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# On the Computation of Ratliff-Rush closure

## Introduction

Let $`R`$ be a Cohen-Macaulay Noetherian local ring of dimension $`d1`$ with maximal ideal $`𝐦`$ and residue field $`𝐤`$ that we may assume infinite. Given a $`𝐦`$-primary ideal $`IR`$ in  the Ratliff-Rush closure of $`I`$ is defined by $`\stackrel{~}{I}=_{k1}(I^{k+1}:I^k)),`$ and it holds that

$$\stackrel{~}{I}=\underset{k1}{}(I^{k+1}:(x_1^k,\mathrm{},x_d^k))$$

where $`x_1,\mathrm{},x_d`$ is a minimal reduction of $`I`$.

Although Ratliff-Rush behaves bad under most of the basic operations of commutative algebra it is a basic tool in the study of the Hilbert functions of primary ideals, see for example  and its reference list.

Shah defined in  a finite chain of ideals between $`I`$ and its integral closure $`\overline{I}`$

$$II_{[d]}\mathrm{}I_{[1]}\overline{I}$$

$`I_{[i]}`$ is the $`i`$-coefficient ideal of $`I`$, and $`I_{[d]}=\stackrel{~}{I}`$ the Ratliff-Rush closure of $`I`$. Few results are known about the explicit computation of coefficient ideals. Ciuperc$`\stackrel{˘}{\text{a}}`$ in  computed the first coefficient ideal of an ideal $`IR`$, $`R`$ is an $`(S_2)`$ ring, by considering the $`S_2`$-ification of the extended Rees algebra of $`I`$.

The aim of this paper is to present an algorithm for the computation of Ratliff-Rush closure. In the first section we prove some results on superficial sequences that enable us to describe, in the section two, an algorithm to compute Ratliff-Rush closure. We end the paper with some explicit computations of the Ratliff-Rush closure of ideals using the algorithm of this paper.

We will use freely  as a general reference for the algebraic concepts appearing in this paper. The computations of this paper are performed by using CoCoA, .

We thank Ciuperc$`\stackrel{˘}{\text{a}}`$ for the useful comments on a previous version of this paper. We also thank M.E. Rossi and W. Vasconcelos for pointing us that \[7, Corollary 3.4\] holds also for $`𝐦`$primary ideals.

## 1. On superficial sequences

Let $`I`$ be an $`𝐦`$-primary ideal of $`R`$. We denote by $`gr_I(R)=_{k0}I^k/I^{k+1}`$ the associated graded ring of $`I`$, and by $`l(I)`$ the analytic spread of $`I`$.

Let $`h_I(n)=length_R(R/I^{n+1})`$ be the Hilbert-Samuel function of $`I`$, $`n`$. Hence there exist integers $`e_j(I)`$ such that

$$p_I(X)=\underset{j=0}{\overset{d}{}}(1)^je_j(I)\left(\genfrac{}{}{0pt}{}{X+dj}{dj}\right)$$

is the Hilbert-Samuel polynomial of $`I`$, i.e. $`h_I(n)=p_I(n)`$ for $`n0`$. The integer $`e_j(I)`$ is the $`j`$th Hilbert coefficient of $`I`$, $`j=0,\mathrm{},d`$. Shah proved that coefficient ideals are the largest ideals $`I_{[t]}`$ containing $`I`$ and such that:

1. $`e_i(I)=e_i(I_{[t]})`$ for $`i=0,\mathrm{},t`$,
2. $`II_{[d]}\mathrm{}I_{[1]}\overline{I}`$

where $`\overline{I}`$ is the integral closure of $`I`$, . Notice that $`\stackrel{~}{I}`$ is the largest ideal containing $`I`$ and such that $`e_i(I)=e_i(\stackrel{~}{I})`$ for $`i=0,\mathrm{},d`$.

We say that $`xI`$ is a superficial element of $`I`$ if there exists an integer $`k_0`$ such that $`(I^{k+1}:x)=I^k`$ for $`kk_0`$. Since the residue field is infinite it hold:

1. a set elements $`x_1,\mathrm{},x_dI`$, such that their cosets $`\overline{x}_1,\mathrm{},\overline{x}_dI/𝐦I`$ are generic, form a superficial sequence $`x_1,\mathrm{},x_d`$ of $`I`$, i.e. $`x_i`$ is a superficial element of $`I/(x_1,\mathrm{},x_{i1})`$ for $`i=1,\mathrm{},d`$,
2. if $`x_1,\mathrm{},x_dI`$ is a set of elements such that

$$\text{ length }_R\left(\frac{R}{(x_1,\mathrm{},x_d)}\right)=e_0(I),$$

where $`e_0(I)`$ is the multiplicity of $`I`$, then $`x_1,\mathrm{},x_d`$ a superficial sequence of the ideal $`I`$,
3. if $`x_1,\mathrm{},x_d`$ is a superficial sequence of $`I`$ then $`J=(x_1,\mathrm{},x_d)`$ is a minimal reduction of $`I`$, .

Given a superficial element $`x`$ of $`I`$ if we write $`\overline{I}=I/(x)`$ then it is well known that

$$p_{\overline{I}}(X)=p_I(X)p_I(X1)=\underset{j=0}{\overset{d1}{}}(1)^je_j(I)\left(\genfrac{}{}{0pt}{}{X+d2j}{d1j}\right)$$

in particular $`e_i(\overline{I})=e_i(I)`$ for $`i=0,\mathrm{},d1`$. We define the postulation number $`pn(I)`$ of $`I`$ as the smallest integer $`n`$ such that $`h_I(t)=p_I(t)`$ for all $`tn`$. Given a superficial sequence $`x_1,\mathrm{},x_d`$ of $`I`$ we denote by $`pn(I;x_1,\mathrm{},x_d)`$ the maximum among $`pn(I)`$ and $`pn(I/(x_i))`$, $`i=1,\mathrm{},d`$.

###### Proposition 1.1.

Let $`I`$ be a $`𝐦`$primary ideal of $`R`$ and $`x`$ a superficial element of $`I`$. We denote by $`\overline{I}=I/(x)`$ the ideal of $`\overline{R}=R/(x)`$. For all $`kpn(I;x)+1`$ it holds

$$(I^{k+1}:x)=I^k.$$

###### Proof.

Let us consider the exact sequence

$$0\frac{(I^{k+1}:x)}{I^k}\frac{R}{I^k}\stackrel{.x}{}\frac{R}{I^{k+1}}\frac{\overline{R}}{\overline{I}^{k+1}}0,$$

so

$$\text{ length }_R\left(\frac{(I^{k+1}:x)}{I^k}\right)=h_I(k1)h_I(k)+h_{\overline{I}}(k).$$

If $`kpn(I;x)+1`$ then we have that $`h_I(k)=p_I(k)`$, $`h_I(k1)=p_I(k1)`$ and $`h_{\overline{I}}(k)=p_{\overline{I}}(k)`$, so

$$\text{ length }_R\left(\frac{(I^{k+1}:x)}{I^k}\right)=p_I(k1)p_I(k)+p_{\overline{I}}(k).$$

On the other hand, since $`x`$ is a superficial element of $`I`$ we have that $`p_{\overline{I}}(X)=p_I(X)p_I(X1)`$ then $`(I^{k+1}:x)=I^k`$ for all $`kpn(I;x)+1`$. ∎

Notice that for the explicit computations of coefficient ideals it is enough to consider the number $`pn(I;,x_1,\mathrm{},x_d)`$, Theorem 2.1 $`(i)`$, but if we look for a explicit formula of the Ratliff-Rush closure avoiding the computation of superficial sequences we have to consider the Castelnuovo-Mumford regularity, Theorem 2.1 $`(ii)`$.

Given a standard $`A_0`$-algebra $`A=A_0A_1\mathrm{}`$ with $`A_0`$ an Artin ring, we denote by $`\text{ reg }(A)`$ the Castelnuovo-Mumford regularity of $`A`$, i.e. the smallest integer $`m`$ such that $`H_{A_+}^i(A)_n=0`$ for all $`i=0,\mathrm{},d`$ and $`nmi+1`$, where $`A_+=A_1\mathrm{}`$ the irrelevant ideal of $`A`$.

We denote by $`f:^2`$ the numerical function defined by

$$f(e,d)=\{\begin{array}{cc}e1\hfill & \text{if }d=1\hfill \\ e^{2(d1)!1}(e1)^{(d1)!}\hfill & \text{if }d2\hfill \end{array}$$

Rossi, Trung and Valla prove that $`f(e,d)`$ is an upper bound of the Castelnuovo-Mumford regularity of the associated graded ring of $`I`$, see Proposition 1.2.

Given a minimal reduction $`J`$ of $`I`$ we denote by $`r_J(I)`$ the reduction number of $`I`$ with respect to $`I`$, i.e. the smallest integer $`r`$ such that $`I^{r+1}=JI^r`$.

In the next result we relate some of the numerical characters that we already defined in this paper.

###### Proposition 1.2.

Let $`R`$ be a Cohen-Macaulay local ring of dimension $`d1`$. Let $`I`$ be a $`𝐦`$-primary ideal of $`R`$ and $`J=(x_1,\mathrm{},x_d)`$ a minimal reduction of $`I`$. Then

1. $`r_J(I)\text{ reg }(gr_I(R))f(e_0(I),d)`$, and
2. $`pn(I;x_1,\mathrm{},x_d)f(e_0(I),d)+1`$.

###### Proof.

$`(i)`$ The first inequality comes from \[10, Proposition 3.2\], see also \[1, Theorem 18.3.12\]. The second inequality is due to Rossi, Trung and Valla, \[7, Corollary 3.4\] .

$`(ii)`$ Notice that from Serre’s formula, \[2, Theorem 4.4.3\], and the right hand side inequality in $`(i)`$ we have that $`pn(I)f(e_0(I),d)+1`$ and $`pn(I/(x_i))f(e_0(I/(x_i)),d1)+1`$, $`i=1,\mathrm{},d`$. Since $`e_0(I)=e_0(I/(x_i))`$ and $`f(e,d1)f(e,d)`$, we get the claim. ∎

Notice that in \[7, Corollary 3.4\] the right hand side inequality in $`(i)`$ of the above result is proved for the maximal ideal $`I=𝐦`$, but the proof holds also for general $`𝐦`$primary ideals.

###### Corollary 1.3.

Let $`x`$ be a superficial element of $`I`$. For all $`kf(e_0(I),d)+2`$ we have

$$(I^{k+1}:x)=I^k.$$

###### Proof.

It is a consequence of Proposition 1.2 $`(ii)`$ and Proposition 1.1. ∎

## 2. An algorithm for computing Ratliff-Rush closure

In this section we compute explicitly Ratliff-Rush closure by using Proposition 1.1 and Corollary 1.3. We consider the increasing ideal chain

$$_1_2\mathrm{}_k\mathrm{}$$

where

$$_k=(I^{k+1}:(x_1^k,\mathrm{},x_d^k)).$$

Notice that $`\stackrel{~}{I}=_{k1}_k`$ is the Ratliff-Rush closure of $`I`$.

###### Theorem 2.1.

Let $`R`$ be a Cohen-Macaulay local ring of dimension $`d1`$. Let $`I`$ be an $`𝐦`$-primary ideal of $`R`$ and let $`x_1,\mathrm{},x_d`$ be a superficial sequence of $`I`$.

1. For all $`kpn(I;x_1,\mathrm{},x_d)+1`$ it holds that

$$\stackrel{~}{I}=(I^{k+1}:(x_1^k,\mathrm{},x_d^k)).$$
2. For all $`k(d+1)(f(e_0(I))+2)`$ it holds that

$$\stackrel{~}{I}=(I^{k+1}:I^k).$$

###### Proof.

$`(i)`$ We have to prove that for all $`kpn(I;x_1,\mathrm{},x_d)+1`$ it holds $`_k=_{k+1}.`$ Notice that for all $`n1`$ we have $`_n_{n+1}`$ so we only need to prove $`_{k+1}_k`$. Given $`a_{k+1}`$ we have $`ax_i^{k+1}=x_i(ax_i^k)I^{k+2}`$, for all $`i=1\mathrm{},d`$. Since $`kpn(I;x_1,\mathrm{},x_d)+1`$ from Proposition 1.1 we get $`ax_i^kI^{k+1}`$ for all $`i=1,\mathrm{},d`$, so $`a_k`$.

$`(ii)`$ Notice that $`J=(x_1,\mathrm{},x_d)`$ is a minimal reduction of $`I`$ so for all $`kr_J(I)`$

$$I^{(d+1)k}=I^{dk}(x_1^k,\mathrm{},x_d^k).$$

From Proposition 1.2 we have that $`r_J(I)reg(gr_I(R))f(e_0(I),d)`$. Let $`nf(e_0(I),d)+2`$ be an integer and let $`a\stackrel{~}{I}`$ be an element of the Rattlif-Rush closure of $`I`$. Hence from $`(i)`$ we have $`ax^{[k]}I^{k+1}`$ and since $`I^{(d+1)k}=I^{dk}(x_1^k,\mathrm{},x_d^k)`$ we get

$$aI^{(d+1)k}aI^{dk}(x_1^k,\mathrm{},x_d^k)I^{(d+1)k+1}.$$

In particular we have $`a(I^{(d+1)k+1}:I^{(d+1)k})`$, since by definition $`(I^{(d+1)k+1}:I^{(d+1)k})\stackrel{~}{I}`$ we get the claim. ∎

From the last result we deduce that the problem of computing the Ratliff-Rush closure can be reduced to the computation of the postulation number of $`I`$ and its quotients $`I/(x_i)`$, $`i=1,\mathrm{},d`$. Next we recall how to compute these numbers.

We denote by $`PS_I(X)[[X]]`$ the Poincaré series of $`I`$

$$PS_I(X)=\underset{i0}{}length_R\left(\frac{I^i}{I^{i+1}}\right)X^i$$

it is known that there exists a degree $`s`$ polynomial $`f(X)=_{i=0}^sa_iX^i[X]`$ such that

$$PS_I(X)=\frac{f(X)}{(1X)^d}.$$

It is easy to prove that $`e_0(I)=_{i=0}^sa_i`$ and that $`pn(I)=sd`$.

###### Remark 2.2.

It is well known that the computation of the Poincaré series of $`I`$ and its quotients $`I/(x_i)`$ can be reduced to a elimination of variables process, see for example the library primary.lib of CoCoa, .

An algorithm for computing the Ratliff-Rush closure.

1. Compute the Poincaré series of $`I`$. Then we know the multiplicity $`e_0(I)`$ and the postulation number $`pn(I)`$ of $`I`$.
2. Find $`d`$ generic elements $`x_1,\mathrm{},x_d`$ of the $`𝐤`$vector space $`I/𝐦I`$ such that $`length_R(R/(x_1,\mathrm{},x_d))=e_0(I)`$. Recall that $`x_1,\mathrm{},x_d`$ is a superficial sequence of $`I`$ and generates a minimal reduction of $`I`$.
3. As in Step 1 compute $`PS_{I/(x_i)}=f_i(X)/(1X)^{d1}`$ for $`i=1,\mathrm{},d`$. From this and the fact $`pn(I/(x_i))=deg(f_i)(d1)`$ we can compute $`pn(I;x_1,\mathrm{},x_d)`$.
4. For $`kpn(I;x_1,\mathrm{},x_d)+1`$ we get

$$\stackrel{~}{I}=(I^{k+1}:(x_1^k,\mathrm{},x_d^k)).$$

###### Remark 2.3.

Notice that if $`I`$ is a monomial ideal then Step 4 can be performed without Gröbner basis computation.

We will show how to compute the Ratliff-Rush closure in some explicit examples of  and .

###### Example 2.4.

Example 1.10 of . Let $`I=(x^{10},y^5,xy^4,x^8y)`$ be an ideal of $`R=𝐤[x,y]_{(x,y)}`$. The Poincaré series of $`I`$ is

$$PS_I(X)=\frac{35+4X+4X^2+4X^32X^4}{(1X)^2},$$

so $`e_0(I)=45`$ and $`pn(I)=2`$. Since the length of $`R/(y^5+x^{10}+x^8y,xy^4)`$ is $`45=e_0(I)`$ we deduce that $`y^5+x^{10}+x^8y,xy^4`$ is a superficial sequence of $`I`$. A CoCoA computation shows that

$$PS_{I/(xy^4)}(X)=\frac{35+6X+2X^2+2X^3}{1X},$$

and

$$PS_{I/(y^5+x^{10}+x^8y)}(X)=\frac{35+6X+4X^2}{1X},$$

so $`pn(I;y^5+x^{10}+x^8y,xy^4)=2`$. Then by Theorem 2.1 $`(i)`$ we get

$$I\stackrel{~}{I}=(I^4:((y^5+x^{10}+x^8y)^3,(xy^4)^3)))=(x^{10},y^5,xy^4,x^7y^2,x^6y^3,x^8y).$$

###### Remark 2.5.

Let $`x_1=y^5+x^{10}+x^8y,x_2=xy^4`$ be the minimal reduction of the ideal $`I`$ of the last example. Since $`pn(I;x_1,x_2)=2`$ we have that $`\stackrel{~}{I}=(I^4:(x_1^3,x_2^3))`$. On the other hand, Theorem 2.1 $`(ii)`$ gives that $`\stackrel{~}{I}=(I^{k+1}:I^k)`$ for all $`k540`$, this is a hard computation.

###### Example 2.6.

Example 1.4 of . Let us consider the ideal

$$I=(y^{22},x^4y^{18},x^7y^{15},x^8y^{14},x^{11}y^{11},x^{14}y^8,x^{15}y^7,x^{18}y^4,x^{22})$$

of the local ring $`R=𝐤[x,y]_{(x,y)}`$. A similar computation as we did in the previous example shows that $`I=\stackrel{~}{I}`$ and

$$I^2\stackrel{~}{I^2}=I^2+(x^{24}y^{20},x^{20}y^{24}).$$

###### Example 2.7.

Example 3.3 of . Let us consider the ideal

$$I=(x^8,x^3y^2,x^2y^4,y^8)$$

of the local ring $`R=𝐤[x,y]_{(x,y)}`$. A similar computation as before shows that $`I=\stackrel{~}{I}`$.

Ciuperc$`\stackrel{˘}{\text{a}}`$ in  computed the first coefficient ideal of $`I`$:

$$I=\stackrel{~}{I}I_{[1]}=(x^8,x^3y^2,x^2y^4,xy^6,y^8).$$


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# Colloid-induced polymer compression

## 1 Introduction

The physical properties of soft matter systems are often influenced by size polydispersity on mesoscopic length scales . In colloidal suspensions, for example, variations in particle size can profoundly affect fluid-solid transitions . In polymer solutions, chain length (degree of polymerization) often has a broad distribution. In practice, distributions in colloidal particle radius and polymer chain length often can be narrowed by physical selection or special synthesis methods. However, even monodisperse polymer chains have a radius of gyration that fluctuates in response to the surrounding environment. In this sense, polymers in solution are fundamentally polydisperse.

Polydispersity is especially relevant in mixtures of colloids and nonadsorbing (free) polymers, in which the polymer size sets the range of effective depletion-induced interactions between colloidal particles. A popular basis for modelling colloid-polymer (CP) mixtures is the Asakura-Oosawa (AO) model . The AO model neglects fluctuations in chain conformations by approximating the polymers as effective spheres of fixed radius that are excluded from the hard-sphere (HS) colloids. The model further ignores polymer-polymer interactions by treating the polymer spheres as freely interpenetrating, an approximation at best justified in a theta solvent.

Despite its simplicity, the AO model qualitatively captures thermodynamic phase behaviour observed in real CP mixtures – in particular, bulk fluid demixing into colloid-rich and -poor phases . To address quantitative discrepancies with experiment, several recent studies have gone further to include polymer-polymer interactions – in both good solvents  and poor  – and polydispersity in polymer chain length . In all of these studies, however, the polymers are modelled as effective spheres of fixed size (or fixed size distribution).

An issue that has not yet been widely explored is the influence of colloidal confinement on polymer conformations and implications for phase behaviour of CP mixtures. Polymers near surfaces and polymer-mediated interactions between surfaces have been examined by a variety of theoretical approaches, including scaling theory , integral equation theory , classical density-functional (DF) theory , and field-theoretic methods . A far more challenging problem is the influence on polymers of confinement to a fluctuating random porous medium created by colloidal particles in suspension.

Numerical studies of colloids mixed with segmented polymer chains give some insight into polymer conformations in CP mixtures. Meijer and Frenkel  performed Monte Carlo simulations of hard spheres mixed with ideal (noninteracting) lattice-polymers. Dickman and Yethiraj  simulated mixtures of hard spheres and off-lattice polymer chains, modelled as freely-jointed “pearl necklaces” of hard spheres. Simulations such as these have revealed the potential importance of fluctuations in polymer size and shape in CP mixtures.

Here we consider an intermediate model in which the polymers maintain spherical shape but can adjust their radius-of-gyration distribution to the bulk colloid concentration. The constraint of fixed polymer size is thus relaxed by endowing the effective polymer spheres with an internal degree of freedom that can respond to colloidal confinement. We study the phase behaviour of a model mixture of HS colloids and compressible polymers by means of a geometry-based DF theory. Confinement-induced adjustments in polymer size are permitted by including in the free energy functional the free energy of ideal polymers, derived from the exact radius-of-gyration distribution of a random-walk chain.

The theory, when applied to bulk fluid phases, predicts both the demixing binodal and the polymer size distribution as a function of colloid and polymer concentrations. For sufficiently large polymer-to-colloid size ratio, the model displays bulk fluid demixing into colloid-rich and -poor phases, qualitatively similar to the behaviour of the AO model. Upon demixing, however, the relatively unconfined polymers in the colloid-poor (vapour) phase coexist with compressed polymers in the colloid-rich (liquid) phase. We find that the polymer radius of gyration can be significantly reduced, by up to 20 percent or more, in the colloidal liquid phase. Correspondingly, the fluid demixing binodal shifts relative to the incompressible-polymer binodal.

Next, in Sec. 2, we explicitly define the model system. In Sec. 3, we construct an appropriate classical DF theory that incorporates the conformational free energy of the polymer chains. Results for demixing phase diagrams and polymer size distributions are presented in Sec. 4. Finally, we conclude in Sec. 5.

## 2 Model

The model we consider is a generalization of the AO model to the case of compressible polymers. Explicitly, we consider a mixture of hard colloidal spheres (species $`C`$), of monodisperse radius $`R_C`$, and non-adsorbing, linear polymer chains (species $`P`$), monodisperse in length, but polydisperse in radius of gyration, $`R_P`$, in a volume $`V`$ at a temperature $`T`$ near the theta temperature. The restriction to a theta solvent allows the polymer chains to be reasonably approximated as noninteracting random walks. The colloids interact via a hard-sphere pair potential: $`v_{CC}(r)=\mathrm{}`$, if $`r<2R_C`$, zero otherwise, where $`r`$ is the centre-centre interparticle distance. When interacting with colloids, each polymer is assumed to behave as an effective hard sphere of radius equal to its radius of gyration: $`v_{CP}(r)=\mathrm{}`$, if $`r<R_C+R_P`$, zero otherwise. Finally, interactions between polymers vanish for all distances: $`v_{PP}(r)=0`$.

To fix the polymer chemical potential, it is convenient to imagine a reservoir of pure polymer solution with which the system can freely exchange polymer (but not colloid) through a semi-permeable membrane. The reservoir also serves as a colloid-free reference state in which the polymer assumes an ideal radius-of-gyration distribution. Bulk fluid states are specified by the mean colloid and polymer (reservoir) number densities, $`\rho _C`$ and $`\rho _P`$ ($`\rho _P^r`$), respectively. As bulk thermodynamic parameters, we use the colloid packing fraction, $`\eta _C=(4\pi /3)\rho _CR_C^3`$, and effective polymer packing fractions, $`\eta _P=(4\pi /3)\rho _P(R_g^r)^3`$ and $`\eta _P^r=(4\pi /3)\rho _P^r(R_g^r)^3`$, where $`R_g^r`$ denotes the root-mean-square (rms) radius of gyration in the reservoir, a quantity that is directly accessible in experiments. The reservoir polymer-to-colloid size ratio, $`R_g^r/R_C`$, provides a useful control parameter for tuning interparticle interactions, and thus thermodynamics.

## 3 Theory

### 3.1 Density Functional Theory

To investigate thermodynamic properties of the model system, we focus on the Helmholtz free energy as a functional of the inhomogeneous density profiles: the colloid density, $`\rho _C(𝐫)`$, and a continuum of polymer densities, $`\{\rho _P(𝐫;R_P)\}`$, indexed by $`R_P`$ and normalized to the mean polymer density via $`V^1\mathrm{d}^3r_0^{\mathrm{}}dR_P\rho _P(𝐫;R_P)=\rho _P`$. It is convenient to separate the total free energy functional into three terms:

$`F[\rho _C(𝐫),\{\rho _P(𝐫;R_P)\}]`$ $`=`$ $`F_{\mathrm{id}}[\rho _C(𝐫),\{\rho _P(𝐫;R_P)\}]+F_{\mathrm{ex}}[\rho _C(𝐫),\{\rho _P(𝐫;R_P)\}]`$ (1)
$`+`$ $`{\displaystyle \mathrm{d}^3r_0^{\mathrm{}}dR_P\rho _P(𝐫;R_P)f_{\mathrm{chain}}(𝐫;R_P;[\rho _C(𝐫)])},`$
where $`F_{\mathrm{id}}`$ is the ideal free energy, $`F_{\mathrm{ex}}`$ is the excess free energy in the AO model generalized to polydisperse (but incompressible) polymer, and $`f_{\mathrm{chain}}(𝐫;R_P;[\rho _C(𝐫)])`$ is the local free energy of a compressible polymer chain. The third term in Eq. (1) stems from the internal degrees of freedom of the chains and is formally equivalent to the contribution of an external potential acting on the polymers. The ideal free energy, associated with (centre-of-mass) translational and mixing entropy of the colloids and polymers, is given exactly by

$`\beta F_{\mathrm{id}}`$ $`=`$ $`{\displaystyle \mathrm{d}^3r\rho _C(𝐫)\left[\mathrm{ln}\left(\rho _C(𝐫)\mathrm{\Lambda }_C^3\right)1\right]}`$ (2)
$`+`$ $`{\displaystyle \mathrm{d}^3r_0^{\mathrm{}}dR_P\rho _P(𝐫;R_P)\left[\mathrm{ln}\left(\rho _P(𝐫;R_P)\mathrm{\Lambda }_P^3\right)1\right]},`$
where $`\beta 1/k_\mathrm{B}T`$, $`k_\mathrm{B}`$ is Boltzmann’s constant, and $`\mathrm{\Lambda }_C`$ and $`\mathrm{\Lambda }_P`$ are the respective colloid and polymer thermal wavelengths.

The excess free energy, arising from interactions, must be approximated. For this purpose, we adopt a geometry-based DF approach, which is immediately applicable to multi-component systems. As a basis, we start from a recently-proposed DF theory  for a binary CP mixture in the AO model, the homogeneous limit of which is equivalent to the free volume theory of Lekkerkerker et al . Here we generalize this theory  to mixtures of monodisperse colloids and polydisperse polymers. Following previous work , the excess free energy is expressed in the form

$$\beta F_{\mathrm{ex}}=\mathrm{d}^3x\mathrm{\Phi }(\{n_\nu ^C(𝐱)\},\{n_\nu ^P(𝐱)\}),$$
(3)
where the excess free energy density, $`\mathrm{\Phi }`$, is a function of a set of weighted densities for colloid and polymer species. The weighted densities are defined as convolutions, with respect to geometric weight functions of the actual density profiles and, in the case of polymers, integration over radius of gyration:

$`n_\nu ^C(𝐱)`$ $`=`$ $`{\displaystyle \mathrm{d}^3r\rho _C(𝐫)w_\nu (𝐱𝐫;R_C)},`$ (4)
$`n_\nu ^P(𝐱)`$ $`=`$ $`{\displaystyle \mathrm{d}^3r_0^{\mathrm{}}dR_P\rho _P(𝐫;R_P)w_\nu (𝐱𝐫;R_P)}.`$ (5)
We use standard fundamental-measure weight functions , $`w_\nu (𝐫;R)`$, $`\nu =`$0,1,2,3,v1,v2,m2, for spheres of radius $`R`$, given by

$$w_2(𝐫;R)=\delta (Rr),w_3(𝐫;R)=\mathrm{\Theta }(Rr),$$
(6)
$$𝐰_{\mathrm{v2}}(𝐫;R)=\delta (Rr)\frac{𝐫}{r},\widehat{𝐰}_{\mathrm{m2}}(𝐫;R)=\delta (Rr)\left(\frac{\mathrm{𝐫𝐫}}{r^2}\frac{\widehat{\mathrm{𝟏}}}{3}\right),$$
(7)
where $`r=|𝐫|`$, $`\delta (r)`$ is the Dirac distribution, $`\mathrm{\Theta }(r)`$ is the step function, and $`\widehat{\mathrm{𝟏}}`$ is the identity matrix. Further, linearly dependent weight functions are $`w_1(𝐫;R)=w_2(𝐫;R)/(4\pi R)`$, $`w_0(𝐫;R)=w_1(𝐫;R)/R`$, and $`𝐰_{\mathrm{v1}}(𝐫;R)=𝐰_{\mathrm{v2}}(𝐫;R)/(4\pi R)`$. The weight functions have dimensions $`(\mathrm{length})^{\nu 3}`$ and differ in tensorial rank: $`w_0,w_1,w_2`$, and $`w_3`$ are scalars; $`𝐰_{\mathrm{v1}}`$ and $`𝐰_{\mathrm{v2}}`$ are vectors; and $`\widehat{𝐰}_{\mathrm{m2}}`$ is a (traceless) matrix.

The excess free energy density in Eq. (3) separates naturally into three parts:

$$\mathrm{\Phi }=\mathrm{\Phi }_1+\mathrm{\Phi }_2+\mathrm{\Phi }_3,$$
(8)
which are defined as

$`\mathrm{\Phi }_1`$ $`=`$ $`{\displaystyle \underset{i=C,P}{}}n_0^i\phi _i(n_3^C,n_3^P),`$ (9)
$`\mathrm{\Phi }_2`$ $`=`$ $`{\displaystyle \underset{i,j=C,P}{}}\left(n_1^in_2^j𝐧_{\mathrm{v1}}^i𝐧_{\mathrm{v2}}^j\right)\phi _{ij}(n_3^C,n_3^P),`$ (10)
$`\mathrm{\Phi }_3`$ $`=`$ $`{\displaystyle \frac{1}{8\pi }}{\displaystyle \underset{i,j,k=C,P}{}}({\displaystyle \frac{1}{3}}n_2^in_2^jn_2^kn_2^i𝐧_{\mathrm{v2}}^j𝐧_{\mathrm{v2}}^k`$ (11)
$`+`$ $`{\displaystyle \frac{3}{2}}[𝐧_{\mathrm{v2}}^i\widehat{𝐧}_{\mathrm{m2}}^{}{}_{}{}^{j}𝐧_{\mathrm{v2}}^k\mathrm{tr}\left(\widehat{𝐧}_{\mathrm{m2}}^{}{}_{}{}^{i}\widehat{𝐧}_{\mathrm{m2}}^{}{}_{}{}^{j}\widehat{𝐧}_{\mathrm{m2}}^{}{}_{}{}^{k}\right)]\left)\phi _{ijk}\right(n_3^C,n_3^P).`$
Here $`\mathrm{tr}`$ denotes the trace operation and

$$\phi _{i\mathrm{}k}(\eta _C,\eta _P)=\frac{^m}{\eta _i\mathrm{}\eta _k}\beta F_{0\mathrm{d}}(\eta _C,\eta _P)$$
(12)
are derivatives of the zero-dimensional (0d) excess free energy,

$$\beta F_{0\mathrm{d}}(\eta _C,\eta _P)=(1\eta _C\eta _P)\mathrm{ln}(1\eta _C)+\eta _C.$$
(13)
Equations (3)-(13) completely specify the excess free energy in Eq. (1).

### 3.2 Application to Bulk Fluids

For bulk fluid states, the density profiles are spatially constant. In the homogeneous limit \[$`\rho _C(𝐫)\rho _C`$ and $`\rho _P(𝐫;R_P)\rho _P(R_P)`$\], Eq. (1) yields the bulk fluid free energy density:

$`{\displaystyle \frac{\beta F}{V}}`$ $`=`$ $`\rho _C\left[\mathrm{ln}\left(\rho _C\mathrm{\Lambda }_C^3\right)1\right]+{\displaystyle _0^{\mathrm{}}}dR_P\rho _P(R_P)\left[\mathrm{ln}\left(\rho _P(R_P)\mathrm{\Lambda }_P^3\right)1\right]`$ (14)
$`+`$ $`\varphi _{\mathrm{hs}}(\eta _C){\displaystyle _0^{\mathrm{}}}dR_P\rho _P(R_P)\left[\mathrm{ln}\alpha (R_P;\eta _C)f_{\mathrm{chain}}(R_P;\eta _C)\right],`$
which is still a functional of the polymer density distribution, $`\rho _P(R_P)`$. Here $`\varphi _{\mathrm{hs}}(\eta _C)`$ is the excess free energy density of the pure HS system, given by

$$\varphi _{\mathrm{hs}}(\eta _C)=\frac{3\eta _C[3\eta _C(2\eta _C)2(1\eta _C)^2\mathrm{ln}(1\eta _C)]}{8\pi R_C^3(1\eta _C)^2},$$
(15)
the same result as in the scaled-particle and Percus-Yevick compressibility approximations , and $`\alpha (R_P;\eta _C)`$ is the free volume fraction, i.e., the fraction of the total volume not excluded to the polymer by the HS colloids, given implicitly by

$$\mathrm{ln}\alpha (R_P;\eta _C)=\mathrm{ln}(1\eta _C)\underset{m=1}{\overset{3}{}}C_m\gamma ^m,$$
(16)
where $`\gamma =\eta _C/(1\eta _C)`$ and the coefficients are polynomials in the polymer-to-colloid size ratio, $`q=R_P/R_C`$: $`C_1=3q+3q^2+q^3`$, $`C_2=9q^2/2+3q^3`$, and $`C_3=3q^3`$.

It is worth noting that the free volume fraction is related to the polymer one-particle direct correlation function,

$$c_P^{(1)}(𝐫;R_P;[\rho _C(𝐫)])=\beta \frac{\delta F_{\mathrm{ex}}}{\delta \rho _P(𝐫;R_P)},$$
(17)
which has its physical origin in colloid-polymer correlations. Substituting our DF approximation for $`F_{\mathrm{ex}}`$ into Eq. (17) and taking the homogeneous limit, we obtain

$$c_P^{(1)}(R_P;\eta _C)=\underset{\nu }{}\frac{\mathrm{\Phi }}{n_\nu ^P}w_\nu (R_P)=\mathrm{ln}\alpha (R_P;\eta _C),$$
(18)
where $``$ denotes a convolution. Because our approximate excess free energy functional is linear in the polymer density, $`c_P^{(1)}(R_P;\eta _C)`$ is independent of $`\rho _P(R_P)`$, depending only on the colloid density.

In equilibrium, the polymer density distribution in Eq. (14) is fixed by the Euler-Lagrange equation for the polymers:

$$\frac{\delta (F/V)}{\delta \rho _P(R_P)}=\mu _P(R_P),$$
(19)
where $`\mu _P(R_P)`$ is the chemical potential of polymers with radius of gyration $`R_P`$. Substituting Eq. (14) into Eq. (19), we have

$$\mathrm{ln}\left(\rho _P(R_P;\eta _C)\mathrm{\Lambda }_P^3\right)\mathrm{ln}\alpha (R_P;\eta _C)+\beta f_{\mathrm{chain}}(R_P)=\beta \mu _P(R_P),$$
(20)
where $`\rho _P(R_P;\eta _C)`$ is the equilibrium polymer density distribution at bulk colloid volume fraction $`\eta _C`$. Here we make the simplifying assumption that the chain free energy of a polymer with given $`R_P`$ in the system is the same as that of an equal-sized polymer in the reservoir, and thus independent of colloid concentration. Because the system and reservoir must be in equilibrium with respect to polymer exchange, the right side of Eq. (20) can be equated with the chemical potential of the corresponding polymer species in the reservoir:

$$\mu _P(R_P)=\mu _P^r(R_P)=\beta ^1\mathrm{ln}\left(\rho _P^r(R_P)\mathrm{\Lambda }_P^3\right)+f_{\mathrm{chain}}(R_P),$$
(21)
where $`\rho _P^r(R_P)`$ denotes the polymer density distribution in the reservoir. Further progress is facilitated by factoring the reservoir polymer density distribution, according to

$$\rho _P^r(R_P)=\rho _P^rP^r(R_P),$$
(22)
where $`\rho _P^r`$ and $`P^r(R_P)`$ are the mean density and radius-of-gyration probability distribution, respectively, of polymers in the reservoir. The advantage of Eq. (22) is that the probability distribution is simply related to the chain free energy via

$$\beta f_{\mathrm{chain}}(R_P)=\mathrm{ln}P^r(R_P)+\mathrm{constant}\mathrm{independent}\mathrm{of}R_P,$$
(23)
the arbitrary additive constant being chosen to normalize the distribution: $`_0^{\mathrm{}}dR_PP^r(R_P)=1`$. Combining Eqs. (20) and (21), and using Eqs. (22) and (23), we obtain

$$\rho _P(R_P;\eta _C)=\rho _P^r\alpha (R_P;\eta _C)P^r(R_P)=\alpha (R_P;\eta _C)\rho _P^r(R_P).$$
(24)
The mean polymer densities in the system and reservoir are now seen to be related via

$$\rho _P(\eta _C)=_0^{\mathrm{}}dR_P\rho _P(R_P;\eta _C)=\rho _P^r\alpha _{\mathrm{eff}}(\eta _C),$$
(25)
where

$$\alpha _{\mathrm{eff}}(\eta _C)=_0^{\mathrm{}}dR_P\alpha (R_P;\eta _C)P^r(R_P)$$
(26)
is an effective free volume fraction. Equation (25) is a generalization of the incompressible-polymer relation, $`\rho _P(\eta _C)=\rho _P^r\alpha (\eta _C)`$, from free volume theory . Factoring $`\rho _P(R_P;\eta _C)`$ according to

$$\rho _P(R_P;\eta _C)=\rho _P(\eta _C)P(R_P;\eta _C),$$
(27)
serves to define

$$P(R_P;\eta _C)=\frac{\alpha (R_P;\eta _C)}{\alpha _{\mathrm{eff}}(\eta _C)}P^r(R_P)$$
(28)
as the normalized radius-of-gyration probability distribution of polymers in the system. Equation (28) makes manifest that the radius-of-gyration distribution in the system depends on colloid concentration and differs from the distribution in the reservoir.

Finally, substituting Eqs. (23) and (24) into Eq. (14) and rearranging, we obtain the equilibrium bulk fluid free energy density,

$$\frac{\beta F}{V}=\rho _C\left[\mathrm{ln}\left(\rho _C\mathrm{\Lambda }_C^3\right)1\right]+\rho _P^r\alpha _{\mathrm{eff}}(\eta _C)\left[\mathrm{ln}(\rho _P^r\mathrm{\Lambda }_P^3)1\right]+\varphi _{\mathrm{hs}}(\eta _C).$$
(29)
Equations (28) and (29) are the main theoretical results of the paper and our basis for calculating polymer size distributions and phase behaviour in Sec. 4. Practical implementation, however, first requires specification of $`P^r(R_P)`$.

### 3.3 Radius of Gyration Probability Distribution

To approximate the radius-of-gyration probability distribution, we appeal to the statistical mechanics of a freely-jointed chain. The configuration of a chain of $`N`$ links, each link of length $`a`$, can be specified by a set of position vectors, $`\{𝐑_i\}=(𝐑_0\mathrm{}𝐑_N)`$, of the joints. For a given configuration, the radius of gyration, $`R_P`$, is defined by

$$R_P^2=\underset{i=1}{\overset{N}{}}(𝐑_i𝐑_{\mathrm{cm}})^2,$$
(30)
where $`𝐑_{\mathrm{cm}}=N^1_{i=1}^N𝐑_i`$ is the centre-of-mass position of the chain. Averaged over configurations, the radius of gyration follows the probability distribution, $`P^r(R_P)`$. Moments of the distribution are defined as

$$R_P^n=_0^{\mathrm{}}dR_PR_P^nP^r(R_P),$$
(31)
the second ($`n=2`$) moment being related to the rms radius of gyration of polymers in the reservoir , $`R_\mathrm{g}^r=\sqrt{R_P^2}=a\sqrt{N/6}`$. For polymers in the system, the rms radius of gyration is defined as

$`R_\mathrm{g}(\eta _C)`$ $`=`$ $`\left({\displaystyle _0^{\mathrm{}}}dR_PR_P^2P(R_P;\eta _C)\right)^{1/2}`$ (32)
$`=`$ $`\left({\displaystyle \frac{1}{\alpha _{\mathrm{eff}}(\eta _C)}}{\displaystyle _0^{\mathrm{}}}dR_PR_P^2\alpha (R_P;\eta _C)P^r(R_P)\right)^{1/2},`$
which clearly varies with bulk colloid concentration. Note that $`R_\mathrm{g}(\eta _C=0)=R_\mathrm{g}^r`$.

In general, the radius of gyration is a more appropriate measure of polymer size than the end-to-end displacement, which is not well defined for branched polymers. However, in contrast to the simple Gaussian distribution of the end-to-end displacement, the radius-of-gyration distribution is nontrivial, even for ideal chains. Flory and Fisk  first proposed an empirical approximation for $`P^r(R_P)`$ based on the exact even moments calculated by Fixman . Subsequently, Fujita and Norisuye  calculated the distribution exactly, obtaining the analytical result

$`P^r(R_P)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}\pi R_\mathrm{g}^rt^3}}{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(2k+1)!}{(2^kk!)^2}}(4k+3)^{7/2}\mathrm{exp}(t_k)`$ (33)
$`\times `$ $`\left[\left(1{\displaystyle \frac{5}{8t_k}}\right)K_{1/4}(t_k)+\left(1{\displaystyle \frac{3}{8t_k}}\right)K_{3/4}(t_k)\right],`$
where $`t=(R_P/R_\mathrm{g}^r)^2`$, $`K_n`$ are the modified Bessel functions of the second kind, and $`t_k=(4k+3)^2/(8t)`$. To confirm Eq. (33), we have carried out Monte Carlo simulations of an ideal chain for $`N=100`$ and 1000. Histograms of $`R_P`$, generated from $`10^6`$ independent configurations, are in essentially perfect agreement with the analytical expression .

Equation (33) specifies the radius-of-gyration probability distribution and thus, together with Eq. (23), the chain free energy. We emphasize that in modelling the chains as freely jointed, and so applying the ideal-chain distribution \[Eq. (33)\] to polymers mixed with colloids, we implicitly neglect any effect of colloidal confinement on the basic shape of the distribution. In particular, confinement-induced nonspherical distributions are neglected, although variation in the polymer size is allowed.

## 4 Results: Demixing Phase Behaviour and Polymer Size Distribution

The general conditions for phase coexistence are equality of the total pressure,

$$p_{\mathrm{tot}}=\frac{F}{V}+\underset{i=C,P}{}\rho _i\frac{(F/V)}{\rho _i}$$
(34)
and of the chemical potentials for each species,

$$\mu _i=\frac{(F/V)}{\rho _i},i=C,P,$$
(35)
between the coexisting phases. Equilibrium between phases I and II requires $`p_{\mathrm{tot}}^\mathrm{I}=p_{\mathrm{tot}}^{\mathrm{II}}`$ and $`\mu _C^\mathrm{I}=\mu _C^{\mathrm{II}}`$, equality of the polymer chemical potentials being enforced by Eq. (19).

In practice, bulk fluid phase diagrams can be computed as follows. The effective free volume fraction, $`\alpha _{\mathrm{eff}}(\eta _C)`$, is first determined by substituting Eqs. (16) and (33) into Eq. (26). Then, for a given reservoir polymer density, $`\rho _P^r`$, Eqs. (29), (34), and (35) ($`i=C`$) are solved numerically for the coexisting colloid packing fractions, $`\eta _C^\mathrm{I}`$ and $`\eta _C^{\mathrm{II}}`$. Finally, Eq. (25) converts from reservoir to system representation, giving the corresponding system polymer packing fractions, $`\eta _P^\mathrm{I}`$ and $`\eta _P^{\mathrm{II}}`$.

Figures 1 and 2 present bulk fluid phase diagrams for rms reservoir polymer-to-colloid size ratios $`R_g^r/R_C=`$0.5 and 1, in both the system and reservoir representations. For comparison, we include demixing binodals both from the present theory, which takes into account polymer compressibility, and from the free volume theory of the AO model with incompressible polymer. For sufficiently high colloid and polymer packing fractions, the system demixes into colloid-rich (liquid) and colloid-poor (vapour) phases. We disregard here the liquid-solid branch of the phase diagram, since our size ratios are sufficiently high that fluid-fluid demixing can be assumed stable. The effect of polymer compressibility evidently is to shift the colloidal liquid branch of the binodal toward higher polymer density, stabilizing the system against demixing. Interpreted in terms of effective depletion-induced attraction between pairs of colloids, polymer compression shortens the range of attraction, tending to favour mixing. In passing, it may be anticipated that additional degrees of freedom allowing for nonspherical polymer conformations would tend to further stabilize the mixture if, as an alternative to bulk demixing, the polymer may simply distort its shape.

Figures 3 and 4 show the corresponding normalized polymer size distributions as a function of radius-of-gyration, scaled to the rms reservoir value. For given rms reservoir size ratio, with increasing colloid concentration, the distributions narrow and shift toward smaller radii, reflecting compression of the polymer by the confining colloids. In the case of $`R_g^r/R_C=0.5`$, the polymer is compressed, relative to its rms size in the reservoir, to $`R_g/R_g^r=`$0.974, 0.938, 0.891, and 0.829 at colloid packing fractions $`\eta _C=`$0.1, 0.2, 0.3, and 0.4, respectively. For $`R_g^r/R_C=1`$, the polymer is even more strongly compressed to $`R_g/R_g^r=`$0.915, 0.826, 0.738, and 0.653 at the same respective values of $`\eta _C`$. Note that, for given $`\eta _C`$, $`P(R_P)`$ does not depend on $`\eta _P`$ (nor on $`\eta _P^r`$). Hence in the phase diagram, the polymer size distribution is constant along vertical lines (in both system and reservoir representations). What changes, of course, is the overall prefactor in $`\rho _P(R_P)`$. This invariance is an approximate feature of the theory resulting from the linearity of the excess free energy in polymer density. In reality, the presence of the polymers may alter the confining structure of the colloids, in turn modifying $`P(R_P)`$.

## 5 Conclusions

We have investigated the bulk fluid demixing behaviour of a model mixture of hard colloidal spheres and non-adsorbing polymer chains in a theta solvent. The polymer component is modelled, on a mesoscopic level, as a polydisperse mixture of effective spheres with radii free to adjust to allow for colloid-induced compression. The model goes beyond previous studies by treating the polymer radius of gyration as an internal degree of freedom that is polydisperse and varies between coexisting phases. Like all effective-sphere models, however, our approach ignores details of the polymers on the segment level and thereby neglects any effects of polymer shape anisotropy.

To describe the model system, we have developed a geometry-based density-functional theory that incorporates polymer configurational free energy from consideration of the statistical mechanics of an ideal (random-walk) chain. For simplicity, the polymer chain free energy is assumed to be insensitive to colloidal confinement. Minimization of an approximate free energy functional with respect to the polymer size distribution yields both the equilibrium size distribution – modified by colloid-polymer interactions – and the free energy, from which we compute bulk fluid phase diagrams. Polymer compression is found to increase with increasing colloid concentration and polymer-to-colloid size ratio. Correspondingly, the demixing fluid binodal shifts to higher polymer densities on the colloid-rich branch, favouring mixing.

Predictions of the theory may be tested by experiment and simulation. Although the predicted shift of the demixing binodal due to polymer compression would appear to improve agreement with limited experimental data near the theta point , more detailed measurements are certainly desirable. Polymer size distributions could be probed using either light scattering, by index matching the colloids (but not polymers) to the solvent, or neutron scattering by selectively deuterating the polymer (hydrocarbon) backbones. Detailed molecular simulations of segmented polymer chains mixed with hard spheres, along the lines of Refs.  and , could provide the cleanest tests of our approximations and predictions.

Future applications to inhomogeneous colloid-polymer mixtures under the influence of external potentials (due to walls, gravity, etc.) and to liquid-solid transitions would be feasible and worthwhile. Extensions of the theory could explore the sensitivity of the polymer chain free energy to colloidal confinement, polydispersity in chain length, influences of anisotropic polymer conformations, distinctions between linear and branched polymers (as in colloid-star polymer mixtures ), and effects of polymer nonideality in good and poor solvents.

A helpful discussion with Dr Michael Rubinstein is gratefully acknowledged.


text:
# Universal energy distribution for interfaces in a random field environment

## Abstract

We study the energy distribution function $`\rho (E)`$ for interfaces in a random field environment at zero temperature by summing the leading terms in the perturbation expansion of $`\rho (E)`$ in powers of the disorder strength, and by taking into account the non perturbational effects of the disorder using the functional renormalization group. We have found that the average and the variance of the energy for one-dimensional interface of length $`L`$ behave as, $`E_RL\mathrm{ln}L`$, $`\mathrm{\Delta }E_RL`$, while the distribution function of the energy tends for large $`L`$ to the Gumbel distribution of the extreme value statistics.

The concept of energy landscapes is of current interest in different topics such as structural glasses, spin glasses, proteins, flux lines etc. \[stillinger, -kimetal91, \]. The existence of metastable states is crucial for the complex behavior in these systems. The domain wall counterpart of the random field Ising model rfim  provides an example of the problem which possesses complex properties, and can be quantitatively treated using the well established analytical methods such as the functional renormalization group (FRG) method fisher86  and the method of replica symmetry breaking (RSB) mezard-parisi90 . A significant progress has been achieved in recent years in understanding the behavior of interfaces in disordered media at equilibrium fisher86  and the driven interfaces at the depinning transition \[nstl92, -chauve01, \]. It is expected that in equilibrium or below the depinning transition there are many metastable states constituting the energy landscape. This makes the interface problem a natural candidate to study the concepts of energy landscapes. For recent theoretical and numerical studies of the related systems under the perspective of the energy landscape see Refs. \[balents96, -balents-ledoussal02, \]. In this Letter we present the results of the study of the distribution function (DF) of the energy $`\rho (E)`$ for an interface in a random field environment at equilibrium. The main result of this Letter is that for large interfaces $`\rho (E)`$ is a universal function which coincides with the Gumbel distribution of the extreme value statistics. The dynamic formalism we use here can be applied to the study of the dynamic aspects of energy landscapes such as the relaxation of the energy, the two times energy correlation functions etc.

The interface motion in a disordered medium at $`T=0`$ is described by the equation

$$\mu ^1\frac{z(x,t)}{t}=\gamma ^2z+F+g(x,z),$$
(1)
where $`\mu `$ is the mobility, $`\gamma `$ is the stiffness constant, and $`F`$ is the driving force density. The quenched random force $`g(x,z)`$ is assumed to be Gaussian distributed with the zero mean and the second cumulant $`g(x,z)g(x^{},z^{})=\delta ^d(xx^{})\mathrm{\Delta }(zz^{})`$, where $`\mathrm{\Delta }(z)`$ is a short ranged function with the width $`a`$, and $`d`$ is the interface dimension.

It is well-known that the Langevin equation (1) can be reformulated in terms of the Fokker-Planck equation for the conditional probability density $`P(z(x),t;z^0(x),t^0)`$ to have the profile $`z(x)`$ at time $`t`$ by having the profile $`z^0(x)`$ at time $`t^0`$. This Fokker-Planck equation can be written as an integral equation, which, for an interface of a finite length $`L`$, reads

$`P(z,t;z^0,t^0)`$ $`=`$ $`P_0(z,t;z^0,t^0)`$ (2)
$``$ $`\mu {\displaystyle _{t_0}^t}𝑑t^{}{\displaystyle 𝒟z^{}P_0(z,t;z^{},t^{})}`$
$`\times `$ $`{\displaystyle \underset{k^{}}{}}_{z_k^{}^{}}g_k^{}(z^{})P(z^{},t^{};z^0,t^0),`$
where $`z_k=d^dxz(x)\mathrm{exp}(ikx)`$ and $`g_k(z)=d^dx\mathrm{exp}(ikx)g(x,z)`$ ($`k=(k_1,\mathrm{},k_d)`$, $`k_i=2\pi j_i/L`$, $`j_i=0,\pm 1,\mathrm{}`$) are the Fourier transforms of the interface height and the quenched force, respectively. $`𝒟z`$ in (2) stays for integrations over the modes $`z\{z_k\}`$. The bare conditional probability for non zero modes reads

$$P_0(z,t;z^0,t^0)=\underset{k}{}\delta (z_kz_k^0\mathrm{exp}(\gamma \mu k^2(tt^0))).$$
(3)
Analogously to the case of one Brownian particle wiegel  the formal solution of Eq. (2) can be represented as a path integral.

The probability DF of the energy $`E(z)=E_{\mathrm{el}}(z)+E_{\mathrm{dis}}(z)=d^dx(\frac{\gamma }{2}(z)^2_0^{z(x)}g(x,z))`$ can be calculated using the conditional probability density $`P(z(x),t;0,0)`$ as follows

$$\rho (E(t))=𝒟z(x)\delta (EE(z))P(z(x),t;0,0).$$
(4)
It is convenient instead of $`\rho (E(t))`$ to consider its Fourier transform $`\widehat{\rho }(s)`$ which is obtained from Eq. (4) as

$$\widehat{\rho }(s)=\underset{n=0}{\overset{\mathrm{}}{}}\frac{(is)^n}{n!}\underset{m=0}{\overset{n}{}}C_n^mE_{\mathrm{el}}^m(t)E_{\mathrm{dis}}^{nm}(t).$$
(5)
In this Letter we will restrict ourselves to the study of the energy DF in the steady state, i.e. for $`t\mathrm{}`$. In this limit $`E_{\mathrm{el}}^mE_{\mathrm{dis}}^{nm}`$ is related to the static equilibrium correlation function

$`z(x_1)z(x_2)`$ $`=`$ $`\underset{t\mathrm{}}{lim}{\displaystyle 𝒟z(x)z(x_1)z(x_2)}`$ (6)
$`\times P(z(x),t;0,0)={\displaystyle _k}{\displaystyle \frac{\mathrm{\Delta }(0)}{(\gamma k^2)^2}}e^{ik(x_1x_2)}.`$
Let us for simplicity elucidate the computation of the nth moment of the elastic energy

$$E_{\mathrm{el}}^n=(\frac{\gamma }{2})^n𝒟z_{k_1}k_1^2\left|z_{k_1}\right|^2\mathrm{}_{k_n}k_n^2\left|z_{k_n}\right|^2P(z,t;0,0),$$
(7)
where we expressed $`E_{\mathrm{el}}`$ through the Fourier components of the interface height $`z(x)`$. For an interface of a finite size $`L`$ the integral $`_k`$ means $`L^d_k`$. To compute (7) to the lowest order in disorder strength we iterate Eq. (2) $`2n`$ times and insert it into (7). Expecting that the steady state does not depend on the initial interface configuration we have taken the latter in (6) and (7) to be flat at $`t_0=0`$. The average over the random forces, which is carried out by using the Wick theorem, yields connected and disconnected expressions. The connected expression contains only one integration over $`k`$, while the number of integrations over $`k`$ in a disconnected expression is equal to the number of connected parts in that expression. Let us consider the calculation of the connected part of $`E_{\mathrm{el}}^n`$. As a result of integrations by parts in (7) with $`P(z,t;0,0)`$ being iterated $`2n`$ times the $`2n`$ derivatives with respect to $`z_{k_i^{}}^{}`$ (see Eq. (2)) will act on $`z_{k_i}`$ in (7). This has the consequence that pairs of $`2n`$ momenta $`k_1^{}`$, …, $`k_{2n}^{}`$ associated with the right-hand side of (2) (being iterated) become equal consecutively to one of $`k_1`$, …, $`k_n`$ in (7). The number of such possibilities is $`(2n)!`$. The rid of $`2n`$ ordered time integrations in $`P(z,t;0,0)`$ gives the factor $`1/(2n)!`$ The number of possibilities to get a connected loop diagram shown in Fig. 1 with $`n`$ continuous lines is $`2^{n1}(n1)!`$. Integrations over $`x_1`$, …, $`x_{2n1}`$ arising from the above expression of $`g_k(z)`$ provides that the momenta of the modes being connected by a dashed line, which is associated with the disorder correlator, become equal. The integration over $`x_{2n}`$ gives the factor $`L^d`$. The intermediate $`z_k^{}`$ are zero for flat initial interface configuration due to delta functions in (3). As a result the arguments of disorder correlators $`\mathrm{\Delta }(z)`$ become zero. Collecting all combinatorial factors and taking the limit $`t\mathrm{}`$ we find the following expression of the connected part of $`E_{\mathrm{el}}^n`$

$$\frac{1}{n!}E_{\mathrm{el}}^n_c=\frac{1}{2n}\mathrm{\Delta }(0)^n\gamma ^nL^d_k\frac{1}{(k^2)^n}.$$
(8)
The computation of $`E_{\mathrm{el}}^mE_{\mathrm{dis}}^{nm}`$ to the same order is similar and gives $`E_{\mathrm{el}}^mE_{\mathrm{dis}}^{nm}=\frac{1}{2}(2)^{nm}(n1)!\mathrm{\Delta }(0)^n\gamma ^nL^d_k1/(k^2)^n`$. The use of the latter yields $`\frac{1}{n!}E^n_c`$ which is obtained from (8) multiplied by the factor $`(1)^n`$. The expression $`\frac{1}{n!}E^n_c`$ is associated with the loop diagram consisting of $`n`$ continuous lines (see Fig. 1). The factor $`2n`$ is the symmetry number of the diagram.

The straightforward analysis gives that the expansion (5) can be represented as a series of loop diagrams. The use of the connectivity theorem enables us to write the Fourier transform of the energy DF (5) as exponential of the series of connected loop diagrams shown in Fig. 1

$$\widehat{\rho }(s)=\mathrm{exp}\left(\frac{1}{2}L^d_k\mathrm{ln}\left(1\frac{is\mathrm{\Delta }(0)}{\gamma k^2}\right)\right).$$
(9)
Notice that $`\widehat{\rho }(s)`$ given by the diagram series in Fig. 1 is closely related to the loop expansion of the effective potential in Quantum Field Theory studied in coleman-weinberg . Replacing the integral in (9) by the sum according to $`L_kf(k)_{j=\mathrm{}}^{\mathrm{}}f(2\pi j/L)`$ we find in $`d=1`$

$$\widehat{\rho }(s)=\underset{j=1}{\overset{\mathrm{}}{}}\left(1+isE_0/j^2\right)^1=\frac{\pi \sqrt{isE_0}}{\mathrm{sinh}(\pi \sqrt{isE_0})},$$
(10)
where $`E_0=\mathrm{\Delta }(0)L^2/(4\pi ^2\gamma )`$ is the characteristic energy for an interface with the perturbational roughness $`wL^{3/2}`$, which follows from $`wL^{(4d)/2}`$ for $`d=1`$.

Eq. (10) has only simple poles $`s=ij^2/E_0`$ in the lower half-plane, so that the inverse Fourier transformation of (10) can be easily performed as a sum over all poles by using the Jordan’s lemma. As a result we obtain the DF as $`\rho (E)=|E_0|^1f\left(E/E_0\right)`$, $`E<0`$ , where

$$f(x)=2\underset{j=1}{\overset{\mathrm{}}{}}(1)^{(j+1)}j^2e^{xj^2}.$$
(11)
The derivation of $`\rho (E)`$ shows that (11) describes also the DF of the elastic energy ($`x=E/|E_0|>0`$) and the disorder energy ($`x=E/2E_0>0`$). Eq. (11) coincides with the dimensionless width DF for the one-dimensional random-walk interface studied in Ref. oerding94 . Using the method of stationary phase it was shown in oerding94  that (11) can be well approximated for small $`x`$ by $`f(x)\sqrt{\pi /x^5}(\pi ^2/2x)e^{\pi ^2/4x}`$. Using (11) we have computed the average energy, $`E=\pi ^2E_0/6`$, and the variance $`\mathrm{\Delta }E=(E^2E^2)^{1/2}=\pi ^2|E_0|/(3\sqrt{10})`$. Eq. (11) is the exact perturbational result generalizing the result established by Efetov and Larkin efetov-larkin77  for the height-height correlation functions (6), which can be readily proved using supersymmetry parisi . Nevertheless, both (6) and (11) are wrong due to the fact that (6) gives the value $`(4d)/2`$ for the roughness exponent instead of the correct Imry-Ma imry-ma  value $`\zeta =(4d)/3`$.

We now will take into account the effect of the renormalization on the energy DF using the results of the FRG fisher86 . According to fisher86  the renormalized disorder correlator $`\mathrm{\Delta }_R(0)`$ acquires the scale dependence $`l^{2\zeta \epsilon }`$. Taking into account the latter in (6) gives the correct value of the roughness exponent $`\zeta `$. To enable a crossover to the perturbational regime at small length scales we use the ansatz

$$\mathrm{\Delta }_R(0)=\mathrm{\Delta }(0)\left[1+\left(k/k_c\right)^{2\zeta \epsilon }\right]^1,$$
(12)
where $`\epsilon =4d`$, and the wave-vector $`k_c=2\pi /L_c`$ is associated with the Larkin length $`L_c\left(\gamma ^2a^2/\mathrm{\Delta }(0)\right)^{1/\epsilon }`$. The ansatz (12) describes the scale dependence of $`\mathrm{\Delta }_R(0)`$ at the cusped fixed-point solution of the disorder correlator, $`\mathrm{\Delta }_R(0)\mathrm{\Delta }(0)\left[k/k_c\right]^{\epsilon 2\zeta }`$ for $`kk_c`$, and describes the crossover to the perturbational regime, $`\mathrm{\Delta }_R(0)\mathrm{\Delta }(0)`$ for $`kk_c`$. Using the renormalized $`\mathrm{\Delta }_R(0)`$ in Eq. (9) we obtain the Fourier transform of the renormalized distribution of the energy in $`d=1`$ as

$$\widehat{\rho }_R(s)=\underset{j=1}{\overset{\mathrm{}}{}}\left(1+\frac{is\stackrel{~}{E}_0}{j(1+j/\eta )}\right)^1,$$
(13)
where $`\eta =L/L_c`$ and $`\stackrel{~}{E}_0=\mathrm{\Delta }(0)L_cL/(4\pi ^2\gamma )`$. Carrying out the inverse Fourier transformation of (13) we obtain $`\rho _R(E)=|\stackrel{~}{E}_0|^1f_R(E/\stackrel{~}{E}_0;\eta )`$, where the function $`f_R(x;\eta )`$ is given by

$$f_R(x;\eta )=\underset{j=1}{\overset{\mathrm{}}{}}(1)^{j+1}\frac{\mathrm{\Gamma }(j+\eta +1)(1+2j/\eta )}{\mathrm{\Gamma }(\eta +1)\mathrm{\Gamma }(j)}e^{j(1+j/\eta )x}.$$
(14)
For string lengths much shorter than the Larkin length, $`\eta 1`$, the DF (14) pass over to the perturbational result (11). Similar to the height-height correlation function at equilibrium we expect that (14), which is the result of the renormalization of (11) to order $`\epsilon `$, is exact. Eq. (14) applies to order $`\epsilon `$ at the depinning transition too with the difference that in this case there are corrections to (14) of order $`\epsilon ^2`$. However, we expect that the latter will be small as it is the case for corrections of order $`\epsilon ^2`$ to the interface width distribution at the depinning transition rosso03 . The average energy $`E_R`$ derived from Eq. (13) is

$`E_R`$ $`=`$ $`\stackrel{~}{E}_0{\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{j(1+j/\eta )}}=\left[\mathrm{\Psi }(\eta +1)+C\right]\stackrel{~}{E}_0`$ (15)
$``$ $`\left[\mathrm{ln}\eta +C\right]\stackrel{~}{E}_0+O\left(1/\eta \right)L\mathrm{ln}L,`$
where $`\mathrm{\Psi }(x)`$ is the digamma function and $`C`$ $`=0.5772\mathrm{}`$ is the Euler’s constant. The energy fluctuation $`\mathrm{\Delta }E_R`$ obtained from (13) reads

$`\mathrm{\Delta }E_R`$ $`=`$ $`|\stackrel{~}{E}_0|\left[{\displaystyle \frac{\pi ^2}{6}}+\mathrm{\Psi }^{}(\eta +1)2(C+\mathrm{\Psi }(\eta +1))/\eta \right]^{1/2}`$ (16)
$``$ $`{\displaystyle \frac{\pi }{\sqrt{6}}}|\stackrel{~}{E}_0|+O\left(\mathrm{ln}\eta /\eta \right)L.`$
The result, $`\mathrm{\Delta }E_RL`$, agrees with the estimate of the energy by using dimensionality arguments with correct roughness exponent $`\zeta `$. Notice that due to the logarithmic term in (15) $`E_R`$ and $`\mathrm{\Delta }E_R`$ scale in different way, and the relative fluctuation, $`\mathrm{\Delta }E_R/E_R`$, disappears as $`1/\mathrm{ln}L`$ for large $`L`$, which is in contrast to $`1/\sqrt{L}`$ behavior for a Gaussian distribution. The latter reflects the relevance of fluctuations over all length scales. The higher moments of the energy distribution (14) scale as $`(EE)^n\mathrm{\Delta }E_R^n`$. Fig. 2 shows $`f_R(x;\eta )`$, which is given by Eq. (14), as a function of $`x\mathrm{ln}\eta `$.

We now will consider the asymptotic behavior of (14) in the limit of long lines, $`LL_c`$. Changing $`x`$ in favor of $`x\mathrm{ln}\eta y`$ and taking the limit $`\eta \mathrm{}`$ we calculate the sum over $`j`$ in (14) and arrive at

$$f_R(y)=𝒫(y)\mathrm{exp}(y\mathrm{exp}(y)),$$
(17)
which is nothing but the Gumbel distribution of the extreme value statistics gumbel58 . The universality of $`f_R(y)`$ is due to the universal character of fluctuations on large scales, which are described by the fixed-point solution of the FRG fisher86 . Notice that the expectation value of $`y`$ calculated with (17) gives the Euler’s constant $`C`$ which is in consistence with Eq. (15) of the average energy. We have checked that the limit of the distribution $`f_R(x;\eta )`$ for $`\eta \mathrm{}`$ is insensitive to the details of the renormalization at scales smaller than the Larkin scale.

The Gumbel distribution is one of the three possible limit distributions in the extreme value statistics gumbel58 , which concern the distribution of the maximum $`M_n=\mathrm{max}\{\xi _1,\mathrm{},\xi _n\}`$ of the set of identically distributed random variables $`\xi _i`$ ($`i=1,2,\mathrm{},n`$). The asymptotic distribution $`P_n(x)`$ for $`M_n`$ in limit $`n\mathrm{}`$ does not depend on details of the distribution of $`\xi _i`$ and under fulfilling some conditions gumbel58  has the form $`P_n(x)𝒫(x\mathrm{ln}n)`$ where $`𝒫(y)`$ is given by Eq. (17). The combination $`y=x\mathrm{ln}n`$, where $`n`$ is the number of random variables guarantees that the distribution remains invariant for $`n\mathrm{}`$.

Vinokur et al. vinokur96  have used the Gumbel distribution to describe in a phenomenological way the energy barriers distribution for a flux line in a random environment. The creep motion of the flux line in the limit of small driving force $`F`$ and low temperature is controlled by thermally activated jumps. The thermally activated advance of the flux segment of length $`L`$ is controlled by the global barrier $`U=\mathrm{max}\{U_1,\mathrm{},U_n\}`$, where $`U_i`$ is the barrier for the subsegment $`i`$ of length $`L_c`$ with the number of subsegments $`n=L/L_c`$. It was suggested in vinokur96  that the probability distribution for a given segment $`L`$ is $`𝒫(U/U_c\mathrm{ln}(L/L_c))`$, where $`U_c\gamma a^2L_c^{d2}`$ is the minimum average barrier between neighboring metastable positions of a pinned segment $`L_c`$, so that the typical barrier of a segment of length $`L`$ scales then as $`UU_c\mathrm{ln}(L/L_c)`$. Bouchaud and Mézard bouchaud97-2  showed that the Gumbel distribution describes the energy distribution in a class of random energy models possessing the one-step RSB. The Gumbel and related distributions were used in bramwell , to describe universal fluctuations in correlated systems. It was shown in antal01  that the Gumbel distribution appears in systems with $`1/f`$ power specta.

The relation of the energy distribution with the extreme value statistics can be illustrated as follows. It is known from the treatment of the problem in the framework of the replica variational approach mezard-parisi90  that the system under consideration demonstrates RSB note1 . The RSB is related to the existence of many metastable states and to the lost of the ergodicity of the system. On the contrary, the perturbational result (11) corresponds to the average over states which belong to different nonergodic subsystems. The metastable states, which correspond to the minima of the total energy of the interface, are rare states among other states of the energy landscape, and has to reflect the statistics of these extreme states bouchaud97-2 . It was shown in drossel-kardar95 ; balents96  that energy minima behave in the same way as barriers, which as suggested in vinokur96  are distributed in accordance with the Gumbel distribution.

In conclusion, we have studied the distribution function of the elastic, disorder, and the total energies of an interface in a random field environment by summing the leading terms of the perturbation expansion in powers of the disorder. The nonperturbational effects of the disorder are taken into account using the FRG method. We have found that the average and the fluctuation of the energy for one-dimensional interfaces behave as, $`E_RL\mathrm{ln}L`$, $`\mathrm{\Delta }E_RL`$, while the energy DF tends for large $`L`$ to a universal function which coincides with the Gumbel distribution.

A support from the Deutsche Forschungsgemeinschaft (SFB 418) is gratefully acknowledged.