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# Non-stationary Spectra of Local Wave Turbulence

## I Introduction and Motivation

Wave turbulence is concerned with the statistical description of an infinite sea of dispersive waves, which are weakly coupled by nonlinear interactions and maintained away from equilibrium by interaction with sources and sinks of energy. The theory has found practical application in many branches of physics including the description of surface waves on fluid interfaceshasselmann1962 ; hasselmann1963 ; benney67 ; zakharov66 , Alfven wave turbulence in astrophysical plasmas galtier2000 ; ng96 , nonlinear opticsdyachenko92  and acousticsnewell71 ; zakharov70  to name a few.

The central quantity of theoretical interest is the spectral wave action density, $`n_𝐤`$, which describes how the excitations in the system are distributed among different wave-vectors, $`𝐤`$. Under fairly weak assumptionsnewell2001 , the long time behaviour of $`n_𝐤`$ is given by an equation known as the wave kinetic equation. For a system dominated by four wave interactions this equation takes the form,

$$\frac{n_𝐤}{t}=4\pi \left|T_{\mathrm{𝐤𝐤}_1𝐤_2𝐤_3}\right|^{2}_4\left[n_𝐤\right]\delta (𝐤+𝐤_1𝐤_2𝐤_3)𝑑𝐤_1𝑑𝐤_2𝑑𝐤_3,$$
(1)
where

$$_4\left[n_𝐤\right]=n_𝐤n_{𝐤_1}n_{𝐤_2}n_{𝐤_3}\left(\frac{1}{n_𝐤}+\frac{1}{n_{𝐤_1}}\frac{1}{n_{𝐤_2}}\frac{1}{n_{𝐤_3}}\right)\delta (\omega _𝐤+\omega _{𝐤_1}\omega _{𝐤_2}\omega _{𝐤_3}).$$
(2)
Equation (1) is the analogue for waves of the Boltzmann equation of classical statistical mechanics. In many applications, $`\omega _𝐤`$ and $`T_{\mathrm{𝐤𝐤}_1𝐤_2𝐤_3}`$ are homogeneous functions of their arguments. Their degrees of homogeneity shall be denoted by $`\alpha `$ and $`\gamma `$ respectively. Under rescaling, $`𝐤\lambda 𝐤`$, they transform as follows :

$`\omega _{\lambda 𝐤}=\lambda ^\alpha \omega _𝐤`$ (3)
$`T_{\lambda 𝐤\lambda 𝐤_1\lambda 𝐤_2\lambda 𝐤_3}`$ $`=`$ $`\lambda ^\gamma T_{\mathrm{𝐤𝐤}_1𝐤_2𝐤_3}.`$ (4)
It was shown by Zakharovzakharov  in the 60’s that if the energy sources and sinks are separated by an “inertial range”, equation (1) has exact isotropic steady state solutions,

$`n_𝐤`$ $`=`$ $`c_1P^{1/3}k^{(2\gamma +3d)/3}`$ (5)
$`n_𝐤`$ $`=`$ $`c_2Q^{1/3}k^{(2\gamma +3d1)/3},`$ (6)
which carry constant fluxes of conserved densities, in this case energy flux, $`P`$, or wave action flux, $`Q`$, between sources and sinks. These steady state spectra are the direct analogues of the direct and inverse cascades in hydrodynamic turbulence and are referred to as Kolmogorov-Zakharov (K-Z) spectra. They have been well observed experimentally in a variety of contexts.

In 1991 Falkovich and Shafarenkofalkovich91  addressed the question of how the K-Z spectrum is set up in time if $`n_𝐤`$ is initially compactly supported in wave-vector space. They used a self-similar solution of (1) and an assumption that, for the direct cascade, the total energy increases linearly in time, to show that (5) is set up by a nonlinear front which propagates towards $`k=\mathrm{}`$ and leaves the $`k^{(2\gamma +3d)/3}`$ spectrum in its wake.

However subsequent numerical simulations of the kinetic equation for Alfven wave turbulence performed by Galtier et al. galtier2000  suggested that the development of the K-Z spectrum may proceed by a different route. For the Alfven wave system, the K-Z energy spectrum has finite energy capacity, meaning that on the K-Z spectrum, $`E(𝐤)𝑑𝐤<\mathrm{}`$. This implies that the nonlinear front must reach $`k=\mathrm{}`$ within a finite time, $`t^{}`$. They noticed that the spectrum in the wake of the front was significantly steeper than the K-Z value for times less than the singular time, $`t^{}`$, and that the K-Z spectrum then developed from right to left after the front reached $`k=\mathrm{}`$. Other work by Pomeau et al.pomeau2001  on the inverse cascade in the Nonlinear Schrodinger equation suggested that there might be anomalous quasi-stationary spectra associated with non-stationary solutions of kinetic equations. However no-one has yet made a specific attempt to search for them.

One of the challenges in far-from-equilibrium systems is to understand the means by which stationary states are reached and to ask if there are functionals analogous to the entropy in equilibrium systems. What we will show is that while the entropy, which for wave turbulence is formally (see for example aucoin1971 )

$$S=\mathrm{ln}n_𝐤d𝐤,$$
(7)
is not well defined on the steady state solutions, spectra (5) and (6), its production rate is. We find that for $`0<t<t^{}`$, when the spectrum in the wake of the front is steeper than the K-Z spectrum, the entropy production is positive. At $`t^{}`$ the connection to $`𝐤=\mathrm{}`$ is made and energy is no longer a conserved quantity. For $`t>t^{}`$, the K-Z spectrum is established via a front which travels back from $`𝐤=\mathrm{}`$. During this stage, the entropy production rate, while still positive, gradually decreases and asymptotes to zero, its value on the exact K-Z spectrum. We conjecture that this scenario, established in this paper for the differential approximation to the kinetic equation, (1), will be widely valid for finite capacity non-equilibrium systems, including three-dimensional hydrodynamic turbulence at large Reynolds numbers.

This leads us to the topic of this article. We have made an extensive study of the non-stationary solutions of the so-called differential kinetic equation of local wave turbulence. This model equation is obtained from (1) under the assumption that the interaction co-efficient, $`T_{\mathrm{𝐤𝐤}_1𝐤_2𝐤_3}`$ is strongly localised in $`\mathrm{𝐤𝐤}_1𝐤_2𝐤_3`$ space. It has the advantage of replacing the integro-differential kinetic equation with a PDE. We find that the qualitative bahaviour observed by Galtier et al is present in this model in the finite capacity case. Since we are dealing with a PDE, we can go a lot further in terms of understanding.

The organisation of the article is as follows. In section II we introduce the differential kinetic equation and describe a few of its properties which make it a good model of wave turbulence. We also introduce exact expressions for the fluxes of energy ($`P`$), the flux of particles ($`Q`$), and the entropy production rate in terms of its flux ($`R`$) and its bulk production rate ($`T`$). The latter is always positive definite. We calculate each of these quantities on the algebraic solutions, $`n_𝐤k^{\alpha x}`$. Section III contains the details of some numerical simulations of the PDE. These simulations suggest that the nonlinear front is “sharp” in the sense that $`n_𝐤`$ remains compactly supported for $`t<t^{}`$. There is a singularity, a divergence in the second derivative in fact, at the front tip between the regions $`n_𝐤=0`$ and $`n_𝐤>0`$. Next, in section IV, we construct a family of self-similar solutions of the differential kinetic equation which are parameterised by a single free parameter. This free parameter can be interpreted as the asymptotic slope behind the front. Following that, in section V, we use this self-similarity analysis to formulate a hypothesis which we call the critical front speed hypothesis. This hypothesis is based on physical arguments and allows us to select a critical value, $`x_c`$, for the asymptotic slope, given by

$$x_c=x_0+\frac{2\gamma 3\alpha }{12\alpha },$$
(8)
where $`x_0`$ denotes the usual K-Z exponent for the direct cascade. This formula is well supported by our numerical simulations. In our conclusion, we attempt to make a connection with entropy production arguments. Two appendices are provided. In the first, we analyse the mathematical structure of the similarity equation and try to understand how the critical slope is related to the solution trajectories of the underlying ordinary differential equation. The second appendix contains a brief outline of the numerical methods used.

## II The Differential Kinetic Equation

We begin by briefly discussing the origin of the differential kinetic equation. Assuming that the wave-action spectrum rapidly becomes isotropic, and averaging over angles, we can make a transformation from $`d`$-dimensional wave-vector space to frequency space,

$$\frac{N_\omega }{t}=S_{\omega \omega _1\omega _2\omega _3}_4\left[n_\omega \right]𝑑\omega _1𝑑\omega _2𝑑\omega _3$$
(9)
where

$$S_{\omega \omega _1\omega _2\omega _3}=4\pi \left|T_{kk_1k_2k_3}\right|^{2}\delta (𝐤+𝐤_1𝐤_2𝐤_3)(kk_1k_2k_3)^{d1}\frac{dk}{d\omega }\frac{dk_1}{d\omega _1}\frac{dk_2}{d\omega _2}\frac{dk_3}{d\omega _3}𝑑\mathrm{\Omega }$$
(10)
and $`N_\omega `$ is defined by requiring that

$$\varphi (\omega )N_\omega 𝑑\omega =\varphi (\left|𝐤\right|^\alpha )n_𝐤𝑑𝐤,$$
(11)
for any test function, $`\varphi `$. Here the volume element $`d\mathrm{\Omega }`$ represents integration over the angular variables in $`𝐤_1𝐤_2𝐤_3`$ space and the wave-vector moduli are related to the frequency via the dispersion relation,

$$\omega _k=ck^\alpha .$$
(12)
If we assume that the interaction coefficient, $`T_{\mathrm{𝐤𝐤}_1𝐤_2𝐤_3}`$ is strongly local in $`\mathrm{𝐤𝐤}_1𝐤_2𝐤_3`$ space then (9) can be approximated by a differential equation dyachenko92 ,

$$\frac{N_\omega }{t}=I\frac{^2}{\omega ^2}\left(\omega ^sn_\omega ^4\frac{^2}{\omega ^2}\left(\frac{1}{n_\omega }\right)\right),$$
(13)
where

$`n_\omega (t)`$ $`=`$ $`n(k(\omega ),t)`$ (14)
$`s`$ $`=`$ $`3x_0+2`$ (15)
$`x_0`$ $`=`$ $`{\displaystyle \frac{2\gamma +3d}{3\alpha }}.`$ (16)
$`I`$ is a pure number which comes from the angular integrations in (10). This equation is called the differential kinetic equation.

The local approximation leading to the differential kinetic equation, (13), is rather drastic and is not justified for many of the physical applications of weak turbulence. Nonetheless, it retains many of the qualitative features of the full kinetic equation, (9). It provides an excellent model in the context of which these features can be easily studied. In particular, the differential kinetic equation respects the conservation laws embodied within its integro-differential precursor, namely the conservation of the total energy,

$$E=\omega N_\omega 𝑑\omega ,$$
(17)
and the total number of particles,

$$N=N_\omega 𝑑\omega .$$
(18)
It also preserves the scaling and homogeneity properties of the kinetic equation. Consequently, the pure scaling solutions of the kinetic equation, the equilibrium thermodynamic spectra and the non-equilibrium K-Z spectra, are also solutions of the differential kinetic equation. These solutions are of the form $`n_\omega =c\omega ^x`$ where $`x`$ takes one of the following values:

$$x=1,x=0,\text{(thermodynamic)}$$

or

$$x=\frac{2\gamma +3d}{3\alpha },x=\frac{2\gamma +3d\alpha }{3\alpha },\text{(K-Z).}$$

It is convenient to define

$$𝒦\left[n_\omega \right]=\omega ^{3x_0+2}n_\omega ^4\frac{^2}{\omega ^2}\left(\frac{1}{n_\omega }\right).$$
(19)
The two conservation laws can be written as continuity equations :

$`{\displaystyle \frac{N_\omega }{t}}{\displaystyle \frac{Q}{\omega }}`$ $`=`$ $`0`$ (20)
$`{\displaystyle \frac{E_\omega }{t}}+{\displaystyle \frac{P}{\omega }}`$ $`=`$ $`0,`$ (21)
where

$$Q=\frac{𝒦}{\omega }$$
(22)
is the local flux of particles,

$$P=𝒦\omega \frac{𝒦}{\omega }$$
(23)
is the local flux of energy and

$$E_\omega =\omega N_\omega $$
(24)
is the energy density if frequency space. Note that $`P`$ is defined to be positive when energy flows to the right in $`\omega `$ space and $`Q`$ is positive when particles flow to the left.

The entropy, $`S`$, of a wave system is formally $`\mathrm{ln}n_𝐤d𝐤`$. The production rate,

$$\frac{dS}{dt}=\frac{d}{dt}\mathrm{ln}n_𝐤d𝐤=\frac{1}{n_\omega }\frac{dN_\omega }{dt}𝑑\omega ,$$
(25)
can readily be calculated to be

$$\dot{S}=\frac{R}{\omega }+T.$$
(26)
The entropy flux, $`R`$, which is positive for entropy flow to large wave-numbers, is

$$R=\frac{Q}{n_\omega ^2}\frac{}{\omega }(\omega n_\omega )\frac{P}{n_\omega ^2}\frac{n_\omega }{\omega }$$
(27)
and the local bulk entropy production rate, $`T`$, is

$$T=I\omega ^{3x_0+2}n_\omega ^4\left(\frac{^2}{\omega ^2}\left(\frac{1}{n_\omega }\right)\right)^2.$$
(28)
Note that $`T`$ is positive definite and zero on the thermodynamic solution, $`n_\omega =\tau /(\omega \mu )`$ , $`\tau `$ being the temperature and $`\mu `$ the chemical potential. Indeed if the system were isolated, say on the interval $`\omega _1<\omega <\omega _2`$, and $`P`$, $`Q`$ and $`R`$ were identically zero, then the usual principles of equilibrium systems would apply.

On the solution $`n_\omega =c\omega ^x`$, the quantities $`K`$, $`Q`$, $`P`$, $`R`$, $`T`$ and $`\frac{R}{\omega }+T`$ are calculated. They are:

$`K`$ $`=`$ $`Ic^3\omega ^{3x_03x}x(x1)`$ (29)
$`Q`$ $`=`$ $`3Ic^3x(x1)(x_0x)\omega ^{3x_03x1}`$ (30)
$`P`$ $`=`$ $`3Ic^3x(x1)(x(x_0{\scriptscriptstyle \frac{1}{3}}))\omega ^{3x_03x}`$ (31)
$`T`$ $`=`$ $`c^2Ix^2(x1)^2\omega ^{3x_02x2}`$ (32)
$`R`$ $`=`$ $`3c^2Ix(x1)(x_0{\scriptscriptstyle \frac{4}{3}}x)\omega ^{3x_02x1},`$ (33)
$`\dot{S}`$ $`=`$ $`{\displaystyle \frac{R}{\omega }}+T=9c^2Ix(x1)(xx_0)(x(x_0{\scriptscriptstyle \frac{1}{3}}))\omega ^{3x_02x2}.`$ (34)
Similar expressions, which have the same zeros (as functions of $`x`$) obtain for the case when the differential approximation is replaced by the full collision integral. In particular, we note that the entropy production rate is always positive (we assume $`x_0>4/3`$) for $`1<x<x_01/3`$ and for $`x>x_0`$, the K-Z exponents for particles and energy respectively. The relevant functions are plotted in figure 1. For $`x_01/3<x<x_0`$, the entropy production rate is negative. This corresponds to a situation when the particle flux is building a condensate state pomeau2001 .

## III Numerical Observations of Non-stationary Spectra

Let us now turn our attention to non-stationary solutions of (13). In particular we are interested in how the K-Z spectra are set up if we begin from an initial condition which is compactly supported at low frequencies. Early work on this question focussing on the direct cascade by Falkovich and Shafarenko falkovich91  suggested that the K-Z spectrum is set up by a nonlinear front which propagates to the right leaving the K-Z spectrum in its wake. Recent numerical studies by Galtier et al galtier2000  suggest that this problem is more subtle. They found that in the case where the K-Z energy spectrum has finite capacity, the approach to the steady state proceeds by a different mechanism. For this system the nonlinear front reaches infinite frequency within a finite time, $`t^{}`$. They found that the quasi-stationary spectrum in the wake of this front was actually steeper than the K-Z spectrum. The K-Z spectrum was then set up from right to left after the front reached infinity.

We investigated whether there was evidence of this behaviour in the solutions of the differential kinetic equation. We solved the differential kinetic equation numerically and followed the evolution from an initial condition compactly supported at low frequencies. The results presented in this section were obtained by allowing the initial data to decay freely in the absence of forcing or damping. Some details of the numerical methods used are contained in appendix B.

Let us first consider the situation in which the energy spectrum has infinite capacity, $`2\gamma <3\alpha `$. Figure 2 shows a sequence of snapshots of $`n_\omega `$ and the local slope at successive times for a system with parameter values $`\alpha =0.5,\gamma =0,d=1`$. We conclude that the slope tends to the K-Z value far behind the front in agreement with previous expectations. The K-Z spectrum is set up asymptotically in time from the left of the window of transparency to the right.

Now consider what happens when we increase the value of $`\gamma `$ and bring the system into the finite capacity regime. Figure 3 shows the absolute value of the local slope of $`n_\omega `$ at similar stages in the evolution for a sequence of values of $`\gamma `$ in the finite capacity regime. $`\gamma `$ takes the values 2.0, 2.5, 3.0 and 3.5. Visually, it is clear that as $`\gamma `$ increases, the slope of the spectrum behind the front tends to a value which is increasingly steeper than the K-Z value. This observation is supported by fitting power law functions to the numerical data. The “best fit” slopes are presented in Table 1 along with the K-Z values for comparison. The slope given by equation (8) agrees well with the numerical observations. The time, $`t^{}`$, required for the front to reach infinity depends both on the parameters $`\gamma `$ and $`\alpha `$ and on the initial energy distribution. We have not, in the present work, made any systematic attempt to understand this aspect of the problem.

The next obvious question is that of how the system makes the transition from this quasi-steady anomalous regime to the K-Z spectrum which we know to be the final steady state. For finite capacity systems this transition begins once the front reaches infinity. Clearly we cannot easily treat the divergence of the front numerically. Instead we allow the front to propagate into a regime of strong damping to the right of the window of transparency. This damping region is intended to mimic the energy sink role provided by the point $`\omega =\mathrm{}`$. Figure 4 shows the local slope of $`n_\omega `$ for successive times after the front reaches the dissipation region. The results of Figure 4 are for $`\gamma =3.5`$ where there is a significant difference of about 0.9 between the anomalous slope and the K-Z slope. We see that the system begins to relax towards the K-Z spectrum as soon as the dissipation scale is reached. Notice that the relaxation is occurring from right to left.

Another issue which is crucial to our explanation of the finite capacity anomaly is the structure of the front itself. From our numerical simulations we found that the front tip seems to be “sharp” in the sense that the spectral wave action density remains on compact support during the time evolution. Such sharp fronts have been known to exist in solutions of certain classes of nonlinear diffusion equations dating back to the work of Zel’dovich in the 50’s. zeldovich50  Subsequent work by Lacey et al. lacey82  showed that such fronts can be stationary, moving or exhibit waiting time behaviour where the tip remains stationary for a finite time before beginning to move.

Let us suppose that our system possesses a sharp tip located at $`\omega ^{}(t)`$ and

$$n(\omega ,t)\{\begin{array}{cc}=0\hfill & \text{for }\omega \omega ^{}(t)\hfill \\ >0\hfill & \text{for }\omega <\omega ^{}(t)\text{.}\hfill \end{array}$$

To the left of $`\omega ^{}(t)`$, we look for a solution of equation (13) in the form of a power series,

$$n(\omega ,t)=A(t)\underset{i}{}a_i(\omega ^{}(t)\omega )^{m_i},$$
(35)
where the constants $`a_i`$ and the exponents $`m_i`$ are to be determined by expanding equation (13) around $`\omega =\omega ^{}(t)`$ and substituting this representation for $`n(\omega ,t)`$. The leading order term on the LHS is

$$A\omega _{}^{}{}_{}{}^{\frac{d}{\alpha }1}m_0a_0(\omega ^{}\omega )^{m_01}\frac{d\omega ^{}}{dt}.$$
(36)
The leading order term on the RHS is

$$A^3\omega _{}^{}{}_{}{}^{s}m_0(m_0+1)(3m_02)(3m_03)a_0^3(\omega ^{}\omega )^{3m_04}.$$
(37)
Comparing powers of $`\omega ^{}\omega `$ immediately yields $`m_0=3/2`$. We cannot fix the time dependence although we get the following relation between $`A(t)`$ and $`\omega ^{}(t)`$,

$$\omega ^{}(t)^{\frac{d}{\alpha }1}\frac{d\omega ^{}}{dt}=A^2(t)\omega ^{}(t)^s,$$
(38)
after choosing $`a_0^2=(m_0+1)(3m_02)(3m_03)`$. The presence of a sharp tip and the structure

$$n(\omega ,t)A(t)a_0(\omega ^{}(t)\omega )^{3/2},$$
(39)
immediately behind the tip is well supported by our numerical simulations as shown in figure 5.

## IV Self-Similar Solutions of the Differential Kinetic Equation

To study non-stationary solutions of (13) analytically, make the following self-similarity ansatz for the form of the solution,

$$n_\omega (t)=\omega ^{}(t)^xF(\eta ),$$
(40)
where the self-similar variable, $`\eta `$, is defined by

$$\eta =\frac{\omega }{\omega ^{}(t)}.$$
(41)
Under this change of variables the derivatives transform according to the relations,

$`{\displaystyle \frac{}{t}}`$ $`=`$ $`\dot{\omega ^{}}\left({\displaystyle \frac{}{\omega ^{}}}\eta \omega _{}^{}{}_{}{}^{1}{\displaystyle \frac{}{\eta }}\right)`$ (42)
$`{\displaystyle \frac{}{\omega }}`$ $`=`$ $`\omega _{}^{}{}_{}{}^{1}{\displaystyle \frac{}{\eta }},`$ (43)
and equation (13) can be rewritten as

$$A\eta ^{\frac{d}{\alpha }1}\left(xF\eta \frac{dF}{d\eta }\right)=\frac{d^2}{d\eta ^2}\left(\eta ^sF^4\frac{d^2}{d\eta ^2}\left(\frac{1}{F}\right)\right),$$
(44)
where

$$A=\dot{\omega ^{}}\omega _{}^{}{}_{}{}^{2x+d/\alpha 3x_0}.$$
(45)
Here $`x_0=(2\gamma +3d)/3\alpha `$ is the exponent of the K-Z energy spectrum. The free parameter, $`x`$, is the asymptotic slope of the spectrum far behind the front. This is because we assume that there exists a quasi-stationary regime far behind the front, which is a simple power law to leading order, $`n_w\omega ^y`$. We must therefore have $`y=x`$ in order to cancel the time dependence from the leading order part of (40).

For a self-similar solution, $`A`$ must be time independent. We are interested in situations where the system has finite energy capacity and generates a singularity within a finite time which we shall denote by $`t^{}`$. The appropriate solution of (45) describing such situations is

$$\omega ^{}(t)=(t^{}t)^b.$$
(46)
It is convenient to define

$$\kappa _d=\frac{2\gamma 3\alpha }{3\alpha }.$$
(47)
The direct cascade has infinite energy capacity for $`\kappa _d<0`$ and finite energy capacity for $`\kappa _d>0`$. Upon substitution of the form (46) into (45) it follows that

$`b`$ $`=`$ $`\left(2(xx_0)\kappa _d\right)^1`$ (48)
$`A`$ $`=`$ $`b`$ (49)
We can also define

$$\kappa _i=\frac{2\gamma \alpha }{3\alpha },$$
(50)
such that the inverse cascade has infinite particle capacity for $`\kappa _i>0`$ and finite particle capacity for $`\kappa _i<0`$. Equation (48) can be written in the equivalent form

$$b=\left(2(xx_0+1/3)\kappa _i\right)^1$$
(51)
which is more appropriate for studying the inverse cascade. Notice that the speed of propagation of the front at $`\omega ^{}`$, as measured by $`b`$, is related to the asymptotic slope, $`x`$, behind the front.

If we are interested in the direct cascade then $`\omega ^{}\mathrm{}`$ as $`tt^{}`$. This corresponds to $`b<0`$. Conversely, for the inverse cascade, $`\omega ^{}0`$ as $`tt^{}`$, corresponding to $`b>0`$.

Upon substitution of (48) and (49) into (44) we obtain

$$(2(xx_0)\kappa _d)^1\eta ^{1+d/\alpha }\left(xF+\eta \frac{dF}{d\eta }\right)=\frac{d^2}{d\eta ^2}\left(\eta ^sF^4\frac{d^2}{d\eta ^2}\left(\frac{1}{F}\right)\right).$$
(52)
Let us now consider the structure of the front tip in the self-similar variables. From our numerical simulations we expect that there is a singularity in the solution as $`\eta 1`$. For the direct cascade, we look for a singularity of the form $`(1\eta )^m`$, approaching from the left. For the inverse cascade we expect a singularity of the form $`(\eta 1)^m`$ approaching from the right. Let us restrict our attention to the direct cascade.

Consider an expansion of the solution to the left of $`\eta =1`$ in the form

$$F(\eta )=(1\eta )^m\underset{n=0}{\overset{\mathrm{}}{}}a_n(1\eta )^n$$
(53)
Taylor expand equation (44) to the left of $`\eta =1`$ and substitute this expansion for $`F`$. Matching of the leading order divergences fixes $`m=3/2`$. In principle the coefficients, $`a_n`$, can be computed to arbitrary order by matching powers of $`1\eta `$. The first few of them, computed using Mathematica, are

$`a_0`$ $`=`$ $`{\displaystyle \frac{2}{5}}\sqrt{{\displaystyle \frac{2}{3}}}\sqrt{b}`$ (54)
$`a_1`$ $`=`$ $`{\displaystyle \frac{\sqrt{b}}{27\sqrt{6}\alpha }}\left(3d+7\alpha s2\alpha x\right)`$ (55)
$`a_2`$ $`=`$ $`{\displaystyle \frac{\sqrt{b}}{1075032\sqrt{6}\alpha ^2}}(18405d^26\alpha d(4860+7931s3490x)`$ (56)
$`+\alpha ^2(47117s^220x(1944+359x)28s(4374+833x)))`$
So far, the slope behind the front, $`x`$, or equivalently by (48), the front speed, $`b`$, is a free parameter in the similarity transformation. We wish to understand how the system picks the particular value for this parameter. If we are to observe the Kolmogorov-Zakharov slope behind the front then b must have the value

$$b_{KZ}=1/\kappa _d,$$
(57)
which follows from putting $`x=x_0`$ in equation (48). In section III we presented numerical evidence that the slope behind the front was anomalous. We can also confirm this anomaly and check the correctness of the self-similarity argument outlined in this section by applying the transformations (40), (41) to the solution of the PDE. In figure 6 we have taken a particular solution of (13) at a number of successive times and applied the similarity transformation for a selection of values of the free parameter $`x`$. The data presented is for the case $`\alpha =1/2`$, $`d=1`$ and $`\gamma =7/2`$. It is clear that the direct cascade is self-similar for $`x=7.48`$ approximately. This is to be compared with the theoretical prediction $`x_c=7.56`$. The corresponding transformation with K-Z value, $`x=6.66`$ in this case, is clearly not self-similar.

The behaviour of the solution of the equation for the spectrum after the singular time, $`t^{}`$, is an interesting question. Let us consider what could be called the “bouncing back” of the spectrum from infinity after $`t=t^{}`$. Our considerations are inspired by pomeau2001 . Exactly at $`t=t^{}`$ the spectrum becomes a pure power law, $`\omega ^{x_c}`$, at large frequencies. This can be understood as follows: any finite value of $`\omega `$, however large, is in the wake part of the self-similar solution when $`t=t^{}`$. This wake is a pure power spectrum. Therefore at $`t=t^{}`$, we have a well defined initial condition for the evolution equation.

This spectrum is not a stationary solution (neither K-Z nor equilibrium) of the evolution equation. The subsequent evolution should follow the same principles as just before $`t=t^{}`$: the large frequency part of the spectrum has a typical timescale which goes to zero as $`\omega \mathrm{}`$. This timescale is the timescale for relaxation to a stationary K-Z spectrum with constant energy flux. Although the amplitude of this spectrum itself changes in the course of time, it does so more and more slowly after $`t=t^{}`$ so that the changes induced in the K-Z spectrum by the change of energy flux become adiabatic relative to the infinitely short timescale for the large frequency evolution. This justifies our consideration of the large time spectrum as a K-Z spectrum although it is not strictly speaking stationary in time.

Let assume now that the bouncing back of the K-Z spectrum from infinity is described by the same self-similar equation as before $`t=t^{}`$. One boundary condition is now different. The support of the self-similar spectrum now goes from zero to infinity and as $`\omega \mathrm{}`$, $`n_\omega \omega ^{x_0}`$ with $`x_0`$ being the K-Z exponent. Near small frequencies on this stretched scale, the spectrum keeps the same power behaviour as before $`t=t^{}`$ since the timescale there is long compared to the timescale $`t^{}t`$ at the high frequency end. We expect that arguments which we shall present in section A are relevant here too, with the corresponding solution of the self-similar equation being unique and the free parameter required to adjust the trajectory reaching the low frequency behaviour along the stable manifold being the amplitude of the K-Z spectrum at infinity. The solution of the self-similar equation should then specify the shape of the “bend” in the spectrum seen in figure 4 and its time evolution will be then given be the same scaling of the frequencies in the similarity representation of the dynamical equations as we used before $`t=t^{}`$. Some further work will be required to make these statements more concrete.

## V Derivation of the Anomalous Spectrum from the Critical Front Speed Hypothesis

In this section we present a heuristic derivation of the formula (8) promised in the introduction. The program is as follows. We first calculate the energy balance in the neighbourhood of the front tip. We will find that the condition that energy is conserved by the motion of the tip is equivalent to the condition, (45), that the solution be self similar. Next we calculate the amount of energy, $`E(t_1,t_2)`$, which enters the the frequency interval $`[\omega ^{}(t_1),\omega ^{}(t_2)]`$ immediately behind the tip in the time interval $`[t_1,t_2]`$. The critical front speed hypothesis is the following : the physical system selects the unique value of the front speed such that $`lim_{t_2t^{}}E(t_1,t_2)`$ is finite and nonzero for all $`t_1<t^{}`$.

The basic energy balance equation for the front tip is as follows

$$_{t_1}^{t_2}_{\omega ^{}(t_1)}^{\omega ^{}(t_2)}\left(\frac{E}{t}+\frac{P}{\omega }\right)𝑑\omega 𝑑t=0$$
(58)
This can be expanded to read

$$_{\omega ^{}(t_1)}^{\omega ^{}(t_2)}\left(E(\omega ,t_2)E(\omega ,t_1)\right)𝑑\omega =_{t_1}^{t_2}\left(P(\omega ^{}(t_2),t)P(\omega ^{}(t_1),t)\right)𝑑t$$
(59)
We observe that $`E(\omega ,t_1)=0`$ since $`\omega ^{}(t_1)<\omega `$ and $`P(\omega ^{}(t_2),t)=0`$ since $`\omega ^{}(t)<\omega ^{}(t_2)`$. Hence we obtain the fundamental balance equation for the front tip,

$$_{\omega ^{}(t_1)}^{\omega ^{}(t_2)}E(\omega ,t_2)𝑑\omega =_{t_1}^{t_2}P(\omega ^{}(t_1),t)𝑑t.$$
(60)
Let us now calculate $`P`$ and $`E`$ near the front tip using the expansion (53) but keeping only the leading order term :

$$F(\eta )=a_0(1\eta )^{3/2}+O((1\eta )^{5/2}).$$

In terms of $`\omega `$ and $`t`$,

$$n(\omega ,t)=a_0\omega ^{}(t)^{x3/2}(\omega ^{}(t)\omega )^{3/2}+O((\omega ^{}(t)\omega )^{5/2}).$$

We substitute this expression for $`n_\omega (t)`$ into equations (24) and (23) and keep only the leading power of $`\omega ^{}(t)\omega `$. For the energy, we obtain

$`E(\omega ,t)`$ $`=`$ $`\mathrm{\Omega }_da_0\omega ^{}(t)^{x3/2}\omega ^{d/\alpha }\left(\omega ^{}(t)\omega \right)^{3/2}`$ (61)
$`+O((\omega ^{}(t)\omega )^{5/2}).`$
For the flux we obtain

$`P(\omega ,t)`$ $`=`$ $`{\displaystyle \frac{75}{8}}a_0^3\omega ^{3x_0+3}\omega ^{}(t)^{3x9/2}\left(\omega ^{}(t)\omega \right)^{3/2}`$ (62)
$`+O((\omega ^{}(t)\omega )^{5/2}).`$
In both these expressions we can write powers of $`\omega `$ as $`\omega ^y=(\omega ^{}(t)(\omega ^{}(t)\omega ))^y`$ and perform a Taylor expansion in $`(\omega ^{}(t)\omega )`$. Since we are keeping only terms to leading order in $`(\omega ^{}(t)\omega )`$, we can consistently replace $`\omega ^y`$ with $`\omega ^{}(t)^y`$ to yield the following expressions:

$`E(\omega ,t)`$ $`=`$ $`\mathrm{\Omega }_da_0\omega ^{}(t)^{x3/2+d/\alpha }\left(\omega ^{}(t)\omega \right)^{3/2}`$ (63)
$`+O((\omega ^{}(t)\omega )^{5/2}).`$
$`P(\omega ,t)`$ $`=`$ $`{\displaystyle \frac{75}{8}}a_0^3\omega ^{}(t)^{3(x_0x)3/2}\left(\omega ^{}(t)\omega \right)^{3/2}`$ (64)
$`+O((\omega ^{}(t)\omega )^{5/2}).`$
We now substitute these expressions into (60) and perform the integrals to leading order. Let us first consider the LHS:

$`{\displaystyle _{\omega ^{}(t_1)}^{\omega ^{}(t_2)}}E(\omega ,t_2)𝑑\omega `$ $`=`$ $`\mathrm{\Omega }_da_0{\displaystyle _{\omega ^{}(t_1)}^{\omega ^{}(t_2)}}\omega ^{}(t_2)^{x3/2+d/\alpha }\left(\omega ^{}(t_2)\omega \right)^{3/2}𝑑\omega +\text{h.o.t.}`$ (65)
$`=`$ $`{\displaystyle \frac{2}{5}}\mathrm{\Omega }_d\omega ^{}(t_2)^{x3/2+d/\alpha }\left(\omega ^{}(t_2)\omega ^{}(t_1)\right)^{5/2}+\text{h.o.t.}`$
Now consider the RHS:

$`{\displaystyle _{t_1}^{t_2}}P(\omega ^{}(t_1),t)𝑑t`$ $`=`$ $`{\displaystyle \frac{75}{8}}a_0^3{\displaystyle _{t_1}^{t_2}}\omega ^{}(t)^{3(x_0x)3/2}\left(\omega ^{}(t)\omega ^{}(t_1)\right)^{3/2}𝑑t+\text{h.o.t.}`$
Let us change integration variables $`t\omega ^{}(t)`$:

$`=`$ $`{\displaystyle \frac{75}{8}}a_0^3{\displaystyle _{\omega ^{}(t_1)}^{\omega ^{}(t_2)}}\omega ^{}(t)^{3(x_0x)3/2}\left(\omega ^{}(t)\omega ^{}(t_1)\right)^{3/2}\left({\displaystyle \frac{d\omega ^{}}{dt}}\right)^1𝑑\omega ^{}+\text{h.o.t.}`$
We now use the self-similarity condition, (45), to express the derivative in terms of $`\omega ^{}(t)`$ and perform the Taylor expansion trick again: for some power, $`y`$, we write : $`\omega ^{}(t)^y=(\omega ^{}(t_1)+(\omega ^{}(t)\omega ^{}(t_1)))^y=\omega ^{}(t_1)^y+\text{h.o.t.}`$ This gives

$`=`$ $`{\displaystyle \frac{75}{8}}a_0^3\omega ^{}(t_1)^{3(x_0x)3/2}\omega ^{}(t_1)^{(3x_02xd/\alpha )}{\displaystyle _{\omega ^{}(t_1)}^{\omega ^{}(t_2)}}\left(\omega ^{}\omega \right)^{3/2}𝑑\omega ^{}+\text{h.o.t.}`$
$`=`$ $`{\displaystyle \frac{75}{8}}a_0^3\omega ^{}(t_1)^{3(x_0x)3/2}\left({\displaystyle \frac{d\omega ^{}}{dt_1}}\right)^1{\displaystyle \frac{2}{5}}\left(\omega ^{}(t_2)\omega ^{}(t_1)\right)^{5/2}+\text{h.o.t.}`$
Equating (65) and (LABEL:eq-int\_P) and letting $`t_1t_2`$, we obtain energy balance criterion

$$\frac{d\omega ^{}}{dt}\omega _{}^{}{}_{}{}^{2x3x_0+d/\alpha }=1$$
(67)
which is equivalent to the self-similarity condition that (45) be time independent.

Now suppose we take $`t_2t_1`$ to be small but finite and allow $`t_2t^{}`$. It is clear that the energy flux, (LABEL:eq-int\_P), entering the region $`[\omega ^{}(t_1),\omega ^{}(t_2)]`$ in this last increment of time before the front reaches infinity is either infinite, a finite quantity, or zero. Our hypothesis is that the flux is finite. It certainly cannot be infinite since the entire system has finite energy. It seems unreasonable that it should be zero since the front presumably requires a supply of energy to continue moving. A finite value for the integrated flux requires that the power of $`\omega (t_2)`$ in (65) is zero. This hypothesis leads to a unique value for the slope, which we shall denote by $`x_c`$. From (65):

$`{\displaystyle \frac{2}{5}}\mathrm{\Omega }_d\omega ^{}(t_2)^{x3/2+d/\alpha }\left(\omega ^{}(t_2)\omega ^{}(t_1)\right)^{5/2}+\text{h.o.t.}`$ (68)
$`=`$ $`\mathrm{\Omega }_d\omega ^{}(t_2)^{x3/2+d/\alpha }\left({\displaystyle \frac{d\omega ^{}}{dt_2}}\right)^{\frac{5}{2}}{\displaystyle \frac{2}{5}}(t_2t_1)^{\frac{5}{2}}+\text{h.o.t.}`$
$`=`$ $`\omega ^{}(t_2)^{6\left(xx_0\frac{2\gamma 3\alpha }{12\alpha }\right)}\mathrm{\Omega }_d{\displaystyle \frac{2}{5}}(t_2t_1)^{\frac{5}{2}}+\text{h.o.t.}.`$ (69)
In order that this remain finite but non-zero as $`\omega ^{}(t_2)\mathrm{}`$, we require

$$x=x_c=x_0+\frac{2\gamma 3\alpha }{12\alpha }$$
(70)
The physical intuition behind this hypothesis is the following. If $`x>x_c`$, the front speed is slower than the critical value. The power in (69) is positive and the energy in the tip diverges as $`\omega ^{}(t_2)\mathrm{}`$. The front is moving too slowly for the amount of flux flowing into it so that energy begins to pile up at the tip. On the other hand, if $`x<x_c`$, the front moves faster than the critical value. Then energy in the tip decays to zero as $`\omega ^{}(t_2)\mathrm{}`$ which means that the front is moving too fast for the amount of energy supplied to it. Physically we expect that the former situation would tend to speed up the front and the latter would tend to slow it down thus providing the system with a self-regulatory mechanism which selects the marginal slope, $`x_c`$.

## VI Concluding Remarks

From the work presented here, we are beginning to get a clearer understanding of how the K-Z spectrum is set up in this model and the origins of the anomalous spectrum in the wake. The most obvious and important question which we have not addressed at all here is that of whether any of this analysis is relevant for the full kinetic equation, (1). It seems unlikely that the detailed structure of the nonlinear front would carry over to the integral version of the kinetic equation. Indeed, it is difficult to see how a sharp front tip could co-exist with the k-space integrations on the RHS of (1).

Nevertheless, anomalous behaviour has been observed galtier2000  in numerical simulations of the full three-wave kinetic equation as already mentioned. This gives us reason to hope that some of the qualitative ideas contained here can be extended to more general kinetic equations. In particular, if the dynamics of the front is indeed regulated by a critical speed hypothesis of the type proposed in section V, then there is hope that an analogue can be formulated even in the absence of a sharp tip.

One might also speculate that this mechanism might occur in the evolution of the Kolmogorov spectrum of hydrodynamic turbulence since the direct cascade in this case is also of finite energy capacity. Unfortunately, in the absence of a closed kinetic equation for hydrodynamic turbulence it is not clear how one would even begin to address this question from a mathematical point of view. Nevertheless, for the purpose of stimulating debate, let us make the following conjecture. In far from equilibrium situations with stationary states which have finite capacity, the evolution towards the stationary spectrum takes place in two stages. In the first stage, $`0<t<t^{}`$, which is rapid, the system attempts to close the connection with the dissipative sink at very high (or very low) wave-numbers. In that stage, entropy production is positive as the system attempts to explore all the available phase space subject to the constraint of energy conservation. The wake spectrum is steeper (shallower if the sink is at $`𝐤=0`$) than that of the final stationary state. This slope is determined by the requirement that a finite amount of energy per unit time is delivered to the front tip at all times less that $`t^{}`$. After $`t=t^{}`$, energy is no longer conserved but entropy production is still positive as the system now explores a larger volume of phase space. However, the entropy production now decreases as a new front with the K-Z spectrum in its wake (between the front and $`𝐤=\mathrm{}`$) moves towards lower wave-numbers and invades the steeper spectrum set up during the first stage of evolution. While it may be difficult to confirm these conjectures in a quantitative manner for the variety of situations to which we suggest these ideas apply, it should not be too difficult to establish them (or prove them incorrect) qualitatively.

## Acknowledgements

The authors would like to thank Oleg Zaboronski and Sergey Nazarenko for numerous helpful discussions. CC and ACN would like to acknowledge the hospitality of the Erwin Schrodinger Institute during the 2002 Program on Developed Turbulence. We are grateful for financial support from NSF Grant 0072803, the EPSRC and the University of Warwick.

## Note Added in Proof

We have subsequently analysed a second order model equation whose structure is similar to that of the differential kinetic equation studied in this paper but is analytically and numerically more tractable. We have found qualitatively similar behaviour. However the value of the anomalous exponent appears to differ from that which would be predicted by our critical front speed hypothesis.

## Appendix A Analysis of the Self-similarity Equation and the Critical Front Speed

In this appendix we shall analyse the similarity equation (44) further. We wish to check that it does indeed admit solutions which reproduce the critical behaviour which we have ascribed to the solutions of its antecedent PDE in section V. Specifically, we are interested in solutions which match the $`F(\eta )(1\eta )^{3/2}`$ singularity at $`\eta =1`$ to a power law solution, $`F(\eta )\eta ^x`$ as $`\eta 0`$.

Let us write (44) in the form

$$\eta ^{1+d/\alpha }\left(xF+\eta \frac{dF}{d\eta }\right)=(2(xx_0)\kappa _d)\frac{d^2}{d\eta ^2}\left(\eta ^sF^4\frac{d^2}{d\eta ^2}\left(\frac{1}{F}\right)\right),$$
(71)
and look for solutions of the form $`F(\eta )=A\eta ^y`$. Substituting this form we obtain

$`(y+x)\eta ^{\frac{d}{\alpha }1y}`$ $`=`$ $`3A^2y(y1)(x_0y)(3x_03y1)`$ (72)
$`(2(xx_0)\kappa _d)\eta ^{3x_03y2}`$
We see that we can have the following solutions $`y=x`$ where $`x`$ takes one of the following values,

$`x`$ $`=`$ $`0`$ (73)
$`x`$ $`=`$ $`1`$ (74)
$`x`$ $`=`$ $`x_0`$ (75)
$`x`$ $`=`$ $`x_01/3`$ (76)
The first pair are the thermodynamic spectra, the second pair are the K-Z energy and particle spectra respectively. A fifth special value of $`y`$ is

$$x=x_0+\kappa _d/2.$$
(78)
What we observe from numerical solution of the O.D.E. (72), described below, is as follows. If we choose a value of $`x`$ which is not $`x_c=x_0+\kappa _d/4`$, then the solution, $`\eta ^x`$, makes a transition near $`\eta =0`$ to the state $`\eta ^y`$, where $`y=x_0+\kappa _d/2`$. This behaviour near $`\eta =0`$ balances the leading order divergences on both sides of equation (72) as $`\eta 0`$. It might be noted, although it may have no relevance to the problem under consideration, that this value for the exponent, $`y`$, leads to front dynamics, $`\omega ^{}(t)=(t^{}t)^b`$ with zero $`b`$. This spectrum was never observed in the solutions of the P.D.E.

To find solutions of (44) which do not exhibit the $`x_0+\kappa _d/2`$ scaling as $`\eta 0`$, we decided to perform a set of numerical experiments. Let us write out the RHS explicitly so that we can see exactly the equation which we wish to solve:

$`{\displaystyle \frac{1}{2(xx_0)\kappa _d}}\eta ^{1+\frac{d}{\alpha }}`$ $`\left(xF+\eta {\displaystyle \frac{dF}{d\eta }}\right)=\eta ^sF^2{\displaystyle \frac{d^4F}{d\eta ^4}}2s\eta ^{s1}F^2{\displaystyle \frac{d^3F}{d\eta ^3}}`$
$`+2\eta ^sF\left({\displaystyle \frac{d^2F}{d\eta ^2}}\right)^2+8\eta ^s\left({\displaystyle \frac{dF}{d\eta }}\right){\displaystyle \frac{d^2F}{d\eta ^2}}`$
$`+4s\eta ^{s1}\left({\displaystyle \frac{dF}{d\eta }}\right)^3+4s\eta ^{s1}F{\displaystyle \frac{dF}{d\eta }}{\displaystyle \frac{d^2F}{d\eta ^2}}`$
$`+2s(s1)\eta ^{s2}F\left({\displaystyle \frac{dF}{d\eta }}\right)s(s1)\eta ^{s2}F^2{\displaystyle \frac{d^2F}{d\eta ^2}}`$
The problem with integrating (A) on a computer is that for generic initial conditions, the strong power law dependences of the right hand side on the independent variable render the numerics very susceptible to round-off error and numerical instability. For example, to study the system with $`\gamma =7/2`$, $`\alpha =1/2`$, $`d=1`$, to which we gave a lot of consideration in section III due to its relatively large anomaly, we are required to take $`3x_0+2=22`$.

To get around this difficulty, and to aid visualisation of the global properties of the equation, we make the following change of variables :

$`F(\eta )`$ $`=`$ $`\eta ^af(\tau )`$
$`{\displaystyle \frac{dF}{d\eta }}`$ $`=`$ $`\eta ^{a1}g(\tau )`$ (80)
$`{\displaystyle \frac{d^2F}{d\eta ^2}}`$ $`=`$ $`\eta ^{a2}h(\tau )`$
$`{\displaystyle \frac{d^3F}{d\eta ^3}}`$ $`=`$ $`\eta ^{a3}k(\tau ),`$
where $`\tau =\mathrm{log}(\eta )`$. By choosing

$$a=\frac{1}{2}\left(\frac{d}{\alpha }s+3\right)=x_0\frac{\kappa _d}{2},$$
(81)
we can cancel all the power dependence from the system and eventually recast (A) as the the following autonomous fourth order system:

$`{\displaystyle \frac{df}{d\tau }}`$ $`=`$ $`gaf`$
$`{\displaystyle \frac{dg}{d\tau }}`$ $`=`$ $`h(a1)g`$
$`{\displaystyle \frac{dh}{d\tau }}`$ $`=`$ $`k(a2)h`$ (82)
$`f^2{\displaystyle \frac{dk}{d\tau }}`$ $`=`$ $`{\displaystyle \frac{1}{2(xx_0)\kappa _d}}\left(g+xf\right)(a+2s3)f^2k+2fh^2`$
$`+8g^2h+4sg^3+4sfgh+2s(s1)fg^2s(s1)f^2h.`$
Only the region, $`f0`$ makes physical sense since $`n_\omega `$, and hence $`F`$, cannot be negative. This system is singular on the hyperplane $`f=0`$. This system is much easier to integrate numerically and has the added advantage that we can determine the presence of fixed points which are not obvious in the original differential equation. Let us determine these points. It is obvious that the RHS of (82) has a trivial zero at $`(f,g,h,k)=(0,0,0,0)=O`$ but this is clearly a singular point due to the factor of $`f^2`$ on the LHS. A second pair of nontrivial (and nonsingular) fixed points can be shown after quite a bit of algebra to exist at the points $`P_\pm =(f_0,af_0,a(a1)f_0,a(a1)(a2)f_0)`$, where

$$f_0=\pm \left(18a(a+1)(a+(s2)/3)(a+(s3)/3)\right)^{\frac{1}{2}}.$$
(83)
We are naturally only interested in the point $`P_+`$ since $`P_{}`$ lies in the negative $`f`$ region. The factors $`(a+(s2)/3)`$ and $`(a+(s3)/3)`$ are interesting for the following reason. If we substitute back in $`s=3x_0+2`$ and the value of $`a`$ from (81), these two factors are simply $`\kappa _d/2`$ and $`\kappa _i/2`$ respectively. At the transition points between finite and infinite capacity the fixed point runs away to infinity which suggests that it has a central role to play in organising the critical solution in the finite capacity case.

Let us now look for a numerical solution of this system which mirrors the solutions of the differential kinetic equation. All the simulations in this section were done using the transformed system, (82), for which a standard out-of-the-box adaptive Runge-Kutta routine seemed to work fine. Suppose we want a solution for the wake of the form $`F(\eta )\eta ^x`$ as $`\eta 0`$. In the new variables this is equivalent to demanding

$`f(\eta )`$ $``$ $`A\eta ^{ax}`$
$`g(\eta )`$ $``$ $`xf(\eta )`$
$`h(\eta )`$ $``$ $`x(x+1)f(\eta )`$
$`k(\eta )`$ $``$ $`x(x+1)(x+2)f(\eta )`$
as $`\eta 0`$ or as $`\tau \mathrm{}`$. If $`x<a=x_0+\kappa _d/2`$, which is the case, then we observe that the wake is described by a trajectory for which $`(f,g,h,k)(0,0,0,0)`$ as $`\tau \mathrm{}`$. The wake is the singular point, $`O`$, of the system, (82). As we approach $`\eta 1`$ we must reproduce the front structure described in section IV. Thus we require a trajectory for which $`(f,g,h,k)F`$ as $`\tau 0`$, where $`F=(0,0,\mathrm{},\mathrm{})`$. We require a trajectory which links these two singular points.

In our numerical simulations we rescaled the variables as follows,

$`f`$ $``$ $`{\displaystyle \frac{f}{f_0}}`$
$`g`$ $``$ $`{\displaystyle \frac{g}{af_0}}`$
$`h`$ $``$ $`{\displaystyle \frac{h}{a(a1)f_0}}`$
$`k`$ $``$ $`{\displaystyle \frac{k}{a(a1)(a2)f_0}}`$
This maps the point $`P_+(1,1,1,1)`$ for ease of visualisation. The only difference is that since $`a<0`$, the signs of $`g`$ and $`k`$ are swapped so that the wake part of the solution must now approach $`O`$ from the direction $`(0^+,0^+,0^+,0^+)`$ and the front tip, $`F`$, is now at $`(0^+,0^+,\mathrm{},\mathrm{})`$.

It turns out to be difficult to find a trajectory linking $`FO`$. We performed a series of experiments integrating backwards from $`1\eta =\epsilon `$, with $`\epsilon <<1`$, towards $`\eta =0`$. Because we cannot specify initial data exactly at the singular point, $`F`$, we were required to manually tune the initial conditions quite a bit in order to to reproduce the $`F(\eta )(1\eta )^{3/2}`$ structure near the tip. The remaining adjustable parameter is the equation is $`x`$. We again choose to study the case $`\gamma =7/2`$, $`\alpha =1/2`$, $`d=1`$. Two generic types of trajectory emerge as we vary $`x`$. We visualise these trajectories in 4 dimensional phase space as a pair of projections of the actual trajectory onto the $`(f,g)`$ and $`(h,k)`$ planes respectively, hence the apparent intersections.

Figure 7 shows what happens when $`x`$ is slightly less than $`x_c`$. The trajectory leaves the front tip and heads towards the fixed point, $`P`$, but deflects to the right and is quickly attracted onto the line corresponding to $`F(\eta )\eta ^{x_0\kappa _d/2}`$. Figure 8 shows the corresponding trajectory when $`x`$ is slightly greater than $`x_c`$. This time the trajectory deflects to the left as it approaches the fixed point, $`P`$, and is attracted towards the singular point, $`O`$. Before it reaches there however, it is deflected and is rapidly attracted back onto the $`F(\eta )\eta ^{x_0\kappa _d/2}`$ solution again. The transition point between these two trajectories is illustrated in figure 9. Further analysis is required to determine the exact nature of the critical trajectory. It is not clear whether it will eventually deflect away from $`O`$ for sufficiently small $`\eta `$. Of course, in practical terms there is a limit placed on the extent of the scaling region by the left boundary of the inertial range which cannot extend all the way to 0 in a real experiment.

The system is very sensitive to the value of $`x`$. The values of $`x`$ for the trajectories shown differ only in the fourth decimal place. In figure 10, the form of the function $`F(\eta )`$ is shown for the three cases discussed above, after transforming back from the $`(f,g,h,k)`$, $`\tau `$ variables. The integration was again done for the case $`\gamma =7/2`$, $`\alpha =1/2`$, $`d=1`$. Despite the small difference in the values of $`x`$ in the equation the difference in asymptotic slopes is $`7.56`$ for the critical slope versus $`8.5`$ for the other two.

## Appendix B Outline of Numerical Methods

In order to study how the K-Z spectrum is set up from some given initial condition we wrote some code to solve (13) numerically. In this appendix we briefly outline the approach used. Write equation (13) in the form

$$\frac{n_\omega }{t}=f\left[n_\omega \right]\frac{^4n_\omega }{\omega ^4}+g\left[n_\omega \right]\frac{^3n_\omega }{\omega ^3}+h\left[n_\omega \right]+F\left[n_\omega \right]\nu \left[n_\omega \right],$$
(84)
where

$`f\left[n_\omega \right]`$ $`=`$ $`\mathrm{\Lambda }_\omega ^1\omega ^sn^2`$ (85)
$`g\left[n_\omega \right]`$ $`=`$ $`2\mathrm{\Lambda }_\omega ^1s\omega ^{s1}n^2`$ (86)
$`h\left[n_\omega \right]`$ $`=`$ $`\mathrm{\Lambda }_\omega ^1\{\omega ^s(2n\left({\displaystyle \frac{^2n}{\omega ^2}}\right)^2+8\left({\displaystyle \frac{n}{\omega }}\right)^2{\displaystyle \frac{^2n}{\omega ^2}})`$ (87)
$`+2s\omega ^{s1}\left(2\left({\displaystyle \frac{n}{\omega }}\right)^3+2n{\displaystyle \frac{n}{\omega }}{\displaystyle \frac{^2n}{\omega ^2}}\right)`$
$`+s(s1)\omega ^{s2}(2n\left({\displaystyle \frac{n}{\omega }}\right)^2n^2{\displaystyle \frac{^2n}{\omega ^2}})\}`$
$`\mathrm{\Lambda }_\omega `$ $`=`$ $`{\displaystyle \frac{\mathrm{\Omega }_𝐤}{\alpha }}\omega ^{\frac{d}{\alpha }1}`$ (88)
$`s`$ $`=`$ $`3x_0+2.`$ (89)
We are now including forcing and damping terms, $`F\left[n_\omega \right]`$ and $`\nu \left[n_\omega \right]`$ which can be chosen as appropriate. We performed the following implicit time discretisation,

$`{\displaystyle \frac{n_\omega (t+\mathrm{\Delta }t)n_\omega (t)}{\mathrm{\Delta }t}}`$ $`=`$ $`f\left[n_\omega (t)\right]{\displaystyle \frac{^4n_\omega (t+\mathrm{\Delta }t)}{\omega ^4}}+g\left[n_\omega (t)\right]{\displaystyle \frac{^3n_\omega (t+\mathrm{\Delta }t)}{\omega ^3}}`$ (90)
$`+h\left[n_\omega (t)\right]+F\left[n_\omega (t+\mathrm{\Delta }t)\right]\nu \left[n_\omega (t+\mathrm{\Delta }t)\right],`$
with the aim of enhancing the stability of the higher order derivatives. This can be rearranged to yield a time stepping algorithm in the form

$$n_\omega (t+\mathrm{\Delta }t)=L^1\left[n_\omega (t)\right]B\left[n_\omega (t)\right],$$
(91)
where

$`L\left[n_\omega \right]`$ $`=`$ $`1+\mathrm{\Delta }tf\left[n_\omega \right]{\displaystyle \frac{^4}{\omega ^4}}+\mathrm{\Delta }tg\left[n_\omega \right]{\displaystyle \frac{^3}{\omega ^3}}`$ (92)
$`B\left[n_\omega \right]`$ $`=`$ $`n_\omega +\mathrm{\Delta }th\left[n_\omega \right]+\mathrm{\Delta }tF\left[n_\omega \right].`$ (93)
The time evolution operator, $`L\left[n_\omega \right]`$, and source, $`B\left[n_\omega \right]`$, are approximated using centred difference representations for the derivatives and a standard linear solver used to perform the inversion at each time-step. Implementing consistent boundary conditions is a tricky task. For all of the simulations presented here, the equation was solved from a compactly supported initial condition either in a frequency interval sufficiently large that the solution does not reach the boundary within the time allotted or with the damping chosen sufficiently strong to prevent the solution from ever reaching the boundary.

Most of the simulations presented here are of a freely decaying initial energy distribution so $`F[n_\omega ]=0`$. The damping was chosen to be zero over most of the interval but increasing strongly for $`\omega <\omega _L`$ and $`\omega >\omega _R`$ to produce regions of strong dissipation at large and small scales. We typically used approximately $`10`$ grid points per unit frequency interval in our discretisation. The simulations presented here used up to 20000 grid-points. The number of grid points is practically limited by the fact that one must recompute and invert the time evolution operator, (92), at each time-step. Lacking any reliable stability criteria for the nonlinear discretisation scheme described above, the choice of time-step was essentially made by trial and error. Once a time-step was found for which the evolution seemed stable, we ran with it. We were aided in choosing this time-step by monitoring the two conservation laws associated with the total energy and total particle number. Typically, and unsurprisingly, the numerics become unstable most easily at the front tip. This instability is worse for steeper spectra when the front travels faster. The necessity of reducing the time-step to resolve this structure as the tip increases in speed also put practical limits on the time interval we could simulate for. Retrospectively, we would like to do the numerics using an adaptive grid which tracks the front. Such a method would probably yield great increases in efficiency and stability. Unfortunately at the outset, we did not really appreciate that the code would be required to tackle this problem. We settled for validating our computations by checking that our final results remained unchanged when the time-step was reduced by a factor of two.


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# Shot noise of spin polarized electrons

(September 21, 2003)

## Abstract

The shot noise of spin polarized electrons is shown to be generically dependent upon spin-flip processes. Such a situation represents perhaps the simplest instance where the two-particle character of current fluctuations out of equilibrium is explicit, leading to trinomial statistics of charge transfer in a single channel model. We calculate the effect of spin-orbit coupling, magnetic impurities, and precession in an external magnetic field on the noise in the experimentally relevant cases of diffusive wires and lateral semiconductor dots, finding dramatic enhancements of the Fano factor. The possibility of using the shot noise to measure the spin-relaxation time in an open mesoscopic system is raised.

preprint: NSF-KITP-03-24

Quantum statistical fluctuations of current and voltage in mesoscopic conductors encode information beyond that obtainable from averaged measurements. The second moment of current contains two-particle correlations as subtle in principle as the one-particle signatures of phase coherence - weak localization, universal conductance fluctuations, and so on - revealed by conductance measurements. The full counting statistics (FCS) Levitov ; FCSbook  \- the probability distribution of charge transfer through a conductor - similarly depends on the multiparticle correlations of a many electron system. From a theoretical standpoint the simplest conductor is a scatterer in a one dimensional channel of non-interacting fermions. Here, the FCS are binomial with a number of attempts $`eV\tau /h`$, where V is the voltage bias and $`\tau `$ the observation time, and a success probability for charge transfer $`T`$, the transmission coefficient of the scatterer. Thus, although the existence of a finite attempt frequency is a signature of the correlations imposed by the exclusion principle, the ‘elementary events’ are still described by one-particle probabilities.

It is the purpose of this paper to describe the simplest situation in which multiparticle effects enter in a more essential way, leading to particular signatures in the second moment and to a novel trinomial statistics of charge transfer. We will first describe the physics in an idealized conductor, before moving on to the more realistic cases of diffusive wires and semiconductor quantum dots.

We will be concerned with the injection of spin-polarized currents into a scatterer where spin-flip processes may occur. The basic phenomenon was identified in a recent Letter ebl  for a particular scattering geometry and spin-orbit interaction. In fact, the shot noise of spin-polarized electrons is generically dependent on spin-flip processes, as these determine the triplet to singlet scattering amplitude involved in scattering electrons from two different channels into the same channel. We predict dramatic enhancements of the noise-to-current ratio (Fano factor) as the injected spin relaxes, raising the possibility of using the noise to measure spin-relaxation rates. It is remarkable that a charge transport measurement generically contains information on the dynamics of spin. The effect of spin flips on shot noise for particular spin-valve geometries was also discussed in two recent preprints mish ; bz

Consider first the two-particle scattering problem illustrated in Fig. 1.

Spin polarized electrons enter a one-dimensional channel of length $`L`$ from left and right. The Hamiltonian is given by $`\widehat{H}=\frac{\mathrm{}^2k^2}{2m^{}}+(ϵ_Z/2)\widehat{𝐛}\sigma `$, where the unit vector $`\widehat{𝐛}`$ gives the direction of the external magnetic field, and $`ϵ_Z`$ is the Zeeman splitting. In the channel at distance $`\mathrm{}`$ from one end is a potential scatterer with S-matrix

$$𝒮_{\mathrm{scat}}=\left(\begin{array}{cc}r& t^{}\\ t& r^{}\end{array}\right)_{LR}𝟙_𝕤,$$

with $`𝟙_𝕤`$ indicating the identity in the spin sector. The overall S-matrix of the structure, linearizing the dispersion near the fermi energy, is thus

$`𝒮=\left(\begin{array}{cc}rU(2\mathrm{})& t^{}U(L)\\ tU(L)& r^{}U(2(L\mathrm{}))\end{array}\right)_{LR}`$
$`U(x)=\mathrm{exp}\left(i{\displaystyle \frac{ϵ_Zx}{2v_F}}\widehat{𝐛}\sigma \right),`$
where $`v_F`$ is the Fermi velocity. The angle of precession is determined by the length of time the electrons spend in the channel. There are three final outcomes for the location of the two electrons: both leave to the left, both to the right, or one in each direction. Accounting for fermi statistics, and assuming that the electrons have the same energy, these probabilities are.

Both to left or right: $`TR|U_{}(L2\mathrm{})|^2`$ (1)
One in each direction: $`T^2+R^2+2TR|U_{}(L2\mathrm{})|^2,`$
where $`T=|t|^2=|t^{}|^2`$, $`R=1T`$. We see that only through the spin rotation are both electrons allowed to leave to the same contact. They must form a singlet: $`TR|U_{}(L2\mathrm{})|^2`$ is the probability for this event. If the scatterer lies precisely in the middle of the channel ($`L=2\mathrm{}`$), reflected and transmitted electrons precess through the same angle, so the probability to form a singlet is zero. Note that assuming that electrons entering the channel are polarized in a given direction is equivalent to having an inhomogenous magnetic field, vanishing outside the channel. A uniform field conserves total spin so that there is no triplet to singlet amplitude. Scattering due to band distortions in the inhomogenous field can be neglected if we assume the scale of variation is much longer than the Fermi wavelength.

The implication of this consideration for the statistics of transmitted charge is the following. Evidently no charge is transmitted on average, but for $`|U_{}(L2\mathrm{})|^20`$, there will be uncertainty in the amount of charge that has passed through the system, as there is a non-zero probability to transport two charges in either direction. To make this connection more formal, let us compute the FCS for this problem. We obtain the generating function $`\chi (\lambda ,\tau )=_nP(n,\tau )e^{i\lambda n}`$ of the probabilities $`P(n,\tau )`$ to pass $`n`$ charges in time $`\tau `$ using the result Levitov

$`\mathrm{ln}[\chi (\lambda ,\tau )]={\displaystyle \frac{\tau }{2\pi \mathrm{}}}{\displaystyle 𝑑E\mathrm{tr}\mathrm{ln}\left(1+\widehat{n}(E)(𝒮_\lambda ^1𝒮_\lambda 𝟙)\right)}`$
$`𝒮_\lambda =\left(\begin{array}{cc}e^{i\lambda /2}& 0\\ 0& e^{i\lambda /2}\end{array}\right)_{LR}𝒮\left(\begin{array}{cc}e^{i\lambda /2}& 0\\ 0& e^{i\lambda /2}\end{array}\right)_{LR},`$
where $`\widehat{n}(E)=\mathrm{diag}(n_L,n_L,n_R,n_R)`$ is the distribution function of the incoming electrons. The injection of an excess of spin up electrons into both ends of the channel corresponds to $`n_{L,R,}(E)=\theta (\mu _,E)`$ at zero temperature, with $`\mathrm{\Delta }\mu \mu _{}\mu _{}>0`$. We find

$`\chi (\lambda ,\tau )`$ $`=`$ $`(T^2+R^2+2TR|U_{}(L2\mathrm{})|^2`$
$`+2TR|U_{}(L2\mathrm{})|^2\mathrm{cos}2\lambda )^{\mathrm{\Delta }\mu \tau /h}.`$
This is the generating function of a trinomial distribution with number of attempts $`\mathrm{\Delta }\mu \tau /h`$ and probabilities to transfer $`\pm 2`$ and $`0`$ charges given by Eq. 1. The corresponding noise is foot1

$$S\underset{\tau \mathrm{}}{lim}e^2\mathrm{\Delta }n^2/\tau =\frac{8e^2}{h}\mathrm{\Delta }\mu TR|U_{}(L2\mathrm{})|^2,$$

which displays a dependence on the spin flip probability $`|U_{}|^2`$ that mirrors the result of Ref. ebl,  in a different geometry, where the spin rotation was due to spin-orbit coupling. Generally, a non-trivial dependence of the noise on parameters governing spin-flip scattering may be expected when there are two or more channels of incoming spin polarized electrons, for then the noise will contain a contribution corresponding to two electrons in a triplet state and different incoming channels passing to a singlet in the same outgoing channel. Spin flips may be caused by magnetic impurities, spin-orbit scatterers, or precession in an external magnetic field if contributing trajectories are of different lengths, as in the above example. In the remainder of this paper we will discuss the implications of this observation for noise in diffusive wires and semiconductor quantum dots, where the corresponding measurements in the unpolarized case have been made henny ; Oberholzer .

In such mesoscopic scatterers, an average over scattering matrices is called for. Note that Lesovik’s lesovik  formula $`S=\frac{e^2}{h}\mathrm{\Delta }\mu _nT_n(1T_n)`$, expressing the noise in terms of the eigenvalues $`T_n`$ of the transmission matrix $`t^{}t`$, does not apply in the present situation: the density matrix is non-trivial in the incoming channels, so that a rotation to the block diagonal S-matrix is not possible. Thus one route to the calculation of the averaged noise - averaging over the distribution of $`T_n`$ bb  \- is not available.

*Diffusive wires*. We consider the geometry depicted in the inset to Fig 2, a diffusive wire of length $`L`$ and cross-sectional area $`A`$, with diffusion constant $`D`$. A microscopic calculation of the shot noise of a diffusive wire was presented in Ref aly, . Here we pursue a formally equivalent approach based on Nazarov’s circuit theory nazarov . Current correlators may be obtained from the Keldysh Green’s function satisfying

$$\left(i_t\widehat{H}\tau _3\frac{\lambda }{2L}\widehat{J}_x\right)\widehat{G}_\lambda (𝐫,𝐫^{}t,t^{})=\delta (𝐫𝐫^{})\delta (tt^{}),$$

where $`\tau _i`$ denote the Pauli matrices in Keldysh space, and $`\widehat{J}_x=ie(\stackrel{}{_x}\stackrel{}{_x})/2m`$ is the $`x`$-component of the one-particle current density operator . With this definition we can write the generating function Levitov ; nazarov

$`\chi (\lambda ,\tau )`$ $`=`$ $`𝒯_K\mathrm{exp}\left({\displaystyle \frac{i\lambda }{2L}}{\displaystyle _0^\tau }𝑑t{\displaystyle 𝑑𝐫\widehat{\mathrm{\Psi }}^{}\tau _3\widehat{J}_x\widehat{\mathrm{\Psi }}}\right)`$
$`=`$ $`\mathrm{exp}\left({\displaystyle \frac{1}{2}}{\displaystyle _0^\lambda }𝑑\lambda ^{}\mathrm{tr}\{\tau _3\widehat{J}_x\widehat{G}_\lambda ^{}\}\right),`$
where the trace is understood to be over the Keldysh and spin spaces, as well as space and time indices. $`𝒯_K`$ denotes time ordering along the Keldysh contour. In the above we depart slightly from the usual formulation in that we take the ‘counting field’ $`\lambda `$ to be constant throughout the conductor instead of defining a surface at which we measure the current. This does not affect the result as the zero-frequency correlator $`I(x)I(x^{})`$ is independent of $`x`$ and $`x^{}`$ by current conservation. Using standard quasiclassical methods in the diffusion approximation we arrive at the following formulation of the disorder averaged problem (after Keldysh rotation)lo

$`\mathrm{tr}\{\tau _3\widehat{J}_x\widehat{G}_\lambda \}_{\mathrm{dis}}`$ $``$ $`{\displaystyle \frac{ie\nu D\tau }{2}}{\displaystyle 𝑑E\mathrm{tr}^{}\{\tau _1\widehat{g}_{\lambda E}_x\widehat{g}_{\lambda E}\}}`$
$`D\stackrel{~}{}(\widehat{g}_{\lambda E}\stackrel{~}{}\widehat{g}_{\lambda E})`$ $``$ $`iϵ_Z/2[\widehat{𝐛}\sigma ,\widehat{g}_{\lambda E}]`$ (2)
$``$ $`{\displaystyle \frac{1}{2\tau _s}}[\sigma _i\widehat{g}_{\lambda E}\sigma _i,\widehat{g}_{\lambda E}]=0,`$
where $`D`$ is the diffusion constant, $`\nu `$ is the density of states at the Fermi energy, $`\widehat{g}(𝐫)=i\widehat{G}(𝐫,𝐫)/\pi \nu `$ is the quasiclassical Green’s function, and $`\stackrel{~}{}=i\lambda /2L[\tau _3,\mathrm{}]`$. $`\mathrm{tr}^{}`$ denotes a trace over the Keldysh and spin spaces only. We have introduced the total spin relaxation rate $`1/\tau _s`$ due to spin-orbit and magnetic impurities. To find the noise we require a solution of Eq. Shot noise of spin polarized electrons to first order in $`\lambda `$ only. The zeroth order solution has the usual form

$$\widehat{g}_E^{(0)}(𝐫)=\left(\begin{array}{cc}& 2_E(𝐫)\\ 0& 𝟙\end{array}\right),$$

where $`_E`$ is a $`2\times 2`$ matrix in spin space, related to the distribution function $`𝒩_E`$ by $`_E𝟙\mathrm{𝟚}𝒩_𝔼`$. We chose the simplest model for spin injection from the left: a half-metallic ferromagnet connected to the wire through a perfect interface, providing a reservoir of spin up electrons only at chemical potential $`\mu _{}`$. At the right we have a normal reservoir with no spin polarization and chemical potential $`\mu _N`$. Since we will derive a general expression for the noise in terms of $`_E`$, extending the calculations to more realistic injection scenarios involving incomplete polarisation and interface resistances is a matter of kinetics. With the decomposition $`_E=F_{E\mathrm{\hspace{0.17em}0}}𝟙+𝐅_𝔼\sigma `$, the corresponding boundary conditions are

$`F_{E\mathrm{\hspace{0.17em}0}}(L/2)=1/2\left[F_{\mathrm{eqm}}(E\mu _{})+F_{\mathrm{eqm}}(E\mu _N)\right]`$
$`F_{E\mathrm{\hspace{0.17em}0}}(L/2)=F_{\mathrm{eqm}}(E\mu _N)`$
$`𝐅_E(L/2)=1/2\left[F_{\mathrm{eqm}}(E\mu _{})F_{\mathrm{eqm}}(E\mu _N)\right]\widehat{𝐬}`$
$`𝐅_E(L/2)=0,`$ (3)
where $`F_{\mathrm{eqm}}(E)=\mathrm{tanh}(E/2kT)`$ corresponds to the Fermi distribution. The singlet and triplet parts of the distribution function satisfy

$`D^2F_{E\mathrm{\hspace{0.17em}0}}=0`$
$`D^2𝐅_Eϵ_Z\widehat{𝐛}\times 𝐅_E{\displaystyle \frac{2}{\tau _s}}𝐅_E=0.`$
The solution is simplest when the Zeeman term is absent.

$`F_{E\mathrm{\hspace{0.17em}0}}(x)=(1/2x/L)F_{E\mathrm{\hspace{0.17em}0}}(L/2)+(1/2+x/L)F_{E\mathrm{\hspace{0.17em}0}}(L/2)`$
$`𝐅_E(x)={\displaystyle \frac{𝐅_E(L/2)}{1e^{2L/L_s}}}\left(e^{(x+L/2)/L_s}e^{(x3L/2)/L_s}\right),`$
where $`L_s=\sqrt{D\tau _s/2}`$. The zeroth order result is thus $`\mathrm{tr}^{}\{\tau _1\widehat{g}_E_x\widehat{g}_E\}^{(0)}=4F_{E\mathrm{\hspace{0.17em}0}}^{}`$, and involves only the singlet part: the average current is unaffected by spin polarization. Substituting into Eq. Shot noise of spin polarized electrons gives the first order correction

$`\mathrm{tr}^{}\{\tau _1\widehat{g}_E_x\widehat{g}_E\}^{(1)}=4i\lambda (F_{E\mathrm{\hspace{0.17em}0}}^2+𝐅_E^21).`$ (4)
The constant of integration in Eq. 4 is fixed by the fluctuation-dissipation theorem in equilibrium. We thus obtain $`\mathrm{ln}[\chi (\lambda )]/\tau =i\lambda I\lambda ^2S/2+\mathrm{}`$, where $`I=G\mathrm{\Delta }\mu /2e`$ is the average current ($`G=2e^2\nu DA/L`$ is the conductance including spin degeneracy) and the noise is

$$S=\frac{G}{2L}_{L/2}^{L/2}𝑑x𝑑E\left[1F_{E\mathrm{\hspace{0.17em}0}}^2(x)𝐅_E^2(x)\right],$$
(5)
Performing the $`x`$ and $`E`$ integrals in Eq. 5 gives

$`S=G\left({\displaystyle \frac{1}{3}}\left[4kT+\mathrm{\Delta }\mu \mathrm{coth}\left({\displaystyle \frac{\mathrm{\Delta }\mu }{2kT}}\right)\right]+{\displaystyle \frac{(L_s/L)(1e^{4L/L_s})4e^{2L/L_s}}{2(1e^{2L/L_s})^2}}\left[kT(\mathrm{\Delta }\mu /2)\mathrm{coth}\left({\displaystyle \frac{\mathrm{\Delta }\mu }{2kT}}\right)\right]\right).`$
One may verify that this result satisfies the following limits. As $`\mathrm{\Delta }\mu \mu _{}\mu _N0`$, the second term vanishes (originating from the triplet part) and we are left with $`S=2GkT`$, as required by the fluctuation-dissipation theorem. As $`L_s\mathrm{}`$ and at $`T=0`$, the noise is $`S=(1/3)eI`$. This is the familiar result for unpolarized electrons bb , indicating that without spin relaxation there is no signature of spin polarization in the noise. As $`L_s`$ decreases from infinity to zero, the Fano factor - defined by $`S=FeI`$ \- changes from $`1/3`$ to $`2/3`$ (see Fig. 2). Note that although we used a microscopic quantum mechanical approach, the apperarance in Eq. 5 of only quantities from kinetic theory indicates that phase coherence is not necessary to observe these effects nagaev

*Quantum dots*. Spin-dependent transport phenomena have recently been the subject of intense investigation in lateral semiconductor quantum dots af ; bch ; zum ; mil . Again, relaxation of injected spin-polarized current may be due to spin-orbit coupling or precession in an external field. As in the case of the diffusive wire, we will consider the shot noise in a two terminal set-up where a spin-polarized current is driven through one of the terminals. In the spin degenerate case, we have the well-known result $`F=N_LN_R/N^2`$, valid when $`NN_L+N_R1`$, where $`N_L`$ and $`N_R`$ are the number of fully open channels in the left and right leads nazarov2 ; Jalabert ; Oberholzer . Working in the limit of large channel number allows us to ignore the effects of weak localization and mesoscopic fluctuations.

We will find the noise in this case by a direct average of the expression bbref ; pvb

$$S=\frac{e^2}{4h}𝑑E\mathrm{tr}\{(𝒮^{}\mathrm{\Lambda }𝒮\mathrm{\Lambda })(𝟙+_𝔼)(𝒮^{}\mathbb{\Lambda }𝒮\mathbb{\Lambda })(𝟙_𝔼)\}$$
(6)
$`\mathrm{\Lambda }=(N_L𝒫_LN_R𝒫_R)/N^2`$, where $`𝒫_{L/R}`$ are projectors onto the channels in the two terminals. The trace is over the orbital channels in the leads, as well as spin. An average of Eq. 6 in the $`N1`$ limit using standard techniques yields pvb .

$`S={\displaystyle \frac{G_d}{4}}{\displaystyle \underset{\alpha \beta ,M}{}}{\displaystyle 𝑑E(𝒟(𝟙+_{𝔼\alpha }))_𝕄(𝒟(𝟙_{𝔼\beta }))_𝕄}`$
$`+{\displaystyle \frac{e^2}{4h}}{\displaystyle 𝑑E\mathrm{tr}\{\mathrm{\Lambda }(𝟙+_𝔼)\mathbb{\Lambda }(𝟙_𝔼)\}}.`$
This is the analog of the result (5) for the diffusive wire. $`G_d=(2e^2/h)N_LN_R/N`$ is the conductance of the dot. Greek letters index channels in the leads. $`𝒟_{LM}`$ is the zero-dimensional diffuson given by $`𝒟_{00}=\mathrm{tr}[𝒮_{\alpha \beta }𝒮_{\beta \alpha }^{}]`$, $`𝒟_{LM}=\mathrm{tr}[\sigma _L𝒮_{\alpha \beta }\sigma _M𝒮_{\beta \alpha }^{}]`$ $`L,M=1,2,3`$, where the trace is over the spin indices. The matrices $`𝟙\pm `$ are understood to be resolved into the singlet-triplet basis as before prior to multiplication by the diffuson. We will consider two cases: the effect of an external magnetic field only (no spin-orbit coupling), and the effect of spin-orbit coupling only. Following the notation of Ref. af, , the two cases correspond to,

$`𝒟^{(1)}=\left[N+iϵ_Z𝐒\widehat{𝐛}\right]^1`$
$`𝒟^{(2)}=\left[N+ϵ_{}^{\mathrm{SO}}(S_1^2+S_2^2)+ϵ_{}^{\mathrm{SO}}S_3^2\right]^1.`$
In the above $`(S_K)_{LM}=iϵ_{KLM}`$ are spin-1 operators. $`ϵ_{}^{\mathrm{SO}}`$ is the rate of spin relaxation in the $`xy`$ plane, whereas $`ϵ_{}^{\mathrm{SO}}`$ governs the relaxation of the $`z`$-component (both these and $`ϵ_Z`$ now expressed in units of $`\mathrm{\Delta }/2\pi \mathrm{}`$, where $`\mathrm{\Delta }`$ is the single-particle level-spacing of the closed dot). Straightforward calculation using the distribution function (Shot noise of spin polarized electrons) gives the $`T=0`$ Fano factor

$$F^{(1)}=\frac{N_LN_R}{N^2}+\frac{1}{2}N_L^2\left[\frac{1}{N^2}\frac{1}{N^2+ϵ_Z^2}\right]\mathrm{sin}^2\theta ,$$

in the first case, where $`\theta `$ is the angle between $`\widehat{𝐬}`$ and $`\widehat{𝐛}`$. For the second case, we have

$`F^{(2)}={\displaystyle \frac{N_LN_R}{N^2}}+{\displaystyle \frac{1}{2}}N_L^2[{\displaystyle \frac{1}{N^2}}\mathrm{cos}^2\theta _z{\displaystyle \frac{1}{(N+2ϵ_{}^{\mathrm{SO}})^2}}`$
$`\mathrm{sin}^2\theta _z{\displaystyle \frac{1}{(N+ϵ_{}^{\mathrm{SO}}+ϵ_{}^{\mathrm{SO}})^2}}],`$
where $`\theta _z`$ is the angle to the $`z`$-axis. A feature of this two-dimensional system is that, since $`ϵ_{}^{\mathrm{SO}}ϵ_{}^{\mathrm{SO}}`$ the deviation of the Fano factor from $`N_LN_R/N^2`$ depends on the direction of polarization. In all cases the Fano factor of a symmetrical dot ($`N_L=N_R`$) increases from $`1/4`$ to a maximum value of $`3/8`$ with increasing spin-flip rate.

###### Acknowledgements.

This research is supported in part by the David and Lucille Packard foundation, and by the National Science Foundation under Grant No. PHY99-07949.


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# Asymptotic normalization coefficients for 8B → 7Be + 𝑝 from a study of 8Li → 7Li + 𝑛

## Abstract

Asymptotic normalization coefficients (ANCs) for 8Li $``$ 7Li $`+`$ $`n`$ have been extracted from the neutron transfer reaction 13C(7Li,8Li)12C at 63 MeV. These are related to the ANCs in 8B $``$ 7Be + $`p`$ using charge symmetry. We extract ANCs for 8B that are in very good agreement with those inferred from proton transfer and breakup experiments. We have also separated the contributions from the $`p_{1/2}`$ and $`p_{3/2}`$ components in the transfer. We find the astrophysical factor for the 7Be($`p`$,$`\gamma `$)8B reaction to be $`S_{17}(0)=17.6\pm 1.7`$ eV b. This is the first time that the rate of a direct capture reaction of astrophysical interest has been determined through a measurement of the ANCs in the mirror system.

Recently the SuperK superk  and SNO sno  collaborations have reported measurements of the solar neutrino flux that provide strong evidence for neutrino oscillations. Both experiments are primarily sensitive to high energy solar neutrinos from the $`\beta `$ decay of 8B, produced in the 7Be($`p`$,$`\gamma `$)8B reaction. Consequently its reaction rate at solar energies has been the subject of many recent studies using both direct hama ; strieder ; jung ; haas  and indirect techniques iwasa ; azhari01 ; davids ; trache01 ; schum03 .

Previously, we used (7Be,8B) proton transfer reactions to measure the asymptotic normalization coefficients (ANCs) for the 8B $``$ 7Be + $`p`$ process, from which we determined the astrophysical factor $`S_{17}(0)`$ azhari01 . However, in those measurements, the separate contributions of the $`p_{1/2}`$ and $`p_{3/2}`$ orbitals could not be inferred from the (7Be,8B) angular distributions. Thus, we used microscopic calculations mukh90  to fix their relative strengths.

Here we report a study of the mirror neutron transfer reaction, (7Li,8Li), at an energy similar to those used in the proton transfer reactions. 8B and 8Li are mirror nuclei, and charge symmetry implies that the spectroscopic amplitudes for the proton single particle orbitals entering the 8B wave function are nearly the same as those of the neutron single particle orbitals in 8Li. Indeed, this has been verified by many theoretical calculations for 8Li and 8B using a variety of potential models. Calculations have been done using multi-particle shell models khan ; brown ; kim ; benn99 ; horoi , microscopic cluster models varga ; csoto ; baye , or a three-body cluster model with long-range correlations grigorenko  with different effective interactions. The absolute values that they predict for the spectroscopic amplitudes differ. However, all calculations agree that spectroscopic factors for the two nuclei are very similar, with differences being smaller than 2-3%. Moreover it was shown in Ref. natasha98  that microscopic calculations of ANCs for these mirror nuclei are very sensitive to the adopted $`NN`$ potentials, but their ratio is very stable.

Previously we have shown mukh01  that the 8B overlap function calculated in a single-particle approach is an excellent approximation to that obtained from microscopic calculations. Indeed we have used this fact to obtain ANCs for 8B $``$ 7Be + $`p`$ from transfer reactions azhari01 . In this single-particle approach, the spectroscopic factor is related to the ANC by $`C^2=Sb^2`$ mukh97  where $`b`$ is the single-particle ANC. Thus the mirror symmetry between the spectroscopic factors, coupled with the single-particle approximation, leads to a proportionality between the asymptotic normalization coefficients in 8B $``$ 7Be + $`p`$ and 8Li $``$ 7Li \+ $`n`$ (see Eq. (2)).

Mirror symmetry has been used frequently to obtain spectroscopic information pertinent to astrophysics barker95 ; kajino89 ; timo03 , but its application to direct capture reactions requires care. Although charge-symmetry breaking effects on the spectroscopic amplitudes only arise at the few percent level, this does not provide any relationship between the 7Be($`p`$,$`\gamma `$)8B proton capture rate and its mirror reaction 7Li($`n`$,$`\gamma `$)8Li. These reactions proceed via $`s`$-wave capture at low energies. Proton captures on 7Be occur only at large separation distances due to the Coulomb barrier, so their rate at astrophysical energies can be calculated from knowledge of the amplitude of the tail of the 8B two-body overlap function in the 7Be + $`p`$ channel, i.e. the ANC. In contrast, the absence of any Coulomb barrier coupled with the dominant $`s`$-wave capture in the 7Li + $`n`$ system implies that the amplitude for the mirror neutron capture reaction may have a substantial contribution from the nuclear interior, and it can not be calculated from the ANC alone. Thus, the proportionality between the ANCs in 8B $``$ 7Be + $`p`$ and 8Li $``$ 7Li \+ $`n`$ does not carry over to the direct capture rates.

We have used the neutron transfer reaction 13C(7Li,8Li)12C to obtain the ANCs for 8Li $``$ 7Li + $`n`$. The use of a stable beam in this experiment allows the measurement of the angular distribution with sufficient resolution that we are able to determine the strengths of the $`p_{3/2}`$ and $`p_{1/2}`$ components separately. Invoking mirror symmetry, we infer the ANCs for 8B $``$ 7Be + $`p`$ and use them to determine the astrophysical factor $`S_{17}`$. This is a new variation of the ANC approach that will also be useful in other nuclear systems.

The 13C(7Li,8Li)12C neutron transfer reaction at 9 MeV/u is dominated by a direct one-step process in which the last neutron in the target is picked up by the projectile. The process can be well described in DWBA satchler  and, as we show below, the transfer is peripheral at this energy. In previous publications mukh97 , we have given a general expression for peripheral reactions relating the angular distribution to DWBA cross sections and the appropriate ANCs. We chose 13C as a target because it has a relatively loosely bound neutron in a $`1p_{1/2}`$ orbital around a tightly bound core and the 13C $``$ 12C + $`n`$ ANC is known. The differential cross section for the 13C(7Li,8Li)12C neutron transfer reaction can be written as

$`{\displaystyle \frac{d\sigma }{d\mathrm{\Omega }}}=S_{p_{1/2}}(^{13}C)[S_{p_{3/2}}(^8Li)\sigma _{\frac{1}{2},\frac{3}{2}}^{DW}+S_{p_{1/2}}(^8Li)\sigma _{\frac{1}{2},\frac{1}{2}}^{DW}]`$
$`={\displaystyle \frac{(C_{{}_{}{}^{12}C,\frac{1}{2}}^{{}_{}{}^{13}C})^2}{b_{{}_{}{}^{12}C,\frac{1}{2}}^2}}\left[{\displaystyle \frac{(C_{{}_{}{}^{7}Li,\frac{3}{2}}^{{}_{}{}^{8}Li})^2}{b_{{}_{}{}^{7}Li,\frac{3}{2}}^2}}\sigma _{\frac{1}{2},\frac{3}{2}}^{DW}+{\displaystyle \frac{(C_{{}_{}{}^{7}Li,\frac{1}{2}}^{{}_{}{}^{8}Li})^2}{b_{{}_{}{}^{7}Li,\frac{1}{2}}^2}}\sigma _{\frac{1}{2},\frac{1}{2}}^{DW}\right],`$ (1)
where $`\sigma _{\frac{1}{2},\frac{3}{2}}^{DW}`$ and $`\sigma _{\frac{1}{2},\frac{1}{2}}^{DW}`$ are the DWBA cross sections for the $`p_{1/2}`$ $``$ $`p_{3/2}`$ and $`p_{1/2}`$ $``$ $`p_{1/2}`$ transitions. $`S_j(X)`$ are the spectroscopic factors in nucleus $`X`$, $`C_{Y,j}^X`$ are the ANCs for $`X`$ $``$ $`Y`$ \+ $`n`$, and $`b_{Y,j}`$ are the ANCs of the normalized single particle bound state neutron wave functions that are assumed in the DWBA calculations. For a neutron bound to the core, the Whittaker function appearing in the asymptotic behavior of the radial wave function in the proton case mukh97  must be replaced by the corresponding Hankel function. In the present case the calculated angular distributions for the two $`j`$ orbitals differ at small angles, which permits their contributions to be disentangled. To determine the ANCs for 8Li $``$ 7Li + $`n`$, $`(C_{{}_{}{}^{7}Li,\frac{3}{2}}^{{}_{}{}^{8}Li})^2`$ and $`(C_{{}_{}{}^{7}Li,\frac{1}{2}}^{{}_{}{}^{8}Li})^2`$ (denoted below as $`C_{p_{3/2}}^2`$ and $`C_{p_{1/2}}^2`$), we need to know the ANC $`(C_{{}_{}{}^{12}C,\frac{1}{2}}^{{}_{}{}^{13}C})^2`$. However, the ratio of the ANCs in 8Li can be obtained without using $`(C_{{}_{}{}^{12}C,\frac{1}{2}}^{{}_{}{}^{13}C})^2`$.

Charge symmetry implies that, to a good approximation, the spectroscopic amplitudes of 8Li and 8B are the same, as demonstrated by the theoretical calculations discussed above. Consequently, from the relationship $`(C_{Y,j}^X)^2=S_j(X)(b_{Y,j}^X)^2`$ mukh97 , one can relate the ANCs in 8B to those in 8Li,

$$C_{p_j}^2(^8B)=C_{p_j}^2(^8Li)b_{p_j}^2(^8B)/b_{p_j}^2(^8Li).$$
(2)
The single particle ANCs differ due to the different binding energies and the effect of the Coulomb interaction on the 8B radial wave functions.

The experiment was carried out with a 9 MeV/u beam of 7Li+1 ions from the K500 superconducting cyclotron at Texas A&M University. The beam was transported through the beam analysis system to the scattering chamber of the MDM magnetic spectrometer, where it interacted with a 300 $`\mu `$g/cm2 13C target. The target thickness was determined off-line using the energy loss of 228Th and 241Am $`\alpha `$ sources and confirmed on-line using the energy loss of the beam. The experimental setup, including the focal plane detector, was identical to that described in Ref. trache00 . The acceptance of the MDM spectrometer was limited to 4 in the horizontal by 1 in the vertical. An energy resolution of 120 keV and an angular resolution of 0.18, both FWHM, were obtained for the 8Li reaction products. Data for the transfer reaction were obtained for spectrometer settings between $`2^{}`$ and $`32^{}`$, which covers $`0^{}`$ to $`54^{}`$ in the center-of-mass frame. The angular range $`\mathrm{\Delta }\theta _{lab}=4^{}`$ covered by the entrance slit was divided into eight bins in the analysis, each point integrating over $`\delta \theta _{lab}=0.5^{}`$. Typically we moved the spectrometer by 3 at a time, allowing for an overlap that provided a self-consistency check of the data. The beam current was integrated with a calibrated Faraday cup at angles larger than 4. For angles around 0, we moved the spectrometer in 2 steps, and the data were normalized by matching with an overlapping angular region. This bootstrap approach was used for spectrometer settings out to 4. Measurements with the spectrometer on both sides of $`0^{}`$ were made to check beam alignment. The angular distribution for the population of the 8Li ground state is shown in Fig. 1.

DWBA calculations for the transfer reaction were carried out with the code PTOLEMY PTOLEMY . Entrance channel optical model parameters were obtained by fitting 7Li + 13C elastic scattering data at 9 MeV/u with a Woods-Saxon form, as reported in Ref. trache00 . The potentials labeled 1 and 2 from Table II of Ref. trache00  were used. Calculations were carried out using the same parameters for the exit channel, 8Li+12C. In addition, calculations were done with entrance/exit channel optical potentials which were obtained from folding-model potentials using the JLM(1) effective interaction JLM1  following the prescription developed in Ref. trache00 , and with phenomenological potentials from elastic scattering experiments for similar systems. A summary of the potentials used is presented in Table 1. Parameters from Ref. trache00  are given in rows 1 through 4. In rows 3 and 4 the renormalization coefficients $`N_V`$ and $`N_W`$ of the folded potentials are given instead of the potential depth. We used both the average renormalizations (‘average’) and those specifically fitted for the 7Li+13C case at 63 MeV (‘fit’). In rows 5 and 6 we list potential parameters extracted from neighboring systems at the same energy per nucleon. The last row (labeled JLM-WS) was obtained by fitting the exit channel folded potentials in the surface region ($`r=312`$ fm) with Woods-Saxon shapes and renormalizing the depths with the average $`N_V`$ and $`N_W`$.

Two components, $`p_{1/2}`$ $``$ $`p_{3/2}`$ and $`p_{1/2}`$ $``$ $`p_{1/2}`$, contribute to the 13C(7Li,8Li)12C reaction. Results of the DWBA calculations using the POT1 entrance and exit channel potential are shown in Fig. 1. The angular distribution for the $`p_{1/2}`$ $``$ $`p_{1/2}`$ component has a characteristic $`l_{tr}=0+1`$ shape, while that for the $`p_{1/2}`$ $``$ $`p_{3/2}`$ component has a different $`l_{tr}=1+2`$ shape. The data obtained for center-of-mass angles between $`0^{}`$ and $`30^{}`$ allow for a clear separation of the two components. Larger angles were not used due to increased contributions from multi-step processes. Combining the two components leads to the solid line fit.

In order to verify that the transfer reaction is peripheral, calculations with the POT1 potential parameters were carried out using seven different geometries for the Woods-Saxon potential well that binds the last neutron to the 7Li core. Both spectroscopic factors and ANCs were extracted for each calculation. Figure 2 shows the results, plotted against the single particle ANC $`b_{sp}`$, for the dominant $`p_{3/2}`$ component. The spectroscopic factors vary $`\pm 20\%`$ around the average, whereas the ANCs vary less than $`\pm 2\%`$, demonstrating that only the asymptotic part of the wave function contributes in the DWBA calculations and the transfer is peripheral. A similar result is found for the $`p_{1/2}`$ component. The ANCs extracted are therefore independent of the geometry of the single particle potential well used, whereas the spectroscopic factors are not.

Results obtained with different combinations of entrance/exit channel optical potentials are given in Table 2. Calculations done with folded potentials used the JLM(1) potentials with the corresponding projectile-target combination at the appropriate energy for each channel and the renormalization values given in Table 1. The extracted ANCs are given along with their ratio. We find $`C_{p_{1/2}}^2/C_{p_{3/2}}^2`$ = 0.13(2). The uncertainty is derived from the standard deviation of the values obtained for different optical potentials and from the uncertainties arising from the angular range used in the fits. This ratio does not depend on the ANC for the ground state of 13C or on the absolute values of the individual ANCs in 8Li, and is measured for the first time here.

To determine the absolute values of the ANCs in 8Li, the ANC in 13C was taken to be $`(C_{{}_{}{}^{12}C,\frac{1}{2}}^{{}_{}{}^{13}C})^2=2.35\pm 0.12`$ fm-1, as calculated from the value of the nuclear vertex constant, $`G^2=0.39\pm 0.02`$ fm, reported in natasha . The results given in Table 2 show small differences which arise, in part, from neglecting a small core-core correction in the nuclear part of the transition operator for the numerical potentials. Differences also arise from the different renormalizations used, from the inability of the Woods-Saxon shapes to reproduce the actual shape of double-folded potentials and from the angular range used in the fits. In particular, the fits with angular distributions calculated using numerical potentials are not good at larger angles and consequently have larger $`\chi ^2`$ values. This is apparent from the $`\chi ^2`$ values shown in Table 2 for the same calculations fit over different angular ranges. Overall, the results of the calculations are quite consistent. The variations obtained when using different optical potentials were used to estimate the uncertainties from the calculations. Weighing the calculations by $`\chi ^2`$ gives $`C_{p_{3/2}}^2(^8Li)=0.384\pm 0.038`$ fm-1 and $`C_{p_{1/2}}^2(^8Li)=0.048\pm 0.006`$ fm-1. Other averaging procedures give essentially identical results. The uncertainty in $`C_{p_{3/2}}^2`$ includes contributions from the overall normalization of the cross section (7%), choice of the angular range of the fit and the optical model potentials (5%), geometry of the neutron binding potential used in the DWBA calculations (1.5%), and the absolute value of the 13C ANC (5%). For the smaller component, $`C_{p_{1/2}}^2`$, the uncertainty in the fit due to different optical model potentials (8%) dominates.

The first excited state in 8Li, which is the mirror of the resonance at $`E_{cm}`$ = 633 keV in the 7Be($`p`$,$`\gamma `$)8B reaction, was also measured in the present experiment. The angular distribution is shown in Fig. 3, where it is compared with a fit using the POT1 optical model parameters. The same two components, $`p_{1/2}`$ $``$ $`p_{3/2}`$ and $`p_{1/2}`$ $``$ $`p_{1/2}`$, were calculated. The results from the fit are $`C_{p_{3/2}}^2(^8Li^{})=0.067\pm 0.007`$ fm-1 and $`C_{p_{1/2}}^2(^8Li^{})=0.015\pm 0.002`$ fm-1. The ratio of the ANCs is $`C_{p_{1/2}}^2/C_{p_{3/2}}^2(^8Li^{})=0.22(3)`$. Reference grigorenko  predicts a ratio of 0.35 for this state.

To obtain the ANCs in 8B corresponding to those in 8Li, we use Eq. (2) and assign an additional 3% uncertainty to account for possible charge-symmetry breaking effects. The ratio of the proton and neutron single particle ANCs is $`b_{p_j}^2(^8B)/b_{p_j}^2(^8Li)=1.055(20)`$. This ratio was obtained from single-particle wave functions calculated numerically for a neutron or a proton bound in a Woods-Saxon potential with the same geometry and the same spin-orbit interaction and with a depth adjusted to reproduce the experimental neutron or proton binding energy in 8Li or 8B. The potential depths were found to be nearly equal as the geometrical parameters were varied. This result is the same for both spin-orbit partners and the small uncertainty represents the weak dependence on the geometry of the potential that binds the proton or neutron around its respective core. Inserting this ratio into Eq. (2), we find $`C_{p_{3/2}}^2(^8B)=0.405\pm 0.041`$ fm-1 and $`C_{p_{1/2}}^2(^8B)=0.050\pm 0.006`$ fm-1. The use of the experimental determination of ANCs in 8Li to obtain those in 8B was suggested in Ref. natasha98  based on results of microscopic calculations for the two nuclei, but the ratios found there are somewhat different from the present one and their spread is considerably larger. However, in Ref. natasha98  the ratio is exaggerated because exactly the same model wave functions were used for the mirror nuclei 8B and 8Li. An evaluation within a single-particle model shows that the replacement of the neutron bound state wave function in the source term by the proton wave function leads to a decrease of the ratio by $`9\%`$, bringing the result of Ref. natasha98  into agreement with the number above.

The values found for the 8B ANCs are in good agreement with those obtained from proton transfer reactions at 12 MeV/u azhari01 , where the average of the values extracted in two similar experiments on different targets was found to be $`C_{p_{3/2}}^2(^8B)=0.388\pm 0.039`$ fm-1. The two spin-orbit components could not be separated there, so the value of 0.157 for the ratio, as predicted from a microscopic model calculation mukh90 , was used to extract the ANCs from the (7Be,8B) reactions. Changing this ratio to 0.13 decreases the value of $`S_{17}(0)`$ extracted from the proton transfer reactions by only 0.7%.

In Ref. trache01  the sum of the ANCs in 8B was extracted from breakup reactions at intermediate energies. The value found was $`C_{p_{3/2}}^2+`$ $`C_{p_{1/2}}^2=0.450\pm 0.039`$ fm-1. The present result gives $`C_{p_{3/2}}^2+C_{p_{1/2}}^2=0.455\pm 0.047`$ fm-1, in excellent agreement with the value from breakup. Thus the two different transfer reactions and 8B breakup all give similar values for the astrophysical factor, the present data giving $`S_{17}(0)=17.6\pm 1.7`$ eV b. This result is also in agreement, within uncertainties, with most of the existing results for $`S_{17}(0)`$ from direct or indirect methods hama ; strieder ; iwasa ; davids . It is not in good agreement with the two latest results from direct measurements jung ; haas , which claim very good accuracy. However, the present result is in good agreement with a very recent, high precision Coulomb dissociation study schum03  that also calls into question the low-energy extrapolation desc94  adopted by the recent direct measurements. In fact, the value of $`S_{17}(0)`$ inferred from the measurements in Ref. haas  also agrees with our result when the extrapolation to zero energy is done using the prescription in Ref. schum03 , rather than that in Ref. desc94 .

This is the first time that the rate of a direct capture reaction of astrophysical interest has been determined through a measurement of the ANCs in the mirror nuclear system. This represents a new variation of the asymptotic normalization coefficient technique that will be applicable in the future to other direct radiative transitions of astrophysical interest for which the proton capture ANC can be shown to be proportional to that in the mirror system and which would otherwise only be accessible through experiments with radioactive beams.

One of us (FC) acknowledges the support of the Cyclotron Institute, Texas A&M University, during which part of this work was completed. This work was supported in part by the U. S. Department of Energy under Grant No. DE-FG03-93ER40773, the U. S. National Science Foundation under Grant No. PHY-0140343, the Robert A. Welch Foundation, and EPSRC grant GR/M/82141.