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# A new look at the pulsating DB white dwarf GD 358: Line-of-sight velocity measurements and constraints on model atmospheres The data presented herein were obtained at the W.M. Keck Observatory, which is operated as a scientific partnership among the California Institute of Technology, the University of California and the National Aeronautics and Space Administration. The Observatory was made possible by the generous financial support of the W.M. Keck Foundation.

## 1 Introduction

Given the potential for successful asteroseismology, pulsating white dwarfs have received considerable attention in recent years. However, this asteroseismological potential has only been tapped for a few objects partly due to a lack of understanding of the observed behaviour of the pulsations. Turning the problem around, the potential to gain insight into the the physics of the upper atmosphere of white dwarfs, using the pulsations themselves, is almost as great. This approach will ultimately elucidate the nature of the pulsations in a variety of ways.

White dwarfs can be broadly divided into two groups: those with atmospheres composed almost exclusively of hydrogen (DA types), and those with nearly pure helium atmosphere (DB types). The former comprise up to 80% of the total population of white dwarfs, while the latter dominate the remaining 20%.

Both groups of white dwarfs evolve through a phase of pulsational instability; the DB instabilty strip stretches from $``$ 27-22 kK, while that of the DAs ranges from $``$ 12.5-11.5 kK. Both are non-radial, g-mode pulsators (Chanmugam 1972; Warner & Robinson 1972), and typical pulsation periods are of the order of several hundred seconds. This evolutionary phase provides a window into the interiors of these objects.

How do the global properties of the pulsating DBs ($``$ DBVs) compare with those of the better-studied DAVs? Do they follow the same trends across the instability strip? Are the same driving and amplitude saturation mechanisms at work?

The driving of the pulsations was originally thought to occur in an ionisation zone via the $`\kappa `$-mechanism i.e. in a manner akin to that of the Cepheids and $`\delta `$-Scuti type stars (e.g. Dziembowski & Koester 1981; Dolez & Vauclair 1981; Winget et al. 1982a). However, Brickhill (1983, 1991) realised that the convective turnover time is short ($``$ 1 s) compared with the mode periods, meaning that the convective zone can respond instantaneously to the pulsations. Based on the original ideas of Brickhill (1990, 1991, 1992), Goldreich & Wu (1999a, b), and Wu & Goldreich (1999) have extended the theory of mode driving via convection. They detail the trends of measurable quantities as a function both of mode period and effective temperature i.e. across the instability strip. These trends, originally formulated for the DAVs, are expected to be equally applicable to the DBVs. While certain aspects of the convective-driving mechanism have been confronted with observations for the DAVs (e.g. van Kerkwijk et al. 2000; Kotak et al. 2002a), this has not been the case thus far for the DBVs. We intend to test at least some of these predictions.

Although these were previously thought to be too small to measure, (given the instrumentation available at that time, Robinson et al. 1982), the line-of-sight velocity variations due to the pulsations have recently been measured using time-resolved spectroscopy by van Kerkwijk et al. (2000) for one of the best-studied DA pulsators, ZZ Psc (a.k.a. G 29-38). This opened up the possibility of probing the upper atmosphere of white dwarf pulsators using an entirely new tool. Since then, velocity variations, or stringent upper limits to these, have been measured for about half a dozen DAVs (e.g. HS 0507+0434B, HL Tau 76, G 226-29, G 185-32, Kotak et al. 2002a, b; Thompson et al. 2002, respectively). Our primary goal is to apply the same technique to a DBV in order to compare the velocity and flux amplitudes and phases for each mode with theoretical expectations, and with previous measurements for the DAVs.

Our data also hold the possibility of testing model atmospheres by means of our extremely high signal-to-noise mean spectrum, and by comparing the wavelength dependence of pulsation amplitudes with those computed using model atmospheres. A by-product is an independent check on mode identifications, previously determined from photometry only. We discuss these in reverse order below.

Asteroseismology relies on the correct identification of modes present in the pulsational spectrum i.e. assigning the radial order ($`n`$), the spherical degree ($`\mathrm{}`$), and the azimuthal order ($`m`$) to each mode. This is usually not a trivial process. Traditionally, two methods are used to determine the $`\mathrm{}`$ and $`n`$ values of the observed modes. The first is a comparison of the observed distribution of mode periods with predicted ones. The second relies on observing all (i.e. 2$`\mathrm{}`$+1) rotationally-split multiplets within a period group.

The success of both methods has been limited for a number of reasons. The paucity of observed modes has hindered the use of the first method, while the time-base of the observations is often not long enough to resolve rotationally-split multiplets; also, different components in a multiplet are not always detected even in long time series. The main stumbling block, however, is a general lack of understanding of the cause(s) of amplitude variability in the observed pulsation spectra on a variety of seemingly irregular timescales. Clearly, other complementary methods for identifying modes are highly desirable.

Within the context of mode identification, Robinson et al. (1995) emphasised the useful properties of fractional, wavelength-dependent pulsation amplitudes (“chromatic amplitudes”). This method relies on the increased importance of limb darkening at short (ultra-violet) wavelengths which has the effect of increasing mode amplitudes in a manner that is a function of $`\mathrm{}`$. This holds insofar as the pulsations can be described by spherical harmonics, and that the brightness variations are principally due to variations in temperature (Robinson et al. 1982). Clemens et al. (2000) showed that a similar effect is also at play at optical wavelengths only.

Quite apart from their use as potential $`\mathrm{}`$-identifiers, chromatic amplitudes provide an additional constraint to model atmospheres. Traditionally, the aim has been to reproduce the observed (integrated) flux ($`F`$) over a wide wavelength range. Given the insensitivity to temperature of Balmer lines and He i lines at optical wavelengths for the DAVs and DBVs respectively, model atmospheres have to be constrained by other means. The temperature variations due to the pulsations provide just such a constraint, in the form of $`dI(\lambda ,T,\mu )/dT`$ where $`T`$ is the temperature and $`I`$ the intensity, as a function of the limb angle ($`\mu `$). For at least one DAV, Clemens et al. (2000) have shown that in spite of obtaining an excellent fit to the observed mean spectrum, the fits to the observed chromatic amplitudes were unsatisfactory. This could point to inconsistencies in the model atmospheres that result in, for example, a misrepresentation of the temperature stratification. Given the intractability of treating convection in models, this may be the case even though the model spectra match the observations rather well, especially for the DAVs. Our secondary aim therefore, is to check if such inconsistencies are present in DBV model atmospheres and to possibly identify the source of these.

This paper is organised as follows: we begin with a recapitulation of previous Whole Earth Telescope observations and effective temperature determinations of GD 358, followed by a description of our data reduction. In Sect. 4 we analyse our high signal-to-noise average spectrum. We extract various quantities from our light and velocity curves in Sect. 5 and compare our measurements with expected trends. We examine the chromatic amplitudes in Sect. 7 and conclude in Sect. 8.

## 2 GD 358 (V777 Her; WD 1645+325)

### 2.1 Pulsations

Being the brightest DBV ($`V=13.65`$), GD 358 has been the object of considerable scrutiny since the discovery of its variablity about two decades ago (Winget et al. 1982b). A Whole Earth Telescope (WET; Nather et al. 1990) run in 1990 revealed a rich pulsation spectrum with many multiplets simultaneously excited, allowing the pulsation models to be well-constrained. As all modes displayed clear triplets, and as the period spacing (i.e. the difference in period between consecutive triplet groups) was approximately that expected from asymptotic (large radial order ($`n`$) limit) theory, all modes were assigned $`\mathrm{}=1`$. This afforded an asteroseismological determination of fundamental stellar quantities and the interior structure; for instance, comparing the observed periods and period-spacings to pulsation models implied a mass of $`0.61\pm 0.03M_{}`$, while differences in the splittings of modes of the same spherical degree ($`\mathrm{}=1`$) and successive overtones were best interpreted as being the signature of differential rotation (Winget et al. 1994; Bradley & Winget 1994).

A subsequent WET run in 1994 (Vuille et al. 2000) revealed a pulsation spectrum that was qualitatively similar to the one obtained in 1990, but different in the details: mode variability, both in amplitude and more surprisingly, in frequency, was apparent. Furthermore, no modes could be identified as having $`\mathrm{}>1`$, although some excess power was clearly present. A large number of harmonics and combination modes (linear sums and differences of the real modes) were present in both runs.

### 2.2 Atmospheric parameters

In spite of having been extensively observed, the atmospheric parameters of GD 358 and of DBs in general, are still debatable and have given rise to a not inconsiderable body of literature. This is perhaps not surprising given that the location and extent of both the DBV instability strip and the DB gap – the absence of pure helium-atmosphere white dwarfs in the range 30 – 45 kK range – as well as constraints on the efficiency of convection all hinge on accurate effective temperatures of DB white dwarfs as a whole.

The difficulty in accurately determining the effective temperatures of DBVs stems partly from the fact that at optical wavelengths, the absorption lines of He i are relatively insensitive to changes in effective temperature and surface gravity. While the advent of the International Ultraviolet Explorer (IUE) satellite meant that the temperatures could now be estimated near the peak of the energy distributions, it also brought some puzzling discoveries. The analysis of Liebert et al. (1986) based on IUE data and a variety of model atmospheres set the blue edge of the instability strip at 32 kK and the effective temperature of GD 358 at $`27_2^{+1}`$ kK. A reanalysis of the same IUE data by Thejll et al. (1990) using line-blanketed models placed GD 358 at $`24\pm 1`$ kK. Beauchamp et al. (1999) investigated the effect of trace amounts of hydrogen in the atmosphere of DBs. They found that this increase in continuum opacity could lower the derived effective temperatures by up to 3.5 kK. Their fits to optical spectra of GD 358 using models with and without hydrogen yielded 24.7 kK and 24.9 kK respectively which were in good agreement with the proposed mean value of $`24\pm 1`$ kK by Koester et al. (1985).

Meanwhile, Sion et al. (1988) reported the intriguing discovery of C ii $`\lambda \mathrm{\hspace{0.17em}1334.75}`$ Å and He ii $`\lambda `$ 1640.43 Å in IUE spectra of GD 358. The presence of ionised species implies a high temperature while the mere presence of carbon has implications for the thickness of superficial helium layer and dredge-up of material by the convection zone from the interior.

A more recent investigation in the ultra-violet using the Goddard High Resolution Spectrograph (GHRS) on board the Hubble Space Telescope by Provencal et al. (1996, 2000) confirmed the presence of carbon in the photosphere of GD 358. Based on the presence of the He ii $`\lambda `$ 1640 Å line, Provencal et al. (1996) concluded that $`T_{\mathrm{eff}}=27\pm 1`$ kK. Note though, that as the theoretical calculations were wanting, their line profile was computed for an ionised plasma.111Provencal et al. (1996) used the calculations of Schöning & Butler (1989) who do not consider the effects of He i on He ii. The absence of the C i $`\lambda `$ 1329 Å line together with the presence of the C ii $`\lambda `$ 1335 Å line in the observed spectra allows a lower limit to be placed on the effective temperature. Based on the same data, Provencal et al. (2000) focused on using models to determine the temperature at which the C i line just disappears. Although they could not match the profile of C ii for any combination of temperature and abundance making their use of $`\chi ^2`$ analysis questionable, they arrive at a value of $`27\pm 1`$ kK. These determinations are only marginally consistent with the systematically lower ones based on optical spectra.

Interestingly, Bradley & Winget (1994) derive $`24\pm 1`$ kK from the average period spacing of the real modes observed during WET 1990 run together with models appropriate for a $`\mathrm{\hspace{0.17em}0.6}M_{}`$ white dwarf, while Metcalfe et al. (2000) obtain 22.6 kK as their best-fit temperature from a genetic-algorithm-based optimisation technique applied to the same WET periods. It is evident from Table LABEL:tab:gdteff that uncertainties in the effective temperature of GD 358 persist. In what follows, we consider temperatures between 24 and 28 kK.

Although the determination of the precise effective temperature is dependent on the convective efficiency used in the model atmospheres, a relative temperature measurement is more straightforward. Most studies firmly plant GD 358 close to the blue edge of the DB instability strip. We describe below the constraints our data allow us to place on the atmospheric parameters of GD 358.

## 3 Data acquisition and reduction

Time-resolved spectra of GD 358 were obtained on 1999 June 23 using the Low Resolution Imaging Spectrometer (LRIS, Oke et al. 1995) mounted on the Keck II telescope. An 8$`\stackrel{}{.}`$7-wide slit was used together with a 600 line mm-1 grating covering approximately 3500-6000 Å at 1.24 Å pixel-1. The wavelength resolution was approximately 5 Å. A set of 612 20 s exposures were acquired from 06:53:12 to 12:37:55 U.T., bracketed by a series of arc and flatfield frames. The reduction of the data was carried out in the MIDAS222The Munich Image Data Analysis System, developed and maintained by the European Southern Observatory. environment and included the usual steps. Additionally, corrections for instrumental flexure and differential atmospheric refraction were applied. The procedure is nearly identical to that detailed in van Kerkwijk et al. (2000).

The seeing was $`0\stackrel{}{.}`$9 at the beginning of the run but deteriorated to 1$`\stackrel{}{.}`$5 towards the end of the run. This led to guiding problems which resulted in significant jitter (up to 2 pixels) of the target in the slit later in the run. We tried to correct for the jitter in the dispersion direction using the jitter in the spatial direction (which we could measure from the spatial profile), but found that the two were unfortunately uncorrelated. Not wanting to compromise the accuracy of our Doppler-shift measurements, we simply discarded the last 233 frames in the analysis that we describe below. Between 07:33:50 and 09:01:49 U.T. we found a constant offset in the pixel positions of the lines. We corrected for this shift using the mean offset as determined from frames taken before and after the above times. (see Fig. 3).

For flux calibration, 11 frames of the flux standard Wolf 1346 were taken, for which fluxes in 20 Å-wide bins were available. However, from previous observations, we have found that the response of the spectrograph shows small but significant variations over wavelength ranges smaller than 20 Å, and that these can be removed efficiently by using observations of stars for which well-calibrated model spectra are available. While these variations do not affect our analysis of the chromatic amplitudes (as these cancel out to first order), they do matter for the comparison of the mean spectrum with models. We therefore performed the flux calibration in two steps: we first calibrated all spectra with respect to the flux standard G 191-B2B (spectra for which were taken during a separate run but with an identical set-up) using the calibration of Bohlin et al. (1995), and then derived a (linear) response correction factor by comparing the observed spectrum of Wolf 1346 calibrated with respect to G 191-B2B with its own calibrated fluxes. This small correction factor was then applied to the time-averaged spectrum of GD 358 to ensure that the relative calibration would not affect the comparison with model spectra. We further scaled the mean spectrum (by a factor of 0.73) such that the estimated flux corresponded to the observed V-band magnitude.

## 4 Model atmospheres and the mean spectrum

Averaging together all spectra results in a high signal-to-noise mean spectrum that shows lines of He i only (Fig. 1).

By comparing with a grid of tabulated DB model atmospheres (details in Finley et al. 1997) spanning a range from 18-30 kK in steps of 500 K, and $`\mathrm{log}g`$ values from 7.5-8.5 in increments of 0.25 dex, we attempted to derive $`T_{\mathrm{eff}}`$ and $`\mathrm{log}g`$ from our mean spectrum. The model atmospheres consist of pure helium and were computed under the assumption of LTE; the description of line-broadening was taken from Beauchamp et al. (1997). Convective transport was taken to be of intermediate efficiency (ML2/$`\alpha =0.6`$). The parameter $`\alpha `$ denotes the mixing length as a fraction of the pressure scale height, with larger values of $`\alpha `$ corresponding to more efficient energy transport by convection. Several versions of the mixing length (ML) approximation abound. The original concept is due to Böhm-Vitense (1958). The ML2 version referred to above, with $`\alpha =1`$ is due to Böhm & Cassinelli (1971) and differs from the ML1 and ML3 prescriptions in the choice of certain parameters that determine the horizontal energy loss rate and thereby influence the convective efficiency.

Our best fit model with $`T_{\mathrm{eff}}`$$`=24`$ kK and $`\mathrm{log}g=8.0`$ is shown in Fig. 2. Each line was normalised separately, but in an identical manner for both the model and observed spectrum. The normalisation was carried out by dividing by the fit to the continuum points on either side of the line, thereby preserving the slope. We estimate the error in $`T_{\mathrm{eff}}`$ to be about 0.5 kK.

Small discrepancies between the model and the observations remain. These would normally be masked by a lower signal-to-noise spectrum. However, the results of Sect. 7 imply that these small discrepanices are probably real rather than being due to inadequacies in the flux calibration.

## 5 Light and velocity curves

### 5.1 Light curve

The lightcurve shown in Fig. 3a was constructed by dividing the line-free region of the spectra between $`51005800`$ Å by its average. The time axis was computed relative to the middle of the time-series ($`t^{}=t9:35:33`$ U.T.) in order to minimise the covariance between the amplitudes ($`A`$) and phases ($`\varphi `$) of the sinusoids we use to fit the light curve. The Fourier Transform, calculated up to the Nyquist frequency, is shown in Fig. 4a. Periodicities were determined consecutively in order of decreasing amplitude by successively fitting functions of the form $`A\mathrm{cos}(2\pi ft^{}\varphi )+C`$ where $`f`$ is the frequency, and $`C`$ a constant offset. The values we obtain for $`f,A,`$ and $`\varphi `$ are listed in Table LABEL:gdtab. We first identified the real modes (i.e. those that were not obvious linear combinations) and then used these to fit the combination modes by fixing the frequency to the sum or difference of the real modes. We additionally imposed the requirement that the combination mode have an amplitude smaller than those of the two constituent real modes.

As is obvious from the residuals (Figs. 3a, 4a), the light curve is not free of periodicities after subtracting the frequencies listed in Table LABEL:gdtab. We have not attempted to look for lower amplitude modulations not only because our short time coverage and consequentially low frequency resolution means that the distinction between real and combination modes and noise peaks is blurred, but also because the determination of accurate periods and identifying all possible combination modes is not the principal aim of this investigation.

The frequencies that we measure for our real modes agree well with those measured for the two previous WET runs (Winget et al. 1994; Vuille et al. 2000) although detailed comparison is difficult, as the signal we measure is a blend of the various $`m`$ components. For instance, the peaks at 3886 $`\mu `$Hz ($``$3 F1) and 5182 $`\mu `$Hz ($``$4 F1) are probably due to combinations of unresolved multiplet components. We list our real modes together with the amplitudes, $`n`$, and $`m`$ determinations from the above studies in Table LABEL:tab:gdwet. The $`m`$-values listed are the closest match between our periods and frequencies compared to those listed in Table 3 of Vuille et al. (2000) only.

### 5.2 Velocity curve and significance of detections

In order to search for any variations in the line-of-sight velocity we cross-correlated our 379 usable spectra using the mean spectrum as a template. Having thus constructed a velocity curve (Fig. 3b) we attempted to fit it in exactly the same way as described above, except that we fixed the frequencies to those derived from the light curve (Table LABEL:gdtab) leaving the amplitudes and phases free to vary. A low-order polynomial was included in the fit in order to remove any slow variations. Given the presence of noise especially at the low frequency end, this imposition of frequencies from the light curve is a use of additional independent information, and merely reflects our (reasonable) assumption that we expect the same frequencies to be present in the velocity curve as those found in the light curve.

As our spectra were taken through a wide slit (to preserve photometric quality), the positions of the spectral lines depend on the exact position of GD 358 in the slit. Although this position should be tagged to the position of the guide star, we found that additional random jitter (e.g. due to guiding errors, windshake) was present. An estimate of the scatter in the measured velocities due to wander can be obtained from shifts in the slit of the spatial profile under the assumption that these shifts are also representative of the scatter in the dispersion direction. We fitted Gaussians to the spatial profiles and took the standard deviation of the centroid positions as a proxy for the scatter; we find a value of 9 $`\mathrm{km}\mathrm{s}^1`$ at a representative wavelength of 4471 Å. Including this value in the least squares fit of the velocity curve results in a $`\chi _{\mathrm{red}}^21`$. The velocity amplitudes and phases we find are listed in Table LABEL:gdtab.

As a cross-check, we fitted 13 of the strongest lines (marked in Fig. 1) in all 379 spectra with a combination of a Gaussian and a line or a 2nd-order polynomial to represent the continuum and constructed an average velocity curve using the Doppler shifts of all 13 lines. Typical uncertainties in the fitting of the line profiles are of the order of 14 $`\mathrm{km}\mathrm{s}^1`$ at $`\lambda `$4471 Å. We then fit this velocity curve in exactly the same manner as described above and found good agreement (within the quoted errors) with both the velocity amplitudes and phases derived from the cross-correlation procedure.

For the DAVs, the derivation of the velocity curve using the cross-correlation technique is not reliable (see the discussion in van Kerkwijk et al. 2000) due to changes in the continuum slope during the pulsations – an effect that is not taken into account in the cross-correlation procedure. The higher effective temperatures of the DBVs however, means that the continuum slope is not severely affected and therefore does not bias the Doppler shifts, making the procedure more reliable.

In order to obtain quantitative estimates of the significance of our measured velocity amplitudes and to ascertain the contribution of random noise peaks, we conducted a simple Monte Carlo test: we randomly shuffled the velocities with respect to the observation times and fit the resulting velocity curve in exactly the same way as the observations (as described above). We repeated the procedure 1000 times and counted the number of times a peak larger than that observed was found exactly at the frequency of each of the real modes. We found that the peak at F2 had a $`0.1`$% chance of being a random peak while those at F1, F3, and F4 had a likelihood of 2%, 5%, and 9% respectively of being chance occurrences. All other peaks were found to be insignificant. We conclude therefore, that the modulations we see in the Doppler shifts are due to intrinsic processes and that these are line-of-sight velocity variations associated with the pulsations. In what follows, we include all real modes and treat the velocity amplitudes of those that were only marginally significant as upper limits.

We note as an aside that Provencal et al. (2000) invoke the velocites associated with the oscillatory motions to explain the width ($`v\mathrm{sin}i60`$$`\mathrm{km}\mathrm{s}^1`$) of the C ii$`\lambda `$ 1335 Å line. Our measured velocities do not support this speculation. The interpretation of the broad and shallow profiles as being due to a high rotational velocity is also at odds with that inferred from the rotationally-induced splittings (0.9 days for the core to 1.6 days for the envelope, Winget et al. 1994). Interestingly, several slowly rotating DAVs too show broad and flat (H$`\alpha `$) line cores, although this observation is not unique to the pulstors (Koester et al. 1998).

## 6 Real modes

Following van Kerkwijk et al. (2000), we adopt $`R_V=A_V/2\pi fA_L`$ and $`\mathrm{\Delta }\mathrm{\Phi }_V=\mathrm{\Phi }_V\mathrm{\Phi }_L`$ as measures of the relative velocity to flux amplitude ratio and phase difference, respectively, for the real modes. We list these values in Table LABEL:gdtab, and plot them as a function of mode frequency in Fig. 5.

As a (real) mode propagates upward, its environment changes from being largely adiabatic (velocity maximum lags flux maximum by 90°), to one where non-adiabatic effects are important. If $`R_V`$ and $`\mathrm{\Delta }\mathrm{\Phi }_V`$ follow the expected trends, they can be used to constrain the properties of the outer layers of the white dwarf. We describe these trends below.

In the convection zone, flux attenuation increases with increasing mode frequency i.e., $`A_L`$ decreases. However, turbulent viscosity in the convection zone ensures negligible vertical velocity gradients, with the result that the horizontal velocities are effectively independent of depth within the convection zone (Brickhill 1990; Goldreich & Wu 1999b). Thus, the ratio between the velocity and flux amplitudes ($`R_V`$) is expected to increase with increasing mode frequency. Fig. 5a shows no such trend.

For the adiabatic case, the phase lag between velocity and light is expected to be 90$`\mathrm{°}`$; non-adiabatic effects reduce this lag. $`\mathrm{\Delta }\mathrm{\Phi }_V`$ is therefore expected to lie between 0$`\mathrm{°}`$ and 90$`\mathrm{°}`$. This is indeed found to be the case (Table LABEL:gdtab). As higher frequency modes are increasingly delayed by the convection zone, $`\mathrm{\Delta }\mathrm{\Phi }_V`$ should tend to zero with increasing mode frequency. Although the error bars are large, Fig. 5b shows a trend opposite to the one just described. It is worth noting that van Kerkwijk et al. (2000) also found some indication of such a trend in their analysis of ZZ Psc (a DAV type pulsator).

Apart from the effect of increasing delay, another effect, that of increasing non-adiabaticity with mode period (Goldreich & Wu 1999b), might also be at play. Indeed, Fig. 5b shows that the relative phase between velocity and flux decreases as a function of mode period. It is difficult to estimate the relative importance the two effects. Perhaps also of relevance to the above is the discontinous change in horizontal velocity across the boundary between the radiative interior and the convective layers (Goldreich & Wu 1999b). The shear layer at this boundary might be expected to impart not insignificant phase shifts to the horizontal velocities since the spatial acceleration due to viscous forces is roughly an order of magnitude larger than the pressure perturbation for DAVs (see Fig. 11 in Gautschy et al. 1996). Whether this is indeed the case would have to be checked by investigating the behaviour of the modes in the presence of such a shear layer. It is not immediately evident from the description of Goldreich & Wu (1999b) how the phases of the horizontal velocities are affected across this jump as a function of mode period.

## 7 Chromatic amplitudes ($`𝚫𝐅_\lambda /𝐅_\lambda `$)

As mentioned in Sect. 1, the fractional pulsation amplitudes calculated as a function of wavelength bear an $`\mathrm{}`$-dependent signature. Even though all non-radial modes suffer from cancellation which occurs as a result of observing disc-integrated light, the cancellation increases with increasing $`\mathrm{}`$. As limb-darkening increases at shorter wavelengths, the effect of this cancellation is reduced, resulting in a net increase of pulsation amplitudes (for $`\mathrm{}3`$). A similar effect is also apparent at optical wavelengths, especially in the absorption lines. Comparing fractional amplitudes has the added advantage that uncertainties in the data acquisition and reduction processes are expected to cancel out; any differences between the synthetic and observed chromatic amplitudes are therefore intrinsic.

The model atmospheres described in Sect. 4 have intensities tabulated at nine different limb angles. We used these to compute a grid of synthetic chromatic amplitudes by integrating over these intensities, weighted by Legendre polynomials which describe the surface distribution of the temperature perturbations. The change in intensity with respect to temperature (as a function of the limb angle) was computed using adjacent models of different effective temperature.

The effect of varying the effective temperature and $`\mathrm{log}g`$ is shown in Fig. 6. Contrary to the case of the DA pulsators (Clemens et al. 2000), the models display a remarkable sensitivity to small changes in these model parameters. If the models are able to match the observations, this sensitivity could be exploited to provide a new way of measuring $`T_{\mathrm{eff}}`$ and $`\mathrm{log}g`$. The differences between $`\mathrm{}=1`$ and $`\mathrm{}=2`$ in the models are similar to the DA case, in that the continuum between the lines is more curved and the line cores sharper for the latter case.

To compare with models, we constructed a 2-D (wavelength-time) stacked image from our spectra and calculated the fractional pulsation amplitudes as a function of wavelength by fitting for the amplitudes and phases of the modes listed in Table LABEL:gdtab, the frequencies being held fixed to the tabulated values. The resulting chromatic amplitudes and phases for all real modes are shown in Figs. 7 and 9.

Clemens et al. (2000) were able to assign $`\mathrm{}`$ values to the real modes in ZZ Psc by comparing the observed chromatic amplitudes with each other. As they showed, simple inspection of the chromatic amplitudes, especially when modes with different $`\mathrm{}`$ values are present, works well. This is particularly true when the target is bright. Before comparing the chromatic amplitudes of GD 358 with the models, we note that all the real modes have the same general shape to one another implying that they share the same $`\mathrm{}`$ value (especially F1 and F2 which are nearly identical); given the WET results, this is most likely $`\mathrm{}=1`$.

The only exception to the above is F3 (Fig. 7) which exhibits some differences compared to the other modes, most notably in the shape and strength of the line cores at $`\lambda `$4120, 4713, and 5047 Å. The first and last of these three lines are barely discernible in the chromatic amplitudes of the other four real modes. Although the amplitudes of the line cores are in general greater for $`\mathrm{}=2`$ than $`\mathrm{}=1`$ modes, it is difficult to disentangle the effect of a different spherical degree from the dependence on the effective temperature and $`\mathrm{log}g`$. We also note that F3 has the highest velocity to flux amplitude ratio ($`R_V`$). Even though the differences are admittedly not significant compared to the other modes, a higher $`R_V`$ can be indicative of a higher $`\mathrm{}`$ value as the light variations for such modes suffer greater cancellation than the horizontal velocity variations (Dziembowski 1977).

While the difference in appearance is significant, one has to be careful in assigning a cause. In principle, line-of-sight variations that are in phase with the light curve, could induce differences in relative amplitude as well (see Clemens et al. 2000). These scale with $`dF_\lambda /d\lambda `$ and thus should be most pronounced near sharp lines. This is indeed seen for F3, which additionally has the highest value of $`R_V\mathrm{cos}\mathrm{\Delta }\mathrm{\Phi }_V`$, i.e., for F3 the line-of-sight velocity variations are expected to have the largest effect on the chromatic amplitudes. In order to test whether this was indeed the underlying cause of the difference in appearance, we removed the Doppler shift from all the spectra (using the average velocities shown in Fig. 3) and recomputed the chromatic amplitudes. The result is shown in Fig. 8. Clearly, having taken out the effect induced by the line-of-sight velocity variations, F3 becomes very similar in appearance to F1 and F2. On the basis of this, we conclude that F3 too shows $`\mathrm{}=1`$-like behaviour. This is consistent the WET 1994 data which shows a triplet at this period, indicative of an $`\mathrm{}=1`$ mode.333The WET 1990 data only show one low amplitude peak at 809 s. We stress, though, that the above leaves open the question of why F3 has a larger $`R_V\mathrm{cos}\mathrm{\Delta }\mathrm{\Phi }_V`$.

It is interesting to note that the chromatic amplitude of the strongest combination mode, 2F1, is different in appearance compared to the five real modes, in that it has a larger curvature in the continuum between the lines cores (Fig. 7). This is probably due to a dominant $`\mathrm{}=2`$ component (see Fig. 6).

Incidentally, this is to be expected if our match – based on Vuille et al. (2000) – of $`m=1`$ is correct (Table LABEL:tab:gdwet), since a combination of $`Y_1^1Y_1^1`$ (where the $`Y_{\mathrm{}}^m`$ are spherical harmonics) has a distribution described by $`Y_2^2`$ only. We cannot, however, definitively rule out the possibility that F1 has $`m=0`$ or $`m=1`$ which would mean the presence of a $`Y_0^0`$ component in the former case in addition to the $`Y_2^0`$ component. Unfortunately, the weakness of the other combinations means that we cannot subject them to a meaningful test.

Although our fit to the mean spectrum (Fig. 2) is arguably reasonable, we find that for the effective temperature derived from the spectrum (24 kK), the model chromatic amplitudes do not even look qualitatively similar to the observations. Fig. 10 shows the chromatic amplitude of the strongest mode (F1) compared to synthetic chromatic amplitudes for two effective temperatures each for $`\mathrm{}=1`$ and $`\mathrm{}=2`$. We can only match the shape of the pseudo-continuum between the line cores if we use models with higher ($``$ 27 kK) temperatures.

We do not expect to fit the line cores as these are probably formed in parts of the atmosphere where $`\tau 1`$ and where, as a result, deviations from LTE might be important. The (pseudo-)continuum, however, should not be affected and we stress that it is these regions of the chromatic amplitudes that we seek to match.

We see that the observed wings of the lines are broader than those of the models calculated using an intermediate convective efficiency (ML2/$`\alpha =0.6`$). Less efficient convection would make the temperature gradient steeper. To test whether the temperature stratification of the models is the culprit, we calculated models in which the convective efficiency was three times lower. In Figs. 10 and 11 we compare models having different convective efficiencies to the data and see that there is a slight improvement to the match in the wings of the lines for the model having a lower convective efficiency (ML1/$`\alpha =0.5`$) but that the match in some of the continuum regions has worsened. It may be possible to reproduce the chromatic amplitudes with a different choice of mixing length or mixing-length prescription. However, we feel this is unlikely, as we failed to reproduce the chromatic amplitudes for ZZ Psc even with a very extensive set of models. We will return to this briefly below.

Phase changes within the lines due to the line-of-sight velocity variations are apparent (Fig. 9) especially for the stronger lines. As in previous studies of this nature of DA pulsators, we find a very slight ($``$1°) slope in phases over the wavelength range although this is much less obvious than was found for at least two DAVs (van Kerkwijk et al. 2000; Kotak et al. 2002a).

## 8 Discussion and conclusions

As outlined at the outset, our main aims were to investigate the pulsation properties of GD 358, to compare these with the better studied DAVs, and to use our data to place constraints on model atmospheres.

We began by determining the modulations present in the light curve and found that all five real modes agreed very well with previous WET observations.

We also found variations in the Doppler shifts of the spectral lines that were coincident with those determined from the light curve. We concluded that these were line-of-sight velocity variations associated with the largely horizontal motion of the pulsations.

Using the velocity to light amplitude ratios ($`R_V`$) and phases ($`\mathrm{\Delta }\mathrm{\Phi }_V`$) we tested theoretically expected trends. We found no evidence for a general increase in $`R_V`$ with mode frequency. This has also been the case for the DAVs. Although $`\mathrm{\Delta }\mathrm{\Phi }_V`$ was found to lie between 0 and 90°, as expected we found some evidence that it increases with mode frequency – a trend opposite to that predicted. Previous measurements of the DAVs (van Kerkwijk et al. 2000) have also found marginal evidence for such a trend.

The wavelength-dependent fractional pulsation amplitudes proved to be invaluable in two altogether different ways. First, the resemblance of most of the observed chromatic amplitudes to each other led to the conclusion that they all shared the same spherical degree, most likely, $`\mathrm{}=1`$. Our results provide an entirely independent confirmation of the WET results.

We also showed that the chromatic amplitude of 2F1 was different, and bore the signature of an $`\mathrm{}=2`$ mode. Our $`m`$ identification – based on the WET 1994 results – suggests that F1 has $`m=1`$. If true, it implies a redistribution of power between the $`m`$ components in that triplet, which previously showed a dominant $`m=0`$ component (see Table LABEL:tab:gdwet).

Secondly, although our synthetic chromatic amplitudes failed to reproduce the observations for any combination of $`T_{\mathrm{eff}}`$ and $`\mathrm{log}g`$, they unambiguously indicated that a temperature higher than that inferred from our mean spectrum ($`T_{\mathrm{eff}}`$=24 kK; $`\mathrm{log}g`$=8) was a better match at all wavelengths. Thus while our average spectrum favours a lower temperature, the chromatic amplitudes indicate a higher temperature, in agreement with temperature determinations based on ultra-violet spectra. The cause of this discrepancy remains unexplained.

We also found that the chromatic amplitudes could be reproduced only qualitatively, with the models failing to reproduce both the cores and the wings of the lines. Slight improvement is obtained – mainly in the wings of the lines – with models of lower convective efficiency than ML2/$`\alpha =0.6`$. In detail, however, the models still do not match, as is also the case for the DAV ZZ Psc (Clemens et al. 2000) even when trying models for a much more extensive set of mixing-length parameters. The above may mean mean that there is an intrinsic problem with the atmospheric models, e.g., that the real temperature structure simply cannot be reproduced accurately enough with the mixing-length approximation. If so, perhaps the observations can be used to derive the temperature stratification empirically.

Alternatively, there may be a problem with the way that the atmospheric models are used to calculate model chromatic amplitudes. In particular, our calculations assume that the temperature variations associated with the pulsations are described well by a single spherical harmonic, and we take into account only the first derivative of the flux with respect to temperature. The latter effect is rather small, but the former may be important: Ising & Koester (2001) used numerical simulations to investigate these issues and found that as the amplitude of a mode increases, the surface flux distributions do deviate more and more from spherical harmonics. The effects become pronounced for pressure perturbations larger than about 10%, which correspond to visual flux variations with amplitudes of about 5% for DAV and 3% for DBV, i.e., at about the level observed for the strongest modes.

No direct comparison of these models with observations has yet been made, but an empirical estimate can be made by considering all the non-linearities in terms of combination frequencies. Clearly, second-order corrections cannot influence the chromatic amplitudes of a real mode, since these corrections appear as harmonics, sums, and differences of the real modes. Third-order corrections, however, will have terms – such as 2F1$``$F1 and F1+F2$``$F2 – which coincide with the real modes, but are described by surface distributions with different $`\mathrm{}`$ and can thus influence the shape of the chromatic amplitudes measured at the frequency of the real mode. Indeed, Vuille et al. (2000) find a large number of third-order combination frequencies for GD 358, with amplitudes up to a quarter of those of the real modes. While this is a significant fraction, one should bear in mind that their surface flux distribution will be dominated by their $`\mathrm{}=0`$, 1, and 2 components, which will not change the inferred chromatic amplitudes much. It thus remains unclear whether or not these higher-order terms can be responsible for the mismatch between the observed and model chromatic amplitudes.

Fortunately, there is a clear prediction: for low-amplitude pulsators, which show no or only very weak combination modes, the chromatic amplitudes should not be influenced by higher-order corrections. Thus, if the chromatic amplitudes of such pulsators can be matched by models, higher-order corrections are at play for the mismatches observed so far. If they do not, the problem must be one intrinsic to the model atmospheres. With accurate observations of low amplitude DBVs and detailed models, we can expect rapid progress.

###### Acknowledgements.

We thank the referee, G. Handler, for his positive comments. R.K. would like to sincerely thank H-G. Ludwig for many discussions. M.H.vK acknowledges support for a fellowship of the Royal Netherlands Academy of Arts and Sciences. This research has made use of the SIMBAD database, operated at CDS, Strasbourg, France.


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# Quantum and classical localisation and the Manhattan lattice

## 1 Introduction

Disordered electronic systems, and the associated metal-insulator transitions, have generated much interest in recent years. In this paper, we consider a two-dimensional system of non-interacting particles which is invariant under spin rotations but not under time reversal. According to the classification set out by Altland and Zirnbauer  such a system belongs to symmetry class C. This class is one of several which are distinct from the three Wigner-Dyson classes and have realisations as Bogoliubov-de Gennes Hamiltonians for quasiparticles in disordered superconductors. In particular, class C arises in spin-singlet superconductors with broken time-reversal symmetry for orbital motion but negligible Zeeman splitting .

For two-dimensional systems with broken time reversal symmetry, whether from the Wigner-Dyson unitary class or from class C, there exists the possibility of a delocalisation transition of the quantum Hall type. Recent studies of network models for systems belonging to class C  have focussed on this transition, yielding several interesting results. Notably, one such network model describes the spin quantum Hall effect, with two insulating phases separated by a delocalisation transition analogous to the quantum Hall plateau transition. The two phases exhibit quantised Hall conductance differing by an integer. It has been shown  that this quantum problem may be mapped to that of the hulls of classical percolation clusters in two dimensions, a well-understood problem. The particular network model used in these studies was based on the L-lattice (see Fig. 1a), and is a natural generalisation of the Chalker-Coddington model which was designed to study the ordinary integer quantum Hall transition.

The L-lattice is a square lattice consisting of directed edges and nodes, such that every path following the directed edges must turn left or right at each node. It possesses a particular symmetry under inversion about a diagonal axis which reflects the symmetry of the corresponding quantum hamiltonian about a particular energy.

However, in  it was shown that the mapping of network models in class C to classical random walk models is more general, and holds on any directed lattice (at least if each node is of degree 4.) These walks are in general *trails*, in that they may not pass over a given link more than once, but they also have attractive interactions at each node. In the mapping, localised and extended phases of the quantum system map to regions of parameter space where the corresponding classical walks either close after a finite number of steps (almost surely) or they escape to infinity. The localisation behaviour exhibited by a given network model, and the nature of the corresponding classical problem is expected to be strongly dependent on the structure of the underlying lattice. Therefore, by studying classical problems formulated on different lattices, we might uncover different types of localisation behaviour, resulting in the competition between the edge exclusion and nodal attraction.

The classical random walks in which we are interested, together with other kinetic self-avoiding trails, correspond to the classical scattering of light by random arrays of mirrors laid out on a square lattice. Problems of this type have been studied extensively . These processes may also be viewed as history-dependent kinetic random walks. For example, in terms of the mirror model, the walker lays down a mirror at random on visiting a node; on return to that node, it finds the mirror already fixed there. Therefore, models of this type may be classified as “true” self-avoiding walks. This class of walks has been studied in the limit of weak scattering using field-theoretic renormalisation group methods ; we shall make use of such techniques in section 2 of this paper to study such walks. We note that, as for Anderson localisation, the critical dimension for these processes is two.

As mentioned above, the network model describing the spin quantum Hall effect is formulated on the L lattice (Fig. 1a). In the heuristic justification for studying this lattice in this context (and for the original Chalker-Coddington model) it is seen as a distorted version of a random lattice, whose plaquettes correspond to the regions where locally either $`EV`$ is $`<0`$ or $`>0`$, where $`E`$ is the Fermi energy and $`V`$ is some slowly varying random potential. In the semi-classical approximation, there are edge states propagating along the curves which divide these regions. Along these, the quasi-particle wave function suffers a constant spin (or phase) rotation. On distorting the random geometry to the L-lattice, these become quenched random link variables of the model.

In this paper, we consider a different lattice, the Manhattan lattice. It shares with the L-lattice the property that at each node there are 2 incoming and 2 outgoing edges or links, so that the theorems of  apply. On this lattice, a walker may either continue straight on at a given node with a given probability or make a turn. The allowed directions for turning at each node alternate right and left, as shown in Fig. 1b. The overall lattice is therefore regular, with a similar size unit cell to the L-lattice.

In the network model, at each node there is a real unitary $`S`$-matrix which describes scattering from the incoming edges to the outgoing ones. Just as for the models on the L-lattice, this is in principle also a quenched random matrix, but for simplicity we shall take it to be the same at all nodes. Thus the $`S`$-matrix elements for continuing straight on at each node are taken to be $`\mathrm{cos}\theta `$, and those for turning are $`\pm \mathrm{sin}\theta `$. When $`\mathrm{cos}\theta =1`$, the quasiparticles move ballistically along the lattice axes, while for $`\mathrm{sin}\theta =\pm 1`$ they move around the perimeter of single plaquettes. The existence of a ballistic limit distinguishes this lattice from the L-lattice. On the other hand, the Manhattan lattice appears to enjoy no special symmetry, as does the L-lattice about $`\theta =\pi /4`$.

The general results of  show that the single-particle Green’s function and the two-point conductance for a class C model on this lattice are related to the properties of classical trails, or random walks which visit each edge no more than once, and, on first visiting a given node, turn L or R with probability $`p\mathrm{sin}^2\theta `$, or continue straight with probability $`1p=\mathrm{cos}^2\theta `$. For the L-lattice, the limits $`p0`$ and $`p1`$ show clearly two distinct behavioural phases, characterised by different edge states; a delocalisation transition occurs at $`p=1/2`$. For the model formulated on the Manhattan lattice, however, we might expect to find different behaviour, since it is clear that there are no corresponding edge states as $`p0,1`$. We note also that a kinetic self-avoiding trail on the Manhattan lattice may cross itself with probability $`p`$, but this is never permitted on the L lattice.

At $`p=1`$, the walks are simply loops defining the elementary plaquettes of the lattice. In fact, it may be argued that the trajectories are loops of finite extent at least for $`p>\frac{1}{2}`$: if we place a mirror at 45 at each of the vertices where the path turns through $`\pm 90^{}`$, they may be thought of as forming clusters of bonds on a square lattice at 45 to the original. For $`p>\frac{1}{2}`$ the mirrors percolate: that is, they form an infinite cluster which crosses the entire lattice, with probability one. The trajectories are confined to the voids in this cluster, which are finite. For $`0<p\frac{1}{2}`$, this argument is inconclusive: the trajectories will scatter from the finite clusters of mirrors, but this may or may not lead to classical localisation. At $`p=0`$ all trajectories are straight lines; the states to which they correspond are spatially extended. Therefore either almost all trajectories are localised for all $`p>0`$, or there is a transition at some finite value $`0<p_c\frac{1}{2}`$ from extended to localised behaviour.

In this paper, we use two approaches to study the kinetic processes described above. In section 2, we develop a field-theoretic description of the weak-coupling regime of this particular type of “true” self-avoiding walk. We begin by estimating the diffusion constant for the Manhattan lattice, and show that the problem is in this regime as $`p0`$. We then use field-theoretic renormalisation group methods to analyse the general class of such problems: the RG trajectories always run away from the weak-coupling fixed point, with possibility of two distinct strong-coupling behaviours separated by a critical trajectory. However, in section 3, we use Monte-Carlo methods directly to simulate kinetic self-avoiding trails on the Manhattan lattice. These simulations are only practical for values of $`p`$ larger than about $`0.2`$. However, they all indicate that the walks are localised, with a mean length and spatial extent which decrease with increasing $`p`$. These numerical results thus complement those of section 2. In addition to their relevance to the corresponding quantum localisation problem, these classical processes are of interest in their own right. In section 4, we discuss possibilities for related future work.

## 2 Analytic results

### 2.1 Estimation of the diffusion constant

As a first step in analysing the weak-interaction limit of this model, we estimate the diffusion constant of a random walker on the Manhattan lattice, subject to no restrictions on return to the same node or link. A diffusive path $`𝐫(t)`$ which takes a step of finite length at each unit time exhibits the behaviour

$$\left[𝐫(t)𝐫(0)\right]^2=4Dt,$$
(2.1)
where the lattice-dependent quantity $`D`$ is the diffusion constant. For convenience, we shall take $`𝐫(0)=\mathrm{𝟎}`$ in what follows. The diffusion constant for a given random walk may be calculated by recasting the position coordinates of points visited on the path as a sum $`r_t`$ of complex numbers:

$$r_t=z_1+z_2+\mathrm{}+z_t,$$
(2.2)
where $`z_{j+1}=z_je^{i\theta _j}`$. For the random walks in which we are interested, we require additionally $`|z_j|=a`$ for all $`j`$, where $`a`$ is the lattice bond length. The distribution of $`\theta _j`$ depends on the details of the lattice; the $`\theta _j`$ are assumed to be uncorrelated, so that each step of the random process is independent of all previous history. For the Manhattan lattice, the distribution for the $`\theta _j`$ is somewhat complicated because the allowed turning directions at a given node are dependent upon the position of the node on the lattice. For turning probability $`p`$, the mean free path of a particle moving randomly on the Manhattan lattice $`\tau _{\mathrm{mfp}}1/p`$; hence for small $`p`$, $`\tau _{\mathrm{mfp}}1`$. We therefore assume that the particle is unable, on the length scale of the mean free path, to tell whether it will next change direction at a left-turn or right-turn node. Thus the options of turning left or right are assigned equal probability in this approximation. The corresponding distribution for $`\theta _j`$ is

$$\theta _j=\{\begin{array}{cc}0\hfill & \text{ with probability }1p\hfill \\ \pi /2\hfill & \text{ with probability }p/2\hfill \\ +\pi /2\hfill & \text{ with probability }p/2,\hfill \end{array}$$
(2.3)
with angles measured in an anti-clockwise direction. Thus $`e^{i\theta _j}=1p+e^{i\pi /2}p/2+e^{i\pi /2}p/2=1p`$ for all $`j`$, and $`e^{i(\theta _1+\mathrm{}+\theta _r)}=e^{i\theta _1}^r=(1p)^r.`$ Now from (2.2), we have

$$r_t=z_1(1+e^{i\theta _1}+\mathrm{}+e^{i(\theta _1+\mathrm{}+\theta _{t1})}).$$
(2.4)
Hence, since $`|𝐫(t)|^2r_tr_t^{}`$,

$$|𝐫(t)|^2=|z_1|^2\left((2p)p^1t2(1p)p^2\left(1(1p)^t\right)\right).$$
(2.5)
At large $`t`$, $`(1p)^t0`$, yielding

$$|𝐫(t)|^2|z_1|^2\left((2p)p^1t2(1p)p^2\right).$$
(2.6)
Thus for the Manhattan lattice,

$$D(2p)p^1.$$
(2.7)
We note that at $`p=0`$, the diffusion constant becomes infinite; this characterises superdiffusive behaviour. In this particular example of superdiffusion, we also find that the mean square displacement $`\left[𝐫(t)𝐫(0)\right]^2`$ diverges faster than linearly with time. In fact, it is easy to see that $`\left[𝐫(t)𝐫(0)\right]^2=a^2t^2`$ since for $`p=0`$ the random walk proceeds in a straight line. We therefore see a transition to a different kind of behaviour exactly at $`p=0`$.

### 2.2 A field theoretic approach

#### 2.2.1 Peliti’s field theory for true self-avoiding walks

The starting point for our renormalisation group approach is the field theoretic description proposed by Peliti  for the class of true self-avoiding walks to which our bond-avoiding paths on the Manhattan lattice belong. The theory is composed of two scalar fields $`\stackrel{~}{\psi }(𝐫,t)`$ and $`\psi (𝐫,t)`$, which respectively create and destroy walks. The Hamiltonian $``$ is given by $`=_0+_I`$, where $`_0`$ is the ‘free’ Hamiltonian

$$_0=_0^{\mathrm{}}dt\mathrm{d}^d𝐫\stackrel{~}{\psi }(𝐫,t)\left[\frac{}{t}+D^2\right]\psi (𝐫,t)$$
(2.8)
and $`_I`$ is an interaction Hamiltonian whose precise form depends on the nature of the process under consideration. $`D`$ represents the bare diffusion constant, as computed above. From this class of Hamiltonians arise well-defined Feynman rules for the theory. The correlation function $`G(𝐫,t)=\stackrel{~}{\psi }(0,0)\psi (𝐫,t)`$ yields the probability density for a walk beginning at the origin to be found at position $`𝐫`$ after time $`t`$. After applying a Fourier transform to the spatial components of $`G(𝐫,t)`$ and a Laplace transform to the temporal component, we obtain the bare propagator

$$\stackrel{~}{G}(𝐩,\mu )=\stackrel{~}{G}_0(𝐩,\mu )(\mu +Dp^2)^1.$$
(2.9)
The generalised interaction contribution is given by

$$\gamma (𝐩,𝐪,𝐩_\mathrm{𝟏})=(𝐩_\mathrm{𝟏}.𝐪)g_1+(𝐩_\mathrm{𝟏}.(𝐩_\mathrm{𝟏}+𝐪))g_2+(𝐩_\mathrm{𝟏}.𝐩)g_3,$$
(2.10)
where $`𝐩`$ is the earliest incoming wavenumber and $`𝐩_\mathrm{𝟏}`$ is the latest outgoing wavenumber. The values of the couplings $`g_i`$ depend on the nature of the random walk. For example, for Peliti’s true self-avoiding walk, one should take $`g_1=g`$ and $`g_2=g_3=0`$; this corresponds to the interaction Hamiltonian

$$\begin{array}{cc}\hfill _I& =g_0^{\mathrm{}}dtdt^{}\mathrm{d}^d𝐫\left(\psi (𝐫,t^{})\stackrel{~}{\psi }(𝐫,t^{})\right)\hfill \\ & \left(\psi (𝐫,t)\stackrel{~}{\psi }(𝐫,t)\right).\hfill \end{array}$$
(2.11)
Since the coupling constants are dimensionless quantities, the upper critical dimension of this class of theories is $`d_c=2`$. The general theory may be renormalised by dimensional regularisation and minimal subtraction in two dimensions. Mass renormalisation is trivial. However, the diffusion constant is renormalised by a factor $`Z`$ so that $`D=ZD_R`$, and renormalised coupling constants are given by $`u_i\kappa ^ϵ`$, $`i=1,\mathrm{\hspace{0.17em}2},\mathrm{\hspace{0.17em}3}`$, where $`\kappa `$ is the renormalisation wavenumber. A calculation to order one loop gives diffusion constant renormalisation factor

$$Z=1+ϵ^1(u_3u_1)$$
(2.12)
and renormalisation group equations

$`{\displaystyle \frac{\mathrm{d}u_1}{\mathrm{d}\tau }}=ϵu_1+\frac{5}{2}u_1^2+\frac{1}{2}u_2^22u_1u_23u_1u_3`$ (2.13)
$`{\displaystyle \frac{\mathrm{d}u_2}{\mathrm{d}\tau }}=ϵu_2u_1^2u_2^2+3u_1u_2+u_1u_33u_2u_3`$ (2.14)
$`{\displaystyle \frac{\mathrm{d}u_3}{\mathrm{d}\tau }}=ϵu_3\frac{5}{2}u_3^2+2u_1u_3u_2u_3`$ (2.15)
where $`\tau =\mathrm{log}(\kappa ^{}/\kappa )`$ is the logarithm of the scale parameter.

#### 2.2.2 Constructing an interaction Hamiltonian

In order to apply these general results to the random walks in which we are interested, we now examine in detail the types of interaction which might arise for kinetic self-avoiding processes on the Manhattan lattice. There are two competing interactions involved: the node interactions are attractive, and clearly the bond interactions in this type of self-avoiding process must be repulsive. Thus one way to look at the effect of these interactions is to begin with a free kinetic walk on the Manhattan lattice and then introduce appropriate weights to model self-avoiding characteristics. We impose a repulsive weight $`\mathrm{exp}(\beta VM(M1)/2)`$ (with $`V>0`$) for every bond visited $`M`$ times and an attractive weight $`\mathrm{exp}(+\beta V^{}N(N1)/2)`$ (with $`V^{}>0`$) for every node visited $`N`$ times, and examine the resultant modification to the free kinetic walk. To work to first order in $`V`$ and $`V^{}`$, it is sufficient to consider only cases where a path has visited each node and bond on the lattice no more than twice.

On average, there is no directional bias to these processes on the Manhattan lattice; therefore, no drift terms, or equivalently no first order gradient terms, should appear in the interaction Hamiltonian. However, higher order gradients may be obtained by examining the hopping terms generated as the particle moves on the lattice. These should respect the global rotational invariance of the kinetic walks. Consider, for example, a move from $`𝐫_\mathrm{𝟏}`$ to $`𝐫_\mathrm{𝟐}`$ at time $`t_2`$. This is effected by the probability-conserving term $`\stackrel{~}{\psi }(𝐫_\mathrm{𝟐})\psi (𝐫_\mathrm{𝟏})\stackrel{~}{\psi }(𝐫_\mathrm{𝟏})\psi (𝐫_\mathrm{𝟏})`$. Note that the particle density at position $`𝐫`$ and time $`t`$ is given by $`\stackrel{~}{\psi }(𝐫,t)\psi (𝐫,t)`$, and takes values $`0`$ or $`1`$. Now suppose that the midpoints of the exit bonds at a particular node have position vectors $`𝐫_𝐢`$, with $`i=1,\mathrm{},4`$. Thus to describe a first visit to the node at time $`t_1`$ and a subsequent visit at time $`t_2`$, approaching from $`𝐫_\mathrm{𝟏}`$ and leaving via $`𝐫_\mathrm{𝟐}`$, we postulate an interaction term of the form

$$\begin{array}{cc}\hfill [\stackrel{~}{\psi }(𝐫_\mathrm{𝟐},t_2)\psi (𝐫_\mathrm{𝟏},t_2)& \stackrel{~}{\psi }(𝐫_\mathrm{𝟏},t_2)\psi (𝐫_\mathrm{𝟏},t_2)]\hfill \\ & \times \underset{i=1}{\overset{4}{}}\alpha _i\stackrel{~}{\psi }(𝐫_𝐢,t_1)\psi (𝐫_𝐢,t_1),\hfill \end{array}$$
(2.16)
with the $`\alpha _i`$ appropriately chosen to give the correct Boltzmann weights. Suppose that the possible routes through a given node are $`𝐫_\mathrm{𝟏}𝐫_\mathrm{𝟐}`$, $`𝐫_\mathrm{𝟏}𝐫_\mathrm{𝟑}`$, $`𝐫_\mathrm{𝟒}𝐫_\mathrm{𝟐}`$ and $`𝐫_\mathrm{𝟒}𝐫_\mathrm{𝟑}`$. Then applying weights $`V`$ and $`V^{}`$ as defined above, if the path passes from $`𝐫_\mathrm{𝟏}`$ to $`𝐫_\mathrm{𝟐}`$ on both visits to the node, we obtain

$$\alpha _1+\alpha _2=2V+V^{}.$$
(2.17)
Considering each of the other possible routes through the node, we find also

$`\alpha _1+\alpha _3=V+V^{}`$ (2.18)
$`\alpha _2+\alpha _4=V+V^{}`$ (2.19)
$`\alpha _3+\alpha _4=+V^{}`$ (2.20)
We therefore have a set of simultaneous equations for the $`\alpha _i`$. Note that these are invariant under the transformation $`\alpha _{1,4}\alpha _{1,4}+A`$, $`\alpha _{2,3}\alpha _{2,3}A`$ for any $`A`$, so that there is always some arbitrariness in the solutions. However, if $`V^{}=0`$, i.e. there is no node interaction, then $`\alpha _1=\alpha _2=V`$, $`\alpha _3=\alpha _4=0`$ is a solution. Similarly, if $`V=0`$, i.e. there is no bond interaction, then $`\alpha _1=\alpha _2=\alpha _3=\alpha _4=V^{}/2`$ is a solution. We thus obtain bond interactions of the form

$$\begin{array}{cc}\hfill V(\stackrel{~}{\psi }(𝐫_𝐣,t_2)& \psi (𝐫_𝐢,t_2)\stackrel{~}{\psi }(𝐫_𝐢,t_2)\psi (𝐫_𝐢,t_2))\hfill \\ & \times (\stackrel{~}{\psi }(𝐫_𝐣,t_1)\psi (𝐫_𝐢,t_1)+\stackrel{~}{\psi }(𝐫_𝐣,t_1)\psi (𝐫_𝐣,t_1))\hfill \end{array}$$
(2.21)
and node interactions of the form

$$\begin{array}{cc}\hfill \frac{1}{2}V^{}(\stackrel{~}{\psi }(𝐫_𝐣,t_2)\psi (𝐫_𝐢,t_2)& \stackrel{~}{\psi }(𝐫_𝐢,t_2)\psi (𝐫_𝐢,t_2))\hfill \\ & \times \underset{𝐫^{}\text{node}}{}\stackrel{~}{\psi }(𝐫^{},t_1)\psi (𝐫^{},t_1),\hfill \end{array}$$
(2.22)
where, on the second visit, the path approaches the node from $`𝐫_𝐢`$ and leaves via $`𝐫_𝐣`$.

A unit cell on the Manhattan lattice contains four different node configurations, as illustrated in Fig. 2. In order to construct the interaction terms in the Hamiltonian then, we must compute the contribution for both node and bond interactions from each of the nodes in the unit cell. Consider, for example, node 1 in Fig. 2, positioned at $`(xa,ya)`$. A possible route through this node might arrive at the point $`𝐫_𝐣=(x2a,ya)`$ at time $`t_2`$ and leave via $`𝐫_𝐢=(x,ya)`$. The second order gradient expansion for this hopping process is given by

$$\begin{array}{cc}& \stackrel{~}{\psi }(𝐫_𝐣,t_2)\psi (𝐫_𝐢,t_2)\stackrel{~}{\psi }(𝐫_𝐢,t_2)\psi (𝐫_𝐢,t_2)\hfill \\ & =\stackrel{~}{\psi }(x,ya,t_2)\psi (x2a,y,t_2)\hfill \\ & \stackrel{~}{\psi }(x2a,y,t_2)\psi (x2a,y,t_2)\hfill \\ & =2a\frac{\stackrel{~}{\psi }_2}{x}\psi _22a^2\frac{^2\stackrel{~}{\psi }_2}{x^2}\psi _22a^2\frac{^2\stackrel{~}{\psi }_2}{xy}\psi _2\hfill \\ & 4a^2\frac{\stackrel{~}{\psi }_2}{x}\frac{\psi _2}{x}2a^2\frac{\stackrel{~}{\psi }_2}{x}\frac{\psi _2}{y}.\hfill \end{array}$$
(2.23)
In the last line above, the subscript $`2`$ indicates time $`t_2`$ and the position argument $`(x,y)`$ of the $`\psi `$, $`\stackrel{~}{\psi }`$ has been omitted for clarity. Combining the contributions for all the possible routes through each of the four nodes belonging to the unit cell, we obtain the node interaction term

$$\begin{array}{cc}\hfill 16\frac{V^{}}{2}a^2(& 3(\stackrel{~}{\psi }(𝐫,t_2).\psi (𝐫,t_2))(\stackrel{~}{\psi }(𝐫,t_1)\psi (𝐫,t_1))\hfill \\ & +4.(\sigma _z(\stackrel{~}{\psi }(𝐫,t_2))\psi (𝐫,t_2)\stackrel{~}{\psi }(𝐫,t_1)\psi (𝐫,t_1)))\hfill \end{array}$$
(2.24)
and bond interaction term

$$\begin{array}{cc}\hfill 8Va^2(& 3(\stackrel{~}{\psi }(𝐫,t_2).\psi (𝐫,t_2))(\stackrel{~}{\psi }(𝐫,t_1)\psi (𝐫,t_1))\hfill \\ & +4.(\sigma _z(\stackrel{~}{\psi }(𝐫,t_2))\psi (𝐫,t_2)\stackrel{~}{\psi }(𝐫,t_1)\psi (𝐫,t_1))),\hfill \end{array}$$
(2.25)
where $`\sigma _z`$ is the Pauli matrix with entries $`\sigma _{ij}=1\delta _{ij}`$. The interaction Hamiltonian may now be obtained by integrating over all position space and over $`t_1`$ and $`t_2`$ with $`0<t_1<t_2`$. Note that the total divergences in (2.24) and (2.25) simply yield a boundary term on integrating with respect to $`𝐫`$. We therefore have

$$\begin{array}{cc}\hfill _I=24(V^{}V)\mathrm{d}^d𝐫& _0^{\mathrm{}}\mathrm{d}t_2_0^{t_2}\mathrm{d}t_1(\stackrel{~}{\psi }(𝐫,t_2)\hfill \\ & \psi (𝐫,t_2))(\stackrel{~}{\psi }(𝐫,t_1)\psi (𝐫,t_1)).\hfill \end{array}$$
(2.26)
We see immediately, by comparison with the free Hamiltonian $`_0`$ in (2.8), that the effect of this interaction is only to modify the diffusion constant. Thus if the trail has already visited a particular region of the lattice, it will experience a change in diffusion speed when it revisits this region. The nature of the modification depends solely upon the relative values of the bond and node interaction strengths, through the factor $`V^{}V`$. The interaction derived above leads to a coupling proportional to $`𝐩_\mathrm{𝟏}.(𝐩_\mathrm{𝟏}+𝐪)`$. Therefore, referring back to the generalised interaction term displayed in (2.10), we see that in order to obtain the correct coupling for the kinetic self-avoiding trail on the Manhattan lattice, we must choose initially $`g_2=O(V,V^{})`$, and $`g_1=g_3=O(V^2,V_{}^{}{}_{}{}^{2},VV^{})`$. This is in contrast to the kinetic self-avoiding trail considered by Peliti, for which $`g_1>0`$ and $`g_2=g_3=0`$ at $`t=0`$. We see from (2.26) that, in the Manhattan case, $`g_2`$ is proportional to $`V^{}V`$, to first order.

#### 2.2.3 Renormalisation group flows

If $`g_3=0`$ initially, then to first order, $`u_3=0`$ always. To simplify matters, we assume that this remains the case: this does not affect our qualitative conclusions. If we also choose $`u_1=0`$ initially, then from Eq. 2.12 we find that the diffusion constant renormalisation factor $`Z=1`$ at this point. This indicates that there is no singular contribution to the diffusion constant from the renormalisation at weak coupling, and therefore the dynamic exponent $`z=2`$, with the possible appearance of corrections from the strong coupling behaviour; that is, time $`t`$ scales as the square of the spatial extension $`r=|𝐫(t)|`$. From the analysis presented earlier in this section, in $`d=2`$ dimensions the renormalisation group equations for $`u_1`$ and $`u_2`$ in the $`u_3=0`$ plane are given by

$`{\displaystyle \frac{\mathrm{d}u_1}{\mathrm{d}\tau }}=\frac{5}{2}u_1^2+\frac{1}{2}u_2^22u_1u_2`$ (2.27)
$`{\displaystyle \frac{\mathrm{d}u_2}{\mathrm{d}\tau }}=u_1^2u_2^2+3u_1u_2`$ (2.28)
Hence the only fixed point for $`ϵ=0`$ is the trivial fixed point $`u_1=u_2=0`$. This corresponds to the case $`p=0`$, for which the trails are necessarily non-interacting. The renormalisation group flow equations may be integrated to yield the general solution

$$u_1u_2=A(u_1+u_2)^{5/3}(2u_1u_2)^{1/3},$$
(2.29)
where if initially $`u_1=0`$ and $`u_2=u_2^0`$, then $`A=1/u_2^0`$. Much may be learned by examining these flow trajectories.

Fig. 3 illustrates schematically renormalisation group flow in the plane $`u_3=0`$. The attractors $`u_2=Mu_1`$ may be identified by dividing (2.27) by (2.28) and solving the resulting equation for $`M`$. There are three solutions: $`u_2=u_1`$, $`u_2=2u_1`$ and $`u_2=u_1`$.

If asymptotically $`u_2=Mu_1`$ for some $`M`$, then in this limit the renormalisation group equations give $`u_1,u_2\tau ^1`$. The flows in the direction of decreasing $`\tau `$ in Fig. 3 should show the approach to asymptotic behaviour: see . We observe that a trajectory starting at $`u_10`$ and $`u_2^0>0`$ flows to the line $`u_2=u_1`$, whereas a trajectory beginning at $`u_10`$ and $`u_2^0<0`$ flows to $`u_2=2u_1`$. In both cases, we obtain runaway with a flow to strong coupling. These two basins of attraction are divided by the separatrix $`u_2=u_1`$, along which the flows also go to strong coupling. Although in all three cases the flows go out of the region of validity of the one-loop approximation, nevertheless their topology is consistent with what we might expect for the phase diagram of trails with attractive on-site interaction, depending on the relative strengths of the bond repulsion $`V`$ and the node attraction $`V^{}`$. Recall that, to first order, $`u_2^0VV^{}`$. For $`VV^{}`$ we would expect the walks to be in the universality class of trails, which is the same as that of ordinary self-avoiding walks. We may therefore interpret flows along the attractor $`u_2=u_1`$ as going towards a strong-coupling fixed point which corresponds to the universality class of SAWs, even though this point is beyond the range of applicability of our analysis. Similarly, for $`V^{}V`$ we might expect the walks to be collapsed, so that we may interpret the attractor $`u_2=2u_1`$ as flowing towards a (trivial) strong-coupling fixed point representing compact objects. Within this interpretation, then, flows along the separatrix go towards a strong-coupling fixed point corresponding to the collapse transition, that is the theta-point. (We note that for this simple phase diagram we need to assume that the initial value of $`u_1`$, computed to second order in $`V`$ and $`V^{}`$, is slightly negative, otherwise there will be an intermediate phase in which the flows go to weak coupling, as for the Peliti model.)

Although this analysis is based on a weak-coupling expansion, the topology of the consequent phase diagram should extend to strong coupling, unless there are further unexpected phase boundaries. It does not, however, tell us the form of the phase boundary for larger values of $`V`$ and $`V^{}`$, and in particular in which phase the original lattice model lies. Thus we turn to numerical simulations in the next Section.

Although the flows in (2.27,2.28) always go to strong coupling in our case, if we assume that they go to a fixed point describing a phase with a finite length scale $`\xi `$ (for example the radius of gyration in the collapsed phase), we may still use them to predict the form of the dependence of $`\xi `$ on the initial, weak-coupling, parameters. This is because the largest contribution comes from the neighbourhood of the weak-coupling fixed point. In general, any such length scale satisfies

$$\xi (u_2^0)=\xi _0\mathrm{exp}\left(_0^\tau ^{}d\tau \right),$$
(2.30)
where $`\xi _0`$ is of the order of the microscopic cut-off, $`\tau `$ is the RG ‘time’, and $`\tau ^{}`$ is chosen so that $`\xi \left(u_2(\tau ^{})\right)=O(1)`$. The integral here may be rewritten as

$$\frac{\mathrm{d}\tau }{\mathrm{d}u_2}du_2=_{u_2^0}^{O(1)}\frac{\mathrm{d}u_2}{u_1^2u_2^2+3u_1u_2}.$$
(2.31)
Since initially $`u_1=O(u_2^2)`$, the integral is $`O(1/u_2^0)`$ as $`u_2^00`$, so that $`\xi \mathrm{exp}(1/u_2^0)`$. This result would be academic were it not for the fact that the diffusion constant behaves as $`p^1`$ as $`p0`$, and this places us squarely in the weak-coupling regime. Denoting the dimensionality of a quantity $`A`$ by $`[A]`$, we find from (2.8) that $`[\stackrel{~}{\psi }(𝐫,t)\psi (𝐫,t)]=k^d`$ and $`[D]=\mu k^2`$, where $`\mu `$ is the Laplace-transformed temporal variable and $`k`$ represents momentum. From (2.26), we see that $`[g_2]k^{2d}k^2=\mu ^2k^d`$, i.e. $`[g_2]=\mu ^2k^{d2}`$. Hence $`g_2D^2k^ϵ`$. Therefore the renormalised, dimensionless coupling $`u_2g_2D_R^2\kappa ^ϵ`$. Now since, from section 2.1, the bare diffusion constant $`Dp^1`$, we have $`u_2^0p^2`$. This leads to the leading order prediction $`\xi e^{\mathrm{const}./p^2}`$: the correlation length increases exponentially with decreasing $`p^2`$. This is entirely consistent with the only critical point of the lattice model being at $`p=0`$.

## 3 Simulations

### 3.1 Preliminaries

In this section, we use Monte Carlo simulations to study various characteristics of kinetic self-avoiding processes on the Manhattan lattice. The lattice bond length is chosen to be two units, so that $`a=1`$ in the analysis above, and the lattice size is effectively infinite. The walker moves from one bond centre to an allowed neighbouring bond centre at each step, subject to the lattice bond directions and the condition that the path be self-avoiding; the number of steps taken is denoted by $`N`$. Thus a path consisting of one step, for which $`N=1`$, connects two adjacent bond centres and has end-to-end length two units. Each simulation consists of a batch of $`10^5`$ walks, which are grown individually. When a walk reaches the specified maximum length or closes, that is, returns to its initial coordinates, it is terminated and a new walk is started; in this way, the walks sampled at a given length $`N`$ should be statistically independent. Data points for different values of $`N`$ are generated from separate simulation runs. Errors on each data point are calculated as the variance of the quantity in question. Where curves have been fitted to the data, the fitting procedure employed an implementation of the nonlinear least-squares (NLLS) Marquardt-Levenberg algorithm.

### 3.2 Survival probability

Survival probability $`P(N)`$ is defined as the proportion of simulated paths which have not yet closed after the $`N`$th step. This is expected to be a $`p`$-dependent quantity: at $`p=1`$, $`P(N)=0`$ for $`N4`$, and at $`p=0`$, $`P(N)=1`$ for all $`N`$ as the trails simply proceed straight along a given direction. The data plotted in Fig. 4 suggest that P(N) decays exponentially with increasing $`N`$, on a $`p`$-dependent length scale.

This corresponds to localisation for all non-zero $`p`$. Since all paths are extended at $`p=0`$, this provides evidence in support of the existence of a trivial critical point, as discussed earlier. In fact, we find that the simulated values for survival probability are consistent with a scaling form given by

$$P(N/N^{},p)e^{N/N^{}(p)}e^{C(p)\sqrt{N/N^{}(p)}},$$
(3.32)
where $`N^{}(p)`$ may be interpreted as the typical number of steps taken by a path before closure. Estimated values for $`C(p)`$ and $`N^{}(p)`$, obtained by fitting the scaling form of (3.32) to the simulated data, are presented in Table 1 for certain values of $`p`$. Note that the typical length $`N^{}`$ increases as $`p`$ decreases; for this reason, it was found to be extremely difficult to obtain reliable estimates for $`N^{}(p)`$ and $`C(p)`$ for $`p<0.5`$. Indeed, at $`p<0.5`$ it is not possible to give reliable estimates for $`N^{}`$ since the estimated values are larger than the maximal value of $`N`$ used in the simulations. However, this is to be expected since as $`p0`$, $`N^{}`$ should tend to infinity. Fig. 5 shows rescaled data $`A(p)^1P(N/N^{},p)\mathrm{exp}(C(p)\sqrt{N/N^{}(p})`$ plotted against $`N/N^{}(p)`$, where $`A(p)`$ is the normalisation factor required for (3.32). The data collapse on to the line $`f(N/N^{})=\mathrm{exp}(N/N^{})`$, also plotted in Fig. 5, showing excellent agreement with the postulated scaling equation. Notice that since the typical length scale for closure of walks is much longer for smaller values of $`p`$, as predicted in the final part of section 2.2, data for these simulations is plotted over a smaller range of $`N/N^{}`$. The scaling behaviour of (3.32) may be justified by the following argument, which is motivated partially by evidence presented in section 3.4 for scaling of internal energy.

The kinetic self-avoiding processes in which we are interested are non equilibrium problems. However, it is possible to use statistical mechanics to examine their structure by exploiting an equivalence with certain equilibrium objects. To demonstrate this equivalence, we employ arguments similar to those used by Bradley for kinetic growth walks on the Manhattan lattice  and by Owczarek and Prellberg for trails on hypercubic lattices . Consider an equilibrium model whose configurations are kinetic self-avoiding trails laid down on the Manhattan lattice. For the moment, we look only at the case $`p=1/2`$. The temperature is fixed at a particular value, as is usual with Monte-Carlo simulations. Now suppose that each doubly occupied node on a trail is assigned a weighting $`w`$. If $`w=1`$, then this weighting will simply yield ordinary trails, on which a node may be visited any number of times. However, if $`w`$ is large then the path should be a highly compact object. For our kinetic self-avoiding trails, the appropriate weighting is $`w=2`$: when the path arrives at a node for the first time, it may choose either of two possible exits, with probability $`p=1/2`$ of making each choice, but on revisiting the node, the path must leave by the one unoccupied exit with probability 1. Let $`\varphi (N)`$ be an open path configuration with length $`N`$ steps, on which $`n(\varphi )`$ nodes are doubly occupied. The probability of obtaining this configuration is $`p_{\varphi (N)}=(1/2)^{Nn(\varphi )}`$. However, as we have seen, there is also the possibility of generating a path which is a closed loop; the probability $`P(N)`$ of obtaining an open configuration at length $`N`$ is less than 1. In fact,

$$\begin{array}{cc}\hfill P(N)& =\underset{\varphi (N)}{}p_{\varphi (N)}=2^N\underset{\varphi (N)}{}\mathrm{\hspace{0.17em}2}^{n(\varphi )}\hfill \\ & =2^N𝒵_N(2),\hfill \end{array}$$
(3.33)
where $`𝒵_N(2)`$ is the partition function for the equilibrium model, with the Boltzmann weight $`w=2`$. Thus the set of kinetic self-avoiding growth trails at $`p=1/2`$ is a sample from the Boltzmann distribution of equilibrium trails with weighting $`w=2`$. Further, the mean number of doubly occupied nodes is given by $`w\mathrm{d}F/\mathrm{d}w`$ evaluated at $`w=2`$, where $`F`$ is the free energy of the equilibrium model. This relationship is particularly useful since the mean number of doubly occupied nodes may readily be computed from simulations.

For a free random walk, $`𝒵_N=4^N`$, where $`N`$ is the number of steps taken, since the walker may leave a given node via any of the four associated bonds. Thus, in this case, $`FN\mathrm{log}4`$. Note that since the bulk fractal dimension of a walk model is given by $`d_f=1/\nu `$, where the radius of gyration scales with exponent $`\nu `$, here $`d_f=2`$. However, the free random walk does not have a well defined surface. In contrast, there are other types of walk for which a surface may be identified. For collapsed polymers, for example, which may be modelled by certain varieties of compact walk, a term appears in the partition function $`𝒵`$, and hence also in the free energy $`F`$ which scales according to the surface area of the object . For an object embedded in $`d`$ dimensions, the average extension in any given spatial direction is given by $`RN^{1/d}`$, since $`\nu =1/d`$. Therefore the surface area must scale as $`R^{d1}N^{(d1)/d}`$. Thus in two dimensions, the surface area of a compact object scales like $`N^{1/2}`$. This leads to an expression of the free energy of the form

$$FNF_b+N^{1/2}F_s+\mathrm{},$$
(3.34)
where the $`\mathrm{}`$ indicates smaller correction terms, and $`F_b`$ and $`F_s`$ are respectively bulk and surface contributions to the free energy. Hence the partition function must scale as

$$𝒵_N(2)\mathrm{exp}(NF_b+N^{1/2}F_s+\mathrm{}).$$
(3.35)
From (3.33), we may therefore deduce that if the kinetic self-avoiding trails behave as compact walks, the probability of finding an open configuration after $`N`$ steps should scale as

$$P(N)\mathrm{exp}(N\mathrm{log}2+NF_b+N^{1/2}F_s+\mathrm{}).$$
(3.36)
This is consistent with the scaling form of (3.32) which was fitted to the simulated data, suggesting that the kinetic self-avoiding trails are compact objects. It follows from our postulation of a trivial critical point that the scaling form (3.36) put forward for the case $`p=1/2`$ should hold for all non-zero $`p`$.

We note that our results indicate that kinetic growth trails on the Manhattan lattice are mapped to a temperature inside the collapsed phase of the equilibrium model. Previous kinetic growth models of walks and trails  in two and higher dimensions have all mapped to temperatures in the extended phase or $`\theta `$-point of the corresponding equilibrium model. This makes our kinetic growth model of interest from the point of view of polymer models.

### 3.3 Radius of gyration and end-to-end distance

In this section we consider scaling of the spatial extension of the kinetic self-avoiding trails. We begin by examining the mean square radius of gyration, $`R_G^2`$, which is expected to scale as $`N^{2\nu }`$, for some $`\nu `$. For a non-interacting random flight, $`\nu =1/2`$: $`R_G^2=Na^2\left(1N^2\right)/6`$, where $`a`$ is the (constant) step length . It is also known that $`\nu =1/d`$ for collapsed polymers in $`d`$ dimensions. Fig. 6 shows simulated data for trails which are still open after $`N`$ steps.

On fitting a scaling form $`R_G^2=A(p)N^{2\nu (p)}`$ to each data set, we find that the estimated values for the exponent $`\nu `$ lie in the range $`0.47\nu 0.52`$. Of course since the trails can never visit any bonds twice one can easily show that $`\nu 1/2`$. We have also studied the mean square radius of gyration for walks which close at the $`N`$th step; the simulated data support a scaling form $`R_G^2N`$, although the statistics obtained from these walks are not high. For example, for closed trails at $`p=0.5`$, we have approximately $`R_G^2N^{1.05}`$. This evidence strongly suggests that for both open and closed trails, $`R_G^2N^{2\nu }`$ with $`\nu =1/2`$. This implies that the trails should be classified either as non-interacting random flights (polymer chains) or as compact walks (polymers in the collapsed phase) since both these have $`\nu =1/2`$ in two dimensions. However, evidence from the previous section suggests that the compact hypothesis is the most consistent one.

We next consider the scaling of end-to-end distance $`R_e`$ for the trails. For the free random flight model, $`R_e^2=Na^2`$, where, as before, the step length is given by $`a`$. Thus for large $`N`$, $`R_G^2R_e^2/6`$ in this model. For compact walks, however, there should be corrections to this scaling form which result in suppression of the end-to-end distance relative to the non-interacting case. Fig. 7 shows simulated data for the root mean square end-to-end distance $`\sqrt{R_e^2(N)}`$ for trails at various values of $`p`$. Since this quantity does not make sense for paths which have closed, the average is taken only over those paths which are still open after the $`N`$th step. We find that the data are consistent with a scaling form $`\sqrt{R_e^2(N)}N^{2\nu }(1+BN^{1/2}+CN^1)`$, where $`\nu =1/2`$ as above. That is, we observe linear scaling with corrections of order $`N^{1/2}`$ and smaller.

The presence of the correction terms is consistent with behaviour expected from compact random walks, in contrast to the exact linear scaling which would obtain if the walks were free random flights. From the result $`\xi e^{1/p^2}`$ in section 2.2, we expect to be able to conclude that $`R_e^2/Ne^{1/p^2}`$. However, this is difficult to verify.

### 3.4 Internal energy

In the equilibrium model described in section 3.2, we may define the average internal energy $`U`$ of a configuration of $`N`$ steps by

$$\begin{array}{cc}\hfill U& =\frac{}{\beta }\mathrm{log}𝒵_N(w)\hfill \\ & \frac{}{\beta }F_N(w)\hfill \end{array}$$
(3.37)
since, up to constants, $`F_N\mathrm{log}𝒵_N`$. Since $`F_b`$ and $`F_s`$ in (3.34) are expected to be temperature dependent, taking the derivative of $`F`$ with respect to temperature gives

$$uu_b+u_sN^{1/2}+\mathrm{}$$
(3.38)
for the internal energy per step, $`U/N`$. Here, the corrections, which have carried through from the expression for free energy, are expected to be of the order of $`N^1`$. The subscripts $`b`$ and $`s`$ denote bulk and surface terms, as previously.

We now compare these results with simulations conducted on the Manhattan lattice.

Fig. 8 shows data for internal energy per step, $`u(N)`$, generated from populations of open trails of length $`N`$ steps at $`p=1/2`$. Application of a scaling form of the type given in (3.38) indicates that these kinetic trails exhibit behaviour consistent with the existence of a well-defined one-dimensional surface. We find the asymptotic behaviour $`uu_b0.38`$, with $`u_s2.7`$, and as predicted, the corrections to the bulk and surface terms are of the order of $`N^1`$. Since the bulk fractal dimension for these objects is $`1/\nu =2`$, we conclude that kinetic self-avoiding trails on the Manhattan lattice are compact, rather than extended, with a form similar to that of a liquid droplet. This conclusion is supported by the scaling forms already presented for survival probability, end-to-end distance and radius of gyration. Although the above analysis was carried out for the particular case $`p=1/2`$, the same conclusions should hold for all trails away from the fixed point $`p=0`$, since all trails generated at $`p>0`$ belong to the same phase.

## 4 Conclusions and Discussion

We have presented a model for quantum localisation in class C, on the Manhattan lattice. The general results of  show that this may be mapped to a classical random walk problem, of trails with an attractive on-site interaction. The model depends on a single parameter $`p`$. A weak-coupling field-theoretic renormalisation group analysis appropriate for small $`p`$, numerical results for moderate values of $`p`$, and a rigorous argument for $`p>\frac{1}{2}`$, all lead to the conclusion that for all $`p>0`$ the walks almost always close after a finite number of steps, and correspond to compact objects with a typical linear size which is a monotonically decreasing function of $`p`$. As $`p0`$, this size diverges like $`\mathrm{exp}(\mathrm{const}./p^2)`$.

This picture leads to the conclusion that the quantum model on the Manhattan lattice is always in the localised phase, in contrast to the case of the L-lattice. This might have been expected, given the absence of edge states in the former case. We note that the weak-coupling RG equations for the classical walks have a critical dimension of two, as is the case for Anderson localisation. It would be interesting to compare the RG beta-function along the attractor $`u_2=2u_1`$ with that obtained using sigma model methods . This would involve relating our coupling $`u_2`$ to the conductance, which is the physical coupling of the sigma model approach.

The arguments above directly apply to the dynamic model of kinetic growth trails on the Manhattan lattice. However, an equivalence exists to a particular temperature of a (static) equilibrium statistical mechanical model of polymers on that lattice, namely self-interacting trails. Hence, the results allow us to conclude that this temperature lies in the collapsed phase of the equilibrium model. This is the first time a kinetic growth walk/trail model has mapped into such a phase.

There are several possibilities for extension of this work. The mapping established in  requires each node to have coordination number 4, with two incoming bonds and two outgoing bonds. This means that every node must either be of the type found on the L lattice, where a random walker is required to make a turn either to the left or to the right, or of the Manhattan type, where the walker may either make a turn or continue straight on. In this paper, we have considered only graphs consisting of nodes of one type; however one could also consider graphs consisting of an arrangement of nodes of both types. This work would be interesting in terms of both the quantum localisation behaviour and the nature of the corresponding classical walks. In , Sp(4) bilayer systems were discussed, consisting of two coupled lattice layers each with Sp(2) symmetry. Work on Sp(4) models of this type is in progress . In this vein, one could examine mixed bilayer systems, in which the upper and lower layers have different lattice structures. For example, the localisation behaviour of a model with one L lattice layer and one Manhattan lattice layer might be expected to differ from that of a system consisting of two L lattice layers. The results presented in this paper and in  relate to models based in two dimensions. However, another possibility for further work would be to consider models whose underlying graphs are embedded in three or more dimensions. For example, in three dimensions, one could study a layered system, such as the three-dimensional U(1) model constructed by Chalker and Dohmen . For systems in three or more dimensions, both insulating and metallic phases should exist; it is expected that each type of behaviour should hold over a range of values of $`p`$, with a transition from one to the other at some critical value $`p=p_c`$, where $`p_c[0,1]`$. It would be interesting to discover whether this is indeed the case.

## Acknowledgements

We thank John Chalker for valuable discussions. The work was supported in part by the EPSRC under Grant GR/J78327 and by the Australian Research Council.