Acta Mathematica Scientia 2011,31B(6):2289–2304 http://actams.wipm.ac.cn STABILITY OF EQUILIBRIA OF NEMATIC ∗ LIQUID CRYSTALLINE POLYMERS Dedicated to Professor Peter D. Lax on the occasion of his 85th birthday Hong Zhou Department of Applied Mathematics Naval Postgraduate School, Monterey, CA 93943, USA E-mail: [email protected] Hongyun Wang Department of Applied Mathematics and Statistics Universityof California, Santa Cruz, CA 95064, USA E-mail: [email protected] Abstract We provide an analytical study on the stability of equilibria of rigid rodlike nematic liquid crystalline polymers (LCPs) governed by the Smoluchowski equation with the Maier-Saupe intermolecular potential. We simplify the expression of the free energy of an orientational distribution function of rodlike LCP molecules by properly selecting a coordinate system and then investigate its stability with respect to perturbations of orientational probability density. By computing the Hessian matrix explicitly, we are able to provethehysteresis phenomenon of nematic LCPs: when the normalized polymer concentration b is below a critical value b∗ (6.7314863965), the only equilibrium state is isotropicanditisstable; when b∗ <b<15/2, twoanisotropic (prolate) equilibriumstates occur together with a stable isotropic equilibrium state. Here the more aligned prolate stateisstablewhereasthelessalignedprolatestateisunstable. Whenb>15/2, thereare threeequilibriumstates: astableprolatestate,anunstableisotropicstateandanunstable oblate state. Key words equilibria; stability; nematic liquid crystalline polymers; hysteresis phe- nomenon 2000 MR Subject Classification 35Kxx; 70Kxx 1 Introduction Since its discovery by Austrian botanical physiologist Friedrich Reinitzer in 1888, liquid crystals have spurted intensive experimental, theoretical and numerical studies [1, 5, 6, 18, 31, 39]. One notable example is that in 1991Pierre-Gillesde Gennes wasawardedthe Nobel Prize ∗Received September 30, 2011. This work is partially supported by the National Science Foundation and bytheOfficeofNavalResearch. Report Documentation Page Form Approved OMB No. 0704-0188 Public reporting burden for the collection of information is estimated to average 1 hour per response, including the time for reviewing instructions, searching existing data sources, gathering and maintaining the data needed, and completing and reviewing the collection of information. Send comments regarding this burden estimate or any other aspect of this collection of information, including suggestions for reducing this burden, to Washington Headquarters Services, Directorate for Information Operations and Reports, 1215 Jefferson Davis Highway, Suite 1204, Arlington VA 22202-4302. Respondents should be aware that notwithstanding any other provision of law, no person shall be subject to a penalty for failing to comply with a collection of information if it does not display a currently valid OMB control number. 1. REPORT DATE 3. DATES COVERED 2011 2. REPORT TYPE 00-00-2011 to 00-00-2011 4. TITLE AND SUBTITLE 5a. CONTRACT NUMBER Stability of Equilibria of Nematic Liquid Crystalline Polymers 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER 6. AUTHOR(S) 5d. PROJECT NUMBER 5e. TASK NUMBER 5f. WORK UNIT NUMBER 7. PERFORMING ORGANIZATION NAME(S) AND ADDRESS(ES) 8. PERFORMING ORGANIZATION Naval Postgraduate School,Department of Applied REPORT NUMBER Mathematics,Monterey,CA,93943 9. SPONSORING/MONITORING AGENCY NAME(S) AND ADDRESS(ES) 10. SPONSOR/MONITOR’S ACRONYM(S) 11. SPONSOR/MONITOR’S REPORT NUMBER(S) 12. DISTRIBUTION/AVAILABILITY STATEMENT Approved for public release; distribution unlimited 13. SUPPLEMENTARY NOTES 14. ABSTRACT We provide an analytical study on the stability of equilibria of rigid rodlike nematic liquid crystalline polymers (LCPs) governed by the Smoluchowski equation with the Maier-Saupe intermolecular potential. We simplify the expression of the free energy of an orientational distribution function of rodlike LCP molecules by properly selecting a coordinate system and then investigate its stability with respect to perturbations of orientational probability density. By computing the Hessian matrix explicitly, we are able to prove the hysteresis phenomenon of nematic LCPs: when the normalized polymer concentration b is below a critical value b∗ (6.7314863965), the only equilibrium state is isotropic and it is stable; when b∗ < b < 15/2, two anisotropic (prolate) equilibrium states occur together with a stable isotropic equilibrium state. Here the more aligned prolate state is stable whereas the less aligned prolate state is unstable. When b > 15/2, there are three equilibrium states: a stable prolate state, an unstable isotropic state and an unstable oblate state. 15. SUBJECT TERMS 16. SECURITY CLASSIFICATION OF: 17. LIMITATION OF 18. NUMBER 19a. NAME OF ABSTRACT OF PAGES RESPONSIBLE PERSON a. REPORT b. ABSTRACT c. THIS PAGE Same as 16 unclassified unclassified unclassified Report (SAR) Standard Form 298 (Rev. 8-98) Prescribed by ANSI Std Z39-18 2290 ACTAMATHEMATICASCIENTIA Vol.31Ser.B in Physics “for discovering that methods developed for studying order phenomena in simple systems can be generalized to more complex forms of matter, in particular to liquid crystals and polymers”. Liquidcrystalsrefertoastateofmatterthathaspropertiesbetweenthoseofasolidcrystal and those of an isotropic liquid. For example, a liquid crystalmay flowlike an ordinary liquid, but its molecules may be orientedin some directions. Examples of liquid crystalscan be found both in nature (e.g. solutions of soap and detergents) and in technological applications (e.g. electronic displays). There are many different types of liquid crystal phases, among which one ofthe mostcommonphasesis the nematic. Ina nematic phase,the rod-shapedmoleculeshave no positional order but they display long-range directional order with their long axes roughly aligned parallel to a common axis (which is called a “director”). Most nematics are uniaxial, meaning that they have one axis that is longer and preferred while the other two axes are equivalent. However, some nematics are biaxial which implies that the molecules also orient along a secondary axis in addition to orienting their long axis. Nematics can be easily aligned by applying an external magnetic or electric field. The optical properties of aligned nematics make them extremely useful in liquid crystal displays. Liquid crystallinity in polymers may occur either by heating a polymer above its melting point (thermotropic LCPs) or by dissolving a polymer in a solvent (lyotropic LCPs). Liquid crystalline polymers combine the properties of liquid crystals with the properites of polymers. As a result, it is easy to guide LCPs by applying small external forces such as flows and it is easyto controltheir chemicaland materialparameters. LCPs exhibit certainanisotropyofthe electrical, mechanical and magnetic properties with high flexibility or elasticity. They are also exceptionallyunreactiveandinert,andhighly resistantto fire. Due to theirvariousproperties, LCPs have found more and more applications, including electrical and mechanical parts, food containers,andanyotherapplicationsrequiringchemicalinertnessandsuperstrength. Amain example of LCPs in solid form is high strength fibers which have been made into bullet-proof vests and airbags. The theoretical studies of liquid crystals traced back more than 60 years ago. In 1949 Onsager [29] developed a statistical theory showing that simple exclude-volume repulsions be- tween long rods are sufficient to create a liquid crystal. Onsager’s theory is valid for dilute liquid crystals. Flory [9, 10] presented a lattice model and his theory yields good approxima- tion for dense and highly ordered liquid crystals. Both the Onsager and Flory theories predict an isotropic-nematic phase transition when the concentration is high enough. In three pub- lications Maier and Saupe [26–28] proposed a mean-field theory to explain the occurrence of a liquid crystal phase in low molecular weight materials based on the assumption that only induced dipolar forces are relevant for orientational ordering. An impressive signature for the popularity of the Maier-Saupe theory is its high number of citations (almost 4000 up to now) overtheyears[30]. In1965LandauandGinzburg[22]developedaphenomenologicaltheoryfor liquid crystals. Eventhoughit has success inmost cases,Landau-Ginzburgtheory is not exact anditsuffersfailureinsomecases[18]. Oneoftheearliestconstitutivetheoriesofliquidcrystals isthe Leslie-Ericksenvectortheory[7,23]in1970s. TheLeslie-Ericksentheoryisattractivefor studying low molar-mass liquid crystals. AfterMaierandSaupeandFlory’swork,manynewtheorieshavebeendevelopedforliquid No.6 H.Zhou&H.Y.Wang: STABILITYOFEQUILIBRIAOFNEMATICLIQUID 2291 crystalline polymers. One of the most famous kinetic models for polymer liquid crystals was developedbyDoiandEdwards[6]in1980sandHess[19]. ThecrucialideaoftheDoitheoryisto modelthepolymericmoleculesasasuspensionofrigidrodlikenematogensandthendescribethe ensemblewithanorientationalprobabilitydistributionfunction. Theorientationaldistribution functionisgovernedbyanonlinearSmoluchowski(orFokker-Planck)equationwhichtakesinto account the hydrodynamic, Brownian and intermolecular forces. In recent years, the Doi theory has attracted enormous mathematical attentions (for ex- ample, [2–4, 8, 11–17, 21, 24, 25, 32–38]). One mathematical advance in the understanding of the equilibrium states of the Doi model is the rigorous proof on that the equilibria of the Smoluchowski equation with the Maier-Saupe potential are uniaxial [8, 24, 35]. However, it seems more challenging to obtain a solid proof on the stability of the equilibria. The purpose of this paper is to circumvent this difficulty and seek a mathematical proof on the stability of theequilibria. Themainresultprovenhereis: allstableequilibriaareeitherisotropicorhighly aligned prolate uniaxial. 2 Background and Formulation For reader’s convenience, we start with the briefest glimpse of the Doi kinetic theory. Let us denote the orientational direction of each rodlike molecule by a unit vector m, the probability density function by ρ(m). The evolution of the probability density function is described by the Smoluchowski equation [6]: (cid:2) (cid:3) ∂ρ ∂ 1 ∂U ∂ρ =D · ρ+ , (1) ∂t ∂m kBT ∂m ∂m where ∂/∂m is the orientational gradient operator [1], D the rotational diffusivity, kB the Boltzmann constant, and T the absolute temperature. For simplicity, we set kBT =1 which is equivalent to normalizing U by kBT. For nematic polymers, the total potential consists of only the Maier-Saupe interaction potential U(m)=−b(cid:3)mm(cid:4):mm, (2) where the tensor product mm and tensor double contraction A:B are defined as ⎡ ⎤ m m m m m m 1 1 1 2 1 3 ⎢ ⎥ mm≡ ⎢⎣m2m1 m2m2 m2m3⎥⎦, m m m m m m 3 1 3 2 3 3 A:B ≡ trace(AB). In (2) the constant b is proportional to the normalized polymer concentration and it describes the strength of inter-molecular interactions, and (cid:3)mm(cid:4) denotes the second moment of the orientation distribution: (cid:10) (cid:3)mm(cid:4)≡ mmρ(m)dm, (cid:2)m(cid:2)=1 where ρ(m) is the orientational probability density function of the ensemble of polymer rods, i.e., the probability density that a polymer rod has direction m. 2292 ACTAMATHEMATICASCIENTIA Vol.31Ser.B The Maier-Saupe potential in a properly selected coordinate system: Let us select a coordinate system such that the second moment (cid:3)mm(cid:4) is diagonal: ⎡ ⎤ 1 ⎡(cid:3)m2(cid:4) 0 0 ⎤ ⎢⎢s1+ 3 0 0 ⎥⎥ ⎢ 1 ⎥ ⎢ ⎥ (cid:3)mm(cid:4)=⎢⎣ 0 (cid:3)m22(cid:4) 0 ⎥⎦=⎢⎢⎢ 0 s2+ 13 0 ⎥⎥⎥, 0 0 (cid:3)m23(cid:4) ⎣ 1⎦ 0 0 s3+ 3 where sj ≡(cid:3)m2j(cid:4)− 13 satisfies s1+s2+s3 =(cid:3)m21+m22+m23(cid:4)−1=0. In this coordinate system, the Maier-Saupe potential takes the following expression: U(m)= −b((cid:3)m2(cid:4)m2+(cid:3)m2(cid:4)m2+(cid:3)m2(cid:4)m2) 1 1 2 2 3 3 b = − −b(s1m21+s2m22+s3m23). (3) 3 The constant (−b/3) does not affect the dynamics or the stability of the nematic polymer ensemble. Forsimplicity,wedroptheconstant(−b/3). Froms1+s2+s3 =0andm21+m22+m23 = 1, we have −s s −s s1 = 3 − 2 1, 2 2 −s s −s s2 = 3 + 2 1, 2 2 m2+m2 =1−m2. 1 2 3 Using these equations, we can rewrite the Maier-Saupe potential (3) as (cid:2)(cid:2) (cid:3) (cid:2) (cid:3) (cid:3) −s s −s −s s −s U(m)=−b 3 − 2 1 m21+ 3 + 2 1 m22+s3m23 2 2 2 2 (cid:2) (cid:3) =−b3s3 m2− 1 −b(s2−s1)(m2−m2) 3 2 1 2 3 2 (cid:2) (cid:3) 1 =−η1 m23− −η2(m22−m21), (4) 3 where (cid:2) (cid:3) η1 ≡b3s3 =b3 (cid:3)m23(cid:4)− 1 , (5) 2 2 3 η2 ≡b(s2−s1) =b1(cid:3)m22−m21(cid:4). (6) 2 2 Note that for any orientationaldistribution ρ(m), by selecting a proper coordinate system, we canalwaysexpress the Maier-Saupe potential U(m) in the form of (4) with η1 and η2 givenby (5) and (6). In particular, ρ(m) does not have to be an equilibrium distribution. The Boltzmann distribution: No.6 H.Zhou&H.Y.Wang: STABILITYOFEQUILIBRIAOFNEMATICLIQUID 2293 Intheabsenceofexternalfield,theequilibriumdistributionsofanematicpolymerensemble are described by the Boltzmann distribution [6]: exp[−U(m)] ρ(BZ)(m;η1,η2)= (cid:11) exp[−U(m)]dm S (cid:12) (cid:13) = (cid:11) exp η1m23+η2(m22−m21) , (7) Sexp[η1m23+η2(m22−m21)]dm where S represents the unit sphere. It is clear that an equilibrium distribution is completely specified by (η1,η2). To find an equilibrium distribution, we need to determine (η1,η2). The governingequationfor(η1,η2)isobtainedbycombiningthedefinitionof(η1,η2)andtheBoltz- mann distribution (7): (cid:10) (cid:2) (cid:3) 3 1 η1 =b m23− ρ(BZ)(m;η1,η2)dm, 2 3 S (cid:10) (cid:14) (cid:15) 1 η2 =b m22−m21 ρ(BZ)(m;η1,η2)dm. (8) 2 S Note thatwhile the Maier-Saupepotential(4)isalwaystrue,the Boltzmanndistribution(7)is valid only for equilibrium distributions. It is very important to notice this difference between (4) and (7) especially when we consider the free energy of orientational distributions in the stability discussion. Equilibrium states of a nematic polymer ensemble: It has been shown that in the absence of external field, all equilibrium states of nematic polymersareaxisymmetric[8,24,35]. Withoutlossofgenerality,we assumethe m3-axisis the axis of symmetry. The axisymmetry implies s1 = s2 and consequently we have η2 = 0. Thus, an equilibrium state of nematic polymers is completely specified by η1. Tofacilitatethediscussion,weuser(b)todenotethevalueofη1 intheequilibriumstate(s) corresponding to parameter b. More specifically, we adopt the convention that η, η1 and η2 denote general variables while r(b) denotes specific value of η1 in the equilibrium state(s). By definition r(b) is the solution of equation (8). With η2 = 0 and η1 simply denoted by η, equation (8) becomes (cid:11) (cid:14) (cid:15) (cid:14) (cid:15) η =b3 S m(cid:11)23− 13 exp ηm23 dm. (9) 2 exp(ηm2)dm S 3 It is now convenient to introduce the function f(η) defined by (cid:11) (cid:14) (cid:15) (cid:14) (cid:15) f(η)≡ 3 S m(cid:11)23− 13 exp ηm23 dm. (10) 2η exp(ηm2)dm S 3 Then it follows at once that equation (9) can be written as [35] (cid:2) (cid:3) 1 η −f(η) =0. (11) b First, observe that η = r0(b) = 0 is always a solution of equation (11), which corresponds to U(m)= constant(independent of m), the isotropic equilibrium. Next, anisotropic equilibrium states are the solutions of the equation 1 f(η)= . (12) b 2294 ACTAMATHEMATICASCIENTIA Vol.31Ser.B Using the spherical coordinates, m1 =sinφcosθ, m2 =sinφsinθ, m3 =cosφ, (13) followedbythesubstitutionu=cosφandthenapplyingintegrationbyparts,wewritefunction f(η) as (cid:11) (cid:14) (cid:15) (cid:14) (cid:15) 3 π cos2φ− 1 exp η cos2φ sinφdφ f(η)= 0 (cid:11) 3 2η πexp(η cos2φ)sinφdφ (cid:11) (cid:14) 0 (cid:15) (cid:14) (cid:15) 3 1 u2− 1 exp ηu2 du = −1 (cid:11) 3 2η 1 exp(ηu2)du −1 (cid:11) (cid:14) (cid:15) (cid:14) (cid:15) 1 u2−u4 exp ηu2 du = −1 (cid:11) 1 exp(ηu2)du (cid:11) (cid:14) −1 (cid:15) (cid:14) (cid:15) m2−m4 exp ηm2 dm = S 3(cid:11) 3 3 . (14) exp(ηm2)dm S 3 In[35],wehaveshownthatthefunctionf(η)expressedin(14)satisfiesthefollowingproperties: 1. f(0)= 2 ; 15 2. lim f(η)=0 and lim f(η)=0; in other words, f(η) tends to zero as |η| goes to η→+∞ η→−∞ infinity. 3. f(η) attains its maximum at η∗ = 2.1782879748 > 0 where the maximum is f(η∗) = 0.14855559992254>0; 4. f(cid:6)(η)>0 for η <η∗ and f(cid:6)(η)<0 for η >η∗. The graph of the function f(η) is depicted in Figure 1. Fig. 1 Graph of thefunction f(η). A keyfeature of thefunction f(η) is thatf (η) is strictly increasing for η<η∗ (i.e. f(cid:3)(η)>0) and strictly decreasing for η>η∗ (i.e., f(cid:3)(η)<0) From these properties of the function f(η), we draw conclusions listed below related to equation (12): • b∗ = 1 =6.7314863965is a critical value for parameter b. f(η∗) No.6 H.Zhou&H.Y.Wang: STABILITYOFEQUILIBRIAOFNEMATICLIQUID 2295 • Forb<b∗,equation(12)hasnosolution;thatis,thereisnoanisotropicstateforb<b∗. • At b=b∗, equation (12) has one solution r(b∗)=η∗ >0. • For b∗ <b< 125, equation (12) attains two solutions: rU(b)> η∗ >0 and 0< rM(b)< η∗. The equilibrium states corresponding to positive order parameters rU(b) and rM(b) are called prolate states. • At b= 125, equation (12) possesses two solutions: rU(125)>η∗ >0 and r(125)=0. • For b > 125, equation (12) has two solutions: rU(b) > η∗ > 0 and rL(b) < 0. The equilibrium state with negative order parameter rL(b) is called oblate state. Hereweuse the subscript“U”toreferto the “Upper”partofthe phasediagramwherer >η∗, the subscript “M” to represent the “Middle” part of the phase diagram where 0<r <η∗, and the subscript “L” to denote the “Lower” part of the phase diagram where r < 0. The phase diagram for nematic polymers is shown in Figure 2. Fig. 2 Phase diagram of nematic polymers In the above, we have used b as the independent variable and treated r as a function of b. However, r(b) is a multi-valued function of b and for b < b∗ the function r(b) is not even defined. When we study the relation between b and r, it is mathematically more convenient if we use r as the independent variable and treat b as a function of r instead. Then, b(r) is a single-valued function of r and is defined for all values of r in (−∞,+∞). The function b(r) can be easily determined from equation (12) as 1 b(r)= . (15) f(r) Once we know the function b(r), the branch rU(b) is simply the inverse function of b(r) for r >η∗; the branchrM(b) is the inverse function of b(r) for 0<r <η∗; and the branchrL(b) is the inverse function of b(r) for r<0. Free energy of an orientational distribution: The free energy of the orientational distribution ρ(m) is (cid:10) (cid:16) (cid:17) 1 G([ρ])= logρ(m)+ U(m,[ρ]) ρ(m)dm. (16) 2 S Recall that for any ρ(m), by selecting a proper coordinate system, we can always write the 2296 ACTAMATHEMATICASCIENTIA Vol.31Ser.B Maier-Saupe potential U(m,[ρ]) as (cid:2) (cid:3) 1 U(m,[ρ])=−η1 m23− −η2(m22−m21), 3 (cid:14) (cid:15) where η1 ≡b23 (cid:3)m23(cid:4)− 13 and η2 ≡b12(cid:3)m22−m21(cid:4). But in general, ρ(m) is not the same as the Boltzmann distribution (cid:12) (cid:13) ρ(m)(cid:7)=ρ(BZ)(m;η1,η2)≡ (cid:11)Seexxpp[ηη11mm2323++ηη22((mm2222−−mm2121))]dm. It is important to point out that even if we restrict our consideration to probability density ρ(m) that has the form of (cid:12) (cid:13) ρ(m)= (cid:11) exp q1m23+q2(m22−m21) , Sexp[q1m23+q2(m22−m21)]dm we still have (q1,q2)(cid:7)=(η1,η2) unless ρ(m) is an equilibrium distribution, which means q2 =0 and q1 =r(b). It is tempting to replace ρ(m) by ρ(BZ)(m;η1,η2) in (16) and formally define a function of (η1,η2) (cid:10) (cid:16) (cid:2) (cid:2) (cid:3) (cid:3)(cid:17) 1 1 F(η1,η2)≡ logρ(BZ)(m;η1,η2)+ −η1 m23− −η2(m22−m21) 2 3 S ×ρ(BZ)(m;η1,η2)dm. Unfortunately, the assertion F(η1,η2) = G([ρ]) is valid only when ρ(m) is an equilibrium distribution. In other words, at a fixed value of b, the assertion F(η1,η2) = G([ρ]) is true only at a few (at most, three) equilibrium states that are well separated from each other. Therefore, while we can try to analyze the stability of F(η1,η2) with respect to perturbations in(η1,η2),thestabilityofF(η1,η2)doesnotinformusaboutthestabilityofG([ρ])withrespect to perturbations in ρ(m). 3 Stability Analysis In this section we present a detailed stability analysis on the equilibria. Tomakeourpresentationeasytofollow,wedivideourapproachintofivesteps. Inthefirst step, we minimize the free energy functional G([ρ]) over a set B of functions with the second moments fixed, specified by two parameters (η1,η2). The resulting free energy is a function of twovariablesG(η1,η2). The stability ofG([ρ])is equivalentto the stabilityofG(η1,η2). Inthe second step, we show that the minimum of G([ρ]) is attained at a probability density ρ∗ of the Boltzmann form. The coefficients (q1,q2) in the exponent of ρ∗ define a one-to-one mapping between(η1,η2)and(q1,q2). Thus,we canrewriteG(η1,η2)asH(q1,q2). The importantpoint to note here is that (q1,q2) is in general different from (η1,η2) unless ρ∗ is an equilibrium state, which is animproper assumption in stability analysis. In the third step, we compute the Hessian matrix of H(q1,q2) with respect to (q1,q2), which is fortunately a diagonal matrix. In the fourth step, we consider the stability of the isotropic equilibrium state. At the laststep we focus our attention on the stability of the anisotropic equilibrium states. No.6 H.Zhou&H.Y.Wang: STABILITYOFEQUILIBRIAOFNEMATICLIQUID 2297 Step 1 We consider the constrained minimum over the set (cid:18) (cid:19)(cid:2) (cid:3) (cid:22) (cid:19) (cid:20) (cid:21) B(η1,η2)= ρ(m)(cid:19)(cid:19) (cid:3)m23(cid:4)[ρ]− 13 = 32bη1, m22−m21 [ρ] = 2bη2 , where the probability density ρ(m) is involved in the average in the following way: (cid:10) (cid:3)f(m)(cid:4)[ρ] ≡ f(m)ρ(m)dm. S The minimum of G([ρ]) over the set B(η1,η2) is a function of (η1,η2): G(η1,η2)≡ min G([ρ]). (17) ρ(m)∈B(η1,η2) FromthedefinitionofG(η1,η2),weseethatthestabilityofG([ρ])withrespecttoρisthesame as the stability of G(η1,η2) with respect to (η1,η2). Step 2 We study where G([ρ]) attains the minimum over the set B(η1,η2) and use the result to calculate G(η1,η2). For ρ(m)∈B(η1,η2), we have (cid:2) (cid:3) 1 U(m,[ρ])= −η1 m23− −η2(m22−m21), 3 (cid:10) (cid:23) (cid:24) (cid:25) (cid:26) 1 1 1 U(m,[ρ])ρ(m)dm= −η1 m23− −η2(cid:3)m22−m21(cid:4)[ρ] 2 2 3 S [ρ] (cid:2) (cid:3) 1 1 = − η2+ η2 . 3b 1 b 2 That is, the second term in the free energy G([ρ]) given in (16) is actually a constant over the set B(η1,η2). It follows that we only need to look at the first term of G([ρ]) in the constrained minimization problem. Let us denote the first term by (cid:10) G1([ρ])≡ logρ(m)ρ(m)dm. (18) S The constrained minimization problem then becomes argmin G1([ρ]). ρ(m)∈B(η1,η2) Supposetheconstrainedminimumisattainedatρ∗(m). Weconsidertheperturbedprobability density ρ(m)=ρ∗(m)+sΔρ(m) where Δρ(m) satisfies the following properties: (cid:10) Δρ(m)dm=0, (cid:10)S(cid:2) (cid:3) 1 m2− Δρ(m)dm=0, 3 3 (cid:10)S (m2−m2)Δρ(m)dm=0. (19) 2 1 S (cid:19) G1([ρ∗+sΔρ]) attaining the minimum at s=0 implies dG1([ρd∗+ssΔρ])(cid:19)(cid:19) =0, which gives us s=0 (cid:10) logρ∗(m)Δρ(m)dm=0. (20) S