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Clusters of atoms coupled by long range interactions

J.P. Gayda, H. Ottavi

To cite this version:

J.P. Gayda, H. Ottavi. Clusters of atoms coupled by long range interactions. Journal de Physique,

1974, 35 (5), pp.393-399. �10.1051/jphys:01974003505039300�. �jpa-00208162�

(2)

LE JOURNAL DE PHYSIQUE

CLUSTERS OF ATOMS COUPLED BY LONG RANGE INTERACTIONS

J. P. GAYDA and H. OTTAVI

Département d’Electronique (*),

Université de Provence, Centre de

Saint-Jérôme,

13397 Marseille Cedex

4,

France

(Reçu

le 13 novembre

1973)

Résumé. 2014 Nous présentons une étude statistique de la distribution de la taille des amas formés par des atomes répartis aléatoirement dans un milieu continu. Les résultats statistiques sont obtenus

par une méthode de Monte Carlo. r0 mesurant la portée des interactions, nous trouvons qu’un amas

infini apparaît quand le nombre moyen d’atomes, W, contenus dans une sphère de rayon r0, atteint

- une valeur légèrement

supérieure

à 2,6. Pour rendre compte de ces résultats statistiques, nous avons

élaboré des modèles de processus de ramification. Quelques

propriétés

essentielles sont dégagées,

et on obtient une expression approchée pour une grande gamme de concentration du nombre d’atomes appartenant à des amas de petites tailles.

Abstract. 2014 We present a study on cluster size distribution for atoms randomly distributed in

a three-dimensional continuous medium. Statistical results are obtained by a Monte Carlo method.

r0 being the range of interaction, it is found that the infinite cluster appears when the mean number of atoms, W, in a sphere of radius r0 reaches a value slightly higher than

2.6.

Besides this, the statis-

tical results are compared to the results deduced from branching process models : some essential features are then outlined and an approximate expression is proposed for the number of atoms

belonging to clusters of small sizes, for a large range of concentration.

Classification Physics Abstracts

1.660

1. Introduction.. - In

preceding

papers

[1, 2, 3],

we

study

EPR line

shapes

for ions diluted in a diama-

gnetic

matrix. Accent is put on the

particular

role

played by

clusters of ions

coupled by long

range

exchange

interactions. - We present here a statistical

study

on the distribution of the

clusters,

versus concentration. This

problem

is one aspect of the

general percolation

process

(for

a

bibliography

on

percolation

and

physical applications,

see

[4]).

We consider atoms or

points randomly

distributed in a three dimensional continuous medium and

coupled by

an interaction of range ro. The statistical laws

governing

the cluster size distribution

depend only

on one parameter

W,

the mean number of

points

in a

sphere

of radius ’0:

where p is the number of

points

per unit volume.

Holcomb,

Iwasawa and Roberts

(H.

I.

R.) [5]

use

the parameter t

proportional

to W :

Clusters of infinite size

appear

above the critical

value

Wc.

In the three dimensional continuous case, Domb and Dalton

[6]

propose the value 2.7 for

Wc.

This value is an

asymptotic

limit for critical values calculated

by

the series method

[7]

in lattices where ro is

larger

and

larger.

An

approach

to the continuous

case is obtained

by

Holcomb and Rehr

[8]

who make

use of a Monte Carlo calculation on a

simple

cubic

lattice with ro

equal

to 3 times the lattice parameter.

They

obtain

Wc -

2.4

(tc - 0.07).

More

recently,

the same result if obtained

by

H. I. R.

by

a linear

extrapolation

of the mean cluster sizes obtained

by

a Monte Carlo method in the continuous case.

The discrepancy

with our value

(Wc > 2.6)

will

be discussed in the

following.

Article published online by EDP Sciences and available at http://dx.doi.org/10.1051/jphys:01974003505039300

(3)

394

In the first part of this paper, we present a method of cluster construction which

gives

statistical results

directly

in the continuous medium. These results

are called

experimental

results.

In the other parts, we use the

analogy

between the

experimental

results and statistical laws

governing

a

branching

process to obtain on the one

hand,

an evaluation of

Wc,

on the other

hand, analytic

expres- sions for

counting

the clusters of small size in a

large

range of concentration.

Notation. - We call the

probability

that a

point belongs

to a cluster of size N,

PN,

to a cluster of size N or more,

P/,

to a cluster of infinite

size, P 00

= lim

P;-.

N --+- 00 N

2. The Monte Carlo calculations. - 2.1 THE ME - THOD. - The

principle

of cluster construction is the

following:

we choose a

point

and examine the

size of the cluster

containing

it. For

that,

we

explore

the

sphere

of radius ro centered on it. The random number n of

neighbours

in the

sphere

is determined

according

to a Poisson law of

parameter W and

their

positions according

to a statistical law with uniform

density. (This

needs utilization of random numbers which are

generated by

a

multiplicative congruential method.)

If n =

0,

the choosen

point belongs

to a cluster

of size 1.

If n #

0,

we say we found n

neighbours

in the 1 st

generation.

Then we look to see if the

points

of the

1 st

generation

have

neighbours themselves, by exploring

the

sphere

of each one. However we note

that the

points

found in a

region previously explored

must now be eliminated. The

neighbours

so obtained

belong

to the 2nd

generation

and the construction of the cluster is

pursued

until we find an empty genera- tion. The chosen

point belongs

then to a cluster of size

N,

where N is the total number of

points

which

have been found,

plus

the

origin.

In

practice,

an

upper limit for N is

imposed by

the

computer.

In our

calculations,

this limit is 256. When the cluster size goes

beyond

this

value,

the first

point

is said to

belong

to a cluster of size 256 or more.

In

fact,

in order to avoid the

spherical coordinates,

each

sphere

is

provisionally replaced by

a cube with

edges of length

2 ro. The

filling

of the cube is

performed

in accordance to a Poisson law of parameter

(6/n)

W.

But a

point

will be

ignored

if it fails to fall in the

sphere.

So,

to be retained and

belong

to the

generation

number

k,

a

point

must be :

a)

inside the

sphere

centered on the

point

of the

generation k -

1 from whom it is

descended,

b)

outside the

spheres previously explored,

centered

on the

points

of the

generation k - 1,

c)

outside the

spheres

centered on the

points

of

the

generations

numbered from 0 to k - 2.

FIG. 1. - Construction of a cluster.

These rules are

pictured

in

figure

1 where the cons-

truction of a cluster is shown up to the 2nd

generation.

The 1 st

generation

contains the two

points 1,

2.

We have found for the

point 1,

the three

possible neighbours 3, 4, 5 ; however, following

the

preceding criteria,

4 and 5 must be

eliminated ;

likewise the three

neighbours 6, 7,

8 found for

point

2 must be

eliminated ; finally,

the 2nd

generation

contains

only

the

point

3.

Our method seems less

expensive

than the method

of H. I. R.

Indeed,

in this last case, in order to build

a cluster

containing

185

points,

it is necessary to examine 4 000

candidates ;

in our method

only

about

400 candidates must be

analysed. So,

for W =

2.3,

we have been able to obtain five clusters

containing

500

points

or more, and for each studied value of

W,

at least 500 clusters have been built.

2.2 THE RESULTS. - The results are

presented

in

figure 2,

under the form

This

representation

must

put

in evidence the critical value

fl.

Indeed when W

Wc,

all the

points

are

in clusters of finite size and

PN

must tend toward zéro ; on the other

hand,

when W

> Wc

a non null

proportion

of

points

is in the infinite cluster and

PN

has a horizontal asymptote with ordinate

P oo(W).

Each value obtained for

PN+

is

represented

with

its error

interval,

the half

length

of which is twice

the standard deviation.

It appears from these results that the

Wc

value is

certainly

located between 2.3 and

3 ;

this is

compatible

with the value 2.7

given

in

[6].

We have verified that the values of ê

(the

mean

cluster

size)

calculated from our results are in

good

agreement with the values

given by

H. I. R. It is a

confirmation of the

validity

of the two cluster

building

methods.

(4)

FIG. 2. - PN = f(N). Dots : experimental results. - results given by a branching process with fertilities depending on the generation number. The value W of the

fertility

of the ancestor is

indicated on each curve.

3.

Analogy

with a

branching

process. - Our method of cluster construction suggests the

development

of

a

family according

to a

branching

process. In the

simplest

process, a man has r sons with

probability

pr

(r

=

0, 1, 2...)

and each of his sons has the same

probabilities

of

having

a

given

number of sons of

his own. The

fertility

of every man is

W,

the mean number of sons. If W

1,

the

probability

of extinc-

tion of the

family

is one; however if W >

1,

the

probability

of an infinite descendance becomes non

null

[9].

- -

In the construction of a

cluster,

the

fertility

is

certainly

not the same for all

points.

In

particular

the

fertility

of the first

point

is greater than the fertilities of the

following points.

Thus we consider a branch-

ing

process more elaborate where the

fertility Wk

of a man

depends

on its

generation

number k. Let us

assume that

Wk

has an

asymptotic

limit

Wa.

One

can show that :

- If

Wa

>

1,

the

probability

of an infinite descen- dance is non null

(P 00 i= 0).

The mean

population Gk

of the kth

generation

increases

indefinitely

with k.

- If

Wa 1,

the mean

population

tends toward

zero and

P 00

= 0.

- If

Wa

=

1, P 00

is null or not

depending

on

whether the convergence of

Wk

is fast or not.

In

fact,

for the

problem

of

clusters,

we can convince ourselves that the

asymptotic

value

Wa (if

it

exists)

cannot be greater than one even if W >

Wc’

3 .1

Let gk

be the number of

points

in the

generation

k for a

given trial,

and

G,

the mean value of gk.

By

definition

and

log Gk

versus k has an

asymptotic

direction with

a

slope equal

to

log Wa.

3 . 2 On the other

hand,

for any

cluster,

the distance between a

point

of the kth

generation

and the

origin

is at most

kro.

The number of

points (belonging

or

not to the

cluster)

inside the

sphere

of radius

kro, N(kro),

is an upper bound to the number of

points

in the

generations

0 to k of the

cluster,

and a

fortiori

This remains true for the mean values

Then

on a semi-log scale, log G,

versus k is bounded

by

a function of k which has an

asymptotic

direction

with a null

slope.

Thus the

slope log Wa

of the asymp- totic direction of

log Gk

is less than or

equal

to zero

so that

3. 3 Furthermore it is easy to show

that,

when

Wa 1,

the

probability P 00

that a cluster grows

indefinitely

is zéro ;

Gk

is an

upperbound

to the

proba- bility

that gk is non

null,

this

probability

is itself an

upperbound

to

Poo

and we can write

for any value of k .

Now,

if

Wa 1, lim

k- 00o

Gk

= 0 so that

All these

results, i. e. :

1) Wa

1 for any value of W,

2)

if

Wa 1, P 00

=

0,

or W

W,,

suggest that the critical value

Wc

is the smallest

value of W for which

Wa

= 1.

Following

this

picture,

we have

represented

in

figure

3 the results of the Monte Carlo method under the form of the mean number of

points

in each

(5)

396

FIG. 3. - GK : mean population of each generation according to experimental results.

generation Gk

up to the 20th

generation.

The half

length

of error intervals is twice the standard devia- tion. The

previous

estimates of

Wc

are

strongly

confirmed

by

this

representation.

In

particular,

the

critical value

Wa

= 1 appears to the reached for a

Wc

value

slightly higher

than 2.6.

This value is rather different from the value

given by

H. I. R.

(Wc ~ 2.4).

As

previously

noted

by

Domb

[10]

the linear

extrapolation

of the function

1 /ê

used

by

H. I. R. must

give

an underestimate of

Wc,

because it

neglects

the curvature which is still apparent

near the critical value. A better

extrapolation

would

be attained if one could calculate ê for values of t closer

to tc; unfortunately

the value of ê is then

essentially

due to

large

clusters and the

computation

is limited

by

the computer

capabilities.

The situation

is

quite

different in our method where the computa- tion of the fertilities

Wk

is

always possible

even in

the nearest

vicinity

of tc.

4. Validity

of the model of

branching

process with fertilities

depending

on the

génération

number. -

We want to examine whether the

growing

of clusters

is well discribed

by

a

branching

process of this type i. e. ; a process where the number of sons of a man

belonging

to the kth

generation

is in accordance to

a Poisson law of parameter

Wk.

For

that,

we compute the theoretical

P;

values

given by

this process where the values

Wk

are deduced

from the

experimental Gk (Fig. 3) :

Then we compare with

PN experimental

values of

the

figure

2.

We failed to obtain the theoretical

PN+

in the

general

case. However the calculus is easier if one

supposes that

Wk

is constant above a

given generation

number 1

If 1 = 1

(two

fertilities

process)

an exact

expression

has been obtained

(see § 6).

If 1 > 1 recurrent formulae can be derived in this

manner :

Let

Ak(s)

be the

generating

function of the

proba- bility PkN

that the

family

descended from a man of the kth

generation (fertility Wk)

contains N men :

In

particular, k

= 0

gives

the

generating

function

of the

probabilities P N :

Consider now a man of the kth

génération ;

he

has

Z,

sons and the

generating

function of

Z,

is

The total progeny of this man can be considered

as the sum of

Zk

ensembles. With the aid of the theorems

concerning

the

generating

functions of

sums of a random number of

variables,

we can write

The recurrent formulae are obtained from these

expressions: (4a)

is written

and

by taking

the

derivative,

we get

Finally Ak(s)

and

A[(s)

are

replaced by

their power series and we deduce the recurrent relations between

(6)

the

PkN

coefficients

These relations have been used to compute

PN

N-1

and

PN -

1

- L PN

with the

following

values

k=l

of

Vfi

evaluated from the results of

figure

3 :

W1

=

W2o = 0.8, 0.9,

0.98

respectively

for W =

2, 2.3, 2.6,

W1 == Wg ==

1.07 for W=3.

According

to a

preceding remark,

this last value is

probably

too

high ;

however the

PN

values are

checked

only

for moderate values of N and we expect that the results

depend essentially

on the fertilities of the first

generations.

The standard error on

PN

calculated

by

this

method,

is

given by

where (Jk

is the standard deviation on

Wk.oP; /oWk

was

numerically computed.

To obtain an estimate of 6k,

we assume that the clusters grow

according

to a

branching

process with Poisson law. Then

where M is the total number of constructed clusters.

The values

PN given by

the

branching

process

are

presented

in

figure

2. The

precision

is shown

by

the error interval centered on

P64+ (its

half

length

is

twice the standard error

a’).

The agreement with the

expérimental

values is

very

good

up to W = 2.3. For the upper values of W, the deviation is

larger

than the deviation allowed

by

the

inacurracy

of the results.

This deviation may be understood if we note that in the

growing

of a cluster the

fertility

of a

point depends strongly

on the number of

points

of its

génération :

because of the

possible overlap

of the

spheres

centered dn these

points,

the volume to be

explored

per

point (which

is similar to a vital

space)

is

certainly decreasing

with their number.

Now,

the model considers

only

a mean

fertility Wk.

The

results show that this is not allowed for

large

concen-

trations. In order to

clarify

this

remark,

we consider

in the

following

part a

branching

process where the

fertility

of a man

depends

on the number of men in its

generation.

We call this process a vital space process.

5. Vital space process. - We

proceed

as in the

preceding

part, i. e. we compute the theoretical

PN

values

according

to the vital space process with fertilities deduced from the Monte Carlo results.

For

that,

we calculate for each

generation the experi-

mental

fertility

of a

point

versus the number n of

points

in this

generation.

In

fact,

the

precision

of the

results does not allow the effect of the

generation

number to be

perceived

and we take an average

on the first

generations.

The values are

given

in

figure

4.

FIG. 4. - W(n) : mean value on 19 generations for W = 2.3,

18 générations for W = 2.6,8 generations for W = 3. ; --- : values used in the calculation of PN and PN with the vital space process.

We failed to obtain an

analytic expression

of

PN

or

PN

and we compute

PN directly

from its definition i. e.,

PN

is the sum of the

probabilities

of

having

a

family

of N men characterised

by

a

given

set of the

number of men in each successive

generation.

The

number of such sets is 2N - 2 and it is clear that

PN

can

only

be calculated for rather small values of N.

The

P+N

values are shown in

figure

5 up to N = 20.

In this range of values of

N, they

agree very well

FIG. 5. - PN = f(N). Dots : experimental results. - process with fertilities depending on the generation number. --- vital space

process.

(7)

398

with the

experimental results,

even for

large

values

of W. Thus it is

clearly

shown that for the

large

values

of W, the concept of vital space of the

points plays

a

fundamental role in the statistical laws

governing

the cluster size distribution.

6.

Approximate analytical expression

of

PN

for

small N. -

Figure

3 shows that in the range k = 1 to

20, log Gk

is not very far from a linear func- tion of k and so

Wk

=

Gk 11 IGk

is

slowly varying

in this range.

This remark suggests that we consider a

branching

process with two fertilities as an

approximate

model

giving

the essential features of statistics on the clusters at least for values of N which are not too

large.

In this process, the

fertility

of the ancestor is W

and all the descendants have the

fertility

W’. The

main interest of this model is in the

possibility

of

obtaining

an exact

analytic expression

for

PN.

We

follow a method similar to that used in

[11] :

The

expression (5)

is reduced to

where

r is a

loop

enclosed in a circle of unit radius centered

on the

origin.

Then with the aid

of (4b) :

where F’ is a small closed

loop encircling

the

origin

and K =

W’/W.

The theorem of residue

gives finally :

A

priori,

the ratio K is a function of W. In

fact,

a

good approximation

is obtained for the constant value K = 0.5.

The results are

presented

in

figure

6 under the

form WP and

WPN

versus W for W 3 and N = 1

to 4.

They

may

be compared

to the results

given by

the vital space process

represented by

dots

(we

have

shown

previously

that this last process describes well the cluster construction for small values of

N).

For N =

2,

we have verified the agreement betwèen the

approximate expression (8)

and the exact one

FIG. 6. - Estimate of PN and PN given by the expression (8) of§6.

which is

The deviation is less than 3

%

for W inside the interval

[0, 3.5].

Conclusion. - We have

presented

a statistical

study

on cluster size distribution based on statistical results

given by

a Monte Carlo method. These results are

in

good

agreement with those of

Holcomb,

Iwasawa and Roberts

[5]. However, our extrapolation

method

is

quite

différent and

gives

a

larger

critical value of

W, slighly higher

than 2.6. This value is in accordance with the value 2.7

given by

Domb and Dalton

[6].

We note that in a

previous

work

[12],

the authors

attempted

to obtain an estimate of

Wc

which was

expected

to be near the value for which the mean

total curvature of the cluster frontier becomes nul.

They

obtained for this last value 3.018. All the

preced- ing

results show that this value is

certainly

too

high.

In

addition,

we have examined the

analogy

between

the

statistical

laws

governing

the construction of clusters

by

the Monte Carlo method and the

develop-

ment of a

family according

to a

branching

process : for values of W less than the critical

valuesr

the

experi-

(8)

mental results can be fitted

by

a process where the

fertility

of a man

depends only

on its

generation

number. For greater values of W, the effect of

overlap

of the

spheres

is described in a more correct manner

by

a process where the

fertility

of a man

depends

on

the number of men in its

generation.

Finally,

we derive an

expression

for

PN

from a two

fertilities process and show that it can be used to count the number of atoms

belonging

to clusters of small size for a

large

range of concentrations.

Acknowledgments.

- We are

grateful

to Professor

M. Cadilhac and Professor J. Hervé for useful discus- sions and criticism.

References [1] GAYDA, J. P., BLANCHARD, C., J. Physique 30 (1969) 827.

[2] GAYDA, J. P., J. Physique 32 (1971) 793.

[3] GAYDA, J. P., DEVILLE, A., LENDWAY, E., J. Physique 33 (1972) 935.

[4] SHANTE, V. K. S., KIRKPATRICK, S., Adv. Phys. 20 (1971) 325.

[5] HOLCOMB, D. F., IWASAWA, M., ROBERTS, F. D. K., Biometrika 59 (1972) 207.

[6] DOMB, C., DALTON, N. N., Proc. Phys. Soc. 89 (1966) 859.

[7] SYKES, M. F., ESSAM, J. W., Phys. Rev. 133A (1964) 310.

[8] HOLCOMB, D. F., REHR, J. J., Phys. Rev. 183 (1969) 773.

[9]

HARRIS, T. E., The theory of branching process (Springer- Verlag, Berlin), 1963.

[10] DOMB, C., Biometrika 59 (1972) 209.

[11] FISHER, M. E., ESSAM, J. W., J. Math. Phys. 2 (1961) 609.

[12] OTTAVI, H., GAYDA, J. P., J. Physique 34 (1973) 341.

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