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# 𝑃²-reducing and toroidal Dehn fillings

## 1. Introduction

Let $`M`$ be a compact, connected, orientable $`3`$-manifold with a torus boundary component $`_0M`$. A slope on $`_0M`$ is the isotopy class of an unoriented essential simple loop. For a slope $`r`$, the manifold obtained from $`M`$ by $`r`$-Dehn filling is $`M(r)=MV_r`$, where $`V_r`$ is a solid torus glued to $`M`$ along $`_0M`$ in such a way that $`r`$ bounds a meridian disk in $`V_r`$. If $`r`$ and $`s`$ are two slopes on $`_0M`$, then $`\mathrm{\Delta }(r,s)`$ denotes their minimal geometric intersection number.

We say that a $`3`$-manifold $`M`$ is hyperbolic if $`M`$ with its boundary tori removed admits a complete hyperbolic structure of finite volume with totally geodesic boundary. If $`M`$ has non-empty boundary, then Thurston’s geometrization theorem for Haken manifolds  says that $`M`$ is hyperbolic if and only if $`M`$ contains no essential sphere, disk, torus or annulus.

We are interested in obtaining restrictions on when a Dehn filling on a hyperbolic $`3`$-manifold fails to be hyperbolic. Such a filling is said to be exceptional. It is well known that if $`M`$ is hyperbolic, then there are only finitely many exceptional Dehn fillings on $`_0M`$ , and there are a large amount of investigations on exceptional Dehn fillings (see ).

In this paper, we deal with three specific exceptional Dehn fillings. A $`3`$-manifold is $`P^2`$-reducible if it contains a projective plane, and $`P^2`$-irreducible otherwise. If a closed $`3`$-manifold is $`P^2`$-reducible, then it is either the real $`3`$-dimensional projective space $`P^3`$ or a reducible manifold with a $`P^3`$-summand. A $`3`$-manifold is toroidal if it contains an essential torus. Clearly, if $`M(r)`$ is $`P^2`$-reducible or toroidal, then such a filling is exceptional. Finally a hyperbolic $`3`$-manifold contains no Klein bottle, and if $`M(r)`$ contains a Klein bottle, then the filling is also exceptional (see ).

We consider two situations. That is, one filling yields a $`P^2`$-reducible manifold, and the other gives either a toroidal manifold or a manifold containing a Klein bottle. For each case, we can find the best possible upper bound on the distance between two exceptional fillings.

###### Theorem 1.1.

Let $`M`$ be a hyperbolic $`3`$-manifold with a torus boundary component $`_0M`$. Let $`\alpha `$ and $`\beta `$ be two slopes on $`_0M`$ such that $`M(\alpha )`$ is $`P^2`$-reducible and $`M(\beta )`$ is toroidal. Then either

* $`\mathrm{\Delta }(\alpha ,\beta )2`$; or
* $`\mathrm{\Delta }(\alpha ,\beta )=3`$ and $`M(\beta )`$ contains an essential torus which intersects the core of the attached solid torus in two points.

###### Theorem 1.2.

Let $`M`$ be as in Theorem 1.1. Let $`\alpha `$ and $`\beta `$ be two slopes on $`_0M`$ such that $`M(\alpha )`$ is $`P^2`$-reducible and $`M(\gamma )`$ contains a Klein bottle. Then either

* $`\mathrm{\Delta }(\alpha ,\gamma )2`$; or
* $`\mathrm{\Delta }(\alpha ,\gamma )=3`$ and $`M(\gamma )`$ contains a Klein bottle which intersects the core of the attached solid torus in a single point.

The examples showing that these estimates are sharp are given in the final section.

In , Gordon gave an upper bound $`5`$ for the distance between a toroidal filling and a lens space filling on a hyperbolic $`3`$-manifold with torus boundary. Our Theorem 1.1 gives a partial improvement of this result in case where a lens space is the real projective $`3`$-space $`P^3`$.

###### Corollary 1.3.

Let $`M`$ be a hyperbolic $`3`$-manifold with torus boundary $`M`$, and let $`\alpha `$ and $`\beta `$ be slopes on $`M`$ such that $`M(\alpha )`$ is the lens space $`L(2,1)(=P^3)`$ and $`M(\beta )`$ is toroidal. Then $`\mathrm{\Delta }(\alpha ,\beta )3`$.

The authors would like to thank Cameron Gordon for suggesting the problem.

## 2. Preliminaries

In the remainder of this paper, we assume that $`M`$ is a hyperbolic $`3`$-manifold with a torus boundary component $`_0M`$, and that $`\alpha ,\beta ,\gamma `$ are slopes on $`_0M`$ such that $`M(\alpha )`$ is $`P^2`$-reducible, $`M(\beta )`$ is toroidal, and $`M(\gamma )`$ contains a Klein bottle.

Assume that $`\mathrm{\Delta }(\alpha ,\beta ),\mathrm{\Delta }(\alpha ,\gamma )3`$. Suppose that $`M(\alpha ),M(\beta )`$ and $`M(\gamma )`$ contain a projective plane $`\widehat{P}`$, an essential torus $`\widehat{T}`$ and a Klein bottle $`\widehat{K}`$ respectively. Then we may assume that $`\widehat{P}`$ meets the attached solid torus $`V_\alpha `$ in a finite collection of meridian disks, so that $`P=\widehat{P}M`$ is a punctured projective plane properly embedded in $`M`$, each of whose boundary components has slope $`\alpha `$. Furthermore, we can assume that $`\widehat{P}`$ is chosen so that the number of boundary components $`p`$ is minimal among all projective planes in $`M(\alpha )`$. Similarly, $`\widehat{T}`$ and $`\widehat{K}`$ give rise to the surfaces $`T`$ and $`K`$ respectively, and the numbers of boundary components $`t`$ and $`k`$ of $`T`$ and $`K`$ are assumed to be minimal. Recall that $`M(\alpha )`$ is either the real projective $`3`$-space $`P^3`$, or a reducible manifold with a $`P^3`$-summand. Therefore we may assume that $`M(\beta )`$ and $`M(\gamma )`$ are irreducible by .

###### Lemma 2.1.

$`p2`$.

###### Proof.

If $`p=0`$, then $`M`$ contains a projective plane, which is impossible since $`M`$ is hyperbolic. If $`p=1`$, then $`M`$ contains a Möbius band, which is also impossible. ∎

###### Lemma 2.2.

$`P`$ is incompressible and boundary-incompressibe in $`M`$.

###### Proof.

Assume $`P`$ is compressible in $`M`$. Let $`D`$ be a compressing disk for $`P`$. Note that $`D`$ is orientation-preserving on $`P`$ (and hence $`\widehat{P}`$). Hence $`D`$ bounds a disk $`D^{}`$ on $`\widehat{P}`$. Since $`\mathrm{Int}D^{}`$ meets $`V_\alpha `$, we can create a new projective plane by replacing $`D^{}`$ with $`D`$, which meets $`V_\alpha `$ fewer than $`\widehat{P}`$. This contradicts the minimality of $`\widehat{P}`$. Therefore $`P`$ is incompressible in $`M`$.

Next, assume that $`P`$ is boundary-compressible. Then $`P`$ would be compressible, or the core of $`V_\alpha `$ can be isotoped into $`\widehat{P}`$ as an orientation-reversing loop. But, the latter case implies that $`M`$ is boundary-reducible. ∎

Since $`t`$ is minimal, it is clear that $`T`$ is incompressible and boundary-incompressible in $`M`$. We have $`t1`$, and $`k1`$, since $`M`$ cannot contain a Klein bottle.

###### Lemma 2.3.

$`K`$ is incompressible and boundary-incompressible in $`M`$.

###### Proof.

Suppose that $`K`$ is compressible in $`M`$. Let $`D`$ be a disk in $`M`$ such that $`DK=D`$ and $`D`$ does not bound a disk on $`K`$. Note that $`D`$ is orientation-preserving on $`K`$.

If $`D`$ is non-separating on $`\widehat{K}`$, then we get a non-separating $`2`$-sphere in $`M(\gamma )`$ by compressing $`\widehat{K}`$ along $`D`$. This is clearly a contradiction. If $`D`$ bound a disk on $`\widehat{K}`$, then we replace the disk with $`D`$, and get a new Klein bottle in $`M(\gamma )`$ with fewer intersections with $`V_\gamma `$ than $`\widehat{K}`$. This contradicts the choice of $`\widehat{K}`$.

Thus $`D`$ is essential and separating on $`\widehat{K}`$. Compressing $`\widehat{K}`$ along $`D`$ gives two disjoint projective planes in $`M(\gamma )`$. Since $`M(\gamma )`$ is irreducible, this is also impossible. Thus we have shown that $`K`$ is incompressible.

Next, let $`E`$ be a disk in $`M`$ such that $`EK=EK`$, $`E=ab`$, where $`aK`$ is an essential (i.e. not boundary-parallel) arc in $`K`$ and $`b_0M`$. If $`a`$ joins distinct components of $`K`$, then a compressing disk for $`K`$ is obtained from two parallel copies of $`E`$ and the disk obtained by removing a neighborhood of $`b`$ from the annulus in $`_0M`$ cobounded by those components of $`K`$ meeting $`a`$. Hence $`a`$ is contained in the same component $`_1K`$, say, of $`K`$. If $`k2`$, then $`b`$ bounds a disk $`D^{}`$ in $`_0M`$ together with a subarc of $`_1K`$. Then $`ED^{}`$ gives a compressing disk for $`K`$ in $`M`$. Therefore $`k=1`$. Then we can move the core of $`V_\gamma `$ onto an orientation-reversing loop in $`\widehat{K}`$ by using $`E`$. This implies that $`M`$ contains a properly embedded Möbius band, which contradicts the fact that $`M`$ is hyperbolic. ∎

From the arc components of $`PT`$, $`PK`$, we can construct two pairs of graphs $`(G_P^T,G_T)`$ and $`(G_P^K,G_K)`$ in the usual way (see ). We number the components of $`T`$ as $`1,2,\mathrm{},t`$ in the order in which they appear on $`_0M`$. Similarly number the components of $`K`$. But the components of $`P`$ are numbered from $`1`$ to $`p2`$ unusually. For simplifying the notations, we use the symbol $`G_P`$ for both $`G_P^T`$ and $`G_P^K`$, and $`G_{TK}`$ for $`G_T`$ or $`G_K`$. For a graph $`G`$, the reduced graph $`\overline{G}`$ of $`G`$ is defined to be the graph obtained from $`G`$ by amalgamating each family of parallel edges into a single edge.

###### Lemma 2.4.

Neither $`G_P`$ nor $`G_{TK}`$ has trivial loops.

###### Proof.

This follows from the fact that $`P,T`$ and $`K`$ are boundary-incompressible. ∎

We may assume that no circle component of $`PT`$ or $`PK`$ bounds a disk in $`P,T`$ or $`K`$, because of the incompressibilities of these surfaces.

Although $`P`$ and $`K`$ are non-orientable, we can establish a parity rule, which plays a crucial role in this paper. In fact, this is a natural generalization of the usual parity rule .

First, orient all components of $`P`$ so that they are mutually homologous on $`_0M`$. Similarly for $`T`$ and $`K`$. Let $`e`$ be an edge in $`G_P`$. Since $`e`$ is an arc properly embedded in $`P`$, a regular neighborhood $`D`$ of $`e`$ in $`P`$ is a disk in $`P`$. Then $`D=abcd`$, where $`a`$ and $`c`$ are arcs in $`P`$ with induced orientations from $`P`$. On $`D`$, if $`a`$ and $`c`$ have opposite directions, then $`e`$ is called positive, otherwise negative. See Figure 1. Similarly, define the sign of edges in $`G_{TK}`$. Then we have the following rule.

###### Lemma 2.5 (Parity rule).

An edge $`e`$ is positive (or negative) in $`G_P`$ if and only if $`e`$ is negative (positive resp.) in $`G_{TK}`$.

###### Proof.

This follows from the fact that $`M`$ is orientable and $`_0M`$ is a torus. ∎

Remark that $`G_T`$ can have positive loops, but no negative loops. $`G_P`$ and $`G_K`$ can have positive and negative loops. But the key point is;

###### Lemma 2.6.

* At most one vertex can be a base of negative loops in $`G_P`$.
* At most two vertices can be bases of negative loops in $`G_K`$.

###### Proof.

Let $`e`$ be a negative loop based at a vertex $`x`$. Then $`N(xe)`$ is a Möbius band. Since $`\widehat{P}`$ and $`\widehat{K}`$ can contain at most one Möbius band and at most two disjoint Möbius bands respectively, the conclusions follow. ∎

Now, we have some basic properties of the graphs. An edge is called an $`x`$-edge if it has label $`x`$ at its endpoint, and a level edge if both endpoints have the same label. For example, $`G_{KT}`$ can have a positive level edge, which corresponds to a negative loop in $`G_P`$ by the parity rule. Thus at most one label of $`G_{TK}`$ can be a label of positive level edges by Lemma 2.6(1). Therefore, we adopt the convention that $`0`$ is the label of positive level edges in $`G_{TK}`$.

Let $`G=G_P`$ or $`G_{TK}`$. A cycle in $`G`$ is a Scharlemann cycle if it bounds a disk face, and the edges in the cycle are all positive and have the same label pair $`\{i,i+1\}`$ at their two endpoints, called the label pair of the Scharlemann cycle. (In this case, the label set of $`G`$ must have at least two elements.) In particular, a Scharlemann cycle of length two is called an $`S`$-cycle in short.

When $`p3`$, a generalized Scharlemann cycle in $`G_{TK}`$ is defined to be either a Scharlemann cycle or a cycle of positive edges whose labels are in the set $`\{1,0,1\}`$ at both ends and which bounds a disk face in $`G_{TK}\{\mathrm{level}\mathrm{edges}\}`$. In addition, if $`p=3`$, then the label $`0`$ must appear around each vertex in the disk face bounded by the generalized Scharlemann cycle in $`G_{TK}\{\mathrm{level}\mathrm{edges}\}`$. For example, Figure 2(b) is not a generalized Scharlemann cycle. Refer to  for more details.

A generalized Scharlemann cycle of length two is called a generalized $`S`$-cycle. Then a generalized $`S`$-cycle, not an $`S`$-cycle, in $`G_{TK}`$ is a triple $`\{e_1,e_0,e_1\}`$ of mutually parallel positive edges where $`e_1`$ and $`e_1`$ have the same label pair $`\{1,1\}`$, and $`e_0`$ is a level edge with label $`0`$. A generalized $`S`$-cycle, not an $`S`$-cycle, can be defined in $`G_P`$ (precisely, $`G_P^K`$), but then the label set is $`\{i1,i,i+1\}`$ for some $`i`$.

###### Lemma 2.7.

$`G_{TK}`$ contains no generalized Scharlemann cycles.

###### Proof.

This is \[4, Theorem 1.1\]. ∎

###### Lemma 2.8.

* If $`p`$ is even, $`G_{TK}`$ has at most $`p/2`$ mutually parallel positive edges. Furthermore, if there is a family of $`p/2`$ mutually parallel positive edges, then either the first, say, edge of the family is level, or the set of labels of one end of the family is disjoint from that of the other end.
* If $`p`$ is odd, $`G_{TK}`$ has at most $`(p+1)/2`$ mutually parallel positive edges. Furthermore, if there is a family of $`(p+1)/2`$ mutually parallel positive edges, then the first, say, edge of the family is level.

###### Proof.

These follow from Lemmas 2.6(1) and 2.7. ∎

###### Lemma 2.9.

Let $`p2`$. Then $`G_{TK}`$ cannot contain $`p`$ mutually parallel edges.

###### Proof.

Let $`A_1,A_2,\mathrm{},A_p`$ be a family of $`p`$ mutually parallel edges in $`G_{TK}`$ labelled successively. By Lemma 2.8, all $`A_i`$’s are negative, and then they make orientation-preserving cycles in $`G_P`$. Note that an orientation-preserving loop in a projective plane is contractible. Therefore, we can choose an innermost cycle among them. Then the construction in \[9, Section 5\] implies that $`M`$ is cabled, a contradiction. ∎

## 3. Main argument

In this section, we use $`|G_{TK}|`$ to denote the number of vertices of $`G_{TK}`$.

For a label $`x`$ of $`G_{TK}`$, let $`\mathrm{\Gamma }_x`$ be the subgraph of $`G_{TK}`$ consisting of all the vertices and positive $`x`$-edges of $`G_{TK}`$. A disk face $`D`$ of $`\mathrm{\Gamma }_x`$ is called an $`x`$-face of $`G_{TK}`$.

Let $`G_P^+`$ denote the subgraph of $`G_P`$ consisting of all the vertices of $`G_P`$ and the positive edges of $`G_P`$. Note that $`G_P^+`$ has a disk support in $`\widehat{P}`$, that is, there is a disk in $`\widehat{P}`$ which contains $`G_P^+`$ in its interior, since any orientation-preserving loop in a projective plane is contractible.

Let $`\mathrm{\Lambda }`$ be a subgraph of $`G_P^+`$ with a disk support $`D`$. A vertex of $`\mathrm{\Lambda }`$ is a boundary vertex if there is an arc connecting it to $`D`$ whose interior is disjoint from $`\mathrm{\Lambda }`$, and an interior vertex otherwise.

A generalized web $`\mathrm{\Lambda }_P`$ is a connected subgraph of $`G_P^+`$ satisfying that

* at most one boundary vertex $`y`$ of $`\mathrm{\Lambda }_P`$ is a cut vertex of $`G_P^+`$;
* each vertex of $`\mathrm{\Lambda }_P`$, except $`y`$ if it exists, has degree at least $`(\mathrm{\Delta }1)|G_{TK}|`$ in $`\mathrm{\Lambda }_P`$;
* there is a disk $`D`$ in $`\widehat{P}`$ such that $`DG_P^+=\mathrm{\Lambda }_P`$.

The vertex $`y`$ as in (i), if it exists, is called an exceptional vertex of $`\mathrm{\Lambda }_P`$.

###### Proposition 3.1.

One of the followings holds;

* $`G_{TK}`$ contains an $`x`$-face for some $`x0`$;
* $`G_P`$ contains a generalized web.

###### Proof.

We distinguish two cases.

Case 1: Suppose that there is a vertex $`x(0)`$ of $`G_P`$ such that more than $`|G_{TK}|`$ negative edges are incident to $`x`$. Remark that such negative edges are not loops because $`x0`$. This implies that there exist more than $`|G_{TK}|`$ positive $`x`$-edges in $`G_{TK}`$ by the parity rule. Thus $`\mathrm{\Gamma }_x`$ has a larger number of edges than that of vertices. An Euler characteristic calculation gives that $`\mathrm{\Gamma }_x`$ contains a disk face.

Case 2: As the negation of Case 1, suppose that each vertex $`x(0)`$ of $`G_P`$ has at least $`(\mathrm{\Delta }1)|G_{TK}|`$ positive edge endpoints.

Let $`\mathrm{\Lambda }`$ be an extremal component of $`G_P^+`$. That is, $`\mathrm{\Lambda }`$ is a component of $`G_P^+`$ having a disk support $`D`$ such that $`DG_P^+=\mathrm{\Lambda }`$.

First, assume that $`\mathrm{\Lambda }`$ is a single vertex. Then it must be vertex $`0`$. Thus only negative edges are incident to vertex $`0`$ in $`G_P`$. If there is no negative loop at vertex $`0`$, then $`\mathrm{\Lambda }`$ can be the only extremal component of $`G_P^+`$. But then, $`G_{TK}`$ contains a $`0`$-face $`E`$ as in Case 1, and $`G_{TK}`$ has no positive level edges. Then $`E`$ contains a Scharlemann cycle by \[14, Proposition 5.1\], which is impossible by Lemma 2.7. If a negative loop is incident there, we can choose another extremal component of $`G_P^+`$, which has more than one vertex. Thus we can assume that $`\mathrm{\Lambda }`$ is not a single vertex.

Choose a block $`\mathrm{\Lambda }_P`$ of $`\mathrm{\Lambda }`$ with at most one cut vertex. Then $`\mathrm{\Lambda }_P`$ is clearly a generalized web. ∎

## 4. $`x`$-face of $`G_{TK}`$

In this section, we treat the case (1) of Proposition 3.1.

###### Theorem 4.1.

Let $`p3`$. If $`G_{TK}`$ contains a non-zero $`x`$-face $`D`$, then it contains a generalized Scharlemann cycle in $`D`$.

###### Proof.

There is a possibility that $`D`$ is not a circle. That is, $`D`$ may contain a double edge, and also more than two edges of $`D`$ may be incident to a vertex on $`D`$. Since we will find a generalized Scharlemann cycle within $`D`$, we can cut formally the graph $`G_{TK}D`$ along double edges of $`D`$ and at vertices to which more than two edges of $`D`$ are incident so that $`D`$ is deformed into a circle. (See also \[14, Section 5\].) Thus we may assume that $`D`$ is a circle.

If $`D`$ is a bigon, then the conclusion is obvious. Therefore, we assume that $`D`$ has at least three sides.

Suppose that $`D`$ has a diagonal edge $`e`$, which has two distinct labels $`a`$ and $`b`$ at its endpoints as in Figure 3(a). Since $`D`$ is an $`x`$-face, $`ax`$ and $`bx`$. Without loss of generality, we may assume that the labels appear in counterclockwise order around the boundary of each vertex, and that $`a>b`$.

Formally, construct a new $`x`$-face $`D^{}`$ as follows. The edge $`e`$ divides $`D`$ into two disks $`D_1`$ and $`D_2`$. We can assume that $`D_1`$ lies on the right side of $`e`$ when $`e`$ is oriented from the endpoint with label $`a`$. If three labels $`b,a,x`$ appear in this order around the corners of $`D`$, then discard $`D_2`$, and insert additional edges to the left of $`e`$, and parallel to $`e`$, until we first reach label $`x`$ at one or both ends of an additional edge. See Figure 3(b). The new $`x`$-face $`D^{}`$ is the union of $`D_1`$ and some additional bigons. If three label $`b,x,a`$ appear in this order, then discard $`D_1`$, and insert additional edges to the right of $`e`$ as above. Then $`D^{}`$ is the union of $`D_2`$ and some additional bigons. Remark that there is no generalized Scharlemann cycle among additional edges and $`e`$.

Repeat the above process for every diagonal edge which is not level, then get a new $`x`$-face $`E`$ and a graph $`\mathrm{\Gamma }`$ in $`E`$. All diagonal edges of $`\mathrm{\Gamma }`$ are level, and all boundary edges are $`x`$-edges, especially label $`x`$ can appear on both ends of a boundary edge. Such boundary edges are called level $`x`$-edges to distinguish them from level $`0`$-edges. See Figure 4.

From now on, we assume that there is no Scharlemann cycle in $`\mathrm{\Gamma }`$.

###### Claim 4.2.

$`\mathrm{\Gamma }`$ contains a level $`0`$-edge.

###### Proof.

Suppose not. Then $`\mathrm{\Gamma }`$ contains a Scharlemann cycle by \[14, Lemma 5.2\]. ∎

Let $`D_0`$ be the disk face of $`\mathrm{\Gamma }\{\text{level 0-edges}\mathrm{Int}E\}`$, which is not a bigon. We will show that for any edge of $`\mathrm{\Gamma }`$ on $`D_0`$, it has labels only on $`\{1,0,1\}`$ at both ends.

There are consecutive vertices $`v_0,v_1,\mathrm{},v_n`$ on $`D_0`$ such that $`v_i`$ is not a base of a level $`0`$-edge for $`1in1`$, but $`v_0`$ and $`v_n`$ are base of level $`0`$-edges. Possibly, $`n=1`$. See Figure 4(b). Let $`e_i`$ be the $`x`$-edge connecting $`v_i`$ with $`v_{i+1}`$ for $`i=0,1,\mathrm{},n1`$. Let $`r(e_i)`$ ($`l(e_i)`$, resp.) be the label of the end of $`e_i`$ at $`v_i`$ ($`v_{i+1}`$, resp.) and $`F_i`$ the family of mutually parallel edges containing $`e_i`$. The number of edges in $`F_i`$ is denoted by $`|F_i|`$. Also, let $`f_i`$ be the edge of $`F_i`$ lying on $`D_0`$. We define $`l(f_i)`$ and $`r(f_i)`$ similarly as above.

###### Claim 4.3.

* If $`p`$ is even, then $`|F_i|p/2`$. Furthermore, if $`|F_i|=p/2`$, then either the $`x`$-edge $`e_i`$ is level, or its label on the other end is $`x1`$ or $`x+1`$.
* If $`p`$ is odd, then $`|F_i|(p+1)/2`$. Furthermore, if $`|F_i|=(p+1)/2`$, then $`e_i`$ is a level $`x`$-edge.

###### Proof.

These follow from Lemma 2.8 and the definition of $`F_i`$. ∎

###### Claim 4.4.

If $`x=\pm 1`$, or $`|F_j|=1`$ for some $`j`$, then each $`f_i`$ has labels on $`\{1,0,1\}`$.

###### Proof.

Suppose $`x=1`$. Then $`r(e_0)1`$, since $`F_0`$ cannot have $`p1`$ edges, except the case $`p=3`$, by Claim 4.3. Thus $`l(e_0)=1`$ and $`|F_0|2`$, since there cannot be a level edge or an $`S`$-cycle. When $`p=3`$, we have the same conclusion. For, $`|F_0|=1`$ or $`2`$, and if two then $`l(e_0)=r(e_0)=1`$ by Claim 4.3.

The same argument runs until we got that $`l(e_i)=1`$ and $`|F_i|2`$ for all $`i`$. Then it is easy to see that $`f_i`$ has labels on $`\{1,0,1\}`$ at both ends (see Figure 5(a)). In particular, when $`p=3`$, the corner on $`D_0`$ at $`v_i`$ contains label $`0`$. Similarly for the case where $`x=1`$.

Suppose that $`|F_j|=1`$ as in Figure 5(b). Assume $`l(e_j)=x`$. By Claim 4.3, $`r(e_{j+1})x`$, and so $`l(e_{j+1})=x`$. If $`|F_{j+1}|>1`$, then it contains either a level edge or an $`S`$-cycle. Thus $`|F_{j+1}|=1`$. Hence $`|F_{n1}|=1`$ and $`l(e_{n1})=x`$. This implies that $`x=1`$. If $`r(e_j)=x`$, then a similar argument shows that $`|F_0|=1`$ and $`r(e_0)=x`$, which implies $`x=1`$. ∎

When $`p=3`$, then $`x=\pm 1`$. Then we get the desired result by Claim 4.4. Therefore, we assume $`p>3`$. Furthermore, we can assume that $`x\pm 1`$ and any $`|F_i|>1`$ by Claim 4.4.

###### Claim 4.5.

If $`r(e_i)=x`$ for all $`i`$, then each $`f_i`$ has labels on $`\{1,0,1\}`$.

###### Proof.

Note that $`r(f_0)=1`$ and $`l(f_{n1})=1`$. Consider $`F_0`$. Since $`F_0`$ contains neither level edge nor $`S`$-cycle, $`l(f_0)0`$. This implies $`|F_0||F_1|`$. Then $`l(f_1)l(f_0)`$. Thus we have $`0l(f_0)l(f_1)\mathrm{}l(f_{n1})=1`$. Hence $`l(f_i)=0`$ or $`1`$ for all $`i`$. The result immediately follows from this observation. ∎

Thus we can assume that $`r(e_i)=x,0im1`$ and $`r(e_m)x`$ for some $`m`$. (Possibly, $`m=0`$.) Then $`l(e_m)=x`$. See Figure 6. Also, $`|F_m|p/2`$ by Claim 4.3. Then $`r(e_{m+1})x`$. Thus we have $`r(e_i)x`$ and $`l(e_i)=x`$ for $`min1`$, and $`|F_{n1}|p/2`$.

Case 1:$`p`$ is even.

Then $`|F_0|=|F_{n1}|=p/2`$, since $`|F_0|+|F_{n1}|=p`$. See Figure 6(a). Thus $`l(e_0)=x1`$ or $`x`$ by Claim 4.3. For, if $`l(e_0)=x+1`$ then $`F(e_0)`$ contains an $`S`$-cycle. Indeed, $`l(e_0)=x1`$, since $`r(e_1)=x`$. Hence $`|F_1|=p/2`$, and $`l(e_1)=x1`$ or $`x`$ again. If $`r(e_2)=x`$, then $`l(e_1)=x1`$ as above. Thus we can conclude that $`|F_i|=p/2`$ $`(0im1)`$, and that $`l(e_i)=x1`$, and $`l(f_i)=0`$, $`r(f_i)=1`$ for $`0im2`$. Also $`l(e_{m1})=x`$ or $`x1`$, and hence $`l(f_{m1})=0`$ or $`1`$, and $`r(f_{m1})=1`$. Since $`|F_{n1}|=p/2`$ and $`l(f_{n1})=1`$, we see $`r(e_{n1})=x+1`$ and so $`r(f_{n1})=0`$. Thus $`l(f_i)=1`$ for $`min1`$, and $`r(f_i)=0`$ for $`m+1in1`$ and $`r(f_m)=1`$ or $`0`$.

Case 2:$`p`$ is odd.

Then $`|F_0|=(p+1)/2`$, and $`|F_{n1}|=(p1)/2`$ similarly for the case where $`p`$ is even. See Figure 6(b). Also, $`l(e_0)=x`$ by Claim 4.3(2). Then we see that $`|F_i|=(p+1)/2`$ and $`l(e_i)=x`$ for $`0im1`$. Thus $`r(f_i)=1`$ and $`l(f_i)=0`$ for $`0im1`$. Since $`|F_{n1}|=(p1)/2`$ and $`l(f_{n1})=1`$, we have $`r(e_{n1})=x+1`$ and $`r(f_{n1})=1`$. Then $`l(f_{n2})=0`$ and therefore $`|F_{n2}|=(p+1)/2`$. By Claim 4.3(2), the only possibility is $`m=n1`$.

Thus we have shown that $`D_0`$ gives a generalized Scharlemann cycle. This completes the proof of Theorem 4.1. ∎

###### Theorem 4.6.

Let $`p3`$. Then $`G_{TK}`$ cannot contain a non-zero $`x`$-face.

###### Proof.

This follows immediately from Lemma 2.7 and Theorem 4.1. ∎

## 5. The case $`G_{TK}=G_K`$

###### Lemma 5.1.

* $`G_P`$ cannot contain a Scharlemann cycle.
* $`G_P`$ cannot contain a generalized $`S`$-cycle.
* $`G_P`$ has at most two level edges with different labels.
* Suppose $`k3`$. Then $`G_P`$ has at most $`k/2+1`$ ($`(k+1)/2`$, resp.) mutually parallel positive edges if $`k`$ is even (odd, resp.). Furthermore, if $`G_P`$ has a family of $`k/2+1`$ ($`(k+1)/2`$, resp.) mutually parallel positive edges, then the first and last edge (the first or last edge, resp.) of the family are level, when $`k`$ is even (odd, resp.).

###### Proof.

If $`G_P`$ contains a Scharlemann cycle, then we can get a new Klein bottle in $`M(\gamma )`$ which meets $`V_\gamma `$ fewer than $`\widehat{K}`$ (\[11, Theorem 6.4\]). Theorem 6.6 in  implies (2). Here, we need the fact that the distance between two Dehn fillings creating projective planes is at most one . (3) is a restatement of Lemma 2.6(2). For (4), if not, such a family contains a generalized $`S`$-cycle. ∎

###### Lemma 5.2.

If $`k2`$, then $`p3`$.

###### Proof.

Assume for contradiction that $`p=2`$ because of Lemma 2.1. Let $`u`$ and $`v`$ be the vertices of $`G_P`$, where $`u`$ can be a base of negative loops. Since $`u`$ and $`v`$ have the same degree $`\mathrm{\Delta }k`$, if $`u`$ has a loop, then so does $`v`$. Then there would be a trivial loop. Thus we can see that $`G_P`$ has no loops. Then $`G_P`$ consists of at most two families of mutually parallel edges; one is a family of positive edges, and the other is that of negative edges.

If $`k3`$, then $`G_P`$ contains more than $`k`$ mutually parallel negative edges by Lemma 5.1(4). Then an easy Euler characteristic calculation shows that $`G_K`$ contains a $`0`$-face and no level edges. As in Case 2 of the proof of Proposition 3.1, this gives a contradiction.

If $`k=2`$, then $`G_P`$ has at most two positive edges. Otherwise, there would be two edges which are parallel in both $`G_P`$ and $`G_K`$. But this implies that $`M`$ is cabled by \[7, Lemma 2.1\]. Thus $`G_P`$ contains at least four negative edges. Similarly, $`G_K`$ contains a $`0`$-face and no level edges, a contradiction. ∎

###### Theorem 5.3.

If $`k3`$, then $`G_P`$ cannot contain a generalized web.

###### Proof.

Assume for contradiction that $`G_P`$ contains a generalized web $`\mathrm{\Lambda }_P`$, possibly with an exceptional vertex $`y`$ among boundary vertices of $`\mathrm{\Lambda }_P`$. Let $`D`$ denote a disk support of $`\mathrm{\Lambda }_P`$. Lemma 5.1(3) guarantees the existence of a label $`x`$ such that $`G_P`$ contains no positive level $`x`$-edges.

Consider $`\mathrm{\Lambda }_P^x`$ consisting of all vertices and $`x`$-edges of $`\mathrm{\Lambda }_P`$. Since every boundary vertex of $`\mathrm{\Lambda }_P`$, except $`y`$, has degree at least $`(\mathrm{\Delta }1)k`$, it has at least two edges attached with label $`x`$. We remark that $`\mathrm{\Lambda }_P^x`$ may be disconnected. Choose an innermost component $`G`$ of $`\mathrm{\Lambda }_P^x`$ (in $`D`$), and let $`H`$ be its block with at most one cut vertex of $`G`$.

Let $`v,e`$ and $`f`$ be the numbers of vertices, edges, and disk faces of $`H`$, respectively. (We view $`H`$ as the graph in a disk.) Also let $`v_i,v_{}`$ and $`v_c`$ be the numbers of interior vertices, boundary vertices of $`H`$ and a cut vertex of $`G`$ in $`H`$, respectively. Hence $`v=v_i+v_{}`$ and $`v_c=0`$ or $`1`$.

Since $`H`$ has neither a level $`x`$-edge nor a generalized $`S`$-cycle, each face of $`H`$ is a disk with at least $`3`$ sides. Thus we have $`3f+v_{}2e`$. Combined with $`1=ve+f`$ because it has only disk faces, we get $`e3v_i+2v_{}3`$. On the other hand we have $`2(v_{}v_c)+3v_ie`$ because each boundary vertex of $`H`$, except a cut vertex of $`G`$, has at least two edges attached with label $`x`$. These two inequalities give us that $`32v_c`$, a contradiction. ∎

## 6. The case $`k=2`$

Consider the case where $`k=2`$ and $`\mathrm{\Delta }3`$ when $`G_{TK}=G_K`$. Recall that $`G_P`$ contains a generalized web $`\mathrm{\Lambda }_P`$ by Proposition 3.1, Theorem 4.6 and Lemma 5.2. We remark that at most two positive edges can be parallel in $`G_P`$. For, if there are three mutually parallel positive edges, then $`G_P`$ contains either an $`S`$-cycle or a pair of positive level edges with the same label. The former is impossible by Lemma 5.1. In the latter case, such two edges are also parallel in $`G_K`$. But this implies that $`M`$ is cabled \[7, Lemma 2.1\]. Also, if there are two parallel positive edges, then both edges must be level.

A positive level edge with label $`1`$ (or $`2`$) in $`G_P`$ is called a $`1`$-edge ($`2`$-edge, resp.) and a positive non-level edge is called a mixed edge.

###### Lemma 6.1.

$`\mathrm{\Lambda }_P`$ contains a pair of parallel edges. In particular, these edges are a $`1`$-edge and a $`2`$-edge.

###### Proof.

Any interior vertex of $`\mathrm{\Lambda }_P`$ has degree at least six, since $`\mathrm{\Delta }k6`$. Also, any boundary vertex of $`\mathrm{\Lambda }_P`$, except an exceptional one, has degree at least four. Therefore $`\mathrm{\Lambda }_P`$ contains a pair of parallel edges by \[22, Lemmas 2.3, 3.2\]. Then these edges are both level as above. ∎

###### Lemma 6.2.

Let $`x`$ be a vertex of $`\mathrm{\Lambda }_P`$.

* There are no three $`i`$-edges at $`x`$ for each $`i=1,2`$.
* There are no three (positive) level edges connecting $`x`$ to mutually distinct vertices, not $`x`$.

###### Proof.

(1) Suppose that three positive $`1`$-edges, say, are incident to $`x`$. Since all negative loops based at vertex $`1`$ in $`G_K`$ are mutually parallel, there are at least $`p+1`$ negative loops at vertex $`1`$. This is impossible by Lemma 2.9.

(2) Let $`v_1`$ and $`v_2`$ be the vertices of $`G_K`$. By Lemma 6.1, $`\mathrm{\Lambda }_P`$ contains a pair of parallel (positive) edges $`e_1,e_2`$. Here, $`e_i`$ is an $`i`$-edge for $`i=1,2`$, and $`e_i`$ connects a vertex $`a`$ to another $`b`$ (possibly, $`a=b`$). Then $`e_i`$ gives a negative loop based at $`v_i`$ with the label pair $`\{a,b\}`$. Remark that all negative loops at $`v_i`$ are mutually parallel. If $`\mathrm{\Lambda }_P`$ has another $`i`$-edge $`e`$ connecting $`x`$ to $`y`$, then $`e_i`$ and $`e`$ are parallel, and so $`y=x\pm (ba)(modp)`$. This means that any $`i`$-edge at $`x`$ goes to either vertex $`x+ba`$ or $`xb+a`$. ∎

Let $`n_i`$ denote the number of negative loops at vertex $`i`$ in $`G_K`$. Without loss of generality, we can assume that $`n_1n_2`$.

###### Lemma 6.3.

Let $`x`$ be a vertex of $`\mathrm{\Lambda }_P`$. If a level edge $`e`$ and a pair of parallel edges are incident to $`x`$ successively in $`\mathrm{\Lambda }_P`$, then $`e`$ is a $`1`$-edge. Furthermore, there are no consecutive pairs of parallel edges at $`x`$ in $`\mathrm{\Lambda }_P`$.

###### Proof.

Let $`e_1,e_2`$ be these pair edges, where $`e_i`$ is an $`i`$-edge. Assume for contradiction that $`e`$ is the consecutive $`2`$-edge next to $`e_1`$. As in the proof of 6.2(2), we may assume that $`e`$ connects $`x`$ to $`x+r`$ and $`e_1`$ and $`e_2`$ connect $`x`$ to $`xr`$ for some $`r`$. Let $`\alpha ,\beta ,\alpha ^{}`$ and $`\beta ^{}`$ be the endpoints of these edges. Let $`\stackrel{}{\alpha \beta }`$ be a properly oriented arc from $`\alpha `$ to $`\beta `$ along $`P`$, and $`\stackrel{}{\alpha ^{}\beta ^{}}`$ similarly. See Figure 7(b).

In $`G_K`$, $`e_1`$ is a negative loop at vertex $`1`$, and its endpoint $`\beta `$ has label $`x`$, and $`\beta ^{}`$ has $`xr`$. Also, $`e`$ and $`e_2`$ are contained in the family of mutually parallel negative loops at vertex $`2`$ in $`G_K`$, and $`\alpha `$ and $`\alpha ^{}`$ appear at the same end of this family. Otherwise, the family contains more than $`p`$ edges, contradicting Lemma 2.9.

Let $`_iK`$ be the boundary component of $`K`$ with label $`i`$ ($`i=1,2`$). We may assume that $`_2K`$ is oriented counterclockwise as in Figure 7(c). Then the subarc $`\alpha ^{}\alpha `$, with the induced orientation from $`_2K`$, contains at most $`n_2`$ edge endpoints.

Consider the annulus part of $`_0M`$ between $`_1K`$ and $`_2K`$, containing $`\stackrel{}{\alpha \beta }`$ and $`\stackrel{}{\alpha ^{}\beta ^{}}`$. Then we see that the two oriented subarcs $`\alpha ^{}\alpha `$ and $`\beta ^{}\beta `$ contain the same number of points in $`PK`$. See Figure 7(d). But, the subarc $`\beta ^{}\beta `$ contains at least $`n_1+1`$ edge endpoints.

The second conclusion immediately follows from the first one. ∎

###### Lemma 6.4.

$`\mathrm{\Lambda }_P`$ has the following properties.

* Every disk face is bounded by mixed edges and a non-zero even number of level edges.
* There is no disk bounded by a cycle consisting of mixed edges, except at most one edge, and containing no vertex in its interior.

###### Proof.

(1) If a disk face is bounded by only mixed edges, then the boundary cycle is a Scharlemann cycle, which is impossible by Lemma 5.1(1). If the boundary cycle contains an odd number of level edges, we cannot put the labels correctly.

(2) Suppose that there is such a disk $`D`$. Since its interior contains no vertex of $`\mathrm{\Lambda }_P`$, there is an outermost disk face of $`\mathrm{\Lambda }_P`$ whose boundary edges consist of mixed edges and at most one diagonal edge (or exceptional one), contradicting (1). ∎

Suppose that $`\mathrm{\Lambda }_P`$ has no interior vertex. Then, $`\mathrm{\Lambda }_P`$ has a boundary vertex $`x`$ of degree two in $`\overline{\mathrm{\Lambda }}_P`$ by \[24, Lemma 3.2\]. Then there are two consecutive pairs of parallel edges incident to $`x`$ in $`\mathrm{\Lambda }_P`$. This contradicts Lemma 6.3. Thus $`\mathrm{\Lambda }_P`$ has an interior vertex. Lemma 6.2(1) implies that each interior vertex has at least two mixed edges.

Consider a maximal path consisting of mixed edges starting at an interior vertex. By Lemma 6.2(2), both ends will reach some boundary vertices. Thus we have a consecutive sequence of mixed edges between two boundary vertices. Then we can choose an outermost disk $`D`$ so that its interior contains no vertex and no mixed edges, and its boundary consists of a consecutive sequence of mixed edges and a consecutive sequence of boundary edges. Furthermore, we can assume that $`D`$ does not contain an exceptional vertex of $`\mathrm{\Lambda }_P`$.

In $`D`$, every diagonal edge of $`\overline{\mathrm{\Lambda }}_P`$ connects an interior vertex and a boundary vertex of $`\mathrm{\Lambda }_P`$. For, if there is a diagonal edge connecting two interior vertices, then it contradicts Lemma 6.4(2). Also, if there is a diagonal edge connecting two boundary vertices, then between these two boundary vertices there must be a vertex which has degree two in $`\overline{\mathrm{\Lambda }}_P`$, contradicting Lemma 6.3. Recall that boundary vertices has degree at least four in $`\mathrm{\Lambda }_P`$. See Figure 8.

Let $`x_1,x_2,\mathrm{},x_m`$ be the boundary vertices from left to right. There are at least three boundary vertices by Lemma 6.4(2) and each vertex $`x_i,i=2,\mathrm{},m1`$, has diagonal edges (so level edges) incident to by Lemma 6.3. Thus all boundary edges between $`x_2`$ and $`x_{m1}`$ are mixed edges, and the other boundary edges are level edges by Lemma 6.4(1). Furthermore vertices $`x_2`$ and $`x_{m1}`$ have a pair of parallel edges and a consecutive level edge $`e`$. By Lemma 6.3, $`e`$ is a $`1`$-edge. But there must be another vertex $`x_i`$ between $`x_2`$ and $`x_{m1}`$ which has three consecutive level edges, so that the level edge not of the pair is a $`2`$-edge. This contradicts Lemma 6.3.

###### Theorem 6.5.

If $`k1`$, then $`\mathrm{\Delta }2`$.

###### Proof.

By Lemma 5.2, $`p3`$. If $`k3`$, then Proposition 3.1, Theorems 4.6 and 5.3 give a contradiction. We have just shown that the case $`k=2`$ is impossible. ∎

## 7. The case $`k=1`$

###### Theorem 7.1.

If $`k=1`$, then $`\mathrm{\Delta }3`$.

###### Proof.

Assume that $`\mathrm{\Delta }4`$. The reduced graph $`\overline{G}_K`$ is a subgraph of the graphs shown in Figure 9.

If $`p`$ is even, there are at most $`p/2`$ positive edges by Lemma 2.8, and at most $`p1`$ mutually parallel negative edges by Lemma 2.9. Thus $`\mathrm{\Delta }pp+4(p1)=5p4`$, and then $`\mathrm{\Delta }=4`$ and $`p4`$. Similarly, if $`p`$ is odd, we have that $`\mathrm{\Delta }=4`$ and $`p3`$. It follows that $`G_K`$ contains at least two positive edges.

First, assume that $`\overline{G}_K`$ is a subgraph of Figure 9(a). This family of mutually parallel positive edges in $`G_K`$ contains a generalized $`S`$-cycle, contradicting Lemma 2.7. Next, assume that $`\overline{G}_K`$ is a subgraph of Figure 9(b). Since each family of mutually parallel negative edges contains at most $`p1`$ edges, we can assume that the labels are as in Figure 10. Then the family of mutually parallel positive edges contain an $`S`$-cycle with label pair $`\{p2,1\}`$. ∎

Thus we have proved Theorem 1.2.

## 8. The case $`G_{TK}=G_T`$

An extended $`S`$-cycle in $`G_P`$ is the quadruple $`\{e_1,e_2,e_3,e_4\}`$ of mutually parallel positive edges in succession and $`\{e_2,e_3\}`$ forms an $`S`$-cycle.

###### Lemma 8.1.

Let $`t3`$.

* $`G_P`$ cannot contain an extended $`S`$-cycle.
* $`G_P`$ has at most $`3`$ labels which are labels of $`S`$-cycles.
* $`G_P`$ has at most $`t/2+1`$ mutually parallel positive edges.

###### Proof.

(1) is shown in \[1, Lemma 2.10\].

(2) If there are four such labels, there are two $`S`$-cycles with disjoint label pairs. Then $`M(\beta )`$ contains a Klein bottle as in the proof of \[11, Lemma 3.10\]. (Recall that $`M(\beta )`$ is irreducible.) By Theorem 1.2, $`M(\beta )`$ must contain a Klein bottle $`F`$ which meets the core $`k_\beta `$ of the attached solid torus $`V_\beta `$ in a single point, since $`\mathrm{\Delta }3`$. Then the torus $`N(F)`$ is essential in $`M(\beta )`$. Otherwise $`M(\beta )`$ would be either a lens space containing a Klein bottle or a prism manifold, both of which are not toroidal. This essential torus meets $`k_\beta `$ in two points. This contradicts the minimality of $`t`$.

(3) follows from (1) and (2), since a family of $`t/2+2`$ mutually parallel positive edges contains either an extended $`S`$-cycle or two $`S`$-cycles with disjoint label pairs. ∎

###### Lemma 8.2.

If $`t3`$, then $`p3`$.

###### Proof.

This follows from the same argument as in the proof of Lemma 5.2. We use Lemma 8.1(3) instead of Lemma 5.1(4). ∎

###### Theorem 8.3.

If $`t3`$, then $`G_P`$ cannot contain a generalized web.

###### Proof.

Assume for contradiction that $`G_P`$ contains a generalized web $`\mathrm{\Lambda }_P`$, possibly with an exceptional vertex $`y`$ of $`G_P^+`$. Let $`D`$ denote a disk support of $`\mathrm{\Lambda }_P`$.

Let $`x`$ be a label of $`G_P`$. Suppose that $`G_P`$ has no $`S`$-cycle with a label $`x`$. Consider $`\mathrm{\Lambda }_P^x`$, consisting of all vertices and $`x`$-edges of $`\mathrm{\Lambda }_P`$ as in the proof of Theorem 5.3. Choose an innermost component $`G`$ of $`\mathrm{\Lambda }_P^x`$ (in $`D`$), and let $`H`$ be its block with at most one cut vertex of $`G`$. Since $`H`$ has neither $`S`$-cycle with label $`x`$ nor extended $`S`$-cycle, each face of $`H`$ is a disk with at least $`3`$ sides. Then the same calculation as in the proof of Theorem 5.3 gives a contradiction. Therefore $`G_P`$ has $`t`$ labels which are labels of S-cycles. Note that the existence of an S-cycle in $`G_P`$ guarantees that $`t`$ is even \[1, Lemma 2.2\] and so $`t4`$. This contradicts Lemma 8.1 (2). ∎

###### Theorem 8.4.

If $`t3`$, then $`\mathrm{\Delta }2`$.

###### Proof.

By Lemma 8.2, $`p3`$. Then Proposition 3.1, Theorems 4.6 and 8.3 give a contradiction. ∎

## 9. The case $`t=2`$

###### Theorem 9.1.

If $`t=2`$, then $`\mathrm{\Delta }3`$.

###### Proof.

The reduced graph $`\overline{G}_T`$ is a subgraph of the graph shown in Figure 11 \[7, Lemma 5.2\].

Here, $`p_i0`$ denotes the number of edges in each of the families of mutually parallel edges. Then $`\mathrm{\Delta }p=2p_1+p_2+p_3+p_4+p_5`$. We have that $`p_1(p+1)/2`$ and $`p_ip1`$ for $`i=2,3,4,5`$ by Lemmas 2.8 and 2.9. Thus, $`\mathrm{\Delta }p(p+1)+4(p1)=5p3`$. This inequality implies that $`\mathrm{\Delta }=4`$ and all $`p_i`$’s are non-zero.

###### Claim 9.2.

All non-loop edges of $`G_T`$ are negative.

###### Proof.

Assume not. Let $`x`$ and $`y`$ be the vertices of $`G_T`$. If $`p`$ is even, then $`4p=\mathrm{\Delta }p6p/2=3p`$, which is absurd. If $`p`$ is odd, then $`4p=\mathrm{\Delta }p6(p+1)/2=3p+3`$. Thus $`p=3`$. But then, each of six families at $`x`$, say, consists of two edges, and we have an $`S`$-cycle in the family of loops at vertex $`x`$. ∎

Without loss of generality, we can assume that $`p_1+p_2+p_32p`$. Let $`rp_1+p_2+p_3+1(modp)`$. Since $`2p<p_1+p_2+p_3+1(p+1)/2+2(p1)+1<3p`$, we see $`p_1+p_2+p_3+1=r+2p`$. Then $`p_1=r+2p(p_2+p_3+1)r+2p2(p1)1=r+1`$. Hence $`1rp_11`$. Thus the loop family around $`x`$, say, contains a generalized $`S`$-cycle. ∎

## 10. The case $`t=1`$

###### Theorem 10.1.

If $`t=1`$, then $`\mathrm{\Delta }1`$.

###### Proof.

Assume that $`\mathrm{\Delta }2`$. Since $`t=1`$, $`G_T`$ can have only positive edges, and so $`G_P`$ has only negative edges. Note that $`G_T`$ has at most three families of mutually parallel edges by \[8, Lemma 5.1\]. Let $`A`$, $`B`$ and $`C`$ be such three families, and $`|A|`$, $`|B|`$ and $`|C|`$ be the number of edges of each family. Without loss of generality, we can assume that $`A`$ has at least one edge.

First assume that $`\mathrm{\Delta }`$ is even. If $`|A|>1`$, then $`A`$ contains a generalized S-cycle by the symmetry of labels around the vertex. Thus $`|A|=1`$. Similarly we have $`|B|1`$, $`|C|1`$, and therefore $`\mathrm{\Delta }p6`$. Since $`\mathrm{\Delta }`$ is even and $`p2`$, we have $`\mathrm{\Delta }=2`$ and $`p=2,3`$. Then $`G_T`$ has two or three level edges with different labels, contradicting Lemma 2.6(1).

Assume now that $`\mathrm{\Delta }`$ is odd. Since $`\mathrm{\Delta }p/2`$ is integral, $`p`$ must be even. Thus $`|A|p/2`$ by Lemma 2.8, and similarly for $`B,C`$. Then $`\mathrm{\Delta }p/2=|A|+|B|+|C|3p/2`$. Hence we have $`\mathrm{\Delta }=3`$ and $`|A|=|B|=|C|=p/2`$. This implies that $`G_T`$ contains two Scharlemann cycles of length three, which is a contradiction. ∎

We have thus completed the proof of Theorem 1.1.

## 11. Examples

In this section we give examples showing that our estimates are sharp.

###### Example 11.1.

\[5, Theorem 4.2\] shows that there is a hyperbolic manifold $`M`$, admitting two Dehn fillings $`M(\alpha )`$ and $`M(\beta )`$ such that $`M(\alpha )=L(3,1)\mathrm{}L(2,1)`$ and $`M(\beta )`$ is toroidal, and $`\mathrm{\Delta }(\alpha ,\beta )=3`$. In fact, $`M(\beta )`$ contains an essential torus which bounds $`Q(2,4)`$ and $`Q(2,2)`$, where $`Q(r,s)`$ is a Seifert fibered manifold with orbifold a disk with two cone points of index $`r`$ and $`s`$. Also, $`Q(2,2)`$ contains a Klein bottle, and so does $`M(\beta )`$. It is not hard to see that $`M(\beta )`$ contains an incompressible torus hitting the attached solid torus $`V_\beta `$ twice, and a Klein bottle hitting $`V_\beta `$ once from the construction using tangles.


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# Enhanced black hole formation by multiple winding cosmic strings

## I Introduction

Topological defects are considered to be produced in the early universe during the cosmological phase transitions accompanied by some kinds of symmetry breaking. They would contribute not only to the experimental investigation of particle physics models in our universe as a high energy laboratory but also to the theoretical explanation of various unresolved problems in the standard Big-Bang cosmology. Here we consider the primordial black hole formation by cosmic strings which is one of the notable subjects both in the observational astrophysics and the modern particle cosmology.

A cosmic string is a line-like topological defect which can be characterized almost by one model parameter, $`\eta `$, the symmetry breaking scale of the phase transition in which the string is generated. Particularly the line energy density of the string, $`\mu `$, is expressed as

$$\mu \eta ^2,$$
(1)
using $`\eta `$. In the course of the cosmic evolution, the size and number distribution of the string is believed to obey the scaling model. In the scaling distribution, the ratio of the energy density of the cosmic string to the cosmological background energy density should be time independent. The numerical value of this ratio can be written approximately by

$$G\mu =\left(\frac{\eta }{M_{pl}}\right)^2,$$
(2)
where $`M_{pl}`$ is the Planck mass. Note that when $`\eta `$ the grand unification scale, that is, $`10^{1516}`$ GeV,

$$G\mu 10^6,$$
(3)
which is suitable for the initial seed amplitude of the cosmological structure formation. This is why the GUT scale string has been not only regarded as one of the possible consequence from some unified theories but also considered to be a promising candidate of the required density perturbation seed for galaxies and clusters of galaxies. The viability of such a scenario can be investigated by the direct comparison between the results of numerical simulations and the various observational facts such as the galaxy distribution and the cosmic microwave background radiation fluctuation similarly to other cosmological structure formation scenarios. Although in the literature, the string scenario seems to be a less promising one than that based on the inflationary epoch, the fact that there is no established version of cosmological structure formation scenario suggests cosmological defects may have played an important role in the cosmic evolution history.

In this paper, we pay particular attention to the constraint on the model parameter in which the cosmic string is produced using the black hole formation by loop oscillation. The point which has not been discussed so far is we employ the multiple winding number string as black hole sources. In the next section and the third section, we briefly review the primordial black hole formation by cosmic strings and the production of multiple winding strings. Based on the results obtained in these two sections, the revised observational constraint on the string model is shown in the section 4. The final section is devoted to discussions and conclusions.

## II PBHs from Cosmic Strings

In this section, let we briefly summarize the primordial black hole formation from oscillating string loops. Black holes are one of the most exciting consequence of the general relativistic gravitation theory and their astrophysical and cosmological influences have been investigated by many people. Although the conventional source of their production is the gravitational collapse of astronomical bodies, the primordial formation in the early universe is also an interesting and important issue which is worth to be studied in detail.

Particularly black holes whose mass is $`M_{}10^{15}`$g have the life-time which is comparable to the age of the universe so that they would evaporate at present and may provide sources of ultra high energy cosmic rays including extragalactic $`\gamma `$-rays and other astroparticle phenomena whose mechanisms have not been solved completely. In addition to that, the relic black holes might contribute to the energy density of the present universe and solve the dark matter problem which is one of the most important cosmological problems. Such primordial black hole formation could be predicted not only by the density perturbations produced during the inflationary expansion of the universe but also by the collapses of oscillating string loops.

In the standard picture of the cosmic string evolution, it is believed that the distribution of the size and number of strings obeys the one scale model, that is, the scaling distribution. In this formula, the string can be classified to two kinds of string, one is an infinitely long horizon-scale string and the other is a loop. As we mentioned in the previous section, the relative energy density of infinite strings is scale-invariant since they lose their energy in the course of cosmic evolution. In the conventional model, the main channel of the infinite string energy loss is considered to be a loop generation by the small-scale structure of long strings. Although there exists a recent claim which says that the infinitely long strings have very small wiggles on them so that the dominant energy loss mechanism of the string should be a direct particle production, the conclusion that the resulting string distribution can be described by the scaling formula is unchanged. In this formula, the energy density of the infinite string can be written as

$$\rho _{\mathrm{}}=\frac{\mu }{L^2},$$
(4)
where $`L`$ is the characteristic length scale of the string network which can be defined as

$$L=\left(\zeta \right)^{1/2}t,$$
(5)
using the parameter, $`\zeta `$ which is a typical number of infinite strings within the horizon. On the other hand, the loop number density $`n(l,t)`$ for the loop size, $`l`$, and the time, $`t`$, can be expressed as

$$n(l,t)=\frac{\nu }{t^{3/2}\left(l+\mathrm{\Gamma }G\mu t\right)^{5/2}},$$
(6)
where $`\nu `$ is related to the loop creation length, $`\gamma t`$, and $`\zeta `$ as

$$\nu \zeta \sqrt{\gamma },$$
(7)
and $`\mathrm{\Gamma }`$ is the efficiency of the gravitational wave radiation. If other way of energy emission is dominant, $`\mathrm{\Gamma }G\mu `$ should be replaced appropriately.

Whether the energy loss mechanism of the string loop is the gravitational wave radiation or not, oscillating loops may collapse to black holes. When the loop whose total length is equal to $`l`$ is compactified into the region whose radius is $`2G\mu l`$ during its oscillation, all the energy the loop has is contained within the gravitational radius so that a black hole of mass $`\mu l`$ would appear. Although such a procedure still remains a conjecture, it is believed that the probability of black hole formation during a loop oscillation, $`P_{BH}^1`$, can be written as

$$P_{BH}^1\kappa \left(G\mu \right)^\alpha ,$$
(8)
where $`\kappa `$ is a numerical coefficient and $`\alpha `$ is a power index which have been estimated as

$$\alpha 04,$$
(9)
or

$$\alpha 0.50.5,$$
(10)
and

$`\alpha `$ $`=`$ $`4.1\pm 0.1,`$ (11)
$`\kappa `$ $`=`$ $`10^{4.9\pm 0.2},`$ (12)
based on various assumptions and calculations. Hereafter for simplicity, we employ a numerical value $`\alpha =4`$ as the most distinct case. Since $`\kappa `$ is cancelled out in the calculation process, its value does not affect the final conclusion.

Combined with the observational constraints obtained from the existence of primordial black holes, the upper limit on the important string parameter, $`G\mu `$, can be derived. Although the evolution and the final destiny of the black hole have not been completely determined yet, there are two kinds of constraints by the evaporation of the black hole and its massive relics, which are naturally deduced from the assumption that the black hole loses its energy and mass due to the Hawking radiation. The former constraint is obtained from the observation of galactic and extra-galactic cosmic rays such as $`\gamma `$-ray bursts, $`\gamma `$-ray background, anti-protons and so on. The latter is based on the consideration that the black hole should not disappear away but leave a massive relic. Then it would contribute to the energy density of the universe and the total mass can be limited by the fact that the cosmic evolution must obey the standard history and the universe must not be over-closed.

Although there are many uncertainties such as what the final state of the black hole is, how much the loop number density is and how much the black hole formation probability is, the summarized constraint results in

$$G\mu \left(13\right)\times 10^6.$$
(13)
Note that this is in rough agreement with the bound by the cosmic microwave background radiation anisotropy as

$$G\mu \left(12\right)\times 10^6,$$
(14)
and the most stringent constraint on the string model by the pulsar timing observation. As we mentioned in the previous section, the above conditions become marginal when $`\eta `$ the GUT scale.

## III Multiple Winding String

In the literature, only the simplest string configuration, that is, a string whose winding number, $`n`$, equals one was investigated since it was implicitly assumed that it seemed to be natural. Recently, however, it is claimed that the multiple winding string may play an important role in the cosmological evolution of the early universe. One is the initial condition for the inflationary universe and the other is the electroweak baryogenesis.

The inflation scenario is the most promising paradigm which can solve many problems the standard Big-Bang theory cannot explain. So far, however, there has been no convincing model of the inflation and people have invented many models. Among them, the topological inflation model can naturally provide an initial condition for the inflationary expansion since at the core of the topological defect the inflaton energy takes large amplitude which enables the dominance of the effectively constant energy density. The difficulty of this efficient model is that in order to satisfy the condition that the whole universe within the horizon must be dominated by the inflaton field, the symmetry breaking scale of the defect forming phase transition should be sufficiently large as

$$\eta M_{pl}.$$
(15)
Since no one knows a reliable physical theory at such a high energy scale, it would be useful if this constraint can be lowered. In the case of the topological string, the multiple winding number can settle the situation since the larger the winding number becomes, the larger the core size of the string grows, which results that the required value of $`\eta `$ decreases. Particularly when

$$n3\times 10^3,$$
(16)
the topological inflation can occur at the GUT scale.

The baryon asymmetry problem is one of the most significant problems in modern cosmology and particle physics. Observations show the fact that there exists small baryon number as

$$\frac{n_B}{s}10^{10},$$
(17)
which is the ratio of the baryon number density to the entropy. To explain the generation of baryon asymmetry in the course of cosmic evolution, three necessary conditions are required. These are the baryon number violation, C and CP violation and the deviation from the thermal equilibrium. The first and the second conditions may be satisfied by the appropriate model construction of particle interactions. On the contrary, the last one should be provided during the dynamical evolution of the universe.

Because of the sphaleron transition process, all the baryon asymmetry should be erased at the electroweak epoch unless there exists an asymmetry between baryon number and lepton number. This is the reason why the electroweak baryogenesis has been regarded as the most promising scenario of baryon number generation for many years. In the conventional model of the electroweak baryogenesis, the deviation from the thermal equilibrium is achieved by the propagation of nucleated bubbles and the interaction between bubble walls and the surrounding plasma during the first order electroweak phase transition. However, in the standard model and its simple extension, the degree of the electroweak phase transition seems to be too weak to realize the first order transition.

In such a situation, various alternatives have been suggested and the electroweak string has been proved to bring the non-equilibrium condition even if the electroweak phase transition is not of first order since it should be left after the transition and its collapse resembles the bubble wall propagation. Although the idea that the defect can realize the out-of-equilibrium remains valid, it has been shown that the initial production rate of the electroweak string in the standard model is too low so that it is difficult to explain the observational value quantitatively by this scenario. Recently more effective scenario using the string has been proposed. In this case, when

$$n23,$$
(18)
the deviation from the thermal equilibrium can be satisfied by sphaleron bound states on strings and their following decay.

Therefore it would be useful if the existence of the multiple winding string can be constrained by some astronomical and cosmological observations and here we consider the primordial black holes produced by the string loop oscillation. In order to perform a quantitative analysis, we estimate the formation probability of the multiple winding string. Although similar consideration can be applied to the multiple winding monopole which may be useful for the topological inflation, hereafter we will concentrate on the string case.

We employ the Abelian Higgs model with the Lagrangian as

$``$ $`=`$ $`{\displaystyle \frac{1}{4}}F^{\mu \nu }F_{\mu \nu }{\displaystyle \frac{1}{2}}(D^\mu \varphi )^{}(D_\mu \varphi ){\displaystyle \frac{1}{8}}\lambda (\varphi ^{}\varphi \eta ^2)^2,`$ (21)
$`D_\mu =_\mu ieA_\mu ,`$
$`F_{\mu \nu }=_\mu A_\nu _\nu A_\mu ,`$
where $`\varphi `$ is a complex scalar field, $`A_\mu `$ is a gauge vector field, $`e`$ is the gauge coupling constant. In this model, there is a well-known string solution called the Nielsen-Olesen vortex which is a two-dimensional slice of the string and the string configuration with a fixed winding number, $`n`$, can be determined by one parameter, $`\beta `$, which can be defined as

$$\beta =\frac{\lambda }{e^2}=\left(\frac{m_s}{m_v}\right)^2,$$
(22)
where $`m_s`$ is the mass of the scalar field and $`m_v`$ is the mass of the vector field. The important characteristic of the string configuration is that as $`\beta `$ or the winding number, $`n`$, increases, the width scale of the string core also increases.

The stability of the multiple winding string has been analyzed and in some parameter range, it is stable. For example, the calculation of the string line energy density shows that the multiple winding string is stable for the case $`\beta <1`$ and unstable for $`\beta >1`$. Moreover, the interaction force between two vortices is attractive when $`\beta <1`$ and repulsive when $`\beta >1`$.

Now we estimate the formation probability of the multiple winding string. In this paper, we review the calculation process briefly and the detailed method can be found in the reference.

Before introducing how to estimate the string formation probability for the multiple winding, let us summarize that for the single winding case. In the Kibble mechanism, the phase of the Higgs field is considered to take random value at each correlated region whose size is of scale, $`\xi `$, which is the correlation length of the fields. The result shows that the formation probability of the single winding string, $`P(1)`$ is

$$P(1)=\frac{\pi }{2}/2\pi =\frac{1}{4}.$$
(23)
In this procedure, the string identification process can be described as follows. First divide the physical space into domains whose size is typically of $`\xi `$, that is, the correlation scale. Then assign the phase of the Higgs field randomly to each representative point of every domain. Finally interpolate the phase between two representative points so that the gradient energy of the Higgs field takes the minimum value. Thus we can distinguish the region where there is a winding number and a string exists from that where there is no winding number and we cannot find a string.

Based on the above argument let us proceed to the multiple winding string version. If we simply apply the Kibble mechanism procedure to the multiple winding case, we have to encounter a problem. Since the phase difference between two neighboring representative points in the triangle division method which we have described, the total difference of the phase along the triangle circumference should be smaller than or equal to $`3\pi `$, which means it must be $`2\pi `$ at most because of the phase continuity. Thus the winding number cannot be larger than the unity. The most natural solution to this situation may be the employment of other polygon than the triangle, for example, a hexagon. In the hexagon case, the total phase difference is improved to be $`6\pi `$ and the region within which the winding number becomes two can be allowed. However, there remains a problem even in this case because we cannot distinguish the state there is one piece of double winding string from the state there are two pieces of single winding string. Moreover, if we apply the triangle method to the area where one double winding string can be found by the hexagon method, we will misunderstand that there is one single winding string. Therefore not only the winding number but also even the magnitude of the total winding depends on the method of space dividing.

Thus in order to estimate the formation probability of the multiple winding string correctly, we introduce a new scale, $`R`$, within which there should be only one piece of string. Then the number of vertices the polygon has becomes $`\pi R/\xi `$. Thus the total phase difference is

$$\pi \frac{\pi R}{\xi }=\frac{\pi ^2R}{\xi }.$$
(24)
The most natural interpretation would be that $`R`$ is comparable to the diameter of the string core which is approximately equal to the inverse of the scalar mass which results

$$R=\frac{1}{m_s(T=T_G)}\frac{1}{\lambda T_G},$$
(25)
where $`T_G`$ is the temperature at which the phase transition terminates and the configuration of topological defects cannot be erased by the thermal fluctuations of fields. On the other hand, the correlation scale, $`\xi `$, can be expressed as

$$\xi \frac{1}{T_G}.$$
(26)
As a consequence, the possible maximum winding number which belongs to one string should be

$$n_{max}\left[\frac{\pi ^2R}{2\pi \xi }\right]\left[\frac{\pi }{2\lambda }\right],$$
(27)
where $`[]`$ denotes the Gauss’s symbol. Thus we can say that the multiple winding string can be produced when $`\lambda <<1`$.

Even in the case $`\lambda 1`$, we cannot completely deny the formation of the multiple winding configuration since in the actual situation, the correlation length scale can be inhomogeneous, that is, be various at each correlated region. Based on the result of the numerical calculation using the toy model, we estimate the black hole formation possibility in the next section.

Before closing this section, let us mention another possibility. When the self-coupling constant of the scalar field is smaller than the gauge coupling constant, that is, $`\beta <1`$ for the local gauged string case, the attractive force acts on strings and they would accumulate to a multiple winding string. In this case, the formation probability of the string whose winding number equals $`n`$, $`P(n)`$, can be easily calculated as

$$P(n)=\frac{P(1)}{n}.$$
(28)
This is also the case which the black hole formation probability is calculated in the following section.

## IV PBHs from Multiple Winding Loops

In this section, we estimate the primordial black hole formation probability by the oscillating string loop and the resulting modified observational constraint. Since we have the formula for the ordinary single winding string case in (13), the only thing we have to do is to clarify the difference when we employ the multiple winding one. The constraint (13) was deduced by the upper bound on $`\mathrm{\Omega }_{BH}`$, the relative energy density of black holes to the critical energy density of the present universe. Hence in the following we will derive that for the $`n`$ winding string, $`\mathrm{\Omega }_{BH}^n`$.

Here we assume the modified formula of the parameter which characterizes the multiple winding string. If the line energy density of $`n`$ winding string, $`\mu _n`$, can be written as

$$\mu _n=A(n)\mu ,$$
(29)
using the enhancement factor, $`A(n)>1`$, then

$$A(n)n,$$
(30)
since otherwise a multiple winding string becomes energetically unstable to the division into $`n`$ pieces of single winding strings. As we have introduced in the equation (8), the formation probability of the black hole by the loop oscillation is in proportion to the power of the string line energy density so that this probability can be enhanced as

$$\frac{P_{BH}^n}{P_{BH}^1}=\left[\frac{A(n)}{A(1)}\right]^\alpha =A(n)^\alpha f_1,$$
(31)
where the superscript of $`P_{BH}`$ depicts the corresponding string winding number and we define this enhancement factor as $`f_1`$.

In order to see how the constraint on the string model should be replaced, it is also necessary to estimate the seed loop number density in addition to the above black hole formation probability. Using the assumption in the equation (29) and one more assumption that the multiple winding string also obeys the scaling distribution described by the formula (4), we can calculate explicitly two modifications by the increase of the winding number which affect the black hole number density at present. One is the reduction factor which comes simply from the formation probability of multiple winding strings and the other is the enhancement factor which is related to earlier formation of black holes.

First the energy density of $`n`$ winding strings, $`\rho _{\mathrm{}}^n`$, is smaller than that of single winding strings, $`\rho _{\mathrm{}}`$, as

$$\rho _{\mathrm{}}^n=P(n)\frac{\mu _n}{L^2},$$
(32)
where we have written the probability of $`n`$ winding string production per correlation volume at the initial formation epoch as $`P(n)`$ similarly to the previous section. Then there appears a modification to the final formula of the black hole density parameter as

$$\mathrm{\Omega }_{BH}^nP(n),$$
(33)
which results an relative difference compared to a single winding case as

$$f_2\frac{P(n)}{P(1)},$$
(34)
where we define this reduction factor as $`f_2`$.

The next point is the time, $`t_{BH}^n`$, that the black hole of specific mass $`M_{}`$ which is evaporating at present was formed becomes earlier in the multiple winding string case. Since $`t_{BH}^n`$ can be calculated by the relation as

$$M_{}=\mu _n\gamma t_{BH}^n,$$
(35)
$`t_{BH}^n`$ becomes smaller as $`\mu _n`$ increases. Strictly speaking the value of $`M_{}`$ should depend on the time of formation. However, the rate of change of the black hole mass, $`M`$, is proportional to the power of $`M`$ as

$$\frac{dM}{dt}M^2.$$
(36)
Then the life-time of the black hole is much larger than its creation epoch. For example, $`t_{BH}^110^{16}`$ sec for the GUT scale string is sufficiently smaller than the age of the universe, $`t_010^{17}`$ sec. Thus it is a good approximation that $`M_{}`$ is independent of the string winding number, $`n`$, so that we can say that

$$t_{BH}^n\frac{1}{\mu _n}.$$
(37)
One more note is that in the equation (35) it is assumed that the black hole is formed instantaneously after the loop creation. However, since the important feature is the relation between $`t_{BH}^n`$ and $`\mu _n`$, we do not investigate whether this is appropriate or not in detail.

In order to calculate $`\mathrm{\Omega }_{BH}^n`$, we have to take various mass of the black hole into account. Hereafter, however, we only estimate the number density of the black hole whose mass is $`M_{}`$. This simple consideration is sufficient to see the essential dependence on $`\mu _n`$ of $`\mathrm{\Omega }_{BH}^n`$ since the black hole of mass $`M_{}`$ has the most dominant effect and the exact treatment produces the completely same result. The initial black hole number density whose mass equals $`M_{}`$, $`n_{BH}^n(t_{BH}^n)`$, can be calculated as

$$n_{BH}^n(t_{BH}^n)=P_{BH}^nn_{loop}^n(t_{BH}^n),$$
(38)
where $`n_{loop}^n`$ is the loop number density of the $`n`$ winding string and can be written as

$$n_{loop}^n(t_{BH}^n)\frac{\mathrm{\Delta }\rho _{\mathrm{}}^n(t_{BH}^n)}{M_{}},$$
(39)
where $`\mathrm{\Delta }\rho _{\mathrm{}}^n`$ is the energy loss of an infinitely long $`n`$ winding string to loops. Using the formula (32),

$$\mathrm{\Delta }\rho _{\mathrm{}}^n(t_{BH}^n)C\rho _{\mathrm{}}^n(t_{BH}^n)=CP(n)\zeta \frac{\mu _n}{\left(t_{BH}^n\right)^2},$$
(40)
where $`C`$ is the efficiency of the loop production. When we leave only the dependence on the winding number,

$$n_{BH}^n(t_{BH}^n)P_{BH}^nP(n)\frac{\mu _n}{\left(t_{BH}^n\right)^2}.$$
(41)
The following evolution of the black hole number density, $`n_{BH}^n`$, obeys the ordinary dust particle law as

$$n_{BH}^n(t)a(t)^3,$$
(42)
where $`a(t)`$ is the cosmological scale factor. Then since $`t_{BH}^n`$ is in the radiation dominated era for the parameter region we are interested in, the present number density of the black hole whose mass is equal to $`M_{}`$ can be expressed as

$`n_{BH}^n(t_0)`$ $`=`$ $`n_{BH}^n(t_{BH}^n)\left[{\displaystyle \frac{a(t_{BH}^n)}{a(t_0)}}\right]^3`$ (43)
$`=`$ $`n_{BH}^n(t_{BH}^n)\left({\displaystyle \frac{t_{BH}^n}{t_{eq}}}\right)^{3/2}\left({\displaystyle \frac{t_{eq}}{t_0}}\right)^2,`$ (44)
in the flat universe where $`t_{eq}`$ is the radiation matter equality time. Then the density parameter for the black hole can be written as

$$\mathrm{\Omega }_{BH}^n=\frac{M_{}n_{BH}^n(t_0)}{\rho _0},$$
(45)
if we neglect the mass loss of the black hole where $`\rho _0`$ is the critical density of the universe. Combined with the relations (41) and (37), we can obtain the final relation as

$$\mathrm{\Omega }_{BH}^nP_{BH}^nP(n)\mu _n^{3/2},$$
(46)
and we define an additional modification factor, $`f_3`$, as

$$f_3\left(\frac{\mu _n}{\mu }\right)^{3/2}=\left[\frac{A(n)}{A(1)}\right]^{3/2}=A(n)^{3/2}.$$
(47)
As a result, the overall modification factor of $`\mathrm{\Omega }_{BH}^n`$ for the string whose winding number is equal to $`n`$, $`f(n)`$, should be described as

$$f(n)=f_1f_2f_3=\frac{P(n)}{P(1)}A(n)^{\alpha +3/2},$$
(48)
using the equations (31), (34) and (47). Thus when $`A(n)>1`$ at a certain $`n`$, this enhancement may overcome the reduction by the smallness of $`P(n)`$ and make the present black hole number larger compared to the single winding string case although the loop creation size and other parameters are not completely determined in the multiple winding string case.

At last we can estimate the modification factor of the density parameter of the black hole at present for the multiple winding string. The first case is the string formation probability is calculated including the fluctuation of the correlated region size. The assumption for the parameter is

$$\alpha =4,A(n)=n,$$
(49)
which makes the modification rather large. The final expression of the factor, $`f(n)`$, can be written as

$$f(n)=\frac{P(n)}{P(1)}n^{5.5},$$
(50)
and the numerical values for $`n=14`$ are depicted in Table 1. In this case, $`f_1`$ and $`f_3`$ is too small to enhance the black hole production so that the result is trivial, that is, the constraint on the string model parameter is unchanged since the most dominant contribution to the $`\gamma `$ray emission and other astrophysical phenomena would be provided by single winding strings. Although we do not know the numerical value of $`P(n)`$ for much larger $`n`$, it would be natural that $`f(n)`$ is the decreasing function of $`n`$ even in such cases.

| $`n`$ | $`P(n)`$ | $`f(n)`$ |
| --- | --- | --- |
| $`1`$ | $`0.2102`$ | $`1`$ |
| $`2`$ | $`8.36\times 10^4`$ | $`1.80\times 10^1`$ |
| $`3`$ | $`4.8\times 10^7`$ | $`9.6\times 10^4`$ |
| $`4`$ | $`8\times 10^{11}`$ | $`8\times 10^7`$ |

Table 1. Modification Factor for Multiple Winding String

In contrast to that, the other case in which the string coalescence is taken into account may be more interesting. Using the same assumption for the parameters, $`\alpha `$ and $`A(n)`$, as the former case, the formula of the modification factor can be calculated as

$$f(n)=n^{4.5},$$
(51)
where we have substituted the equation (28). The factor $`f(n)`$ are shown in Table 2 for $`n=24`$. It can be obviously seen that the degree of the enhancement becomes greater as $`n`$ increases. Therefore it may be plausible that the string which has a large number of winding might impose a more stringent constraint than the single winding string scenario.

| $`n`$ | $`2`$ | $`3`$ | $`4`$ |
| --- | --- | --- | --- |
| $`f(n)`$ | $`22.6`$ | $`140`$ | $`512`$ |

Table 2. Modification Factor for String Coalescence Case

Finally we show the modified constraint formula for the string model parameter, $`\eta `$, which is significant from the point of view of the particle cosmology. As we have seen in this section, the symmetry breaking parameter is related to the black hole number as

$$\mathrm{\Omega }_{BH}^n\mu _n^{\alpha +3/2}.$$
(52)
Then the revised upper bound on $`G\eta ^2`$ for the multiple winding string case, $`G\eta ^2|_<^n`$, can be expressed as

$$G\eta ^2|_<^n=f(n)^{2/\left(3+2\alpha \right)}G\eta ^2|_<,$$
(53)
where $`G\eta ^2|_<`$ is the upper bound on $`G\eta ^2`$ for the case in which the multiple winding string is not incorporated.

## V Discussion and Conclusion

In this paper, we have estimated how the observational constraint on the particle physics model parameter in which the cosmic string is produced should be modified when we consider the multiple winding string which may be useful for the topological inflation and the electroweak baryogenesis. The modified formula of the constraint on the line energy density which can be translated to that on the symmetry breaking scale, $`\eta `$, can be written as

$$G\eta ^2f(n)^{2/\left(3+2\alpha \right)}\times 10^6,$$
(54)
in which we assume the simple scaling distribution of the string.

The numerical values of the above modification factor are calculated in two cases. One is the case that the multiple winding string is produced at the initial formation epoch and the modification is not so significant since

$$f(n)1.$$
(55)
In the other case, the dynamical evolution of the string after its formation is concerned and the string accumulation by the attractive interaction between strings makes the enhancement remarkable as

$$f(n)>>1,$$
(56)
which means the upper bound on $`\eta `$ must be much lower.

Thus we can say that a more stringent constraint by primordial black holes on the model parameter might be obtained by multiple winding strings compared to the conventional scenario of ordinary single winding strings. Just for the reference, let us estimate the case in which all the winding number within the horizon are concentrated on a single string. At the string formation epoch, the number of the correlated region in the horizon volume can be estimated as

$$N\left(\frac{t}{T^1}\right)^3.$$
(57)
When we take the annihilation of a string by an anti-string into consideration, the bulk total winding within the horizon would be

$$n\sqrt{P(1)N}.$$
(58)
If we assume $`T\eta `$, then

$$n\left(\frac{\sqrt{𝒩}}{0.3P(1)^3}\frac{\eta }{M_{pl}}\right)^{3/2},$$
(59)
using the relation between $`t`$ and $`T`$ in the standard cosmology where $`𝒩`$ is the gauge degree of freedom of particles at $`T`$. Then the modified constraint on $`\eta `$ can be written as

$$\left(\frac{\eta }{M_{pl}}\right)^{1/2+6/(2\alpha +3)}\left(\frac{\sqrt{𝒩}}{0.3P(1)^3}\right)^{3(2\alpha 1)/2(2\alpha +3)}10^6,$$
(60)
leaving the parameter $`\alpha `$ in the formula (8). When $`\alpha =4`$, the resulting constraint can be expressed as

$$\frac{\eta }{M_{pl}}10^4,$$
(61)
which is marginally compatible with the GUT string, $`\eta 10^{15}`$ GeV and a little more rigorous than the original one (13). It might be the most useful condition in order to constrain the model construction of the string generation in the early universe even if the cosmic microwave background radiation fluctuation and the pulsar timing are included.

This is not the end of the story. There may be other effects which can enable the abundant formation of the multiple winding defect such as the relaxation of the geodesic rule which is applied when the phase between two different correlated regions is interpolated. Moreover, it may be possible that the homogeneous gauge flux distribution greatly enhances the total winding number within the correlated domain so that huge winding strings might be produced by the string coalescence. Further work would be needed in the future.

###### Acknowledgements.

The author is grateful to Arttu Rajantie for his comment at the international workshop on Particle Physics and The Early Universe, COSMO2000.