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# Heterogeneous decay of metastable phase on various centers - 1

## 1 Introduction

The kinetics of condensation on various centers which simultaneously exist in the system will be constructed here. The case of condensation of a supersaturated vapor into a state of liquid droplets seems to be the simplest case among the first order phase transitions. Traditionally this case is considered as a model to introduce some new theoretical constructions in description of the first order phase transitions. Ordinary the process of nucleation occurs on dust particles or on heterogeneous centers. A case of heterogeneous condensation was a first object in regular investigations of the first order phase transitions made by Wilson . A first technical device constructed by Wilson, i.e. the famous Wilson chamber was based on the effect of heterogeneous condensation (see also ). A problem of the chamber purification is one of actual problems in experimental observations of the homogeneous condensation and the heterogeneous way of nucleation is the most usual way of the droplets formation in nature. So, the case of heterogeneous condensation which will be investigated is very wide spread in nature.

The case of condensation is the most well investigated example of the first order phase transitions. This leading role of the case of condensation was outlined by creation of the classical theory of nucleation by Volmer , Becker and Doering , Zeldovitch  which gave for the first time an expression for the rate of nucleation (i.e. for the rate of an appearance of new droplets), which will be an elementary brick in further constructions. The careful analysis of the classical theory leads to great number of the publications with various reconsiderations of classical expressions. Among them one has to notice the account of the internal degrees of freedom in the embryo made by Lothe and Pound , another modifications made by Reiss, Cohen and Katz , Reiss , Fisher . The application of the density functional theory to the first order phase transition made by R.Evans and D.Oxtoby , D.Oxtoby and D.Zeng  allowed to put the microscopic (mesoscopic) models for the condensated substance as the base for an expression for the free energy of the critical embryo and for the rate of nucleation. In the publications of Oxtoby and Talanquer , Reiss, Tabazadech and Talbot , Reiss, Ellerby and Weakliem  \-  the role of the environment around a droplet is carefully analysed. It is equivalent to some specific choice of the statistical ensemble.

Nevertheless one has to notice that there is no perfect coincidence between concrete theoretical predictions111Certainly, one can not check directly some general recipes as to calculate the objects like statistical sums. and experimental results. So, this question is still opened in the modern state of investigations. But the mentioned expressions for the nucleation rate reproduce a qualitative behavior of experimental results quite adequately. Moreover, a relative deviation between theoretical predictions and experimental results is very smooth function of parameters.

The mentioned publications allowed to start an investigation of the global kinetics of heterogeneous condensation. The qualitative description of the global evolution during the first order phase transition was initiated by Wakeshima  who considered time lags (characteristic times) for condensation. The characteristic time of formation of the droplets spectrum was necessary to ensure a correct experimental definition of the stationary rate of nucleation. After  the interest for the description of the global evolution was growing continuously.

The nature and the content of aerosol or heterogeneous particles are so various that different approaches to describe the process of condensation are required. Speaking about the aerosol particles one supposes that these particles are already the supercritical objects of a liquid phase. These objects are growing irreversibly and regularly in time while the objects of a liquid phase formed on heterogeneous centers have to overcome the activation barrier. The latter can be done fluctuationally and the process of the supercritical embryo appearance resembles the homogeneous nucleation, but the height of activation barrier is smaller than in the homogeneous case.

Here the supercritical objects of a liquid phase (may be with a heterogeneous center inside) will be called as droplets while the objects of a liquid phase with an arbitrary size and nature will be called as ”embryos” or as ”particles of a new phase”. Very often there is no need to consider the process of the droplets formation because in the system there is a sufficient quiantity of aerosol in the system. This case is extracted by the evident simplification that the total number of droplets is already known. Sometimes this case is described as a barrierless formation of droplets. The description of this situation one can see in  where this case was completely investigated.

When the activation barrier exists then the total number of droplets is unknown and one has to determine a number of droplets and their size spectrum and has to solve a complex non-linear problem. To solve this problem numerical calculations were presented in , . The numerical method of calculations presented in  allows to to establish in  some dimensionless combinations which essentially simplifies the numerical procedure. This simplification gives a way to fulfill some rather complex numerical calculations.

The next step in the development of the global evolution description was the sectional model  which simplifies calculations one more time and allows to take into account both nucleation and coagulation. In this publication the process of coagulation isn’t described because the probability of this process is very low and it can be observed only a long time after the end of nucleation, i.e. the end of the process of intensive formation of super-critical embryos.

The main difficulty of the nucleation kinetics is a necessity to take into account the exhaustion of a vapor phase due to a vapor consumption by droplets. This exhaustion diminishes the nucleation rate for new imaginary droplets. Sometimes this influence isn’t essential and it is shown in  that this situation is rather wide spread in laminar flows. In  a theory for this case was given and some methods to describe the global evolution were presented. The great importance of the problem of the vapor exhaustion around the droplet was stressed by H.Reiss in  where the stationary profiles around droplets were obtained.

To take this influence into account one has to solve a non-linear problem. The simplest way to analyze this problem is to act in frames of some characteristic values of time and space. Namely this way was chosen in .

An effect of a heterogeneous centers exhaustion also diminishes the intensity of the new droplets appearance. This effect also has to be taken into account. One has to solve this problem in a self consistent way. The theory for the condensation on one type of heterogeneous centers can be found in , where the approximate self consistent solution of the balance equations is given.

Now one has to specify the situation considered in this publication. One has to mention that ordinary in the system there exist several types of heterogeneous centers of different nature. These centers can have different values of the activation barriers under the given value of metastability in the system. Sometimes the difference between centers with neighbour characteristics is so small that one can speak about the quasi-continuous activity of the band of heterogeneous centers. But sometimes the difference in barriers heights between centers with neighbor characteristics leads to their different kinetic behavior.

To show the variety of situations two examples will be given. In the process of condensation on the ions the free energy of the critical embryo depends on the sign of electric charge. As it is shown in  the free energy $`F`$ of an embryo with $`\nu `$ molecules inside can be presented as

$$F=b\nu +a\nu ^{2/3}+c_1\nu ^{1/3}+(c_2+c_3)\nu ^{1/3}+c_0\mathrm{ln}\nu +const.$$
(1)
Here and later all energy-like values are expressed in units of the mean thermal energy; $`a,b,c_0,c_1,c_2,c_3`$ are some parameters. This formula is valid for the embryo in the state of internal equilibrium, i.e. near the value $`\nu _c`$ of a number of molecules in the critical embryo (corresponding to the maximum of $`F`$) and near the value $`\nu _e`$ of a number of molecules in the equilibrium embryo (corresponding to the minimum of $`F`$). All values at $`\nu =\nu _c`$ will be marked by the lower index $`c`$ and all values at $`\nu =\nu _e`$ will be marked by the lower index $`e`$. It is necessary to notice that $`a,b,c_0,c_1,c_2`$ don’t depend on the sign of the charge $`q`$ and a value of $`c_3`$ is proportional to $`q`$. Since $`\nu _e<\nu _c`$ then the height of activation barrier $`\mathrm{\Delta }F=F_cF_e`$ depends on the sign of $`q`$. So, in presence of radiation one has two sorts of centers (positive and negative) with different heights of activation barriers, i.e. with different activities of heterogeneous centers.

The spectrum of the sizes of heterogenenous centers as the solid balls with a weak interaction between the heterogeneous center and a liquid phase leads to the spectrum of activities of heterogeneous centers. In the simple model with the passive nuclei one has to add to the surface term the number of the molecules imaginary contained in the volume occupied by the nuclei. The free energy of the critical embryo is given by

$$F=b\nu +a(\nu +\frac{4\pi r^3}{3v_l})^{2/3}+const,$$
(2)
where $`r`$ is the radius of a heterogeneous center, $`v_l`$ is the volume occupied by a molecule of a substance in a liquid phase and $`F_e=const`$. A continuous spectrum of sizes of heterogeneous centers initiates a continuous spectrum of the activation barriers heights.

As the result two different situations can take place - the situation with several types of centers and the situation with continuous variation of the properties of centers. Any spectrum of activation barrier heights can be split into several continuous parts (may be also like $`\delta `$-functions) which will be considered as the ”types” of heterogeneous centers.

Now one has to specify external conditions. Kinetic description of the condensation process implies external conditions to be known. There are two characteristic types of external conditions. The first one is the external conditions of the decay type - until some moment the system is in the stable state and then rather rapidly due to the action of external forces the initial phase becomes metastable. Then the external action stops. This type of conditions is deeply connected with typical conditions in the chamber experiments. Investigations of the condensation kinetics  were started in this situation.

The second typical conditions are conditions of the dynamic type. The action of external conditions gradually creates metastability but a rapid growth of a vapor consumption by droplets at some moment begin to compensate an action of external conditions, which doesn’t stop. The rate of a vapor consumption grows so rapidly that the power of metastability falls and the process of nucleation stops. This situation is described in  for a system with one type of heterogeneous centers.

Why the situation of decay on several types of heterogeneous centers requires a special consideration? For the condensation on one type of heterogeneous centers one can see a certain analogy between two mentioned types of external conditions. This is explained by the evident notation that in both situations the intensive formation of new droplets occurs near some characteristic value of the power of metastability222This value is determined by external conditions.. During the nucleation on different sorts of heterogeneous centers in the situation of decay the characteristic value of the power of metastability is one and the same for all types of centers and in the situation of dynamic external conditions the characteristic value of metastability is determined separately for every type of centers. This explains why one has to use different methods for different specific situations of heterogeneous condensation on many types of centers. In the current publication the situation of decay for heterogeneous centers with arbitrary activities will be analyzed.

One has to study the period of the intensive formation of the droplets, i.e. the nucleation period. The further evolution is described analogously to the condensation on one type of centers.

The following physical assumptions to formulate the model will be used: the thermodynamic description of the critical embryo; the random homogeneous space distribution of heterogeneous centers; the homogeneous external conditions for temperature and pressure; the high (in comparison with one thermal unit) activation barrier333The theory without the heterogeneous activation barrier is much more simple.; the absence of thermal effects. One can see that these assumptions are rather natural. The unit volume is considered.

According to  the condensation equations in the general conditions are analogous to the case of the free molecular consumption of the vapor and namely this case will be studied.

A homogeneous character of a distribution of heterogeneous centers implies that in a characteristic space region there is a big quantity of heterogeneous centers of every type444For the quasi continuous spectrum of activities the different type means that the difference of the activation barrier height is greater than one thermal unit.. The characteristic space size of this region is determined as a mean distance of the diffusion relaxation during the whole nucleation period. For the pure free molecular regime of droplets growth the characteristic size is the size of a system.

The total number of the heterogeneous centers is assumed to be constant in time. This is also quite natural because the period of nucleation is relatively short in comparison with other characteristic times of the condensation process (except the time of relaxation to the stationary state in the near-critical region).

Since the most interesting characteristics of this process are the numbers of droplets on the different types of centers, the accuracy of the theory will be estimated by an error in this value.

## 2 Kinetic equations

The total number of heterogeneous centers will be marked by $`\eta _{toti}`$, where $`i`$ corresponds to some sort of the heterogeneous centers. The absence of this index points that the formula is valid for an arbitrary sort of heterogeneous centers. The numbers of the free heterogeneous centers which aren’t occupied by the super critical embryos are marked by the value of $`\eta _i`$.

One can define the neighbor sorts of heterogeneous centers as the centers with neighbor values of the activation barriers heights. When the difference in the activation barriers heights for the neighbor sorts is many times less than one thermal unit one can speak about the quasi continuous spectrum of activities of heterogeneous centers. The latter doesn’t mean that the total variation of the activation barriers heights is less than one thermal unit.

It is convenient to introduce the characteristic of ”activity”. One can define ”an activity of a heterogeneous center” as some parameter $`w`$ which is proportional to a deviation in the height of the activation barrier

$$\mathrm{\Delta }F(w)=\mathrm{\Delta }F_{w=0}\lambda w$$
(3)
with some positive parameter $`\lambda `$. The base of decomposition $`(w=0)`$ is now an arbitrary value and will be chosen later to simplify formulas.

A total number of heterogeneous centers with a given activity $`w`$ will be marked by $`\eta _{tot}(w)`$. Naturally $`\eta _{tot}(w)`$ is a smooth function of $`w`$. Then the neighbor sorts of heterogeneous centers have neighbor rates of the droplets formation555The sort of the droplets means the sort of the heterogeneous centers..

A density of the molecules in the equilibrium vapor is marked by $`n_{\mathrm{}}`$, a density of the molecules in the real vapor is marked by $`n`$. A power of the metastability will be described by the supersaturation

$$\zeta =\frac{nn_{\mathrm{}}}{n_{\mathrm{}}}.$$

Every droplet can be described by the linear size $`\rho =\nu ^{1/3}`$. Due to the free-molecular regime of the vapor consumption

$$\frac{d\rho }{dt}=\zeta \alpha \tau ^1,$$
(4)
where $`\alpha `$ is the condensation coefficient and $`\tau `$ is some characteristic collision time easily obtained from the gas kinetic theory.

The following statements can be analytically proved:

* The main role in the vapor consumption during nucleation is played by the super critical embryos, i.e. by the droplets.
* The quasi stationary approximation for the nucleation rate is valid during the nucleation period.

Justification of the second statement uses the estimate for the times $`t_i^s`$ of the establishing of the stationary state in the near-critical region which can be found in  (for heterogeneous case the consideration is similar). They have to be many times less than duration of nucleation period. There may exist some big times $`t_i^s`$. They correspond to big values of $`\nu _c`$. It means that $`\mathrm{\Delta }_iF`$ are huge and these sorts of heterogeneous centers are passive and out of intensive nucleation.

The characteristic time $`t_{}`$ necessary as the base for decompositions will be the time of beginning of nucleation. The values at the moment $`t_{}`$ will be marked by the lower index $``$. One can choose the zero point of the time axis as $`t_{}`$ and introduce the frontal size $`z`$ according to

$$z=_0^t\zeta \alpha \tau ^1𝑑t^{}.$$
(5)
Until the coalescence eq. (5) ensures the growth of $`z`$ in time and can be inverted

$$t(z)=_0^z\tau \alpha ^1\frac{dx}{\zeta (x)}.$$
(6)
All functions of time become the functions of $`z`$ and the relative size $`x=z\rho `$ can be introduced. During the whole evolution the droplet has one and the same value of the variable $`x`$. Considering the value $`t(x)`$ as the moment when the droplet with a given $`x`$ has been formed (as a droplet, i.e. it begins to grow irreversibly) one can consider all functions of time as functions of $`x`$ or $`z`$. The variables $`x`$ and $`z`$ become equivalent. Hence, one can see that the kinetic equation in the supercritical region is reduced to the fact that every droplet keeps the constant value of $`x`$. To reconstruct the picture of evolution one must establish the dependencies $`t(z)`$ and $`\zeta (x)`$.

The argument $`\mathrm{}`$ will mark the total values of the characteristics formed during the whole nucleation process. Practically immediately after creation of metatsability the value of the supersaturation falls down to

$$\mathrm{\Phi }_{}=\zeta (0)\frac{_i\eta _{toti}\nu _{ei}}{n_{\mathrm{}}}.$$
(7)
During the period of the essential formation of the droplets one can assume that the value $`\nu _{ei}`$ is constant and take it at $`\zeta =\mathrm{\Phi }_{}`$. In initial approximation $`\nu _{ei}`$ can be taken at $`\zeta =\zeta (0)`$.

One can analytically prove during the period of nucleation on some given sort for the variation of the supersaturation

$$\zeta \zeta _{}\frac{\mathrm{\Phi }_{}}{\mathrm{\Gamma }_i},$$

where

$$\mathrm{\Gamma }_i=\mathrm{\Phi }_{}\frac{d\mathrm{\Delta }_iF(\zeta )}{d\zeta }_{\zeta =\mathrm{\Phi }_{}}.$$
(8)
The same is valid for all sorts of centers when $`\mathrm{\Gamma }_i`$ is substituted by $`min_i\mathrm{\Gamma }_i`$.

Let $`f_i`$ be the amplitude value of the distribution $`f_i`$ of sizes of heterogeneously formed droplets measured in units of $`n_{\mathrm{}}`$. According to the second statement the value of distribution equals to the stationary distribution which is the stationary rate of nucleation divided by the droplets rate of growth and by the value of $`n_{\mathrm{}}`$. Then the stationary distribution $`f_i`$ can be easily calculated by the following known formulas :

$$\frac{J_i\tau }{\alpha \zeta n_{\mathrm{}}}=f_i=\frac{W_c^+\mathrm{exp}(\mathrm{\Delta }_iF)\tau }{n_{\mathrm{}}\pi ^{1/2}\mathrm{\Delta }_{ei}\nu \mathrm{\Delta }_{ci}\nu \zeta \alpha }\eta _if_{\zeta i}\eta _i,$$
(9)
where $`W^+`$ is the number of the molecules absorbed by the embryo in a unit of time, $`\mathrm{\Delta }_e\nu `$ is the characteristic width of the equilibrium distribution

$$\mathrm{\Delta }_{ei}\nu =\underset{\nu =1}{\overset{\nu =(\nu _c+\nu _e)/2}{}}\mathrm{exp}(F(\nu ))$$

and $`\mathrm{\Delta }_{ci}\nu `$ is the half-width of the near-critical region666Here the steepens descent approximation is used.

$$\mathrm{\Delta }_c\nu =\frac{2^{1/2}}{\frac{^2F}{\nu ^2}_{\nu =\nu _c}^{1/2}}.$$

For the majority of types of heterogeneous centers the following approximations of the nucleation rates $`J_i`$ are valid during the nucleation period

$$J_i=J_i(\eta _{toti},\mathrm{\Phi }_{})\mathrm{exp}(\mathrm{\Gamma }_i\frac{(\zeta \mathrm{\Phi }_{})}{\mathrm{\Phi }_{}})\frac{\eta _i}{\eta _{toti}}.$$
(10)
The validity of these approximations can be easily justified for monotonous interaction between the center and the molecules of the substance which is weaker or equal than the function reciprocal to a space distance. For the centers with another interaction this approximation has to be checked directly.

The total number of molecules in droplets formed on the sort ”i” is marked by $`n_{\mathrm{}}g_i`$. To simplify the formulas $`\theta _i=\eta _i/\eta _{toti}`$ will be used.

Using the conservation laws for the heterogeneous centers and for the molecules of the substance one can get for $`g_i,\theta _i`$ the following equations777Here the first statement is used.

$$g_i=f_i_0^z(zx)^3\mathrm{exp}(\mathrm{\Gamma }_i\frac{_jg_j}{\mathrm{\Phi }_{}})\theta _i𝑑xG_i(\underset{j}{}g_j,\theta _i),$$
(11)
$$\theta _i=\mathrm{exp}(f_i\frac{n_{\mathrm{}}}{\eta _{toti}}_0^z\mathrm{exp}(\mathrm{\Gamma }_i\frac{_jg_j}{\mathrm{\Phi }_{}})𝑑x)S_i(\underset{j}{}g_j),$$
(12)
where $`f_i=J_i(\eta _{toti},\mathrm{\Phi }_{})\tau /\mathrm{\Phi }_{}\alpha n_{\mathrm{}}`$. These equations form the closed system of the condensation equations. This system will be the subject of investigation.

For the quasi-continuous case one can use the value of activity $`w`$ as an argument instead of the lower index for the sort of heterogeneous centers and get more general approximation which covers also the dependence over activity

$$f_\zeta (\zeta (x),w)=f_\zeta (\mathrm{\Phi }_{},w)_{w=0}\mathrm{exp}(\mathrm{\Gamma }\frac{(\zeta \mathrm{\Phi }_{})}{\mathrm{\Phi }_{}})\mathrm{exp}(w\lambda ),$$
(13)
where

$$\mathrm{\Gamma }(w)=\mathrm{\Phi }_{}\frac{d\mathrm{\Delta }F(\zeta ,w)}{d\zeta }_{\zeta =\mathrm{\Phi }_{}}.$$
(14)
The dependence of $`\mathrm{\Gamma }`$ on $`w`$ is rather weak and one can put

$$\mathrm{\Gamma }(w)=\mathrm{\Gamma }_{w=0}$$
(15)
for some essential part of activities spectrum. What is the term ”essential part of activities spectrum” will be clear later.

With the help of the conservation laws for heterogeneous centers and for molecules of the substance one can get for $`g,\theta `$

$$g(z,w)=f_{}_0^z(zx)^3\mathrm{exp}(\mathrm{\Gamma }\frac{g^{tot}}{\mathrm{\Phi }_{}})\theta (x,w)𝑑x\eta _{tot}(w)\mathrm{exp}(w\lambda )G_w(g^{tot},\theta ),$$
(16)
$$g^{tot}=𝑑wg(z,w),$$
(17)
$$\theta (z,w)=\mathrm{exp}(f_{}\mathrm{exp}(\lambda w)n_{\mathrm{}}_0^z\mathrm{exp}(\mathrm{\Gamma }\frac{g^{tot}}{\mathrm{\Phi }_{}})𝑑x)S_w(g^{tot}),$$
(18)
where $`f_{}=f_\zeta (\mathrm{\Phi }_{},w=0)`$.

The droplets size spectrum can be found as

$$f(x,w)=f_{}\mathrm{exp}(\lambda w)\mathrm{exp}(\mathrm{\Gamma }\frac{𝑑wg(x,w)}{\mathrm{\Phi }_{}})\theta (x,w)\eta _{tot}(w),$$
(19)
$$f_i=f_i\mathrm{exp}(\mathrm{\Gamma }_i\frac{_jg_j}{\mathrm{\Phi }_{}})\theta _i.$$
(20)
Since the accuracy of the theory is measured in the terms of the error in the droplets number $`N_i`$, these values are defined as

$$N_i=\eta _{toti}(1\theta _i(z))Q_i(\theta _i).$$
(21)
The structure of further constructions will be the following

* At first the asymptotic cases will be investigated. It will be done for two types of heterogeneous centers. The generalization for many types of centers is evident and trivial. Here it isn’t assumed that $`\mathrm{\Gamma }_i`$ don’t depend on $`i`$.
* Then the general intermediate situation will be constructed with the help of approximation $`\mathrm{\Gamma }_i=const`$ for all sorts of centers. One can prove that this intermediate situation and the asymptotic cases cover all possible situations.
* Then the case of the quasi continuous spectrum of the heterogeneous centers activities will be considered. Here one can use some more elegant approaches which will lead to more compact results.

## 3 Asymptotic solutions

### 3.1 Formal generalization of iteration method

At first one has to show that the case under consideration can not be reduced to trivial generalization of known approaches. The formal generalization of the iteration method analogous to  for the condensation on one given sort of heterogeneous centers leads to the following equations:

$$g_{i(l+1)}=G_i(\underset{j}{}g_{j(l)},\theta _{i(l)}),\theta _{i(l+1)}=S_i(\underset{j}{}g_{j(l)}),N_{i(l)}=Q_i(\theta _{i(l)}),$$
(22)
$$g_{i(0)}=0,\theta _{i(0)}=1,$$
(23)
$$g_{i(1)}=f_i\frac{z^4}{4},\theta _{i(1)}=\mathrm{exp}(f_i\frac{n_{\mathrm{}}}{\eta _{toti}}z),$$
(24)
$$N_{i(2)}(\mathrm{})=\eta _{toti}[1\mathrm{exp}(f_i\frac{n_{\mathrm{}}}{\eta _{toti}}(\underset{j}{}\frac{\mathrm{\Gamma }_if_j}{4\mathrm{\Phi }_{}})^{1/4}A)],A=_0^{\mathrm{}}\mathrm{exp}(x^4)dx0.9.$$
(25)
The third iteration can not be calculated in the analytical form.

Let us analyze $`N_{i(2)}(\mathrm{})`$. Assume that $`\zeta `$ is fixed and for some $`i`$ and $`j`$

$$f_if_j.$$

Let us decrease $`\eta _{toti}`$ and $`\mathrm{\Delta }_iF`$ keeping the constant value of $`f_i\eta _i\mathrm{exp}(\mathrm{\Delta }_iF)`$. It is obvious that when $`\eta _{toti}`$ is small then the total number of the heterogeneously formed droplets coincides with the total quantity of heterogeneous centers and goes to zero when $`\eta _{toti}`$ goes to zero. The value of $`g_i`$ at the end of the period of the droplets formation on the heterogeneous centers of the sort ”$`j`$” can be estimated as

$$g_i\frac{\eta _{toti}(\widehat{\mathrm{\Delta }}x_j)^3}{n_{\mathrm{}}},$$

where $`\widehat{\mathrm{\Delta }}x_j`$ is the width of the size spectrum (of the size distribution function) for the droplets of the sort ”$`j`$”. The value of $`\widehat{\mathrm{\Delta }}x_j`$ is restricted from above by the value $`\mathrm{\Delta }x_j`$ which is the width of the size spectrum without any influence of the droplets of the other sorts and without any exhaustion of the heterogeneous centers of this sort. Then the influence of the heterogeneous centers of the sort $`i`$ on the process of the condensation on the centers of the sort $`j`$ becomes negligible in the limit $`\eta _{toti}0`$. At the same time (25) shows that in the limit $`\eta _{toti}0`$, $`f_i=const`$ the influence of the droplets of the sort $`i`$ doesn’t become small. This leads to the big error for $`N_j(\mathrm{})`$ in the second approximation.

One can not get an analytical expression in the third approximation for $`N_i`$ in frames of the standard iteration method and the second iteration gives the wrong qualitative results. This is the main disadvantage of the standard iteration procedure. The reason for this disadvantage is the following one. Consider the situation with one type of centers. In the case when the interruption of the embryos formation is caused by exhaustion of heterogeneous centers the error in the value of $`g_i`$ is compensated by the squeezing force of the operator $`S_i`$. The analogous property is absent for the operator $`Q_i`$ in the situation with several types of centers due to the cross influence of the droplets formed on different sorts. This shows that the situation with several types of centers can not be effectively described by a formal generalization of the already known methods.

### 3.2 Characteristic lengths

The direct generalization of the iteration method fails due to the wrong account of the cross influence of the droplets formed on different sorts. Nevertheless it allows to get the spectrum of the droplets when the cross influence is excluded.

On a base of the first iterations in the general procedure one can see that for a separate process there are two characteristic lengths. The first one is the length of spectrum in the situation when there are no exhaustion of the heterogeneous centers (and no droplets of the other sort). One can say that the condensation occurs in the pseudo-homogeneous way. For this characteristic value

$$\mathrm{\Delta }_ix=(\frac{4\mathrm{\Phi }_{}}{\mathrm{\Gamma }_if_i})^{1/4}.$$
(26)
This length is going from the first iteration for $`g_i`$. The second length is the length of the spectrum the spectrum is formed only by exhaustion of heterogeneous centers. Then the width of the spectrum is

$$\delta _ix=\frac{\eta _{toti}}{f_in_{\mathrm{}}}.$$
(27)
This length is going from the first iteration for $`\theta _i`$.

Practically the hierarchy between $`\mathrm{\Delta }_ix`$ and $`\delta _ix`$ is ensured by the hierarchy between $`f_i`$ and $`\eta _i`$. The values of $`\mathrm{\Gamma }_i`$ are rather (in comparison with $`f_i`$) unsensible to the value of the supersaturation. Really

$$\frac{\mathrm{\Gamma }_i}{\zeta }=\frac{d\mathrm{\Delta }_iF}{d\zeta }\frac{dF_{ic}}{d\zeta }\frac{dF_{ie}}{d\zeta }.$$
(28)
The value $`dF_{ic}/d\zeta `$ can be estimated from above by the value in the limit of homogeneous condensation $`dF_{chom}/d\zeta `$ when the force of interaction between the heterogeneous center and molecules of liquid decreases monotonously in space. Since the energy of the solvatation888Under barrier character of condensation, i.e. when $`\mathrm{\Delta }_iF1`$. depends on the supersaturation weaker than $`F_c`$ depends, one can neglect the last term of the previous equation and get

$$\frac{d\mathrm{\Delta }F}{d\zeta }\frac{dF_{chom}}{d\zeta }.$$
(29)
This dependence is rather weak in comparison with a very sharp dependence of $`f_i`$ on the supersaturation.

Another important fact is the frontal form of a back side of spectrum999The front side has evidently the front character. in the pseudo-homogeneous situation (when $`\mathrm{\Gamma }_i`$ really plays an important role)101010The pseudo homogeneous situation can be defined as the situation when the centers of condensation remain practically free.. The frontal character can be seen from

$$f_i=f_i\mathrm{exp}(\frac{\mathrm{\Gamma }_i}{4\mathrm{\Phi }_{}}(\underset{j}{}f_j)z^4).$$
(30)
A moderate variation of $`\mathrm{\Delta }_ix`$ can be caused only by a very big variation of $`f_i`$.

Instead of $`\delta _ix`$ one can use parameter

$$h_i=\frac{\delta _ix}{\mathrm{\Delta }_ix}$$
(31)
to simplify formulas.

Now one can directly analyze all asymptotic cases.

### 3.3 The case $`\mathrm{\Delta }_1x\mathrm{\Delta }_2x`$

#### 3.3.1 Situation $`h_11,h_21`$

In this situation

* The process of formation of the droplets on heterogeneous centers of the first sort doesn’t depend on formation of the droplets of the second sort.

It can be directly seen from the chain of inequalities

$$\delta _1x\mathrm{\Delta }_1x\mathrm{\Delta }_2x\delta _2x.$$
(32)
So, the process of formation of the first sort droplets is described by the following equalities:

$$g_1=f_{1}_0^z(zx)^3\mathrm{exp}(\mathrm{\Gamma }_1\frac{g_1(x)}{\mathrm{\Phi }_{}})\theta _1𝑑xG_1(g_1,\theta _1),$$
(33)
$$\theta _1=\mathrm{exp}(f_{1}\frac{n_{\mathrm{}}}{\eta _{tot1}}_0^z\mathrm{exp}(\mathrm{\Gamma }_1\frac{g_1(x)}{\mathrm{\Phi }_{}})𝑑x)S_1(g_1).$$
(34)
The system (33) - (34) can be reduced by rescaling to

$$g_1=_0^z(zx)^3\mathrm{exp}(g_1(x))\theta _1𝑑x,$$
(35)
$$\theta _1=\mathrm{exp}(a_0^z\mathrm{exp}(\mathrm{\Gamma }_1\frac{g_1(x)}{\mathrm{\Phi }_{}})𝑑x)$$
(36)
with some parameter $`a=f_{}^{3/4}n_{\mathrm{}}\mathrm{\Phi }_{}^{1/4}/(\eta _{tot1}\mathrm{\Gamma }_1^{1/4})`$. Solution of the system (35)-(36) is drawn in Fig. 1 for different $`a`$.

The system (33) - (34) can be solved by the following iterations

$$g_{1(i+1)}=G_1(g_{1(i)},\theta _{1(i)}),\theta _{1(i+1)}=S_1(g_{1(i)}),N_{1(i)}=Q_1(\theta _{1(i)}).$$
(37)
When for all values of the arguments

$$w_1w_2$$

then

$$S_1(w_1)S_1(w_2).$$

When for all values of the arguments

$$w_1w_2$$

then

$$Q_1(w_1)Q_1(w_2).$$

When for all values of the arguments

$$w_1w_2,v_1v_2$$

then

$$G_1(v_1,w_1)G_1(v_2,w_2).$$

The initial approximations can be chosen as

$$g_{1(0)}=0,\theta _{1(0)}=1,$$
(38)
which leads to

$$g_{1(0)}g_{1(2)}\mathrm{}g_{1(2i)}\mathrm{}g_1\mathrm{}g_{1(2i+1)}\mathrm{}g_{1(3)}g_{1(1)},$$
(39)
$$\eta _{1(0)}\eta _{1(2)}\mathrm{}\eta _{1(2i)}\mathrm{}\eta _1\mathrm{}\eta _{1(2i+1)}\mathrm{}\eta _{1(3)}\eta _{1(1)},$$

$$N_{1(0)}N_{1(2)}\mathrm{}N_{1(2i)}\mathrm{}N_1\mathrm{}N_{1(2i+1)}\mathrm{}N_{1(3)}N_{1(1)}.$$
(40)
These estimates allow to prove the convergence of iterations.

The calculation of iterations gives

$$g_{1(1)}=f_{1}\frac{z^4}{4},\theta _{1(1)}=\mathrm{exp}(f_{1}\frac{n_{\mathrm{}}}{\eta _{tot1}}z),$$
(41)
$$N_{1(2)}(\mathrm{})=\eta _{tot1}(1\mathrm{exp}(f_{1}\frac{n_{\mathrm{}}}{\eta _{tot1}}(\frac{\mathrm{\Gamma }_1}{4\mathrm{\Phi }_{}})^{1/4}f_{1}^{1/4}A)).$$
(42)
Since

$$\frac{d}{dx}N_{1(i)}N_{1(j)}0,$$
(43)
by the simple numerical calculation of $`N_{1(3)}(\mathrm{})`$ one can see

$$\frac{N_{1(2)}N_1}{N_1}0.015,$$

which means that the second iteration is already rather precise111111 The same procedure can be used for the condensation on one sort of heterogeneous centers..

On the base of the iterations one can get some approximations for the supersaturation121212Without the second sort droplets taken into account.:

$$\zeta _{(l+1)}=\mathrm{\Phi }_{}f_{1}_0^z(zx)^3\mathrm{exp}(\mathrm{\Gamma }_1\frac{g_{1(l)}}{\mathrm{\Phi }_{}})\theta _{1(l)}𝑑x$$
(44)
and come to the second approximation for $`\zeta `$

$$\zeta _{(2)}=\mathrm{\Phi }_{}f_{1}_0^z(zx)^3\mathrm{exp}(Hx)𝑑x=\mathrm{\Phi }_{}+f_{1}[\frac{z^3}{H}+\frac{3z^2}{H^2}\frac{6z}{H^3}+\frac{6}{H^4}\mathrm{exp}(Hz)],$$
(45)
where

$$H=\frac{f_{1}n_{\mathrm{}}}{\eta _{tot1}}$$
(46)
This expression can be simplified. The value of supersaturation appears in expression for the size spectrum $`f(x)`$ in the form $`\mathrm{exp}(\mathrm{\Gamma }_i(\zeta \mathrm{\Phi }_{})/\mathrm{\Phi }_{})`$ . After the substitution of $`\zeta _{(2)}`$ into this expression one can see that in the case when $`\zeta `$ deviates essentially (i.e. when the exponent changes) from $`\mathrm{\Phi }_{}`$ all terms except the first two ones can be neglected and

$$\zeta _{(2)}=\mathrm{\Phi }_{}z^3\frac{\eta _{tot1}}{n_{\mathrm{}}}.$$
(47)
For the second sort one can obtain the following system of equations

$$g_2=f_{2}_0^z(zx)^3\mathrm{exp}(\mathrm{\Gamma }_2\frac{g_2(x)+(\eta _{tot1}/n_{\mathrm{}})x^3}{\mathrm{\Phi }_{}})\theta _2𝑑xG_2(g_2+(\eta _{tot1}/n_{\mathrm{}})x^3,\theta _2),$$
(48)
$$\theta _2=\mathrm{exp}(f_{2}\frac{n_{\mathrm{}}}{\eta _{tot2}}_0^z\mathrm{exp}(\mathrm{\Gamma }_2\frac{g_2(x)+(\eta _{tot1}/n_{\mathrm{}})x^3}{\mathrm{\Phi }_{}})𝑑x)S_2(g_2+(\eta _{tot1}/n_{\mathrm{}})x^3).$$
(49)
This system can be rescaled to

$$g_2=_0^z(zx)^3\mathrm{exp}(g_2(x)bx^3)\theta _2𝑑x,$$
(50)
$$\theta _2=\mathrm{exp}(a_0^z\mathrm{exp}(g_2(x)bx^3)𝑑x)$$
(51)
with constants $`a=f_{2}^{3/4}n_{\mathrm{}}\mathrm{\Phi }_{}^{1/4}/(\eta _{tot2}\mathrm{\Gamma }_2^{1/4})`$ and $`b=\eta _{tot2}\mathrm{\Gamma }_2^{3/4}/(n_{\mathrm{}}\mathrm{\Phi }_{}^{3/4}f_{2}^{1/4})`$. Solutions of this system for different values of $`a`$ and $`b`$ are shown in Fig. 2.

Having introduced

$$\lambda _2=g_2+(\eta _{tot1}/n_{\mathrm{}})z^3,$$
(52)
one can rewrite the system (48)-(49) as

$$\lambda _2=G_2(\lambda _2,\theta _2)+(\eta _{tot1}/n_{\mathrm{}})z^3G_2^+(\lambda _2,\theta _2),$$
(53)
$$\theta _2=S_2(\lambda _2).$$
(54)
The operator $`G_2^+`$ has the same properties as $`G_1,G_2`$ have. All chains of inequalities remain valid with the index ”$`2`$” instead of ”$`1`$” and the operator $`G_2^+`$ instead of $`G_2`$. Moreover one can see that

$$\frac{d}{d(\eta _{tot1}/n_{\mathrm{}})}N_{2(i)}N_{2(j)}0,$$
(55)
which shows that the worst situation for the iterations convergence is $`\eta _{tot}=0`$. Even in this situation the second iteration is rather precise. It can be seen from investigation of nucleation on the first sort of centers.

Actually one can avoid here the calculations according to such a complex procedure. The term $`\eta _{tot1}z^3/n_{\mathrm{}}`$ ensures the characteristic length

$$D_1=(\frac{\mathrm{\Phi }_{}n_{\mathrm{}}}{\mathrm{\Gamma }_2\eta _{tot1}})^{1/3}.$$
(56)
Since

$$D_1ϵ\mathrm{\Delta }_1xϵ\mathrm{\Delta }_2xϵ(2÷3),$$
(57)
the condensation on the centers of the second sort occurs in the separate way, the influence of the first sort of centers here is negligible and one can use the formulas (33)-(37), (41)-(43) with the index ”$`2`$” instead of the index ”$`1`$”.

#### 3.3.2 Situation $`h_11,h_21`$

Since $`\mathrm{\Delta }_1x\mathrm{\Delta }_2x`$, one can change the numbers of sorts and reduce this situation to the previous one.

#### 3.3.3 Situation $`h_11,h_21`$

To analyze this situation one has to understand why in the separate condensation on one sort already the second iteration gives rather precise results. This property is explained by the big power $`3`$ in the subintegral expression for $`g_i`$. Then the droplets of the big sizes near the front side of the spectrum are the main consumers of the vapor. These droplets have small (in comparison with $`\mathrm{\Delta }_ix`$) values of the variable $`x`$. The cross influence is rather weak and one can use the general iteration procedure which gives

$$g_{i(1)}=f_i\frac{z^4}{4},i=1,2,$$
(58)
$$\theta _{i(1)}=\mathrm{exp}(f_i\frac{n_{\mathrm{}}}{\eta _{tot1}}z),$$
(59)
$$N_{i(2)}(\mathrm{})=\eta _{toti}[1\mathrm{exp}(f_i\frac{n_{\mathrm{}}}{\eta _{toti}}((\frac{\mathrm{\Gamma }_i}{4\mathrm{\Phi }_{}})f_{1}+(\frac{\mathrm{\Gamma }_i}{4\mathrm{\Phi }_{}})f_{2})^{1/4}A)].$$
(60)
Since the exhaustion of heterogeneous centers is moderate, the precision of iterations resembles the homogeneous case and allows the estimate $`|N_{i(2)}N_i|<0.15N_i`$.

#### 3.3.4 Situation $`h_11,h_21`$

Since

$$\delta _1x\mathrm{\Delta }_1x\mathrm{\Delta }_2x,$$
(61)
the droplets of the second sort don’t act on the process of formation of the droplets of the first sort. Since

$$\delta _2x\mathrm{\Delta }_2x\mathrm{\Delta }_1x,$$
(62)
the same is valid for the droplets of the second sort. The system is split into parts corresponding to the separate processes of the condensation on different sorts. Eq. (33)-(37) can be reproduced here. But in the case $`h_i1`$ for all $`i`$ the vapor exhaustion can be neglected in comparison with the exhaustion of heterogeneous centers and one can get precise explicit results

$$\theta _i(x)=\mathrm{exp}(f_{1}\frac{n_{\mathrm{}}}{\eta _{tot1}}z),i=1,2,$$
(63)
$$f_i(x)=f_i\mathrm{exp}(f_i\frac{n_{\mathrm{}}}{\eta _{toti}}z),$$
(64)
$$\zeta =\mathrm{\Phi }_{}(\frac{\eta _{tot1}}{n_{\mathrm{}}}+\frac{\eta _{tot2}}{n_{\mathrm{}}})z^3.$$
(65)
This expression for $`\zeta `$ is obtained by the same procedure as that which led to (47).

### 3.4 Case $`\mathrm{\Delta }_1x\mathrm{\Delta }_2x`$

Due to $`\mathrm{\Delta }_1x\mathrm{\Delta }_2x`$ the droplets of the second sort don’t act on the process of formation of the droplets of the first sort. The process131313The case $`\mathrm{\Delta }_2x\mathrm{\Delta }_1x`$ is reversal to this case and can be considered by the simple change of the indexes.  of formation of the droplets of the first sort can be described by the iteration procedure presented by eq.(37).

#### 3.4.1 Situation $`h_11,h_21`$

Due to $`h_11`$ the equation for $`g_1`$ can be simplified

$$g_1=f_{1}_0^z(zx)^3\mathrm{exp}(Hx)𝑑x\frac{\eta _{tot1}}{n_{\mathrm{}}}z^3.$$
(66)
The value of $`\theta _1`$ is given by (63), the value of $`f_1(x)`$ is given by (64).

For the condensation on the centers of the second sort the equations analogous to (48),(49) are suitable. So, one can get here equations (52)-(55). But in this situation the inequality (57) isn’t valid and one must calculate iterations. One can choose as initial approximation $`\lambda _{2(0)}=0`$ and get

$$\lambda _{2(1)}=f_{2}\frac{z^4}{4}+\frac{\eta _{tot1}}{n_{\mathrm{}}}z^3,$$
(67)
$$\theta _{2(2)}=\mathrm{exp}(f_{2}\frac{n_{\mathrm{}}}{\eta _{tot2}}_0^z\mathrm{exp}((\frac{x}{\mathrm{\Delta }_{\mathrm{}2}x})^4(\frac{x}{\mathrm{\Delta }_{h1}x})^3)𝑑x),$$
(68)
where

$$\mathrm{\Delta }_{\mathrm{}2}x=(\frac{4\mathrm{\Phi }_{}}{\mathrm{\Gamma }_2f_{2}})^{1/4}\mathrm{\Delta }_2x,\mathrm{\Delta }_{h1}x=(\frac{\mathrm{\Phi }_{}n_{\mathrm{}}}{\mathrm{\Gamma }_2\eta _{tot1}})^{1/3}D_1.$$

Eq. (68) can be rescaled to

$$\theta _{2(2)}=\mathrm{exp}(a_0^z\mathrm{exp}(x^4bx^3)𝑑x)$$
(69)
with parameters $`a=f_{2}n_{\mathrm{}}\mathrm{\Delta }_{\mathrm{}2}x/\eta _{tot2}`$ and $`b=(\mathrm{\Delta }_{\mathrm{}2}x)^3/(\mathrm{\Delta }_{1h}x)^3`$. This dependence is shown in Fig. 3.

The value of $`\mathrm{\Delta }_{\mathrm{}2}x`$ has the sense of the spectrum width when the cross influence and the exhaustion of heterogeneous centers are neglected. The value of $`\mathrm{\Delta }_{h1}x`$ has the sense of the spectrum width when the vapor consumption by droplets is neglected.

One can easily prove that

$$\frac{d}{dx}N_{2(i)}N_{2(j)}0,\frac{d}{d\eta _{tot1}}N_{2(i)}N_{2(j)}0$$

for $`i,j2`$. Then it is easy to show that

$$\frac{N_{2(2)}N_2}{N_2}0.015$$

by the calculation of $`N_{2(2)}(\mathrm{})`$ and $`N_{2(3)}(\mathrm{})`$ at $`\eta _{tot1}=0`$.

The simple approximation can be obtained if one notices that on the base of (68)

$$\theta _{2(2)}(\mathrm{})\mathrm{exp}[f_{2}\mathrm{\Delta }_{\mathrm{}2}x\frac{n_{\mathrm{}}}{\eta _{tot2}}(\frac{A}{2}(1+(\frac{\mathrm{\Delta }_{\mathrm{}2}x}{\mathrm{\Delta }_{h1}x})^4)^{1/4}+\frac{B}{2}(1+(\frac{\mathrm{\Delta }_{\mathrm{}2}x}{\mathrm{\Delta }_{h1}x})^3)^{1/3})],$$
(70)
where

$$B=_0^{\mathrm{}}\mathrm{exp}(x^3)𝑑y,$$

with the relative error less than 0.035.

The spectrum of sizes of the droplets formed on the centers of the second sort is

$$f_2=f_{2}\mathrm{exp}(\frac{\mathrm{\Gamma }_2f_{2}}{\mathrm{\Phi }_{}}\frac{z^4}{4})\mathrm{exp}(\frac{\mathrm{\Gamma }_2}{\mathrm{\Phi }_{}}\frac{\eta _{tot1}}{n_{\mathrm{}}}z^3)\mathrm{exp}(f_{2}\frac{n_{\mathrm{}}}{\eta _{tot2}}_0^z\mathrm{exp}((\frac{x}{\mathrm{\Delta }_{\mathrm{}2}x})^4(\frac{x}{\mathrm{\Delta }_{h1}x})^3)𝑑x).$$
(71)
By appropriate rescaling it can be reduced to

$$f_2\mathrm{exp}(z^4)\mathrm{exp}((\frac{z}{b})^3)\mathrm{exp}(a_0^z\mathrm{exp}(x^4(\frac{x}{b})^3)𝑑x)$$
(72)
with two parameters $`a=f_{2}n_{\mathrm{}}\mathrm{\Delta }_{\mathrm{}2}x/\eta _{tot2}`$ and $`b=\mathrm{\Delta }_{h1}x/\mathrm{\Delta }_{\mathrm{}2}x`$ which is drawn in Fig.4.

#### 3.4.2 Situation $`h_11,h_21`$

The description of the process of formation of the droplets of the first sort can’t be simplified. It has been already given in the previous sections. But the process of formation of the droplets of the second sort is rather simple to describe. The supersaturation is determined by the vapor consumption by the droplets of the first sort. Then one has the following expressions

$$\theta _2=\mathrm{exp}(f_{2}\frac{n_{\mathrm{}}}{\eta _{tot2}}_0^z\mathrm{exp}(\mathrm{\Gamma }_2\frac{g_1}{\mathrm{\Phi }_{}})𝑑x),$$
(73)
$$g_2=f_{2}_0^z(zx)^3\mathrm{exp}(\mathrm{\Gamma }_2\frac{g_1}{\mathrm{\Phi }_{}})\theta _2𝑑x.$$
(74)
The value of $`g_2`$ during the period of the nucleation on the centers of the second sort can be estimated as

$$g_2\frac{\mathrm{\Phi }_{}}{\mathrm{\Gamma }_2},$$

which is based on

$$\delta _2x\mathrm{\Delta }_2x.$$

So, $`g_2`$ is negligible. It is necessary to calculate only $`\theta _2`$. To calculate $`\theta _2`$ one can get into account that the value of $`g_1`$ grows so rapidly that for the value of $`_0^z\mathrm{exp}(\mathrm{\Gamma }_2\frac{g_1}{\mathrm{\Phi }_{}})𝑑x`$ one can show the following approximation

$$_0^z\mathrm{exp}(\mathrm{\Gamma }_2\frac{g_1}{\mathrm{\Phi }_{}})𝑑xz\mathrm{\Theta }(1\frac{\mathrm{\Gamma }_2g_1}{\mathrm{\Phi }_{}})+_0^{\mathrm{}}\mathrm{exp}(\mathrm{\Gamma }_2\frac{g_1}{\mathrm{\Phi }_{}})𝑑x\mathrm{\Theta }(\frac{\mathrm{\Gamma }_2g_1}{\mathrm{\Phi }_{}}1),$$

or

$$_0^z\mathrm{exp}(\mathrm{\Gamma }_2\frac{g_1}{\mathrm{\Phi }_{}})𝑑xz\mathrm{\Theta }(1\frac{\mathrm{\Gamma }_2g_1}{\mathrm{\Phi }_{}})+z_b\mathrm{\Theta }(\frac{\mathrm{\Gamma }_2g_1}{\mathrm{\Phi }_{}}1),$$

where $`z_b`$ is extracted by the condition

$$g_1(z_b)=\frac{\mathrm{\Phi }_{}}{\mathrm{\Gamma }_2}$$

and $`\mathrm{\Theta }`$ is the Heavisaid function. The last approximation allows to calculate $`\theta _2`$ analytically.

#### 3.4.3 Situation $`h_11,h_21`$

Actually, this situation has been already analyzed in description of the situation $`\mathrm{\Delta }_1x\mathrm{\Delta }_2x;h_11,h_21`$ . Since $`\mathrm{\Delta }_1x\mathrm{\Delta }_2x`$ one could not effectively use there the condition $`h_21`$ because one could not assume that the inequality $`h_21`$ ensures the pure exhaustion of heterogeneous centers without any vapor exhaustion and the consideration made earlier couldn’t been simplified. As the result the previous consideration covers the situation $`h_11,h_21`$.

#### 3.4.4 Situation $`h_11,h_21`$

From the first point of view it seems that the situation $`h_11,h_21`$ has been already described. One has to stress that $`h_i1`$ doesn’t allow to state that the nucleation process is going at the constant value of the supersaturation. For the first sort nucleation one has the previous expressions (63), (64). The analogous expressions (63), (64) for the second sort nucleation can be violated. So, the process of nucleation of the second sort droplets can not be described on the base of the initial value of the supersaturation.

The calculation of $`g_2`$ isn’t necessary and only the calculation of $`\theta _2`$ is essential. One has

$$\theta _{2(2)}=\mathrm{exp}(f_{2}\frac{n_{\mathrm{}}}{\eta _{tot2}}_0^z\mathrm{exp}(((\frac{x}{\mathrm{\Delta }_{h1}x})^3)dx),$$
(75)
the final value for $`\theta _2`$ can be given by

$$\theta _{2(2)}(\mathrm{})=\mathrm{exp}[f_{2}\mathrm{\Delta }_{h1}x\frac{n_{\mathrm{}}}{\eta _{tot2}}B].$$
(76)
Eq. (75) can be reduced by the simple rescaling to

$$\theta _{2(2)}=\mathrm{exp}(a_0^z\mathrm{exp}(x^3)𝑑x)$$
(77)
with parameter $`a=f_{2}n_{\mathrm{}}\mathrm{\Delta }_{h1}x/\eta _{tot2}`$. This behavior is drawn in Fig. 5.

The mono-disperse approximation for the size spectrum of the first sort droplets is based on the evident chain of the inequalities

$$\widehat{\mathrm{\Delta }}x_1\delta _1x\mathrm{\Delta }_1x\mathrm{\Delta }_2x.$$

When the mono-disperse approximation fails then the vapor consumption isn’t essential at all.

Now all imaginary possible asymptotic situations have been studied. It doesn’t mean that all of them take place for two given sorts of heterogeneous centers and some given substance.

The second part of the manuscript which can be found in the cond-mat e-print archive at the same publishing date will complete the theory.


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# Relations in the quantum cohomology ring of 𝐺/𝐵

## 1. Introduction

Let us consider the complex flag manifold $`G/B`$, where $`G`$ is a connected, simply connected, simple, complex Lie group and $`BG`$ a Borel subgroup. Let $`T`$ be a maximal torus of a compact real form of $`G`$, $`𝔱`$ its Lie algebra and $`\mathrm{\Phi }𝔱^{}`$ the corresponding set of roots. Consider an arbitrary $`W`$-invariant inner product $`,`$ on $`𝔱`$. The Weyl group $`W`$ can be realized as the subgroup of the orthogonal group of $`(𝔱,,)`$ which is generated by the reflections about the hyperplanes $`\mathrm{ker}\alpha `$, $`\alpha \mathrm{\Phi }^+`$. To any root $`\alpha `$ corresponds the coroot

$$\alpha ^{}:=\frac{2\alpha }{\alpha ,\alpha }$$

which is an element of $`𝔱`$, by using the identification of $`𝔱`$ and $`𝔱^{}`$ induced by $`,`$. If $`\{\alpha _1,\mathrm{},\alpha _l\}`$ is a system of simple roots then $`\{\alpha _1^{},\mathrm{},\alpha _l^{}\}`$ is a system of simple coroots. Consider $`\{\lambda _1,\mathrm{},\lambda _l\}𝔱^{}`$ the corresponding system of fundamental weights, which are defined by $`\lambda _i(\alpha _j^{})=\delta _{ij}`$.

Let us recall the presentation of the cohomology111Only cohomology with real coefficients will be considered throughout this paper. ring of $`G/B`$, as obtained by Borel in \[B\]. First of all, one can assign to any weight $`\lambda 𝔱^{}`$ a group homomorphism $`TS^1`$; the latter can be extended canonically to a group homomorphism $`B^{}`$ and gives rise in this way to the complex line bundle $`L_\lambda =G\times _B`$ over $`G/B`$. One shows that the ring homomorphism $`S(𝔱^{})H^{}(G/B)`$ induced by $`\lambda _ic_1(L_{\lambda _i}),`$ $`1il`$, is surjective; moreover it induces the ring isomorphism

$$H^{}(G/B)[\{\lambda _i\}]/I_W,$$

where $`I_W`$ is the ideal of $`S(𝔱^{})=[\lambda _1,\mathrm{},\lambda _l]=[\{\lambda _i\}]`$ generated by the $`W`$-invariant polynomials of strictly positive degree. We identify $`H^{}(G/B)`$ with Borel’s presentation and denote them both by $``$. So

$$=H^{}(G/B)=[\{\lambda _i\}]/I_W,$$

where $`c_1(L_{\lambda _i})`$ is identified with the coset $`[\lambda _i]`$ of $`\lambda _i`$, $`1il`$. There are two more things we would like to recall here:

* by a result of Chevalley \[C\], there exist $`l`$ homogeneous, functionally independent polynomials $`u_1,\mathrm{},u_lS(𝔱^{})`$, which generate $`I_W`$;
* on $``$ there exists a natural inner product $`(,)`$, induced by the Poincaré pairing.

Let us consider now the Hamiltonian system of Toda lattice type, which consists of the standard symplectic manifold $`(^{2l},_{i=1}^ldr_ids_i)`$ with the Hamiltonian function

(1)
$$E(\{r_i\},\{s_i\})=\underset{i,j=1}{\overset{l}{}}\alpha _i^{},\alpha _j^{}r_ir_j+\underset{i=1}{\overset{l}{}}e^{2s_i}.$$

The following result, proved by Goodman and Wallach in \[G-W\], gives details concerning the integrals of motion of this system (note that the latter is completely integrable):

###### Theorem 1.1.

(see \[G-W\]) There exist $`l`$ functionally independent functions

$$E=\stackrel{~}{F}_1,\stackrel{~}{F}_2,\mathrm{},\stackrel{~}{F}_l:^{2l}$$

each of them uniquely determined by:

* $`\stackrel{~}{F}_k(\{r_i\},\{s_i\})=F_k(\{e^{2s_i}\},\{r_i\})`$, where $`F_k`$ is a polynomial in variables $`e^{2s_1},\mathrm{},e^{2s_l}`$, $`r_1,\mathrm{},r_l,`$ homogeneous with respect to $`e^{s_1},\mathrm{},e^{s_l},r_1,\mathrm{},r_l`$;
* $`\{\stackrel{~}{F}_k,E\}=0`$, where $`\{,\}`$ denotes the Poisson bracket of functions on $`^{2l}`$;
* $`F_k(0,\mathrm{},0,\lambda _1,\mathrm{},\lambda _l)=u_k(\lambda _1,\mathrm{},\lambda _l)`$ as elements of $`S(𝔱^{})`$.

Consider now the formal multiplicative variables $`q_1,\mathrm{},q_l`$ which are assigned degree $`4`$ (note that the coset of $`\lambda _j`$ in $`[\{\lambda _i\}]/I_W`$, which is the same as $`c_1(L_{\lambda _j})`$ in $`H^{}(G/B)`$, has degree 2). Occasionally, $`q_i`$ will stand for $`e^{t_i}`$, $`1il`$, where $`t_1,\mathrm{},t_l`$ are real numbers, so that the differential operators $`\frac{}{t_i}`$ on $`[\{q_i\}]`$ will be well defined.

Our goal is to prove the following result:

###### Theorem 1.2.

Let $``$ be an $`[\{q_i\}]`$-linear product on $`[\{q_i\}]`$ with the following properties:

* $``$ preserves the graduation induced by $`\mathrm{deg}[\lambda _i]=2`$ and $`\mathrm{deg}q_i=4`$;
* $``$ is a deformation of the usual product, in the sense that if we formally replace all $`q_i`$ by $`0`$, we obtain the usual product on $``$;
* $``$ is commutative;
* $``$ is associative;
* $`_{i,j=1}^l\alpha _i^{},\alpha _j^{}[\lambda _i][\lambda _j]=_{i=1}^l\alpha _i^{},\alpha _i^{}q_i`$;
* $`\frac{}{t_i}([\lambda _j]a)=\frac{}{t_j}([\lambda _i]a)`$, for any $`a`$, $`1i,jl`$.

Then the ring $`([\{q_i\}],)`$ is generated by $`[\lambda _1],\mathrm{},[\lambda _l],q_1,\mathrm{},q_l`$, subject to the relations

(2)
$$F_k(\{\alpha _i^{},\alpha _i^{}q_i\},\{[\lambda _i]\})=0,$$

$`1kl,`$ where the polynomials $`F_k`$ are given by Theorem 1.1.

Our proof is purely algebraic, but the following geometric ideas stay behind it: We assign to $``$ the 1-form $`\omega `$ on $`H^2(G/B)`$ with values in $`\mathrm{End}`$, given by

$$\omega _t(X)(Y)=XY,$$

where $`t=t_1[\lambda _1]+\mathrm{}+t_l[\lambda _l]H^2(G/B)`$ and $`X,Y`$ (the convention $`q_i=e^{t_i}`$ is in force). Consider the Dubrovin type connection $`^h=d+\frac{1}{h}\omega `$ (cf. \[D\]) on the vector bundle $`\times H^2(G/B)H^2(G/B)`$. Conditions (iv) and (vi) say that $`^h`$ is a flat connection, for all $`h0`$. Let $`(,)`$ denote the Poincaré pairing on $``$. We are able to construct parallel sections $`s:H^2(G/B)`$ of the connection dual to $`^h`$, i.e. the one corresponding to $`\omega ^T`$, where

$$(\omega _t^T(X)(Y),Z)=(Y,\omega _t(X)(Z)),$$

$`X,Y,Z`$. More precisely, we find certain “formal” solutions $`s`$ of the system

$$h\frac{s}{t_i}=\omega _t^T([\lambda _i])(s),$$

$`1il`$ (for the details, see section 4). The main difficulty is to show that the integrals of motion of the quantum Toda lattice are quantum differential operators for $``$, i.e. they vanish all functions $`(s,1):H^2(G/B)`$, where $`s`$ is a parallel section as before: by results of Givental \[G\] (see also \[CK, section 10.3\]), such differential operators induce relations, and it is not difficult to see that those relations are just (2). Now from condition (v) we can deduce that the degree 2 integral of motion — call it $`H`$is a quantum differential operator. Because $`H`$ commutes with any other integral of motion, the latter is also a quantum differential operator (this idea has also been used by B. Kim in \[K\]).

Remarks. 1. We only have to show that the relations (2) hold in $`([\{q_i\}],)`$: by a general result of Siebert and Tian \[S-T\], they generate the whole ideal of relations.

2. Properties of the three-point Gromov-Witten invariants $`||_d`$ (see for instance Fulton-Pandharipande \[F-P\]) show that the hypotheses of Theorem 1.2 are satisfied by the quantum product $``$ on the (small) quantum cohomology ring of $`G/B`$: Condition (v) follows immediately from the equation

(3)
$$[\lambda _i][\lambda _j]=[\lambda _i][\lambda _j]+\delta _{ij}q_j,$$

and the fact that the degree two homogeneous generator of $`I_W`$ (see the mention to Chevalley’s result from above) is

$$u_1=\underset{i,j=1}{\overset{l}{}}\alpha _i^{},\alpha _j^{}\lambda _i\lambda _j.$$

As about (3), it can be proved in an elementary way (see \[K\] or \[M1\]). Condition (vi) is a direct consequence of the definition

$$[\lambda _i]a=\underset{d=(d_1,\mathrm{},d_l)0}{}([\lambda _i]a)_dq_1^{d_1}\mathrm{}q_l^{d_l}\mathrm{with}(([\lambda _i]a)_d,b)=[\lambda _i]|a|b_d\mathrm{for}\mathrm{all}bH^{}(G/B)$$

and the “divisor property”

$$[\lambda _i]|a|b_d=d_ia|b_d.$$

We recover in this way Kim’s result on $`QH^{}(G/B)`$ (see \[K\]). The main achievement of our paper is that it shows that Kim’s presentation of $`QH^{}(G/B)`$ can be deduced in an elementary way, by using very few of the properties of the quantum product $``$. For instance, the Frobenius property

$$(ab,c)=(a,bc),a,b,c$$

is not needed in our proof.

3. In \[M2\] we constructed the “combinatorial” quantum cohomology ring and then we used Theorem 1.2 in order to prove that its isomorphism type is the one expected by the theorem of Kim.

4. The main result of \[M3\] is an extension of Theorem 1.2: we were able to obtain a similar connection between the small quantum cohomology of the infinite dimensional generalized flag manifold and the integrals of motion of the periodic Toda lattice.

Acknowledgements. I would like to thank Martin Guest and Takashi Otofuji for several discussions on the topics of the paper. I would also like to thank Roe Goodman for an illuminating correspondence concerning Toda lattices. I am grateful to Lisa Jeffrey for a careful reading of the manuscript and for suggesting several improvements. I am also thankful to the referee for many valuable suggestions.

## 2.  Toda lattices according to Goodman and Wallach

The goal of this section is to present two results of Goodman and Wallach\[G-W\], which will be essential ingredients for the proof of Theorem 1.2. Let us consider the $`(ax+b)`$-algebra corresponding to the coroot system of $`G`$. By definition, this is the Lie algebra

$$(𝔟=𝔱^{}𝔲,[,]),$$

where $`𝔲`$ has a basis $`X_1,\mathrm{},X_l`$ such that:

(4)
$$[\lambda _i,\lambda _j]=0,[\lambda _i,X_j]=\delta _{ij}X_j,[X_i,X_j]=0,$$

$`1i,jl`$. The set $`S(𝔟)`$ of polynomial functions on $`𝔟^{}`$ is a Poisson algebra and by (4) we have

$$\{\lambda _i,\lambda _j\}=0,\{\lambda _i,X_j\}=\delta _{ij}X_j,\{X_i,X_j\}=0,$$

$`1i,jl`$.

On the other hand, one can easily see that the Poisson bracket of functions on the standard symplectic manifold $`(^{2l},_{i=1}^ldr_ids_i)`$ satisfies

$$\{r_i,r_j\}=0,\{r_i,e^{s_j}\}=\delta _{ij}e^{s_j},\{e^{s_i},e^{s_j}\}=0,$$

$`1i,jl`$. We deduce that the Poisson subalgebra $`[e^{s_1},\mathrm{},e^{s_l},r_1,\mathrm{},r_l]`$ of $`C^{\mathrm{}}(^{2l})`$ is isomorphic to $`S(𝔟)`$ via

(5)
$$X_ie^{s_i},\lambda _ir_i,$$

$`1il`$. In this way, integrals of motion of the Hamiltonian system determined by (1) can be obtained from elements of the space $`S(𝔟)^{\{,\}}`$, which is the $`\{,\}`$-commutator in $`S(𝔟)`$ of the polynomial

(6)
$$\underset{i,j=1}{\overset{l}{}}\alpha _i^{},\alpha _j^{}\lambda _i\lambda _j+\underset{i=1}{\overset{l}{}}X_i^2.$$

Let us consider now the universal enveloping algebra

$$U(𝔟)=T(𝔟)/xyyx[x,y],x,y𝔟$$

with the canonical filtration $`\{0\}=U_0(𝔟)U_1(𝔟)\mathrm{}`$ (see e.g. \[H, section 17.3\]). We say that an element $`f`$ of $`U(𝔟)`$ has degree $`m`$ if $`m`$ is the smallest positive integer with the property that $`fU_m(𝔟)`$. There exists a vector space isomorphism

$$\varphi :S(𝔟)U(𝔟)$$

induced by the symmetrization map followed by the canonical projection (see \[H, Corollary E, section 17.3\]). Since $`𝔱^{}`$ and $`𝔲`$ are abelian, the element of $`S(𝔟)`$ described by (6) is mapped by $`\varphi `$ to

$$\mathrm{\Omega }:=\underset{i,j=1}{\overset{l}{}}\alpha _i^{},\alpha _j^{}\lambda _i\lambda _j+\underset{i=1}{\overset{l}{}}X_i^2,$$

the right hand side being regarded this time as an element of $`U(𝔟)`$.

The complete integrability of the Toda lattice follows from the following two theorems of Goodman and Wallach:

###### Theorem 2.1.

(see \[G-W\]) The Poisson bracket commutator $`S(𝔟)^{\{,\}}`$ is mapped by $`\varphi `$ isomorphically onto the space $`U(𝔟)^{[,]}`$ of all $`fU(𝔟)`$ with the property that $`[f,\mathrm{\Omega }]=0`$.

###### Theorem 2.2.

(see \[G-W\]) The map $`\mu :U(𝔟)U(𝔱^{})=S(𝔱^{})`$ induced by the natural Lie algebra homomorphism $`𝔟𝔱^{}`$ establishes an algebra isomorphism between $`U(𝔟)^{[,]}`$ and the ring $`S(𝔱^{})^W`$ of $`W`$-invariant polynomials. Hence there exist $`\mathrm{\Omega }=\mathrm{\Omega }_1,\mathrm{\Omega }_2,\mathrm{},\mathrm{\Omega }_lU(𝔟)`$, each of them uniquely determined by

* $`[\mathrm{\Omega }_k,\mathrm{\Omega }]=0,`$
* $`\mu (\mathrm{\Omega }_k)=u_k`$ and $`\mathrm{deg}\mathrm{\Omega }_k=\mathrm{deg}u_k`$.

Moreover, $`\mathrm{\Omega }_k`$ is contained in the subring of $`U(𝔟)`$ which is spanned by the elements of the form $`X^{2I}\lambda ^J`$.

Remark. The integrals of motion of the Toda lattice mentioned in Theorem 1.1 are obtained from $`\varphi ^1(\mathrm{\Omega }_k)`$, $`1kl`$ by the transformations (5): by the last statement of Theorem 2.2, the result are polynomial expressions in variables $`e^{2s_1},\mathrm{},e^{2s_l},r_1,\mathrm{},r_l`$ and these are what we denoted $`F_k(e^{2s_1},\mathrm{},e^{2s_l},r_1,\mathrm{},r_l)`$.

## 3.  Relations in $`([q_i],)`$

Consider the representation $`\rho `$ of $`𝔟`$ on $`C^{\mathrm{}}(^l)`$ given by:

$$\rho (\lambda _i)=2\frac{}{t_i},\rho (X_i)=\frac{2\sqrt{1}}{h}\sqrt{\alpha _i^{},\alpha _i^{}}e^{\frac{t_i}{2}},$$

$`1il`$, where $`h`$ is a nonzero real parameter. The differential operators

$$D_k=h^{\mathrm{deg}\mathrm{\Omega }_k}\rho (\mathrm{\Omega }_k),$$

$`1kl`$, will be the crucial objects of the proof of Theorem 1.2.

Since $`F_k`$ is homogeneous in variables $`e^{s_i},r_i`$, it follows that $`\mathrm{\Omega }_k`$ — being obtained from $`F_k`$ after applying $`\varphi `$, up to the replacements (5) — has a presentation as a homogeneous, symmetric polynomial in the variables $`X_i,\lambda _i`$. We use the commutation relations (4) in order to express $`\mathrm{\Omega }_k`$ as a linear combination of elements of the form $`X^{2I}\lambda ^J`$ (see Theorem 2.2). The polynomial expression we obtain in this way appears as

$$\mathrm{\Omega }_k=F_k(\{X_i^2\},\{\lambda _i\})+f_k(\{X_i^2\},\{\lambda _i\})$$

where

$$\mathrm{deg}f_k<\mathrm{deg}F_k.$$

Consequently $`D_k`$ appears as a polynomial expression $`D_k(e^{t_1},\mathrm{},e^{t_l},h\frac{}{t_1},\mathrm{},h\frac{}{t_l},h)`$, the last “variable”, $`h`$, being due to the possible occurrence of $`f_k`$.

Amongst all $`D_k`$, $`1kl`$, the operator $`D_1=h^2\rho (\mathrm{\Omega })`$ plays a privileged role, and we write

(7)
$$H:=\frac{1}{4}D_1=h^2\underset{i,j=1}{\overset{l}{}}\alpha _i^{},\alpha _j^{}\frac{^2}{t_it_j}\underset{j=1}{\overset{l}{}}\alpha _j^{},\alpha _j^{}e^{t_j}.$$

Below we will see that the polynomial $`D_k(\{Q_i\},\{\mathrm{\Lambda }_i\},h)[Q_1,\mathrm{},Q_l,\mathrm{\Lambda }_1,\mathrm{},\mathrm{\Lambda }_l,h]`$ obtained from $`D_k`$ by the replacements $`e^{t_i}Q_i`$, $`h\frac{}{t_i}\mathrm{\Lambda }_i`$, $`1il`$, satisfies the hypotheses of the following theorem.

###### Theorem 3.1.

Let $``$ be a product on $`[\{q_i\}]`$ with the properties (i)-(vi) from Theorem 1.2. Suppose that $`D=D(\{Q_i\},\{\mathrm{\Lambda }_i\},h)[\{Q_i\},\{\mathrm{\Lambda }_i\},h]`$ satisfies

* $`[D(\{e^{t_i}\},\{h\frac{}{t_i}\},h),H(\{e^{t_i}\},\{h\frac{}{t_i}\},h)]=0`$,
* $`D(0,\mathrm{},0,\mathrm{\Lambda }_1,\mathrm{},\mathrm{\Lambda }_l,h)`$ does not depend on $`h`$,
* $`D(0,\mathrm{},0,\lambda _1,\mathrm{},\lambda _l,0)S(𝔱^{})^W`$.

Then the relation $`D(\{q_i\},\{[\lambda _i]\},0)=0`$ holds in the ring $`([\{q_i\}],)`$.

The proof of this theorem will be done in the next section. Now we will show how can be used Theorem 3.1 in order to prove the main result of the paper.

Proof of Theorem 1.2. By Remark 1 in the introduction, we only have to show that the relations (2) hold for all $`1kl`$. To this end we note that $`D=D_k`$ satisfies the hypotheses of Theorem 3.1: (a) follows from the fact that $`\rho `$ is a Lie algebra representation, and (b) and (c) from Theorem 2.2 (ii). We obtain the relation $`D_k(\{q_i\},\{[\lambda _i]\},0)=0`$, which is just (2). ∎

## 4. Proof of Theorem 3.1

Let us begin by picking a basis of $``$ which consists of homogeneous elements (e.g. the Schubert basis): this will allow us to identify $``$ with $`^n`$, where $`n=dim`$, and the endomorphism $`[\lambda _i]`$ of $``$ with an element $`B_i`$ of the space $`M_n([e^{t_j}])`$ of $`n\times n`$ matrices whose coefficients are polynomials in $`e^{t_1},\mathrm{},e^{t_l}`$. Let $``$ be a product which satisfies the hypotheses of Theorem 1.2.

###### Lemma 4.1.

Fix $`i\{1,\mathrm{},l\}`$ and take $`a`$. Write

(8)
$$[\lambda _i]a=\underset{d=(d_1,\mathrm{},d_l)0}{}([\lambda _i]a)_dq^d$$

with $`([\lambda _i]a)_d`$. If $`d=(d_1,\mathrm{},d_l)0`$ such that $`([\lambda _i]a)_d0`$, then $`d_i0`$. In other words, any non-zero term in the right hand side of (8) which is different from $`([\lambda _i]a)_0=[\lambda _i]a`$ must be a multiple of $`q_i`$.

###### Proof.

Condition (vi) from Theorem 1.2 reads

$$\frac{}{t_i}B_j=\frac{}{t_j}B_i.$$

Hence there exists $`MM_n([e^{t_j}])`$ such that

$$B_i=B_i^{}+\frac{}{t_i}M,$$

where $`B_i^{}`$ is constant, for any $`1il`$. It remains to notice that the derivative with respect to $`t_i`$ of a monomial in $`e^{t_1},\mathrm{},e^{t_l}`$ contains only nonzero powers of $`e^{t_i}`$, or else it is 0. ∎

As pointed out in the introduction, $``$ has a natural inner product $`(,)`$, namely the Poincaré pairing. Denote by $`([\lambda _i])^T`$ the endomorphism of $``$ which is transposed to $`[\lambda _i]`$ with respect to this product, i.e.

$$([\lambda _i]a,b)=(a,([\lambda _i])^Tb),a,b.$$

Also denote by $`A_i`$ the matrix of $`([\lambda _i])^T`$ with respect to the basis of $``$ which is the dual with respect to $`(,)`$ of our original basis: of course $`A_i`$ coincides with the transposed of the matrix of $`[\lambda _i]`$ with respect to the original basis. Now we want the ordering of the original basis of $``$ to be decreasing with respect to the degrees of its elements. From condition (i) from Theorem 1.2 and Lemma 4.1 it follows that for any $`i\{1,\mathrm{},l\}`$, the matrix $`A_i`$ can be decomposed as

$$A_i=A_i^{}+A_i^{\prime \prime }(e^{t_j})$$

where $`A_i^{}`$ is strictly lower triangular and its coefficients do not depend on $`t`$ and $`A_i^{\prime \prime }`$ is strictly upper triangular, its coefficients being linear combinations of

$$e^{td}:=e^{t_1d_1}\mathrm{}e^{t_ld_l},$$

where $`d_1,\mathrm{},d_l`$ are nonnegative integer numbers with

$$d_i>0.$$

Consider the PDE system:

(9)
$$h\frac{}{t_i}s=([\lambda _i])^T(s),$$

$`1il,`$ where the map $`s=s(t_1,\mathrm{},t_l)`$ takes values in $``$ and $`h`$ is a nonzero real parameter. Some algebraic formalism is needed in order to provide solutions to (9). Let $``$ be an arbitrary commutative, associative real algebra with unit. For $`V=^n`$ or $`V=M_n()`$ we denote by

$$V[t_i][[e^{t_i}]]:=V[t_1,\mathrm{},t_l][[e^{t_1},\mathrm{},e^{t_l}]]$$

the space of formal series

$$f=\underset{d=(d_1,\mathrm{},d_l)0}{}f_de^{td}$$

where $`f_d`$ is a polynomial in variables $`t_1,\mathrm{},t_l`$ with coefficients in $`V`$. The operator $`\frac{}{t_i}`$ acts in a natural way on $`V[t_i][[e^{t_i}]]`$ via

$$\frac{}{t_i}(f_de^{td})=(\frac{f_d}{t_i}+d_if_d)e^{td}.$$

We use the same formula

(10)
$$(\underset{d0}{}f_de^{td})(\underset{d0}{}g_de^{td})=\underset{d0}{}(\underset{d_1+d_2=d}{}f_{d_1}g_{d_2})e^{td}$$

in order to define both:

* an action of $`M_n()[t_i][[e^{t_i}]]`$ on $`^n[t_i][[e^{t_i}]]`$ (take $`f_dM_n()[t_i]`$, $`g_d^n[t_i]`$);
* a multiplication on $`M_n()[t_i][[e^{t_i}]]`$ (take $`f_d,g_dM_n()[t_i]`$).

Alternatively, we can use the ring structure of $`[t_i][[e^{t_i}]]`$ induced by the same formula (10) (take $`f_d,g_d[t_i]`$), the identifications

$$M_n()[t_i][[e^{t_i}]]=M_n([t_i][[e^{t_i}]]),^n[t_i][[e^{t_i}]]=([t_i][[e^{t_i}]])^n$$

and the usual matrix multiplication rules.

Our aim is to find solutions $`s`$ of the system (9) in the space $`[t_i][[e^{t_i}]]=^n[t_i][[e^{t_i}]]`$, where $``$ has been identified with $`^n`$ via the basis which is the dual with respect to $`(,)`$ of the original basis (see above). The following result will help us to this end:

###### Proposition 4.2.

Let $`𝒜_1,\mathrm{},𝒜_lM_n([e^{t_i}])`$ be matrices which satisfy:

* $`𝒜_i`$ commutes with $`𝒜_j`$ for any two $`i,j`$;
* $`\frac{}{t_i}𝒜_j=\frac{}{t_j}𝒜_i`$ for any two $`i,j`$;
* for any $`i\{1,\mathrm{},l\}`$ we can decompose $`𝒜_i`$ as

$$𝒜_i^{}+𝒜_i^{\prime \prime }(e^{t_j})$$

where $`𝒜_i^{}`$ is strictly lower triangular and its coefficients do not depend on $`t`$, and $`𝒜_i^{\prime \prime }`$ is strictly upper triangular, its coefficients being linear combinations of $`e^{td}:=e^{t_1d_1}\mathrm{}e^{t_ld_l}`$, where $`d_1,\mathrm{},d_l`$ are nonnegative integer numbers with

$$d_i>0.$$

Consider the PDE system

(11)
$$\frac{g}{t_i}=𝒜_ig,$$

$`1il`$, where $`g=_{d0}g_de^{td}^n[t_i][[e^{t_i}]].`$ The system has a unique solution $`g`$ with $`g_0^0`$ (the constant term of the polynomial $`g_0^n[t_i]`$) prescribed.

The following elementary lemma will be needed in the proof:

###### Lemma 4.3.

Let $`𝒜M_n()`$ be a matrix and $`g^n[t]`$ a polynomial. Consider the differential equation:

$$\frac{\text{d}f}{\text{d}t}=𝒜f+g,$$

where $`f`$ is in $`^n[t]`$.

(i) If $`𝒜`$ is invertible, then we have a unique solution $`f`$.

(ii) If $`𝒜`$ is nilpotent, then the equation has a unique solution $`f`$ with the constant term $`f_0^n`$ prescribed.

###### Proof.

Put $`g=_{k=0}^pg_kt^k`$ and look for $`f`$ as $`_{j=0}^mf_jt^j`$, where $`g_k,f_j^n`$. The proof is straightforward. ∎

Proof of Proposition 4.2. We will prove this result by induction on $`l1`$. First take $`l=1`$ and solve the equation

$$\frac{\text{d}g}{\text{d}t}=𝒜_1g,$$

where $`g=_{k0}g_ke^{tk}`$, $`g_k^n[t]`$. Decompose $`𝒜_1`$ as $`_{k0}(𝒜_1)^ke^{tk}`$, where $`(𝒜_1)^kM_n()`$. Identify the coefficients of $`e^{tk}`$ and then determine the polynomials $`g_0,g_1,g_2,\mathrm{}`$ recursively by Lemma 4.3 (notice that the matrix $`(𝒜_1)^0=𝒜_1^{}`$ is strictly lower triangular).

The induction step from $`l1`$ to $`l`$ now follows. The idea is to put $`𝒮=[t_l][[e^{t_l}]]`$ and note that we have

(12)
$$^n[t_1,\mathrm{},t_l][[e^{t_1},\mathrm{},e^{t_l}]]=𝒮^n[t_1,\mathrm{},t_{l1}][[e^{t_1},\mathrm{},e^{t_{l1}}]].$$

In other words, the $`g`$ we are looking for can be written as:

$$g=\underset{d=(d_1,\mathrm{},d_l)0}{}g_de^{t_1d_1+\mathrm{}+t_ld_l}=\underset{r=(r_1,\mathrm{},r_{l1})0}{}h_re^{t_1r_1+\mathrm{}+t_{l1}r_{l1}},$$

where $`g_d^n[t_1,\mathrm{},t_l]`$ and $`h_r^n[t_l][[e^{t_l}]][t_1,\mathrm{},t_{l1}]=𝒮^n[t_1,\mathrm{},t_{l1}]`$. The identification given by (12) maps $`𝒜_ig`$ to $`𝒜_ih`$, where the latter $`𝒜_i`$ is regarded as an element of $`M_n(𝒮[e^{t_1},\mathrm{},e^{t_{l1}}])`$, $`1il`$.

Our aim is to solve the system

$$\frac{h}{t_i}=𝒜_ih,1il1,$$

where $`h𝒮^n[t_1,\mathrm{},t_{l1}][[e^{t_1},\mathrm{},e^{t_{l1}}]]`$. The elements $`𝒜_1,\mathrm{},𝒜_{l1}`$ of $`M_n(𝒮[e^{t_1},\mathrm{},e^{t_{l1}}])`$ satisfy the conditions (a), (b) and (c) (with $`l1`$ instead of $`l`$). By the induction hypothesis, we know that the solution of the latter PDE is uniquely determined by the degree zero term $`h_0^0`$ of the polynomial $`h_0𝒮^n[t_1,\mathrm{},t_{l1}].`$ We require that $`h_0^0𝒮^n=^n[t_l][[e^{t_l}]]`$ is the solution of the equation

(13)
$$\frac{h_0^0}{t_l}=𝒜_l^0h_0^0$$

where $`𝒜_l^0M_n([e^{t_l}])`$ is the first term of the decomposition $`𝒜_l=_{r0}𝒜_l^re^{t_1r_1+\mathrm{}+t_{l1}r_{l1}}`$.

In order to be more precise, we write

$$h_0^0=\underset{k0}{}f_k(t_l)e^{kt_l}$$

where $`f_k(t_l)^n[t_l]`$, $`k0`$, and then we identify the coefficients of $`e^{t_lk}`$ in both sides of (13). One obtains the following sequence of differential equations:

(14)
$$\frac{\text{d}f_k}{\text{d}t_l}+kf_k=(𝒜_l^0h_0^0)_k=\underset{u+v=k}{}(𝒜_l^0)^uf_v$$

where $`(𝒜_l^0h_0^0)_k`$ symbolizes the coefficient of $`e^{kt_l}`$ in $`𝒜_l^0h_0^0`$ and $`(𝒜_l^0)^uM_n()`$ is the coefficient of $`e^{t_lu}`$ in $`𝒜_l^0M_n([e^{t_l}])`$.

We solve the sequence (14) of differential equations by using Lemma 4.3. First we write (14) as:

$$\frac{\text{d}f_k}{\text{d}t_l}+kf_k=(𝒜_l^0)^0f_k+b,$$

where $`b^n[t_l]`$ depends only on $`f_0,\mathrm{},f_{k1}`$. The matrix $`(𝒜_l^0)^0M_n()`$ is obviously $`𝒜_l^{}`$ (see condition (c)), hence it is strictly lower triangular. A simple recursive procedure provide solutions: specifying only $`f_0^0=g_0^0`$ determines first $`f_0`$ and then $`f_1,f_2,\mathrm{}`$.

The only thing that remains to be proved is that the $`g`$ we just constructed satisfies:

(15)
$$\frac{g}{t_l}=𝒜_lg.$$

To this end, we notice first that

$$\frac{}{t_i}(\frac{g}{t_l}𝒜_lg)=𝒜_i(\frac{g}{t_l}𝒜_lg),$$

for all $`1il1`$. Also $`\frac{g}{t_l}𝒜_lg`$ can be written as

$$\frac{g}{t_l}𝒜_lg=\underset{r=(r_1,\mathrm{},r_{l1})0}{}q_re^{t_1r_1+\mathrm{}+t_{l1}r_{l1}},$$

with $`q_r^n[t_l][[e^{t_l}]][t_1,\mathrm{},t_{l1}]`$. The degree zero term $`q_0^0`$ of $`q_0`$ is obviously $`\frac{h_0^0}{t_l}𝒜_l^0h_0^0`$. From the choice of $`h_0^0`$ it follows that $`q_0^0=0`$. By the induction hypothesis, $`q_0^0`$ determines $`\frac{g}{t_l}𝒜_lg`$ uniquely, hence the latter is zero. ∎

We apply Proposition 4.2 for $`=`$ and $`𝒜_i=\frac{1}{h}A_i`$ and deduce:

###### Corollary 4.4.

For any $`a`$ there exists222 Proposition 4.2 also says that such an $`s_a`$ is unique, but we do not need that. $`s_a[t_i][[e^{t_i}]]`$ which is a solution of the system (9) and satisfies the condition $`(s_a)_0^0=a`$.

There exists a $`[t_i][[e^{t_i}]]`$-bilinear extension of the product $``$ to $`[t_i][[e^{t_i}]]`$. Similarly, the intersection pairing $`(,)`$ can be extended to a $`[t_i][[e^{t_i}]]`$-bilinear map

$$[t_i][[e^{t_i}]]\times [t_i][[e^{t_i}]][t_i][[e^{t_i}]].$$

The differential operator $`D(\{e^{t_i}\},\{h\frac{}{t_i}\},h)`$ acts on $`[t_i][[e^{t_i}]]`$ and $`[t_i][[e^{t_i}]]`$ in an obvious way. This action plays an important role, as we can see in the following lemma:

###### Lemma 4.5.

(i) Suppose that the differential operator $`D(\{e^{t_i}\},\{h\frac{}{t_i}\},h)`$ satisfies

$$D.(s_a,1)=0\mathrm{𝑓𝑜𝑟}\mathrm{𝑎𝑙𝑙}a\mathrm{𝑎𝑛𝑑}\mathrm{𝑎𝑙𝑙}h0,$$

where $`s_a`$ is given by Corollary 4.4. Then we have the relation $`D(\{q_i\},\{[\lambda _i]\},0)=0`$.

(ii) The following equation holds:

$$H.(s_a,1)=0,$$

for all $`a`$, where the differential operator $`H`$ is given by (7).

###### Proof.

(i) For any $`a`$ and any $`f[e^{t_i}]`$ we have that

$$h\frac{}{t_i}(s_a,f)=(h\frac{}{t_i}s_a,f)+(s_a,h\frac{}{t_i}f)=(([\lambda _i])^Ts_a,f)+(s_a,h\frac{}{t_i}f)=(s_a,([\lambda _i]+h\frac{}{t_i})f).$$

We deduce that

(16)
$$D(e^{t_i},h\frac{}{t_i},h).(s_a,f)=(s_a,D(e^{t_1},\mathrm{},e^{t_l},[\lambda _1]+h\frac{}{t_1},\mathrm{},[\lambda _l]+h\frac{}{t_l},h).f).$$

Replacing $`f`$ by 1 and denoting

$$𝒟=D(e^{t_1},\mathrm{},e^{t_l},[\lambda _1]+h\frac{}{t_1},\mathrm{},[\lambda _l]+h\frac{}{t_l},h).1,$$

we obtain

(17)
$$(𝒟,s_a)=0$$

for all $`a`$.

For the rest of the proof, “degree” will refer to the variables $`e^{t_1},\mathrm{},e^{t_l}`$. Note that $`𝒟`$ is an element of $`[e^{t_i}]`$. Decompose it as

$$𝒟=𝒟_0+𝒟_1+\mathrm{}+𝒟_m,$$

where $`𝒟_k[e^{t_i}]`$ denotes the sum of all monomials of degree $`k`$, $`0km`$. Recall that the degree zero term of $`s_a`$ is the polynomial $`(s_a)_0[t_1,\mathrm{},t_l]`$, with $`(s_a)_0^0=a`$. The degree zero term of $`(𝒟,s_a)`$ is $`(𝒟_0,(s_a)_0)`$. From the vanishing of the latter we obtain that

$$(𝒟_0,(s_a)_0^0)=(𝒟_0,a)=0,$$

for all $`a`$, hence $`𝒟_0=0`$.

Also the sum of the terms of degree 1 in $`(𝒟,s_a)`$ is zero. Since $`𝒟_0=0`$, this implies that

$$(𝒟_1,(s_a)_0)=0.$$

As before, we deduce that $`𝒟_1=0`$. We continue this process and show inductively that $`𝒟_k=0`$, for all $`0km`$, hence

$$𝒟=0.$$

Now we let $`h`$ approach zero and deduce the desired relation:

$$D(q_i,[\lambda _i],0)=0.$$

(ii) When computing $`H.(s_a,1)`$ we only need the fact that

$$h^2\frac{^2}{t_it_j}(s_a,1)=(s_a,[\lambda _i][\lambda _j]),$$

which can be deduced immediately from (16). This implies that

$$H.(s_a,1)=(s_a,\underset{i,j=1}{\overset{l}{}}\alpha _i^{},\alpha _j^{}[\lambda _i][\lambda _j]\underset{i=1}{\overset{l}{}}\alpha _i^{},\alpha _i^{}e^{t_i})=0,$$

where we have used condition (v) from Theorem 1.2. ∎

Another important step will be made by the following lemma:

###### Lemma 4.6.

(Kim’s lemma, see \[K\]) Let333Here $`d>0`$ means $`d0`$ and $`d0`$. $`g=g_0+_{d>0}g_de^{td}[t_i][[e^{t_i}]]`$ be a formal series with the properties $`g_0=0`$ and $`H.g=0.`$ Then $`g=0.`$

###### Proof.

Suppose $`g0`$. Fix $`d^l`$, $`d_i0`$, with $`g_d0`$ and $`|d|:=_{i=1}^ld_i>0`$ minimal. From $`H.g=0`$ it follows that

(18)
$$\underset{i,j=1}{\overset{l}{}}\alpha _i^{},\alpha _j^{}\frac{^2}{t_it_j}(g_de^{td})=0.$$

On the other hand, we have

$$\underset{i,j=1}{\overset{l}{}}\alpha _i^{},\alpha _j^{}\frac{^2}{t_it_j}(e^{td})=\underset{i,j=1}{\overset{l}{}}\alpha _i^{},\alpha _j^{}d_id_je^{td}=\underset{j=1}{\overset{l}{}}d_j\alpha _j^{}^2e^{td}>0.$$

Hence (18) is impossible. ∎

And now we are in a position to prove Theorem 3.1:

Proof of Theorem 3.1. By Lemma 4.5, it is sufficient to show that

$$g:=D.(s_a,1)=\underset{d0}{}g_de^{td}$$

equals zero. Taking into account (16), we have that

$`g`$ $`=(s_a,D(e^{t_1},\mathrm{},e^{t_l},[\lambda _1]+h{\displaystyle \frac{}{t_1}},\mathrm{},[\lambda _l]+h{\displaystyle \frac{}{t_l}},h).1)`$
$`=(s_a,D(0,\mathrm{},0,[\lambda _1],\mathrm{},[\lambda _l],h)+R),`$
where $`R0`$ mod $`\{e^{t_i}\}`$. Hence the polynomial $`g_0`$ must be the same as

$$(s_a,D(0,\mathrm{},0,[\lambda _1],\mathrm{},[\lambda _l],h))_0$$

(in our notation, the subscript $`0`$ indicates the constant term with respect to $`\{e^{t_i}\}`$). By conditions (b) and (c), the latter expression is zero, hence $`g_0=0`$. It remains to notice that $`H.g=0`$ (which follows from $`H.(s_a,1)=0`$ and $`[D,H]=0`$) and apply Lemma 4.6. ∎