{2/3}`$ PGGSCALING .
* regime 4 which is semi-dilute and where chains are not laterally compressed. Their length is $`R_{}aN^{1/2}\varphi ^{1/8}`$.

The limit between these two regimes is $`R1/N^3\sigma ^3`$.

Figure Captions.

Figure 1: (a) Conformation of a convex brush in the Daoud-Cotton scaling description. The geometry ensures the equilibrium between elastic and osmotic forces. The same picture transposed to concave surfaces (b) is used in references Lipowsky ; SEVICK ; Zhulina1 . The inset shows the monomer volume fraction profile.

Figure 2: Various regimes for a spherical concave grafted polymer brush. The inverse of curvature is $`R`$ and the grafting density $`\sigma `$. A schematic representation of the brush is shown using blobs defined in Section 3. This figure is only qualitative. (1: mushrooms, 2: weak concave brush, 3: compressed brush, 4: collapsed brush, in gray: unphysical regions)

Figure 3: Variations of the free energy per chain $`\stackrel{~}{F}(x)`$ for three different values of $`R/R^{}`$ for $`N=1000`$, $`\sigma =0.03`$ ($`R^{}/a=300.07)`$: from bottom to top $`R=2R^{}`$ (region $`2`$); $`R=R^{}`$; $`R=0.8R^{}`$ (region $`3`$). The dashed part of the curve corresponds to an unphysical situation condition b .

Figure 4: Concentration profile of the brush. (a) Large sphere ($`R=2R^{}`$, regime 2) : the profile is parabolic and the concentration vanishes at some finite distance $`x^{}`$ from the surface of the sphere (see Eq. (19)). (b) At $`R=R^{}`$, the concentration vanishes precisely at the center of the sphere. (c) Small sphere ($`R=0.8R^{}`$, regime 3) : truncated parabolic profile with a finite concentration at the center of the sphere (see Eq. (27)).

Figure 5: Variation of the normalized chain end density distribution $`\rho `$ vs. $`r_0/R`$ for two different radii, $`R=1.27R^{}`$ (regime 2) and $`R=0.75R^{}`$ (regime 3) ($`N=1000`$, $`f=600`$).

Figure 6: Variation of the solution $`x^{}`$ of equation (15) vs the normalized curvature $`R^{}/R`$. The inset shows the variation of the normalized brush height $`L/L_{flat}`$ vs the normalized curvature of the sphere $`R^{}/R`$.

Figure 7: Variation of the scaled total free energy per chain $`\psi `$ (see Eq. (19)) in regimes $`2`$ and $`3`$ vs the normalized curvature $`R^{}/R`$. Are also represented the elastic ($`\psi _{el}`$) and osmotic ($`\psi _{os}`$) parts (where $`\psi =\psi _{os}+\psi _{el}`$)

Figure 8: Mean square distance between two monomers from the same chain (radial component), as a function of the number of monomers between them (logarithmic scales). (a) In regime 3, for a given average degree of stretching $`|dr/dn|`$ and volume fraction $`\varphi `$ (thin line), the thick line is the scaling picture. At long distances, the dependence is linear, which reflects the fact that the chain is stretched (exponent $`1`$). At smaller distances, the chain takes the conformation it would have in a semi-dilute solution of volume fraction $`\varphi `$ : it is swollen at small length scales (exponent $`3/5`$) and it is Gaussian at length scales larger than $`\xi =a\varphi ^{3/4}`$ (exponent $`1/2`$). (b) In regime 4, the chains are compressed : the SCF approach does not apply and the scaling approach yields the following picture. For a given volume fraction $`\varphi `$, all chains behave alike. They are swollen at small length scales (exponent $`3/5`$) and Gaussian at length scales larger than $`\xi =a\varphi ^{3/4}`$ (exponent $`1/2`$ like in a semi-dilute solution). A $`G`$-monomer strand spans over the entire interior of the sphere of size $`R`$ and thus larger strands do not extend any further : they are confined (exponent $`0`$).

Figure 9: Various regimes for a cylindrical concave grafted polymer brush. The inverse of curvature is $`R`$ and the grafting density $`\sigma `$. This figure is only qualitative. (1: mushrooms, 1bis: compressed mushrooms, 2: weak concave brush, 3: compressed brush, 4: semi-dilute brush)


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# Stick-Slip Fluctuations in Granular Drag

## I Introduction.

The propagation of stress in granular media presents a complex problem which has been the subject of extensive study. An applied external stress results in the development of an internal structure resisting the stress, a so-called ”jammed state” that is dependent on the direction and magnitude of the stress . The origins of this jamming lie in the fact that the forces do not propagate uniformly through the granular sample but are localized along directional force chains , and the jammed state is ultimately characterized by the properties of the network of these chains.

In this paper we investigate the jamming of spherical granular media by analyzing the drag force opposing the movement of a solid object through such media. The object’s motion is opposed by jamming of the grains in front of the object, but if the applied force exceeds a critical threshold corresponding to the strength of the jammed state, the object moves ahead while displacing the surrounding grains. Such successive breakdowns result in large fluctuations in the drag force at low velocities which reflect the strength of successive jammed states. Our results demonstrate that the forces arising from such jamming of the grains and subsequent bulk grain reorganization dominate the drag process while the frictional forces at the surface have little effect. Furthermore the nature of the fluctuations, and thus the strength of the jammed states, can be affected by the finite size of the containing vessel due to the long-range nature of the force chains. Some of the results have been published previously .

## II Description of the Apparatus

The experimental apparatus, shown in Fig. 1, consists of a vertical steel cylinder of diameter $`d_c`$ inserted to a depth $`H`$ in a cylindrical container filled with glass spheres. A comb made of three 5 mm diameter steel rods separated by 20 mm gaps is also inserted at 150 mm depth opposite the vertical cylinder with the role of randomizing the medium.

The container rotates with constant angular speed while the vertical cylinder is attached to an arm that may rotate freely around the rotational axis of the container. Opposing the cylinder we have a fixed precision force cell  which measures the force $`F(t)`$ acting on the cylinder as a function of time. We also incorporate a spring of known spring constant, $`k`$, between the cylinder and the force cell with $`k`$ varying between 5 to 100 N/cm. The purpose of the spring is twofold, it allows the force to slowly build up, and, with a suitable choice of $`k`$ it dominates the elastic response of the cylinder and all other parts of the apparatus so that the nonlinear deformations will not significantly affect the results. We vary the speed ($`v`$) from 0.04 to 1.4 mm/s, the depth of insertion ($`H`$) from 20 to $`190`$ mm, and the cylinder diameter ($`d_c`$) from 8 to 24 mm, studying glass ($`\rho `$ = 2.5 g/cm3) spheres of diameter ($`d_g`$) 0.3, 0.5, 0.7, 0.9, 1.1, 1.4, 1.6, 3.0 and 5.0mm. The force is sampled at 150 Hz and the response times of the force cell and the amplifier are less than 0.2 ms.

As we will discuss in detail later, the drag force experienced by the vertical cylinder, $`F(t)`$, is not constant, but has large stick-slip fluctuations consisting of linear rises associated with a compression of the spring and sharp drops (sudden decompressions of the spring) corresponding to the collapse of the jammed grains opposing the motion. In most of our measurements the angular deflection of the arm during the fluctuations was around $`1^{}`$ ($``$ one bead diameter), therefore in subsequent discussions we have approximated the spatial deflection of the cylinder as linear. Note that these experiments are conducted in dense static granular media as opposed to drag in dilute or fluidized media which have been studied both theoretically  and experimentally . In our experiments, however, all grains are at rest relative to each other and the container for the vast majority of the time.

During the stick process the cylinder is stationary relative to the granular medium moving with speed $`v`$. During this process the spring is compressed at a uniform rate. Thus the change in the force on the cylinder is described by $`\mathrm{\Delta }F=k\mathrm{\Delta }x=kvt_{stick}`$. The slip processes, during which the cylinder moves relative to the medium, are very short when compared to the duration of the stick processes $`t_{slip}t_{stick}`$ for all depths. Although $`t_{stick}`$ changes with depth ($`\mathrm{\Delta }F`$ has $`H`$ dependence) $`t_{slip}`$ stays approximately the same, and it is comparable to the characteristic inertial time $`\tau _{in}=2\pi \sqrt{M/k}0.1s`$. As long as $`t_{stick}`$ is significantly larger than $`t_{slip}`$ the stick slip process probes the properties of the material but if $`k`$ is chosen very large so that the quantity $`t_{stick}=\mathrm{\Delta }F/kv`$ is comparable to $`\tau _{in}`$ the dynamics will be dominated by the inertial properties of the apparatus. Additionally, $`k`$ must be chosen such that it is much smaller than the elasticity of the apparatus. These conditions impose certain limits for acceptable values of $`v`$ and $`k`$ in a somewhat similar way as with sliding surface friction . As we will show later, however, within these limits the average force and fluctuations are not affected by the choice of either $`v`$ or $`k`$.

## III Data Analysis

During each fluctuation the force first rises to a local maximum (the stick process) then drops sharply as the jammed state collapses (the slip process). As shown in Fig. 2 we have identified three characteristic types of stick-slip motion. These three types, as explained in detail below, are:

* Periodic: The signal resembles an ideal sawtooth signal. The distributions of maxima and minima have narrow widths that do not overlap within two standard deviations. We observe this behavior for beads of diameter $`d_g=`$ 0.3, 0.5, 0.7, 0.9 and 1.1 mm and depths less than 100mm.
* Random: The signal resembles a random sawtooth signal. The distributions of maxima and minima overlap within one standard deviation. Only beads of diameter larger than 1.1 mm, $`d_g=`$ 1.4, 1.6, 3.0 and 5.0 mm exhibit this behavior. We attribute the appearance of random fluctuations to the finite size effects associated with both the container size and the cylinder/bead ratio. Because of the complications introduced by these effects, in the present paper we focus on the other two regimes and we plan to study this random regime in more detail in another experiment.
* Stepped: The force builds up as a sum of small sawtooth like steps. Each subsequent maximum and minimum tends to be at a higher force than the previous one, until a large reorganization occurs that resets the system and the incremental buildup starts again. This behavior can be observed at high depth, ($`H>140`$ mm), and the transition from the periodic to the stepped regime can be well characterized. As we will show later, the container diameter has an influence on the critical depth at which the periodic regime changes into the stepped one.

In each of these regimes the quantity $`\frac{1}{v}\frac{dF}{dt}`$ in the stick processes stays constant and equal to $`k`$, thus serving as strong evidence that during the stick processes the cylinder is at rest relative to the granular reference frame. We note that we did not observe precursors to the slip events even for the lowest speeds (0.05 mm/s) and weakest springs (5 N/m), cases that offered the best time resolution. We believe that the gradual, plastic yield observed right before slipping of 2D sheared granular layers  does not take place in our system. We have extensively studied both the periodic regime and the transition from the periodic to the stepped regime.

### A The Periodic Regime

1. General characteristics. This regime has been observed for all beads with $`d_g<1.4`$ mm and depths $`H`$ smaller than 80 mm. A characteristic dataset and power spectrum (the squared amplitudes of the Fourier components of $`F(t)`$) is shown in Fig. 3.

As seen on the spectrum, the low frequency interval is dominated by the Fourier terms corresponding to the periodicity of the signal. We observe only one or two higher order harmonics, while at higher frequencies the spectra exhibit power law scaling with exponent of -2. Similar scaling was also observed in sheared granular materials in a Couette geometry , and is intrinsic to random sawtooth signals . At high frequencies we see only electronic noise.

In the periodic regime, the signal $`F(t)`$ is made up by continuous rises to a maximum value ($`F_{max}`$) then drops to a minimum ($`F_{min}`$). As shown on Fig. 4, the widths of the distributions for the maxima and minima are roughly the same and the histograms do not intersect. We may consider the separation between the mean value of maxima and minima as a parameter in distinguishing the periodic regime from the random one. This parameter has a purely statistical interpretation, $`4\sigma `$ separation meaning that $``$96% of the minima were smaller than $``$96% of the maxima. The size distribution of upward and downward jumps (the difference between the value of consecutive minima to maxima and maxima to minima) is quite similar, as shown in Fig. 5.

We observed no significant correlation between consecutive values of maxima and minima, thus we may consider them independent random variables. The interval-averaged values, computed as the average value of the maxima or minima over an interval (50 points), however, show a correlated overall modulation with an amplitude of about $`\pm `$5% of the total value. Since this modulation affects identically both the maxima and the minima, it appears to be caused by small changes of the jamming properties of the media in different parts of the container. Such changes might be caused by inhomogeneities in the packing or surface level associated with inserting and removing the cylinder.

2. Depth, cylinder diameter and grain diameter dependence. In a previous paper  we have reported that the drag force on a cylinder with diameter $`d_c`$ inserted to a depth $`H`$ in a granular bed can be written as $`\overline{F}=\eta \rho gd_cH^2`$ where $`\eta `$ characterizes the grain properties (surface friction, packing fraction, etc.), $`\rho `$ is the density of the glass beads, and $`g`$ is gravitational acceleration. We verified this expected dependence of $`F`$ on $`d_c`$ and $`H`$ as shown Fig. 6. The power spectra as function of both depth and cylinder diameter are also presented in Fig. 7.

When we varied the grain diameter, $`d_g`$, our results were always in agreement with our general formula: $`\overline{F}=\eta \rho gd_cH^2`$. In this formula $`\eta `$ only describes the surface properties of the granular material, therefore, the average force is expected to be independent of the grain size $`d_g`$. As we show in Fig. 8. while there is some scattering around the mean for the experimentally measured values of $`\eta `$ there is no trend corresponding to the change in grain diameter. The period, the time interval between two peaks, is connected to the change in the force via the formula $`T=\mathrm{\Delta }F/kv`$ and also shows a linear dependence on cylinder size (Fig. 9) and a quadratic dependence on depth up to $`h=80`$ mm.

3. Scaling with $`k`$ and $`v`$. Since our apparatus allowed us to vary $`k`$ and $`v`$, we first verified whether the overall behavior of the medium is influenced by the choice of these parameters. From a methodological standpoint, decreasing speed or decreasing $`k`$ affect the results in a similar way, by reducing the number of stick-slip events within a certain time interval, thus increasing the time resolution of all such events. We were able to vary $`k`$ between 5 N/cm to 800 N/cm, and we find that above $`k=100`$ N/cm the signal started to lose its shape and became more and more distorted with increasing $`k`$ (see Fig. 10).

Since the amplitude of the signal and thus the period is inversely proportional to $`k`$, increasing $`k`$ reduced the duration of the process during which the cylinder moved with the media ($`t_{stick})`$ to the point at which the inertial effects and the elasticity of the jammed medium and apparatus were interfering with the force measurements. This has set an upper limit for acceptable values of $`k`$. Below this limit, however, we could not observe any influence of $`k`$ on the data. We verify this assumption by rescaling the spectra corresponding to the formula $`\mathrm{\Delta }F=kv\mathrm{\Delta }t`$. If $`k`$ and $`v`$ affects the data only via this relation then the scaled power spectra expressed as $`kvP(\omega )=f(\omega /kv)`$ should overlap.

As seen in Fig. 11, the power spectra collapse very well with $`k`$ (for data taken with constant $`v`$). A similar scaling performed for the speed $`v`$, with $`v`$ varied from 0.05 mm/s to 0.5 mm/s is shown in Fig. 12 ($`k`$ fixed). Based on these two results we believe that the choices of $`k`$ and $`v`$ did not affect the nature of the force fluctuations measured by this experiment, i.e. that the force fluctuations represent static properties of the grains rather than the measurement process.

Surface friction and cylinder profile. We have varied the friction coefficient of the surface of the cylinders by using cylinders made from different materials. We tested sandblasted aluminum and steel, smooth plexiglass and teflon coated steel cylinders. By this substitution we varied the static friction coefficient by a factor of $`2.5`$ . The mean drag force was almost identical for all of these cylinders (within 5%) and the fluctuations also showed no qualitative difference. (Fig. 13).

Thus, it appears that the frictional forces at the surface of an object have a negligible contribution to the drag force. This implies that the fluctuations originate in the bulk of the medium. It is also noteworthy that the mass of these cylinders varied significantly (the steel was around 3 times heavier than the aluminum cylinder) demonstrating that inertial effects are not significant.

We have also tested the effects of the shape of the object on the drag force, and we found similarly unexpected behavior. There was very little difference in the signal profile when we substituted our circular cylinder with a half cylinder with the plane of the cut perpendicular to the direction of motion. While we do not want to suggest that the force is totally independent of the shape of the object we believe that the shape has a much smaller impact than one would expect from an analogy with the shape effects on the drag in fluids (Fig. 14).

This relative independence of cylinder shape and surface properties can, however, be explained qualitatively as a consequence of the nature of force propagation in granular media. As the cylinder advances it has to displace material through dilation, thus it has to reorganize the grains into spatially different positions. Since the force chains have a long-range character, the volume of the material resisting the movement is much larger than the volume of material engaged into frictional interactions at the surface of the object. The intergrain interactions are not only independent of the cylinder-grain interactions but they are also far more numerous. Thus, it is easy to see that they may completely dominate the dynamics. One can also describe this mechanism based on the energetics of the stick-slip process. The energy stored in the spring will be dissipated in friction at the surface of the object and in friction among grains far from the cylinder, as the work necessary to bring them into their new spatial positions. The number of the grains involved is not affected by the friction coefficient of the object and is only slightly influenced by the shape of the object.

### B Stepped regime

A striking feature of the data is that the fluctuations change character with depth. For smaller grains $`d_g<1.6`$ mm and $`H<H_c80`$ mm the fluctuations are quite periodic, i.e. $`F(t)`$ increases continuously to a nearly constant value of $`F_{max}`$ and then collapses with a nearly constant drop of $`\mathrm{\Delta }F`$ (Fig. 15) as discussed above. As the depth increases, however, we observe a change in $`F(t)`$ to a ”stepped” signal: instead of a long linear increase followed by a roughly equal sudden drop, $`F(t)`$ rises in small linear increments to increasing values of $`F_{max}`$, followed by small drops (in which $`\mathrm{\Delta }F`$ is significantly smaller than the rises, 15-20%), until $`F_{max}`$ reaches a characteristic high value, at which point a large drop is observed. This transition from a periodic to a ”stepped” regime is best quantified in Fig. 16, where we plot the depth dependence of the mean of $`\mathrm{\Delta }F`$. In the periodic regime, $`\overline{\mathrm{\Delta }F}`$ increases with depth just as $`\overline{F}`$ does. As the large uniform rises of the periodic regime are broken up by the small intermediate drops, however, $`\overline{\mathrm{\Delta }F}`$ shows a local minimum and then increases continuously again. The transition can also be observed in the power spectra as shown in Fig. 7 For low depths the power spectra display a distinct peak characteristic of periodic fluctuations, but these peaks are suppressed for $`H>H_c`$ in correlation with the changes in the qualitative character of $`F(t)`$.

The transition can also be observed in the histograms (curves that can be well approximated as gaussians) depicting the distribution of maxima and minima (Fig. 17). The initially well-separated peaks corresponding to an ideal sawtooth pattern widen while the distance between their maxima decreases up to the point at which they intersect within less than one $`\sigma `$ separation.

Another useful way of characterizing the structure of the fluctuations and the transition to the stepped regime is by building return maps, plotting $`F_N^{max}`$ vs $`F_{N+1}^{max}`$ (Fig. 18). In these plots, the continuous line shows the $`F_N^{max}=F_{N+1}^{max}`$ line, points above it mean that the $`N+1`$th maximum is larger than the $`N`$th one, while points below mean that the $`N`$th maximum is larger than the next one.

As long as there is no relation between consecutive maxima and minima these maps should not show any characteristic shape and should form a circular pattern with gaussian spread. Indeed at low depths we do observe such a pattern but with a somewhat elongated structure, the elongation being probably caused by the previously mentioned overall modulation of the signal. At high depths, however, the blob starts to show a structure associated with the stepped character of the motion, suggesting a history dependence in the way each jammed state will further evolve.

The graphs show that at large depths the majority of the peaks are followed by a peak with an even greater height, and the increase from one peak to the next one is within an interval that has a well defined upper limit. Interestingly this limit forms a line shifted above and parallel with the line of $`F_N^{max}=F_{N+1}^{max}`$. Only at the highest values of $`F_{max}`$ do we observe values that are smaller, usually significantly smaller than their predecessor. This means that the force always has to first build up to a certain value before a large reorganization can occur.

### C The transition from periodic to stepped fluctuations.

The transition from a periodic to a ”stepped” signal is rather unexpected, since it implies qualitative changes in the failure and reorganization process as $`H`$ increases and the existence of a critical depth, $`H_c`$. An explanation for $`H_c`$ could be provided by Janssen’s law  which states that the average pressure (which correlates directly with the local failure process) should become depth independent below some critical depth in containers with finite width. This should not occur in our container, however, which has a diameter of 25 cm, significantly larger than $`H_c`$ ($`10`$cm). Furthermore we see no deviation in the behavior of $`\overline{F}(H)`$ from $`\overline{F}H^2`$, which depends on the pressure increasing linearly with the depth (Fig. 16 inset).

In order to account for the observed transition, we must inspect how the force chains originating at the surface of the cylinder nucleate the reorganizations. The motion of the cylinder attempting to advance relative to the grains is opposed by force chains that start at the cylinder’s surface and propagate on average in the direction of the cylinder’s motion. These force chains will terminate rather differently depending on the depth at which they originate, as shown schematically in Fig. 19. For small $`H`$, some force chains will terminate on the top surface of the granular sample and the stress can be relieved by a slight distortion of the surface. Force chains originating at large depths, however, will all terminate at the container’s walls. Since the wall does not permit stress relaxation, the grains in these force chains will be more rigidly held in place. According to this picture, $`H_c`$ corresponds to the smallest depth for which all force chains terminate on the wall. When the cylinder applies stress on the medium, the force chains originating at small H ($`H<H_c`$) reduce their strain through a microscopic upward relaxation of chains ending on the free surface. By contrast, the higher rigidity of force chains originating at $`H>H_c`$ impedes such microscopic relaxations. Thus a higher proportion of the total force applied by the cylinder will be supported by those force chains, enhancing the probability of a local slip event occurring at high depths. Such a slip event would not necessarily reorganize the grains at all depths (for example the grains closer to the surface may not be near the threshold of reorganization), thus the slip event might induce only a local reorganization and a small drop in $`F(t)`$. The large drops in $`F(t)`$ would occur when force chains at all depths are strained to the point where the local forces are close to the threshold for a slip event. This scenario also explains why $`\overline{F}(H)`$ does not change at $`H_c`$, since $`\overline{F}`$ is determined by the collective collapse of the jammed structure of the system.

According to this picture, the transition is expected at smaller depths in smaller containers since the force chains would terminate on the walls sooner (seen Fig. 19). Indeed, as we show in Fig. 16, the transition does occur at a depth approximately 20 mm smaller when the measurements are performed in a container 2.5 times smaller (with diameter of 100 mm). Furthermore, we fail to observe the periodic fluctuations in any grains with diameters 1.4 mm or larger, which is consistent with the suggested mechanism, since larger grains correspond to a smaller effective system size.

In Fig. 20 we show how for low depths the signal changes from nearly periodic to non-periodic just by changing the grain diameter. Similarly, the high depth regimes that show a stepped behavior become periodic for grains of smaller diameter (Fig. 21). This result is consistent with our earlier observation that reducing the container size has resulted in a decrease of the $`H_c`$ limit.

## IV Conclusions

In summary, we have made a detailed study of the fluctuations in granular drag. We find that the fluctuations are strongly affected by the long-range nature of the force propagation in granular media. The jamming responsible for these fluctuations originates from a localized applied stress and our results point towards the need of better understanding of how force chains originating from a point source propagate and disperse geometrically.

We gratefully acknowledge the support of the Petroleum Research Foundation administered by the ACS, the Alfred P. Sloan Foundation, NSF grants PHYS95-31383 and DMR97-01998 and NASA grant NAG3-2384.


text:
# The size of bipartite graphs with girth eight

## 1 Introduction

De Caen and Székely recently proposed a new bound for the size of a bipartite graph of girth eight, that is a bipartite graph without cycle of length four and six. We adapt their method to obtain the following cubic inequality.

###### Theorem 1

Let $`G`$ be a bipartite graph on $`v+w`$ vertices.

$`(i)`$ If $`G`$ contains no cycle of length $`4`$ and $`6`$, then its size $`e`$ satisfies

$$e^3(v+w)e^2+2vwev^2w^20.$$

$`(ii)`$ If $`vw^2/4`$, then furthermore $`ev+w^2/4`$.

Part $`(i)`$ is the right generalization of Reiman’s inequality for bipartite graphs of girth $`6`$ (see Prop. 4) to girth $`8`$. It is optimal in the sense that it is an equality for all known extremal graphs constructed via finite fields. Part $`(ii)`$ describes the case of very unbalanced bipartite graphs and is optimal: there is a graph, constructed by hand, for which it is an equality.

Let us give a brief description of this article. Section 2 describes a way to translate uncoloured graphs into bipartite graphs and its converse. This permits to get two propositions on very unbalanced graphs.

Section 3 summarizes facts about bipartite graphs of girth six that should be folklore and well known although I did not see them printed.

Section 4 is the core of the paper. We adapt an inequality of Atkinson et al. to get an optimal lower bound on the number of paths of length $`3`$ in a bipartite graph (Cor. 13). This enables us to bypass the final step in the proof of \[5, Th. 1\] and to get our theorem.

Section 5 exploits the obtained results to get some handy information.

## 2 Uncoloured graphs and bipartite graphs

### 2.1 Expanding a graph to a bipartite graph

We propose the following construction of a bipartite graph out of an uncoloured graph. Let $`G^{}`$ be an uncoloured graph with set of vertices $`V`$. Then the bipartite graph $`G`$ is defined as follows:

the first class of vertices of $`G`$ is $`V`$;

the second class $`W`$ of vertices of $`G`$ is the set of edges of $`G^{}`$;

the set of edges of $`G`$ is $`\{\{x,y\}:y\text{ is an edge of }G^{}\text{ with endpoint }x\}.`$

Thus every vertex of $`W`$ has degree $`2`$ and the size of $`G`$ is twice the size of $`G^{}`$.

### 2.2 Contracting a bipartite graph to an uncoloured graph

Let us describe an inverse construction. Let $`G`$ be a bipartite graph with colour classes $`V`$ and $`W`$. Let $`G^{}`$ be the following graph:

its set of vertices is $`V`$;

its set of edges is $`\{\{x,z\}V:y\{x,y\}\mathrm{and}\{z,y\}\text{ are edges of }G\}.`$

The size of $`G^{}`$ is at most half the size of $`G`$. If $`G`$ contains no cycle of length $`4`$, then, given $`\{x,z\}`$, there is at most one $`y`$ such that $`\{x,y\}`$ and $`\{z,y\}`$ are edges of $`G`$, so that the size of $`G^{}`$ is exactly

$$\underset{yW}{}\left(\genfrac{}{}{0pt}{}{d(y)}{2}\right)\left(\genfrac{}{}{0pt}{}{\mathrm{\#}V}{2}\right).$$
(1)
(We recognize here \[3, Inequality $`(2)`$, p. 310\] for $`s=t=2`$.) Thus each vertex $`yW`$ of degree at least $`2`$ contributes at least $`1`$ to sum $`(\text{1})`$. This yields

###### Proposition 2

Let $`G`$ be a bipartite graph on $`v+w`$ vertices that contains no cycle of length $`4`$.

$`(i)`$If $`w>\left(\genfrac{}{}{0pt}{}{v}{2}\right)`$, then there are at least $`w\left(\genfrac{}{}{0pt}{}{v}{2}\right)`$ vertices in $`W`$ of degree $`0`$ or $`1`$.

$`(ii)`$If its minimal degree is at least $`2`$, then $`w\left(\genfrac{}{}{0pt}{}{v}{2}\right)`$ and $`v\left(\genfrac{}{}{0pt}{}{w}{2}\right)`$.

If $`G`$ contains no cycle of length $`4`$ nor $`6`$, then $`G^{}`$ contains no triangle and its size is at most $`v^2/4`$. This argument proves

###### Proposition 3

Let $`G`$ be a bipartite graph on $`v+w`$ vertices that contains no cycle of length $`4`$ or $`6`$.

$`(i)`$If $`w>v^2/4`$, then there are at least $`wv^2/4`$ vertices in $`W`$ with degree $`0`$ or $`1`$.

$`(ii)`$If its minimal degree is at least $`2`$, then $`wv^2/4`$ and $`vw^2/4`$.

## 3 Bipartite graphs of girth six

The following estimate is well known as Reiman’s inequality, but its cases of equality were not written down explicitly. Reading the proof of \[3, Th. VI.2.6\], one gets with \[2, Def. I.3.1\]

###### Proposition 4

Let $`vw`$. A graph of girth at least $`6`$ on $`v+w`$ vertices with $`e`$ edges satisfies

$$O(v,w,e)=e^2wevw(v1)0$$

$$e\sqrt{vw(v1)+w^2/4}+w/2.$$

We have equality if and only if it is the incidence graph of a Steiner system $`S(2,k;v)`$ on $`v`$ points with block degree $`k`$ given by $`wk(k1)=v(v1)`$.

Note that by symmetry, we also get $`O(w,v,e)0`$, but this is superfluous by

###### Lemma 5

Let $`vw`$. Let $`e`$ be the positive root of $`X^2vXvw(w1)`$. Then $`O(v,w,e)0`$.

Proof.  As $`(vw)^2vvwvw(w1)=vw(vwvw+1)0`$, we have $`evw`$. Therefore

$`e^2wevw(v1)`$ $`=`$ $`e^2vevw(w1)+(vw)e+vw(wv)`$
$`=`$ $`(vwe)(wv)0`$
Remark 6 The case of equality in Prop. 4 implies the following: By \[2, Cor. I.2.11\], every vertex in $`V`$ has same degree $`r`$ and every vertex in $`W`$ has same degree $`k`$ with

$$k1v1\mathrm{and}k(k1)v(v1),$$
(2)
so that $`v=1+r(k1)`$ and $`kr(r1)`$. For given $`k`$, this set of conditions is in fact sufficient for the existence of an extremal graph for large $`r`$: this is Wilson’s Theorem \[2, Th. XI.3.8\]. For example, we have the following complete sets of parameters $`(v,w,r,k)`$:

$$(1+r(k1),r(1+r(k1))/k,r,k)\mathrm{for}1k5\mathrm{and}kr(r1).$$

The first set of parameters satisfying $`(\text{2})`$ for which an extremal graph does not exist is $`(36,42,7,6)`$. Consult \[2, Table A1.1\] for all known block designs with $`r17`$. \[2, Table A5.1\] provides the following sets of parameters $`(v,w,r,k)`$ for block designs: given any prime power $`q`$ and natural number $`n`$, given $`ts`$,

$$(q^n,q^{n1}\frac{q^n1}{q1},\frac{q^n1}{q1},q),(\frac{q^{n+1}1}{q1},\frac{q^{n+1}1}{q^21}\frac{q^n1}{q1},\frac{q^n1}{q1},q+1),$$

$$(q^3+1,q^2(q^2q+1),q^2,q+1),(2^{t+s}2^s+2^t,(2^s+1)(2^s2^{st}+1),2^s+1,2^t).$$

The following proposition provides a simpler but coarser bound.

###### Proposition 7

Let $`G`$ be a bipartite graph on vertex classes $`V`$ and $`W`$ with $`\mathrm{\#}V=v`$ and $`\mathrm{\#}W=w`$ without cycles of length $`4`$. Its size satisfies

$$e\{\begin{array}{cc}\sqrt{2vw(v1)}\hfill & \text{if }wv(v1)/2\hfill \\ v(v1)/2+w\hfill & \text{otherwise.}\hfill \end{array}$$

We have optimality in the second alternative for the bipartite expansion of a complete graph on $`V`$ as described in Section 2.1, on which we add $`wv(v1)/2`$ new edges by connecting any vertex of $`V`$ to $`wv(v1)/2`$ new vertices in colour class $`W`$.

Proof.  By Proposition 2, if $`w>v(v1)/2`$, then $`wv(v1)/2`$ vertices in $`W`$ have degree $`0`$ or $`1`$. If we remove them, we remove at most $`wv(v1)/2`$ edges and the remaining graph has at most $`v(v1)`$ edges because $`O(v,v(v1)/2,v(v1))=0`$. The first alternative follows from

$$O(v,w,\sqrt{2vw(v1)})=w\sqrt{v(v1)}(\sqrt{v(v1)}\sqrt{2w}).$$

## 4 Bipartite graphs of girth eight

### 4.1 Statement of the theorem

Consult \[8, Def. 1.3,1\] for the definition of weak generalized polygons.

###### Theorem 8

Let $`G`$ be a bipartite graph on vertex classes $`V`$ and $`W`$ with $`\mathrm{\#}V=v`$ and $`\mathrm{\#}W=w`$. If $`G`$ contains no cycle of length $`4`$ or $`6`$, then its size $`e`$ satisfies

$$P(v,w,e)=e^3(v+w)e^2+2vwev^2w^20.$$
(3)
We have equality exactly in two cases:

$`(i)`$if $`G`$ is the complete bipartite graph and $`v=1`$ or $`w=1`$.

$`(ii)`$if $`G`$ is the incidence graph of a weak generalized quadrangle.

Remark 9 Let us first note that this polynomial has exactly one positive root in $`e`$ for positive $`v,w`$. It suffices to this purpose to show that its discriminant is negative. This is $`v^2w^2D`$ with

$$D=27p^2+4s^336sp4s^2+32p,s=v+w,p=vw.$$

Let us study this quantity for $`s2`$, $`ps1`$. We have

$$\frac{dD}{dp}=54p36s+3254p36(p+1)+32=18p4>0,$$

so that its minimum satisfies $`p=s1`$, which implies $`D=(4s5)(s1)^23`$. Therefore Inequality $`(\text{3})`$ is equivalent to an inequality of form $`ee(v,w)`$.

Remark 10 The case of equality in Th. 8 implies the following: every vertex in $`V`$ has same degree $`s+1`$ and every vertex in $`W`$ has same degree $`t+1`$. By \[8, Cor. 1.5.5, Th. 1.7.1\], $`s+tst(1+st)`$ and

$$v=(t+1)(1+st),w=(s+1)(1+st),e=(s+1)(t+1)(1+st).$$

Let us suppose, by symmetry, that $`st`$. If $`s=0`$, we get case $`(i)`$. If $`s=1`$, we obtain exactly the examples of extremal graphs produced by de Caen and Székely: $`W`$ consists of $`t+1`$ horizontal lines and as much vertical lines and $`V`$ is the set of $`(t+1)^2`$ intersection points and $`G`$ is the point-line incidence graph of this grid (this is also the bipartite expansion of a complete bipartite graph on $`(t+1)+(t+1)`$ vertices.) Otherwise $`s,t2`$ and $`G`$ is in fact the incidence graph of a generalized quadrangle, so that by \[8, Th. 1.7.2\], $`ts^2`$. Let $`q`$ be a prime power. Then there are generalized quadrangles with set of parameters $`(s,t)`$ any of $`(q,q)`$, $`(q,q^2)`$, $`(q^2,q^3)`$, $`(q1,q+1)`$; all known ones fit in this list. In particular, by \[8, Th. 1.7.9\], if $`ts=2`$, then $`t=2`$ or $`t=4`$ and in each case there is exactly one extremal graph. By \[8, Sec. 1.7.11\], if $`ts=3`$, then there is a (unique) extremal graph exactly if $`t=3,5,9`$. There is a unique extremal graph with $`s=t=4`$. It is open whether there exists a generalized quadrangle with $`s=4`$ and $`t\{11,12\}`$.

### 4.2 A generalization of an inequality of Atkinson et al.

We first need an optimal lower bound on the number of paths of length 3. Let us prove the following inequality.

###### Theorem 11

Let $`(a_{ij})_{1iv,1jw}`$ be a matrix of nonnegative coefficients and $`\rho ,\gamma 0`$. Let

$$a_i=\underset{j=1}{\overset{w}{}}a_{ij},a_j=\underset{i=1}{\overset{v}{}}a_{ij},e=\underset{i=1}{\overset{n}{}}\underset{j=1}{\overset{v}{}}a_{ij}.$$
(4)
If $`a_i2\rho `$ and $`a_j2\gamma `$, then

$$\varphi =\underset{i=1}{\overset{v}{}}\underset{j=1}{\overset{w}{}}a_{ij}(a_i\rho )(a_j\gamma )e(e/v\rho )(e/w\gamma ),$$
(5)
equality holding exactly if $`a_i`$ and $`a_j`$ are constant.

This refines the inequality in , which states

$$\psi =\underset{i=1}{\overset{v}{}}\underset{j=1}{\overset{w}{}}a_{ij}a_ia_je^3/vw$$
(6)
as, by the Arithmetic-Quadratic Mean Inequality,

$$\varphi \psi =\gamma \underset{i=1}{\overset{v}{}}a_i^2\rho \underset{j=1}{\overset{w}{}}a_j^2+\rho \gamma ee(\gamma e/v\rho e/w+\rho \gamma )$$
(7)
Remark 12 If $`v=w`$ and $`a`$ is diagonal, Inequality $`(\text{6})`$ is the Arithmetic-Cubic Mean Inequality and Inequality $`(\text{5})`$ becomes

$$\frac{1}{v}\underset{i=1}{\overset{v}{}}a_{ii}(a_{ii}\rho )(a_{ii}\gamma )\frac{e}{v}\frac{ev\rho }{v}\frac{ev\gamma }{v},$$

which is true by Tchebychef’s Inequality \[7, Th. 43\] if $`a_{ii}\rho `$ and $`a_{ii}\gamma `$. For our “non commutative Tchebychef Inequality”, the conditions $`a_i2\rho `$ and $`a_j2\gamma `$ cannot be weakened to $`a_i\rho `$ and $`a_j\gamma `$, as we have the following counterexamples:

$$\left(\begin{array}{cc}2& 5\\ 4& 0\end{array}\right),\left(\begin{array}{ccc}0& 1& 1\\ 1& 0& 0\\ 1& 0& 0\end{array}\right).$$

Proof.  If $`(\text{5})`$ is an equality, then so are $`(\text{7})`$ and $`(\text{6})`$ and our case of equality follows from the identical case of equality in , whose proof we now imitate. We shall suppose that $`a_i>2\rho `$ or $`a_j>2\gamma `$, so that the whole inequality follows by continuity. Fix $`e`$ and suppose that under this condition the $`a_{ij}`$ are chosen so to minimize $`\varphi `$. We may suppose that the rows and the columns have been permuted such that the sequences $`(a_i)`$ and $`(a_j)`$ are nondecreasing:

$$a_1\mathrm{}a_v,a_1\mathrm{}a_w.$$
(8)
If one of these sequences is constant, the inequality follows by the Arithmetic-Quadratic inequality (and the case of equality is easy). Let us suppose that this is not so.

One can suppose that $`a_{1w}`$ and $`a_{v1}`$ are positive. Let us show the argument for $`a_{1w}`$. If $`a_{1w}=0`$, there are $`k,l`$ such that $`a_{1k},a_{lw}>0`$. Make a perturbation by adding $`\alpha `$ to $`a_{1w}`$ and to $`a_{lk}`$ and subtracting $`\alpha `$ to $`a_{1k}`$ and to $`a_{lw}`$. The row and column sums $`a_i`$ and $`a_j`$ are unaltered and $`\varphi `$ increases of

$`\mathrm{\Delta }\varphi `$ $`=`$ $`\alpha ((a_1\rho )(a_w\gamma )+(a_l\rho )(a_k\gamma )`$
$`-(a_1\rho )(a_k\gamma )(a_l\rho )(a_m\gamma ))`$
$`=`$ $`\alpha (a_1a_w+a_la_ka_1a_ka_la_w)`$
$`=`$ $`\alpha (a_1a_l)(a_wa_k),`$
so that $`\varphi `$ does not increase.

Now make the following perturbation: add $`2\alpha `$ to $`a_{11}`$ and subtract $`\alpha `$ to $`a_{1w}`$ and to $`a_{v1}`$. Let us compute the differential of $`\varphi `$: as

$$\frac{d\varphi }{da_{rc}}=(a_r\rho )(a_c\gamma )+\underset{i=1}{\overset{v}{}}a_{ic}(a_i\rho )+\underset{j=1}{\overset{w}{}}a_{rj}(a_j\gamma ),$$

$`d\varphi `$ $`=`$ $`d\alpha \left(2{\displaystyle \frac{d\varphi }{da_{11}}}{\displaystyle \frac{d\varphi }{da_{1w}}}{\displaystyle \frac{d\varphi }{da_{v1}}}\right)`$
$`=`$ $`d\alpha ((a_1\rho )(a_1a_w)+(a_1a_v)(a_1\gamma )+{\displaystyle \underset{i=1}{\overset{v}{}}}a_{i1}(a_i\rho )`$
$`+{\displaystyle \underset{j=1}{\overset{w}{}}}a_{1j}(a_j\gamma ){\displaystyle \underset{i=1}{\overset{v}{}}}a_{iw}(a_i\rho ){\displaystyle \underset{j=1}{\overset{w}{}}}a_{vj}(a_j\gamma ))`$
For positive $`d\alpha `$, we have by $`(\text{8})`$

$`d\varphi `$ $``$ $`d\alpha ((a_1\rho )(a_1a_w)+(a_1a_v)(a_1\gamma )+a_1(a_v\rho )`$
$`+a_1(a_w\gamma )a_w(a_1\rho )a_v(a_1\gamma ))`$
$`=`$ $`d\alpha \left((a_12\rho )(a_1a_w)+(a_12\gamma )(a_1a_v)\right)`$
$`<`$ $`0,`$
which contradicts the minimum hypothesis.

###### Corollary 13

Let $`G`$ be a bipartite graph on $`v+w`$ vertices and of minimal degree $`2`$. Then the number of paths of length $`3`$ in $`G`$ is at least $`e(e/v1)(e/w1)`$. This bound is achieved exactly if the graph is regular for each of its two colours.

Proof.  A path of length 3 is a sequence of 4 vertices $`(x,y,z,t)`$ with no repetition such that

$$\{x,y\},\{y,z\},\{z,t\}G.$$

Given two adjacent vertices $`y`$ and $`z`$, the number of paths $`(x,y,z,t)`$ makes $`(d(y)1)(d(z)1)`$, where $`d`$ denotes the degree of a vertex. Therefore the number of all paths of length $`3`$ is

$$\underset{\{y,z\}G}{}(d(y)1)(d(z)1).$$

Let $`(a_{ij})_{1iv,1jw}`$ be the reduced incidence matrix of $`G`$: $`a_{ij}=1`$ if the $`i`$th vertex of the first class is adjacent to the $`j`$th vertex of the second class; otherwise $`a_{ij}=0`$. Then this sum is

$$\underset{i=1}{\overset{v}{}}\underset{j=1}{\overset{w}{}}a_{ij}(a_i1)(a_j1),$$
(9)
so that it suffices to take $`\rho =\gamma =1`$ in Th. 11.

### 4.3 Proof of Theorem 8

The case of equality follows from \[8, Lemma 1.4.1\] because its axiom $`(i)`$ is exactly what makes Bound $`(\text{10})`$ an equality.

I now follow the proof of \[5, Th. 1\]. If $`G`$ contains no cycle of length $`4`$, there is no path of length $`3`$ between two adjacent vertices; if $`G`$ contain no cycle of length $`6`$, there is at most one path of length $`3`$ between non-adjacent vertices of different colour. Therefore the sum $`(\text{9})`$ is bounded by

$$vwe\mathrm{with}e=\underset{i=1}{\overset{n}{}}\underset{j=1}{\overset{v}{}}a_{ij}.$$
(10)
By Corollary 13, if all the vertices of $`G`$ have degree at least two, one has

$$vwee^3/vw(1/v+1/w)e^2+e$$

and therefore $`(\text{3})`$. In order to get rid of this degree condition, we have to do an induction on the sum $`s=v+w`$ of the number of columns and the number of rows of the incidence matrix. If $`v=1`$, then $`P(v,w,e)=(ew)(e^2e+w)`$, so that the inequality states $`ew`$, which is trivial; symmetrically for $`w=1`$. Suppose the result is true for all $`v\times w`$ incidence matrices with $`v+w=s`$. Consider now a $`v\times w`$ incidence matrix with $`v+w=s+1`$ and $`v,w2`$. If each vertex has degree at least two, the result is true; otherwise there is a column or a row containing only zeroes or exactly one “1”. Apply the induction hypothesis on the matrix without this row or column: we get $`P(v1,w,e1)0`$ or $`P(v,w1,e1)0`$ and we may apply the following growth lemma to conclude.

###### Lemma 14

Let $`v,w1`$. If $`P(v,w,e)0`$, then $`P(v+1,w,e+1)0`$.

In fact, one has

$$P(v+1,w,e+1)P(v,w,e)=2e^2+(12v)e+(ww^2)(2v+1)v,$$

which is negative as long as

$$0ee_0=(2v1+\sqrt{\left(2v+1\right)\left(2v+8w^28w+1\right)})/4=(2v1+\mathrm{\Delta })/4.$$

Let us use that $`P(v,w,e)`$ has a unique root in $`e`$ and compute $`P(v,w,e_0)`$. This makes

$$(4vw^2+2w^2+1)\mathrm{\Delta }/16+(16vw^38v^2w^28w^3+8vw^2+2w^22v+4w1)/16.$$

Then either the second term in this sum is positive and $`P(v,w,e_0)`$ is positive, or the conjugate expression of this sum is positive, and the product of the sum with this conjugate expression is

$$(w1)^2w^2(8v^3w^2+4v^2w^22vw^2+2v^2w^24vw+2v2w)/8,$$

which is positive if $`v,w1`$.

### 4.4 Further remarks

Remark 15 Theorem 8 does not always give the right order of magnitude for the maximal size of a graph of girth $`8`$: as

$$P(v,w,(vw)^{2/3})=2(vw)^{5/3}(vw)^{4/3}(v+w))2(vw)^{5/3}2(vw)^{4/3+1/2}0,$$

we expect to find maximal graphs of size $`(vw)^{2/3}`$: De Caen and Székely \[5, Th. 4\] find a counterexample to this expectation if $`v`$ “lies in an interval just slightly below” $`w^2`$. They conjecture  that this is the case as soon as $`vw^{5/4}`$ and $`vw^2`$.

In the case of $`v=w`$, let us give the following approximation for the real root of the polynomial. For

$$e=v^{4/3}+\frac{2}{3}v\frac{2}{9}v^{2/3}\frac{20}{81}v^{1/3},$$

$$P(v,v,e)=\frac{40}{243}v^{7/3}+\frac{376}{2187}v^2\frac{80}{2187}v^{5/3}\frac{800}{19683}v^{4/3}\frac{8000}{531441}v\frac{129808}{531441},$$

$`P(v,v,e16/81)`$ $`=`$ $`{\displaystyle \frac{8}{531441}}(v^{1/3}1)(39366v^{7/3}+28431v^2+8262v^{5/3}`$
$`-8748v^{4/3}11880v6560v^{2/3}2432v^{1/3}512)`$
$``$ $`0.`$
In particular,

###### Corollary 16

Let $`G`$ be a bipartite graph of size $`e`$ with $`v`$ vertices in each vertex class. If the girth of $`G`$ is at least $`8`$, then

$$e<v^{4/3}+\frac{2}{3}v\frac{2}{9}v^{2/3}\frac{20}{81}v^{1/3}.$$

Let us now show that we generalize the following estimations for the size of bipartite graphs of girth $`8`$ in \[5, Th. 1\]:

$`(i)`$if the minimal degree of $`G`$ is at least $`2`$, then $`e2^{1/3}(vw)^{2/3}`$;

$`(ii)`$if $`vw^2`$ or $`wv^2`$, then $`e(vw)^{2/3}`$.

In fact,

$$P(v,w,2^{1/3}(vw)^{2/3})=(vw)^{4/3}(w^{2/3}2^{2/3}v^{1/3})(v^{2/3}2^{2/3}w^{1/3}),$$

which is nonnegative exactly if $`vw^2/4`$ and $`wv^2/4`$ or if $`(v,w)`$ is among $`\{(1,1),(1,2),(2,1),(2,2),(3,3)\}`$, and this is the case by Prop. 3 if the minimal degree is at least $`2`$.

Furthermore, by Prop. 3, if $`w>v^2/4`$, then $`wv^2/4`$ vertices in $`W`$ have degree $`0`$ or $`1`$. If we remove them, we remove at most $`wv^2/4`$ edges and the remaining graph has at most $`v^2/2`$ edges because $`P(v,v^2/4,v^2/2+1)>0`$. This yields

###### Proposition 17

Let $`G`$ be a bipartite graph on vertex classes $`V`$ and $`W`$ with $`\mathrm{\#}V=v`$ and $`\mathrm{\#}W=w`$ without cycles of length $`4`$ and $`6`$. Its size satisfies

$$e\{\begin{array}{cc}2^{1/3}(vw)^{2/3}\hfill & \text{if }\mathrm{max}(v,w)\mathrm{min}(v,w)^2/4\hfill \\ \mathrm{min}(v,w)^2/4+\mathrm{max}(v,w)\hfill & \text{otherwise.}\hfill \end{array}$$

We have optimality in the second alternative: make a bipartition $`V=V_1V_2`$ with $`V_1=v/2`$ and $`V_2=v/2`$, let $`G^{}`$ be the complete bipartite graph on the colour classes $`V_1`$ and $`V_2`$, which has $`v^2/4`$ edges. Now consider the bipartite expansion of $`G^{}`$, add $`wv^2/4`$ new vertices to colour class $`W`$, and connect each of them to some vertex of $`V`$.

Note that this estimate yields another proof of \[6, Th. 1\] by means of \[6, Th. 3\].

Remark 18 Our inequality condenses the following facts about the behaviour of $`e`$ for fixed $`w`$ and large $`v`$. If $`w3`$, then extremal graphs of girth $`8`$ do not contain any cycle at all, so that their size is $`e=v+w1`$; if $`vw=4`$ and if $`v=w=5`$, then extremal graphs of girth $`8`$ contain exactly one cycle, so that their size is $`e=v+w`$; if $`v>w=5`$, then extremal graphs of girth $`8`$ contain exactly one “$`\theta `$-graph”, so that their size is $`e=v+w+1`$.